Ch11 Partial Derivatives

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    ESSENTIALCALCULUS

    CH11 Partialderivatives

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    In this Chapter:

    11.1 Functions of Several Variables

    11.2 Limits and Continuity

    11.3 Partial Derivatives

    11.4 Tangent Planes and Linear Approximations

    11.5 The Chain Rule

    11.6 Directional Derivatives and the Gradient Vector

    11.7 Maximum and Minimum Values 11.8 Lagrange Multipliers

    Review

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    Chapter 11, 11.1, P593

    DEFINITION A function f of two variablesis a rule that assigns to each ordered pair ofreal numbers (x, y) in a set D a unique realnumber denoted by f (x, y). The set D is thedomain of f and its range is the set of valuesthat f takes on, that is, . Dyxyxf ),(),(

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    Chapter 11, 11.1, P593

    We often write z=f (x, y) to make explicit thevalue taken on by f at the general point (x, y) .The variables x and y are independentvariables and z is the dependent variable.

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    Chapter 11, 11.1, P593

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    Chapter 11, 11.1, P594

    Domain of1

    1),(

    x

    yxyxf

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    Chapter 11, 11.1, P594

    Domain of )ln(),(2 xyxyxf

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    Chapter 11, 11.1, P594

    Domain of229),( yxyxg

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    Chapter 11, 11.1, P594

    DEFINITION If f is a function of two variableswith domain D, then the graph of is the set of

    all points (x, y, z) in R3 such that z=f (x, y) and(x, y) is in D.

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    Chapter 11, 11.1, P595

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    Chapter 11, 11.1, P595

    Graph of229),( yxyxg

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    Chapter 11, 11.1, P595

    Graph of22

    4),( yxyxh

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    Chapter 11, 11.1, P596

    22

    )3(),()(22 yx

    eyxyxfa

    22

    )3(),()(22 yx

    eyxyxfb

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    Chapter 11, 11.1, P596

    DEFINITION The level curves of a function f

    of two variables are the curves with equations f(x, y)=k, where k is a constant (in the range off).

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    Chapter 11, 11.1, P597

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    Chapter 11, 11.1, P597

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    Chapter 11, 11.1, P598

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    Chapter 11, 11.1, P598

    Contour map of yxyxf 236),(

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    Chapter 11, 11.1, P598

    Contour map of229),( yxyxg

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    Chapter 11, 11.1, P599

    The graph of h (x, y)=4x2+y2

    is formed by lifting the level curves.

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    Chapter 11, 11.1, P599

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    Chapter 11, 11.1, P599

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    Chapter 11, 11.2, P604

    1.DEFINITION Let f be a function of twovariables whose domain D includes points

    arbitrarily close to (a, b). Then we say that thelimit of f (x, y) as (x, y) approaches (a ,b)is L and we write

    if for every number > 0 there is a correspondingnumber > 0 such that

    If and then

    Lyxfbayx ),(lim ),(),(

    Dyx ),( 22 )()(0 byax Lyxf ),(

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    Chapter 11, 11.2, P604

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    Chapter 11, 11.2, P604

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    Chapter 11, 11.2, P604

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    Chapter 11, 11.2, P605

    If f( x, y)L1

    as (x, y) (a ,b) along a path C1

    and f (x, y) L2 as (x, y) (a, b) along a path C2,where L1L2, then lim (x, y) (a, b) f (x, y) does notexist.

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    Chapter 11, 11.2, P607

    4. DEFINITION A function f of two variablesis called continuous at (a, b) if

    We say f is continuous on D if f is continuousat every point (a, b) in D.

