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4.

Partial Derivatives

Partial
Derivatives
Learning Contents

Functions of two variables, tangent approximation and optimization


Chain Rule, Gradient and Direction Derivatives

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Partial Derivatives

FUNCTIONS OF SEVERAL VARIABLES

In many real world functions and engineering applications, the behaviour of a quantity
(dependent variable) often depends on several other quantities (independent variables).

Definition
A function f of two variables is a relation that assigns to every ordered pair of
) in a set called the domain a unique output value denoted
input values (
) . The set of output values is called the range.
by (

Example 1
The volume V of a cylindrical cone with base radius r and height h,

Here V is the dependent variable that depends on the two independent


variables r and h.

Example 2
The height h of a mountain above the ground depends on its location on the
datum plane, which can be described by a set of Cartesian coordinates
(
) in the plane,
(

Here h represents the dependent variable and the notation shows that it
depends on the two independent variables x and y , i.e., h is a function of
x and y.

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Example 3
The speed s of a water particle in a stream depends, in general, on its location
(which can be described by Cartesian coordinates (x, y, z), and time t,
(

The dependent variable s is a function of four independent variables x, y, z


and t.

Example 3A
The electric current I in an electric cable depends on its location x (say its
distance from one end of the cable) and time t,
(

The current I is a function of the two independent variables x and t.

Notes
(1)

The designation of independent variables means that these quantities can be


varied without regard to other independent variables. In example (1), r and h can
take different values independently whereas V will be determined by these values.
Similar consideration applies to the other examples.

(2)

The properties of functions of two variables are drastically different from that of
functions of one variable but are easily generalized to functions of three or more
variables. Furthermore, we can visualize the graphs of functions of two variables
easily, so that many of our illustrations and examples will be taken from functions
of two variables.

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

DOMAIN

Definition
The domain of a function is the set of values that can be assumed by the
independent variables.

Example 4
Consider a dartboard with unit radius and the distance of a landing dart from the
center of the board:

, where
.

The domain of this function is the closed disc


defined only within this domain.

Advanced Engineering Mathematics [ENG4200]

. The function r is

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4. Partial Derivatives

Note
Very often, the domain of a function is not explicitly stated and it is understood that the
domain will be the region in which the function is well-defined. In many applications, the
variables represent physical quantities and the domain is usually obvious from the
context. Basically, you have to watch out for the following two situations:
(1) We never let the independent variables take on values that lead to division by zero;
(2)

We require the independent and dependent variables to be real-valued unless we


are dealing with complex functions (which are not covered here).

Example 5
Consider Example (1) in the previous section. It is clear from the nature of the
independent variables r and h that the domain is
,
, i.e. the upper
right quadrant of the r-h plane.

Classwork (1)

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

GRAPHS AND LEVEL CURVES

GRAPH
For a function of two variables
space. For each point (
of z and mark the point

) , we can draw its graph as a surface in

) on the plane, we can determine the corresponding value


(
) or (
(
)) .

If this is carried out for all (


graph of the function.

) values in the domain, we obtain a surface as the

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Example 6
Consider the function
(

Since we require z to be real, so

Here are some points on the graph of the function:


x

0
0
2
2
4
4
6
8
10

0
4
4
8
6
8
8
4
0

10
9.165
8.944
5.567
6.928
4.472
0
4.472
0

The graph is illustrated below.

Usually, such graphs are plot with the help of Mathematics software as direct
sketching by hand is very tedious.

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4. Partial Derivatives

LEVEL CURVES
Another way to visualize a function is to draw its level curves in the domain of
each of these level curves, the value of the function
level curves makes up a contour map.

. On

is constant. The collection of

Example 7
Consider our previous function
(

The following figure shows the level curves for a series of values of the function,
namely, 6, 8, 9, 10.

Note that the level curve for z = 10 is a single point and the other level curves form
concentric circles. To visualize the graph, just imagine that the number on each
level curve represents the height of the level curve above the xy plane and form a
three-dimensional picture in your brain. In this example, the level curves give us
the impression that the surface representing the graph looks somewhat like a
dome.

