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Chapter three Differential Calculus Of Several Variables

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 .

Example is a number plane and is a number space.

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, .

Graphs of Functions of Two Variables


Definition : If f is a function of two variables then the graph of f is the set of all points
(x, y, z) in for which (x, y) is a point in the domain of f and z = f (x, y).
Trace of the graph of f is the intersection of the graph of f with the plane z = c.
Thus the trace of the graph of f in the plane z = c is the collection of points (x, y, c)
such that f (x, y) = c.
A level curve of f is the set of points (x, y) in the xy-plane such that f (x, y) = c.

Trace of f

Plane z = c

Level curve f (x, y) = c


x

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

z This is an equation of a plane with x- intercept 4,


y-intercept 2 and z-intercept 8. Thus
(4, 0, 0), (0, 2, 0) and (0, 0, 8) lie on the plane
Z = 8  2x  4y. (explain?)

y But any three non- collinear points determine


a unique plane.
x

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.

Solution Dom. f = and range of f = z: z  0.

Trace of f

x For any c > 0, the level


curves are circles.

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

z If we let z = f (x, y), then the equation becomes


= 25.
Trace of f
Since z  0, then the graph of f is the hemisphere
and if 0  c  5, then the level curves are circles
with equation = 25  c2.
y
For any c > 0, the level
curves are circles.
x

Similarly, for any number c the set of points for which is called a level
surface
of f.

Limit and Continuity

Definition (Distance between two points)


i) The distance between two points p (x, y) and q ( , ) in is defined as:

║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

if for every   0 there is a   0 such that if 0  ,

then │f (x, y)  L│  .

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Chapter three Differential Calculus Of Several Variables

Similarly let f be defined throughout a set containing a ball centered at ( , , ) except at

( , , ) itself, then L is the limit of f at ( , , ) written as:

if for every   0 there is a   0 such that

if 0    , then │f (x, y, z)  L│  .

Note that: implies that f (x, y) approaches L as (x, y) approaches ( , ),

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 ( , ).

Example: Let f (x, y) = . Show that does not exist.

Solution Consider the lines x = 0 and y = 0.


Now = 1 and = 1.

Therefore, does not exist.

Example :Let f (x, y) = . Show that does not exist.

Solution Consider the curves y = x and y = through the origin.

i) along y = x. = = = 0.

ii) along y = . = = .

Therefore, does not exist.

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Chapter three Differential Calculus Of Several Variables

Limit Formulas for Sum, Product and Quotient

If and exist, then

i) = 

ii) = 

iii) = , Provided that  0.

Note that: We can extend these formulas to functions of three variables in a similar way.

Example Show that: a) b)

Solutions a) Since and ,

and .

Therefore, .

b) since 0   =  x  and 0   =y

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

= .

b) A function of three variables is continuous at if

= .

c) A function of several variables is continuous if it is continuous at


each point in its domain.

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 .

Example Let F (x, y) = . Show that F is a continuous function.

Solution Let f (x) = and g (t) = sin t.

Since f and g are continuous on and  respectively, F = is continuous on .

Example Let F (x, y) = .

Show that F is discontinuous at (0, 0).


Solution Through the line y = x.

= .

Through the line y =  x.

= .

Hence doesn’t exist.

Therefore, F (x, y) is discontinuous at (0, 0).

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Chapter three Differential Calculus Of Several Variables

Definition: A function f is said to be removable discontinuous at if

exist but f is not defined at . so re defining f at as being equal to its limit there but

if the redefinition of f at makes no change such discontinuities is non-removable.

Example: is not continuous at but is removable dis continuity of f.

Example: is not continuous at but is non-removable dis continuity of f.

Partial Derivatives
Definition: Let f be a function of two variables, and let be in the domain of f.

The partial derivative of f with respect to x at is defined by:

Provided that this limit exists.

