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Pembezaan Separa
(SHMI LECTURE NOTES)
Calculus of Several Variables

• Functions of Several Variables


• Partial Derivatives
• Maxima and Minima of Functions
of Several Variables

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Functions of Several Variables

z
f(x, y) = x2 + y2

x2 + y2 = 16

x2 + y2 = 9
x2 + y2 = 4
x2 + y2 = 1
y
x2 + y2 = 0

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Graph of :

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Graph of :

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Example

• The function f(x, y) = x2 + y2 is a revolving


parabola called a
z
paraboloid. 2 2
f(x, y) = x + y

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x

Partial Derivatives

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First Partial Derivatives


• Let f(x, y) be a function of two variables x and y.

• The first partial derivative of f with respect to x at the point (x, y) is

+ , − ( , )
=

provided the limit exists.

• The first partial derivative of f with respect to y at the point (x, y) is

, + , − ( , )
=

provided the limit exists.

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Example
• Find ∂g/∂s given
, = 6 − +
Solution
t is a constant ,
= 5(− + ) 6 − +

= 5(12 − + ) 6 − +

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Example

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Example

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Example

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Examples
• Find the first partial derivatives of the function
w  f ( x, y , z )  xyz  xe yz  x ln y
Solution
• Here we have a function of three variables, x,
y, and z, and we are required to compute
f f f
, ,
x y z

• These first partial derivatives respectively


• fx, fy, and fz.
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Example
• Find the first partial derivatives of the function
w  f ( x, y , z )  xyz  xe yz  x ln y

Solution
• To find fx, think of the variables y and z as a
constant
w  f ( x, y , z )  xyz  xe yz  x ln y

f x  yz  e yz  ln y

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Examples
• Find the first partial derivatives of the function
w  f ( x, y , z )  xyz  xe yz  x ln y

Solution
• To find fy, think of the variables x and z as a
constant and w  f ( x, y, z )  xyz  xe yz  x ln y
differentiate the resulting function of y with
respect to y:
x
f y  xz  xze yz 
y

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Examples
• Find the first partial derivatives of the function
w  f ( x, y , z )  xyz  xe yz  x ln y

Solution
• To find fz, think of the variables x and y as a
constant and differentiate the resulting
function of z with respect to z:
w  f ( x, y , z )  xyz  xe yz  x ln y

f z  xy  xye yz

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The Cobb-Douglas Production


Function
• The Cobb-Douglass Production Function is of
the form
f(x, y) = axby1–b (0 < b < 1)
where
a and b are positive constants,
x stands for the cost of labor,
y stands for the cost of capital equipment,
f measures the output of the finished
product.
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The Cobb-Douglas Production Function


• The Cobb-Douglass Production Function is of the form
f(x, y) = axby1 – b (0 < b < 1)

• The first partial derivative fx is called the marginal productivity


of labor.
– It measures the rate of change of production with respect
to the amount of money spent on labor, with the level of
capital kept constant.
• The first partial derivative fy is called the marginal productivity
of capital.
– It measures the rate of change of production with respect
to the amount of money spent on capital, with the level of
labor kept constant.
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Applied Example: Marginal Productivity


• A firm’s production following a recession is described
by the function
f(x, y) = 30x2/3y1/3
when x units of labor and y units of capital were
used.
• Compute fx and fy.
• Find the marginal productivity of labor and the
marginal productivity of capital when the amount
expended on labor and capital was 125 units and 27
units, respectively.
• Should the firm’s management encouraged capital
investment rather than increase expenditure on
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labor to increase the firm’s productivity?

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Applied Example: Marginal Productivity


f(x, y) = 30x2/3y1/3
Solution
• The first partial derivatives are
1/3
2  y
f x  30  x 1/3 y1/3  20  
3 x

2/3
1 x
f y  30 x 2/3
 y 2/3  10  
3  y

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Applied Example: Marginal Productivity


f(x, y) = 30x2/3y1/3
Solution
• The required marginal productivity of labor is given by
1/3
 27   3
f x (125,27)  20    20    12
 125   5
or 12 units of output per unit increase in labor
expenditure (keeping capital constant).
• The required marginal productivity of capital is given by
2/3
 125   25 
f y (125, 27)  10    10    27 79
 27   9 

or 27 7/9 units of output per unit increase in capital


expenditure (keeping labor constant).
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Applied Example: Marginal Productivity


f(x, y) = 30x2/3y1/3
Solution
• The firm should definitely have encouraged
capital investment.