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4. Partial Derivatives

Remark
For functions of three or more variables, it is extremely difficult, if not impossible, to
visualize their graphs. For functions of three variables, we may gain some insight into
the graphs by using level surfaces analogous to level curves for functions of two
variables.

LIMITS AND CONTINUITY

LIMIT OF A FUNCTION
) as (
)
(
) is the number L that the function
The limit of a function (
) gets arbitrarily close to (but not equal to) the point
approaches as the point (
(
) , and we write
(

) (

The limit of a function of three or more variables is defined in a similar manner.

Notes
(1)

For a function of one variable

( ) , the limit at

function approaches when x gets arbitrarily close to

is the number L that the


. Here we have only two

directions of approach, namely from the left or the right of


. If the function
approaches the same value from either direction, then the limit exists.
(2)

The situation for functions of two or more variables is more complicated. (

) along any path in the domain of definition. Only if the


can approach (
function approaches the same value whatever the path taken will the limit exist.

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4. Partial Derivatives

Example (8)
Consider the function

origin along the y-axis, then


origin along the line

at the origin (

, then

)
(
(

( )
, else if we approach the
)
and finally, if we approach the
) which is undefined. Thus the limit of

)
origin along the x-axis, (
the function does not exist at the origin.

(3)

). If we approach the

In evaluating the limits, we take a pragmatic approach, i.e., we substitute the value
) into the function to determine its limit at (
) (after appropriate
of (
simplifications) unless we run into troubles (such as division by zero). For many
physical problems, this approach produces correct results but pay attention to note
(2). For polynomial and rational functions, this approach always work provided we
do not encounter division by zero.

Example (9)
(

( )

Example (10)
(2)

) (

(Note that

( )(

)
) (

) (

does not exist for all real values of

. Why?)

Classwork (2)

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4. Partial Derivatives

Properties of limits
If

(1)

) (

)[

(2)

) (

(3)

) (

(4)

) (

) (

and

(
(

) (

)]

then

(any constant number k);


if

These results will be handy in evaluating some complicated functions.

Note
The above results centre on functions of two variables but they are equally applicable to
functions of three or more variables.

CONTINUITY

(1)

) is continuous at the point (

A function

is defined at (

) , i.e., the function has a unique value at (

(2)

) (

) exists; and

(3)

) (

) when (

);

) if the function approaches


) gets arbitrarily close to (
) along any path. If a

Briefly, a function is continuous at a point


(

) if

function is continuous at every point in its domain, it is called a continuous


function. For continuous functions, the graphs do not have sudden jumps.

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4. Partial Derivatives

Example (11)
The function

is a continuous function.

Example (12)
The function

is continuous at every point except (

) at

which it is undefined.
(What is the domain of definition of this function?)

Example (13)

is a continuous function of the real variables

Properties of continuous functions


(1)

The sums, differences and products of continuous functions are continuous. In


addition, the quotient of two continuous functions is continuous wherever it is
defined.

(2)

Polynomial functions are always continuous. Rational functions are continuous


at all points where the functions are defined.

(3)

If

(
( (

) and
( ) are continuous , then the composite function
)) is continuous. In general, the composite of continuous

functions is continuous.

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4. Partial Derivatives

Example (14)
The functions

and

are continuous, so the composite function

is continuous.

Example (15)
The functions

and

are continuous, so the function

is continuous.

Example (16)
The functions

) and

are continuous, so the function

) is continuous.

Note
Many functions that arise from physical problems are continuous. Usually we will
assume the functions we encounter to be continuous unless we run into troubles. Still
one should be aware of pitfalls.

Classwork (3)

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4. Partial Derivatives

PARTIAL DERIVATIVES

PARTIAL DERIVATIVE
If (

) is a point in the domain of a function


(
) in the curve
cuts the surface of

) , the plane defined by


(
) as illustrated.

(
) is a one-dimensional curve, i.e., it is a function of one
variable x (since y is held constant at
). So we can evaluate its derivative with
respect to x at
in the usual manner
The curve

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Notes
(1)

Geometrically, this partial derivative gives the slope of the tangent to the curve
(
) at
which is defined as the straight line passing the point

) ) with this slope in the plane

(2)

This derivative is called partial since


is held constant when the limit is
evaluated. The techniques for finding this partial derivative are the same as that
of finding the derivative of a function of a single variable. You just regard as a
constant when you evaluate the partial derivative.