    ),(),(lim),(),(

    bafyxfbayx

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    Chapter 11, 11.2, P609

    5.If f is defined on a subset D of Rn, then lim xaf(x) =L means that for every number > 0 there

    is a corresponding number > 0 such that

    If and thenDx ax0 Lxf )(

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    Chapter 11, 11.3, P611

    4, If f is a function of two variables, its partialderivatives are the functions fx and fy defined by

    h

    yxfyhxfyxf

    hx

    ),(),(lim),(

    0

    hyxfhyxfyxf

    hy ),(),(lim),(

    0

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    Chapter 11, 11.3, P612

    NOTATIONS FOR PARTIAL DERIVATIVES IfZ=f (x, y) , we write

    fDfDfx

    zyxf

    xx

    ffyxf xxx

    11),(),(

    fDfDfy

    zyxf

    yy

    ffyxf yyy

    22),(),(

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    Chapter 11, 11.3, P612

    RULE FOR FINDING PARTIAL DERIVATIVESOF z=f(x, y)

    1.To find fx, regard y as a constant and differentiatef (x, y) with respect to x.

    2. To find fy, regard x as a constant and differentiate f(x, y) with respect to y.

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    Chapter 11, 11.3, P612

    FIGURE 1The partial derivatives of f at (a, b) arethe slopes of the tangents to C1 and C2.

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    Chapter 11, 11.3, P613

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    Chapter 11, 11.3, P613

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    Chapter 11, 11.3, P614

    2

    2

    2

    2

    11)(

    xz

    xf

    xf

    xfff xxxx

    xy

    z

    xy

    f

    x

    f

    yfff xyyx

    22

    12)(

    yx

    z

    yx

    f

    y

    f

    xfff yxxy

    22

    21)(

    2

    2

    2

    2

    22)(y

    z

    y

    f

    y

    f

    yfff yyyy

    The second partial derivatives of f. If z=f (x,y), we use the following notation:

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    Chapter 11, 11.3, P615

    CLAIRAUTS THEOREM Suppose f is definedon a disk D that contains the point (a, b) . If

    the functions fxy and fyx are both continuous onD, then

    ),(),( bafbaf yxxy

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    Chapter 11, 11.4, P619

    FIGURE 1The tangent plane contains thetangent lines T

    1and T

    2

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    Chapter 11, 11.4, P620

    2. Suppose f has continuous partial derivatives.An equation of the tangent plane to the

    surface z=f (x, y) at the point P (xo ,yo ,zo) is

    ))(,())(,( 0000000 yyyxfxxyxfzz yx

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    Chapter 11, 11.4, P621

    The linear function whose graph is this tangentplane, namely

    3.

    is called the linearization offat (a, b) and theapproximation

    4.

    is called the linear approximation or the

    tangent plane approximation offat (a, b)

    ))(,())(,(),(),( bybafaxbafbafyxL yx

    ))(,())(,(),(),( bybafaxbafbafyxf yx

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    Chapter 11, 11.4, P622

    7. DEFINITION If z= f (x, y), then f isdifferentiable at (a, b) if z can be expressed

    in the form

    where 1 and 2 0as (x, y)

    (0,0).

    yxybafxbafz yx 21),(),(

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    Chapter 11, 11.4, P622

    8. THEOREM If the partial derivatives fx and fyexist near (a, b) and are continuous at (a, b),

    then fis differentiable at (a, b).

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    Chapter 11, 11.4, P623

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    Chapter 11, 11.4, P623

    For a differentiable function of two variables, z=f (x ,y), we define the differentials dx and dy

    to be independent variables; that is, they canbe given any values. Then the differential dz,also called the total differential, is defined by

    dyy

    zdx

    x

    zdyyxfdxyxfdx yx

    ),(),(

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    Chapter 11, 11.4, P624

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    Chapter 11, 11.4, P625

    For such functions the linear approximation is

    and the linearization L (x, y, z) is the right side ofthis expression.

