Lecture Note 7.

2 March 2021

I. Functions of More Than One Variable

Suppose x = ( x1 , x2 ,..., xn )  R n , then we have

z = f ( x) = f ( x1 , x2 ,..., xn )

where x1 , x2 ,..., xn are the independent variables and z is the dependent variable.

It is possible to visualize a function of two variable (a surface in 3-D space) by drawing its graph.

Example 1. f ( x, y) = x 2 + y 2

Example 2. f ( x, y) = x 2 − y 2

Note: Examples 1 & 2, by academo 3D-Surface Plotter: https://academo.org/demos/3d-surface-plotter/

1
II. Partial Differentiation
Recall that for a function f ( x) of one variable

df f ( x0 + h) − f ( x0 )
f ' ( x0 ) = ( x0 ) = lim
dx h →0 h

Now consider the function of two variables f ( x, y ) . If y is held constant, say y = y 0 , then
f ( x, y0 ) becomes a function of one variable, x, and we may define its derivative at x 0 , the partial
derivative of f with respect to x at the point ( x0 , y0 ) as

f f ( x0 + h, y0 ) − f ( x0 , y0 )
( x0 , y0 ) = lim
x h →0 h

Similarly, if x is held constant, say x = x0 , the partial derivative of f with respect to y at the
point ( x0 , y0 ) is

f f ( x0 , y0 + h) − f ( x0 , y0 )
( x0 , y0 ) = lim
y h →0 h

Note:
(a) A partial derivative is just an ordinary derivative with respect to the variable which is not held
constant.
(b) For z = f ( x, y ) , alternative notations are:
f
(x, y ) = f x (x, y ) = z (x, y ) = z x (x, y )
x x
f
Similarly for ( x, y ) = f y ( x, y ) etc.
y
(c) The definition of a partial derivative only requires the idea of a limit of a function of one
variable.

Example 3. For each of the functions below, find all first derivatives.
(a) f ( x, y) = x 2 y + y 3 sin x
(b) f ( x, y, z ) = e 2 z cos xy

Solution:
f f
(a) = 2 xy + y 3 cos x = x 2 + 3 y 2 sin x
x y
f f f
(b) = −e 2 z y sin xy = −e 2 z x sin xy = 2e 2 z cos xy
x y z

2
We may differentiate the first partial derivatives of a function again to obtain the second partial
derivatives.
2 f   f 
f xx = 2 =  
x x  x 
2 f   f 
f yy = =  
y 2
y  y 
2 f   f 
f yx = =  
xy x  y 
2 f   f 
f xy = =  
yx y  x 

Higher order partial derivatives may be similarly obtained.

1
Example 4. Obtain all first and second derivatives of f ( x, y ) = ln ( x + y 2
)
2 2
.

( )
1
Solution: f ( x, y ) = log x 2 + y 2 2

f x f y
fx = = 2 fy = = 2
x x + y 2 y x + y 2
2 f   x  1 2x 2 y2 − x2
f xx = =   = − =
x 2 x  x 2 + y 2  x 2 + y 2 x2 + y2 ( )
2
(x 2
+ y2 )
2

2 f   x  − 2 xy
f xy = =  2 =
2 
yx y  x + y  x 2 + y 2 ( ) 2

x2 − y2 − 2 xy
f yy = f yx =
(x 2
+y )
2 2
(x 2
+ y2 )
2

Note that in the above example f xy = f yx , which is the case for most functions that are useful in
engineering and science. However, it is not true for all functions.

Theorem 1. (Theorem of Schwarz)

Given a function f ( x, y). If f xy ( x, y) and f yx ( x, y) exist at ( x0 , y0 ) and the neighborhood of
( x0 , y 0 ) , and if f xy ( x, y) and f yx ( x, y) are continuous at ( x0 , y 0 ) , then
f xy ( x0 , y0 ) = f yx ( x0 , y0 ) .