(3)

The usual notations for the partial derivative are:


(i)

) or (

) (

) if you wish to state clearly that the derivative is

to be evaluated at (

).

This notation shows clearly that the derivative is evaluated with respect to
holding the independent variable
constant. If it is clear from the
context which variable(s) is/are to be held constant, we may simply write

(
(ii)

) or (
or

) (

).

This notation is terse and useful when we are dealing with complicated
functions.
(iii)

) or (

) (

).

(
) and it is useful when you are
This is the same as (i) since
dealing with variables without mentioning the function explicitly.

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4. Partial Derivatives

Examples

(17)

Find (

) for the function

))

Note that
is treated as a constant and we can revert to ordinary derivatives in
the second step.

(18)

Find (

) for the function

Remember was held constant and so


out the differentiation.
(Still remember

(19)

, for constant k.)

Find (

) for the function

was a constant when we carried

)
(

Here we used the product rule and the result that

)
, for

constant k.

Classwork (4)

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4. Partial Derivatives

PARTIAL DERIVATIVE
In an analogous manner, we consider the plane

) in the curve

Here, the curve


(since

) as illustrated.

) is one-dimensional, i.e., it is a function of the variable

is held constant at

at

). We can thus evaluate its derivative with respect to

in the usual manner

This limit is called the partial derivative of

which cuts the surface

) with respect to

at the point

).

Note: Refer to the notes in the previous section for

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4. Partial Derivatives

Examples

(20)

Find (

) for the function

Note that
(21)

Find (

)/

is treated as a constant.

) for the function

The function can be rewritten as

Remember
(22)

was held constant when we carried out the differentiation.

Find (

) for the function

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Examples

(23)

Find the partial derivatives of the function

)
(

(
(

(
(

)
)

)
)

)
(

)
)

(note: No Example (24)

Classwork (5)

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4. Partial Derivatives

HIGHER ORDER DERIVATIVES


Consider a function of two variables
(which are again functions of
second partial derivatives :

(1)
Note that

and

and provided the first partial derivatives

) are differentiable, we can form the following

).
is held constant throughout the differentiation process.

alternative notation is

(2)
Here

).

is held constant for the first differentiation whereas

for the second differentiation. An alternative notation is

(3)
Here

).

for the second differentiation. It is often denoted by

(
Note that
denoted by

is held constant
.

is held constant for the first differentiation whereas

(4)

An

is held constant

).

is held constant throughout the differentiation process. It is often


.

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4. Partial Derivatives

Example (25)

Consider a function

, we have
;

therefore

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Example (26)

The two-dimensional Laplace equation is given by

.
Show that the function

( )

satisfies the Laplace equation.

The first order partial derivatives are

( )

( ) )

( ) (

( )

(Recall the formula for

.)

( )

( ) )

( ) (

( )

( )

The two required second order partial derivatives are thus given by

(
(

(
(

)
)

It is readily seen that

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Example (27)

is zero where (

Show that

Proceeding step by step, we have

;
;
;
;
(

Example (28)

For the function (

, verify that

Evaluating the derivatives, we have

;
( )

( )

Therefore,

Classwork (6)
Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

CHAIN RULE

Recall the case of functions of one variable: if

( )
function of

is a function of
(i.e.

( ))

( )

is a function of

, it is sometimes possible to express


and from which

and

as an explicit

can be determined. Alternatively, we

can use the chain rule, which states that

( )

Note that
of

( )

is taken as a function of

when we take

( )

on the left hand side whereas

is a function

on the right hand side.

This chain rule can be visualized with the help of the following diagram:

Imagine that in going from


obtain the result

to

, you multiply the derivatives along the path to

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Chain Rule for Functions Reducible to Functions of One Variable

(
( )

Consider a function of two variables


functions of another variable

( )

and

( )

into

, i.e.

)
and

, and that

( ).

) , we can consider it as a function of

Therefore we can find the derivative

and

are both

If we substitute
, i.e.

( ).

