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Tutorial Class III and IV 17-29/09/2012


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1. First Order Partial Derivatives;

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Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Tutorial Class III and IV 17-29/09/2012
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1. First Order Partial Derivatives;

2. Higher Order Partial Derivatives;

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Tutorial Class III and IV 17-29/09/2012
.
1. First Order Partial Derivatives;

2. Higher Order Partial Derivatives;

. Linear Approximation
3

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Tutorial Class III and IV 17-29/09/2012
.
1. First Order Partial Derivatives;

2. Higher Order Partial Derivatives;

3. Linear Approximation
4. Chain Rule of Partial Differentiation

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Tutorial Class III and IV 17-29/09/2012
.
1. First Order Partial Derivatives;

2. Higher Order Partial Derivatives;

3. Linear Approximation
4. Chain Rule of Partial Differentiation

. Implicit Function and Its Partial Derivatives;


5

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Tutorial Class III and IV 17-29/09/2012
.
1. First Order Partial Derivatives;

2. Higher Order Partial Derivatives;

3. Linear Approximation
4. Chain Rule of Partial Differentiation

5. Implicit Function and Its Partial Derivatives;


6. Maximum and Minimum;

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Tutorial Class III and IV 17-29/09/2012
.
1. First Order Partial Derivatives;

2. Higher Order Partial Derivatives;

3. Linear Approximation
4. Chain Rule of Partial Differentiation

5. Implicit Function and Its Partial Derivatives;


6. Maximum and Minimum;

. Critical Points, and Gradient of Scalar Function;


7

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Tutorial Class III and IV 17-29/09/2012
.
1. First Order Partial Derivatives;

2. Higher Order Partial Derivatives;

3. Linear Approximation
4. Chain Rule of Partial Differentiation

5. Implicit Function and Its Partial Derivatives;


6. Maximum and Minimum;

7. Critical Points, and Gradient of Scalar Function;


8. Directional Derivative;

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Tutorial Class III and IV 17-29/09/2012
.
1. First Order Partial Derivatives;

2. Higher Order Partial Derivatives;

3. Linear Approximation
4. Chain Rule of Partial Differentiation

5. Implicit Function and Its Partial Derivatives;


6. Maximum and Minimum;

7. Critical Points, and Gradient of Scalar Function;


8. Directional Derivative;

. Application of Gradient;
9

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Tutorial Class III and IV 17-29/09/2012
.
1. First Order Partial Derivatives;

2. Higher Order Partial Derivatives;

3. Linear Approximation
4. Chain Rule of Partial Differentiation

5. Implicit Function and Its Partial Derivatives;


6. Maximum and Minimum;

7. Critical Points, and Gradient of Scalar Function;


8. Directional Derivative;

9. Application of Gradient;
. Weekly Quiz.
10
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Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Example. Show that the function u(x, y) = ex sin y and
v. (x, y) = ex cos y are solutions of Laplaces equation uxx + uyy = 0.

Solution. (i) First we have ux = ex sin y, and uxx = ex sin y.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Example. Show that the function u(x, y) = ex sin y and
v. (x, y) = ex cos y are solutions of Laplaces equation uxx + uyy = 0.

Solution. (i) First we have ux = ex sin y, and uxx = ex sin y.


Similarly, uy = ex cos y, and uyy = ex sin y.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Example. Show that the function u(x, y) = ex sin y and
v. (x, y) = ex cos y are solutions of Laplaces equation uxx + uyy = 0.

Solution. (i) First we have ux = ex sin y, and uxx = ex sin y.


Similarly, uy = ex cos y, and uyy = ex sin y.
Hence uxx + uyy = ex sin y ex sin y = 0.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Example. Show that the function u(x, y) = ex sin y and
v. (x, y) = ex cos y are solutions of Laplaces equation uxx + uyy = 0.

Solution. (i) First we have ux = ex sin y, and uxx = ex sin y.


Similarly, uy = ex cos y, and uyy = ex sin y.
Hence uxx + uyy = ex sin y ex sin y = 0.
.
Work
. it out (in 1 minute only!)

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Example. Show that the function u(x, y) = ex sin y and
v. (x, y) = ex cos y are solutions of Laplaces equation uxx + uyy = 0.

Solution. (i) First we have ux = ex sin y, and uxx = ex sin y.


Similarly, uy = ex cos y, and uyy = ex sin y.
Hence uxx + uyy = ex sin y ex sin y = 0.
.
Work
. it out (in 1 minute only!)

(ii) vx = ex cos y and vxx = ex cos y.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Example. Show that the function u(x, y) = ex sin y and
v. (x, y) = ex cos y are solutions of Laplaces equation uxx + uyy = 0.

Solution. (i) First we have ux = ex sin y, and uxx = ex sin y.


Similarly, uy = ex cos y, and uyy = ex sin y.
Hence uxx + uyy = ex sin y ex sin y = 0.
.
Work
. it out (in 1 minute only!)

(ii) vx = ex cos y and vxx = ex cos y.


Similarly, vy = ex sin y, and uyy = ex cos y.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Show that the function u(x, y) = ex sin y and
v. (x, y) = ex cos y are solutions of Laplaces equation uxx + uyy = 0.

Solution. (i) First we have ux = ex sin y, and uxx = ex sin y.


Similarly, uy = ex cos y, and uyy = ex sin y.
Hence uxx + uyy = ex sin y ex sin y = 0.
.
Work
. it out (in 1 minute only!)

(ii) vx = ex cos y and vxx = ex cos y.


Similarly, vy = ex sin y, and uyy = ex cos y.
Hence, vxx + vyy = ex cos y ex cos y = 0.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Example. Let u(x, y, z) = ln(x3 + y3 + z3 3xyz), prove that
ux + uy + uz = x+3y+z on the domain where all these functions are
well-defined.
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Solution.
1
ux = (x3 + y3 + z3 3xyz)
x3 + y3 + z3 3xyz x

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Example. Let u(x, y, z) = ln(x3 + y3 + z3 3xyz), prove that
ux + uy + uz = x+3y+z on the domain where all these functions are
well-defined.
.
Solution.
1
ux = (x3 + y3 + z3 3xyz)
x3 + y3 + z3 3xyz x
3x2 3yz
= ,
x3 + y3 + z3 3xyz

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Example. Let u(x, y, z) = ln(x3 + y3 + z3 3xyz), prove that
ux + uy + uz = x+3y+z on the domain where all these functions are
well-defined.
.
Solution.
1
ux = (x3 + y3 + z3 3xyz)
x3 + y3 + z3 3xyz x
3x2 3yz
= ,
x3 + y3 + z3 3xyz
3y2 3xz 3z2 3xy
uy = , uz = .
x3 + y3 + z3 3xyz x3 + y3 + z3 3xyz

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Example. Let u(x, y, z) = ln(x3 + y3 + z3 3xyz), prove that
ux + uy + uz = x+3y+z on the domain where all these functions are
well-defined.
.
Solution.
1
ux = (x3 + y3 + z3 3xyz)
x3 + y3 + z3 3xyz x
3x2 3yz
= ,
x3 + y3 + z3 3xyz
3y2 3xz 3z2 3xy
uy = , uz = .
x3 + y3 + z3 3xyz x3 + y3 + z3 3xyz
3(x2 + y2 + z2 xy yz xz)
ux + uy + uz =
x3 + y3 + z3 3xyz

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Let u(x, y, z) = ln(x3 + y3 + z3 3xyz), prove that
ux + uy + uz = x+3y+z on the domain where all these functions are
well-defined.
.
Solution.
1
ux = (x3 + y3 + z3 3xyz)
x3 + y3 + z3 3xyz x
3x2 3yz
= ,
x3 + y3 + z3 3xyz
3y2 3xz 3z2 3xy
uy = , uz = .
x3 + y3 + z3 3xyz x3 + y3 + z3 3xyz
3(x2 + y2 + z2 xy yz xz) 3
ux + uy + uz = = .
x3 + y3 + z3 3xyz x+y+z
The last equality follows from the algebraic identity:
x3 + y3 + z3 3xyz = (x + y + z)(x2 + y2 + z2 xy yz xz).

