LECTURE 3 Second Week Functions of Several Vareables S2 2015-2016

IIUM, Faculty of Engineering,
Department Engineering in Science
Engineering Mathematics 2, MATH 1320

Chapter I.2: Function of Several Variables
I. FUNCTIONS OF SEVERAL VAREABLES

1.4 A stationary point of a function of several variables, local maximum minimum
and saddle point for a function of two variables
1.5 The criteria for classifying a stationary point of a function of two variables. Total
rates of change of functions of two variables (gradient & directional derivative,
maximum & minimum rate of change)
1.6 Approximations small errors in a function using partial derivatives.
1.4 A stationary point of a function of several variables, local maximum minimum
and saddle point for a function of two variable
Introduction
Single variable function f x :
For a function of one variable f x we find the local maximum/ minimum by
differentiation. The maximum/minimum may occur when f
a 0 and
f ' a 0 and
If f
If
'
A point where f
''
'
x 0 .
f '' a 0 then at x a the function has a maximum
f '' a 0 then at x a the function has a minimum
a 0 and
f '' a changes its sign around x a is called a
point of inflection.
Functions of two variables f x, y :
Our aim is to generalize these ideas to functions of two variables. Such a function
would be written as
z f x, y .
where x and y are the independent variables and z is the dependent variable. The
graph of such a function is a surface in three dimensional space. A simple example
might be
1
1 x2 y 2


z is the height of the surface above a point x, y in the x , y plane.

In mathematics, particularly in calculus, a stationary point of a differentiable
function of one variable is a point of the domain of the function where the derivative is
zero (equivalently, the slope of the graph at that point is zero).
A stationary point of a function of several variables

Finding stationary points
To find the stationary points of f x, y , work out
f
f
and
, set both to zero.
y
x
This gives you two equations for two unknowns x and y . Solve these equations for x
and y .
Multivariate case:
df df
, 0.
d
x
dy
Stationary points occur when f 0 . In 2 variable case it is

Recall that df
f
f
dx dx can be written as df ds f where
x
y
ds dx, dy . If f 0 at x0 , y0 then any infinitesimal step ds away from
x0 , y0 will still leave
f unchanged, i.e. df 0 .
Functions of two variables can have stationary points of different types:
a) Local minimum b) Local maximum
c) Saddle point
Well draw some of their properties on the board. We will now attempt to find
ways of identifying the character of each of the stationary points of f x, y .


Consider a Taylor expansion about a stationary point
x0 , y0 . We know that
f 0 at x0 , y0 so writing x, y x x0 , y y0 we find:
f f x, y f x0 , y0
2
2 f x0 , y0
2 f x0 , y0
1 f x0 , y0
2
2
0
2!
x y
x 2
y 2
2 f x0 , y0
x 2
1
2
2
o( x y ) (x, y ) 2
f x , y
2!
0
0
x y
o(
2 f x0 , y0
x y
x

2 f x0 , y0 y
2
y
y ).
2
2 f x0 , y0
x 2
The matrix
2 f x , y
0
0
x y
2 f x0 , y0
x y
2
f x0 , y0
2
y
is called the Hessian matrix of
f at x0 , y0 and its determinant f xx x0 , y0 f yy x0 , y0 f xy2 x0 , y0 is the

Hessian .


Maximum and Minimum Values

One of main uses of ordinary derivatives is in finding maximum and minimum
values. In this section we see how to use the partial derivatives to locate maxima and
minima of functions of two variables. Look at the hills and valleys in the graph of f in
the following Figure 17:
Figure 17
There are two points a, b where f has a local maximum, that is, where f a, b is
larger than nearby values of f x, y . The larger of these two values is the absolute
maximum. Likewise, f has two local minima, where f a, b is smaller than nearby
values. The smaller of these two values is the absolute minimum.
Definition 8 (Maximum & minimum values):
A function of two variables has a local maximum and minimum at 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 disc with center a, b ]:
If f x, y f a, b when x, y is near a, b , the number f a, b is
called a local maximum value.
If f x, y f a, b when x, y near a, b then f a, b is a local
minimum value.
If the inequalities in Definition 1 hold for all points x, y in the domain of f ,
then f has an absolute maximum (or absolute minimum) at a, b .