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

(x, y) = and (x, y) =

Example: Let f (x, y) =

a) Show that (0, 0) = 0 = (0, 0).

b) Show that (0, y) =  y  y   and (x, 0) = x  x  .

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Chapter three Differential Calculus Of Several Variables

Solutions a) (0, 0) = =0= (0, 0) = .

Therefore, (0, 0) = 0 = (0, 0).

b) (0, y) = = =  y,y

and (x, 0) = = = x ,  x .

Therefore, (0, y) =  y and (x, 0) = x ,  x, y .

Algebraic Properties of Partial Derivatives

If f and g have partial derivatives, then


i) =  and = 

ii) = g +f and = g+ f

iii) and , provided that g (x, y)  0.

Example Let . Determine and and evaluate and at (1, 2).

Solution (x, y) = 6x  2y and (x, y) =  2x + 2y.


Furthermore; (1, 2) = 2 and (1, 2) = 2.
Example Let . Determine and .

Solution (x, y) = cos y and (x, y) =  x sin y.

Therefore, (x, y) = cos y and (x, y) =  x sin y.

Example if show that

Example find and for and

Partial as slope

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Chapter three Differential Calculus Of Several Variables

Higher Order Partial Derivatives

Let f be a function of two variables x and y, then and may each have two partial derivatives. The

partial derivatives of and are:

= = and = =

and = = and = =

Example : Find the second partial derivatives of


f (x, y) = sin xy and show that = =

Solution sin xy and x cos xy.

Hence = cos xy  xy sin xy and =  y2 sin xy

=  x2 sin xy and =  xy sin xy .

Therefore, = .

Example : Let f (x, y) = .

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.

The Chain Rule


Assume that all functions have the required derivatives.
a) Let z = f (x, y), x = (t) and y = (t). Then z = f ( (t), (t)) and

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Chapter three Differential Calculus Of Several Variables

= +

(Note that: is the total derivative of z with respect to t.)

b) Let z = f (x, y), x = (u, v) and (u, v). Then z = (f ( (u, v), (u, v)), and

= + and = +

Example Let z = ,x=u and y = u . Find and .

Solution = + and = + .

But = ; = ; = ; =u ; = and =u .

Therefore, = and = .

Example Let z = ; x = sin t and y = . Find the total derivative of z with respect to t.

Solution = + = =

Therefore, = .

Example Let w = ; x = sin t , y = and z = . Find .

Solution = + + =

Therefore, =

= .

Example Let w = ;x= ; y = uv and z = 3u. Find and .

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.

Example Suppose w = f (x, y) and y = g (x). Find a formula for .

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.

If w = f (x, y), then = (f (x, g (x)) = (0) = 0.

But if  0, then = .

Example Let = 2xy. Find .

Solution Let w = f (x, y) = .

= 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.

Definition: Let f be a function defined on a disk D centered at and let

be a unit vector. Then the directional derivative of f at

in the direction of , denoted f is defined by:

f = (1)

provided that this limit exists.

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Chapter three Differential Calculus Of Several Variables

Note that: i) If = , then f = .


ii) If = , then f = .

Theorem: Let f be differentiable at . Then f has a directional derivative at

in every direction. Moreover, if is a unit vector,


then
= + .

Example Let f (x, y) = xy3 and let . Find .

Solution (x, y) = and (x, y) = 3 x. Then ( , 1) = 1 and ( , 1) = 2.

Therefore, = .
Remark: The directional derivative in the direction of an arbitrary non-zero vector is defined to be:
, where

Example Let f (x, y) = sinh (y ℓn x) and Find in the direction of .

Solution (x, y) = cosh (y ℓn x) and (x, y) = (ℓn x) cosh (y ℓn x). Then .

Therefore, = .

Remark: The directional derivative of function of three variables at


in the direction of the unit vector is defined by:

provided that this limit exists. More over if f is differentiable at , then

= + + .
Example Let f = and Find the directional derivative of f in

the direction of at (1,  1, 1).