    ))(,,())(,,())(,,(),,(),,( czcbafbycbafaxcbafcbafzyxf zyx

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    Chapter 11, 11.4, P625

    If w=f (x, y, z), then the increment of w is

    The differential dw is defined in terms of thedifferentials dx, dy, and dz of the independentvariables by

    ),,(),,( zyxfzzyyxxfw

    dza

    wdy

    y

    wdx

    x

    wdw

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    Chapter 11, 11.5, P627

    2. THE CHAIN RULE (CASE 1) Suppose thatz=f (x, y) is a differentiable function of x and y,

    where x=g (t) and y=h (t) and are bothdifferentiable functions of t. Then z is adifferentiable function of t and

    dt

    dy

    y

    f

    dt

    dx

    x

    f

    dt

    dz

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    Chapter 11, 11.5, P628

    dtdy

    yz

    dtdx

    xz

    dtdz

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    Chapter 11, 11.5, P629

    3. THE CHAIN RULE (CASE 2) Suppose that z=f(x, y) is a differentiable function of x and y, wherex=g (s, t) and y=h (s, t) are differentiablefunctions ofs and t. Then

    ds

    dy

    y

    z

    ds

    dx

    x

    z

    dx

    dz

    dt

    dy

    y

    z

    dt

    dx

    x

    z

    dt

    dz

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    Chapter 11, 11.5, P630

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    Chapter 11, 11.5, P630

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    Chapter 11, 11.5, P630

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    Chapter 11, 11.5, P630

    4. THE CHAIN RULE (GENERAL VERSION)Suppose that u is a differentiable function of the n

    variables x1, x2,,xn and each xj is a differentiablefunction of the m variables t1, t2,,tm Then u is afunction of t1, t2,, tm and

    for each i=1,2,,m.

    i

    n

    niii tx

    xu

    dtx

    xu

    dtdx

    xu

    tu

    2

    2

    1

    1

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    Chapter 11, 11.5, P631

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    Chapter 11, 11.5, P632

    F (x, y)=0. Since both x and y are functions ofx, we obtain

    But dx /dx=1, so if F/y0 we solve for

    dy/dx and obtain

    0

    dxdy

    yF

    dxdx

    xF

    y

    x

    F

    F

    y

    Fx

    F

    dx

    dy

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    Chapter 11, 11.5, P632

    F (x, y, z)=0

    But and

    so this equation becomes

    If F/z0 ,we solve for z/x and obtain thefirst formula in Equations 7. The formula forz/y is obtained in a similar manner.

    0

    x

    z

    z

    F

    dx

    dy

    y

    F

    dx

    dx

    x

    F

    1)(

    x

    x1)(

    y

    x

    0

    x

    z

    z

    F

    x

    F

    z

    FxF

    dx

    dz

    z

    F

    yF

    dy

    dz

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    Chapter 11, 11.6, P636

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    Chapter 11, 11.6, P636

    2. DEFINITION The directional derivativeof f at (xo,yo) in the direction of a unit vectoru= is

    if this limit exists.

    h

    yxfhbyhaxfyxfD

    hu

    ),(),(lim),( 0000

    000

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    Chapter 11, 11.6, P637

    3. THEOREM If f is a differentiable function ofx and y, then f has a directional derivative in

    the direction of any unit vector u= and

    byxfayxfyxfD yxu ),(),(),(

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    Chapter 11, 11.6, P638

    8. DEFINITION If f is a function of twovariables x and y , then the gradient of f isthe vector function f defined by

    j

    y

    fi

    x

    fyxfyxfyxf yx

    ),(),,(),(

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    Chapter 11, 11.6, P638

    uyxfyxfDu ),(),(

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    Chapter 11, 11.6, P639

    10. DEFINITION The directional derivativeof f at (x0, y0, z0) in the direction of a unit

    vector u= is

    if this limit exists.

    h

    zyxfhczhbyhaxfzyxfD

    hu

    ),,(),,(lim),,( 000000

    0000

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    Chapter 11, 11.6, P639

    h

    xfhuxf

    xfD hu

    )()(

    lim)(

    00

    00

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    Chapter 11, 11.6, P639

    kz

    fj

    y

    fi

    x

    fffffzyx

    ,,

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    Chapter 11, 11.6, P640

    uzyxfzyxfDu ),,(),,(

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    Chapter 11, 11.6, P640

    15. THEOREM Suppose f is a differentiablefunction of two or three variables. The maximum

    value of the directional derivativeDu f(x) is f (x) and it occurs when u has thesame direction as the gradient vector f(x) .

