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Recall that: The set of all ordered n-tuples of real numbers is called the n-dimensional number space
and is denoted by . Each ordered n-tuples ( , , , …, ) is called a point in .
Definition: A real valued function of n-variables is a set of ordered pairs of the form (p, w),
where p and w , in which no two distinct ordered pairs, have the same first
element. The set of all possible values of p is called the domain of the function, and the
set of all possible values of w is called the range of the function.
Note that: If dom. f , then f is a function of two variables and if dom. f , then f is a
function of three variables.
If f is a function of two variables, then we denote the value of the function at (x, y) by f (x, y) and if
f is a function of three variables, then we denote the value of the function at (x, y, z) by f (x, y, z).
Example Let f (x, y) = . Dom. f = (x, y): 25 and range of f = 0, 5.
Example Let g (x, y, z) = . Dom. g = and range of g = 0, .
Trace of f
Plane z = c
Example Let f (x, y) = 8 2x 4y. Sketch the graph of f and determine the level curves.
Solution If we let z = f (x, y), then the equation becomes Z = 8 2x 4y.
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Chapter three Differential Calculus Of Several Variables
For any c , the level curve f (x, y) = c is the line with equation 2x + 4y = 8 c.
Example Let f (x, y) = . Sketch the graph of f and determine the level curves.
Trace of f
If c 0, then the level curve f (x, y) = c is given by = c which is a circle with radius and the
trace of the graph in the plane z = c is also a circle with radius and center at (0, 0, c).
If c = 0, then (0, 0) is the only point on the level curve f (x, y) = 0. If c 0, then the level curve
f (x, y) = c contains no point.
The intersections of the graph of f (x, y) with the planes x = 0 and y = 0 are both parabolas.
Example Sketch the graph of f (x, y) = and indicate the level curves.
Solution Dom. f = (x, y): 25 and range of f = 0, 5.
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Chapter three Differential Calculus Of Several Variables
Similarly, for any number c the set of points for which is called a level
surface
of f.
║p q║= │ p q│=
ii) The distance between two points p (x, y, z) and q ( , , ) in is defined as:
║p q║= │ p q│= .
Limit
Intuitively L is the limit of f (x, y) as (x, y) approaches ( , ) if f (x, y) is as close to L as we wish
whenever (x, y) is close enough to ( , ).
Definition: Let f be a function that is defined throughout a set containing a disk centered
at ( , ) except possibly at ( , ) itself. A number L is the limit of f at
( , ) written as
then │f (x, y) L│ .
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Chapter three Differential Calculus Of Several Variables
if 0 , then │f (x, y, z) L│ .
in the disk, along any line or curve through ( , ). Thus to show that
does not exist, it is sufficient to show that f (x, y) approaches two different limits as (x, y)
approaches ( , ) along two distinct lines or curves through ( , ).
i) along y = x. = = = 0.
ii) along y = . = = .
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Chapter three Differential Calculus Of Several Variables
i) =
ii) =
Note that: We can extend these formulas to functions of three variables in a similar way.
and .
Therefore, .
Thus = .
Therefore, .
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Chapter three Differential Calculus Of Several Variables
Continuity
Definition: a) A function of two variables is continuous at if
= .
= .
Note that:
i) Sums and products of continuous functions are continuous.
ii) The quotient of two continuous functions is continuous in its domain.
iii) If f is a function of two variables and g is a function of a single variable, then the
continuity of f at and g at implies that is continuous
at .
= .
= .
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Chapter three Differential Calculus Of Several Variables
exist but f is not defined at . so re defining f at as being equal to its limit there but
Partial Derivatives
Definition: Let f be a function of two variables, and let be in the domain of f.
The functions and that arise through partial differentiation and are defined by:
and
are called the partial derivatives of f and are frequently denoted by:
respectively.
If we specify z = f (x, y), then we write
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Chapter three Differential Calculus Of Several Variables
b) (0, y) = = = y,y
and (x, 0) = = = x , x .
ii) = g +f and = g+ f
Partial as slope
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Chapter three Differential Calculus Of Several Variables
Let f be a function of two variables x and y, then and may each have two partial derivatives. The
= = and = =
and = = and = =
Therefore, = .