Solution (x, y, z) = ℓn 2 , (x, y, z) = and (x, y, z) = .

Then (1,  1, 1) =  2 ℓn 2, (1,  1, 1) = 2 and (1,  1, 1) =  2 and

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).

Solution grad f (x, y) =

= (ℓn (x +y) + ) +( )
Consequently grad f ( 2, 3) =  2 2 .

Example Let g (x, y, z) = cos xyz. Find the gradient of g at .

Solution: grad g (x, y, z) = gx(x, y, z) + gy (x, y, z) + gk (x, y, z) .


=  (yz + xz + xy ) sin xyz.

Consequently grad g = .

Theorem: Let f be a function of two variables that is different at (x0, y0).


a) For any unit vector
Du f (x0, y0) =  f (x0, y0)
b) The maximum value of Du f (x0, y0) is ║grad f (x0, y0)║.
c) If grad f (x0, y0)  0, regarded as a function of u, attains its maximum value
when, points in the same direction as grad f (x0, y0),.
Note that: Part (c) of this theorem implies that at (x0, y0), f increases most rapidly in the
direction of grad f (x0, y0).
Example Let f (x, y) = ex (cos y + sin y). Find the direction in which f increases most
rapidly at (0, 0).
Solution fx (x, y) = ex (cos y + sin y) and fy (x, y) = ex (cos y  sin y).
Therefore, grad f (0, 0) = + . So f increases most rapidly at (0, 0) in the direction of + .
Example Let g(x, y) = sin xy. Find the direction in which f increases most rapidly at (, 1).

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Chapter three Differential Calculus Of Several Variables

Solution gx (x, y) = y cos xy and gy (x, y) = x cos xy .


Therefore, grad g (, 1) = +  .
So g increases most rapidly at (, 1) in the direction of +  .

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.

Therefore grad f (2, 0, 1) = .

Example Let g (x, y) = sin xy. Find the direction in which g decreases most rapidly at .

Solution gx (x, y) = y cos xy , gy (x, y) = x cos xy.

Thus grad g = .

Therefore, g decreases most rapidly at in the direction of .

Example:??????

The Gradient as a Normal Vector

Note that: A function f defined on an interval I is called smooth if f ' is continuous on I.


Definition: If a curve c has the vector equation R (t) = f (t) + g (t)
t   a, b , f ' and g ' continuous on  a, b and f ' (t) and g ' (t) are not
both zero on (a, b), then c is said to be smooth on  a, b.

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

But grad f (1, 1) = (3, 7).


Therefore, the unit vector normal to f (x, y) = 5 at (1, 1) is:

Definition: Let f be differentiable at a point (x0, y0, z0) on a level surface S of f.


If grad f (x0, y0, z0)  0, then the plane through (x0, y0, z0) whose normal is
grad f (x0, y0, z0) is the tangent plane to S at (x0, y0, z0) and grad f (x0, y0, z0)
is normal to S .
Since grad f (x0, y0, z0) = f x (x0, y0, z0) + f Y (x0, y0, z0) + f Z (x0, y0, z0)
and grad f (x0, y0, z0) is normal to the tangent plane at (x0, y0, z0), an equation of
the tangent plane is:
f x (x0, y0, z0) (x  x0) + f Y (x0, y0, z0) (y y0) + f Z (x0, y0, z0) (z  z0) = 0.
Example Find an equation of the plane tangent to the sphere at the point
(1,  1, ).
Solution Let f (x0, y0, z0) = .
Then the partials of f at (1,  1, ) are given by:
fx (1,  1, ) = 2, f Y (1,  1, ) =  2 and f Z (1,  1, ) =2
Therefore, the equation of the tangent plane at (1,  1, ) is:
x y+ z = 4.
Suppose f is a function of two variables that is differentiable at (x 0, y0) and let g (x, y, z) = f (x, y)  z.
Then the graph of f is the level surface g (x, y, z) = 0. Now define the plane tangent to the graph of f at
(x0, y0, z0) to be the plane tangent to the level surface g (x, y, z) = 0 at (x0, y0, f (x0, y0)).
But grad g (x0, y0, z0) = fx (x0, y0) + fy (x0, y0) 
Therefore, an equation of the tangent plane of f at (x0, y0, f (x0, y0)) is:
fx (x0, y0) (x  x0)+ fy (x0, y0) ( y  y0)  (z  f (x0, y0)) = 0
and grad g (x0, y0, z0) = fx (x0, y0) + fy (x0, y0)  is said to be normal to the graph of f at
(x0, y0, f (x0, y0)).
Example Let f (x, y) = 6 3 x2  y2. Find a vector normal to the graph of f at (1, 2,  1)
and find an equation of the tangent plane to the graph of f at (1, 2,  1).
Solution fx (x, y) =  6x and fy (x, y) =  2y.
Then fx (1, 2) =  6 and fy (1, 2) =  4.
Hence  6  4  is a vector normal to the graph of f at (1, 2,  1).

