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NS OF SEVERAL VARI
ABLES
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In this Chapter:
5.1 Functions of Several Variables
5.2Limits and Continuity
5.3 Partial Derivatives
5.4 Tangent Planes and Linear Approximations
5.5 The Chain Rule
5.6 Directional Derivatives and the Gradient Vector
5.7 Maximum and Minimum Values
5.8 Lagrange Multipliers
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DEFINITION: A function f of
two variables is a rule that
assigns to each ordered pair of
real numbers (x, y) in a set D a
unique real number denoted by
f(x, y). The set D is the domain
of f and its range is the set of
values that f takes on, that is,
f ( x , y. ) ( x , y ) D
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We often write z=f (x, y) to
make explicit the value taken
on by f at the general point (x,
y) . The variables x and y are
independent variables and z
is the dependent variable.
E.g:
f (x, y) 94x2y2 f (x,y,z) x2y2z2
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Combinations and compositions of functions
If conditions are satisfied on two functions f and
gof several variables, then
( f g )( x , y ) f ( x , y ) g ( x , y )
( f g )( x , y ) f ( x , y ) g ( x , y )
( fg )( xy ) f ( x , y ) g ( x , y )
f f ( x, y)
( x , y )
g g (x, y)
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x y 1
Domain of f ( x, y )
x 1
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Domain of f ( x , y ) x ln( y 2
x)
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Domain of g( x, y) 9 x y
2 2
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DEFINITION If f is a
function of two variables
with domain D, then the
graph of f is the set of all
points (x, y, z) in R such
3
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DEFINITION The level
curves of a function f of
two variables are the curves
with equations f (x, y)=k,
where k is a constant (in
the range of f).
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The idea behind the level curves is to
provide three-dimensional information
in a two dimensional setting.
1.Level curves are employed in contour
maps to indicate elevations and
depths of points on the surface of the
earth. A single level curve represents
points of identical altitude.
2. On a weather map a level curve
represents points with identical
temperature or barometric pressure.
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Figure 9
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2 2
Let f (x, y) 9 x y . Sketch the graph of f and
indicate the level curves.
Solution: If we let z f (x, y) , the equation
of f becomes z 9 x 2 y 2 (1)
Again squaring both sides and transposing x2
and y2 we obtain x2 y2 z2 9
This last equation resembles the equation of
a sphere of radius 3 units. (1) holds for
nonnegative z, we can conclude the graph of
f is the hemisphere sketched in Figure 6
below.
The level curve f(x,y)=k is a circle if 0 k 3is a
circle and the point (0, 0) is k = 3. See
Figure 7 below.
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Figure 6
Graph of g ( x , y ) 9 x 2 y 2
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Contour map of g ( x, y ) 9 x 2 y 2
Figure 7
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Let f ( x , y ) 6 3 x 2 y. Sketch the graph
of f and sketch the level curves.
Solution: If we let z=f(x,y), then
the equation becomes z= 6-3x-2y.
This is an equation of a plane with x
intercept 2, y intercept 3, and z
intercept 6. The sketch is given in
Figure 8. For any value of c, the
level curve f(x,y)=k is the line
equation 3x+2y=6-k.
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Contour map of f (x, y)63x2y
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Figure 10
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1.DEFINITION Let f be a function of two
variables whose domain D includes points
arbitrarily close to (a, b). Then we say that the
limit of f (x, y) as (x, y) approaches (a ,b)
is L and we write
lim f ( x, y) L
( x , y ) ( a ,b )
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If f( x, y)→L1 as (x, y)→ (a ,b)
along a path C1 and f (x, y) →L2
as (x, y)→ (a, b) along a path
C2, where L1≠L2, then
lim (x, y)→ (a, b) f (x, y) does not
exist.
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3 y3
Show lim x
0 (1)
( x , y ) (0, 0 ) x 2 y 2
Solution: using polar coordinates
x=rcos and y=rsin. Then (x,y)
approaches (0, 0) if and only if r
approaches 0. Since
x 3 y 3 r 3 cos 3 r 3 sin 3 3 sin 3 )
r (cos
2
x y 2 r 2
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4. DEFINITION A function f of
two variables is called
continuous at (a, b) if
lim f ( x, y ) f (a, b)
( x , y ) ( a ,b )
We say f is continuous on D if f
is continuous at every point (a,
b) in D.
