4100 AWL/Thomas_ch14p965-1066 8/25/04 2:54 PM Page 1054

1054 Chapter 14: Partial Derivatives

14.10 Taylor’s Formula for Two Variables

This section uses Taylor’s formula to derive the Second Derivative Test for local extreme
values (Section 14.7) and the error formula for linearizations of functions of two inde-
pendent variables (Section 14.6). The use of Taylor’s formula in these derivations leads to
an extension of the formula that provides polynomial approximations of all orders for
functions of two independent variables.

Derivation of the Second Derivative Test

Let ƒ(x, y) have continuous partial derivatives in an open region R containing a point P(a, b)
where ƒx = ƒy = 0 (Figure 14.59). Let h and k be increments small enough to put the

Copyright © 2005 Pearson Education, Inc., publishing as Pearson Addison-Wesley

4100 AWL/Thomas_ch14p965-1066 8/25/04 2:54 PM Page 1055

14.10 Taylor’s Formula for Two Variables 1055

point Ssa + h, b + kd and the line segment joining it to P inside R. We parametrize the
t1 segment PS as
S(a  h, b  k)

Parametrized
x = a + th, y = b + tk, 0 … t … 1.
segment If Fstd = ƒsa + th, b + tkd , the Chain Rule gives
in R (a  th, b  tk),
a typical point dx dy
on the segment F¿std = ƒx + ƒy = hƒx + kƒy .
dt dt
Since ƒx and ƒy are differentiable (they have continuous partial derivatives), F¿ is a
differentiable function of t and
t0
P(a, b) 0F¿ dx 0F¿ dy 0 0
F– = + = shƒx + kƒy d # h + shƒx + kƒy d # k
Part of open region R 0x dt 0y dt 0x 0y

FIGURE 14.59 We begin the derivation = h 2ƒxx + 2hkƒxy + k 2ƒyy . fxy = fyx
of the second derivative test at P(a, b) by Since F and F¿ are continuous on [0, 1] and F¿ is differentiable on (0, 1), we can apply
parametrizing a typical line segment from Taylor’s formula with n = 2 and a = 0 to obtain
P to a point S nearby.
s1 - 0d2
Fs1d = Fs0d + F¿s0ds1 - 0d + F–scd
2
(1)
1
Fs1d = Fs0d + F¿s0d + F–scd
2
for some c between 0 and 1. Writing Equation (1) in terms of ƒ gives
ƒsa + h, b + kd = ƒsa, bd + hƒxsa, bd + kƒysa, bd

A h ƒxx + 2hkƒxy + k 2ƒyy B `

1 2
+ . (2)
2 sa + ch, b + ckd

Since ƒxsa, bd = ƒysa, bd = 0, this reduces to

A h ƒxx + 2hkƒxy + k 2ƒyy B `

1 2
ƒsa + h, b + kd - ƒsa, bd = . (3)
2 sa + ch, b + ckd

The presence of an extremum of ƒ at (a, b) is determined by the sign of

ƒsa + h, b + kd - ƒsa, bd. By Equation (3), this is the same as the sign of
Qscd = sh 2ƒxx + 2hkƒxy + k 2ƒyy d ƒ sa + ch,b + ckd .
Now, if Qs0d Z 0 , the sign of Q(c) will be the same as the sign of Q(0) for suffi-
ciently small values of h and k. We can predict the sign of
Qs0d = h 2ƒxxsa, bd + 2hkƒxysa, bd + k 2ƒyysa, bd (4)

from the signs of ƒxx and ƒxx ƒyy - ƒxy2 at (a, b). Multiply both sides of Equation (4) by ƒxx
and rearrange the right-hand side to get
ƒxx Qs0d = shƒxx + kƒxy d2 + sƒxx ƒyy - ƒxy2 dk 2. (5)

From Equation (5) we see that

1. If ƒxx 6 0 and ƒxx ƒyy - ƒxy2 7 0 at (a, b), then Qs0d 6 0 for all sufficiently small
nonzero values of h and k, and ƒ has a local maximum value at (a, b).
2. If ƒxx 7 0 and ƒxx ƒyy - ƒxy2 7 0 at (a, b), then Qs0d 7 0 for all sufficiently small
nonzero values of h and k and ƒ has a local minimum value at (a, b).