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Example. If z(x, y) = y + f (x2 y2 ) where f is a differentiable function
z z
of one variable on R, prove that y x + x y = x.
.
Solution. This follows from chain rule that
z
= ( y + f (x2 y2 ) ) = f (x2 y2 ) (x2 y2 ) = 2xf (x2 y2 ),
x x x
and similarly,
z
= ( y + f (x2 y2 ) ) = 1 + f (x2 y2 ) (x2 y2 ) = 1 2yf (x2 y2 ).
y y y
Then we have
z z
y +x = y 2xf (x2 y2 ) + x (1 2yf (x2 y2 )) = x.
x y

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


Remarks of determining the max/min values of f .
1. In general, we need some conditions to ensure that the

extremum values of f exist before we start to find them, such as,


the region D discussed is close and bounded.
For example, in R2 , the region D is bounded by a simple closed
curve; in R3 , this is more difficult as it is hard to have an analog of
simple closed surface. In general, it is easy to check that a region
is bounded, but to check that a region is closed, one needs to
check its compliment is open, which is technical in nature.
2. Similar to the one variable case, extremum values can occur at

the boundary points or interior critical points.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


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Example. Find abs. max. and min. values of f (x, y) = x2 2xy + 2y
.on the rectangle R = { (x, y) | 0 x 3, 0 y 2}.
Solution. Since f is a polynomial, it is continuous on the closed,
bounded rectangle R, and hence f attains both max. and min. on D.
For interior critical point of f : (0, 0) = f (x, y) = (2x 2y, 2x + 2),
i.e. (x, y) = (1, 1). And f (1, 1) = 1.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Find abs. max. and min. values of f (x, y) = x2 2xy + 2y
.on the rectangle R = { (x, y) | 0 x 3, 0 y 2}.
Solution. Since f is a polynomial, it is continuous on the closed,
bounded rectangle R, and hence f attains both max. and min. on D.
For interior critical point of f : (0, 0) = f (x, y) = (2x 2y, 2x + 2),
i.e. (x, y) = (1, 1). And f (1, 1) = 1.
For the boundary point, let A(0, 0), B(3, 0), C(3, 2) and D(0, 2).
(i) On AB, f (x, 0) = x2 for 0 x 3, and
0 = f (0, 0) f (x, 0) f (3, 0) = 9.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Find abs. max. and min. values of f (x, y) = x2 2xy + 2y
.on the rectangle R = { (x, y) | 0 x 3, 0 y 2}.
Solution. Since f is a polynomial, it is continuous on the closed,
bounded rectangle R, and hence f attains both max. and min. on D.
For interior critical point of f : (0, 0) = f (x, y) = (2x 2y, 2x + 2),
i.e. (x, y) = (1, 1). And f (1, 1) = 1.
For the boundary point, let A(0, 0), B(3, 0), C(3, 2) and D(0, 2).
(i) On AB, f (x, 0) = x2 for 0 x 3, and
0 = f (0, 0) f (x, 0) f (3, 0) = 9.
(ii) On BC, f (3, y) = 9 6y + 2y = 9 4y for 0 y 2, and
1 = f (3, 2) f (3, y) f (3, 0) = 9.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Find abs. max. and min. values of f (x, y) = x2 2xy + 2y
.on the rectangle R = { (x, y) | 0 x 3, 0 y 2}.
Solution. Since f is a polynomial, it is continuous on the closed,
bounded rectangle R, and hence f attains both max. and min. on D.
For interior critical point of f : (0, 0) = f (x, y) = (2x 2y, 2x + 2),
i.e. (x, y) = (1, 1). And f (1, 1) = 1.
For the boundary point, let A(0, 0), B(3, 0), C(3, 2) and D(0, 2).
(i) On AB, f (x, 0) = x2 for 0 x 3, and
0 = f (0, 0) f (x, 0) f (3, 0) = 9.
(ii) On BC, f (3, y) = 9 6y + 2y = 9 4y for 0 y 2, and
1 = f (3, 2) f (3, y) f (3, 0) = 9.
(iii) On CD, we have f (x, 2) = x2 4x + 4 = (x 2)2 for 0 x 3,
and 0 = f (2, 2) f (x, 2) f (3, 0) = 9.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Find abs. max. and min. values of f (x, y) = x2 2xy + 2y
.on the rectangle R = { (x, y) | 0 x 3, 0 y 2}.
Solution. Since f is a polynomial, it is continuous on the closed,
bounded rectangle R, and hence f attains both max. and min. on D.
For interior critical point of f : (0, 0) = f (x, y) = (2x 2y, 2x + 2),
i.e. (x, y) = (1, 1). And f (1, 1) = 1.
For the boundary point, let A(0, 0), B(3, 0), C(3, 2) and D(0, 2).
(i) On AB, f (x, 0) = x2 for 0 x 3, and
0 = f (0, 0) f (x, 0) f (3, 0) = 9.
(ii) On BC, f (3, y) = 9 6y + 2y = 9 4y for 0 y 2, and
1 = f (3, 2) f (3, y) f (3, 0) = 9.
(iii) On CD, we have f (x, 2) = x2 4x + 4 = (x 2)2 for 0 x 3,
and 0 = f (2, 2) f (x, 2) f (3, 0) = 9.
(iv) On DA, we have f (0, y) = 2y for 0 y 2, and
0 = f (0, 0) f (3, y) f (0, 2) = 4.
The abs. max. of f on R is the max. value determined by the interior
critical points or the ones in the boundary of R, which is f (3, 0) = 9.
Similarly, abs. min. value of f on R is given by f (0, 0) = 0.
. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
y2
Example. The absolute maximum of f (x, y) = 2xy on x2 + 4 18 is
A.
. 22 B. 36 C. 54 D. 18 E. 40
Solution. First we want to determine the interior critical point of f , so
(0, 0) = f (x, y) = (2y, 2x) if and only if (x, y) = (0, 0).
Note that f (0, 0) = 0.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
y2
Example. The absolute maximum of f (x, y) = 2xy on x2 + 4 18 is
A.
. 22 B. 36 C. 54 D. 18 E. 40
Solution. First we want to determine the interior critical point of f , so
(0, 0) = f (x, y) = (2y, 2x) if and only if (x, y) = (0, 0).
Note that f (0, 0) = 0.
Next to check the points on the boundary of the region
y2
R : x2 + 18, which can be parameterized by
4

r(t) = (x(t), y(t)) = (3 2 cos t, 6 2 sin t) where 0 t 2.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
y2
Example. The absolute maximum of f (x, y) = 2xy on x2 + 4 18 is
A.
. 22 B. 36 C. 54 D. 18 E. 40
Solution. First we want to determine the interior critical point of f , so
(0, 0) = f (x, y) = (2y, 2x) if and only if (x, y) = (0, 0).
Note that f (0, 0) = 0.
Next to check the points on the boundary of the region
y2
R : x2 + 18, which can be parameterized by
4

r(t) = (x(t), y(t)) = (3 2 cos t, 6 2 sin t) where 0 t 2.
It follows that

f (r(t)) = 2(3 2 cos t)(6 2 sin t) = 36(2 sin t cos t) = 36 sin(2t),
which has a maximum f (r(/4)) = 36 f (0, 0) = 0 when t = /4.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Prove that the function f (x, y) = (1 + exp y) cos x y exp y
has infinitely many local maxima, but no local minima at all in its
domain.
.
Solution. f (x, y) = ( (1 + ey ) sin x, ey cos x yey ey )
= ( (1 + ey ) sin x, ey (cos x 1 y) ).

