1. Chain rules
2. Gradient Vector Field
3. Directional derivative
4. Most Rapid Increase
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The further the point P is away from O, the longer the vector f (x, y) = (x, y).
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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.
.
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d f dx f dy
g (t) = ( f (x(t), y(t)) ) = (r(t)) + (r(t))
dt x dt y dt
= fx (r(t))x (t) + fy (r(t))y (t) = f (r(t)), r (t).
.
. . . . . .
for all t;
. the derivative of g (t) is
2
d
g (t) = ( f (x(t), y(t), z(t)) )
dt
f f dy f
= x (r(t)) dx
dt + y (r(t)) dt + z (r(t)) dt
dz
(chain rule)
= fx (r(t))x (t) + fy (r(t))y (t) + fz (r(t))z (t)
= (fx (r(t))i + fy (r(t))j + fz (r(t))k) (x (t)i + y (t)j + z (t)k)
= f (r(t)) r (t).
.
Remark. One can think of the a particle moving in domain D, and its position is
given by (x(t), y(t), z(t)) changing with respect to t, so it traces out a path in
domain D given by r(t) = x(t)i + y(t)j + z(t)k.
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.
Suppose that f is differentiable, then it follows from the (multivariate) chain rule
that
f dx f dy f f
g (0) = + = (P)h + (P)k
(x dt y dt x
) y
= fx (a, b)i + fy (a, b)j (hi + kj) = f (a, b) u,
where f is the vector-valued function fx i + fy j, called the gradient of f at the
point
. (x, y).
Remark. Note g (0) only depends of the choice of the curve through P(a, b)
with tangent direction r (0) only.
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. . . . . .
.
Remarks.
(1) The angle between the vector f (2, 0) and u is obtuse, this is the reason
why Du f (2, 0) is negative.
(2). One can also see that by comparing the value of f along the points on the
blue
. vector u. The blue curves are the level curves of f at different values.
. . . . . .
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
v
Dv f (P) := f (P), = f cos ,
v
where = (f (P), v) is the angle between the vectors f (P) and v.
Hence we have the following:
Dv (P) attains maximum (minimum) value
cos = 1 (1),
f (P) ( f (P) ) is parallel to v.
. . . . . .
.
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 k. 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 Ck at P(a, b) of
various
. values k.
.
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.
. . . . . .
Proof. Let Ck be parameterized by r(t) = x(t)i + y(t)j such that x(t) and y(t)
are differentiable function and r(0) = (a, b). As Ck is a level curve of f , so
k = f (a, b) = f (r(t)) = f (x(t), y(t) for all t. Define g(t) = f (r(t)) = f (x(t), y(t)
which is a constant function. It follows from chain rule that
0 = g (t) = fx (r(t))x (t) + fy (r(t))y (t) for all t.
In particular, 0 = g (0) = fx (a, b)x (0) + fy (a, b)y (0), i.e. f (a, b) r (0).
It follows from the tangent vector to the curve Ck is r (0) at P(a, b) that f (a, b)
is the normal direction, so the equation of the tangent line through P(a, b) to
the level curve CK is given by
Proof. Define the composite function g(t) = f ( x(t), y(t), z(t) ), it follows from
the given condition that g(t) = f ( x(t), y(t), z(t) ) = c is a constant function, so
one can differentiate the identity c = g(t) = f ( x(t), y(t), z(t) ), so
f f dy f dx
0 = g (t) = x dx
dt + y dt + z dt = f (r(t)), r (t) for all t. So f r (t)
at r(t) for all t.
. . . . . .
.
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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we can take either P+ (0, + k) or P( 0, k) as a fixed point of the level curve,
so that defines a function respectively suchthat
(i) the graph passes through the point P (0, k), and
(ii) the graph of f lies completely on the level curve, i.e. all the points
(x, (x)) lies on the level curve, f (x, (x)) = k for all x dom(f ).
. . . . . .
.
