Directed Derivatives

Directional Derivatives
Michael Daniel V. Samson

DigiPen Institute of Technology Singapore
18 July 2014
M. D. V. Samson (DigiPen SG) Directional Derivatives 18 July 2014 1 / 18
Derivative in a direction
What derivatives are, in one dimension, graphically:
f (x) = x
3
x
2
+ 3
f (x) = x
3
x
2
+ 3
P = (0.5, 2.625)
f (x) = x
3
x
2
+ 3
P = (0.5, 2.625)
f

(0.5) = 0.25
y = 0.25x + 2.75
f (x) = x
3
x
2
+ 3
P = (0.5, 2.625)
f

(0.5) = 0.25
y = 0.25x + 2.75
In one dimension (and whenever we look at traces on planes), the
direction is always to the right, i.e. in the direction of positive x.
Partial derivatives and directional derivatives
In two dimensions:
The surface and contour maps for f .
We consider the partial derivatives of f (x, y) = x
2
y
4
4y at (0, 2).
In two dimensions, partial derivatives are:
The surface and contour maps for f with the plane for y = 2 and its trace.
We have the trace of the function z = f (x, y) on the plane y = y
0
,
yielding single variable function z = g(x) = f (x, y
0
). The partial derivative
at (x
0
, y
0
) is the value of the one-dimensional derivative.
In two dimensions, partial derivatives are:
The surface and contour maps for f with the plane for x = 0 and its trace.
We have the trace of the function z = f (x, y) on the plane x = x
0
,
yielding single variable function z = h(y) = f (x
0
, y). The partial derivative
at (x
0
, y
0
) is the value of the one-dimensional derivative.
In two dimensions:
The surface and contour maps for f with the plane for y = x 2 and its trace.
The partial derivatives show dierent directions: on the plane y = y
0
, in
the direction of (positive) x; and on the plane x = x
0
, in the direction of
(positive) y. Here, we choose the direction of 1, 1.
Vectors and directional derivatives
On the xy-plane, direction is indicated by a (unit) vector, u = a, b,
a
2
+ b
2
= 1 (or, alternatively, u() = cos , sin ).
Given unit vector u and dierentiable function f (x, y), how do we nd the
derivative of f at (x
0
, y
0
) in the direction of u, D
u
f (x
0
, y
0
)?
a
2
+ b
2
0
, y
0
u
f (x
0
, y
0
)?
Using the graph, as with partial derivatives:
Find the plane in the direction of u passing through (x
0
, y
0
).
a
2
+ b
2
0
, y
0
u
f (x
0
, y
0
)?
0
, y
0
).
Determine the trace of f on that plane.
a
2
+ b
2
0
, y
0
u
f (x
0
, y
0
)?
0
, y
0
).
Evaluate the one-dimensional derivative.
a
2
+ b
2
0
, y
0
u
f (x
0
, y
0
)?
0
, y
0
).
Evaluate the one-dimensional derivative.
Is there an easier way?
Limits and derivatives
The one-dimensional derivative of f (x) at x
0
is given by
f

(x
0
) = lim
h0
f (x
0
+ h) f (x
0
)
h
= lim
xx
0
f (x) f (x
0
)
x x
0
.
0
is given by
f

(x
0
) = lim
h0
f (x
0
+ h) f (x
0
)
h
= lim
xx
0
f (x) f (x
0
)
x x
0
.
This is determines the slope of the tangent line as the limit of the slopes
of approximating secant lines.
Source: Wikipedia article on derivative
0
is given by
f

