MATHEMATICS II FUNCTIONS OF SEVERAL VARIABLES

𝜕𝑢 𝜕𝑢 𝑥 𝑥
∴ 𝑒 2𝑢 = 𝑥 2 + 𝑦 2 ⟹ 2𝑒 2𝑢 = 2𝑥 ⟹ = 2𝑢 = 2
𝜕𝑥 𝜕𝑥 𝑒 𝑥 + 𝑦2
𝜕𝑢 𝑦
Also, = 2
𝜕𝑦 𝑥 + 𝑦 2
If dividing y over x, get:
𝑦 𝑒 𝑢 sin 𝑣 𝑦
= 𝑢 = tan 𝑣 ⟹ 𝑣 = tan−1
𝑥 𝑒 cos 𝑣 𝑥
𝜕𝑣 𝑦
=− 2
𝜕𝑥 𝑥 + 𝑦2
𝜕𝑣 𝑥
= 2
𝜕𝑦 𝑥 + 𝑦 2
The two vectors are perpendicular, then the dot product of them must be
zero.
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
( i+ j) ∙ ( i + j) = +
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
𝑥 𝑦 𝑦 𝑥
= 2 ∗ (− ) + ∗
𝑥 + 𝑦2 𝑥2 + 𝑦2 𝑥2 + 𝑦2 𝑥2 + 𝑦2
𝑥𝑦 𝑥𝑦
= 2 − =0
𝑥 + 𝑦2 𝑥2 + 𝑦2
4.6. Directional Derivatives
Suppose that the function ƒ(x, y) is defined
throughout a region R in the xy-plane, that P0(x0, y0)
is a point in R, and that u = u1 i + u2 j is a unit
vector. Then the equations x = x0 + su1, y = y0 + su2
parametrize the line through P0 parallel to u. If the
parameter s measures arc length from P0 in the
direction of u, we find the rate of change of ƒ at P0
in the direction of u by calculating dƒ/ds at P0.

𝑑𝑓 𝑓(𝑥0 + 𝑠𝑢1 , 𝑦0 + 𝑠𝑢2 ) − 𝑓(𝑥0 , 𝑦0 )

( ) = (𝐷𝑢 𝑓)𝑃0 = lim
𝑑𝑠 𝑢,𝑃0 𝑠→0 𝑠

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Ex 4.15: Find the derivative of ƒ(x, y) = x2 + xy at P0(1, 2) in the direction of the

unit vector 𝑢 = (1⁄√2)i + (1⁄√2)j.
Sol.
1 1
𝑓 (1 + 𝑠 ∙ , 2 + 𝑠 ∙ ) − 𝑓(1, 2)
𝑑𝑓 √2 √2
( ) = lim
𝑑𝑠 𝑢,𝑃0 𝑠→0 𝑠
1 2 1 1
(1 + 𝑠 ∙ ) + (1 + 𝑠 ∙ ) (2 + 𝑠 ∙ ) − 12 + 1 ∗ 2
= lim √2 √2 √2
𝑠→0 𝑠
2𝑠 𝑠 2 3𝑠 𝑠 2 5𝑠 𝑠 2
(1 + + ) + (2 +
2
+ )−3
2
+
2
= lim √2 √2 = lim √2
𝑠→0 𝑠 𝑠→0 𝑠
5 𝑠 5
= lim ( + ) =
𝑠→0 √2 2 √2

4.7. Gradient Vector

An efficient formula can be developed to calculate the directional
derivative for a differentiable function ƒ. Beginning with the line x = x 0 + su1,
y = y0 + su2
through parametrized with the arc length parameter s increasing in the direction
of the unit vector, Then
𝑑𝑓 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦 𝜕𝑓 𝜕𝑓
( ) =( ) +( ) = ( ) 𝑢1 + ( ) 𝑢2
𝑑𝑠 𝑢,𝑃0 𝜕𝑥 𝑃0 𝑑𝑠 𝜕𝑦 𝑃 𝑑𝑠 𝜕𝑥 𝑃0 𝜕𝑦 𝑃
0 0

𝜕𝑓 𝜕𝑓
= (( ) i + ( ) j) ∙ (𝑢1 i + 𝑢2 j)
𝜕𝑥 𝑃0 𝜕𝑦 𝑃
0

The gradient vector (gradient) of ƒ(x, y) at a point P0(x0, y0) is the vector
𝜕𝑓 𝜕𝑓
⃑⃑⃑⃑
∇𝑓 = i+ j
𝜕𝑥 𝜕𝑦
obtained by evaluating the partial derivatives of ƒ at P0.
So, the directional derivative is a dot product of the gradient ƒ at P0 and u.