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Prove that the function f (x, y) = (1 + exp y) cos x y exp y
has infinitely many local maxima, but no local minima at all in its
domain.
.
Solution. f (x, y) = ( (1 + ey ) sin x, ey cos x yey ey )
= ( (1 + ey ) sin x, ey (cos x 1 y) ).
As e > 0, f (x, y) = (0, 0) if and only if (sin x, cos x 1 y) = (0, 0),
y

i.e.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Prove that the function f (x, y) = (1 + exp y) cos x y exp y
has infinitely many local maxima, but no local minima at all in its
domain.
.
Solution. f (x, y) = ( (1 + ey ) sin x, ey cos x yey ey )
= ( (1 + ey ) sin x, ey (cos x 1 y) ).
As e > 0, f (x, y) = (0, 0) if and only if (sin x, cos x 1 y) = (0, 0),
y

i.e. (x, y) = (n, (1)n 1) for some integer n.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Prove that the function f (x, y) = (1 + exp y) cos x y exp y
has infinitely many local maxima, but no local minima at all in its
domain.
.
Solution. f (x, y) = ( (1 + ey ) sin x, ey cos x yey ey )
= ( (1 + ey ) sin x, ey (cos x 1 y) ).
As e > 0, f (x, y) = (0, 0) if and only if (sin x, cos x 1 y) = (0, 0),
y

i.e. (x, y) = (n, (1)n 1) for some integer n.


A = fxx (x, y) = (1 + ey ) cos x, C = fyy (x, y) = ey (cos x 2 y) )
and B = fxy (x, y) = ey cos x.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Prove that the function f (x, y) = (1 + exp y) cos x y exp y
has infinitely many local maxima, but no local minima at all in its
domain.
.
Solution. f (x, y) = ( (1 + ey ) sin x, ey cos x yey ey )
= ( (1 + ey ) sin x, ey (cos x 1 y) ).
As e > 0, f (x, y) = (0, 0) if and only if (sin x, cos x 1 y) = (0, 0),
y

i.e. (x, y) = (n, (1)n 1) for some integer n.


A = fxx (x, y) = (1 + ey ) cos x, C = fyy (x, y) = ey (cos x 2 y) )
and B = fxy (x, y) = ey cos x.
At (x, y) = (2n, 0), we have A = 2, B = 0, C = 1 and
AC B2 = 2 > 0, hence f (2n, 0) = 2 are all local maxima.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Prove that the function f (x, y) = (1 + exp y) cos x y exp y
has infinitely many local maxima, but no local minima at all in its
domain.
.
Solution. f (x, y) = ( (1 + ey ) sin x, ey cos x yey ey )
= ( (1 + ey ) sin x, ey (cos x 1 y) ).
As e > 0, f (x, y) = (0, 0) if and only if (sin x, cos x 1 y) = (0, 0),
y

i.e. (x, y) = (n, (1)n 1) for some integer n.


A = fxx (x, y) = (1 + ey ) cos x, C = fyy (x, y) = ey (cos x 2 y) )
and B = fxy (x, y) = ey cos x.
At (x, y) = (2n, 0), we have A = 2, B = 0, C = 1 and
AC B2 = 2 > 0, hence f (2n, 0) = 2 are all local maxima.
Moreover, at the points (x, y) = ( (2n + 1), 0), we have
A = 1 + exp(2), B = 0, C = exp(2) and
AC B2 = exp(2) exp(4) > 0, hence f ( (2n + 1), 0) are not
local minima at all.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Prove that the function f (x, y) = (1 + exp y) cos x y exp y
has infinitely many local maxima, but no local minima at all in its
domain.
.
Solution. f (x, y) = ( (1 + ey ) sin x, ey cos x yey ey )
= ( (1 + ey ) sin x, ey (cos x 1 y) ).
As e > 0, f (x, y) = (0, 0) if and only if (sin x, cos x 1 y) = (0, 0),
y

i.e. (x, y) = (n, (1)n 1) for some integer n.


A = fxx (x, y) = (1 + ey ) cos x, C = fyy (x, y) = ey (cos x 2 y) )
and B = fxy (x, y) = ey cos x.
At (x, y) = (2n, 0), we have A = 2, B = 0, C = 1 and
AC B2 = 2 > 0, hence f (2n, 0) = 2 are all local maxima.
Moreover, at the points (x, y) = ( (2n + 1), 0), we have
A = 1 + exp(2), B = 0, C = exp(2) and
AC B2 = exp(2) exp(4) > 0, hence f ( (2n + 1), 0) are not
local minima at all.
Remark. The function g(|M|) = f (/2, |M|) = |M| exp(|M|)
approaches to as |M| +, hence f (x, y) does not have global
minimum. . . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Definition. For any differentiable f and a point P(a, b) in its domain, let

L(x, y) = f (a, b) + fx (a, b)(x a) + fy (a, b)(y b)


= f (a, b) + f (a, b) (x a, y b)

.be the linear approximation of f at the point P(a, b).

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Definition. For any differentiable f and a point P(a, b) in its domain, let

L(x, y) = f (a, b) + fx (a, b)(x a) + fy (a, b)(y b)


= f (a, b) + f (a, b) (x a, y b)

.be the linear approximation of f at the point P(a, b).


Remark. For any fixed P(a, b), the function L(x, y) associated to a
function f at P(a, b) has a graph z = L(x, y) which is the tangent plane.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Definition. For any differentiable f and a point P(a, b) in its domain, let

L(x, y) = f (a, b) + fx (a, b)(x a) + fy (a, b)(y b)


= f (a, b) + f (a, b) (x a, y b)

.be the linear approximation of f at the point P(a, b).


Remark. For any fixed P(a, b), the function L(x, y) associated to a
function f at P(a, b) has a graph z = L(x, y) which is the tangent plane.
.
Example. Approximate the number (3.2 2 2
) + (3.9) using the linear
2 2
.approximation to the function f (x, y) = x + y at (3, 4).
Solution. f (x, y) = ( y
x
, ), and f (3, 4) = (3/5, 4/5),
x2 + y2 x2 +y2

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Definition. For any differentiable f and a point P(a, b) in its domain, let

L(x, y) = f (a, b) + fx (a, b)(x a) + fy (a, b)(y b)


= f (a, b) + f (a, b) (x a, y b)

.be the linear approximation of f at the point P(a, b).


Remark. For any fixed P(a, b), the function L(x, y) associated to a
function f at P(a, b) has a graph z = L(x, y) which is the tangent plane.
.
Example. Approximate the number (3.2 2 2
) + (3.9) using the linear
2 2
.approximation to the function f (x, y) = x + y at (3, 4).
Solution. f (x, y) = ( y
x
, ), and f (3, 4) = (3/5, 4/5),
x2 + y2 x2 +y2
so the linear approximation of f (x, y) at (3, 4) is given by
L(x, y) = f (3, 4) + f (3, 4) (x 3, y 4)

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Definition. For any differentiable f and a point P(a, b) in its domain, let

L(x, y) = f (a, b) + fx (a, b)(x a) + fy (a, b)(y b)


= f (a, b) + f (a, b) (x a, y b)

.be the linear approximation of f at the point P(a, b).


Remark. For any fixed P(a, b), the function L(x, y) associated to a
function f at P(a, b) has a graph z = L(x, y) which is the tangent plane.
.
Example. Approximate the number (3.2 2 2
) + (3.9) using the linear
2 2
.approximation to the function f (x, y) = x + y at (3, 4).
Solution. f (x, y) = ( y
x
, ), and f (3, 4) = (3/5, 4/5),
x2 + y2 x2 +y2
so the linear approximation of f (x, y) at (3, 4) is given by
L(x, y) = f (3, 4) + f (3, 4) (x 3, y 4)
= 5 + 35 (x 3) + 45 (y 4).

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Definition. For any differentiable f and a point P(a, b) in its domain, let

L(x, y) = f (a, b) + fx (a, b)(x a) + fy (a, b)(y b)


= f (a, b) + f (a, b) (x a, y b)

.be the linear approximation of f at the point P(a, b).


Remark. For any fixed P(a, b), the function L(x, y) associated to a
function f at P(a, b) has a graph z = L(x, y) which is the tangent plane.
.
Example. Approximate the number (3.2 2 2
) + (3.9) using the linear
2 2
.approximation to the function f (x, y) = x + y at (3, 4).
Solution. f (x, y) = ( y
x
, ), and f (3, 4) = (3/5, 4/5),
x2 + y2 x2 +y2
so the linear approximation of f (x, y) at (3, 4) is given by
L(x, y) = f (3, 4) + f (3, 4) (x 3, y 4)
= 5 + 35 (x 3) + 45 (y 4).