3
III. The Chain Rule

For a function of one variable

If y = f (x ) and x = x(t ) , i.e. y = f ( x (t ) ) , then
dy df dx
= .
dt dx dt

1 t +1 dy
Example 5. y = and x = , find .
x t −1 dt

By direct differentiation w.r.t. t :

1 t −1 dy ( t + 1) − ( t − 1) 2
y= = , then = =
x t +1 ( t + 1) ( t + 1)
2 2
dt

By chain rule:
dy df dx  1   ( t − 1) − ( t + 1)   ( t − 1)   −2 
2
2
= = − 2   = − 2  2
=
dt dx dt  x   ( t − 1) 2
  ( t + 1)   ( t − 1)  ( t + 1)
2

For a function of more than one variable

f df u f df u
If f = f (u ) and u = u( x, y ) , then = and = .
x du x y du y

f f
1
Example 6. If f = ln u and u = ( x 2 + y 2 ) 2 , find and .
x y
By direct differentiation:
1
1
f ( x, y ) = ln u = ln( x + y ) = ln( x 2 + y 2 ) , then
2 2 2

2
f 1 x f 1 y
=  2x = 2 and = 2y = 2
 x 2( x + y )
2 2
(x + y )
2
 y 2( x + y )
2 2
(x + y2 )

By chain rule:
f 1 1 2 1
f 1 1 2 1
=  ( x + y2 ) 2  2x = 2 ( )
− x 2 −2 y
and =  x + y 2y = 2
x u 2 x +y 2
y u 2 x + y2

Theorem 2.
dz f dx f dy
If z = f ( x, y ) and x = x(t), y = y(t) then = +
dt x dt y dt

Example 7.
dz
Let z = f ( x, y ) = x 2 + 2 xy , where x = sin t and y = cos t . Find .
dt

By direct differentiation:

z = x2 + 2 xy = sin 2 t + 2sin t cos t = sin 2 t + sin 2t , then

4
 dz
= 2sin t cos t + 2cos 2t
dt

By Theorem 2:
dz  f dx  f dy
= +
dt  x dt  y dt
= ( 2 x + 2 y ) cos t + 2 x ( − sin t )
= 2sin t cos t + 2 cos 2 t − 2sin 2 t
= 2sin t cos t + 2 cos 2t
2
d z
Example 8. Let z = f ( x, y), x = t 2 , y = t. Evaluate 2
for t = 1 , if
dt
f f  f
2
 f
2
 f
2
 f
2
(1,1) = (1,1) = (1,1) = (1,1) = e, (1,1) = (1,1) = 2e
x y  x2  y2 xy yx

Solution:
dz f dx f dy
= +
dt x dt y dt

d z d  dz  d   f dx  f dy 
2
=  =  + 
dt
2
dt  dt  dt   x dt  y dt 
 f d 2 x dx d   f   f d 2 y dy d   f 
=  +   +  +   
 x dt 2 dt dt   x   y dt 2 dt dt   y 
  f   f     f   f  
          
 f d x dx   x  dx
2
 x dy  f d y dy    y  dx
2
 y dy
=  2 +   +   +  2 +  +   
 x dt dt   x dt y dt   y dt dt   x dt y dt 
   
 
 f d 2 x  2 f  dx   2 f dy dx  f d 2 y  2 f dx dy  2 f  dy 
2 2

= +   + + + +  
 x dt 2  x 2  dt   y x dt dt  y dt 2  x y dt dt  y 2  dt 

dx d 2x dy d2y
x = t2  = 2t , 2 = 2 , y = t  = 1, 2 = 0 .
dt dt dt dt

If t = 1 , then x = 1, y = 1 . Therefore,
f 2 f 2 f
2
d z
2
d 2x  dx  dy dx
t =1 = (1,1) t =1 + (1,1)  t =1  + (1,1) t =1 t =1
dt
2
x dt 2 x 2
 dt   y x dt dt
f 2 f 2 f
2
d2y dx dy  dy 
+ (1,1) 2 t =1 + (1,1) t =1 t =1 + (1,1)  t =1 
y dt  x y dt dt y 2
 dt 
= e  2 + e  4 + 2e  1 2 + e  0 + 2e  2  1 + e  1 = 15e