Theorem 5 (Maximum and minimum values):


If f has a local maximum or minimum at a, b and the firstorder partial

derivatives of f exist there, then f x a, b 0 and f y a, b 0
Proof:
Let g x f x, b . If f has a local maximum ( or minimum) at a so
g ' a 0 by Fermats theorem. But we know that g ' a f x a, b and so

f x a, b 0 . Similarly, by applying Fermats theorem to function h y f b, y ,
we obtain f y a, b 0 .
If we put f x a, b 0 and f y a, b 0 in the equation of the tangent plane we
get z z0 . Thus, the geometric interpretation of Theorem 5 is that if the graph of f has
a tangent plane at a local maximum or minimum, then the tangent plane must be
horizontal. A point
a, b
is called a critical point (or stationary point) of f if
f x a, b 0 and f y a, b 0 , or if one of these partial derivatives does not exist.

Theorem 5 says that if f has a local maximum or minimum at a, b , then
a, b
is a critical point of f , however, as in singlevariable calculus, not all critical
points give rise to maxima or minima. At a critical point, a function could have a local
maximum or a local minimum or neither.
Example 37
Let f x, y x 2 y 2 2 x 6 y 14 .
Then, f x x, y 2 x 2 and f y x, y 2 y 6
These partial derivatives are equal to zero when x 1 and y 3 , so the only critical
point is 1, 3 . By completing the square, we find that
f x, y 4 x 1 y 3
2

Since x 1 0 and
y 3 0 ,

we have f x, y 4 for all values of x and y .
Therefore, f 1, 3 4 is a local minimum, and in fact it is the absolute minimum of f .

This can be confirmed geometrically from the graph of f , which is the elliptic
paraboloid with vertex 1, 3, 4 shown in the Figure below:
Second derivative test

Theorem 9 (Second derivative test):
Suppose the second partial derivatives of f a, b are continuous on a disk with
a, b ,
and suppose that f x a, b 0 and f y a, b 0 [that is, a, b is a
critical point of f a, b ].
Let, D D a, b f xx a, b f yy a, b f xy a, b then
2
a) If D 0 and f xx a, b 0 , then f a, b is a local minimum,
b) If D 0 and f xx a, b 0 , then f a, b is a local maximum,.

c) If D 0 , then f a, b is not a local maximum or minimum.
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: To remember the formula for D , it is helpful to write it as a determinant:


f xx f xy
f yx f yy
f xx f yy f xy .
2
Example 38 (Stationary points):

Find and classify the stationary points of f x, y x 3x 2 xy y and
3
sketch its contours.
Solution:
From the f 0 it follows that
f x 3x 2 6 x 2 y 0 and
(a)
f y 2x 2 y 0.
(b)
It follows that, when x y from the equation (a) we gate that 3 x 4 x 0 and
2
thus x 0, . Stationary points are thus 0, 0 and

4
3
4 4
, .
3 3
We can calculate the possible second derivatives (equivalent to finding the

Hessian mentioned earlier):
f xx 6 x 6 ,
f yy 2 ,
f xy 2
(c)
At 0, 0 by substituting in the relevant values one finds
f xx 6 0 6 6 0 ,
f yy 2 0 ,
and
f xx f yy f xy2 6 2 2
12 4 8 0
f xy 2 0 .
Thus 0, 0 is a maximum and at
, we have a saddle point, since

4 4
3 3
f xy2 f xx f yy 0 .
Example 39 (Second derivative test):
Find the extreme values of f x, y y 2 x2
Solution:
(d)


