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4.1 Introduction
For most of the function that we have encountered before is the single variable
function y=f(x), in which the variable and the function value y are also scalar. In
physical world, this kind of function can be used to describe the physical quantity
which is dependent on a single variable. For example, the area of a circle A(r)=r2,
where r is the radius of the circle. We always say the area A(r) is a function of r.
Sometimes, the single variable function will become inadequate as the physical
quantity under interest depends on more than one variable, for example, ideal gas law
states that P=nRT and indeed P is a function of n, R and T and we write P=P(n,R,T).
This kind of function is called multivariable function and is the main theme of this
chapter.
z
For the case of a two variable
function, the function can be plotted
(0 , 0 , 1 ) against its variable using the z-axis to
represent the function value. For
example, if the density of the metal
sheet is: (x, y)=(r)= 1 x 2 y 2 ,
2 2
z = 1 - x - y
where r=(x, y), then the density can be
plotted as shown in the figure by using
o y the z-axis to represent the density.
(0 , 1 , 0 )
(1 , 0 , 0 )
Function of n-variable
Def. : A n-variable function is a function such that its range is a subset of the real
number R and its domain is the subset of the n-dimensional vector space Rn. That is
to say f=f(x1,x2.....,xn)=f(v), where v=(x1,x2.....,xn) and f is a scalar.
Chapter 4 Multivariable function and its differentiation Page 2
Suppose f=f(x,y), then the we can define the partial derivatives of the function by :
(i) partial derivative of f with respect to x, (i.e. fixing the variable y):
f ( x, y ) f ( x x, y ) f ( x, y )
f x ( x, y ) lim (1)
x x 0 x
(ii) partial derivative of f with respect to x, (i.e. fixing the variable x):
f ( x , y ) f ( x , y y ) f ( x , y )
f y ( x , y ) lim (2)
y y 0 y
z
p la n e y = y o The surface z=f(x,y) is shown in the
y figure. Notice that the point
ta n g e n t lin e w ith s lo p e (x0,y0,z0)=( x0,y0,f(x0,y0) ) is on the
x
f
surface. fx(x0,y0)= x ( x, y ) ( x is
0, y0 )
x
ta n g e n t lin e w ith s lo p e
y
(x o , y o , z o)
p la n e x = x o
z = f (x , y)
y
f f ( x1 , x 2 , , xi xi ,, x n ) f ( x1 , x2 , , xi , , xn )
f xi lim
xi x i 0 xi
(3)
Example :
(i) Calculate the three partial derivatives of the three variable function :
2
f ( x, y , z ) xz e y z xy 2 z 3
(ii) Find all the possible partial derivatives of the function :
f(x)=x12-x22+3x1x2x3-(x4/x1).
If f is a function of two variables f=f(x, y), then there are four different possibilities of
second partial derivatives :
2 f f
(i) differentiate with respect to x twice, i.e. f xx ;
x 2 x x
2 f f
(ii) differentiate with respect to y twice i.e. f yy ;
y 2 y y
(iii) differentiate with respect to x first and then with respect to y i.e. :
2 f f
f xy ;
yx y x
(iv) differentiate with respect to y first and then with respect to x, i.e.,
2 f f
f yx .
xy x y
Example : Let z=f(x, y)=x3y2-xy5, find all the possible second derivatives.
Theorem 1.
Chapter 4 Multivariable function and its differentiation Page 4
Suppose f is a function of two variables f(x,y). If f , fx, fy, fxy and fyx are continuous,
then fxy=fyx.
Note : (i) Most of the functions that appeared in the scope of this course are
continuous.
Theorem 2.
f is a three variable function f(x, y, z) If f, fx, fy, fz and all the mixed second order
derivatives are continuous, then :
fxy=fyx, fxz=fzx, fyz=fzy.
Example :
f(x, y, z)=xy3-zx5+x2yz.
(i) Find all the nine second partial derivatives and check the validity of Theorem 2.
(ii) Find fxxx, fxzy and fzxy.