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Chapter three Differential Calculus Of Several Variables

Therefore, an equation of the plane tangent to the graph of f at (1, 2,  1) is:


6x + 4y + z = 13.
Example Find a point on the paraboloid z = 9  4x2  y2 at which the tangent plane is parallel to
the plane z = 4y.
solution Let f (x, y) = 9  4x2  y2 and let (x0, y0, z0) be the point of tangency. The normal
vector to the graph of f at (x0, y0, z0) is ( 8x0,  2y0,  1). Thus
t ( 8x0,  2y0,  1) = (0,  4, 1).
Hence t =  1 and x0 = 0, y0 =  2 and z0 = 5.
Therefore, (0,  2, 5) is the required point.
Example Find the equation of the normal line to the graph of 4x2 + y2  16z = 0 at the
point (2, 4, 2).
Solution. Let f (x, y, z) = 4x2 + y2  16z.
Then grad f (2, 4, 2) = 16 + 8  16 .
Therefore the symmetric equation of the normal line is:

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).

b) fx (x, y) =  2x + 2 and fy (x, y) =  2x  4.


Hence fx (x, y) = 0   2x + 2 = 0 and fy (x, y) = 0   2x  4 = 0
 x = 1 and y =  2.
Thus (1,  2) is the only critical point.
Moreover f (x, y) = 8  (x 1)2  (y + 2)2  (x, y)  2.
Therefore f has a relative maximum value 8 at (1,  2).
Example Determine all the critical points and find the relative extreme values of f.
a) f (x, y) = b) f (x, y) = y2  x2

Solutions.

a) fx (x, y) = and fy (x, y) =  (x, y)  2 (0, 0)

and fx (x, y) = fy (x, y) = 0 if and only if x = y = 0.


Hence (0, 0) is the only critical point; moreover f (x, y)  f (0, 0)  (x, y)  2.
Therefore f has a (relative) minimum value 0 at (0, 0).
b) fx (x, y) =  2x and fy (x, y) = 2y  (x, y)  2
and fx (x, y) = 0  x = 0 and fy (x, y) = 0  y = 0.
Hence (0, 0) is the critical point of f. However f (0, 0) = 0 is not an extreme.
Since f (x, 0) =  x2  0 and f (0, y) = y2  0  x, y  *.
The Second Partial Test.

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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).

Note that: = is called discriminate of

f at (x0, y0).
If = 0, then the critical point (x0, y0) is said to be degenerate and non-

degenerate if  0.

Example . Determine the extreme values of f if there are any


a) f (x, y) = 2x4 + y2  x2  2y.

Solutions. a) = 8x 3  2x and = 2y  2.

Then = 0  x = 0 or x =  and = 0  y = 1.

Hence (0, 1), ( , 1) and ( , 1) are the critical points of f.