(x
0
) = lim
h0
f (x
0
+ h) f (x
0
)
h
= lim
xx
0
f (x) f (x
0
)
x x
0
.
This is determines the slope of the tangent line as the limit of the slopes
of approximating secant lines.
Source: Wikipedia article on derivative
Important: these derivatives exist if and only if the limits exist.
Limits and directional derivatives
The partial derivative of f (x, y) at (x
0
, y
0
) with respect to x and y,
respectively, are given by
f
x
(x
0
, y
0
) =
f
x
(x
0
, y
0
) = lim
h0
f (x
0
+ h, y
0
) f (x
0
, y
0
)
h
,
f
y
(x
0
, y
0
) =
f
y
(x
0
, y
0
) = lim
h0
f (x
0
, y
0
+ h) f (x
0
, y
0
)
h
.
0
, y
0
f
x
(x
0
, y
0
) =
f
x
(x
0
, y
0
) = lim
h0
f (x
0
+ h, y
0
) f (x
0
, y
0
)
h
,
f
y
(x
0
, y
0
) =
f
y
(x
0
, y
0
) = lim
h0
f (x
0
, y
0
+ h) f (x
0
, y
0
)
h
.
Likewise, the derivative of f (x, y) at (x
0
, y
0
) in the direction of unit vector
u = a, b is given by
D
u
f (x
0
, y
0
) =
f
u
(x
0
, y
0
) = lim
h0
f (x
0
+ ah, y
0
+ bh) f (x
0
, y
0
)
h
.
0
, y
0
f
x
(x
0
, y
0
) =
f
x
(x
0
, y
0
) = lim
h0
f (x
0
+ h, y
0
) f (x
0
, y
0
)
h
,
f
y
(x
0
, y
0
) =
f
y
(x
0
, y
0
) = lim
h0
f (x
0
, y
0
+ h) f (x
0
, y
0
)
h
.
Likewise, the derivative of f (x, y) at (x
0
, y
0
D
u
f (x
0
, y
0
) =
f
u
(x
0
, y
0
) = lim
h0
f (x
0
+ ah, y
0
+ bh) f (x
0
, y
0
)
h
.
This means D
i
f (x
0
, y
0
) = f
x
(x
0
, y
0
), where i = 1, 0, and
D
j
f (x
0
, y
0
) = f
y
(x
0
, y
0
), where j = 0, 1.
Directional derivatives
Theorem
The derivative of f (x, y) at (x
0
, y
0
D
u
f (x
0
, y
0
) =
f
u
(x
0
, y
0
) = af
x
(x
0
, y
0
) + bf
y
(x
0
, y
0
).
Theorem
0
, y
0
D
u
f (x
0
, y
0
) =
f
u
(x
0
, y
0
) = u f
x
(x
0
, y
0
), f
y
(x
0
, y
0
).
This follows from letting g(h) = f (x
0
+ ah, y
0
+ bh) = f (x, y) and
determining D
u
f (x
0
, y
0
) = g
(0), which follows by the chain rule.

Theorem
0
, y
0
D
u
f (x
0
, y
0
) =
f
u
(x
0
, y
0
) = u f
x
(x
0
, y
0
), f
y
(x
0
, y
0
).
This follows from letting g(h) = f (x
0
+ ah, y
0
+ bh) = f (x, y) and
determining D
u
f (x
0
, y
0
) = g
(0), which follows by the chain rule.