• A unit increase in capital expenditure resulted


in a much faster increase in productivity than a
unit increase in labor: 27 7/9 versus 12 per unit
of investment, respectively.

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Second Order Partial Derivatives


• The first partial derivatives fx(x, y) and fy(x, y)
of a function f(x, y) of two variables x and y
are also functions of x and y.

• As such, we may differentiate each of the


functions fx and fy to obtain the second-order
partial derivatives of f.

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Second Order Partial Derivatives


• Differentiating the function fx with respect to x
leads to the second partial derivative
2 f 
f xx  2
 ( fx )
x x
• But the function fx can also be differentiated
with respect to y leading to a different second
partial derivative
2 f 
f xy   ( fx)
yx y

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Second Order Partial Derivatives


• Similarly, differentiating the function fy with
respect to y leads to the second partial
derivative 2
 f 
f yy  2
 ( fy )
y y

• Finally, the function fy can also be


differentiated with respect to x leading to the
second partial derivative
2 f 
f yx   ( fy)
xy x
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Second Order Partial Derivatives


• Thus, four second-order partial derivatives can
be obtained for a function of two variables:
   f   2 f

f
xx x  x  x 2

x   f   2 f
xx  
yy y  x  yx
2 f 2 f
f 
yx xy
   f   2 f
 When both are

f xx x  y  xy continuous
yy
y    f   2 f

yy y  y  y 2
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Examples
• Find the second-order partial derivatives of
3 2 2 2
the function f ( x, y )  x  3x y  3xy  y
Solution
• First, calculate fx and use it to find fxx and fxy:
 3
fx  ( x  3x 2 y  3xy 2  y 2 )
x
 3x 2  6 xy  3 y 2
 
f xx  (3 x 2  6 xy  3 y 2 ) f xy  (3 x 2  6 xy  3 y 2 )
x y
 6x  6y  6 x  6 y

 6( x  y )  6( y  x )
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Examples
• Find the second-order partial derivatives of
the function
Solution f ( x, y )  x 3  3x 2 y  3 xy 2  y 2

• Then, calculate fy and use it to find fyx and fyy:


 3
fy  ( x  3x 2 y  3 xy 2  y 2 )
y
 3x 2  6 xy  2 y
 
f yx  ( 3x 2  6 xy  2 y ) f yy  ( 3x 2  6 xy  2 y )
x y
 6 x  6 y  6x  2
 6( y  x )  2(3 x  1)
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Examples
• Find the second-order partial derivatives of
2
the function f ( x, y )  e xy

Solution
• First, calculate fx and use it to find fxx and fxy:
 xy 2
fx  (e )
 2 xy 2
x  2 xy 2
f xx  (y e ) f xy  (y e )
x 2 y
 y 2 e xy
2 2 2
 y 4e xy  2 ye xy  2 xy 3e xy
2
 2 ye xy (1  xy 2 )
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Examples
• Find the second-order partial derivatives of
the function
2

Solution f ( x , y )  e xy

• Calculate fy and use it to find fyx and fyy:


 xy 2
fy  (e )
y
2
 2 xye xy
 2  2
f yx  (2 xye xy ) f yy  (2 xye xy )
x y
2 2 2 2
 2 ye xy  2 xy 3e xy  2 xe xy  (2 xy )(2 xy )e xy
2 2
 2 ye xy (1  xy 2 )  2 xe xy (1  2 xy 2 )
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Maxima and Minima


of Functions of Several Variables

x (g, h)
(a, b) y
(c, d)
(e, f )

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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)
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 minimum
value.
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Graphic Example
 There is a relative maximum at (a, b).

x
(a, b) y

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Graphic Example
 There is an absolute maximum at (c, d).
(It is also a relative maximum)
z

x y
(c, d)

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Graphic Example
 There is a relative minimum at (e, f ).

x y

(e, f )

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Graphic Example
 There is an absolute minimum at (g, h).
(It is also a relative minimum)
z

x (g, h)
y

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Relative Minima
 At a minimum point of the graph of a function of two variables,
such as point (a, b) below, the plane tangent to the graph of the
function is horizontal (assuming the surface of the graph is
smooth):
z

