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Chapter 11

Multivariable Functions and Partial Derivatives


11.1 Functions of Several
Variables
11.1 Functions of several variables
 Domain
 Range
 And others!!
 Interior and Boundary points
 Open and closed regions
 Contour curves
 Level curves
11.1 Functions of Several Variables
Introduction
Find the domain and range for the following functions:

 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

Definition: A real valued function of two independent


variables is a relation defined over a set of points (x,y)
called DOMAIN which assigns to every ordered pair (x,y) a
real number z = f(x,y).
The set of all z-values taken by f is called the RANGE of f.
11.1 Functions of Several Variables

Interior and Boundary Points

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

Given the function z = f(x,y); we define the set of all points


in the xy-plane s.t f(x,y) = c to be a level curve of f.

ex: Given the function 𝑧 = 100 − 𝑥 2 − 𝑦 2 . Find the


level curves.
11.1 Functions of Several Variables
Definition: Contour Curves

The curve in space in which the plane z=c intersects the


graph z = f(x,y) is called the contour curve
f(x,y) = c.

Note: The level curve is the projection of the contour


curves on the xy plane.
11.2 Limits and Continuity in
Higher Dimensions
11.2 Limits and Continuity in Higher
Dimensions
 Finding limits

 Continuity

 The two path theorem

 Limits using polar coordinates


11.2 Limits and Continuity in Higher Dimensions
Introduction
3𝑥 2 −𝑦 2 +5
 lim
𝑥,𝑦 →(0,0) 𝑥 2 +𝑦 2 +2
 lim 𝑒 𝑥−𝑦
𝑥,𝑦 →(0,ln 2 )
3
 lim cos 𝑥𝑦 − 1
𝑥,𝑦 →(1,1)
𝑥−𝑦+2 𝑥−2 𝑦
 lim
𝑃 →(0,0) 𝑥− 𝑦

 lim (𝑠𝑖𝑛𝑥)2 +(𝑐𝑜𝑠𝑦)2 +(𝑠𝑒𝑐𝑧)2


𝑃→(3,3,0)
 lim 𝑧𝑒 −2𝑦 cos(2𝑥)
𝑃→(0,0)
11.2 Limits and Continuity in Higher Dimensions
Definition: Limit of a function of 2 independent variables

The function f has a limit L as P(x,y) approaches P(x0,y0)


iff
given any positive number e , there exists a positive number δ
such that |f(x,y) – L| < e

for every point P

0< (𝑥 − 𝑥0)2 + (𝑦 − 𝑦0)2 < δ

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)

Note: A function is said to be continuous if it is continuous


at EVERY point of its domain.
11.2 Limits and Continuity in Higher Dimensions

Note: Sums, products, constant multiples, quotients,


and powers of continuous functions are continuous.
Also, composition of continuous functions is a continuous
function.
𝑥𝑦
ex: 𝑒 𝑥−𝑦 cos 2 ln(1+𝑥 2 𝑦 2 )
𝑥 +1
11.2 Limits and Continuity in Higher Dimensions
Two path test for nonexistence of a limit

If a function has different limits along two different paths as


(x,y) approaches (x0,y0), then lim 𝑓 𝑥, 𝑦 does not exist.
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

Show that f is discontinuous at (0,0) and continuous at


every other point of its domain.
11.3 Partial Derivatives
11.3 Partial Derivatives
 Definition of Partial Derivation

 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

Recall that the derivative of a function of a single variable was


defined as
𝑑𝑓 𝑓 𝑥0+ℎ −𝑓(𝑥0)
= lim
𝑑𝑥 ℎ→0 ℎ
Similarly we define the partial derivative of f w.r.t y at (x0,y0) to be
𝜕𝑓 𝑑 𝑓 𝑥 ,𝑦 +ℎ −𝑓(𝑥0,𝑦0)
= 𝑓(𝑥0,y) = lim 0 0
𝜕𝑦 𝑑𝑦 ℎ→0 ℎ
11.3 Partial Derivatives
Examples
 Given 𝑓 𝑥, 𝑦 = 2𝑥 2 − 3𝑥𝑦 + 𝑦 − 1, find the partial
derivative of f at the point (4,-5)

 Find the partial derivatives of the given functions:


1. 𝑓 𝑥, 𝑦 = 𝑦𝑠𝑖𝑛 𝑥𝑦
2. 𝑓 𝑥, 𝑦 = 𝑒 𝑥𝑦 ln(𝑦)
11.3 Partial Derivatives

 The plane x=1 intersects the paraboloid 𝑧 = 𝑥 2 + 𝑦 2 in a


parabola. Find the slope of the tangent to the parabola at
the point (1,2,5).
11.3 Partial Derivatives
Implicit differentiation
𝜕𝑧
Ex: Find the value of at the point (1,1,1) if the equation
𝜕𝑥
𝑥𝑦 + 𝑧 3 𝑥 − 2𝑦𝑥 = 0 defines z as a function of 2
independent variables x and y and the partial derivatives
exist.