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    Chapter 11, 11.6, P642

    ))(,,())(,,())(,,( 0000000000000 zzzyxFyyzyxFxxzyxF zy

    The symmetric equations of the normalline to soot P are

    ),,(),,(),,( 000

    0

    000

    0

    000

    0

    zyxF

    zz

    zyxF

    yy

    zyxF

    xx

    zyx

    The equation of this tangent plane as

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    Chapter 11, 11.6, P644

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    Chapter 11, 11.6, P644

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    Chapter 11, 11.7, P647

    f f bl

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    Chapter 11, 11.7, P647

    1. DEFINITION A function of two variableshas a local maximum at (a, b) if f (x, y) f(a, b) when (x, y) is near (a, b). [This meansthatf (x, y) f (a, b) for all points (x, y) in somedisk with center (a, b).] The number f (a, b) iscalled a local maximum value. If f (x, y) f(a, b) when (x, y) is near (a, b), then f (a, b) isa local minimum value.

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    Chapter 11, 11.7, P647

    2. THEOREM If f has a local maximum orminimum at (a, b) and the first order partialderivatives of f exist there, then fx(a, b)=1 andfy(a, b)=0.

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    Chapter 11, 11.7, P647

    A point (a, b) is called a critical point (orstationary point) of f if fx (a, b)=0 and fy (a,

    b)=0, or if one of these partial derivatives doesnot exist.

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    Chapter 11, 11.7, P648

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    Chapter 11, 11.7, P648

    3. SECOND DERIVATIVES TEST Suppose thesecond partial derivatives of f are continuous on

    a disk with center (a, b) , and suppose thatfx (a, b) and fy (a, b)=0 [that is, (a, b) is a critical

    point of f]. Let

    (a)If D>0 and fxx (a, b)>0 , then f (a, b) is a localminimum.

    (b)If D>0 and fxx (a, b)

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    Chapter 11, 11.7, P648

    NOTE 1 In case (c) the point (a, b) is called asaddle point of f and the graph of f crosses itstangent plane at (a, b).NOTE 2 If D=0, the test gives no information:f could have a local maximum or localminimum at (a, b), or (a, b) could be a saddlepoint of f.NOTE 3 To remember the formula for D itshelpful to write it as a determinant:

    2)( xyyyxxyyyx

    xyxy fffff

    ffD

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    Chapter 11, 11.7, P649

    1444 xyyxz

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    Chapter 11, 11.7, P649

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    Chapter 11, 11.7, P651

    O O

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    Chapter 11, 11.7, P651

    4. EXTREME VALUE THEOREM FORFUNCTIONS OF TWO VARIABLES If f is

    continuous on a closed, bounded set D in R2

    ,then f attains an absolute maximum valuef(x1,y1) and an absolute minimum value f(x2,y2)at some points (x1,y1) and (x2,y2) in D.

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    Chapter 11, 11.7, P651

    5. To find the absolute maximum and minimumvalues of a continuous function f on a closed,

    bounded set D:1. Find the values of f at the critical points of in D.2. Find the extreme values of f on the boundary of D.3. The largest of the values from steps 1 and 2 is the

    absolute maximum value; the smallest of thesevalues is the absolute minimum value.

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    Chapter 11, 11.7, P652

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    Chapter 11, 11.8, P654

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    Chapter 11, 11.8, P655

    ),,(),,( 000000 zyxgzyxf

    METHOD OF LAGRANGE MULTIPLIERS To find

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    Chapter 11, 11.8, P655

    METHOD OF LAGRANGE MULTIPLIERS To findthe maximum and minimum values of f (x, y, z)subject to the constraint g (x, y, z)=k [assuming

    that these extreme values exist and g0 on thesurface g (x, y, z)=k]:(a) Find all values of x, y, z, and such that

    and

    (b) Evaluate f at all the points (x, y, z) that result

    from step (a). The largest of these values is themaximum value of f; the smallest is theminimum value of f.

    ),,(),,( zyxgzyxf

    kzyxg ),,(

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    Chapter 11, 11.8, P657

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