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Spring 2011

8.1 Functions of Several Variables

A real-valued function of two variables f consists of

1. A set A of ordered pairs of real numbers (x, y ) called the

domain of the function.

2. A rule that associates with each ordered pair in the domain of f

one and only one real number, denoted by z = f (x, y ).

variable z, which is dependent on the values of x and y , is referred

to as a dependent variable.

As in the case of a real-valued function of one variable, the number

z = f (x, y ) is called the value of f at the point (x, y ). And, unless

specified, the domain of the function f will be taken to be the

largest possible set for which the rule defining f is meaningful.

8.1 Functions of Several Variables

Example 1. Let f (x, y ) = 2x + 3y − 4. Compute

f (0, 0), f (1, 2), and f (2, −1).

Solution

= −4

f (1, 2) = 2(1) + 3(2) − 4

=2+6−4

= 4.

f (2, −1) = 2(2) + 3(−1) − 4

=4−3−4

= −3.

Calculus with Business Applications II Math 1690 8. Calculus of Several Variables

8.1 Functions of Several Variables(Contd.)

uv

a. h(u, v ) = u−v

b. h(x, y ) = ln(x + y − 5)

√

x−2+y

c. f (x, y ) = √

y +1

Solution

b. Here x + y − 5 > 0. Which implies that x + y > 5.

c. Here x − 2 ≥ 0 and y + 1 > 0. Which gives x ≥ 2, y > −1.

three-dimensional coordinate system.

8.1 Functions of Several Variables(Contd.)

8.1 Functions of Several Variables(Contd.)

A point in three-dimensional space can be represented uniquely in

three-dimensional Cartesian coordinate system by an ordered

triple of numbers (x, y , z), and, conversely, every ordered triple of

real numbers (x, y , z) represents a point in three-dimensional

space.

graphed as follows:

8.1 Functions of Several Variables(Contd.)

If we denote f (x, y ) by z, then the totality of all points (x, y , z),

that is, (x, y , f (x, y )), makes up the graph of the function f .

below.

8.1 Functions of Several Variables(Contd.)

Level Curves

Suppose that f (x, y ) is a function of two variables x and y . If c is

some value of the function f , then the equation f (x, y ) = c

describes a curve lying on the plane z = c called the trace of the

graph of f in the plane z = c. If this trace is is projected onto the

xy −plane, the resulting curve in the xy −plane is called a level

curve. By drawing the level curves corresponding to several

admissible values of c, we obtain a contour map.

to each value of z.

a. f (x, y ) = y − x 2 ; z = −4, −3, −2, −1, 0, 1, 2, 3, 4

b. f (x, y ) = 2x + 3y ; z = −2, −1, 0, 1, 2

8.1 Functions of Several Variables(Contd.)

a. When z = c, y − x 2 = c which implies that y = x 2 + c and the

level curve follows:

8.1 Functions of Several Variables(Contd.)

−2x+c

b. When z = c, 2x + 3y = c which implies that y = 3 .

Home Work: Section 8.1 on page 538 problems 3, 15, 18, 21, 23,

25.

8.2 Partial Derivatives

Let f (x, y ) be a function of two variables. Because f (x, b) is a

function of one variable x, we may compute the derivative of f

with respect to x at x = a. This derivative, obtained by keeping

the variable y fixed and differentiating the resulting function

f (x, b) with respect to x, is called the first partial derivative of f

with respect to x at (a, b), written (when z = f (x, y ))

∂z ∂f

(a, b) or (a, b) or fx (a, b)

∂x ∂x

Thus,

∂z ∂f f (a+h,b)−f (a,b)

∂x (a, b) = ∂x (a, b) = fx (a, b) = limh→0 h

provided the limit exists. Geometrically, the first partial derivative

of f with respect to x at (a, b) measures the slope of the tangent

line and the rate of change of the function f in the x−direction

when x = a and y = b.

Calculus with Business Applications II Math 1690 8. Calculus of Several Variables

8.2 Partial Derivatives(Contd.)

Similarly, we define the first partial derivative of f with respect

to y at (a, b), written

∂z ∂f

(a, b) or (a, b) or fy (a, b)

∂y ∂y

as the derivative obtained by keeping the variable x fixed and

differentiating the resulting function f (a, y ) with respect to y .

