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Calculus
Functions of Several Variables and Partial Differentiation I
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Outline
3 Partial Derivatives
f : D ⊂ R2 → R
f : D ⊂ R3 → R
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (1.2)
Find and describe in graphical terms the domains of
cos(x + z)
1 f (x, y, z) = and
xy
p
2 g(x, y, z) = 9 − x2 − y2 − z2 .
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (1.4)
Graph
1 f (x, y) = x2 + y2 and
p
2 g(x, y) = 4 − x2 + y2 .
p
Figure: [10.2a] z = x2 + y2 . Figure: [10.2b] z = 4 − x2 + y2 .
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (1.6)
Match the functions f1 (x, y) = cos(x2 + y2 ), f2 (x, y) = cos(ex + ey ),
f3 (x, y) = ln(x2 + y2 ) and f4 (x, y) = e−xy to the surfaces shown in
Figures 10.4a-10.4d.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Figure: [10.6c]
Figure: [10.6a] Figure: [10.6b] 2
2 2 z = e−x (y2 + 1).
z = e−x (y2 + 1). z = e−x (y2 + 1).
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Figure: [10.7b] z = x2 + y2
Figure: [10.7a] z = x2 + y2 (parametric plot).
(contour mode).
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Contour Plots
Example (1.8)
Match the surfaces of example 1.6 to the contour plots shown
in Figures 10.10a-10.10d.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
f (x, y) = ln(x2 + y2 )
Figure: 10.10a
Figure: 10.4a
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
f (x, y) = cos(x2 + y2 )
Figure: 10.4c
Figure: 10.10b
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
f (x, y) = e−xy
Figure: 10.4d
Figure: 10.10c
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
f (x, y) = cos(ex + ey )
Figure: 10.4b
Figure: 10.10d
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Density Plots
Example (1.10)
Sketch several level surfaces of f (x, y, z) = x2 + y2 + z2 .
When we write
lim f (x) = L
x→a
we mean that
as x gets closer and closer to a (arbitrarily close to a and
can approach from either side of a), f (x) gets closer and
closer to L
Similarly, when we write
lim f (x, y) = L,
(x,y)→(a,b)
we mean that
as (x, y) gets closer and closer to (a, b), f (x, y) is getting
closer and closer to the number L.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
lim f (x, y)
(x,y)→(a,b)
lim (xy − 2) = 2 · 3 − 2 = 4
(x,y)→(2,3)
2 Limits of Products:
lim [f (x, y)g(x, y)] = lim f (x, y) lim g(x, y)
(x,y)→(a,b) (x,y)→(a,b) (x,y)→(a,b)
3 Limits of Quotients:
lim f (x, y)
f (x, y) (x,y)→(a,b)
lim =
(x,y)→(a,b) g(x, y) lim g(x, y)
(x,y)→(a,b)
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (2.1)
2x2 y + 3xy
Evaluate lim .
(x,y)→(2,1) 5xy2 + 3y
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
lim f (x, y) = L
(x,y)→(a,b)
Theorem
If f (x, y) approaches L1 as (x, y)
approaches (a, b) along a path P1 and
f (x, y) approaches L2 as (x, y)
approaches (a, b) along a path P2 , then
Example (2.2)
y
Evaluate lim .
(x,y)→(1,0) x + y − 1
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (2.3)
xy
Evaluate lim .
(x,y)→(0,0) x2 + y2
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
xy2
Figure: [10.16a] z = , for Figure: [10.16b] Density plot of
x2 + y4
−5 ≤ x ≤ 5, −5 ≤ y ≤ 5. xy2
f (x, y) = 2 .
x + y4
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Theorem (2.1)
Suppose that | f (x, y) − L| ≤ g(x, y) for all (x, y) in the interior of
some circle centered at (a, b), except possibly at (a, b).
If lim g(x, y) = 0, then lim f (x, y) = L.
(x,y)→(a,b) (x,y)→(a,b)
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (2.5)
x2 y
Evaluate lim .
(x,y)→(0,0) x2 + y2
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (2.6)
(x − 1)2 ln x
Evaluate lim .
(x,y)→(1,0) (x − 1)2 + y2
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Continuity at a Point
Definition (2.1)
Suppose that f (x, y) is defined in the interior of a circle centered
at the point (a, b). We say that f is continuous at (a, b) if
lim f (x, y) = f (a, b).
(x,y)→(a,b)
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Definition
If (a, b) is a boundary point of the domain D of a function, we
say that f is continuous at (a, b) if
This indicates that the limit is taken only along paths lying
completely inside D.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Definition
We say that a function f (x, y) is continuous on a region R if it is
continuous at each point in R
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Theorem
If f (x, y) and g(x, y) are continuous at (a, b), then
f + g,
f − g,
f · g and
f /g (provided that g(a, b) 6= 0)
are all continuous at (a, b).
