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𝑓 𝑥, 𝑦 = 𝑦 − 𝑥2
1
𝑓 𝑥, 𝑦 =
𝑥𝑦
𝑓 𝑥, 𝑦 = 𝑠𝑖𝑛𝑥𝑦
𝑓 𝑥, 𝑦, 𝑧 = 𝑥2 + 𝑦2 + 𝑧2
1
𝑓 𝑥, 𝑦, 𝑧 =
𝑥 2 +𝑦 2 +𝑧 2
𝑓 𝑥, 𝑦, 𝑧 = 𝑥𝑦𝑙𝑛(𝑧)
11.1 Functions of Several Variables
Exterior
point
Interior
point
11.1 Functions of Several Variables
Definition: Open / Closed Region
A region is said to be A region is said to be
open if all its points are closed if it contains all its
interior boundary points.
11.1 Functions of Several Variables
Definition: Bounded/Unbounded Regions
A region is BOUNDED if it lies inside a disk of fixed radius;
otherwise it is unbounded.
ex: 𝑥 2 + 𝑦 2 < 1 is bound𝑒𝑑
𝑥 2 + 𝑦 2 > 1 𝑖𝑠 𝑢𝑛𝑏𝑜𝑢𝑛𝑑𝑒𝑑
𝑦 > 𝑥2 𝑖𝑠 𝑢𝑛𝑏𝑜𝑢𝑛𝑑𝑒𝑑
11.1 Functions of Several Variables
Definition: Level Curves
Continuity
We write lim 𝑓 𝑥, 𝑦 = 𝐿
𝑥,𝑦 →(𝑥0,𝑦0)
11.2 Limits and Continuity in Higher Dimensions
Definition: A function f(x,y) is continuous at a point (x0,y0)
if:
1) f is defined at (x0,y0)
2) lim 𝑓 𝑥, 𝑦 exists
𝑃 →(𝑥0,𝑦0)
3) lim 𝑓 𝑥, 𝑦 = 𝑓(𝑥0, 𝑦0)
𝑃→(𝑥0,𝑦0)
Exercises
𝑥2
1. 𝑓 𝑥, 𝑦 =
𝑥 2 −𝑦
𝑥−𝑦
2. 𝑓 𝑥, 𝑦 =
𝑥+𝑦
11.2 Limits and Continuity in Higher Dimensions
2𝑥𝑦 P≠0
3. Given f(x,y)= 𝑥 2 +𝑦 2
At (0,0)
0
Technique
Implicit Differentiation
11.3 Partial Derivatives
Definition
Given f(x,y) a function of 2 independent variables, we define
the partial derivative of f w.r.t x at the point (x0,y0) to be
𝜕𝑓 𝑑 𝑓 𝑥0+ℎ,𝑦0 −𝑓(𝑥0,𝑦0)
= f x, y0 = lim
𝜕𝑥 𝑑𝑥 ℎ →0 ℎ
SOLUTION!!!
11.3 Partial Derivatives
Solution
𝑥𝑦 + 𝑧 3 𝑥 − 2𝑦𝑧 = 0
Derive w.r.t x
2
𝜕𝑧 3
𝜕𝑧
𝑦 + 3𝑧 𝑥 + 𝑧 − 2𝑦 =0
𝜕𝑥 𝜕𝑥
2
𝜕𝑧
3𝑧 − 2𝑦 = −𝑦 − 𝑧 3
𝜕𝑥
𝜕𝑧 −𝑦 − 𝑧 3
= 2
𝜕𝑥 3𝑧 𝑥 − 2𝑦
𝜕𝑧
1,1,1 = −2
𝜕𝑥
11.3 Partial Derivatives
Note: Higher Order Partial Derivatives
𝜕 2𝑓 𝜕 3𝑓 𝜕 3𝑓
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥2 𝜕𝑥𝜕𝑦𝜕𝑧
Theorem: If f(x,y) and its partial derivatives fx, fy, fxy, and fyx
are defined throughout an open region containing a point
(a,b) and are all continuous at this point then
fxy(a,b) = fyx(a,b)
Ex: Given 𝑓 𝑥, 𝑦 = 𝑦 + 𝑥 2 𝑦 + 4𝑦 3 − ln 𝑦 2 + 1 .
Determine fyx
11.3 Partial Derivatives
Application
x y
t
11.4: The Chain Rule
Note: Implicit differentiation and the chain rule
𝒅𝒚 −𝑭𝒙
Given y an implicit function of x then = defined by
𝒅𝒙 𝑭𝒚
F(x,y) = 0.