That is,

∂z ∂f

(a, b) = (a, b) = fy (a, b)

∂y ∂y

f (a, b + k) − f (a, b)

= lim

k→0 k

if the limit exists. Geometrically, the first partial derivative of f

with respect to y at (a, b) measures the slope of the tangent line

and the rate of change of the function f in the y −direction when

x = a and y = b.

Calculus with Business Applications II Math 1690 8. Calculus of Several Variables

8.2 Partial Derivatives(Contd.)

∂f ∂f

Notations: ∂x |(a,b) = fx (a, b) and ∂y |(a,b) = fy (a, b)

Suppose f (x, y ) is a function of the two variables x and y . Then,

the first partial derivative of f with respect to x at the point

(x, y ) is

∂f f (x + h, y ) − f (x, y )

= lim

∂x h→0 h

provided the limit exists. The first partial derivative of f with

respect to y at the point (x, y ) is

∂f f (x, y + k) − f (x, y )

= lim

∂y k→0 k

provided the limit exists.

8.2 Partial Derivatives(Contd.)

√

a. f (x, y ) = x 4 + 6 y − 10

9x

b. g (x, y ) = x 2 +5y

c. h(x, y ) = e xy +1

the given point.

a. f (x, y ) = yx ; (1, 2)

b. f (x, y , z) = x 2 y 2 + z 2 ; (1, 1, 2)

8.2 Partial Derivatives(Contd.)

Second-Order Partial Derivatives

f (x, y ) of the two variables x and y . As such, we may differentiate

each of the functions fx and fy to obtain the second-order partial

derivatives of f . Thus, differentiating the function fx with respect

to x leads to the second partial derivative

∂2f ∂

fxx = = (fx )

∂x 2 ∂x

However, differentiation of fx with respect to y leads to the second

partial derivative

∂2f ∂

fxy = = (fx )

∂y ∂x ∂y

Similarly, differentiation of the function fy with respect to x and

with respect to y leads to

Calculus with Business Applications II Math 1690 8. Calculus of Several Variables

∂2f ∂

fyx = = (fy )

∂x∂y ∂x

∂2f ∂

fyy = 2

= (fy )

∂ y ∂y

respectively.

Note: In general, fxy 6= fyx . But fxy = fyx if both fxy and fyx are

continuous.

following function.

a. f (x, y ) = x 2 − 2xy + 2y 2 + x − 2y

1

b. f (x, y ) = (x 2 + y 2 ) 2

− yx

c. f (x, y ) = e at (1, 1)

d. f (x, y ) = ln(1 + x 2 y 2 )

Home Work: Section 8.2 on page 550 problems 1, 9, 21, 27, 41.

Calculus with Business Applications II Math 1690 8. Calculus of Several Variables

8.3 Maxima and Minima of Functions of Several Variables

Relative Extrema of a Function of Two Variables

Let f be a function defined on a region R containing the point

(a, b). Then, f has a relative maximum at (a, b) if

f (x, y ) ≤ f (a, b) for all points (x, y ) that are sufficiently close to

(a, b). The number f (a, b) is called a relative maximum value.

Similarly, f has a relative minimum at (a, b), with relative

minimum value f (a, b) if f (x, y ) ≥ f (a, b) for all points (x, y )

that are sufficiently close to (a, b).

Loosely speaking, f has a relative maximum at (a, b) if the point

(a, b, f (a, b)) is the highest point on the graph of f when

compared with all nearby points. A similar interpretation holds for

a relative minimum.

If the inequalities in this last definition hold for all points (x, y ) in

the domain of f , then f has an absolute maximum(or absolute

minimum) at (a, b) with absolute maximum value (or absolute

minimum value) f (a, b).

Calculus with Business Applications II Math 1690 8. Calculus of Several Variables

8.3 Maxima and Minima of Functions of Several

Variables(contd.)

Critical Point of f

A critical point of f is a point (a, b) in the domain of f such that

both

∂f ∂f

(a, b) = 0 and (a, b) = 0

∂x ∂y

or at least one of the partial derivatives does not exist.

