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Civil Engineering Mathematics III

Chapter 1
Multivariable Function
1 . 4 . 4 S MA L L I N CR E MENT, EST I MATI NG VA LU E
1 . 4 . 5 CA LCUL AT ING E R ROR
1 . 4 . 6 LOCA L E X TR EME VALUE
1.4.4 Small Increment, Estimating Value
Previously, single variable, estimate the change of 𝑦 if there is small changing in 𝑥:
∆𝑦 𝜕𝑦 𝑠𝑚𝑎𝑙𝑙 𝑖𝑛𝑐𝑟𝑒𝑚𝑒𝑛𝑡 𝑖𝑛 𝑦
≈ =
∆𝑥 𝜕𝑥 𝑠𝑚𝑎𝑙𝑙 𝑖𝑛𝑐𝑟𝑒𝑚𝑒𝑛𝑡 𝑖𝑛 𝑥
𝜕𝑦
Rearrange the formula: ∆𝑦 ≈ ∆𝑥
𝜕𝑥

Currently, two variable 𝑧 = 𝑓(𝑥, 𝑦), increment of 𝑧:


𝜕𝑓(𝑥,𝑦) 𝜕𝑓(𝑥,𝑦)
∆𝑧 = ∆𝑥 + ∆𝑦 or ∆𝑧 = 𝑓𝑥 ∆𝑥 + 𝑓𝑦 ∆𝑦
𝜕𝑥 𝜕𝑦

As ∆𝑥 = 0 and ∆𝑦 = 0, total differential of 𝑧:


𝜕𝑧 𝜕𝑧
𝑑𝑧 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
1.4.4 Small Increment, Estimating Value
Case
1 Approximate change 𝜕𝑧 𝜕𝑧
𝑑𝑧 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
2 Exact change 𝑑𝑧 = 𝑓 𝑥1 , 𝑦1 − 𝑓(𝑥0 , 𝑦0 )
3 Approximate value 𝑧 = 𝑓 𝑥0 , 𝑦0 + 𝑑𝑧
4 Exact value 𝑧 = 𝑓(𝑥1 , 𝑦1 )
Case Approximate change 𝜕𝑧 𝜕𝑧
𝑑𝑧 = 𝑑𝑥 + 𝑑𝑦
1 𝜕𝑥 𝜕𝑦

Example 1.4.4a
Use the differential 𝑑𝑧 to approximate the change in 𝑧 = 6 − 𝑥 2 − 𝑦 2 as (𝑥, 𝑦) moves from
point (1,1) to point (0.99, 1.02). Compare this approximation change with the exact change in
𝑧.
Case 1: Calculate approximate the change in 𝑧, i.e., 𝑑𝑧
𝜕𝑧 −𝑥 𝜕𝑧 −𝑦
𝑧= 6 − 𝑥 2 − 𝑦 2 , hence = and =
𝜕𝑥 6−𝑥 2 −𝑦 2 𝜕𝑦 6−𝑥 2 −𝑦 2 New point – original point
Given 𝑑𝑥 = 0.99 − 1 = −0.01, 𝑑𝑦 = 1.02 − 1 = 0.02
𝜕𝑧 𝜕𝑧 −𝑥 −𝑦
𝑑𝑧 = 𝑑𝑥 + 𝑑𝑦 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦 6−𝑥 2 −𝑦 2 6−𝑥 2 −𝑦 2
−1 −1
= −0.01 + 0.02 = −0.005
6−12 −12 6−12 −12
Example 1.4.4a
Use the differential 𝑑𝑧 to approximate the change in 𝑧 = 6 − 𝑥 2 − 𝑦 2 as (𝑥, 𝑦) moves from
point (1,1) to point (0.99, 1.02). Compare this approximation change with the exact change in
𝑧.
Case 2: Calculate exact change in 𝑧, i.e., 𝑑𝑧
𝑑𝑧 = 𝑓 0.99,1.02 − 𝑓 1,1
= 6 − 0.992 − 1.022 − 6 − 12 − 12 = 5.1316 × 10−3

Case
2 Exact change 𝑑𝑧 = 𝑓 𝑥1 , 𝑦1 − 𝑓(𝑥0 , 𝑦0 )
Example 1.4.1b
𝑓 𝑥, 𝑦 = ln(𝑥 − 3𝑦), find the approximate value and exact value for 𝑓 6.9,2.06
𝜕𝑧 1 𝜕𝑧 −3
Case 3: Since 𝑧 = ln(𝑥 − 3𝑦), hence = and =
𝜕𝑥 𝑥−3𝑦 𝜕𝑦 𝑥−3𝑦

Given 𝑓(6.9,2.06), hence we choose 7,2 as the initial point


𝑑𝑥 = 6.9 − 7 = −0.1, 𝑑𝑦 = 2.06 − 2 = 0.06
𝜕𝑧 𝜕𝑧 1 −3 1 −3
𝑑𝑧 = 𝑑𝑥 + 𝑑𝑦 = 𝑑𝑥 + 𝑑𝑦 = −0.1 + 0.06 = −0.28
𝜕𝑥 𝜕𝑦 𝑥−3𝑦 𝑥−3𝑦 7−3 2 7−3 2

Approximate value: 𝑓 6.9, 2.06 = 𝑓 7,2 + 𝑑𝑧 = ln 7 − 3 2 − 0.28 = −0.28


Exact value: 𝑓 6.9,2.06 = ln(6.9 − 3 2.06 ) = −0.3285

3 Approximate value 𝑧 = 𝑓 𝑥0 , 𝑦0 + 𝑑𝑧
4 Exact value 𝑧 = 𝑓(𝑥1 , 𝑦1 )
1.4.5 Calculating Error
Previously, single variable:
𝑑𝑦 𝑑𝑦 𝑑𝑦 𝑑𝑥
Error, 𝑑𝑦 = 𝑑𝑥 Relative error, =
𝑑𝑥 𝑦 𝑑𝑥 𝑦