Copyright © 2005 Pearson Education, Inc., publishing as Pearson Addison-Wesley

4100 AWL/Thomas_ch14p965-1066 8/25/04 2:54 PM Page 1056

1056 Chapter 14: Partial Derivatives

3. If ƒxx ƒyy - ƒxy2 6 0 at (a, b), there are combinations of arbitrarily small nonzero val-
ues of h and k for which Qs0d 7 0, and other values for which Qs0d 6 0. Arbitrarily
close to the point P0sa, b, ƒsa, bdd on the surface z = ƒsx, yd there are points above
P0 and points below P0 , so ƒ has a saddle point at (a, b).
4. If ƒxx ƒyy - ƒxy2 = 0, another test is needed. The possibility that Q(0) equals zero pre-
vents us from drawing conclusions about the sign of Q(c).

The Error Formula for Linear Approximations

We want to show that the difference E(x, y), between the values of a function ƒ(x, y), and
its linearization L(x, y) at sx0 , y0 d satisfies the inequality
1
ƒ Esx, yd ƒ … 2 Ms ƒ x - x0 ƒ + ƒ y - y0 ƒ d2.

The function ƒ is assumed to have continuous second partial derivatives throughout an

open set containing a closed rectangular region R centered at sx0 , y0 d. The number M is an
upper bound for ƒ ƒxx ƒ , ƒ ƒyy ƒ , and ƒ ƒxy ƒ on R.
The inequality we want comes from Equation (2). We substitute x0 and y0 for a and b,
and x - x0 and y - y0 for h and k, respectively, and rearrange the result as

ƒsx, yd = ƒsx0 , y0 d + ƒxsx0 , y0 dsx - x0 d + ƒysx0 , y0 ds y - y0 d

('''''''')'''''''''''''*
linearization Lsx, yd

+ 1 A sx - x0 d2ƒxx + 2sx - x0 ds y - y0 dƒxy + s y - y0 d2ƒyy B `

2 ('''''''''''''''')'''''''''''''''''* sx0 + csx - x0d, y0 + cs y - y0dd.

error Esx, yd

This equation reveals that

ƒ E ƒ … 2 A ƒ x - x0 ƒ 2 ƒ ƒxx ƒ + 2 ƒ x - x0 ƒ ƒ y - y0 ƒ ƒ ƒxy ƒ + ƒ y - y0 ƒ 2 ƒ ƒyy ƒ B .

1

Hence, if M is an upper bound for the values of ƒ ƒxx ƒ , ƒ ƒxy ƒ , and ƒ ƒyy ƒ on R,

ƒ E ƒ … 2 A ƒ x - x0 ƒ 2 M + 2 ƒ x - x0 ƒ ƒ y - y0 ƒ M + ƒ y - y0 ƒ 2M B
1

1
= Ms ƒ x - x0 ƒ + ƒ y - y0 ƒ d2.
2

Taylor’s Formula for Functions of Two Variables

The formulas derived earlier for F¿ and F– can be obtained by applying to ƒ(x, y) the oper-
ators
2
ah + k b ah + k b = h 2 2 + 2hk
0 0 0 0 02 02 02
and + k2 2 .
0x 0y 0x 0y 0x 0x 0y 0y
These are the first two instances of a more general formula,
n
Fstd = ah + k b ƒsx, yd,
dn 0 0
F sndstd = (6)
dt n 0x 0y

Copyright © 2005 Pearson Education, Inc., publishing as Pearson Addison-Wesley

4100 AWL/Thomas_ch14p965-1066 8/25/04 2:54 PM Page 1057

14.10 Taylor’s Formula for Two Variables 1057

which says that applying d n>dt n to Fstd gives the same result as applying the operator
n
ah + k b
0 0
0x 0y
to ƒ(x, y) after expanding it by the Binomial Theorem.
If partial derivatives of ƒ through order n + 1 are continuous throughout a rectangu-
lar region centered at (a, b), we may extend the Taylor formula for F(t) to
F–s0d 2 F snds0d snd
Fstd = Fs0d + F¿s0dt + t + Á + t + remainder,
2! n!
and take t = 1 to obtain
F–s0d F snds0d
Fs1d = Fs0d + F¿s0d + + Á + + remainder.
2! n!
When we replace the first n derivatives on the right of this last series by their equivalent
expressions from Equation (6) evaluated at t = 0 and add the appropriate remainder term,
we arrive at the following formula.