Since f x x, y 2 x and f y x, y 2 y , the only critical point is 0, 0 . Notice

that for points on the x axis we have y 0 , so f x, y x 2 0 (if x 0 ). However,
for points on the y axis we have x 0 , so f x, y y 2 0 (if y 0 ). Thus, every
disk with center 0, 0 contains points where f takes positive values as well as points
where f takes negative. Therefore, f 0, 0 0 cant be extreme value for f , so f
has no extreme value.
This example illustrates the fact that a function need not have a maximum or
minimum value at a critical point. The figure below shows how this is possible.
The graph of f is the hyperbolic paraboloid z y 2 x 2 , which has a horizontal tangent

plane ( z 0 ) at the origin. It is easy to see that f 0, 0 0 is a maximum in the
direction of the x axis but a minimum in the direction of the y axis. Near the origin
the graph has the shape of the saddle and so 0, 0 is called a saddle point of f .
We need to be able to determine whether or not a function has an extreme value
at a critical point. The following test, is analogous to the second derivative test function
of one variable.

Find the local maximum and minimum values and saddle points of
f x, y x 4 y 4 4 xy 1
Solution:
First we
locate
the
critical
points
f x x, y 4 x3 4 y 4 x3 y
and
f y x, y 4 y 3 4 x 4 y3 x , setting these partial derivative equal to 0, we obtain
the equations
x3 y 0 and
y3 x 0
(a)
(b)


to solve these equations we substitute y x3 from the first equation into the second
one. This gives
xx x
x x 1 x x 1 x
0 y 3 x x3
1 x x2 1 x2 1 x4 1
so there are three real roots: x 0, 1, 1. The three points are 0, 0 , 1, 1 , and
1, 1 .
Next we calculate the second partial derivatives D x, y :
f xx x, y 12 x 2 ,
f xy x, y 4 ,
D x, y f xx x, y f yy x, y f xy x, y
f yy x, y 12 y 2
12 x 2 12 y 2 4 144 x 2 y 2 16
2
a) Since D 1, 1 128 0 and f xx 1, 1 12 0 , we see from case:

Of the test that f 1, 1 1 is a local maximum.
D 1, 1 128 0
f 1, 1 1 is also a local maximum.
b) Similarly,
we
have
and
f xx 1, 1 12 0
so
c) Since, D 0, 0 16 0 , it follows from the second derivatives test that the

origin is a saddle point; that is, f has no local maximum or minimum at 0, 0 .
The graph of f is shown in the following figure:

Find and classify the critical points of the function
f x, y 10 x 2 y 5x 2 4 y 2 x4 2 y 4
Also find the highest point the graph of f .
Solution:


First order partial derivatives are
f x x, y 20 xy 10 x 4 x3 and f y x, y 10 x 2 8 y 8 y 3 ,
so to find the critical points we need to solve the equations
2 x 10 y 5 2 x 2 0
(1)
5x2 4 y 4 y3 0
(2)
From equation (1) we see that either x 0 or 10 y 5 2 x 2 0 .

In case x 0 , equation (2) becomes
0 4 y 4 y 3 0 4 y 4 y 3 4 y 1 y 2 0
so y 0 and we have the critical point 0, 0 .
In case 10 y 5 2 x 2 0 , we get
x 2 5 y 2.5
(3)
and, putting this equation (2), we have
5 5 y 2.5 4 y 4 y3 25 y 12.5 4 y 4 y3 0 .
So we have to solve the cubic equation
4 y 3 21y 12.5 0
Using
graphing
(4)
calculator
or
computer
to
graph
the
function
g y 4 y3 21y 12.5 as in the figure below:
we see that equation (4) has three real roots. By zooming in, we can find the roots to
four decimal places:
y 2.5452 ,
y 0.6468 ,
y 1.8984