The Second Derivative Test(Determining Relative Extrema)

1. Find the critical points of f (x, y ) by solving the system of

simultaneous equations

fx = 0

fy = 0

D(x, y ) = fxx fyy − fxy2

Calculus with Business Applications II Math 1690 8. Calculus of Several Variables

8.3 Maxima and Minima of Functions of Several

Variables(contd.)

Then,

a. D(a, b) > 0 and fxx (a, b) < 0 implies that f (x, y ) has a

relative maximum at the point (a, b).

b. D(a, b) > 0 and fxx (a, b) > 0 implies that f (x, y ) has a

relative minimum at the point (a, b).

c. D(a, b) < 0 implies that f (x, y ) has neither a relative maximum

nor relative minimum at the point (a, b). The point (a, b, f (a, b))

is called a saddle point.

d. D(a, b) = 0 implies that the test is inconclusive, so some other

technique must be used to solve the problem.

a. f (x, y ) = 1 − 2x 2 − 3y 2

b. f (x, y ) = 2x 3 + y 2 − 9x 2 − 4y + 12x − 2

Calculus with Business Applications II Math 1690 8. Calculus of Several Variables

8.3 Maxima and Minima of Functions of Several

Variables(contd.)

2 +y 2

c. f (x, y ) = e x

4 2

d. f (x, y ) = xy + x + y

e. f (x, y ) = ln(1 + x 2 + y 2 )

300 in.2 is to be constructed from a tin sheet. Find the dimensions

of the box if the volume of the box is to be as large as possible.

What is the maximum volume?

Home Work: Section 8.3 on page 561 problems 3, 5, 13, 19, 21,

29.

8.3 Maxima and Minima of Functions of Several

Variables(contd.)

Quiz

Find the critical point(s) of the following functions. Then use the

second derivative test to classify the nature of these points, if

possible. Finally, determine the relative extrema of each function.

a. f (x, y ) = 2x 2 + y 2 − 8x − 6y + 4

2 +y 2

b. f (x, y ) = e 2x

8.5 Constrained Maxima and Minima and the Method of

Lagrange Multipliers

The relative extremum of a function f (x, y ) without placing any

restrictions on the independent variables x and y is referred to as

an unconstrained relative extremum of f . The relative extrema

of a function f (x, y ) whose independent variables x and y are

required to satisfy one or more constraints of the form g (x, y ) = 0

is referred to as a constrained relative extremum of f .

Example 1. Find the relative minimum of the function

f (x, y ) = x 2 + 3y 2 subject to the constraint x + y − 1 = 0.

Solution

Solving the constraint equation g (x, y ) = x + y − 1 = 0 for y

explicitly in terms of x, we obtain y = −x + 1. Substituting this

value of y into the function f (x, y ) = x 2 + 3y 2 results in a

function of x,

h(x) = x 2 + 3(−x + 1)2 = 4x 2 − 6x + 3

Calculus with Business Applications II Math 1690 8. Calculus of Several Variables

8.5 Constrained Maxima and Minima and the Method of

Lagrange Multipliers(Contd.)

The Method of Lagrange Multipliers

To find the relative extrema of the function f (x, y ) subject to the

constraint g (x, y ) = 0 (assuming that these extreme values exist),

1. Form an auxiliary function

Lagrange multiplier).

2. Solve the system that consists of the equations

Fx = 0 Fy = 0 Fλ = 0

3. The solutions found in step 2 are candidates for the extrema of

f.

Calculus with Business Applications II Math 1690 8. Calculus of Several Variables

8.5 Constrained Maxima and Minima and the Method of

Lagrange Multipliers(Contd.)

f (x, y ) = x + 5y − 2xy − x 2 − 2y 2 subject to the constraint

2x + y = 4.

Example 3. Minimize the function f (x, y ) = xy subject to the

constraint x 2 + 4y 2 = 4.

Example 4. A closed rectangular box is to be constructed from

material that costs $3/ft 2 for the bottom and top and $1/ft 2 for

its sides. Find the dimensions of the box of greatest volume that

can be constructed for $36.

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