Show that ≠ .
Solution We've seen that (0, y) = y and (x, 0) = x. Hence (0, 0) = 0 =, (0, 0).
But = =
and = = .
Therefore, .
Example , , find
Theorem: Let f be a function of two variables, and assume that and are
continuous. Then = .
Note that: Second partial derivatives of functions of three variables can be defined in a similar way.
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Chapter three Differential Calculus Of Several Variables
= +
b) Let z = f (x, y), x = (u, v) and (u, v). Then z = (f ( (u, v), (u, v)), and
= + and = +
Solution = + and = + .
Therefore, = and = .
Example Let z = ; x = sin t and y = . Find the total derivative of z with respect to t.
Solution = + = =
Therefore, = .
Solution = + + =
Therefore, =
= .
Solution = + + .
= =
and = + + =
Therefore, = .
Example:???????
Implicit Differentiation
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Chapter three Differential Calculus Of Several Variables
The chain rule describes more completely the process of implicit differentiation.
Solution = +
Note that: refers to the partial derivatives of w with respect to x while refers to the
derivative of w with respect to x.
Now suppose f is a continuous function of two variables that has partial derivatives and assume
that the equation f (x, y) = 0 defines a differentiable function y = g (x) of x.
Thus f (x, g (x)) = 0.
But if 0, then = .
= and = .
Therefore, = .
Directional Derivatives
Partial derivatives: rate of change of functions along lines parallel to the co-ordinate axis.
Directional derivatives: rate of change of functions along lines that are not necessarily parallel to any
of the co-ordinate axes.
Directional derivative is a generalization of partial derivatives.
f = (1)
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Chapter three Differential Calculus Of Several Variables
Therefore, = .
Remark: The directional derivative in the direction of an arbitrary non-zero vector is defined to be:
, where
Therefore, = .
= + + .
Example Let f = and Find the directional derivative of f in
Therefore, = .
The Gradient
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Chapter three Differential Calculus Of Several Variables
Definition a) Let f be a function of two variables that has partial derivatives at (x0, y0).
Then the gradient of f at , denoted grad f or f
is defined by:
f = .
b) Let f be a function of three variables that has partial derivatives at
(x0, y0, z0). Then the gradient of f at denoted grad f (x0, y0)
or f is defined by:
f = .
Example Let f (x, y) = x ℓn (x + y). Find a formula for the gradient of f, and in particular
find grad f ( 2, 3).
= (ℓn (x +y) + ) +( )
Consequently grad f ( 2, 3) = 2 2 .
Consequently grad g = .
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Chapter three Differential Calculus Of Several Variables
Note that: The above theorem can be extended to functions of three variables in a similar way.
Example Let f (x, y, z) = ln (x2 + y2 + z2). Find the direction in which f increases most
rapidly at (2, 0, 1).
Solution fx (x, y, z) = 2x (x2 + y2 + z2) 1, fy (x, y, z) = 2y (x2 + y2 + z2) 1
and fz (x, y, z) = 2z (x2 + y2 + z2) 1.
Example Let g (x, y) = sin xy. Find the direction in which g decreases most rapidly at .
Thus grad g = .
Example:??????
Theorem: Let f be differentiable at (x0, y0) and let f (x0, y0) = a. Also let c be the
level curve f (x0, y0) = a, that passes through (x0, y0). If c is smooth and
grad f (x0, y0) 0, then grad f (x0, y0) is normal to c at (x0, y0).
Example Assuming that the curve x2 xy + 3y2 = 5 is smooth, find a unit vector that
is perpendicular to the curve at (1, 1).
Solution Let f (x, y) = x2 xy + 3y2 = 5.
Since f (1, 1) = 5, (1, 1) is on the level curve f (x, y) = 5 at (1, 1).
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Chapter three Differential Calculus Of Several Variables
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Chapter three Differential Calculus Of Several Variables
Example: ?????