(Alternatively, we could have used Newtons method or a rootfinder to locate these

roots).
From equation (3), the corresponding x-values are given by:
x 5 y 2.5 .
If y 2.5452 , then x has no corresponding real values.
If y 0.6468 , then x 0.8567 .
If y 1.8984 , then x 2.6442 .
So we have a total of five critical points, which are analyzed in the following
chart. All quantities are rounded to two decimal places.
Critical points
Value of f
f xx
Conclusion
0, 0
0.00
10.00
80.00
Local maximum
Local maximum
2.64,
1.90
8.50
55.93
2488.72
0.86,
0.65
1.48
5.87
187.64 Saddle point
The following figures give two views of the graph of f and we see that the surface
opens downward.
[This can also be seen from the expression for f x, y : The dominant terms are
( x 4 2 y 2 ) when x and y are large]. Comparing the values of f at its local
maximum
points,
we
see
that
the
absolute
maximum
value
of
is


f 2.64, 1.90 8.50 . In other words, the highest points on the graph of f are
2.64,
1.90, 8.50 .
1.5 The criteria for classifying a stationary point of a function of two variables. Total
rates of change of functions of two variables (gradient & directional derivative,
maximum & minimum rate of change)
The criteria for classifying a stationary point of a function of two variables
Condition for a stationary point:
The function f x, y has a stationary point at x0 , y0 if
f
f
0.
0 and
y x , y
x x , y
0
This condition provides two equation for the two unknowns x0 and y0 . These
equations can have
No solution, in which case the function f x, y has no stationary points.
A unique solution, in which case the function f x, y has a single stationary

point.
Multiple solutions, in which case the function f x, y has multiple stationary
points.
Classification of stationary points:
The nature of a stationary point is determined by the function's second
derivatives. Here is a recipe for the classification of stationary points.
For each stationary point x0 , y0 :
1. Determine the three second partial derivatives and evaluate them at the stationary
point:

2 f
A 2
x
, y0

2 f
f xx x , y , B 2
y
0
, y0
f yy
, y0
2
and C f
.
f xy
x
,
y
x y x , y
2. Compute the \discriminant"

2 f 2 f 2 f 2
2
D AB C 2 2

f f f 2
xy
xx yy
3. Classify the stationary point according to the following cases:

Let, D D a, b f xx a, b f yy a, b f xy a, b then
2
a) If D 0 , then f a, b is a
Saddle point,
b) If D 0 and f xx 0 or f yy 0 , then f a, b is a Local minimum,

c) If D 0 and f xx 0 or f yy 0 , then f a, b is a Local maximum,
d) If D 0 ,
Test is inconclusive.
Summary:
The sufficient conditions for a stationary point to be a Max, Min, Saddle are:
Local Maximum:
f xx 0 and f xx f yy f xy2 0
(1.35)
Local Minimum:
f xx 0 and f xx f yy f xy2 0
(1.36)
Saddle point:
f xx f yy f xy2 0
(1.37)
Example 42 (Stationary point):

We shall illustrate the various techniques by considering the function
f x, y x3 3 y y3 3x
The graph of function is shown in Figure 18 below
Solution:
The firs we will check the partial derivatives as
Figure 18


f x 3x 2 3 ,
f xx 6 x ,
f y 3 3 y2 ,
f yy 6 y
f xy 3x 2 3
y 0 .
Stationary point:
The coordinates x0 , y0 of any stationary points are given by the solution of the
two equations:
3 3 y2
f x x , y 3x 2 3
0
fy
, y0
x0 , y0
x0 , y0
0,
0.
[In the present example, these can be solved directly for x0 1 and y0 1, as the
first equation only contains x0 and the second one only y0 . In general, both equations
will contain both unknowns and then have to be solved simultaneously.]
We therefore have four critical points:
P1 1, 1 , P2 1, 1 , P3 1, 1 and P4 1, 1 .
To classify the stationary points we evaluate the second derivatives in the
following table:
A f xx 6 x0
A f yy 6 y0
C f xy 0
P1 1, 1
P2 1, 1
P3 1, 1
P4 1, 1
Points
0
0
0
Classification
36 Saddle point
36 Local minimum
36 Local maximum
36 Saddle point
Total rates of change of functions of two variables (gradient & directional

derivative, maximum & minimum rate of change)
Objectives of this section


Find and use directional derivatives of a function of two variables
Find the gradient of a function of two variables
Use the gradient of a function of two variables in applications
Find directional derivatives and gradients of three variables.
Directional Derivatives
You are standing on the hillside pictured in Figure 19 and want to determine the
hills incline toward the z axis
z
Surface
z f x, y
Figure 19
If the hill were represented by z f x, y , you would already know how to

determine the slopes in two different directions:
- The slope in the
direction would be given by the partial derivative
f x x, y , and
- The slope in the
y direction would be given by the partial derivative
f y x, y .
In this section, we will see that these two partial derivatives can be to find the
slope in any direction.
To determine the slope at a point on a surface, we will define a new type of
derivative called a directional derivative.