Then the number (3.2)2 + (3.9)2 can be approximated by
L(3.2, 3.9) = 5 + 35 0.2 45 0.1 = 5 + 25 3
25
2
= 5.04.
. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Definition. In general, if f is a function defined in a domain D in
Rn (n = 2, 3), and P(x0 ) is a point in D, then the linear approximation
of f at P is given by

L(x) = f (x0 ) + f (x0 ) (x x0 ),

= f (x0 )
f f f
+ x 1
(x0 ) (x1 a1 ) + x2 (x0 ) (x2 a2 ) + + xn (x0 ) (xn an ),

. . . . . .

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.
Definition. In general, if f is a function defined in a domain D in
Rn (n = 2, 3), and P(x0 ) is a point in D, then the linear approximation
of f at P is given by

L(x) = f (x0 ) + f (x0 ) (x x0 ),

= f (x0 )
f f f
+ x 1
(x0 ) (x1 a1 ) + x2 (x0 ) (x2 a2 ) + + xn (x0 ) (xn an ),
f f f
where f (x0 ) = ( x (x0 ), x (x0 ), , xn (x0 ) ), x0 = (a1 , , an ),
1 2
and
. x = (x1 , , xn ).
.
Example. The function f (x, y) = 6x2 2x3 + y3 + 3y2 has n critical
points,
. then n = .

Solution. f (x, y) = (12x 6x2 , 3y2 + 6y), f (x, y) = (0, 0) if and


only 0 = 6x(x + 2) and 0 = 2y(y + 2), it follows that
(x, y) = (0, 0), (2, 0), (0, 2), (2, 2) are the critical points of f .
Then n = 4.
. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
The linear approximation of f (x, y) = x y at (1, 4) is
A. 2 + 2x y/4 B. 2 + 2x + y/4 C. 2 2x + y/4 D. 2x + y/4 1
. 2x y/4 1
E.

Solution. f (x, y) = ( y, 2
x
y ), and f (1, 4) = (2, 4 ),
1

hence the linear approximation of f at (1, 4) is given by


L(x, y) = f (1, 4) + f (1, 4) (x 1, y 4)
1
= 2 + 2(x 1) + (y 4)
4
y
= 2x + 1.
4

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Take-Home Quiz 3 (14 minutes)
.
1. Explain the steps to determine the absolute extremum values of

a (differentiable) function z = f (x, y).


.2 State the second derivative test for critical points of z = f (x, y).
. Find the gradient f of the function f (x, y, z) =
3 1
for
3x2 y2 z2
at (1, 1, 1).

f f f
Solution. f = x i + y j + x k = .
4. Determine the minimum of the function f (x, y) = x2 + y2 , where

R = {(x, y) | x2 + y2 + xy 1 }.
Hint: 4x2 + 4y2 + 4xy = (x + 2y)2 + 3x2 . For the boundary of the

region R, let x 3 = cos t, and x + 2y = sin t for 0 t 2,

.
. . . . . .

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.
Chain Rule I
.
If w = f (x, y, z) has continuous first-order partial derivatives and that
r(t) = (g(t), h(t), k(t)) is a differentiable curve in the domain of f , then

. the composite function F(t) = w r(t) = f (g(t), h(t), k(t)) is a


1

differentiable function of t, and

. . . . . .

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.
Chain Rule I
.
If w = f (x, y, z) has continuous first-order partial derivatives and that
r(t) = (g(t), h(t), k(t)) is a differentiable curve in the domain of f , then

1. the composite function F(t) = w r(t) = f (g(t), h(t), k(t)) is a


differentiable function of t, and
2. its derivative is given by

dF w dx w dy w dz
= + + = f (r(t)) r (t).
dt x dt y dt z dt
.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Chain Rule I
.
If w = f (x, y, z) has continuous first-order partial derivatives and that
r(t) = (g(t), h(t), k(t)) is a differentiable curve in the domain of f , then

1. the composite function F(t) = w r(t) = f (g(t), h(t), k(t)) is a


differentiable function of t, and
2. its derivative is given by

dF w dx w dy w dz
= + + = f (r(t)) r (t).
dt x dt y dt z dt
.
z

T P(x, y, z)

3 x

Remark. We omit the proof. . . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Suppose that x(t) = cos t, y(t) = sin t, z(t) = t and
f (x, y, z) = exp(x2 + y2 + z2 ), find the derivative of
g(t) = f (x(t), y(t), z(t))with respect to t in terms of t only.
2 2 2
.A. 2et B. 2et C. 2e1+t D. 2te1+t E. None of the above

. . . . . .

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.
Suppose that x(t) = cos t, y(t) = sin t, z(t) = t and
f (x, y, z) = exp(x2 + y2 + z2 ), find the derivative of
g(t) = f (x(t), y(t), z(t))with respect to t in terms of t only.
2 2 2
.A. 2et B. 2et C. 2e1+t D. 2te1+t E. None of the above
Solution. Plugging the function into x, y, z components, we have
g(t) = f (x(t), y(t), z(t)) = f (sin t, cos t, t) = exp(cos2 t + sin2 t + t2 ) =
exp(1 + t2 ), so g (t) = exp(1 + t2 ) dtd
(1 + t2 ) = 2t exp(1 + t2 ).

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Theorem. Suppose that w = f (x, y, z) is a differentiable function,
where x = x(u, v), y = y(u, v), z = z(u, v), where the coordinate
functions are parameterized by differentiable functions. Then the
composite function w(u, v) = f ( x(u, v), (u, v), (u, v) ) is a
differentiable function in u and v, such that the partial functions are
given by

w w x w y w z
= + + ;
u x u y u z u
w w x w y w z
= + + .
v x v y v z v
.
.
Remark. The formula stated above is very important in the theory of
.surface integral.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Chain Rules of Composite Functions
.
Theorem. Suppose that s = f (x, y, z) is a differentiable function,
where x = x(u, v, w), y = y(u, v, w), z = z(u, v, w) are the
coordinate functions parameterized by differentiable functions in
variables u, v and w. Then the composite function
S(u, v, w) = f ( x(u, v, w), (u, v, w), (u, v, w) ) is differentiable in u, v
and w, such that the partial functions are given by

S S x S y S z
= + + ;
u x u y u z u
S S x S y S z
= + + ;
v x v y v z v
S S x S y S z
= + + .
. w x w y w z w
.
Remark. The formula stated above is very important in the theory of
inverse
. function theory and integration theory.

. . . . . .

