MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

MATH 209Calculus, III

Volker Runde
University of Alberta

Edmonton, Fall 2011

Directional derivatives, I
MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Recall. . . Let z = f (x , y ) be a function of two variables. Then: slope of the tangent line to the graph of f in the direction of the x -axis; slope of the tangent line to the graph of f in the direction of the y -axis. Question What about the slope of a tangent line to the graph of f in the direction of an arbitrary line in the xy -plane?
f y : f x :

Directional derivatives, II
MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Denition The directional derivative of f at (x0 , y0 ) in the direction of the unit vector u = a, b is the limit Du f (x0 , y0 ) = lim if it exists. Example What is Du f (1, 2), for f (x , y ) = x 3 3xy + 4y 2 and u given by the angle = 6 , i.e., u = cos , sin 6 6 = 3 1 , ? 2 2 f (x0 + ha, y0 + hb ) f (x0 , y0 ) h

h0

Directional derivatives, III

MATH 209 Calculus, III Volker Runde

An application of the chain rule

Directional derivatives The gradient Tangent planes to level surfaces

Set g (t ) := f (x0 + ta, y0 + tb ), so that Du f (x0 , y0 ) = lim f (x0 + ha, y0 + hb ) f (x0 , y0 ) h g (h) g (0) = lim h0 h dg = (0). dt
h0

Directional derivatives, IV
MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

An application of the chain rule (continued) With g (t ) = f (x , y ), x = x0 + ta, and y = y0 + tb , the chain rule yields Du f (x0 , y0 ) = dg (0) dt f dx f dy = (x0 , y0 ) (0) + (x0 , y0 ) (0) x dt y dt f f = (x0 , y0 )a + (x0 , y0 )b . x y

Directional derivatives, V
MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Theorem If f is dierentiable, then Du f exists for any unit vector u = a, b and is computed as Du f (x0 , y0 ) = f f (x0 , y0 )a + (x0 , y0 )b . x y

Directional derivatives, V
MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Example (resumed) For f (x , y ) = x 3 3xy + 4y 2 and u = f = 3x 2 3y x so that 3 1 13 3 3 Du f (1, 2) = (3 6) + (3 + 16) = . 2 2 2 and

3 1 2 ,2

, we have

f 3x + 8y , y

Denition of the gradient

MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Denition The gradient of f is the vector function dened by f (x , y ) = fx (x , y ), fy (x , y ) = fx (x , y )i + fy (x , y )j.

Important If f is dierentiable, and u is a unit vector, then Du f (x , y ) = f (x , y ) u.

Examples, I
MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Example Find the directional derivative of f (x , y ) = ln x + e (x 1)y at (1, 0) in the direction of v = i + 2j. As fx = 1 + ye (x 1)y x and fy = (x 1)e (x 1)y ,

we have f (1, 0) = 1, 0 . Since |v| = 5, the unit vector u in the direction of v is 1 2 1 u= v = i+ j. 5 5 5 All in all: 1 2 Du f (1, 0) = 1, 0 , 5 5 1 = . 5

Geometric meaning of the gradient, I

MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

A geometric observation Let f be a dierentiable function of two variables, let u be a unit vector, and let be the angle between u and f . We have: Du f = f u = |f ||u| cos = |f | cos . This becomes maximal if cos = 1, i.e., = 0, which means that u has the same direction as f .

Geometric meaning of the gradient, II

MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Theorem Let f be a dierentiable function of two variables, and let u be a unit vector. Then Du f (x , y ) is maximal when u has the same direction as f (x , y ). This maximal value of Du f (x , y ) is |f (x , y )|. Important Everything we said about directional derivatives and gradients of functions of two variables remains valid for functions of three (or more) variables.

Examples, II
MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Example The temparature in a room at (x , y , z ) is given by T = 1+ x2 80 , + 2y 2 + 3z 2

with T in centigrade and x , y , z in meters. In which direction increases the temparature fastest at (1, 1, 2)? What is the maximum rate of change? The gradient is T = T T T i+ j+ k, x y z

Examples, III
MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Example (continued) . . . i.e., T = 160x 320y i j (1 + x 2 + 2y 2 + 3z 2 )2 (1 + x 2 + 2y 2 + 3z 2 )2 480z k 2 (1 + x + 2y 2 + 3z 2 )2 160 = (x i 2y j 3z k). 2 (1 + x + 2y 2 + 3z 2 )2

It follows that 5 T (1, 1, 2) = (i 2j + 6k). 8

Examples, IV
MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Example (continued) This vector has the same direction as 1, 2, 6 . The unit vector in this direction is 1 2 6 u = i j + k, 41 41 41 which gives the direction of the maximum increase. The maximum increase is |T (1, 1, 2)| = 5 41 4 C/m. 8

More geometric meaning of the gradient, I

MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Another geometric observation Let S be a level surface of a function F (x , y , z ), i.e., given by the equation F (x , y , z ) = C with a constant C . Let P (x0 , y0 , z0 ) be a point on S , and let r(t ) = x (t ), y (t ), z (t ) be a curve in S passing through P . Then F (x (t ), y (t ), z (t )) = C , so that 0= dC dt F dx F dy F dz = + + x dt y dt z dt = F r (t ).

More geometric meaning of the gradient, II

MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Another geometric observation (continued) Let t0 be such that r(t0 ) = x (t0 ), y (t0 ), z (t0 ) . Then 0 = F (x0 , y0 , z0 ) r (t0 ). This means that F (x0 , y0 , z0 ) is perpendicular to the tangent vector r (t0 ) to any curve r(t ) passing through P .

Denition of tangent plane and normal line

MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Denition The tangent plane to the level surface S given by F (x , y , z ) = C at P (x0 , y0 , z0 ) is the plane passing through P with normal vector F (x0 , y0 , z0 ), i.e., with the equation F (x0 , y0 , z0 )(x x0 ) x F F (x0 , y0 , z0 )(y y0 ) + (x0 , y0 , z0 )(z z0 ) = 0. + y z The normal line to S through P is the line passing through P perpendicularly to the tangent plane, i.e., with the symmetric equations x x0 y y0 z z0 = = . Fx (x0 , y0 , z0 ) Fy (x0 , y0 , z0 ) Fz (x0 , y0 , z0 )

Examples, IV
MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Example Let E be the ellipsoid given by x 2 (y 1)2 + + (z + 2)2 = 4. 2 4 Find the tangent plane and the normal line to E at P (2, 3, 1). Set x 2 (y 1)2 F (x , y , z ) = + + (z + 2)2 . 2 4 Then E is the level surface F (x , y , z ) = 4. We have F = x, x F 1 = (y 1), y 2 and F = 2(z + 2). z

Examples, V
MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Example (continued) We obtain: F (2, 3, 1) = 2, x F (2, 3, 1) = 1, y

and

F (2, 3, 1) = 2. z

Examples, VI
MATH 209 Calculus, III Volker Runde Directional derivatives The gradient Tangent planes to level surfaces

Example (continued) Hence: the tangent plane has the equation 2(x + 2) + (y 3) + 2(z + 1) = 0, i.e., 2x + y + 2z = 5; the normal line has the symmetric equations x +2 z +1 =y 3= . 2 2