Alternatively, we can determine without first expressing


rule states that
.

in terms of

. The chain

The following diagram should help you use the chain rule effectively, especially when
the functions are rather complicated:

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Example (29)
If

Solution:

and

, find

using the chain rule.

we need to find

;
;
Therefore,

)( )
(

)( )

Example (30)
Given that
Solution:

and

, find

By chain rule:
(

;
(

Therefore,

)( )

((
(

Note: Try to express the answer

in terms of

Advanced Engineering Mathematics [ENG4200]

)
)

)( )
.

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4. Partial Derivatives

Notes

The above chain rule can be generalized to functions of more than two variables. We
consider the case of three independent variables (you should then be able to deal with
even more) and let
the chain rule gives

);

( );

( );

( ),

then

The corresponding diagram is

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4. Partial Derivatives

Chain Rule for Functions Reducible to Functions of Two Variables

Considering
i.e.

and

) and that
are functions of

(
and

);
, then

);

),

can be expressed as a

function of the two independent variables


and
, i.e.
The functional relationship is shown in the following diagram:

The chain rule assumes the form:

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4. Partial Derivatives
(Note: No Example (31))

Example (32)
If

find

)
and

Solution:

and

by the chain rule.

By chain rule:

;
;
;

;
,

(
(

)
(

.
Note: Continue with the problem by expressing

Advanced Engineering Mathematics [ENG4200]

and

in terms of

.and

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4. Partial Derivatives

Notes

Similar ideas apply to other similar cases.

( )

and

).

A particularly simple case is when

This relationship is shown in the following diagram:

Following the diagram, we have

;
.

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4. Partial Derivatives

Example (33)
Find
Solution:

and

, if

and

The functional relationship is as follows:

With the help of the diagram, we have

;
.
The relevant partial derivatives are

Note: Complete the solution by expressing

Advanced Engineering Mathematics [ENG4200]

and

in terms of

.and

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4. Partial Derivatives

Remark on the chain rule

In many physical and engineering problems, the quantities or variables are interdependent and finding partial derivatives can prove to be tricky at times. It is important
to state clearly which variables are taken as independent. Failing to do so can easily
lead to mistakes.

Implicit functions

If the functions are not given explicitly, then once again, we have to ascertain which of
the variables are to be considered independent. After that, we can differentiate the
implicit function to obtain the required partial derivatives.

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Example (34)
Consider an implicit function

function of

Solution:

and

, and that

. Assume that it determines

as a

We know of
and
are taken as independent variables and the
following diagram gives the functional dependency::

Note that there is no functional relationship between


independent variables.

and

since they are

From the diagram, we have

(
Since

))

Thus,

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Example (35)

Consider an implicit function


Find

Solution:

Since

We have
(

(
(

);

Example (36)

If

show that .

Solution:

and

depends on

(
and

through

and

.
.,

We have

(
)

;
)

);

( )* (

)+

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Example (37)
Given:

and

are functions of

(
(
Find:

Solution:

and

)
)

. and

defined through the following relations

We partial differentiate the first implicit function with respect to

( )

( )

(1)

Similarly, we partial differentiate the second implicit function with respect to

( )

2 (1)
(

(2)

(3)+(4), we have

Note:

(
(

(2)

(3)

(4)

(5)

(6)

2 (1)

(5)-(6), we have

( )

(2)

)
)

Finish the problem by finding the remaining partial derivatives.

Classwork (7)

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Tangent Approximation and Optimizations

When we zoom in toward a point on a surface of a differentiable function of two


( ) , the surface looks more and more like a plane (i.e. a tangent
variables
plane on the surface) and we can approximate the function by a linear function of two
variables.

Definition
Tangent Planes
A tangent plane is defined to be a plane that is just tangent to a surface (i.e.
this plane will touch the surface in only one point).

) has a continuous partial derivatives, an equation for the


( ) at the point (
) is given
tangent plane to the surface
If

as:

)(

)(

LINEAR APPROXIMATION AND TOTAL DIFFERENTIAL

Consider a function
function. If (
function

( )
):

) and let (

) is another point in the domain of the function, then the


changes by an amount
in going from (
) to
(

For a fixed point (


when

) be a fixed point in the domain of the

) , the

is a function of

and

such that

Advanced Engineering Mathematics [ENG4200]

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4. Partial Derivatives

Definition
Linear Approximation

) has continuous partial derivatives in the region under


consideration, then the change in
from a point (
) to a neighboring
point (
) can be approximated linearly by
Suppose

where the partial derivatives are evaluated at the fixed point (


The smaller the values of

and

, the better is the approximation.