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.
Example. (a) Let f (x, y) = (ex+y , exy ). Let r(t) be a path with
r(0) = (0, 0) and r (0) = (1, 1). What is the tangent vector to the
.image of r(t) under f at t = 0?
Solution. Let r(t) = (x(t), y(t)). It follows from the given condition that
x(0) = y(0) = 0, and x (0) = y (0) = 1. By composition, we have
s(t) = (u(t), v(t)) = f r(t) = (ex(t)+y(t) , ex(t)y(t) ). Then it follows
d d
from the chain rule that u(t) = (ex(t)+y(t) )
dt dt
x(t)+y(t) d x(t)+y(t)
=e (x(t) + y(t)) = e (x (t) + y (t)).
dt
du
In particular, |t=0 = e0+0 (1 + 1) = 2, similarly,
dt
dv
|t=0 = e00 (1 1) = 0. Hence the curve s(t) = f r(t) has a
dt
tangent vector s (0) = (2, 0) at t = 0.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Let w = f (x, y), where x = x(r, ) = r cos and
y = y(r, ) = r sin . Consider the composite function
w = f (r cos , r sin ) as a function of variables r and .
Express w w w 2 w 2 w
x , y and ( x ) + ( y ) in terms of r and .
w
.
Solution. It follows from previous problem that
1 w
r = sin fx (r cos , r sin ) cos fy (r cos , r sin ), and
w
r = cos fx (r cos , r sin ) + sin fy (r cos , r sin ).
Now think of a system of linear equations in unknown fx and fy :
{
w
r = sin fx cos fy , (1)
wr = cos fx + sin fy . (2)
Eliminate fy from (1) and (2) by considering sin (1) + cos (2),
so
sin wr + cos wr = sin2 fx + cos2 fx = fx .
Eliminate fx from (1) and (2) by considering
cos (1) + sin (2), so
cos wr + sin wr = cos2 fy + sin2 fy = fy , and
( )2 ( )2
fx2 + fy2 = sin wr + cos wr + cos wr + sin wr
( ) . . . . . .
w2 w2 I.T. Leong
= (sin2 + cos2 ) + w2 Prepared
= by Dr.+ w2 . for Tutorial 3-4 of Matb 210
.
Suppose that z = f (x, y) is a function defined in a domain D, and
P(a, b) is a point in D. Recall that the partial derivatives
f (a + h, b) f (a, b)
fx (a, b) = lim , and
h0 h
f (a, b + k) f (a, b)
fy (a, b) = lim .
k0 k
The
. limits are taken along the coordinate axes.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Definition (Directional derivative) The resulting derivative g (0) is
called the directional derivative Du f of f along the direction u, and
hence we write Du f = f u to represent the rate of the change of f
in
. the unit direction u.
Remark. In general, if f = f (x1 , , xn ) is a function of n variables,
one define
f f
(i) the gradient of f to be f = ( x , , xn ), and
1
(ii) the directional derivative Du f by Du f = f u.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Find the directional derivative of f (x, y) = tan(x + 2y) at the
point
. (0, /6) in the direction of (3, 4).
(3, 4) 3 4
Solution. The unit direction vector is u = = ( , ).
33 + 42 5 5
(x + 2y) i + 2j
Moreover, f (x, y) = = , so
cos2 (x + 2y) cos2 (x + 2y)
f (0, /6) = 4(i + 2j). Hence
3 8 12 + 32
Du f (0, /6) = f (0, /6) u = ( ) 4 + ( ) 4 = = 4.
5 5 5
Remark. The direction vector u should be of unit length, i.e. u = 1.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Proposition. The greatest rate of change of a scalar function f , i.e.,
the maximum directional derivative, takes place in the direction of,
and
. has the magnitude of, the vector f .

Proof. For any direction v, the directional derivative of f along the


direction v at a point P in the domain of f , is given by
Dv (P) := f (P), vv = f cos , where is the angle between
the vectors f (P) and v. Hence Dv (P) attains maximum (minimum)
value if and only if cos = 1 (1), if and only if f (P) ( f (P) ) is
parallel to v. In this case, we have Dv (P) = f ( f ).

. . . . . .

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.
Example. (a) Find the directional derivative of f (x, y, z) = 2x3 y 3y2 z
at P(1, 2, 1) in a direction v = 2i 3j + 6k.
(b) In what direction from P is the directional derivative a maximum?
(c)
. What is the magnitude of the maximum directional derivative?
Solution.
(a) f (P) = 6x2 yi + (2x3 6yz)j 3y2 k|(1,2,1) = 12i + 14j 12k at
P. Then the directional derivative of f along the direction v is
2i3j+6k
given by Dv f = f vv = 12i + 14j 12k, 2 2 2 = 90 7 .
2 +3 +6
(b) Dv f (P) is maximum(minimum) v (v) is parallel to
f (P) = 12i + 14j 12k.
(c) The maximum magnitude of Dv f (P) is given by
f (P)
=
2
f (P)
f f (P)
= f (P) = 12i + 14j 12k =
f (P)
144 + 196 + 144 = 22.

. . . . . .

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.
Example. The temperature in the vicinity of a polar bear is given by
T (x, y, z) = ex + e2y + e3z . If it is at (1, 1, 1), in what direction should
the
. bear proceed in order to cool fastest?
Solution.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. The temperature in the vicinity of a polar bear is given by
T (x, y, z) = ex + e2y + e3z . If it is at (1, 1, 1), in what direction should
the
. bear proceed in order to cool fastest?
Solution. In order to cool the fastest, the bear should proceed in the
direction in which T is decreasing the fastest; that is, in the direction
T (1, 1, 1). As
T (x, y, z) = T T T x
x i + y j + z k = (e , 2e
2y , 3e3x ). Thus the

required direction is T (1, 1, 1) = (1/e, 2/e2 , 3e3 ).

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. The temperature in the vicinity of a polar bear is given by
T (x, y, z) = ex + e2y + e3z . If it is at (1, 1, 1), in what direction should
the
. bear proceed in order to cool fastest?
Solution. In order to cool the fastest, the bear should proceed in the
direction in which T is decreasing the fastest; that is, in the direction
T (1, 1, 1). As
T (x, y, z) = T T T x
x i + y j + z k = (e , 2e
2y , 3e3x ). Thus the

required direction is T (1, 1, 1) = (1/e, 2/e2 , 3e3 ).


.
Example. Let u = f (x, y, z) = ex sin(xy). In what direction from
2

.(1, , 0) should one proceed to increase f most rapidly?


Solution.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. The temperature in the vicinity of a polar bear is given by
T (x, y, z) = ex + e2y + e3z . If it is at (1, 1, 1), in what direction should
the
. bear proceed in order to cool fastest?
Solution. In order to cool the fastest, the bear should proceed in the
direction in which T is decreasing the fastest; that is, in the direction
T (1, 1, 1). As
T (x, y, z) = T T T x
x i + y j + z k = (e , 2e
2y , 3e3x ). Thus the

required direction is T (1, 1, 1) = (1/e, 2/e2 , 3e3 ).


.
Example. Let u = f (x, y, z) = ex sin(xy). In what direction from
2

.(1, , 0) should one proceed to increase f most rapidly?


u u u
Solution. f (x, y, z) =x i + y j + x k =
y cos(xy)ez i + x cos(xy)ez j 2z sin(xy)ez k,
2 2 2
and hence
f (1, , 0) = (, 1, 0). So the required direction is the one given
by (, 1, 0).

. . . . . .

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.
Example. Find the rate of change of f (x, y) = 2x3 xy + xy2 at (2, 3)
in the direction of 3i 4j.
.A. 5 B. 10 C. 50 D. None of the above.
Solution.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Find the rate of change of f (x, y) = 2x3 xy + xy2 at (2, 3)
in the direction of 3i 4j.
.A. 5 B. 10 C. 50 D. None of the above.
3i4j
Solution. Take u = 3i4j
= 3i/5 4j/5 = (3/5, 4/5). And
f (x, y) =(6x y + y , x + 2xy). Then the directional derivative
2 2

Du f (2, 3) = f (2, 3) u = 10. Hence the correct answer is B.

. . . . . .

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.
Proposition. Let f (x, y, z) be a differentiable function defined in R3 ,
and S : f (x, y, z) = c be a level surface for some constant c, i.e.
S = { (x, y, z) | f (x, y, z) = c }. Suppose that P(a, b, c) be a point on S
such that the gradient vector f (a, b, c) of f at point P(a, b, c) is not
zero, then the equation of the tangent plane of S at P is given by
< f (a, b, c), (x a, y b, z c) >= 0, i.e.
. fx (a, b, c)(x a) + fy (a, b, c)(y b) + fz (a, b, c)(z c) = 0.

.
Remark. For any given level surface S defined by a scalar function f ,
the tangent plane of S at any P of S is spanned by the tangent vector
of the curve contained in S. The result above tells us that the normal
direction to the tangent plane of S at any point P of S is parallel to
.f (P). . . . . . .

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.
Example. Let n be the number points on the level surface (ellipsoid)
f (x, y, z) = x2 + 2y2 + 4z2 + xy + 3yz = 1 at which the tangent plane is
parallel to the xz-plane. Then n =
.A. 0 B. 1 C. 2 D. None of the above.
Solution.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Let n be the number points on the level surface (ellipsoid)
f (x, y, z) = x2 + 2y2 + 4z2 + xy + 3yz = 1 at which the tangent plane is
parallel to the xz-plane. Then n =
.A. 0 B. 1 C. 2 D. None of the above.
Solution. We first evaluate the gradient of f , then
f (x, y, z) = ( 2x + y, 4y + x + 3z, 8z + 3y ).