(a, b)
x

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Relative Minima
 Thus, at a minimum point, the graph of the function has a
slope of zero along a direction parallel to the x-axis:

f
( a, b)  0
x

(a, b)
x

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Relative Minima
 Similarly, at a minimum point, the graph of the function has a
slope of zero along a direction parallel to the y-axis:

f
( a, b)  0
y

(a, b)
x

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Relative Maxima
 At a maximum point of the graph of a function of two variables,
such as point (a, b) below, the plane tangent to the graph of the
function is horizontal (assuming the surface of the graph is
smooth):
z

y
(a, b)
x

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Relative Maxima
 Thus, at a maximum point, the graph of the function has a
slope of zero along a direction parallel to the x-axis:

z
f
(a , b )  0
x

y
(a, b)
x

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Relative Maxima
 Similarly, at a maximum point, the graph of the function has a
slope of zero along a direction parallel to the y-axis:

f
( a, b)  0
y

y
(a, b)
x

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Saddle Point
 In the case of a saddle point, both partials are equal to zero, but
the point is neither a maximum nor a minimum.

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Saddle Point
In the case of a saddle point, the function is at a minimum
along one vertical plane…

f
( a, b)  0
x

(a, b)
x

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Saddle Point
… but at a maximum along the perpendicular vertical plane.

f
(a , b )  0
y

(a, b)
x

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Extrema When Partial Derivatives are Not Defined


 A maximum (or minimum) may also occur when one or both
partial derivatives are not defined, such as point (a, b) in the
graph below:
z

(a, b, f(a, b))

x (a, b)

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Critical Point of a Function

• 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.

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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 – f 2xy
3. 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 a relative minimum at the point (a, b), it has
instead 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.
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Determining Relative Extrema

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Examples
• Find the relative extrema of the function
= +
Solution
• We have fx = 2x and fy = 2y.
• To find the critical points, we set fx = 0 and fy = 0 and
solve the resulting system of simultaneous equations
2x = 0 and 2y = 0
obtaining x = 0, y = 0, or (0, 0), as the sole critical point.
• Next, apply the second derivative test to determine the
nature of the critical point (0, 0).
• We compute fxx = 2, fyy = 2, and fxy = 0,
• Thus, D(x, y) = fxx fyy – f 2xy = (2)(2) – (0)2 = 4.
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Examples
• Find the relative extrema of the function

= +
Solution
• We have D(x, y) = 4, and in particular, D(0, 0) =
4.
• Since D(0, 0) > 0 and fxx = 2 > 0, we conclude
that f has a relative minimum at the point (0,
0).
• The relative minimum value, f (0, 0) = 0, also
happens to be the absolute minimum of f.
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Examples
• Find the relative extrema of the function
= +
Solution
z
f(x, y) = x2 + y2
 The relative minimum
value, f(0, 0) = 0, also
happens to be the
absolute minimum of f:

y
Absolute
minimum
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x

Examples
• Find the relative extrema of the function

, =3 −4 +4 −4 +8 +4
Solution
• We have = 6 − 4 − 4, = −4 + 8 + 4
• To find the critical points, we set fx = 0 and fy = 0 and solve
the resulting system of simultaneous equations
6x – 4y – 4 = 0 and – 4x + 8y + 8 = 0
obtaining x = 0, y = –1, or (0, –1), as the sole critical point.
• Next, apply the second derivative test to determine the
nature of the critical point (0, –1).
• We compute fxx = 6, fyy = 8, and fxy = – 4,
• Thus, D(x, y) = fxx · fyy – f 2xy = (6)(8) – (– 4)2 = 32.