Currently, 𝑧 = 𝑓(𝑥, 𝑦)
𝜕𝑧 𝜕𝑧
Error of z: 𝑑𝑧 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
𝑑𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝑑𝑦
Relative error dz: = +
𝑧 𝜕𝑥 𝑧 𝜕𝑦 𝑧
Example 1.4.5
1
Dimension of a closed rectangular box is 3m, 4m and 5m with possible error m. Use partial
192
derivatives to estimate the maximum possible error in calculating surface area of the box.
Surface area of the box, 𝑆 = 2𝑥𝑦 + 2𝑦𝑧 + 2𝑥𝑧
𝜕𝑆 𝜕𝑆 𝜕𝑆
Error, 𝑑𝑆 = 𝑑𝑥 + 𝑑𝑥 + 𝑑𝑧
𝜕𝑥 𝜕𝑦 𝜕𝑧

= 2𝑦 + 2𝑧 𝑑𝑥 + 2𝑥 + 2𝑧 𝑑𝑦 + 2𝑥 + 2𝑦 𝑑𝑧
1 1 1
= 2 4 +2 5 + 2 3 +2 5 + 2 3 +2 4 ) = 0.25𝑚2
192 192 192
1.4.6 Local Extreme Value
Previously, single variable:
Local maximum Infection point Local minimum
𝑑2𝑦 𝑑2 𝑦
= 0 or undefined 𝑑2𝑦
𝑑𝑥 2 >0
𝑑𝑥 2 𝑑𝑥 2

Currently, two variables:


First partial derivatives test:
Step 1: Find 𝑓𝑥 and 𝑓𝑦
Step 2: Let 𝑓𝑥 𝑎, 𝑏 = 0, 𝑓𝑦 𝑎, 𝑏 = 0. Then, find all the critical point (𝑎, 𝑏)
1.4.6 Local Extreme Value
Second partial derivatives test:
Step 3: Find 𝑓𝑥𝑥 , 𝑓𝑥𝑦 and 𝑓𝑦𝑦
2
Step 4: Find 𝐺 𝑥, 𝑦 = 𝑓𝑥𝑥 𝑥, 𝑦 × 𝑓𝑦𝑦 𝑥, 𝑦 − 𝑓𝑥𝑦 (𝑥, 𝑦) and 𝐺(𝑎, 𝑏), then make the
conclusion based on following cases:
Case 𝑮(𝒂, 𝒃) Result
1 𝐺 𝑎, 𝑏 > 0 𝑓(𝑥, 𝑦) has a local maximum value at (𝑎, 𝑏)
𝑓𝑥𝑥 𝑎, 𝑏 < 0
2 𝐺 𝑎, 𝑏 > 0 𝑓(𝑥, 𝑦) has a local minimum value at (𝑎, 𝑏)
𝑓𝑥𝑥 𝑎, 𝑏 > 0
3 𝐺 𝑎, 𝑏 < 0 𝑓 𝑥, 𝑦 ℎ𝑎𝑠 𝑎 𝑠𝑎𝑑𝑑𝑙𝑒 𝑝𝑜𝑖𝑛𝑡 𝑎𝑡 (𝑎, 𝑏)
4 𝐺 𝑎, 𝑏 = 0 inconclusive
Example 1.4.6
Find the local extreme value of 𝑓 𝑥, 𝑦 = 2𝑥 2 − 𝑦 3 − 2𝑥𝑦
Step 1: Find 𝑓𝑥 and 𝑓𝑦
𝑓𝑥 = 4𝑥 − 2𝑦 𝑓𝑦 = −3𝑦 2 − 2𝑥
Step 2: Find all critical points
Let 𝑓𝑥 = 0 → 4𝑥 − 2y = 0 (i)
Let 𝑓𝑦 = 0 → −3𝑦 2 − 2𝑥 = 0 (ii)
𝑦 𝑦
From (i) 𝑥 = substitute into (ii) → −3𝑦 2 − 2( ) = 0 → 𝑦 −3𝑦 − 1 = 0
2 2
1 1
Critical points: (0,0) and (− , − )
6 3
Example 1.4.6
Find the local extreme value of 𝑓 𝑥, 𝑦 = 2𝑥 2 − 𝑦 3 − 2𝑥𝑦
Step 3: Find 𝑓𝑥𝑥 , 𝑓𝑥𝑦 and 𝑓𝑦𝑦
𝑓𝑥𝑥 = 4, 𝑓𝑦𝑦 = −6𝑦, 𝑓𝑥𝑦 = −2
Step 4: Find 𝐺 = 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 and evaluate 𝐺 𝑎, 𝑏 .
For point 0,0 : 𝑓𝑥𝑥 = 4, 𝑓𝑦𝑦 = −6 0 = 0, 𝑓𝑥𝑦 = −2
𝐺 0,0 = 4 0 − −2 2 = −4 < 0 → function 𝑓(𝑥, 𝑦) has a saddle point located at 0,0 .
To find the saddle point, we substitute 𝑥 = 0 and 𝑦 = 0 to the function 𝑓 𝑥, 𝑦 = 2𝑥 2 − 𝑦 3 −
2𝑥𝑦, i.e. 𝑓 0,0 = 0. Thus the saddle point is (0,0,0).
1 1
For point (− , − ) ??? 𝐺 𝑎, 𝑏 > 0 𝑓𝑥𝑥 𝑎, 𝑏 > 0 𝑓(𝑥, 𝑦) has a local minimum value at (𝑎, 𝑏)
6 3

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