Proof:
F
F(x,y) = 0
𝑑𝐹
=0 x y
𝑑𝑥
𝑑𝑦
0 = Fx + Fy * x
𝑑𝑥
𝑑𝑦 −𝐹𝑥
=
𝑑𝑥 𝐹𝑦
11.5: Directional Derivatives
Gradient Vectors and Tangent Planes
11.5: Directional Derivatives Gradient
Vectors and Tangent Planes
Functions of 2 variables
The Gradient Vector
Definition
Geometric Properties
Algebraic Properties
Directional Derivatives
Definition
Rules
Notes
Functions of 3 variables
The Gradient Vector
The Directional Derivative
Tangent planes and normal lines
11.5: Directional Derivatives Gradient Vectors and
Tangent Planes
A- Functions of 2 variables
1.The Gradient Vector
Algebraic Properties:
𝛻 𝑘𝑓 = 𝑘𝛻𝑓 𝛻 𝑓 ± 𝑔 = 𝛻𝑓 ± 𝛻𝑔
𝑓 𝑔𝛻𝑓−𝑓𝛻𝑔
𝛻 𝑓𝑔 = 𝑓𝛻𝑔 + 𝑔𝛻𝑓 𝛻 = 2
𝑔 𝑔
11.5: Directional Derivatives Gradient Vectors and
Tangent Planes
2. Directional Derivative
Definition: The derivative of f at P0(x0,y0) in the direction of
the unit vector u = u1i + u2j is the number
𝑑𝑓 𝑓 𝑥0+𝑠𝑢1,𝑦0+𝑠𝑢2 −𝑓(𝑥0,𝑦0)
= lim
𝑑𝑠 𝑢 , 𝑃0 𝑠→0 𝑠
We write (Duf)P
0
unit vector
The gradient
of f at P0
11.5: Directional Derivatives Gradient Vectors and
Tangent Planes
11.5: Directional Derivatives Gradient Vectors and Tangent Planes
𝒅𝒇 = 𝜵𝒇 𝑷𝟎 ∙ 𝒖 ∙ 𝒅𝒔
Directional Derivative
Distance increment
11.5: Directional Derivatives Gradient Vectors
and Tangent Planes
11.5: Directional Derivatives Gradient Vectors and
Tangent Planes
B- Functions of 3 variables
For a differentiable function of 3 variables f(x,y,z) we define:
The gradient vector at P0(x0,y0,z0) to be
𝜵𝒇 = 𝒇𝒙𝒊 + 𝒇𝒚𝒋 + 𝒇𝒛𝒌
The directional derivative in the direction of the unit vector
u=u1i + u2j + u3k to be
𝑫𝒖𝒇 𝑷𝟎 = 𝜵𝒇 𝑷𝟎 ∙ 𝒖
Tangent Planes: The tangent plane at the point P0(x0,y0,z0) on the
level surface f(x,y,z) = c is the plane P0 NORMAL to 𝛻𝑓 𝑃0
Normal Lines: The normal line of the surface at P0 is the line
through P0 parallel to 𝛻𝑓 𝑃0
11.6 Linearization and
Differentials
11.6 Linearization and Differentials
Standard Linear Approximation of f at P0
Functions of 2 variables
Functions of 3 variables
Total Differentials
11.6 Linearization and Differentials
1. Linearization,Standard Linear Approximation
Definition:
The standard linearization of a function f(x,y) at a point
f(x0,y0) where f is differentiable is the function
L(x,y) = f(x0,y0) + fx(x0,y0)(x-x0) + fy(x0,y0)(y-y0)
The approximation f(x,y) ≈ L(x,y) is the standard linear
approximation of f at (x0,y0).
1
𝐸(𝑥, 𝑦) ≤ 𝑀( 𝑥 − 𝑥0 + 𝑦 − 𝑦0 )2
2
1 2 1 2
Ex 8: Given 𝑓 𝑥, 𝑦 = 𝑥 + 𝑥𝑦
+ 𝑦 + 3𝑥 − 3𝑦 + 4
2 4
and the point P0(2,2) and the rectangle
R: 𝑥 − 2 ≤ 0.1 𝑦 − 2 ≤ 0.1
Find an upper bound for the magnitude 𝐸 of the error in
the approximation of f(x,y) ≈ L(x,y) over R.
11.6 Linearization and Differentials
Example 7 pg. 932
Find the linearization L(x,y,z) of
𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 − 𝑥𝑦 + 3 sin 𝑧 at (2,1,0).