Begin by letting z f x, y be a surface and P x0 , y0 be a point in the

domain of f , as shown in Figure 20.
z
Surface
z f x, y
x
Figure 20
The direction of the directional derivative is given by a unit vector
u cos i sin j ,
where is the angle the vector makes with the positive
x axis.
To find the desired slope, reduce the problem to two dimensions by intersecting
the surface with a vertical plane passing through the point P and parallel to
u , as
shown in Figure 21.

Surface
z f x, y
Curve C
x
Figure 21
This vertical plane intersects the surface to form a curve C .
The slope of the surface at x0 , y0 , f x0 , y0 in the direction of u is defined as
the slope of the curve C at that point.


You can write the slope of the curve C as a limit that looks much like those used
in single variable calculus. The vertical plane used to form C intersects the
xy
plane in a line L , represented by the parametric equations
x x0 t cos and y y0 t sin ,

so that for any value of t , the point Q x, y lies on the line L
For each of the points P x0 , y0 and Q x, y , there is a corresponding point on
the surface.
x0 , y0 , f x0 , y0
Point above P x0 , y0
x, y , f x, y
Point above Q x, y .
Moreover, because the distance between P and Q is
x x0 2 y x0 2 t cos 2 t sin 2
t 2 cos 2 t 2 sin 2
t 2 cos 2 sin 2 t 2 t .
you can write the slope of the secant line through
x0 , y0 , f x0 , y0
x, y, f x, y as
f x, y f x0 , y0 f x0 t cos , y0 t sin f x0 , y0
t
t
Finally, by letting t approach 0 , you arrive at the following definition.
Definition 10 (Definition of Directional Derivative):
and


Let f be a function of two variables x and y , and u cos i sin j be a

unit vector. Then the directional derivative of f in the direction of u , denoted by
Du f , is
Du f x, y lim
t 0
f x t cos , y t sin f x, y
t
(1.38)
provided this limit exists.

Theorem 6 (Directional Derivative):
y , then the directional derivative of f

u cos i sin j is
If f is a differentiable function of
in the direction of the unit vector
and
Du f x, y f x x, y cos f y x, y sin .
(1.39)
There are infinitely many directional derivatives of a surface at a given point
u , as shown in Figure 22.
one for each direction specified by
x
Figure 22
Two of these are the partial derivatives f x and f y

1. Direction of positive
x axis 0 : u cos 0 i sin 0 j i
Di f x, y f x x, y cos 0 f y x, y sin 0 f x x, y
2. Direction of positive
y axis : u cos i sin j j

2
2
2
D j f x, y f y x, y cos
f y x, y sin
f y x, y


Example 43 (Directional Derivative):

Find the directional derivative of
f x, y 4 x 2
u cos
i sin
1 2
y , At 1, 2 in the direction of
4
Surface
Direction
Solution:
The first derivative respect to
fx
and
is

1 2

1 2
1
1
2
2
4 x y 2 x and f y 4 x y 2 y y .
x
4
y
4
4
2
So f x and f y are continuous, f is differentiable, and you can apply Theorem 6.
y
Du f x, y f x x, y cos f y x, y sin 2 x cos sin .
2
Evaluating at
, x 1, and y 2 y = 2 produces
2
Du f 1, 2 2 1 cos sin
3 2 3
1
2
3
2
3
3
1
2 1
1.866 .
2
2
2
2
Figure 23
Suppose that we are willing to find a rate of change of
at x0 , y0 in the
direction of an arbitrary unit vector u a, b (see the Figure below).