Extreme Values for Functions of Two Variables
Definition: Let f be a function of two variables and let R be a set contained in the domain
of f, then
a) i) f has a maximum value on R at (x0, y0) if f (x, y) f (x0, y0) for all (x, y) in .
ii) f has a minimum value on R at (x0, y0) if f (x0, y0) f (x, y) for all (x, y) in .
b) i) f has a relative maximum value at (x0, y0) if there is a disk centered at (x0, y0)
contained in the domain of f such that f (x, y) f (x0, y0) for all (x, y) in .
ii) f has a relative minimum value at (x0, y0) if there is a disk centered at (x0, y0)
contained in the domain of f such that f (x0, y0) f (x, y) for all (x, y) in .
Remark: Maximum and minimum values are called extreme values and relative Maximum and relative
minimum values are called relative extreme values.
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Chapter three Differential Calculus Of Several Variables
Theorem: Let f have relative extreme value at (x0, y0). If f has partial derivatives at
(x0, y0) , then fx (x0, y0) = fy (x0, y0) = 0.
Note that: Relative extreme values of a function occur only at those points at which the partial derivatives of f
exists and are 0, or at which one or both the partial derivatives does not exist, such points are called critical
points.
Example Find the extreme value(s) of:
a) f (x, y) = x + y. b) f (x, y) = 3 x2 + 2x y2 4y.
Solutions. a) Since = = 1
and = = 1.
fx (0, 0) and fy (0, 0) do not exist. Hence (0, 0) is the only critical point of f.
Moreover f (x, y) f (0, 0) (x, y) 2.
Therefore, f has the minimum value 0 at (0, 0).
Solutions.
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Chapter three Differential Calculus Of Several Variables
Theorem: Assume that f has a critical point at (x0, y0) and that f has continuous
Second partial derivatives in a disk centered at (x0, y0). Let
D (x0, y0) =
a) If D (x0, y0) > 0 and < 0 (or < 0), then f has
a relative maximum value at (x0, y0).
b) If D (x0, y0) > 0 and > 0 (or > 0), then f has
a relative minimum value at (x0, y0).
c) ) If D (x0, y0) < 0, then f has a saddle point at (x0, y0).
Finally, if D (x0, y0) = 0, then f may or may not have a relative extreme
value at (x0, y0).
f at (x0, y0).
If = 0, then the critical point (x0, y0) is said to be degenerate and non-
degenerate if 0.
Solutions. a) = 8x 3 2x and = 2y 2.
Then = 0 x = 0 or x = and = 0 y = 1.
= 24x2 2, = 0 and = 2.
D ( , 1) = 8, = 4 and = 2.
Hence ( , 1) is the critical point at which f attains its relative min. value.
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Chapter three Differential Calculus Of Several Variables
D ( , 1) = 8, = 4 and = 2.
Hence ( , 1) is the critical point at which f attains its relative min. value.
Example??????????
Note that: If f has an extreme value on R at (x0, y0), where R is a closed set, then (x0, y0) is
either a critical point of f or a boundary point of R.
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Chapter three Differential Calculus Of Several Variables
Now y 2x = 0 and x = 0.
x = y = 0.
But (0, 0) is not an interior point of R. Hence (0, 0) is not a critical point of f.
Thus the extreme values of f occur at the boundary points of f.
i) On the segment x = 0 and 0 y 1.
f (0, y) = 0. Maximum value = minimum value = 0 on the segment.
ii) On the segment x = 1 and 0 y 1.
f (1, y) = y 1. Maximum value = 0 at (1, 1) and minimum value = 1 at (1, 0).
iii) On the segment y= 0 and 0 x 1.
f (x, 0) = x2. Maximum value = 0 at (0, 0) and minimum value = 1 at (1, 0).
iv) On the segment y = 1 and 0 x 1.
f (x, 1) = x x2.
Now define g (x) = x x2 for 0 x 1.
g (x) = 2 0.
Therefore f attains its maximum value at ( , 1) and minimum value 1 at (1, 0).
Example???????
Lagrange Multiplier
Let us consider the problem of finding an extreme value of a function f of two variables subject to
a constraint of the form g (x, y) = c, that is an extreme value of f on the level curve g (x, y) = c.
