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1. First Order Partial Derivatives;

. . . . . .

.

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

.

1. First Order Partial Derivatives;

. . . . . .

.

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

.

1. First Order Partial Derivatives;

. Linear Approximation

3

. . . . . .

.

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

.

1. First Order Partial Derivatives;

3. Linear Approximation

4. Chain Rule of Partial Differentiation

. . . . . .

.

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

.

1. First Order Partial Derivatives;

3. Linear Approximation

4. Chain Rule of Partial Differentiation

5

. . . . . .

.

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

.

1. First Order Partial Derivatives;

3. Linear Approximation

4. Chain Rule of Partial Differentiation

6. Maximum and Minimum;

. . . . . .

.

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

.

1. First Order Partial Derivatives;

3. Linear Approximation

4. Chain Rule of Partial Differentiation

6. Maximum and Minimum;

7

. . . . . .

.

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

.

1. First Order Partial Derivatives;

3. Linear Approximation

4. Chain Rule of Partial Differentiation

6. Maximum and Minimum;

8. Directional Derivative;

. . . . . .

.

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

.

1. First Order Partial Derivatives;

3. Linear Approximation

4. Chain Rule of Partial Differentiation

6. Maximum and Minimum;

8. Directional Derivative;

. Application of Gradient;

9

. . . . . .

.

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

.

1. First Order Partial Derivatives;

3. Linear Approximation

4. Chain Rule of Partial Differentiation

6. Maximum and Minimum;

8. Directional Derivative;

9. Application of Gradient;

. Weekly Quiz.

10

.

. . . . . .

.

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.

. . . . . .

.

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.

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

. . . . . .

.

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.

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

Hence uxx + uyy = ex sin y ex sin y = 0.

. . . . . .

.

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.

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!)

. . . . . .

.

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.

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!)

. . . . . .

.

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.

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!)

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

. . . . . .

.

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.

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!)

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

Hence, vxx + vyy = ex cos y ex cos y = 0.

. . . . . .

.

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

. . . . . .

.

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

. . . . . .

.

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

. . . . . .

.

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

. . . . . .

.

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).

. . . . . .

.

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

. . . . . .

Remarks of determining the max/min values of f .

1. In general, we need some conditions to ensure that the

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

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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) ).

. . . . . .

.

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.

. . . . . .

.

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

. . . . . .

.

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

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.

. . . . . .

.

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

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.

. . . . . .

.

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

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.

. . . . . .

.

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

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. . . . . . .

.

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

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

. . . . . .

.

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

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

. . . . . .

.

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

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

. . . . . .

.

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

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

. . . . . .

.

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

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

. . . . . .

.

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

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

. . . . . .

.

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

= f (x0 )

f f f

+ x 1

(x0 ) (x1 a1 ) + x2 (x0 ) (x2 a2 ) + + xn (x0 ) (xn an ),

. . . . . .

.

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

= 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 = .

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.

. . . . . .

.

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

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

. . . . . .

.

Take-Home Quiz 3 (14 minutes)

.

1. Explain the steps to determine the absolute extremum values of

.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

.

. . . . . .

.

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

. . . . . .

.

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

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

.

. . . . . .

.

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

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

.

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

. . . . . .

.

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 ).

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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 .

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 ).

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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

. . . . . .

.

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

.

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

2

Solution.

. . . . . .

.

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

.

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

2

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).

. . . . . .

.

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.

. . . . . .

.

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

. . . . . .

.

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). . . . . . .

.

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.

. . . . . .

.

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 ).

. . . . . .

.

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).

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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

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.

. . . . . .

.

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

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.

. . . . . .

.

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

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.

. . . . . .

.

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) 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

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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.

. . . . . .

.

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

. . . . . .

.

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.

.

. . . . . .

.

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.

. . . . . .

.

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).

. . . . . .

.

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 ,

. . . . . .

.

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

.

. . . . . .

.

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.

. . . . . .

.

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 .

. . . . . .

.

Example. Determine the extremum of the function z = z(x, y) defined

implicitly

. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

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.

. . . . . .

.

Example. Determine the extremum of the function z = z(x, y) defined

implicitly

. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

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.

. . . . . .

.

Example. Determine the extremum of the function z = z(x, y) defined

implicitly

. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

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.

. . . . . .

.

Example. Determine the extremum of the function z = z(x, y) defined

implicitly

. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

. . . . . .

.

Example. Determine the extremum of the function z = z(x, y) defined

implicitly

. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

z Fx 6x z Fy 4y + 8z

= = , and = = .

x Fz 2z + 8y 1 y Fz 2z + 8y 1

. . . . . .

.

Example. Determine the extremum of the function z = z(x, y) defined

implicitly

. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

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.

. . . . . .

.

Example. Determine the extremum of the function z = z(x, y) defined

implicitly

. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

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.

. . . . . .

.

Example. Determine the extremum of the function z = z(x, y) defined

implicitly

. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

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)

. . . . . .

.

Example. Determine the extremum of the function z = z(x, y) defined

implicitly

. by the equation 3x2 + 2y2 + z2 + 8yz z + 8 = 0.

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

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.

. . . . . .

.

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

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

. . . . . .

.

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

. . . . . .

.

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.

. . . . . .

.

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

. . . . . .

.

Quiz 4 (14 minutes)

.

1. State the chain rule for the composite function of continuously

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

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).

.

. . . . . .

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