x0 , y0
sin
cos
Figure 24
To do this we consider the surface S with equation z f x, y (the graph of
f ) and we let z0 f x0 , y0 . Then the point P x0 , y0 , z0 lies on S . The vertical

plane that passes through P in the direction of u intersects the S in a curve C (see
Figure 25).
Figure 25
The slope of the tangent line S to C at the point P is the rate of change of z in
the direction of
u.
If Q x, y, z is another point on C and P /and Q / are the
projections of P and Q on the xy plane, then the vector P ' Q ' is parallel to u and
so
P ' Q ' hu ha, hb

for some scalar
and:
h . Therefore, x x0 ha , y y0 hb , so x x0 ha , y y0 hb ,


f x0 ha, y0 hb f x0 , y0
z0 z z0
lim
h 0
h
h
h
If we take the limit as h 0 , we obtain the rate of change of z (with respect to
distance) in the direction of
direction of
u , which is called the directional derivative of f
in the
u.
Example 44 (Direction derivative):

Find the directional derivative Du f x, y if:
f x, y x3 3 xy 4 y 2
and u is the unit vector given by 6 . What is Du f 1, 2 ?
Solution:
Du f x, y f x x, y cos
f y x, y sin
3
1
3x 2 3 y
3 x 8 y
2
2
1
3 3x 2 3 x 8 3 3 y
2
Therefore:
Du f x, y
1
2
3 3 1 3 1 8 3 3
2
2 13 23
3.
The Gradient Vector:

From Theorem (6) we notice that the directional derivative can be written as the
dot product of two vectors:
Du f x, y f x x, y a f y x, y b
f x x , y , f y x, y a , b
f x x , y , f y x, y u
(1.40)


The first vector in this dot product occurs not only in computing directional
derivatives but in many other contexts as well. So we give it a special name (the
gradient of f ) and a special notation (grad f or f , which is read del f )
Definition 11 (Gradient vector):
If f is a function of two variables x and y , then the gradient of f is the vector
function f defined by:
f x , y f x x , y , f y x , y
f
f
i
j
x
y
(1.41)
Example 45 (Gradient vector):

If f x, y sin x e xy , then
f x, y f x x, y , f y x, y cos x ye xy , xe xy
and f 0, 1 2, 0 .
With this notation for the gradient vector, we can rewrite the expression (13) for
the directional derivative as:
Du f x, y f x, y u
(1.42)
This expresses the directional derivative in the direction of u as the scalar

projection of the gradient vector onto u .
Example 46 (Gradient vector):

Find the directional derivative of the function f x, y x y 4 y at the point
2 3
2, 1 in the direction of the vector v i j .
Solution:
We first compute the gradient vector at 2, 1 :
f x, y 2 xy 3i 3 x 2 y 2 4 j
f 2, 1 2 2 1 i 3 2 1 4 j 4i 8 j .
3


Note that, v is not a unit vector, but v , the unit vector in the direction of v is:
u
, therefore, by equation
i
j
v
(15), we have
Du f 2, 1 f 2, 1 u
4 8 32

4i 8 j
i
j
Functions of three variables

For functions of three variables we can define directional derivatives in a similar
manner. Du f x, y, z can be interpreted as the rate of change of the function in
direction of a unit vector
u.
For a function f of three variables, the gradient vector, denoted by f or grad
f , is
f x, y, z f x x, y, z , f y x, y, z , f z x, y, z
Or, for short,
f f x , f y , f z
f
f
f
i
j k.
x
y
z
Then, just as with function of two variables, for the directional derivative can be
write as
Du f x, y, z f x, y, z u
(1.43)
Maximizing the directional derivative

Suppose we have a function f of two variables and we consider all possible
directional derivatives of f at a given point. These give the rates of change of f in all
possible directions. We can then ask the questions: in which of these directions does f


change fastest and what is the maximum rate of change? The answer is provided by the
following theorem.
Theorem 7 (Maximizing the directional derivative):

Suppose f is a differentiable function of two variables. The maximum value of
the directional derivative Du f x, y is f x and it occurs when
u has the
same direction as the gradient vector f x .