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Chapter three Differential Calculus Of Several Variables
Theorem: Let f and g be differentiable at (x0, y0). Let c be the level curve
g (x, y) = a, that contains (x0, y0). Assume that C is smooth, and
that (x0, y0) is not an end point of the curve. If 0 and
iii) Calculate the value of f at each point (x, y) that arises in step ii) and at each end
Point, if any, of the curve. If f has a maximum value on the level curve g (x, y) = a,
then it will be the largest of the values computed; if f has a minimum value on the level
curve it will be the smallest of the values computed.
Example Let f (x, y) = x2 + 4y3. Find the extreme values of f on the ellipse x2 + 2y2 = 1.
Solution. Let g(x, y) = x2 + 2y2. Then the constraint is g(x, y) = x2 + 2y2 = 1.
Now assume that f has an extreme value on the level curve g(x, y) = 1.
Then we need to solve:
Constraint x2 + 2y2 = 1 (1)
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Chapter three Differential Calculus Of Several Variables
Therefore the maximum value of f occurs at (0, ) and the minimum value of f
occurs at (0, ).
Example Let f (x, y) = 3x2 + 2y2 4y + 1. Find the extreme values of f on the disk
x2 + y2 16.
Solution. By the max.-min. theorem the extreme values of f occurs inside the disk or on
the boundary of the disk.
i) On the boundary of the disk.
Let g (x, y) = x2 + y2 = 16.
Now we need to solve:
x2 + y2 = 16 (1)
6x = 2x (2)
4y 4 = 2y (3)
From (2) we get:
6x = 2x 2x (3 ) = 0 x = 0 or = 3.
If x = 0, then from (1), y = 4. If = 3, then from (3), y = 2 and from (1), x = .
Thus f can have its extreme values on the circle x2 + y2 = 16 only at (0, 4), (0, 4),
( , 2) or ( , 2).
ii) The interior of the disk.
= 6x and = 4y 4.
Hence = 0 x = 0 and = 0 y = 1.
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Chapter three Differential Calculus Of Several Variables
and grad g (x0, y0, z0) if not 0, are normal to the level surface g (x, y, z) = c at (x0, y0, z0) and hence
are parallel to each other. Thus there is a number such that:
grad f (x0, y0, z0) = grad g (x0, y0, z0).
Procedure for Lagrange Method
1.Assume that f has an extreme value on the level surface g (x, y, z) = c.
2. Solve the equation
g (x, y, z) = c.
grad f (x, y, z) = grad g (x, y, z).
3.Calculate f (x, y, z) for each point (x, y, z) that arises from step 2. If f has a maximum or a
minimum value on the level surface, it will be the largest or the smallest of the values
computed.
Example. Let v(x, y, z) = x y z, x 0; y 0; z 0. Find the maximum value of v subject to
the constraint 2x + 2y + z = 180.
Solution. Let g (x, y, z) = 2x + 2y + z = 180.
Now we need to solve:
2x + 2y + z = 180 (1)
yz=2 (2)
xz=2 (3)
xy= (4)
From (2) and (3) we get:
y z = x z z = 0 or y = x.
If z = 0, then = 0 and hence x = 0 and y = 90 or x = 90 and y = 0.
If y = x, then from (3) and (4) we get:
x z = 2x2 x = 0 or z = 2x.
If x = 0, then y = z = 0 which contradicts (1).
If z = 2x, then from (1) we get:
x = y = 30 and z = 60.
Therefore the maximum value of v is 54,000.
Example Find the minimum distance from a point on the surface x y + 2 x z =
to the origin.
Solution. Let f (x, y, z) = x2 + y2 + z2 and let g (x, y, z) = x y + 2 x z = .
Now we need to solve:
xy+2xz= (1)
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Chapter three Differential Calculus Of Several Variables
2x = (y + 2z) (2)
2y = x (3)
2z = 2 x (4)
From (3) and (4) we get:
z=2y (5)
If = 0, then x = y = z = 0 which contradicts (1), hence 0.
Now from (2) and (3) we get:
x= and = 5 y 4y 5 y 2 = 0 y = 0 or 2 = .
Therefore, ( , 1, 2) and ( , 1, 2) are the points on the surface with minimum distance
from the origin.
Example???????
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