5
Theorem 3. (Change of Variable)
If z = f ( x, y ) , where x = x( s, t ) and y = y(s, t ) , then

z f x f y
= +
s x s y s
z f x f y
= +
t x t y t

z
Example 9. It is given that z = f ( x, y) = e2 xy , where x = r cos and y = r sin  . Find and
r
z
.
 z f x f y
= +
z f x f y r x r y r
Solution: = +
r x r y r = 2 ye 2 xy cos + 2 xe 2 xy sin 
z f x f y z f 2x f y
= + =  +  = r sin 2+
= sin 2ex  y 
2 xy 2 xy
r x r y r z f x f y 2 ye cos 2 xe sin 2 r
= +r 2 sin 2
= 2 ye 2 xy cos + 2=xe22rxysinx 2e y 
sin = 2 ye 2 xy (− r sin  ) + 2 xe 2 xy r cos
z f x r 2fsin2y
= 2r sin 2+e = 2 ye 2 xy (− r sin  ) + 2 xe 2 xy r cos = 2r 2 cos 2e r sin 2
2
=
 x  y 
r 2 sin 2
2 xy =
= 2 ye (− r sin  ) + 2 xe r cos
2 r 2
cos
2 xy 2  e
Example 10. It is given that z = f ( x, y) , where x = r cos and y = r sin  .
r 2 sin 2
= 2 r 2
cos 2
Let f (r , ) = f ( x(r , ), y(r , ) = f (r cos , r sin  ) . Assume appropriate differentiability properties
e
of f . Show that
  
f (r , ) = cos f ( x, y ) + sin  f ( x, y )
r x y
2 2 2 2
f ( r ,  ) = cos 2
 f ( x , y ) + 2 sin  cos  f ( x , y ) + sin 2
 f ( x, y )
r 2 x 2 xy y 2

Solution:
   f   
f ( r , ) = f ( x, y ) x(r , ) + ( x, y ) y (r , ) = cos f ( x, y ) + sin  f ( x, y )
r x r y r x y

2            
f (r , ) =  f (r ,  )  = cos   f ( x, y )  + sin   f ( x, y ) 
r 2
r  r  r  x  r  y 
 2
  2
 
= cos   2 f ( x, y ) x(r ,  ) + f ( x, y ) y (r ,  ) 
x r  y x r 
 2  2  
+ sin   f ( x , y ) x ( r ,  ) + 2 f ( x, y ) y (r ,  ) 
  x y r y r 
 2
 2
2
= cos 2  2 f ( x, y ) + 2sin  cos  f ( x, y ) + sin 2 2 f ( x, y )
x  x y y

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IV. Taylor’s Series

Theorem 4. (Taylor’s Theorem)

For a function f (x ) of one variable, the Taylor’s series of f at x0 is given by

f '( x0 ) f ''( x0 )
f ( x) = f ( x0 ) + ( x − x0 ) + ( x − x0 ) 2 + ...
1! 2!

It is called Maclaurin’s Theorem if x0 = 0.

For a function f ( x, y) of two variables, the Taylor’s series of f at ( x0 , y0 ) is given by

1 f f 
f ( x, y ) = f ( x0 , y0 ) +  ( x0 , y0 ) ( x − x0 ) + ( x0 , y0 ) ( y − y0 ) 
1!   x y 
1  2 f 2 f 2 f 
+ (
 2 0 0 x , y ) ( x − x ) 2
+ 2 ( x , y ) ( x − x )( y − y ) + 2 ( 0
x , y0 ) ( y − y0 ) 2  + ...
2!   x  x y y
0 0 0 0 0


Example 11. Find the tangent plane and quadratic surface approximations given by Taylor’s
Theorem for:
1
a. f ( x, y ) = ( x 2 + y 2 ) 2 at the point (1,0), hence estimate f (0.9, 0.1).
b. z ( x, y) = cos( x + y) − cos x cos y at the point (0,0).

Solution:
a.
x y
fx = , fy =
(x ) (x )
1 1
2
+y 2 2 2
+ y2 2

y2 − xy x2
f xx = , f xy = , f yy =
(x ) (x ) (x )
3 3 3
2
+y 2 2 2
+y 2 2 2
+y 2 2

All above partial derivatives exist everywhere except at the origin (0,0).

The tangent plane approximation is:

p1 ( x, y ) = f (1,0) + ( x − 1) f x (1,0) + ( y − 0) f y (1,0)

= 1 + ( x − 1) + y  0
p1 ( x, y ) = x

The quadratic surface approximation is:

7
p 2 ( x, y ) = f (1,0 ) + ( x − 1) f x (1,0 ) + ( y − 0 ) f y (1,0 )

+
1
2!