Taylor’s Formula for ƒ(x, y) at the Point (a, b)

Suppose ƒ(x, y) and its partial derivatives through order n + 1 are continuous throughout an open rectangular region R cen-
tered at a point (a, b). Then, throughout R,
1 2
ƒsa + h, b + kd = ƒsa, bd + shƒx + kƒy d ƒ sa,bd + sh ƒxx + 2hkƒxy + k 2ƒyy d ƒ sa,bd
2!
n
ah + k b ƒ`
1 3 1 0 0
+ sh ƒxxx + 3h 2kƒxxy + 3hk 2ƒxyy + k 3ƒyyy d ƒ sa,bd + Á +
3! n! 0x 0y sa,bd
n+1
ah + k b ƒ`
1 0 0
+ . (7)
sn + 1d! 0x 0y sa + ch,b + ckd

The first n derivative terms are evaluated at (a, b). The last term is evaluated at some point
sa + ch, b + ckd on the line segment joining (a, b) and sa + h, b + kd.
If sa, bd = s0, 0d and we treat h and k as independent variables (denoting them now
by x and y), then Equation (7) assumes the following simpler form.

Taylor’s Formula for ƒ(x, y) at the Origin

1 2
ƒsx, yd = ƒs0, 0d + xƒx + yƒy + sx ƒxx + 2xyƒxy + y 2ƒyy d
2!
n
ax + y b ƒ
1 3 1 0 0
+ sx ƒxxx + 3x 2yƒxxy + 3xy 2ƒxyy + y 3ƒyyy d + Á +
3! n! 0x 0y
n+1
ax + y b ƒ`
1 0 0
+ (8)
sn + 1d! 0x 0y scx,cyd

Copyright © 2005 Pearson Education, Inc., publishing as Pearson Addison-Wesley

4100 AWL/Thomas_ch14p965-1066 8/25/04 2:54 PM Page 1058

1058 Chapter 14: Partial Derivatives

The first n derivative terms are evaluated at (0, 0). The last term is evaluated at a point on
the line segment joining the origin and (x, y).
Taylor’s formula provides polynomial approximations of two-variable functions. The
first n derivative terms give the polynomial; the last term gives the approximation error.
The first three terms of Taylor’s formula give the function’s linearization. To improve on
the linearization, we add higher power terms.

EXAMPLE 1 Finding a Quadratic Approximation

Find a quadratic approximation to ƒsx, yd = sin x sin y near the origin. How accurate is the
approximation if ƒ x ƒ … 0.1 and ƒ y ƒ … 0.1?

Solution We take n = 2 in Equation (8):

1 2
ƒsx, yd = ƒs0, 0d + sxƒx + yƒy d + sx ƒxx + 2xyƒxy + y 2ƒyy d
2
1 3
+ sx ƒxxx + 3x 2yƒxxy + 3xy 2ƒxyy + y 3ƒyyy dscx,cyd
6
with
ƒs0, 0d = sin x sin y ƒ s0,0d = 0, ƒxxs0, 0d = -sin x sin y ƒ s0,0d = 0,

ƒxs0, 0d = cos x sin y ƒ s0,0d = 0, ƒxys0, 0d = cos x cos y ƒ s0,0d = 1,

ƒys0, 0d = sin x cos y ƒ s0,0d = 0, ƒyys0, 0d = -sin x sin y ƒ s0,0d = 0,

we have
1 2
sin x sin y L 0 + 0 + 0 + sx s0d + 2xys1d + y 2s0dd,
2
sin x sin y L xy.
The error in the approximation is
1 3
Esx, yd = sx ƒxxx + 3x 2yƒxxy + 3xy 2ƒxyy + y 3ƒyyy d ƒ scx,cyd .
6
The third derivatives never exceed 1 in absolute value because they are products of sines
and cosines. Also, ƒ x ƒ … 0.1 and ƒ y ƒ … 0.1. Hence
1 3 3 3 3 8 3
ƒ Esx, yd ƒ … 6 ss0.1d + 3s0.1d + 3s0.1d + s0.1d d = 6 s0.1d … 0.00134

(rounded up). The error will not exceed 0.00134 if ƒ x ƒ … 0.1 and ƒ y ƒ … 0.1.

Copyright © 2005 Pearson Education, Inc., publishing as Pearson Addison-Wesley