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

Theorem: If the partial derivatives fx and fy of a function


f(x,y) are continuous throughout an open region R, then f
is differentiable at every point of R.

Theorem: If a function is differentiable at a point (x0,y0)


then it is continuous at this point.
11.4: The Chain Rule
11.4: The Chain Rule
 Definition of the Chain Rule

 Application

 Implicit Differentiation and the Chain Rule


11.4: The Chain Rule
Definition of the Chain Rule for functions of two
independent variables
 If w = f(x,y) is a differentiable function of x,y and x and y
are two differentiable functions of t, then w is a
differentiable function of t and
𝒅𝒘 𝝏𝒇 𝒅𝒙 𝝏𝒇 𝒅𝒚
= . + .
𝒅𝒕 𝝏𝒙 𝒅𝒕 𝝏𝒚 𝒅𝒕

Note: A tree diagram usually helps in writing the chain rule


w

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

Definition: The gradient of f(x,y) at a point P0(x0,y0) is the


𝝏𝒇 𝝏𝒇
vector 𝜵𝒇 = 𝒊 + 𝒋 at (x0,y0).
𝝏𝒙 𝝏𝒚

 Geometric Property: At every point (x0,y0) in Df the gradient of f


is NORMAL to the level curve passing through (x0,y0).

 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

 Rule: If the partial derivatives of f(x,y) are defined at


P0(x0,y0) then
(Duf)P = 𝛻𝑓 𝑃0 ∙𝑢
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

Note: Properties of Directional Derivatives


 Duf = 𝛻𝑓 ∙ 𝑢 = 𝛻𝑓 ∙ 𝑢 ∙ 𝑐𝑜𝑠𝜃 = 𝜵𝒇 ∙ 𝒄𝒐𝒔𝜽

 This writing implies that:


1. f increases most rapidly when u is IN THE DIRECTION of
𝛻𝑓. The derivative in this direction is 𝛻𝑓 .
2. f decreases most rapidly when u and 𝛻𝑓 are of OPPOSITE
directions. The derivative in this case is - 𝛻𝑓 .
3. Any direction u orthogonal to 𝛻𝑓 is a direction of ZERO
change in 𝛻𝑓.
11.5: Directional Derivatives Gradient Vectors
and Tangent Planes
Note: Estimating the Change in f in the
direction u
 To estimate the change in the value of f when we move a
small distance ds from a point P0 in a particular direction
u, we use the formula

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

 The error in the standard linear approximation


 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).

Linearization of f(x,y,z) at P0 (x0,y0,z0)


L(x,y,z) = f(x0,y0,z0) + fx(x0,y0,z0)(x-x0) + fy(x0,y0,z0)(y-y0)
+ fz(x0,y0,z0)(z-z0)
11.6 Linearization and Differentials
Exercise
 Find the linearization of 𝑓 𝑥, 𝑦 = (𝑥 + 𝑦 + 2)2
1) At the point (0,0)
2) At the point (1,2)
11.6 Linearization and Differentials
2. The Error in the Standard Linear Approximation (for 2
variables)
If f has continuous first and second partial derivatives throughout an open set
containing a rectangle R centered at (x0,y0)
and
if M is any upper bound for the values of 𝑓𝑥𝑥 , 𝑓𝑦𝑦 , and 𝑓𝑥𝑦 on R
then
the error E(x,y) incurred in replacing f(x,y) on R by its linearization L(x,y)
satisfies the inequality

1
𝐸(𝑥, 𝑦) ≤ 𝑀( 𝑥 − 𝑥0 + 𝑦 − 𝑦0 )2
2

NOTE:The Error E in the approximation of f(x0,y0,z0) by L throughout R (a


closed rectangular solid centered at P0) is given by the inequality
1
𝐸(𝑥, 𝑦, 𝑧) ≤ 𝑀( 𝑥 − 𝑥0 + 𝑦 − 𝑦0 + 𝑧 − 𝑧0 )2
2
11.6 Linearization and Differentials

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

Note: fx = 2x-y fxx = 2 fxy = -1


fy = -x fyy = 0 fxz = 0
fz = 3cos(z) fzz= -3sin(z) fyz = 0

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

The error in the linearization on R is no more than 0.0024


11.6 Linearization and Differentials
3. Total Differential
If we move from (x0,y0) to a point (x0+dx, y0+dy) nearby, the
resulting change is

df = fx(P0)dx + fy(P0)dy

in the linearization of f is called the total differential of f.