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Ex 4.16: Find the derivative of 𝑓(𝑥, 𝑦) = 𝑥𝑒 𝑦 + cos(𝑥𝑦) at the point (2, 0) in

the direction of v = 3i ‒ 4j.
Sol. The direction of v is the unit vector obtained by dividing v by its length:
⃑v v 3 4
𝑢
⃑ = = = i− j
|v| 5 5 5
The partial derivatives of ƒ are everywhere continuous and at (2, 0) are
given by
𝑓𝑥 (2,0) = (𝑒 𝑦 − 𝑦 sin(𝑥𝑦))(2,0) = 𝑒 0 − 0 ∗ sin 0 = 1
𝑓𝑦 (2,0) = (𝑥𝑒 𝑦 − 𝑥 sin(𝑥𝑦))(2,0) = 2 ∗ 𝑒 0 − 2 ∗ sin 0 = 2
The gradient of ƒ at (2, 0) is
⃑⃑⃑⃑⃑ |
𝛻𝑓 = 𝑓𝑥 i + 𝑓𝑦 j = i + 2j
(2,0)

The derivative of ƒ at (2, 0) in the direction of v is therefore

3 4 3 8
(𝐷𝑢 𝑓)(2,0) = ⃑⃑⃑⃑ ⃑ = (i + 2j) ∙ ( i − j) = − = −1
∇𝑓|(2,0) ∙ 𝑢
5 5 5 5
4.7.1. Directional Derivative Properties:
1. The function f will increase most rapidly in the direction of the gradient
vector ⃑⃑⃑⃑
∇𝑓 at P.
(𝐷𝑢 𝑓) = ⃑⃑⃑⃑ ⃑ = |∇𝑓| ∙ |𝑢
∇𝑓 ∙ 𝑢 ⃑⃑⃑⃑ |
⃑ | cos 𝜃 = |∇𝑓
⃑⃑⃑⃑ .
2. The function f will decrease most rapidly in the direction of the −∇𝑓
(𝐷𝑢 𝑓) = ⃑⃑⃑⃑ ⃑ = |∇𝑓| ∙ |𝑢
∇𝑓 ∙ 𝑢 ⃑⃑⃑⃑ |
⃑ | cos 𝜋 = −|∇𝑓
3. The function f not changes in any direction orthogonal to a gradient vector
∇𝑓.
𝜋
⃑⃑⃑⃑ ∙ 𝑢
(𝐷𝑢 𝑓) = ∇𝑓 ⃑⃑⃑⃑ | ∙ |𝑢
⃑ = |∇𝑓 ⃑ | cos =0
2

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4.7.2. Algebra Rules for Gradients

1. Constant Multiple Rule: ∇(𝑘𝑓) = 𝑘∇𝑓
2. Sum Rule: ∇(𝑓 + 𝑔) = ∇𝑓 + ∇g
3. Difference Rule: ∇(𝑓 − 𝑔) = ∇𝑓 − ∇g
4. Product Rule: ∇(𝑓𝑔) = 𝑓∇g + 𝑔∇𝑓
𝑓 g∇𝑓−𝑓∇g
5. Quotient Rule: ∇ ( ) =
𝑔 𝑔2

Note: For a differentiable function ƒ(x, y, z) and a unit vector u = u1 i + u2 j + u3

k in space, then:
𝜕𝑓 𝜕𝑓 𝜕𝑓
⃑⃑⃑⃑
∇𝑓 = i+ j+ k
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕𝑓 𝜕𝑓 𝜕𝑓
𝐷𝑢 𝑓 = ⃑⃑⃑⃑
∇𝑓 ∙ 𝑢
⃑ = u1 + u2 + u
𝜕𝑥 𝜕𝑦 𝜕𝑧 3
Ex 4.17: For the function ƒ(x, y, z) = x3 - xy2 – z , find
a- The derivative at P0(1, 1, 0) in the direction of v = 2i - 3j + 6k.
b- In what directions does ƒ change most rapidly at P0 and what are the rates
of change in these directions.
Sol. a- The direction of v is obtained by dividing v by its length:
⃑ | = √22 + (−3)2 + 62 = √49 = 7
|v
⃑
v 2 3 6
𝑢
⃑ = = i− j+ k
|v| 7 7 7
The partial derivatives of ƒ at P0 are
𝑓𝑥 = 3𝑥 2 − 𝑦 2 = 3 ∗ 12 − 12 = 2
𝑓𝑦 = −2𝑥𝑦 = −2 ∗ 1 ∗ 1 = −2
𝑓𝑧 = −1
∇𝑓 = 2i − 2j − k
2 3 6 4 6 6 4
⃑⃑⃑⃑ |
(𝐷𝑢 𝑓)(1,1,0) = ∇𝑓 ∙ 𝑢
⃑ = (2i − 2j − k) ∙ ( i − j + k) = + − =
(1,1,0) 7 7 7 7 7 7 7
b- The function increases most rapidly in the direction of ∇𝑓 = 2i − 2j − k and
decreases most rapidly in the direction of −∇𝑓. The rates of change in the
directions are, respectively,
⃑⃑⃑⃑ | = √22 + (−2)2 + (−1)2 = 3
|∇𝑓
−|∇𝑓| = −3