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Examples
• Find the relative extrema of the function

, =3 −4 +4 −4 +8 +4

Solution
• We have D(x, y) = 32, and in particular, D(0, –1) =
32.
• Since D(0, –1) > 0 and fxx = 6 > 0, we conclude
that f has a relative minimum at the point (0, –1).
• The relative minimum value, f (0, –1) = 0, also
happens to be the absolute minimum of f.
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Examples
• Find the relative extrema of the function
, = 4 + − 12 − 36 + 2
Solution
• We have =2 , = 12 − 24 − 36
• To find the critical points, we set fx = 0 and fy = 0 and
solve the resulting system of simultaneous equations
2 = 0, 12 − 24 = 36
• The first equation implies that x = 0, while the second
equation implies that y = –1 or y = 3.
• Thus, there are two critical points of f : (0, –1) and (0, 3).
• To apply the second derivative test, we calculate
fxx = 2 fyy = 24(y – 1) fxy = 0

D(x, y) = fxx · fyy – f 2xy = (2)· 2


SHMI 24(y – 1) – (0) = 48(y – 1)

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Examples
• Find the relative extrema of the function
, = 4 + − 12 − 36 + 2

Solution
• Apply the second derivative test to the critical
point (0, –1):
• We have D(x, y) = 48(y – 1).
• In particular, D(0, –1) = 48[(–1) – 1] = – 96.
• Since D(0, –1) = – 96 < 0 we conclude that f has
a saddle point at (0, –1).
• The saddle point value is f (0, –1) = 22, so there
is a saddle point at (0, –1, 22).
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Examples
• Find the relative extrema of the function
, = 4 + − 12 − 36 + 2

Solution
• Apply the second derivative test to the critical
point (0, 3):
• We have D(x, y) = 48(y – 1).
• In particular, D(0, 3) = 48[(3) – 1] = 96.
• Since D(0, –1) = 96 > 0 and fxx (0, 3) = 2 > 0, we
conclude that f has a relative minimum at the point
(0, 3).
• The relative minimum value, f (0, 3) = –106, so
there is a relative minimum at (0, 3, –106).
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, = −2 + 24 − + 30

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Applied Example: Maximizing Profit


• The total weekly revenue that Acrosonic realizes in
producing and selling its loudspeaker system is given by

1 3 1
, =− − − + 300 + 240
4 8 4
where x denotes the number of fully assembled units and y
denotes the number of kits produced and sold each week.
• The total weekly cost attributable to the production of
these loudspeakers is
, = 180 + 140 + 5000
• Determine how many assembled units and how many kits
should be produced per week to maximize profits.

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Applied Example: Maximizing Profit


Solution
• The contribution to Acrosonic’s weekly profit
stemming from the production and sale of the
bookshelf loudspeaker system is given by

• , = , − ,
• =(− − − + 300 +
240 )−(180 + 140 + 5000)
• =− − − + 120 + 100 −
5000
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Applied Example: Maximizing Profit


Solution
• We have − − − + 120 + 100 − 5000

• To find the relative maximum of the profit function P,


we first locate the critical points of P.
• Setting Px and Py equal to zero, we obtain
• =− − + 120 = 0, =− − + 100 =
0
• Solving the system of equations we get x = 208 and y =
64.
• Therefore, P has only one critical point at (208, 64).

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Applied Example: Maximizing Profit


Solution
• To test if the point (208, 64) is a solution to the
problem, we use the second derivative test.
• We compute
1 3 1
Pxx   Pyy   Pxy  
2 4 4
• So,
2
 1  3   1  3 1 5
D( x, y)             
 2  4   4  8 16 16

• In particular, D(208, 64) = 5/16 > 0.


• Since D(208, 64) > 0 and Pxx(208, 64) < 0, the point
(208, 64) yields a relative maximum of P.
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Applied Example: Maximizing Profit


Solution
• The relative maximum at (208, 64) is also the absolute
maximum of P.
• We conclude that Acrosonic can maximize its weekly profit by
manufacturing 208 assembled units and 64 kits.
• The maximum weekly profit realizable with this output is
1 3 1
P( x, y)   x2  y 2  xy  120x  100 y  5000
4 8 4
1 3 1
P(208,64)   (208)2  (64)2  (208)(64)
4 8 4
 120(208)  100(64)  5000
 $10,680
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Example
• Find the partial derivatives ∂f/∂x and ∂f/∂y of the
function

, = − +
Solution
• ∂f/∂y, x is a constant,
, = − +
= −2 + 3
• ∂f/∂x, y is a constant
=2 −

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Example
, = − +
• Use the partials to determine the rate of change of f in the x-
direction and in the y-direction at the point (1, 2).
Solution
• The rate of change of f in the x-direction at the point (1, 2) is
given by

• The rate of change of f in the y-direction at the point (1, 2) is


given by

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Example
• Find ∂v/∂x , ∂v/∂y given

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