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Let n be the number points on the level surface (ellipsoid)
f (x, y, z) = x2 + 2y2 + 4z2 + xy + 3yz = 1 at which the tangent plane is
parallel to the xz-plane. Then n =
.A. 0 B. 1 C. 2 D. None of the above.
Solution. We first evaluate the gradient of f , then
f (x, y, z) = ( 2x + y, 4y + x + 3z, 8z + 3y ).
If the tangent plane of level surface given by f (x, y, z) = 1 is parallel to
the xz-plane, then f is parallel to (0, 1, 0).

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Let n be the number points on the level surface (ellipsoid)
f (x, y, z) = x2 + 2y2 + 4z2 + xy + 3yz = 1 at which the tangent plane is
parallel to the xz-plane. Then n =
.A. 0 B. 1 C. 2 D. None of the above.
Solution. We first evaluate the gradient of f , then
f (x, y, z) = ( 2x + y, 4y + x + 3z, 8z + 3y ).
If the tangent plane of level surface given by f (x, y, z) = 1 is parallel to
the xz-plane, then f is parallel to (0, 1, 0). In particular, we have
(x, y, z) must satisfies y = 2x, 3y = 8z and the defining equation
x2 + 2y2 + 4z2 + xy + 3yz = 1.

. . . . . .

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.
Example. Let n be the number points on the level surface (ellipsoid)
f (x, y, z) = x2 + 2y2 + 4z2 + xy + 3yz = 1 at which the tangent plane is
parallel to the xz-plane. Then n =
.A. 0 B. 1 C. 2 D. None of the above.
Solution. We first evaluate the gradient of f , then
f (x, y, z) = ( 2x + y, 4y + x + 3z, 8z + 3y ).
If the tangent plane of level surface given by f (x, y, z) = 1 is parallel to
the xz-plane, then f is parallel to (0, 1, 0). In particular, we have
(x, y, z) must satisfies y = 2x, 3y = 8z and the defining equation
x2 + 2y2 + 4z2 + xy + 3yz = 1. After multiplying the last equation by
16, we have 32 = 4(2x)2 + 32y2 + (8z)2 + 8(2x)y + 24 (y)(8z)
= 4y2 + 32y2 + (3y)2 + 8y2 + 72y2 = 125y2 . So y = 32/125, from
these we know the corresponding x and y coordinates.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Let n be the number points on the level surface (ellipsoid)
f (x, y, z) = x2 + 2y2 + 4z2 + xy + 3yz = 1 at which the tangent plane is
parallel to the xz-plane. Then n =
.A. 0 B. 1 C. 2 D. None of the above.
Solution. We first evaluate the gradient of f , then
f (x, y, z) = ( 2x + y, 4y + x + 3z, 8z + 3y ).
If the tangent plane of level surface given by f (x, y, z) = 1 is parallel to
the xz-plane, then f is parallel to (0, 1, 0). In particular, we have
(x, y, z) must satisfies y = 2x, 3y = 8z and the defining equation
x2 + 2y2 + 4z2 + xy + 3yz = 1. After multiplying the last equation by
16, we have 32 = 4(2x)2 + 32y2 + (8z)2 + 8(2x)y + 24 (y)(8z)
= 4y2 + 32y2 + (3y)2 + 8y2 + 72y2 = 125y2 . So y = 32/125, from
these we know the corresponding x and y coordinates.
In particular, there are only two points on the level surface satisfying
the required condition.

. . . . . .

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.
Example. Show that the surface S : x2 2yz + y3 = 4 is perpendicular
to any member of the family of surfaces Sa : x2 + 1 = (2 4a)y2 + az2
. the point of intersection P(1, 1, 2).
at

Solution.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Show that the surface S : x2 2yz + y3 = 4 is perpendicular
to any member of the family of surfaces Sa : x2 + 1 = (2 4a)y2 + az2
. the point of intersection P(1, 1, 2).
at

Solution. Let the defining equations of level surfaces S, Sa be


F(x, y, z) = x2 2yz + y3 4 = 0 and
G(x, y, z) = x2 + 1 (2 4a)y2 az2 = 0. Then
F(x, y, z) = 2xi + (3y2 2z)j 2yk, and
G(x, y, z) = 2xi 2(2 4a)yj 2azk.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Show that the surface S : x2 2yz + y3 = 4 is perpendicular
to any member of the family of surfaces Sa : x2 + 1 = (2 4a)y2 + az2
. the point of intersection P(1, 1, 2).
at

Solution. Let the defining equations of level surfaces S, Sa be


F(x, y, z) = x2 2yz + y3 4 = 0 and
G(x, y, z) = x2 + 1 (2 4a)y2 az2 = 0. Then
F(x, y, z) = 2xi + (3y2 2z)j 2yk, and
G(x, y, z) = 2xi 2(2 4a)yj 2azk.
Thus, the normals to the two surfaces at P(1, 1, 2) are given by
N1 = 2i j + 2k, N2 = 2i + 2(2 4a)j 4ak.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Show that the surface S : x2 2yz + y3 = 4 is perpendicular
to any member of the family of surfaces Sa : x2 + 1 = (2 4a)y2 + az2
. the point of intersection P(1, 1, 2).
at

Solution. Let the defining equations of level surfaces S, Sa be


F(x, y, z) = x2 2yz + y3 4 = 0 and
G(x, y, z) = x2 + 1 (2 4a)y2 az2 = 0. Then
F(x, y, z) = 2xi + (3y2 2z)j 2yk, and
G(x, y, z) = 2xi 2(2 4a)yj 2azk.
Thus, the normals to the two surfaces at P(1, 1, 2) are given by
N1 = 2i j + 2k, N2 = 2i + 2(2 4a)j 4ak.
Since N1 N2 = (2)(2) 2(2 4a) (2)(4a) = 0, it follows that N1
and N2 are perpendicular for all a, and so the required result follows.

. . . . . .

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.
Let f (x, y) be a differentiable function defined on xy-plane. For any
real number k, recall the level level of f for k is given by the set
{ (x, y) | f (x, y) = k }. When the value k changes, the level curve
changes
. gradually.

. . . . . .

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.
Let f (x, y) be a differentiable function defined on xy-plane. For any
real number k, recall the level level of f for k is given by the set
{ (x, y) | f (x, y) = k }. When the value k changes, the level curve
changes
. gradually.
.
Let f (x, y) = x2 7xy + 2y2 defined on
xy-plane. The blue curves represent the level
curves Ck : f (x, y) = k of various values c. And
the red arrows represent the gradient vector
field f (a, b) = ( fx (a, b), fy (a, b) ) which is
normal to the tangent vector to level curve Ca
. P(a, b) of various values k.
at

. . . . . .

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.
Proposition. Let Ck : f (x, y) = k be a fixed level curve with a point
P(a, b) in C k. If f (a, b) = (0, 0), then the equation of the tangent
line of Ck at P is given by f (a, b) (x a, y b) = 0, i.e.
.fx (a, b)(x a) + fy (a, b)(y b) = 0.

. . . . . .

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.
Proposition. Let Ck : f (x, y) = k be a fixed level curve with a point
P(a, b) in C k. If f (a, b) = (0, 0), then the equation of the tangent
line of Ck at P is given by f (a, b) (x a, y b) = 0, i.e.
.fx (a, b)(x a) + fy (a, b)(y b) = 0.
.
Example. Let n be the number of points in the level curve
C : 3x2 4y2 = 1 at which the the normal vector of C is
perpendicular to the vector 4i + 3j. Then n =
A.
. 2 B. 1 C. 0 D. None of the above.
Solution.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Proposition. Let Ck : f (x, y) = k be a fixed level curve with a point
P(a, b) in C k. If f (a, b) = (0, 0), then the equation of the tangent
line of Ck at P is given by f (a, b) (x a, y b) = 0, i.e.
.fx (a, b)(x a) + fy (a, b)(y b) = 0.
.
Example. Let n be the number of points in the level curve
C : 3x2 4y2 = 1 at which the the normal vector of C is
perpendicular to the vector 4i + 3j. Then n =
A.
. 2 B. 1 C. 0 D. None of the above.
Solution. (3x2 4y2 ) = (6x, 8y). Then f 4i + 3j if and only if
24x 24y = 0 i.e. x = y. Then 1 = 3x2 4x2 = x2 . Hence there
are only two points, namely (1, 1) and (1, 1), lying on the given
curve satisfying the condition.