Thing completely fails if we chose the point P( k, 0), the reason is that
a
on only one value, though we can write down y = + k x
function 2
can takes
for k x k, but the graph can not be extended to any bigger domain to
meet the second condition (ii). Moreover, the function y = + k x2 does not
have
. any derivative at x = k, which checked directly.
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z = z(x, y), 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 = 78 .
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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parallel, in other words, at the point where f attains maximum, the level
curve of f will tangent to the constraint curve
2. The last equation f (P) = g(P) gives a necessary condition for finding
. . . . . .
. . . . . .
Solution. (One should know that it is only a necessary condition, but not
sufficient one.) Hence we have: (2x, 2y) = (y, x), and xy = 1. From the last
equation, one knows that x = 0 and y = 0, so 2x = y, and then = 2x/y.
Substituting, we have 2y = (2x/y)x and hence y2 = x2 , i.e. y = x. But
xy = 1, so x = y = 1 and the possible points for the extreme values of f are
(1, 1) and (1, 1). The minimum value is f (1, 1) = f (1, 1) = 2.
Remark. Here there is no maximum value for f , since the constraint xy = 1
allows x or y to become arbitrarily large, and hence f (x, y) = x2 + y2 can be
made arbitrarily large.
. . . . . .
fx (x, y, z) = gx (x, y, z) (1)
f = g fy (x, y, z) = gy (x, y, z) (2)
f (x, y, z) = g (x, y, z) (3)
z z
these values is the maximum value of f ; the smallest is the minimum value
of f .
. . . . . .
Solution. It follows from the given condition that the box has dimension
x y z, with x, y, z > 0 and satisfy Ax + By + Cz = 1. Then the volume
V (x, y, z) = xyz, subject to the constraint D = { (x, y, z) | Ax + By + Cz = 1,
and x, y, z 0 }, which is a closed and bounded subset of R3 , hence the
volume function V attains both maximum and minimum. The minimum volume
is obviously 0; and we use Lagrange multiplier to find the maximum volume as
follows.(yz, xz, xy) = V (x, y, z) = (Ax + By + Cz 1) = (A, B, C). If
= 0, then one of x, y, and z will be zero, in this case, V (x, y, z) = 0,
which is
xyxz CB
not maximum. Assume = 0 so x = yz = A = A , i.e. x = BC
2 BC
A .
Similarly, we have y = AC , and z = AB . At last, we have
( B )
C
1 = Ax + By + Cz = A BC A +B
AC
B +C
AB
C = 3 ABC , so
= 1
9ABC .
1
Then Vmax = V ( 3A 1
, 3B 1
, 3C )= 1
27ABC .
. . . . . .
Solution. (i) Let A = fxx (a, b), C = fyy (a, b), B = (fxy (a, b). It follows from chain
rule that g (t) = fx (a + ht, b + kt)h + fy (a + ht, b + kt)k, and hence
g (t) = fxx (a + ht, b + kt)h2 + fxy (a + ht, b + kt)hk + fyx (a + ht, b + kt)kh +
fyy (a + ht, b + kt)k2 . In particular, at t = 0,
g (0) = fxx (a, b)h2 + 2fxy (a, b)hk + fyy (a, b)k2 = Ah2 + 2Bhk + Ck2 .
(ii) As A = fxx (a, b) > 0, and AC B2 > 0, then for s R, then
(s) = As2 + 2Bs + C = A1 (A2 s2 + 2ABs + B2 ) + C B2 /A =
ACB2
ACAB > 0. So , and hence
1 2
2
A (As + B) + A
g (0) = Ah2 + 2Bhk + Ck2 = k2 (A(h/k)2 + 2Bh/k + C) = k2 ( hk ) > 0 for all
(h, k) R2 with k = 0. If k = 0, then g (0) = Ah2 > 0 for all h = 0.
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Though this topics is not treated in this book, but its application is
important in other courses, so we put the result in this notes for the sake
. of students. . . . . . .
. . . . . .
Though this topics is not treated in this book, but its application is
important in other courses, so we put the result in this notes for the sake
. of students. . . . . . .