(x − 1)2 f xx (1,0) + 2(x − 1)( y − 0) f xy (1,0) + ( y − 0)2 f yy (1,0) 
1
2!

= 1 + ( x − 1) + y  0 + ( x − 1)  0 + 2( x − 1) y  0 + y 2  1
2

p 2 ( x, y ) = x + y 2
1
2

Hence, the estimation using tangent plane: f (0.9,0.1)  p1 (0.9,0.1) = 0.9

1
And, using quadratic surface: f (0.9, 0.1)  p2 (0.9, 0.1) = 0.9 + (0.1) 2 = 0.905
2

The exact value of f (0.9,0.1) = 0.9055 (correct to 4 decimal points)

z Quadratic surface
approzimation

x=1
y=0

Tangent
plane

x
Linear and quadratic approximations to the cone
1
z = ( x + y ) near ( x, y) = (1,0)
2 2 2

8
b.
z
z = cos( x + y ) − cos x cos y  = − sin( x + y ) + sin x cos y
x
z 2 z
= − sin( x + y ) + cos x sin y, = − cos( x + y ) + cos x cos y
y  x2
2 z 2 z
= − cos( x + y ) − sin x sin y, = − cos( x + y ) + cos x cos y
 x y  y2

Then,
z z 2 z 2 z 2 z
z (0, 0) = 0, ( 0, 0 ) = 0, ( 0, 0 ) = 0, 2 ( 0, 0 ) = 0, ( 0, 0 ) = −1, 2 ( 0, 0 ) = 0
x y x  x y y

The tangent plane approximation is:

z z 
q1 ( x, y ) = z (0, 0) +  ( 0, 0 ) ( x − 0) + ( 0, 0 ) ( y − 0)  = 0
x y 

The quadratic surface approximation is:

z z  1  2 z 2 z 2 z 
q2 ( x, y ) = z (0, 0) +  ( 0, 0 ) x + ( 0, 0 ) y  +  2 ( 0, 0 ) x + 2
2
( 0, 0 ) xy + 2 ( 0, 0 ) y 2  = − xy
x y  2 x  x y y 

z = cos( x + y) − cos x cos y q2 ( x, y ) = − xy q1 ( x, y ) = 0

V. Maxima ad Minima

A function f has a local maximum at a point ( x0 , y0 ) if for all points ( x, y ) that are
sufficiently close to ( x0 , y0 ) , we have f ( x, y )  f ( x0 , y0 ) .

A function f has a local minimum at a point ( x0 , y0 ) if for all points ( x, y ) that are
sufficiently close to ( x0 , y0 ) , we have f ( x, y )  f ( x0 , y0 ) .

A function f has a global (absolute) maximum (minimum) at a point ( x0 , y0 ) if for all points
( x, y ) :
f ( x0 , y0 )  f ( x, y ) [ in the case global maximum ]

f ( x0 , y0 )  f ( x, y ) [ in the case global minimum ]

9
 Local maximum Local minimum
Local maximum

Saddle point

(
z = f ( x, y ) = x 2 + 3 y 2 e1− x) 2
− y2

Stationary Point
f f
( x0 , y0 ) is a stationary point if ( x0 , y0 ) = ( x0 , y0 ) = 0 .
x y

A local maximum or local minimum occurs at a stationary point.

Saddle Point
However, it is possible to have a stationary point ( x0 , y0 ) which is neither a local maximum nor a
local minimum. If along one path through ( x0 , y0 ) the point is a local minimum, whilst along a
different path it is a local maximum, we say that ( x0 , y0 ) is a saddle point.