. . . . . .

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.
Implicit Function Theorem II.
If the level surface (or implicit function) S : F(x, y, z) = c defines an
explicit function z = z(x, y), and P S.
z Fx z Fy
If Fz (P) = 0, then = and = .
. x F z y Fz

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Implicit Function Theorem II.
If the level surface (or implicit function) S : F(x, y, z) = c defines an
explicit function z = z(x, y), and P S.
z Fx z Fy
If Fz (P) = 0, then = and = .
. x F z y Fz
.
Remark. In fact, Implicit Function Theorem tells us more. If
fz (a, b, c) = 0, then there exists a function z = g(x, y) defined on a
small ball B(Q, ) of Q(a, b) in xy-plane such that all the points on the
level surface S : f (x, y, z) = f (a, b, c) is given by the graph of f , i.e.
f (x, g(x, y)) = f (a, b, c). In other words, the level surface locally looks
like a deformed sheet of xy-plane.

.
. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Implicit Function Theorem II.
If the level surface (or implicit function) S : F(x, y, z) = c defines an
explicit function z = z(x, y), and P S.
z Fx z Fy
If Fz (P) = 0, then = and = .
. x F z y Fz
.
Remark. In fact, Implicit Function Theorem tells us more. If
fz (a, b, c) = 0, then there exists a function z = g(x, y) defined on a
small ball B(Q, ) of Q(a, b) in xy-plane such that all the points on the
level surface S : f (x, y, z) = f (a, b, c) is given by the graph of f , i.e.
f (x, g(x, y)) = f (a, b, c). In other words, the level surface locally looks
like a deformed sheet of xy-plane. More generally, if f (a, b, c) is not
a zero vector, then one can choose a right projection, so that locally
the level surface S is a graph given by a differentiable function of 2
variables. In particular, it is locally a smooth surface with a tangent
plane. This is why level surface can be thought as an implicit function,
in which one can use it to define an implicit function in which one of
.the variable is expressed in terms of the other 2 variables.
. . . . . .

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.
Example. Let z(x, y) be defined by means of an implicit function
z 2x z 3xz2y
x2 + y2 + z2 = 3xyz. Prove that x = 3yz
2z3xy , and y = 2z3xy .
.
Proof. Replace the variable z in the implicit function by an explicit
function z = z(x, y), so we have x2 + y2 + (z(x, y))2 = 3xy z(x, y)
in a neighborhood of the point (x, y) = (a, b) of the domain z = z(x, y).

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Let z(x, y) be defined by means of an implicit function
z 2x z 3xz2y
x2 + y2 + z2 = 3xyz. Prove that x = 3yz
2z3xy , and y = 2z3xy .
.
Proof. Replace the variable z in the implicit function by an explicit
function z = z(x, y), so we have x2 + y2 + (z(x, y))2 = 3xy z(x, y)
in a neighborhood of the point (x, y) = (a, b) of the domain z = z(x, y).
Differentiate the identity with respect to the independent variables x
and y respectively, so that we have
z z
2x + 2z(x, y) x = 3y z(x, y) + 3xy x ,

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Let z(x, y) be defined by means of an implicit function
z 2x z 3xz2y
x2 + y2 + z2 = 3xyz. Prove that x = 3yz
2z3xy , and y = 2z3xy .
.
Proof. Replace the variable z in the implicit function by an explicit
function z = z(x, y), so we have x2 + y2 + (z(x, y))2 = 3xy z(x, y)
in a neighborhood of the point (x, y) = (a, b) of the domain z = z(x, y).
Differentiate the identity with respect to the independent variables x
and y respectively, so that we have
z z
2x + 2z(x, y) x = 3y z(x, y) + 3xy x ,
z
then we can collect the term x , so
z z 3yz(x,y)2x
x (2z(x, y) 3xy) = 3yz(x, y) 2x, i.e. x = 2z(x,y)3xy
.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Let z(x, y) be defined by means of an implicit function
z 2x z 3xz2y
x2 + y2 + z2 = 3xyz. Prove that x = 3yz
2z3xy , and y = 2z3xy .
.
Proof. Replace the variable z in the implicit function by an explicit
function z = z(x, y), so we have x2 + y2 + (z(x, y))2 = 3xy z(x, y)
in a neighborhood of the point (x, y) = (a, b) of the domain z = z(x, y).
Differentiate the identity with respect to the independent variables x
and y respectively, so that we have
z z
2x + 2z(x, y) x = 3y z(x, y) + 3xy x ,
z
then we can collect the term x , so
z z (x,y)2x
x (2z(x, y) 3xy) = 3yz(x, y) 2x, i.e. x = 3yz
2z(x,y)3xy
.
Remark. We usually ignore the dependent of z with respect to x and
z
y, because it is clear that x means that z is a function of on x and the
remaining independent variables.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Let z(x, y) be defined by means of an implicit function
z 2x z 3xz2y
x2 + y2 + z2 = 3xyz. Prove that x = 3yz
2z3xy , and y = 2z3xy .
.
Proof. Replace the variable z in the implicit function by an explicit
function z = z(x, y), so we have x2 + y2 + (z(x, y))2 = 3xy z(x, y)
in a neighborhood of the point (x, y) = (a, b) of the domain z = z(x, y).
Differentiate the identity with respect to the independent variables x
and y respectively, so that we have
z z
2x + 2z(x, y) x = 3y z(x, y) + 3xy x ,
z
then we can collect the term x , so
z z (x,y)2x
x (2z(x, y) 3xy) = 3yz(x, y) 2x, i.e. x = 3yz
2z(x,y)3xy
.
Remark. We usually ignore the dependent of z with respect to x and
z
y, because it is clear that x means that z is a function of on x and the
remaining independent variables.
z
We skip the details for y .

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Determine the extremum of the function z = z(x, y) defined
implicitly
. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

Solution. Define F(x, y, z) = 3x2 + 2y2 + z2 + 8yz z + 8, so the


function z = z(x, y) is in fact the graph of the level surface S
associated to the equation F(x, y, z) = 0, or sometimes we just denote
it by S : F(x, y, z) = 0.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Determine the extremum of the function z = z(x, y) defined
implicitly
. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

Solution. Define F(x, y, z) = 3x2 + 2y2 + z2 + 8yz z + 8, so the


function z = z(x, y) is in fact the graph of the level surface S
associated to the equation F(x, y, z) = 0, or sometimes we just denote
it by S : F(x, y, z) = 0. It follows that F(x, y, z(x, y)) = 0, for all (x, y) in
the (unspecified) domain of z(x, y), in fact we just think of the equality
as an identity in x and y.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Determine the extremum of the function z = z(x, y) defined
implicitly
. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

Solution. Define F(x, y, z) = 3x2 + 2y2 + z2 + 8yz z + 8, so the


function z = z(x, y) is in fact the graph of the level surface S
associated to the equation F(x, y, z) = 0, or sometimes we just denote
it by S : F(x, y, z) = 0. It follows that F(x, y, z(x, y)) = 0, for all (x, y) in
the (unspecified) domain of z(x, y), in fact we just think of the equality
as an identity in x and y. So differentiate with respect to x and y
respectively by means of chain rule, we have
F x F z z
0= (0) = ( F(x, y, z(x, y)) ) = + = Fx + Fz , so
x x x x z x x
z Fx (x, y, z(x, y)) Fx
one has (x, y) = = and
x Fz (x, y, z(x, y)) Fz
z Fy (x, y, z(x, y)) Fy
(x, y) = = . One should notice that the
y Fz (x, y, z(x, y)) Fz
assumption Fz = 0 for all (x, y) in the domain of z = z(x, y) is
necessary, which one can obtain explicitly if Fz is known.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Determine the extremum of the function z = z(x, y) defined
implicitly
. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