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (2.7)
Find all points where the given function is continuous:
x
1 f (x, y) = 2 and
x −y
x4
, if (x, y) 6= (0, 0)
2 g(x, y) = x(x2 + y2 ) .
0, if (x, y) = (0, 0)
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (2.8)
2
Determine where f (x, y) = ex y is continuous.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
lim f (x, y, z) = L
(x,y,z)→(a,b,c)
Example (2.9)
x2 + y2 − z2
Evaluate lim .
(x,y,z)→(0,0,0) x2 + y2 + z2
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Definition (2.2)
Suppose that f (x, y, z) is defined in the interior of a sphere
centered at (a, b, c). We say that f is continuous at (a, b, c) if
lim f (x, y, z) = f (a, b, c).
(x,y,z)→(a,b,c)
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (2.10)
Find all points where f (x, y, z) = ln(9 − x2 − y2 − z2 ) is
continuous.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Problem
What is the rate change of the
temperature f in the x-direction at a
point (a, b) ∈ R.
f (a + h, b) − f (a, b)
h
To take the instantaneous rate of
change of f in the x-direction at the
point (a, b), we take the limit as
h → 0:
f (a + h, b) − f (a, b) Figure: [10.19] Change in
lim
h→0 h temperature on a
horizontal line segment.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
f (a, b + h) − f (a, b)
h
f (a, b + h) − f (a, b)
lim
h→0 h
In this case, we have the value of x
fixed and referred to this as the
partial derivative of f with respect to
y at the point (a, b), denoted
∂f f (a, b + h) − f (a, b)
(a, b) = lim Figure: [10.21] Change in
∂y h→0 h temperature on a vertical
line segment.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Definition (3.1)
∂f
The partial derivative of f (x, y) with respect to x, written , is
∂x
defined by
∂f f (x + h, y) − f (x, y)
(x, y) = lim ,
∂x h→0 h
for any values of x and y for which the limit exists. The partial
∂f
derivative of f (x, y) with respect to y, written , is defined by
∂y
∂f f (x, y + h) − f (x, y)
(x, y) = lim ,
∂y h→0 h
Notation
Since we are dealing with functions of several variables,
we can no longer use the same old prime notation for
denoting partial derivatives.
Here we introduce several convenient types of notation.
For z = f (x, y), we write
∂f ∂z ∂
(x, y) = fx (x, y) = (x, y) = [f (x, y)]
∂x ∂x ∂x
and
∂f ∂z ∂
(x, y) = fy (x, y) = (x, y) = [f (x, y)]
∂y ∂y ∂y
∂ ∂
The expression ( ) is a partial differential
∂x ∂y
operators. It tells us to take the partial derivative with
respect to x (y) of whatever expression follows it.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
∂f f (x + h, b) − f (x, b)
(x, b) = lim
∂y h→0 h
g(x + h) − g(x)
= lim = g0 (x)
h→0 h
∂f ∂f
That is, to compute , we simply take an ordinary
∂x ∂x
derivative with respect to x(y), while treating y(x) as a
constant.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
∂(uv) ∂u ∂v ∂(uv) ∂u ∂v
=v +u and =v +u
∂x ∂x ∂x ∂y ∂y ∂y
∂u ∂v ∂u ∂v
v −u
∂ u v ∂x − u ∂x ∂ u ∂y ∂y
= and =
∂x v v2 ∂y v v2
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (3.1)
∂f ∂f
For f (x, y) = 3x2 + x3 y + 4y2 , compute (x, y), (x, y), fx (1, 0)
∂x ∂y
and fy (2, −1).
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (3.2)
x ∂f ∂f
For f (x, y) = exy + , compute and .
y ∂x ∂y
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (3.3)
For a real gas, van der Waals’ equation states that
n2 a
P + 2 (V − nb) = nRT.
V
∂2f
∂ ∂f
2
= = fxx
∂x ∂x ∂x
2
∂2f
∂ ∂f
2
= = fyy
∂y ∂y ∂y
3 (mixed second-order partial derivative)
∂2f
∂ ∂f
= = fxy
∂y∂x ∂y ∂x
4 (mixed second-order partial derivative)
∂2f
∂ ∂f
= = fyx
∂x∂y ∂x ∂y
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (3.4)
Find all second-order partial derivatives of
f (x, y) = x2 y − y3 + ln x.
Notice in the example that fxy = fyx . This is true for most, but not
all, of the functions that we will encounter.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Theorem (3.1)
If fxy (x, y) and fyx (x, y) are continuous on an open set containing
(a, b), then fxy (a, b) = fyx (a, b).
Example (3.5)
For f (x, y) = cos(xy) − x3 + y4 , compute fxyy and fxyyy .
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (3.6)
p
For f (x, y, z) = xy3 z + 4x2 y, defined for x, y, z ≥ 0, compute
fx , fxy and fxyz .