Theorem 5.
Assume appropriate differentiability properties of f and f x ( x0 , y0 ) = f y ( x0 , y0 ) = 0 .
Let D ( x0 , y0 ) = f xx ( x0 , y0 ) f yy ( x0 , y0 ) −  f xy ( x0 , y0 ) 
2

i. f has a local minimum at ( x0 , y0 ) if:

f xx ( x0 , y0 )  0 and D ( x0 , y0 )  0

ii. f has a local maximum at ( x0 , y0 ) if:

f xx ( x0 , y0 )  0 and D ( x0 , y0 )  0

iii. f has a saddle point at ( x0 , y0 ) if D ( x0 , y0 )  0

iv. It is inconclusive if D ( x0 , y0 ) = 0

10
Example 12. Find all the local extremum of the following functions:
(a) f ( x, y ) = x 2 + 2 y 2
(b) f ( x, y ) = 2 x − x 2 − 2 y 2
(c) f ( x, y ) = x 2 − 2 y 2

Solution:

(a)
f x ( x, y ) = 2 x, f y ( x, y ) = 4 y
f x ( x, y ) = 2 x = 0 & f y ( x, y ) = 4 y = 0  ( x, y ) = (0,0) is the only stationary point.
f xx (x, y ) = 2, f yy (x, y ) = 4, f xy ( x, y ) = 0 and f xx (0,0) = 2  0
 D ( 0, 0 ) = 8  0

f (0,0) = 0 is a local minimum and clearly f ( x, y)  0 for all ( x, y ) , hence this is a global
minimum.

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

(b)
f x ( x, y ) = 2 − 2 x, f y ( x, y ) = −4 y
f x ( x, y ) = 2 − 2 x = 0 & f y ( x, y ) = −4 y = 0  ( x, y ) = (1,0) is the only stationary point.
f xx (x, y ) = −2, f yy (x, y ) = −4, f xy ( x, y ) = 0 and f xx (1,0) = −2  0
 D (1, 0 ) = 8  0
f (1,0) = 1 is a local maximum.

In addition, for any ( x, y )

f ( x, y ) − f (1,0) = 2 x − x 2 − 2 y 2 − 1 = −(x − 1) − 2 y 2  0
2

Thus f ( x, y )  f (1,0) , therefore (1,0) is a global maximum point.

11
 f ( x, y) = 2 x − x 2 − 2 y 2

(c)
f x ( x, y ) = 2 x, f y ( x, y ) = −4 y
f x ( x, y ) = 2 x = 0 & f y ( x, y ) = −4 y = 0  ( x, y ) = (0,0) is the only stationary point.
f xx (x, y ) = 2, f yy (x, y ) = −4, f xy ( x, y ) = 0
Since D ( 0, 0 ) = −8  0 , so (0,0) is a saddle point.

f ( x, y) = x 2 − 2 y 2

y y

f<0

f 0 f>0
x

f<0

Example 13. Find and classify the stationary points of f (x, y ) = x 3 + 6 xy + 3 y 2 .

Solution:

f x = 3x 2 + 6 y f y = 6x + 6 y

 f x = 3x 2 + 6 y = 0  x 2 + 2 y = 0 ( − y )2 + 2 y = 0  y ( y + 2 ) = 0
   
 f y = 6 x + 6 y = 0  x = − y 
 x = − y x = − y

y = 0  y = −2
 or 
x = 0 x = 2
 (0, 0) and (2, − 2) are the stationary points.

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f xx = 6 x , f yy = 6 , f xy = 6 = f yx

D ( x, y ) = f xx f yy −  f xy  = 36 x − 36
2

D ( 0, 0 ) = −36  0 ,  (0,0) is a saddle point.

f xx (2, − 2) = 12  0 and D ( 2, − 2 ) = 36  0

 f has a local minimum at (2, − 2) .

Example 14. Determine the nature of the stationary points of f (x, y ) = x 3 + y 3 − 3(x + y ) .

Solution:

f f
= 3x 2 − 3 and = 3y 2 − 3
x y
f f
= = 0  x =  1 and y = 1
x y

Hence there are 4 stationary points (1,1), (-1,-1), (1.-1), (-1,1).

2 f 2 f 2 f
= 6 x , = 6 y and =0
x 2 y 2 xy

Stationary Point 2 f 2 f 2 f D ( x0 , y0 ) Conclusion

x 2 xy y 2

(1,1) 6 0 6 36(>0) Local Minimum

(-1,-1) -6 0 -6 36(>0) Local Maximum
(1,-1) 6 0 -6 -36(<0) Saddle point
(-1,1) -6 0 6 -36(<0) Saddle point

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