Note
This approximation result can be generalized for functions of any number of variables.

For example, if

) , then the linear approximation formula is

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4. Partial Derivatives

Example (38)
The volume of a cylinder,
and
in
Solution:

that are in error by

, is determined from measurements of


. What is the approximated percentage error

?
The uncertainty in

caused by uncertainties in

So, the approximated percentage error in

and

is

is

;
(

where the terms in brackets are the percentage error in

),
and

respectively.

Therefore, we have

( )(

The approximated percentage error of measurement in

Advanced Engineering Mathematics [ENG4200]

is

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4. Partial Derivatives

Example (39)
The area of a triangle

is given by

particular triangular plot of land,


respectively, and

and

Solution:

are measured to be

is read to be

is the computed area in error if


is in error by

. In surveying a

and

and

. By how much (approximately)


are in error by 0.15 m each and

Using the linear approximation, we have

Here, all the derivatives are evaluated at


We also have
(

)(

,
)(

and
(

)(

)(

)(

, so

)(

)( )

The approximated error of measurement in

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is

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4. Partial Derivatives

Total Differential

Definition
Total Differential

For a function

) that has continuous first order partial derivatives,


of
at the point (
) is

the total differential

.
So

is a linear function of

approximation to the change in

and

and is simply the linear

when we move from the point (

) to

).

Note:
For example,

),

( ),

( ) , we have the differentials

;
Substituting

and dividing throughout by

.
, we have

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4. Partial Derivatives

Example (40)
At a certain instant the radius of a closed right circular cylinder is

, while the altitude is

increasing at the rate

and is

and is decreasing

. Find the time rate of change (a) of the volume and


at the rate
(b) of the surface area at that instant.
Solution:
Let

be the radius of the cylinder, then we know that

when

when

, and
be the altitude of the cylinder, then we have

.
(a)

For

represents the volume of the cylinder, then

( )( )(

i.e. the rate of change of volume,


(b)

For

)(

, at that instant is

represents the surface area of the cylinder, then

( )(

( )(

i.e. the rate of change of surface area,

Advanced Engineering Mathematics [ENG4200]

( )(

, at that instant is

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4. Partial Derivatives

Example (41)
Find
Solution:

and

if

The differentials are

Substituting the differentials

( (

( (

into

)
);

and

))

)) .

, we obtain

Classwork (8)

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4. Partial Derivatives

Optimizations

MAXIMA, MINIMA AND SADDLE POINTS OF FUNCTIONS OF TWO VARIABLES

Maximum and minimum values

Functions of two variables, like functions of one variable, can have relative (or local) and
absolute maximum and minimum values.
Relative maximum occurs when the function value at that point is larger than the
function values of its surrounding points.
Relative minimum occurs when the function value at that point is smaller than the
function values of its surrounding points.

Absolute maximum point is the point at which the function assumes its maximum
value over its whole domain.
Absolute minimum point is the point at which the function assumes its minimum value
over its whole domain.

The following are examples of minimum and maximums.

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4. Partial Derivatives

Example (42)

Solution:

This function has an absolute and local minimum at the point (0,0,0).

Example (43)

)(

Solution:

This function has an infinite number of relative maxima and has the minimum
value zero whenever or is a non-negative integer.

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4. Partial Derivatives

Example (44)

Solution:

This function has an infinite number of relative maxima and relative minima.

For maximum and minimum points that do not lie on the boundary of the domain, we
observe that either
(1)

the tangent planes are horizontal so that the derivatives along any direction is
zero at these points, and in particular, we see that
(refer to the
first and third functions above); or

(2)

the derivatives may not exist as in the second function above, i.e.,

or

, or

both of them fail to exist at these points.


Thus a necessary (but not sufficient) condition for the existence of relative
maximum/minimum is
, or one or both of them fails to exist.