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5.If f is defined on a subset D of
Rn, then lim x→a f(x) =L means that
for every number ε> 0 there is a
corresponding number δ> 0 such
that
0 x a f (x) L
If x D
and then
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xy
Example Let F ( x , y ) sin
1 x 2 y 2
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4, If f is a function of two variables,
its partial derivatives are the
functions fx and fy defined by
f ( x h, y ) f ( x, y )
f x ( x , y ) lim
h0 h
f ( x, y h) f ( x, y)
f y ( x, y) lim
h0 h
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NOTATIONS FOR PARTIAL DERIVATIVES If
Z=f (x, y) , we write
f z
f x ( x, y) f x f (x, y) f1 D 1 f D x f
x x x
f z
f y ( x, y) f y f ( x, y) f2 D2 f D y f
y y y
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Example: Let f (x, y) 24xy6x2y. Find f and
x
f .
y
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RULE FOR FINDING PARTIAL
DERIVATIVES OF z=f (x, y)
1.To find fx, regard y as a constant
and differentiate f (x, y) with
respect to x.
2. To find fy, regard x as a constant
and differentiate f (x, y) with
respect to y.
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FIGURE 20
The partial derivatives of f at (a, b) are
the slopes of the tangents to C1 and C2.
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The second partial derivatives of f. If z=f (x,
y), we use the following notation:
f 2 f 2z
( f x ) x f xx f 11
x x x 2
x 2
f 2 f 2z
( f x ) y f xy f 12
y x yx yx
f 2 f 2z
( f y ) x f yx f 21
x y xy xy
f 2 f 2z
( f y ) y f yy f 22
y y y 2
y 2
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Example: Let f ( x, y) sin xy 2 . Find all
second derivatives of f.
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2. Suppose f has continuous
partial derivatives. An
equation of the tangent plane
to the surface z=f (x, y) at
the point P (xo ,yo ,zo) is
z z0 f x ( x0 , y0 )(x x0 ) f y ( x0 , y0 )( y y0 )
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The linear function whose graph is this tangent
plane, namely
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7. DEFINITION If z= f (x, y),
then f is differentiable at (a, b)
if ∆z can be expressed in the form
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8. THEOREM If the partial
derivatives fx and fy exist
near (a, b) and are
continuous at (a, b), then f
is differentiable at (a, b).
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The tangent plane approximation given in
equations 1 through 3 below is a reminiscent
of the tangent line approximation.
f (xy) f (x0 , y0) fx (x0, y0)(x y0) fy (x0, y0)(y y0) (1)
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Example
a)Approximate (3.012 ) 2
(3.997) 2
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3
Hence, f x (3,4 ) and f y (3,4 )
4 . Then, we obtain:
5 5
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Let V(x, y, z)=xyz. Then V(14, 14, 28) is the
volume of the box with outer dimensions 14,
14, and 28. If we let x0=y0=14 and z0=28, and
1
h=k= 4 , then we seek
1 1 1
V (14 , 14 , 28 ) v 14 , 14 , 28
4 4 4
V x (14 , 14 , 28 ) h V y (14 , 14 , 28 ) k V z (14 , 14 , 28 ) l
1 1 1
14 . 28 ( ) 14 . 28 ( ) 14 . 14 ( ) 245
4 4 4
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Example:
a)Let f ( x , y ) xy 2
y sin x. Find df.
b) Let f ( x , y , z ) x 2
In ( y x ). Find df .
f f
Solution: y 2 y cos x and 2 xy sin x
a) Since, x y
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If w=f (x, y, z), then the increment
of w is
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2. THE CHAIN RULE (CASE 1)
Suppose that z=f (x, y) is a
differentiable function of x and y,
where x=g (t) and y=h (t) and are
both differentiable functions of t.