Def. : Let f(x, y, z) be a function of three variables and the gradient of f, denoted by
f is defined as :
f f f
f i j k (4)
x y z
Differentiability
z=f(x0+x,y0+y)
z=f(x0+x,y0)
z=f(x0,y0)
z=f(x0,y0+y)
(x0,y0+y,0)
(x0+x,y0,0)
x
(x0+x,y0+y,0)
Chapter 4 Multivariable function and its differentiation Page 5
A two variable function is said to be differentiable at (x0, y0) iff there exists functions
1(x, y) and 2(x, y) such that:
f f
f ( x 0 x , y 0 y ) f ( x 0 , y 0 ) x y 1 ( x, y )x 2 (x, y )y
x ( x , y ) y ( x , y )
0 0 0 0
lim 1 (x, y ) 0
( x, y ) ( x 0 , y 0 )
where .
lim 2 ( x, y ) 0
( x, y ) ( x 0 , y 0 )
Or an alternative definition:
g ( r )
for some function g such that lim
r 0 r
.
Note : For most of the functions encountered in this course are differentiable.
Theorem 3
If f(r) and g(r) are two multivariable functions and is some constant scalar, then :
df d
f (r ) r (t ) (5)
dt dt
f f x f y
r x r y r
f f x f y
(6)
s x s y s
Example :
df
(i) f(x, y)=xy2, x=cos t and y=sin t. Find .
dt
f f
(ii) f(x, y)=sin(xy2), x=r/s and y=er-s. Find and .
r s
(iii) Extension to higher dimension
PV=nRT, where R is a constant. If now the volume of an ideal gas is
increasing at a rate of 10cm3/min and the pressure is decreasing at a rate of
0.3N/cm2/min. How is the temperature of the gas changing when the volume of 5
mole of a gas is 100cm3 and the pressure is 2N/cm2?
dF
F g ' (t ) 0
dt
ByChainRule
As g'(t) is the tangent line of the curve C, we can say that F is perpendicular to the
tangent line at any point of the curve C. Because C is arbitrary constructed, we can
conclude:
ΔF(x o )
Def. : Normal line and tangent plane
Example :
(i) Find the equation of the tangent plane and the normal line to the surface
y2 z2
x2 3 at the point (1,2,3).
4 9
(ii) Find the tangent plane and the normal line to the surface z=x 3y5 at the point
(2,1,8).
Suppose f is a function of two variables f(x, y). We have already known that
f f
the partial derivatives and y are the ratio of the induced functional change f
x
to the infinitesimal change x and y respectively as the other variable is kept fixed.
In some of the case, we are interested to know the functional change f if there is a
infinitesimal change of the variables in the u direction, i.e. from r0=(x0,y0)=x0i+y0j to
r0+r=(x0+x)i+(y0+y)j.
Chapter 4 Multivariable function and its differentiation Page 8
z
z = f (x , y )
f (x o + x , y o + y )
f (x o , y o)
o y
(xo + x , yo + y )
u
x (x o , y o) Δr
If f(x, y) is a differentiable two variable function and u is a unit vector, then the
directional derivative of f in the direction of u is defined as :
f ( x0 x, y 0 y ) f ( x0 , y 0 )
f ' u (r0 ) lim f (r0 ) u
r 0 r
(7)
df f (r0 ) r (8)
Example: The radius of a cone is measured to be 15cm and the height of the cone is
measured to be 25cm. There is a maximum error of ±0.02cm in the measurement of
the radius and ±0.05cm in the measurement of the height.
(a) What is the approximate volume of the cone?
(b) What is the maximum error in the calculation of the volume?
4.9 Local maximum, local minimum and saddle point of two variable function.
(i) r0 is said to be the local maximum of f iff f(r0) f(r) for any r in the neighbourhood
of r0.
(ii) r0 is said to be the local minimum of f iff f(r0)f(r) for any r in the neighbourhood
of r0.
Theorem 6
Suppose f(r) is a two variable function. If r0 is a extreme point, then f(r0)=0.
Important : Notice that the reverse of Theorem 6 is not correct, i.e. f(r0)=0 does not
imply that r0 is a extreme point. It may be a saddle point.
Example : z
0
y
x
Chapter 4 Multivariable function and its differentiation Page
10
z=y2-x2 at (0,0) is a saddle point because z(0,0)=0 but it is not a maximum nor
minimum.
Example : Find all the critical points and determine its nature.
(i) f(x, y)=1+x2+3y2.
(ii) f(x, y)=-x2+2x+4y+5
(iii) f(x, y)=2x3-24xy+16y3.