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (3.7)
The sag in a beam of length L, width ω and height h (see
L4
Figure) is given by S(L, ω, h) = c 3 for some constant c. Show
ωh
∂S 4 ∂S 1 ∂S 3
that = S, = − S, and = − S. Use this result to
∂L L ∂ω ω ∂h h
determine which variable has the greatest proportional effect
on the sag.
Example (3.8)
A computer simulation of the flight of a baseball provided the
data displayed in the following table for the range f (υ, ω) in feet
of a ball hit with initial velocity υ ft/s and backspin rate of ω rpm.
Each ball is struck at an angle of 30◦ above the horizontal.
∂f ∂f
Use the data to estimate (160, 2000) and (160, 2000).
∂υ ∂ω
Interpret both quantities in baseball terms.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
y = f (a) + f 0 (a)(x − a)
z = 6 − x2 − y2
∂f ∂f
(a, b) and (a, b)
∂x ∂y
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
fx (a, b).
fy (a, b).
Theorem (4.1)
Suppose that f (x, y) has continuous first partial derivatives at
(a, b). A normal vector to the tangent plane to z = f (x, y) at
(a, b) is then h fx (a, b), fy (a, b), −1i. Further, an equation of the
tangent plane is given by
or
Normal Line
x = a + fx (a, b)t
y = b + fy (a, b)t
z = f (a, b) − t
This line is called the normal line to the surface at the point
(a, b, f (a, b))
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Figure: [10.27] Surface, tangent plane and normal line at the point
(1, 2, 1).
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (4.2)
Find equations of the tangent plane and the normal line to
x2
z = x 3 + y3 + at (2, 1, 13).
y
Figure: [10.28] Surface, tangent plane and normal line at the point
(2, 1, 13).
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Linear Approximation
Example (4.3)
2
Compute the linear approximation of f (x, y) = 2x + ex −y at
(0, 0). Compare the linear approximation to the actual function
values for
1 x = 0 and y near 0;
2 y = 0 and x near 0;
3 y = x, with both x and y near 0 and
4 y = 2x, with both x and y near 0.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
∆y = f (a + ∆x) − f (a).
where
where
we observe that:
If fx and fy are both continuous in some open region
containing (a, b), then 1 and 2 will both tend to 0, as
(∆x, ∆y) → (0, 0).
Further, the product 1 ∆x and 2 ∆y both tend to 0 even
faster that do 1 , 2 , ∆x or ∆y individually.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Theorem (4.2)
Suppose that z = f (x, y) is defined on the rectangle
R = {(x, y)|x0 < x < x1 , y0 < y < y1 } and fx and fy are defined on
R and are continuous at (a, b) ∈ R. Then for
(a + ∆x, b + ∆y) ∈ R,
Example (4.4)
For z = f (x, y) = x2 − 5xy, find ∆z and write it in the form
indicated in Theorem 4.2.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Total Differential
In the expression
∆z ≈ dz
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Definition (4.1)
Let z = f (x, y). We say that f is differentiable at (a, b) if we can
write
Definition (4.2)
The linear approximation to f (x, y, z) at the point (a, b, c) is
given by
∂f
L(x, y, z) = f (a, b, c) + (a, b, c)(x − a)
∂x
∂f ∂f
+ (a, b, c)(y − b) + (a, b, c)(z − c).
∂y ∂z
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
∂f ∂f
L(x, y, z) = f (a, b, c) + (a, b, c)(x − a) + (a, b, c)(y − b)
∂x ∂y
∂f
+ (a, b, c)(z − c)
∂z
If we increment x ∆x, y ∆y and z ∆z, then the increment of
w = f (x, y, z) is given by
Example (4.5)
Suppose that the sag in a measurements with error
beam of length L, width w and tolerances
height h is given by L = 36 ± 1, w = 2 ± 0.4 and
L4 h = 6 ± 0.8. Use a linear
S(L, w, h) = 0.0004 3 , with all
wh approximation to estimate the
lengths measured in inches. possible range of sags in the
We illustrate the beam in beam.
Figure 10.32. A beam is
supposed to measure
L = 36, w = 2 and h = 6 with a
corresponding sag of 1.5552
inches. Due to weathering and
other factors, the manufacturer
only guarantees Figure: A typical beam.
Functions of Several Variables Limits and Continuity Partial Derivatives Tangent Planes and Linear Approximations
Example (4.6)
Manufacturing plants create rolls of metal of a desired gauge
(thickness) by feeding the metal through very large rollers. The
thickness of the resulting metal depends on the gap between
the working rollers, the speed at which the rollers turn and the
temperature of the metal. Suppose that for a certain metal, a
gauge of 4 mm is produced by a gap of 4 mm, a speed of 10
m/s and a temperature of 900◦ . Experiments show that an
increase in speed of 0.2 m/s increases the gauge by 0.06 mm
and an increase in temperature of 10◦ decreases the gauge by
0.04 mm. Use a linear approximation to estimate the gauge at
10.1 m/s and 880◦ .