= 24x2  2, = 0 and = 2.

i) For (0, 1).


D (0, 1) =  4, hence (0, 1) is a saddle point.

ii) For ( , 1).

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

iii) For ( , 1).

D ( , 1) = 8, = 4 and = 2.

Hence ( , 1) is the critical point at which f attains its relative min. value.

Example??????????

Extreme Values on a Set


Theorem : (Maximum – Minimum Value)
Let R be a bounded set in the plane that contains its boundary, R is
a closed set and let f be continuous on R. Then f has both maximum
and minimum values on R.

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.

Methods of Finding Extreme Values


i) Find the critical points of f in R and compute the values of f at these points.
ii) Find the extreme values of f on the boundary of R.
iii) The maximum value of f on R will be the largest of the values computed in i) and ii) and the
minimum value of f on R will be the smallest of those values.
Example Find the largest volume v of the rectangular parallelepiped shaped package if the sum of
its length and girth is not more than 180 inches.
Solution. Let z = the length of the largest side and 2 ( x + y) = the length of the girth.
Then z + 2 ( x + y)  180 and v (x, y, z) = x y z.
Now assume that z + 2 ( x + y) = 180.
z + 2 ( x + y) = 180  z = 180  2 ( x + y).
Hence v (x, y) = 180 x y  2 x2 y  x y2.

Now = 180y  4xy  2y2 and = 180x  2x2  4xy.

Thus = 0  x = 0 or 2x + y = 90 and = 0  x + 2y = 90.

If x = 0 or y = 0 or z = 0, then the volume is 0. Hence the maximum volume on R does not


occur on the boundary of R.

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Chapter three Differential Calculus Of Several Variables

Now 2x + y = 90 and x + 2y = 90  x = y = 30.


Hence (30, 30) is the only critical point of v.
Therefore the maximum volume of the package is 54,000 cubic inches.
Example Let f (x) = xy  x2 and R be the square region with vertices at (0, 0), (0, 1),
(1, 0) and (1, 1). Find the extreme values of f on R.
Solution. f is continuous on the closed region R and hence f has extreme values on R.
Critical points: = y  2x and = x.

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.

Then g  (x) = 1  2x. g  (x) = 0  x = .

g  (x) =  2  0.

Hence maximum value = at ( , 1) and minimum value = 0 at (1, 1).

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

if f has an extreme value on C at (x0, y0), then there is a number 


such that:
= (1)

The number  in (1) is called a Lagrange multiplier for f and g.

Now to apply this theorem we need to use the following procedure.


i) Assume that f has an extreme value on the level curve g (x, y) = a.
ii) Solve the equations
Constraint g (x, y) = a

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)

From (2) we get:


x = 0 or  = 1.

If x = 0, then from (1), y =  .

If  = 1, then from (3), y = 0 or y =

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Chapter three Differential Calculus Of Several Variables

If y = 0, then from (1), x =  1 and if y = , then from (1), x =  .

Now f (0,  )= ; f (0, )= ; f (1, 0) = 1 = f ( 1,0) and f ( , )=

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.

Thus (0, 1) is a critical point of f.


Now f (0, 4) = 17, f (0,  4) = 49, f ( ,  2) =53 = f ( , 2) and f (0, 1) =  1.
Therefore, 53 and  1 are the maximum and the minimum values of f on the disk x2 + y2  16
respectively.

The Lagrange Method for Function of Three Variables


Let f be a function of three variables, f (x, y, z). We want to find the extreme values of f subject to
a constraint of the form g (x, y, z) = c. If f has an extreme value at (x0, y0, z0), then grad f (x0, y0, z0)

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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 = .

If y = 0, then x = z = 0 which contradicts (1). Thus y  0.


Now from (1) we get:

Since  > 0,  = , y =  1 and x =  .

Therefore, ( ,  1,  2) and ( , 1, 2) are the points on the surface with minimum distance
from the origin.
Example???????

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