Then z is a differentiable function
of t and dz f dx f dy
dt x dt y dt
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3. THE CHAIN RULE (CASE 2) Suppose
that z=f (x, y) is a differentiable function
of x and y, where x=g (s, t) and y=h (s,
t) are differentiable functions of s and t.
Then
dz z dx z dy dz z dx z dy
ds x ds y ds dt x dt y dt
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4. THE CHAIN RULE (GENERAL
VERSION) Suppose that u is a
differentiable function of the n variables
x1, x2,‧‧‧,xn and each xj is a differentiable
function of the m variables t1, t2,‧‧‧,tm
Then u is a function of t1, t2,‧‧‧, tm and
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2 e y , x sin t , and y t 3 . dz
Example :a) z x Find dt
b) z xIny, x u2 v2, and y u2 v2
Solution: Applying the rules, we obtain
a) dz z dx z dy 2 x 2 e cos t x 2 e y (3t 2 )
dt x dt y dt
3 3
2 (sin t ) e ( t ) cos t 3(sin 2 t ) e ( t ) t 2
b) dz z dx z dy x
( Iny )( 2 u ) ( 2 u )
du x du zy du y
u2v2
2 uIn ( u v ) 2 u 2
2 2
2
and
u v
dz z dx z dy x
( Iny )( 2 v ) ( 2 v )
dv x dv zy dv y
2 2
u v
2 vIn ( u 2 v 2 ) 2v 2
u v2
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F (x, y)=0. Since both x and y are functions of
x, we obtain
F dx F dy
0
x dx y dx
But dx /dx=1, so if ∂F/∂y≠0 we solve for
dy/dx and obtain
F
dy x Fx
dx F Fy
y
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F (x, y, z)=0 F dx F dy F z
0
x dx y dx z x
But x ( x) 1 and ( y) 1
x
so this equation becomes F F z
0
x z x
If ∂F/∂z≠0 ,we solve for ∂z/∂x and obtain the
first formula. The formula for ∂z/∂y is
obtained in a similar manner.
F F
dz
x
dz y
F
dx dy F
z z
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Figure 30
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2. DEFINITION The directional
derivative of f at (xo,yo) in the
direction of a unit vector u=<a,
b> is
f ( x0 ha, y0 hb) f ( x0 , y0 )
Du f ( x0 , y0 ) lim
h0 h
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3. THEOREM If f is a
differentiable function of x and
y, then f has a directional
derivative in the direction of
any unit vector u=<a, b> and
Du f ( x, y) f x ( x, y)a f y ( x, y)b
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Example: Let f (x, y)63x2 y2 and let
1 1
u= i j . Find D f (1, 2 ) .
2 2 u
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8. DEFINITION If f is a
function of two variables x and
y , then the gradient of f is
the vector function f defined
by
f f
f ( x, y) f x ( x, y), f y ( x, y) i j
x y
Du f ( x, y) f ( x, y) u
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10. DEFINITION: The
directional derivative of f at
(x0, y0, z0) in the direction of a
unit vector u=<a, b, c> is
f ( x0 ha, y0 hb, z0 hc) f ( x0 , y0 , z0 )
Du f ( x0 , y0 , z0 ) lim
h0 h
f f f
f f x , f y , f z i j k
x y z
Du f (x, y, z) f (x, y, z)u
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Let f (x, y) sinxy. Find a formula for the
gradient of f and evaluate it at grad f ( ,1).
3
Solution:
grad f (x, y) f x (x, y) f y (x, y) y cosxyi x cosxyj
Consequently,
1
grad f ( ,1) cos i cos j i j
3 3 3 3 2 6
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15. THEOREM Suppose f is a
differentiable function of two or
three variables. The maximum
value of the directional derivative
Du f(x) is │▽f (x)│ and it occurs
when the unit vector u has the
same direction as the gradient
vector ▽ f(x) .
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Example
Solution:
Clearly, f x ( x, y ) 6 x and f y ( x, y ) 2 y
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Equation of
Tangent
Plane
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Theorem: Let f be a differentiable at
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Example:
Assume that the curve x2 xy3y2 5 is a smooth,
curve find a unit vector that is perpendicular to
the curve at (1, -1).