Solution. Let F(x, y, z) = 3x2 + 2y2 + z2 + 8yz z + 8.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Determine the extremum of the function z = z(x, y) defined
implicitly
. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

Solution. Let F(x, y, z) = 3x2 + 2y2 + z2 + 8yz z + 8. so


z Fx 6x z Fy 4y + 8z
= = , and = = .
x Fz 2z + 8y 1 y Fz 2z + 8y 1

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Determine the extremum of the function z = z(x, y) defined
implicitly
. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

Solution. Let F(x, y, z) = 3x2 + 2y2 + z2 + 8yz z + 8. so


z Fx 6x z Fy 4y + 8z
= = , and = = . To
x Fz 2z + 8y 1 y Fz 2z + 8y 1
locate the extremum value of z = z(x, y), one need its two partial
derivatives zx and zy vanish, i.e.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Determine the extremum of the function z = z(x, y) defined
implicitly
. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

Solution. Let F(x, y, z) = 3x2 + 2y2 + z2 + 8yz z + 8. so


z Fx 6x z Fy 4y + 8z
= = , and = = . To
x Fz 2z + 8y 1 y Fz 2z + 8y 1
locate the extremum value of z = z(x, y), one need its two partial
derivatives zx and zy vanish, i.e. (6x, 4y + 8z) = (0, 0) where (x, y, z)
is a point of the level surface S : F(x, y, z) = 0. Hence, x = 0, and
y = 2z.

. . . . . .

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.
Example. Determine the extremum of the function z = z(x, y) defined
implicitly
. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

Solution. Let F(x, y, z) = 3x2 + 2y2 + z2 + 8yz z + 8. so


z Fx 6x z Fy 4y + 8z
= = , and = = . To
x Fz 2z + 8y 1 y Fz 2z + 8y 1
locate the extremum value of z = z(x, y), one need its two partial
derivatives zx and zy vanish, i.e. (6x, 4y + 8z) = (0, 0) where (x, y, z)
is a point of the level surface S : F(x, y, z) = 0. Hence, x = 0, and
y = 2z. Then 0 = F(0, 2z, z) = 2(2z)2 + z2 + 8(2z)z z + 8 =
7z2 z + 8 = (7z + 8)(z 1)

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Determine the extremum of the function z = z(x, y) defined
implicitly
. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

Solution. Let F(x, y, z) = 3x2 + 2y2 + z2 + 8yz z + 8. so


z Fx 6x z Fy 4y + 8z
= = , and = = . To
x Fz 2z + 8y 1 y Fz 2z + 8y 1
locate the extremum value of z = z(x, y), one need its two partial
derivatives zx and zy vanish, i.e. (6x, 4y + 8z) = (0, 0) where (x, y, z)
is a point of the level surface S : F(x, y, z) = 0. Hence, x = 0, and
y = 2z. Then 0 = F(0, 2z, z) = 2(2z)2 + z2 + 8(2z)z z + 8 =
7z2 z + 8 = (7z + 8)(z 1) so z = 1 or 87 . Hence P(0, 2, 1) or
Q(0, 167 , 7 ) are the only critical point of the function z = z(x, y),
8

however, z = z(x, y) is not explicitly determined yet. One can


determine use the quadratic formula to express z in terms of x and y,
and then one can see that zmax = 1 and zmin = 87 .
Remark. In the last part, we skip some details, but the gap can be
filled in after we learn the second derivative test.

. . . . . .

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.
2
Example. Find second order partial derivative yx z(x, y) of the
function z = z(x, y) defined implicitly by the equation
. + 2y + z + 8yz z + 8 = 0.
3x2 2 2

Solution. We follow the notation of the previous problem. In the last


z 6x z 4y + 8z
problem, we have = , and = . So
x (2z + 8y 1 y
) 2z + 8y 1
zx 6x
we have zxy = = =
y y (2z + 8y 1)2
6x 6x
(2z + 8y 1) = (2zx + 8) =
(2z + 8y 1) 2 y (2z + 8y 1)2
6x 12x
(8 ).
(2z + 8y 1) 2 2z + 8y 1

. . . . . .

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.
If the plane : lx + my + nz = p and the quadric surface
S : Ax2 + By2 + Cz2 = 1 are tangent to each other, determine the
relationship
. among the coefficients.
2 2 2
Solution. The necessary and sufficient condition is lA + mB + nC = p2 .
Note that both surfaces and S are level surfaces defined by
functions f (x, y, z) = lx + my + nz and g(x, y, z) = Ax2 + By2 + Cz2 At
the common point P(x, y, z) (if exists) of two surfaces, both surfaces
will be tangent to each other, i.e. they have the same normal vectors,
hence f (x, y, z) = (l, m, n) and g(x, y, z) = (2xA, 2yB, 2zC) are
parallel, so (xA, yB, zC) = (l, m, n) for some non-zero , i.e.
(x, y, z) = ( Al , m n
B , C ). As the coordinates of the common
( point )
2 2 n2
P(x, y, z) satisfy both defining equations, so p = lA + mB + C and
( 2 2
) ( )
n2 2 l2 + m2 + n2 = p, i.e.
1 = 2 A Al 2 + B m 2 + C 2 = A B C
( B2 C
)
l m2 n2 l2 m2 n2
p = p p = p
2
+ + = + + .
A B C A B C

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
If the plane : lx + my + nz = p and the quadric surface
S : Ax2 + By2 + Cz2 = 1 are tangent to each other, determine the
relationship
. among the coefficients.
2 2 2
Solution. The necessary and sufficient condition is lA + mB + nC = p2 .
On the other hand, suppose that the coefficients satisfy the equation,
l m n
let P(x0 , y0 , z0 ) = P( Ap , pB , Cp ), then
2 ( )
l m2 n2 1 l2 m2 n2 p2
lx0 + my0 + nz0 = + + = + + = = p,
Ap pB Cp p A B C p
2 2 2
i.e. P lies on . And Ax20 + By20 + Cz20 = A Al2 p2 + B pm n
2 B2 + C C2 p2 =
(2 2 2
) 2
1
p2 A
l
+ mB + nC = pp2 = 1, i.e. P lies on S too. So P lies on the
intersection of surfaces S and T. One then check g = 2p f , and so
these are tangent to each at P.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Example. Suppose that the variables P, V and T satisfy the equation
of famous ideal gas law: PV = nRT, where n and R are constants
independent of P, V and T. If P = P(V, T ), V = V (P, T ), and
T = T (P, V ) are implicit functions defined by means of the level
surface S : PV = nRT.
(i) Evaluate the partial derivatives:
P T V
(T, V ), (P, V ) and (P, V ).
T V P
P T V
(ii) Simplify .
. T V P

nRT P nR
Solution. (i) As P = V , so (T, V ) = . Similarly T = PV
nR , and
T V
T P V nRT
hence
V
(P, V ) =
nR
. And V = nRTP , so P (P, V ) = P2 .
P T V nR P nRT nRT
(ii) = . 2 = = 1.
T V P V nR P PV

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210


.
Quiz 4 (14 minutes)
.
1. State the chain rule for the composite function of continuously

differentiable function f (x, y, z) and a differentiable curve


r(t) = (x(t), y(t), z(t)) in space.
2. Suppose that x = r cos , y = r sin , and let z = f (x, y) be a twice

continuously differentiable function. Define


g(r, ) = f (r cos , , r sin ). Express the partial derivatives:
g
(i) g (r, ) = = , and

2 g
(ii) = ,
2
i.e. g in terms of the partial derivatives of f .
. Find the directional derivative Du f =
3 of

f (x, y, z) = x2 + y2 z2 at the point P(1, 1, 1) along the unit
direction u parallel to (1, 1, 1).
.

. . . . . .

Prepared by Dr. I.T. Leong for Tutorial 3-4 of Matb 210