The directional derivative D
u
f (x, y) follows as usual.
Example
Find the directional derivative D
u
f (x, y) if
f (x, y) = x
3
3xy + 4y
2
and u is the unit vector given by angle = /6. What is D
u
f (1, 2)?
Example
u
f (x, y) if
f (x, y) = x
3
3xy + 4y
2
u
f (1, 2)?
f
x
(x, y) = 3x
2
3y, f
y
(x, y) = 8y 3x,
Example
u
f (x, y) if
f (x, y) = x
3
3xy + 4y
2
u
f (1, 2)?
f
x
(x, y) = 3x
2
3y, f
y
(x, y) = 8y 3x,
u = cos(/6), sin(/6) =
3/2, 1/2,
Example
u
f (x, y) if
f (x, y) = x
3
3xy + 4y
2
u
f (1, 2)?
f
x
(x, y) = 3x
2
3y, f
y
(x, y) = 8y 3x,
u = cos(/6), sin(/6) =
3/2, 1/2,
D
u
f (x, y) =
1
2
[
3f
x
(x, y) + f
y
(x, y)]
=
1
2
[3
3x
2
3x + (8 3
3)y],
Example
u
f (x, y) if
f (x, y) = x
3
3xy + 4y
2
u
f (1, 2)?
f
x
(x, y) = 3x
2
3y, f
y
(x, y) = 8y 3x,
u = cos(/6), sin(/6) =
3/2, 1/2,
D
u
f (x, y) =
1
2
[
3f
x
(x, y) + f
y
(x, y)]
=
1
2
[3
3x
2
3x + (8 3
3)y],
D
u
f (1, 2) =
1
2
[3
3 3 + (16 6
3)] = (13 3
3)/2.
Gradient vector
A vector-valued function can be seen here:
D
u
f (x, y) =
f
u
(x, y) = u f
x
(x, y), f
y
(x, y).
This vector-valued function is dened as the gradient of f :
f (x, y) = f
x
(x, y), f
y
(x, y) = f
x
(x, y)i + f
y
(x, y)j.
Gradient vector
A vector-valued function can be seen here:
D
u
f (x, y) =
f
u
(x, y) = u f
x
(x, y), f
y
(x, y).
This vector-valued function is dened as the gradient of f :
f (x, y) = f
x
(x, y), f
y
(x, y) = f
x
(x, y)i + f
y
(x, y)j.
This gives a compact form (and alternative notation) for the derivative in
the direction of unit vector u:
D
u
f (x, y) =
f
u
(x, y) = u f (x, y) = (u )f (x, y).
Example
Find the directional derivative of the function f (x, y) = x
2
y
3
4y at the
point (2, 1) in the direction of the vector v = 2i + 5j.
Example
2
y
3
4y at the
First, determine the gradient at the point:
f (x, y) = 2xy
3
, 3x
2
y
2
4 f (2, 1) = 4, 8.
Example
2
y
3
4y at the
f (x, y) = 2xy
3
, 3x
2
y
2
4 f (2, 1) = 4, 8.
v is not a unit vector, so determine the unit vector u in the direction of v:
u =
v
|v|
=
2, 5
29
.
Example
2
y
3
4y at the
f (x, y) = 2xy
3
, 3x
2
y
2
4 f (2, 1) = 4, 8.
u =
v
|v|
=
2, 5
29
.
Finally,
D
u
f (2, 1) =
2, 5
29
4, 8 =
32
29
.
Three-dimensional directional derivatives
The derivative of a dierentiable function f (x, y, z) at x = (x
0
, y
0
, z
0
) in
the direction of unit vector u = a, b, c,
a
2
+ b
2
+ c
2
= 1 is given by
D
u
f (x) =
f
u
(x) = u f (x),
where the gradient of f is given by
f (x, y, z) = f
x
(x, y, z), f
y
(x, y, z), f
z
(x, y, z)
= f
x
(x, y, z)i + f
y
(x, y, z)j + f
z
(x, y, z)k.
Example
If f (x, y, z) = x sin yz, (a) nd the gradient of f and (b) nd the
directional derivative of the function f at (1, 3, 0) in the direction of
v = i + 2j k.
Example
v = i + 2j k.
(a) The gradient of f is
f (x, y, z) = sin yz, xz cos yz, xy cos yz.
Example
v = i + 2j k.
(b) This gives the gradient at the point
f (1, 3, 0) = 0, 0, 3.
Example
v = i + 2j k.
f (1, 3, 0) = 0, 0, 3.
u =
v
|v|
=
1, 2, 1
6
.
Example
v = i + 2j k.
f (1, 3, 0) = 0, 0, 3.
u =
v
|v|
=
1, 2, 1
6
.
Finally,
D
u
f (1, 3, 0) =
1, 2, 1
6
0, 0, 3 =
3
6
.
Direction of greatest ascent
Theorem
Given dierentiable function f ,
max
u
D
u
f (x) = |f (x)|, for all unit vectors u,
where the maximum is attained when u is in the direction of f (x).
Theorem
max
u
D
u
This follows from the fact that the dot product between a given vector
f (x) and a unit vector is maximum when the unit vector is in the same
direction as the given vector, i.e.
u =
f (x)
|f (x)|
,
and that u u = |u|
2
.
Theorem
max
u
D
u
This implies that the greatest ascent in the graph of f at x is in the
direction of f (x)likewise, greatest descent is in the direction of
f (x).
Theorem
max
u
D
u
Source: Wikipedia article on gradient
Example
Suppose that the temperature is given at a point (x, y, z) in space is given
by T(x, y, z) = 80/(1 + x
2
+ 2y
2
+ 3z
2
), where T is measured in degrees
Celsius and x, y, z in meters. In what direction does the temperature