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4.8. Tangent Planes and Differentials

If r = g(t)i + h(t)j + k(t)k is a smooth curve on the level surface ƒ(x, y, z)=c
of a differentiable function ƒ, then ƒ((g(t), h(t), k(t)) = c. Differentiating both sides
of this equation with respect to t leads to
𝑑 𝑑
𝑓(𝑥(𝑡), 𝑦(𝑡), 𝑧(𝑡)) = (𝑐)
𝑑𝑡 𝑑𝑡
𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦 𝜕𝑓 𝑑𝑧
+ + =0
𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝜕𝑧 𝑑𝑡
𝜕𝑓 𝜕𝑓 𝜕𝑓 𝑑𝑥 𝑑𝑦 𝑑𝑧
( i+ j+ k) ∙ ( i + j + k) = 0
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝑑𝑡 𝑑𝑡 𝑑𝑡
𝑑𝑟
⃑⃑⃑⃑ ∙
∇𝑓 =0
𝑑𝑡
At every point along the curve, ⃑⃑⃑⃑
∇𝑓 is orthogonal to the curve’s velocity
vector.
The velocity vectors at P0 are orthogonal to ⃑⃑⃑⃑
∇𝑓 at P0, so the curves’ tangent
lines all lie in the plane through P0 normal to ⃑⃑⃑⃑
∇𝑓. The line through P0
perpendicular to the plane is the surface’s normal line at P 0 and it is parallel to
⃑⃑⃑⃑
∇𝑓|𝑃 .
0

The normal line to f(x, y, z) = c at P0(x0, y0, z0) is:

𝑥 = 𝑥0 + 𝑓𝑥 𝑡, 𝑦 = 𝑦0 + 𝑓𝑦 𝑡, 𝑧 = 𝑧0 + 𝑓𝑧 𝑡
The tangent plane to f(x, y, z) = c at P0(x0, y0, z0) is:
𝑓𝑥 𝑥 + 𝑓𝑦 𝑦 + 𝑓𝑧 𝑧 = 𝑑
Where, 𝑑 = 𝑓𝑥 𝑥0 + 𝑓𝑦 𝑦0 + 𝑓𝑧 𝑧0
Ex 4.18: Find the tangent plane and normal line of the surface ƒ(x, y, z) = x2 + y2
+ z - 9 = 0 at the point P0(1, 2, 4).
Sol. The normal vector to the tangent plane is ⃑⃑⃑⃑
∇𝑓.
𝜕𝑓 𝜕𝑓 𝜕𝑓
⃑⃑⃑⃑ =
∇𝑓 | i + | j + | k = 2𝑥|𝑃0 i + 2𝑦|𝑃0 j + 1|𝑃0 k = 2i + 4j + k
𝜕𝑥 𝑃0 𝜕𝑦 𝑃 𝜕𝑧 𝑃0
0

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The equation of the plane is 2x + 4y + z = d