11.6 Linearization and Differentials

Note: Absolute, Relative, and Percentage Change when we


(x0,y0) to a point nearby we can describe the corresponding
change in f(x,y) in 3 different ways:

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

= 2 0.04 + 0.02 = 0.1 = 10%


11.6 Linearization and Differentials
Example 3
𝑣2
The acceleration of a particle moving in a circle is 𝑎 =
𝑟
where v is the velocity and r is the radius of the circle. Approximate the
maximum percentage error in measuring a due to possible error of 2% in
v and 1% in r.
𝑣2
𝑎=
𝑟
𝑑𝑎 = 𝑎𝑣 𝑑𝑣 − 𝑎𝑟 𝑑𝑟
2𝑣 𝑣2
𝑑𝑎 = 𝑑𝑣 − 2 dr
𝑟 𝑟
𝑑𝑎 2𝑣 𝑟 𝑣2 𝑟
= ∗ 2 𝑑𝑣 − 2 ∗ 2 dr
𝑎 𝑟 𝑣 𝑟 𝑣
𝑑𝑣 𝑑𝑟
= ±0.02 𝑎𝑛𝑑 = ±0.01
𝑣 𝑟
𝑑𝑎
Therefore, = 2 0.02 + 0.01 = 0.05 = 5%
𝑎
So the maximum possible error in a is 5%
11.7 Extreme Values and Saddle
Points
11.7 Extreme Values and Saddle Points
 Introduction

 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

Ex: Find the local extremums for 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑦 2


11.7 Extreme Values and Saddle Points
Tests
2.The Second Derivative Test
Given f(x,y) [continuous with its partial derivatives
throughout an open disk around (a,b)]; given also fx(a,b) = 0
and fy(a,b) = 0
then
i. (a,b) is a local max if fxx < 0 and fxx fyy – fxy2 > 0
ii. (a,b) is a local min if fxx > 0 and fxx fyy – fxy2 > 0
iii. (a,b) is a saddle point if fxx fyy – fxy2 < 0
iv. The test is inconclusive if fxx fyy – fxy2 = 0

Note: (fxx fyy – fxy2) is called the discriminant or Hession of f


11.7 Extreme Values and Saddle Points
Exercises
Find the local extreme values of the following:

 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

 The Method of Lagrange Multipliers (1 constraint)

 The Method of Lagrange Multipliers (2 constraints)


11.8 Lagrange Multipliers
The Method of Lagrange Multipliers (1 constraint)
Given that f(x,y,z) and g(x,y,z) are differentiable functions. To
find the local maximum and minimum values of f subject to
the constraint g(x,y,z) = 0.
𝛻𝑓 = λ𝛻𝑔
We find the values of x ,y ,z and λ satisfying
𝑔 𝑥, 𝑦, 𝑧 = 0

Note: For functions of two independent variables the


𝛻𝑓 = λ𝛻𝑔
appropriate equations will be
𝑔 𝑥, 𝑦 = 0
11.8 Lagrange Multipliers
Exercise
Find the greatest and smallest values that the function
𝑥2 𝑦2
𝑓 𝑥, 𝑦 = 𝑥𝑦 takes on the ellipse + = 1.
8 2
11.8 Lagrange Multipliers
The Method of Lagrange Multipliers (2 constraints)

To find the extreme values of a differentiable function


f(x,y,z) subject to the constraints g1(x,y,z)=0 and g2(x,y,z)=0
(assuming g1 and g2 are differentiable with 𝛻𝑔1 𝑎𝑛𝑑 𝛻𝑔2 not
parallel)
𝛻𝑓 = λ𝛻𝑔1 + 𝜇𝛻𝑔2
We solve the following system 𝑔1 𝑥, 𝑦, 𝑧 = 0
𝑔2 𝑥, 𝑦, 𝑧 = 0
11.8 Lagrange Multipliers
Exercise
The plane 𝑥 + 𝑦 + 𝑧 = 1 cuts the cylinder 𝑥 2 + 𝑦 2 = 1 in
an ellipse. Find the points on the ellipse that lie closest and
farthest from the origin.
11.8 Lagrange Multipliers
Exercise
Find the absolute maxima and minima of the functions on
the given domain.

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