increase fastest at the point (1, 1, 2)? What is the maximum rate of
increase?
Example
by T(x, y, z) = 80/(1 + x
2
+ 2y
2
+ 3z
2
increase?
This is given by f (1, 1, 2), where
f (x, y, z) =
160x, 320y, 480z
(1 + x
2
+ 2y
2
+ 3z
2
)
2
.
Thus, f (1, 1, 2) = 5, 10, 30/8.
Example
by T(x, y, z) = 80/(1 + x
2
+ 2y
2
+ 3z
2
increase?
This is given by f (1, 1, 2), where
f (x, y, z) =
160x, 320y, 480z
(1 + x
2
+ 2y
2
+ 3z
2
)
2
.
Thus, f (1, 1, 2) = 5, 10, 30/8.
The maximum rate of increase is given by
|f (1, 1, 2)| =
5
8
|1, 2, 6| =
5
8
41.
This is slightly more than 4
C / m.
Normal vectors and tangent lines
Given an implicitly-dened curve (such as the level set of a function)
f (x, y) = k, the Implicit Function Theorem gives
dy
dx
=
f
x
(x, y)
f
y
(x, y)
,
dy
dx
=
f
x
(x, y)
f
y
(x, y)
,
which means that the tangent line to the curve at (x
0
, y
0
) is parallel to the
vector f
y
(x
0
, y
0
), f
x
(x
0
, y
0
).
dy
dx
=
f
x
(x, y)
f
y
(x, y)
,
0
, y
0
vector f
y
(x
0
, y
0
), f
x
(x
0
, y
0
).
It can be seen that
f
y
(x
0
, y
0
), f
x
(x
0
, y
0
) f (x
0
, y
0
) = 0;
dy
dx
=
f
x
(x, y)
f
y
(x, y)
,
0
, y
0
vector f
y
(x
0
, y
0
), f
x
(x
0
, y
0
).
It can be seen that
f
y
(x
0
, y
0
), f
x
(x
0
, y
0
) f (x
0
, y
0
) = 0;
in other words, the gradient vector of the function f at the point (x
0
, y
0
) is
perpendicular to the tangent line to the function at that point.
dy
dx
=
f
x
(x, y)
f
y
(x, y)
,
0
, y
0
vector f
y
(x
0
, y
0
), f
x
(x
0
, y
0
).
It can be seen that
f
y
(x
0
, y
0
), f
x
(x
0
, y
0
) f (x
0
, y
0
) = 0;
in other words, the gradient vector of the function f at the point (x
0
, y
0
) is
perpendicular to the tangent line to the function at that point.
It is said that the gradient vector is normal to the curve.
Normal vectors and tangent planes
The gradient vector is also normal to level surfaces in three dimensions
F(x, y, z) = k
F(x, y, z) = k, as shown in Stewarts Calculus, ch. 14.6.
F(x, y, z) = k, as shown in Stewarts Calculus, ch. 14.6. This leads to a
denition of the tangent plane to the surface at the point (x
0
, y
0
, z
0
):
F(x
0
, y
0
, z
0
) x x
0
, y y
0
, z z
0
= 0.
F(x, y, z) = k, as shown in Stewarts Calculus, ch. 14.6. This leads to a
denition of the tangent plane to the surface at the point (x
0
, y
0
, z
0
):
F(x
0
, y
0
, z
0
) x x
0
, y y
0
, z z
0
= 0.
That is, for any point on the tangent plane (x, y, z), the vector from
(x
0
, y
0
, z
0
) to (x, y, z) is perpendicular to the gradient vector at that point.
Example
Find the equations of the tangent plane and normal line at the point
(2, 1, 3) to the ellipsoid
x
2
4
+ y
2
+
z
2
9
= 3.
Example
x
2
4
+ y
2
+
z
2
9
= 3.
The gradient of f (x, y, z) = 3 is given by f (x, y, z) = x/2, 2y, 2z/9,
Example
x
2
4
+ y
2
+
z
2
9
= 3.
The gradient of f (x, y, z) = 3 is given by f (x, y, z) = x/2, 2y, 2z/9, so
the equation to the tangent plane to the point is given by
1, 2, 2/3 x + 2, y 1, z + 3 = x + 2y
2
3
z 6 = 0.
Example
x
2
4
+ y
2
+
z
2
9
= 3.
The gradient of f (x, y, z) = 3 is given by f (x, y, z) = x/2, 2y, 2z/9, so
the equation to the tangent plane to the point is given by
1, 2, 2/3 x + 2, y 1, z + 3 = x + 2y
2
3
z 6 = 0.
The normal line is given by
(x + 2) =
y 1
2
=
3z + 9
2
.
Summary
The gradient of a dierentiable multivariate function is a vector:
f (x, y) = f
x
(x, y), f
y
(x, y).
The derivative of a dierentiable multivariate function in the direction of a
unit vector u is given as
D
u
f (x, y) = u f (x, y).
The gradient of a dierentiable multivariate function at a point is a vector
normal to the graph of the function at that point, and is the direction of
steepest ascent.
The length of the gradient is the maximum value of the directional
derivative over all unit vectors.

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Directional Derivatives

Michael Daniel V. Samson

(0), which follows by the chain rule.

(0), which follows by the chain rule.

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