Substitute point p0 into this equation to find d
2 ∗ 1 + 4 ∗ 2 + 4 = 𝑑 ⟹ 𝑑 = 14
The plane is 2x + 4y + z = 14
The normal line is
𝑥 − 𝑥0 𝑦 − 𝑦0 𝑧 − 𝑧0
= =
𝑓𝑥 𝑓𝑦 𝑓𝑧
𝑥−1 𝑦−2
= =𝑧−4
2 4
The tangent plane to a surface z = f(x, y) at the point (x0, y0, f(x0, y0)) =
P0(x0, y0, z0) is:
𝑧𝑥 (𝑥 − 𝑥0 ) + 𝑧𝑦 (𝑦 − 𝑦0 ) − (𝑧 − 𝑧0 ) = 0
𝑧𝑥 𝑥 + 𝑧𝑦 𝑦 − 𝑧 = 𝑑
Where, 𝑑 = 𝑧𝑥 𝑥0 + 𝑧𝑦 𝑦0 − 𝑧0
Ex 4.19: Find the plane tangent to the surface z = x cos y ‒ yex at (0, 0, 0).
Sol.
𝑓𝑥 = 𝑧𝑥 (0, 0) = cos 𝑦 − 𝑦𝑒 𝑥 |(0,0) = 1
𝑓𝑦 = 𝑧𝑦 (0, 0) = −𝑥sin 𝑦 − 𝑒 𝑥 |(0,0) = −1
𝑑 = 𝑧𝑥 𝑥0 + 𝑧𝑦 𝑦0 − 𝑧0 = 1 ∗ 0 + (−1) ∗ 0 − 0 = 0
The tangent plane is x – y – z = 0
Ex 4.20: The surfaces ƒ(x, y, z) = x2 + y2 ‒ 2 = 0 and g(x, y, z) = x + z ‒ 4 = 0
meet in an ellipse E. Find parametric equations for the line tangent to E at the
point P0(1, 1, 3).
Sol. The tangent line is orthogonal to both ⃑⃑⃑⃑ ⃑⃑⃑⃑⃑ at P0 and therefore parallel
∇𝑓 and ∇𝑔
⃑ = ⃑⃑⃑⃑
to v ⃑⃑⃑⃑⃑
∇𝑓 × ∇𝑔
⃑⃑⃑⃑
∇𝑓|(1,1,3) = 2𝑥i + 2𝑦j|(1,1,3) = 2i + 2j
⃑⃑⃑⃑⃑ |
∇𝑔 =i+k
(1,1,3)
i j k
⃑⃑⃑⃑ × ∇𝑔
⃑ = ∇𝑓
v ⃑⃑⃑⃑⃑ = (2i + 2j) × (i + k) = |2 2 0| = 2i − 2j − 2k
1 0 1
The tangent line is
x = 1 + 2t, y = 1 – 2t, z = 3 + 2t

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4.9. Divergence and Curl of a Vector:

Two key concepts in vector calculus are divergence and curl, the latter of
which is sometimes called circulation. Basically, divergence has to do with a
vector field changes its magnitude in the neighborhood of a point, and curl has to
do with its direction changes.
The curl describes the infinitesimal rotation of a 3D vector field. At every
point in the field, the curl of that point is represented by a vector which
characterizes the rotation at that point.
The divergence of a vector field
𝐹 (𝑥, 𝑦, 𝑧) = 𝑓1 (𝑥, 𝑦, 𝑧)i + 𝑓2 (𝑥, 𝑦, 𝑧)j + 𝑓3 (𝑥, 𝑦, 𝑧)k
Sometimes it is called del dot 𝐹 and is defined by
𝜕 𝜕 𝜕
𝑑𝑖𝑣𝐹 = ∇ ∙ 𝐹 = 𝑓1 + 𝑓2 + 𝑓3
𝜕𝑥 𝜕𝑦 𝜕𝑧
The curl of the vector 𝐹 , or del cross 𝐹 , is defined by
i j k
𝜕 𝜕 𝜕
𝐶𝑢𝑟𝑙𝐹 = ∇ × 𝐹 = | |
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑓1 𝑓2 𝑓3
Ex 4.21: Find the divergence and curl of the vector 𝐹 = 〈𝑒 𝑥 cos 𝑦 , 𝑒 𝑥 sin 𝑦 , 0〉.
Sol.
𝐹 = 𝑒 𝑥 cos 𝑦 i + 𝑒 𝑥 sin 𝑦 j + 0k
𝜕𝑓1 𝜕𝑓2 𝜕𝑓3
𝑑𝑖𝑣𝐹 = ∇ ∙ 𝐹 = + + = 𝑒 𝑥 cos 𝑦 + 𝑒 𝑥 cos 𝑦 = 2𝑒 𝑥 cos 𝑦
𝜕𝑥 𝜕𝑦 𝜕𝑧
i j k
𝜕 𝜕 𝜕
𝐶𝑢𝑟𝑙𝐹 = ∇ × 𝐹 = | |
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑓1 𝑓2 𝑓3
𝜕𝑓3 𝜕𝑓2 𝜕𝑓3 𝜕𝑓1 𝜕𝑓2 𝜕𝑓1
=( − )i − ( − )j + ( − )k
𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑦
= (0 − 0)i − (0 − 0)j + (𝑒 𝑥 sin 𝑦 + 𝑒 𝑥 sin 𝑦)k = 2𝑒 𝑥 sin 𝑦 k

77 Lect. Dr. Raed G. Saihood