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4. Partial Derivatives

Saddle Point
is only a necessary condition for relative maximum/minimum but not
sufficient. There are points that satisfy this condition but fail to be extreme points.

Example (45)
Consider the function (

Solution:

At the point (

),

but the function is at maximum along

certain directions and at minimum along other directions, so it is not an extreme


point. Since the shape resembles a horse saddle, such points are known as
saddle points.

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4. Partial Derivatives

Test for relative maximum/minimum


1.

Check for critical points, i.e. points at which either

, or one or both

of them do not exists.


(a)

If one or both of

and

fail to exist, then you have to inspect the

function around that point to determine whether it is a maximum, a


minimum or neither one of them. (Luckily we only encounter a few such
cases.)
(b)

If

, and if the first and second order partial derivatives are

continuous, we may proceed to step 2 and use the second derivative


test. (Of course, you may inspect the function directly around the point to
ascertain its nature.)

2.

Second derivative test

(
the Hessian) at (
If

(a)

if

)
):

(or equivalently,

relative maximum at (
(b)

if

, determine

) , then

) and

at (

) , then

has a

) and

at (

) , then

has a

).

(or equivalently,

relative minimum at (

).

(c)

if

at (

(d)

if

, the test is inconclusive at (

determine the behaviour of

(this is sometimes known as

has a saddle point at (

at (

Advanced Engineering Mathematics [ENG4200]

).

) . We have to seek other means to

).

Page 47 of 59

4. Partial Derivatives

Example (46)
Test the surface

for maxima, minima, and


saddle points. Find the function values at these points.
Solution:
The domain of

derivatives are polynomial functions of (

has no boundary points, and all its


) , and so are continuous.

So maximum/minimum can only occur at the critical points.


, and
.
Solving the two equations simultaneously, the critical points are (

) and (

).

The discriminant of the function is

(
)

)( )
(

At the critical point

( )
) ,

( )
(

),

(
(

)
)

)
, so we conclude that (

minimum point and the function value is


At the critical point
conclude that
(
(
)
.

, and

) is a relative

, so we
is a saddle point and the function value is

The surface is illustrated


on the left

Advanced Engineering Mathematics [ENG4200]

Page 48 of 59

4. Partial Derivatives

Example (47)
Find

the

absolute

maxima
and
minima
of
the
function
which is defined over the closed triangular

plate in the first quadrant bounded by the lines

Solution:
The domain of the function is the triangle

in the

plane shown below.

Consider points on the boundary of the triangle and critical points inside the
triangle.
Interior points
For critical points, we require
, and

Solving these equations simultaneously, the solution is (

).

Since this is not an interior but a boundary point, we conclude that there is no
relative minimum or maximum inside the domain of
.
We summarize our findings on possible maximum and minimum points in the
following table
(
)
(0, 0)
(0, 4)
(2, 4)
(4, 4)

1
17
13
17

So we find that:
(a)

absolute minimum occurs at (0, 0) and its value is 1;

(b)

absolute maximum occurs at (0, 4) and (4, 4) with a value 17.

Advanced Engineering Mathematics [ENG4200]

Page 49 of 59

4. Partial Derivatives

Example (48) -

(The method of least squares)

An electrical current is fed into an electronic system and the output voltage is
measured. The experiment is carried out times and a set of data (
),

), , (

) is obtained, where

are the input currents and

are the output voltages. Assuming a linear relationship between the


input current and the output voltage, we would like to fit the best straight line
for the set of data..
Solution:

Let
be the predicted voltage at
according to the fitted straight line.
) and the method of least squares require
Then the error at
is (
that the fitted line should minimize the square of the total sum of errors,
i.e., minimize

) .

Let the equation of the fitted line to be


then

Problem: We need to determine


Here,

and

)
and

is a minimum

such that

can take on any real value and so there is no boundary point.