Then find an upper bound for the error incurred by replacing f
by L on the rectangle
R: 𝑥 − 2 ≤ 0.01 𝑦 − 1 ≤ 0.02 𝑧 ≤ 0.01
SOLUTION!!!
11.6 Linearization and Differentials
Solution
L(x,y,z) = f(2,1,0) + fx(2,1,0)(x-2) + fy(2,1,0)(y-1) + fz(2,1,0)(z)
L(x,y,z) = 3x – 2y +3z -2
We will take M to be 3.
1
𝐸 ≤ 2 𝑀( 𝑥 − 𝑥0 + 𝑦 − 𝑦0 + 𝑧 − 𝑧0 )2
1 2
𝐸 ≤ 3 0.01 + 0.02 + 0.01
2
𝐸 ≤ 0.0024
df = fx(P0)dx + fy(P0)dy
Exact Estimated
Absolute Change ∆𝑓 𝑑𝑓
∆𝑓 𝑑𝑓
Relative Change
𝑓(𝑥0, 𝑦0) 𝑓(𝑥0, 𝑦0)
∆𝑓 𝑑𝑓
Percentage Change ∗ 100 ∗ 100
𝑓(𝑥0, 𝑦0) 𝑓(𝑥0, 𝑦0)
11.6 Linearization and Differentials
Example 1
A cylindrical can is designed to have a radius r=1in and height h=5 in
with errors dr = 0.03 and dh = -0.1. Estimate the absolute, relative, and
percentage changes in the volume of the can.
𝑉 = 𝜋𝑟 2 ℎ
Absolute Change:
𝑑𝑉 = 𝑉𝑟𝑑𝑟 + 𝑉ℎ𝑑ℎ = 0.2𝜋 ≅ 0.63 𝑖𝑛2
Relative Change:
𝑑𝑉 0.2𝜋
= = 0.04
𝑉 5𝜋
Percentage Change:
𝑑𝑉
∗ 100 = 4%
𝑉
11.6 Linearization and Differentials
Example 2
The volume of a cylinder is 𝑉 = 𝜋𝑟 2 ℎ, if r and h are measured with maximum
error of 4% and 2% respectively, approximate the maximum percentage error in
measuring V.
𝑉 = 𝜋𝑟 2 ℎ
𝑑𝑉 = 𝑉𝑟𝑑𝑟 + 𝑉ℎ𝑑ℎ
𝑑𝑟 𝑑ℎ
We have = 0.04 𝑎𝑛𝑑 = 0.02
𝑟 ℎ
𝑑𝑉 2𝜋𝑟ℎ 𝜋𝑟 2
= 𝑑𝑟 + 2 𝑑ℎ
𝑉 𝜋𝑟 2 ℎ 𝜋𝑟 ℎ
𝑑𝑟 𝑑ℎ
=2 +
𝑟 ℎ
Definition
Local/Absolute Maximum
Local/Absolute Minimum
Boundary Points
Saddle Points
Tests
The First Derivative Test
The Second Derivative Test
Application
11.7 Extreme Values and Saddle Points
Critical points on a graph
Local maximums
Local minimums
Endpoints
Inflection
point
11.7 Extreme Values and Saddle Points
Definitions
Local Maximum
Local Minimum
Boundary point
Critical Points: an interior point at which fx= fy= 0 or fx
doesn’t exist or fy doesn’t exist or both fx and fy don’t
exist.
Saddle point: a critical point (a,b) is a saddle point if in
every open disk centered at (a,b) we can find (x,y) such
that f(x,y) > f(a,b) and other (x’,y’) such that f(x’,y’)< f(a,b)
Absolute maximum / Absolute minimum
11.7 Extreme Values and Saddle Points
Tests
1. First Derivative Test
If f(x,y) has a local extremum at an interior point (a,b) and if
the first partial derivative exist there, then fx(a,b) = 0 and
fy(a,b) = 0
𝑓 𝑥, 𝑦 = 𝑥𝑦 − 𝑥 2 − 𝑦 2 − 2𝑥 − 2𝑦 + 4
𝑓 𝑥, 𝑦 = 𝑥𝑦
𝑓 𝑥, 𝑦 = 𝑦 2 − 𝑥 2
11.7 Extreme Values and Saddle Points
Major Application
Find the absolute maximum and minimum values of
𝑓 𝑥, 𝑦 = 2 + 2𝑥 + 2𝑦 − 𝑥 2 − 𝑦 2 on the triangular plate
in the first quadrant bounded by the lines x=0, y=0,y=9-x
11.8 Lagrange Multipliers
11.8 Lagrange Multipliers
Introduction