Proof:
From equation (15) above or (16) we have:
Du f f u f u cos f cos
Where is the angle between f and
u . The maximum value of cos is 1 and this
occurs when 0 . Therefore, the maximum value of Du f is f and it occurs when
0 , that is, when u has the same direction.
Example 47 (Maximizing the directional derivative, CJS, p.952):

y
If f x, y xe , find the rate of change of f at the point P 2, 0 in the
direction from P to Q 1 2 , 2 . In what direction does f have the maximum rate of

change? What is this maximum rate of change?
Solution:
We first compute the gradient vector at 2, 0 :
f x, y = f x , f y = e y , xe y = e y i xe y j
f 2, 0 1i 2 j .
The unit vector in the direction PQ 1.5, 2 1 5, is u 3 , 4 , so the rate of change

5 5
of f in the direction from P to Q is:

3 4
3
4
Du f 2, 0 f 2, 0 u 1, 2 ,
1 2 1.
5 5
5
5


According to Theorem (5), f increases fastest in the direction of the gradient vector
f 2, 0 1, 2 . The maximum rate of change is f 2, 0 1, 2 5 .
1.6 Approximations small errors in a function using partial derivatives

LECTURE 3 Second Week Functions of Several Vareables S2 2015-2016

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IIUM, Faculty of Engineering,

Department Engineering in Science

Engineering Mathematics 2, MATH 1320

I. FUNCTIONS OF SEVERAL VAREABLES

For a function of one variable f x we find the local maximum/ minimum by

differentiation. The maximum/minimum may occur when f

f '' a 0 then at x a the function has a maximum

f '' a 0 then at x a the function has a minimum

f '' a changes its sign around x a is called a

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

z is the height of the surface above a point x, y in the x , y plane.

A stationary point of a function of several variables

Stationary points occur when f 0 . In 2 variable case it is

ds dx, dy . If f 0 at x0 , y0 then any infinitesimal step ds away from

x0 , y0 will still leave

Functions of two variables can have stationary points of different types:

a) Local minimum b) Local maximum

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

Consider a Taylor expansion about a stationary point

is called the Hessian matrix of

f at x0 , y0 and its determinant f xx x0 , y0 f yy x0 , y0 f xy2 x0 , y0 is the

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

Maximum and Minimum Values

x, y is near a, b . [This means that f x, y f a, b for all points x, y

then f has an absolute maximum (or absolute minimum) at a, b .

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

If f has a local maximum or minimum at a, b and the firstorder partial

g ' a 0 by Fermats theorem. But we know that g ' a f x a, b and so

is called a critical point (or stationary point) of f if

f x a, b 0 and f y a, b 0 , or if one of these partial derivatives does not exist.

is a critical point of f , however, as in singlevariable calculus, not all critical

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

we have f x, y 4 for all values of x and y .

Therefore, f 1, 3 4 is a local minimum, and in fact it is the absolute minimum of f .

Second derivative test

and suppose that f x a, b 0 and f y a, b 0 [that is, a, b is a

a) If D 0 and f xx a, b 0 , then f a, b is a local minimum,

b) If D 0 and f xx a, b 0 , then f a, b is a local maximum,.

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

Example 38 (Stationary points):

sketch its contours.

thus x 0, . Stationary points are thus 0, 0 and

We can calculate the possible second derivatives (equivalent to finding the

At 0, 0 by substituting in the relevant values one finds

, we have a saddle point, since

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

Since f x x, y 2 x and f y x, y 2 y , the only critical point is 0, 0 . Notice

The graph of f is the hyperbolic paraboloid z y 2 x 2 , which has a horizontal tangent

Example 40 (Second derivative test):

f y x, y 4 y 3 4 x 4 y3 x , setting these partial derivative equal to 0, we obtain

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

a) Since D 1, 1 128 0 and f xx 1, 1 12 0 , we see from case:

c) Since, D 0, 0 16 0 , it follows from the second derivatives test that the

Example 41 (Second derivative test):

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320