Solution: Let , f (x, y) x xy3y so that the given
2 2
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1. DEFINITION: A function of two
variables has a local maximum at (a,
b) if f (x, y) ≤ f (a, b) when (x, y) is
near (a, b). [This means that
f (x, y) ≤ f (a, b) for all points (x, y)
in some disk with center (a, b).] The
number f (a, b) is
called a local maximum value. If f
(x, y) ≥ f (a, b) when (x, y) is near
(a, b), then f (a, b) is a local minimum
value.
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Definition:
A point (a, b) is called a critical point (or
stationary point) of f if fx (a, b)=0 and fy
(a, b)=0, or if one of these partial
derivatives does not exist.
Theorem:
Let f has a relative extreme value at (x0,
y0). If f has partial derivatives at (x0, y0),
then f x ( x 0, y 0 ) f y ( x 0, y 0 ) 0
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Example:
Let f ( x, y) 3 x 2 2 x y 2 4 y . Find all critical
points of f.
Solution:
The partial derivatives of f exist at every point
in the domain of f, so relative extreme values
can occur only at points at which partial
derivatives are 0. The partial derivatives are;
f x ( x, y) 2 x 2 and f y ( x, y) 2 y 4
Therefore, f x ( x , y ) 0 only if x=1and f y ( x , y ) 0
Only if y=-2. This means that f x ( x, y ) f y ( x, y ) 0
Only if (x, y)=(1, -2), and thus (1, -2) is the
only critical point of f.
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By completing the square, it is possible to check
whether the above function has a relative
extreme value at (1, -2) or not.
Solution: Clearly,
3 x 2
2x y 2
4 y 3 (x 2 ) (y 2
4 y 4) 1 4
8 ( x 1) 2 ( y 2 ) 2
Since ( x 1) 2 0
and ( y 2 ) 2 0for
all x and y, it is
apparent that f(1,-2) =8 is a relative maximum
value of f; in fact, we can even conclude that 8
is the maximum value of f.
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Saddle point
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3. SECOND DERIVATIVES/PARTIALS TEST;
Suppose the second partial derivatives of f are
continuous on a disk with center (a, b) , and
suppose that
fx (a, b) and fy (a, b)=0 [that is, (a, b) is a critical
point of f]. Let
D D(a, b) f xx(a, b) f yy (a, b) [ f xy (a, b)]
2
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The two solutions are y=3 and y=-1.
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NOTE 1 In case (c) the point (a, b) is called a
saddle point of f and the graph of f crosses its
tangent plane at (a, b).
NOTE 2 If D=0, the test gives no information:
f could have a local maximum or local
minimum at (a, b), or (a, b) could be a saddle
point of f.
NOTE 3 To remember the formula for D it’s
helpful to write it as a determinant:
f xx f xy
D f xx f yy ( f xy ) 2
f yx f yy
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4. EXTREME VALUE THEOREM FOR
FUNCTIONS OF TWO VARIABLES If
f is continuous on a closed, bounded
set D in R2, then f attains an absolute
maximum value f(x1,y1) and an
absolute minimum value f(x2,y2) at
some points (x1,y1) and (x2,y2) in D.
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5. To find the absolute maximum and
minimum values of a continuous
function f on a closed, bounded set D:
1. Find the values of f at the critical
points in D.
2. Find the extreme values of f on the
boundary of D.
3. The largest of the values from steps
1 and 2 is the absolute maximum
value; the smallest of these values is
the absolute minimum value.
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METHOD OF LAGRANGE MULTIPLIERS To find
the maximum and minimum values of f (x, y, z)
subject to the constraint g (x, y, z)=k [assuming
that these extreme values exist and ▽g≠0 on the
surface g (x, y, z)=k]:
(a) Find all values of x, y, z, and such that
f ( x, y, z) g ( x, y, z)
and g ( x, y, z) k
(b) Evaluate f at all the points (x, y, z) that result
from step (a). The largest of these values is the
maximum value of f; the smallest is the
minimum value of f.
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