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8.

Calculus of Several Variables

Calculus with Business Applications II Math 1690

Spring 2011

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


8.1 Functions of Several Variables

A Function of Two 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 ).

The variables x and y are called independent variables, and the


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.

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


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

f (0, 0) = 2(0) + 3(0) − 4


= −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.

Example 2. Find the domain of the function.


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

a. Here u − v 6= 0. Which implies that u 6= v .


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.

Graphs of Functions of Two Variables

To graph a function of two variables, we need the following


three-dimensional coordinate system.

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


8.1 Functions of Several Variables(Contd.)

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


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.

Example 3. In three-dimensional space, the point (a, b, c) is


graphed as follows:

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


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 .

Example 4. The Graph of the function f (x, y ) = x 2 + y 3 is drawn


below.

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


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.

Example 5. Sketch the level curves of the function corresponding


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

Solution (Next Slide)

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


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:

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


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.

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


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)

First Partial Derivatives of f (x, y )


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.

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


8.2 Partial Derivatives(Contd.)

Example 1. Compute the first partial derivatives of each function.



a. f (x, y ) = x 4 + 6 y − 10
9x
b. g (x, y ) = x 2 +5y
c. h(x, y ) = e xy +1

Example 2. Evaluate the first partial derivatives of the function at


the given point.

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

Solution(Will Provide Later)

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


8.2 Partial Derivatives(Contd.)
Second-Order Partial Derivatives

The first partial derivatives fx (x, y ) and fy (x, y ) of a function


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.

Example 3. Find the second-order partial derivatives of the


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

2. The second derivative test: Let


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.

Example 1: Find the relative extrema of the following function


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 )

Example 2: An open rectangular box having a surface area of


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.

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


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

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


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

F (x, y , λ) = f (x, y ) + λg (x, y )

called the Lagrangian function (the variable λ is called the


Lagrange multiplier).
2. Solve the system that consists of the equations

Fx = 0 Fy = 0 Fλ = 0

for all values of x, y , and λ.


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.)

Example 2. Maximize the function


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.

Home Work: Section 8.5 on page 583 problems 3, 5, 15, 23.

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