For interior points, we search for the critical points:

Advanced Engineering Mathematics [ENG4200]

(
)

(
)

(1)

(2)

Page 50 of 59

4. Partial Derivatives

Example (48) -

(The method of least squares) contd

In Statistics, these equations are known as Normal Equations. Solving (1) and
(2), the critical point is given by

)(
(

)(

) (

)(

The second order partial derivatives are


(

) ;

The discriminant of the function S is

{(

, (
)

where we exclude the case that all the


Since

(unless all

are equal.
are zero, which we exclude),

so our

second derivative test tells us that the critical point is indeed a minimum
point.
Since there is only one minimum point in the whole domain, we conclude that it
is also the absolute minimum point.

Advanced Engineering Mathematics [ENG4200]

Page 51 of 59

4. Partial Derivatives

Summary on maximum/minimum values of a function

(1)

Relative maximum/minimum values (interior points)


Step 1
Determine the critical points:
(a)

(b)

or both of them fail to exist; or


.

If (a) then investigate the behaviour of the function near the critical
points manually (such as sketching some points of the surface.)
If (b) go to step 2.

Step 2

Determine the discriminant (or hessian) of the function,


conduct the second derivative test:

The
test
is
inconclusive.
Find
other
ways
to
determine the nature
of the critical point.

Saddle point

(a)

and

or

Minimum point.
(b)

or

Maximum point.

(2)

Absolute maximum/minimum values


Determine the maximum/minimum values of the function at its boundary, and
then find the overall maximum/minimum values among these boundary points
and the relative maximum/minimum points found in (1).

Classwork (9)

Advanced Engineering Mathematics [ENG4200]

Page 52 of 59

4. Partial Derivatives

Gradient

For a function of a single variable - ( ), the derivative of the function is the slope,
the tangent or the gradient.

For a function of two variables - (


), the partial derivatives of the function gives a
similar property. Graphically, a function of two
variable will defined by a surface in 3D space.
The normal to the surface is the direction of
the gradient. Since direction is involved, the
gradient for (
) is a vector. The gradient
at any point P, (

) , is the direction in
which the function (
) will increase most
rapidly (at that point (
) ). The same
definition holds for functions with three or
more variables but it cannot be graphically
presented.

Definition
The gradient of a function
The gradient of a function

) in two dimensions is defined as:


)

This definition may be extended for functions with three variables,

Note:

):

The gradient of a function is a vector field. This vector field is called a gradient
vector field or conservative vector field.

Advanced Engineering Mathematics [ENG4200]

Page 53 of 59

4. Partial Derivatives

Example (49)

Calculate the gradient for the function

Solution:

(
)

(
)

Example (50)

Calculate the gradient for the function

).

Solution:

(
(

)
(

))

))

( )
(

Advanced Engineering Mathematics [ENG4200]

)
(

(
(

))

))

))

Page 54 of 59

4. Partial Derivatives

Directional Derivatives

We know that

is the instantaneous rate

of change of

) in the direction of

the unit vector

and that, similarly,

and

are the instantaneous rate of change of

) in the direction of the unit vectors

and respectively. .
The gradient of a function can be used to
find the instantaneous rate of change in
other directions as follows.

Definition
The directional derivative of a function
Suppose that a function with 2 variables is differentiable at a point P. The
directional derivative for this function

, at point P, denoted by
( )
( )

Note:

) along an arbitrary unit vector,


( ) is defined as:

( )

Scalar (or dot) product:

Advanced Engineering Mathematics [ENG4200]

| |

and

Page 55 of 59

4. Partial Derivatives

Example (51a): Method 1 by limit


Find the derivative of

the function

at the point , (

in the direction of

Solution:
First, find the unit vector in the direction of

the unit vector for is given by

The directional derivative is


(

) (

) ( )

Advanced Engineering Mathematics [ENG4200]

Page 56 of 59

4. Partial Derivatives

Example (51b): Method 1 by partial derivative


Find the derivative of

the function

at the point , (

in the direction of

Solution:
First, find the unit vector in the direction of
the unit vector for is given by

The directional derivative is

( )

( )

( )

( )

( )

( )

( )

) (

(
(

))

Advanced Engineering Mathematics [ENG4200]

Page 57 of 59

4. Partial Derivatives

Example (52):
Find the tangent line to the curve

at the point

,(

).

Solution:

First, let

( )
( )

( )

Let the vector equation for the tangent line which pass through

If the two vectors


then
Therefore, we have

,(

) and are perpendicular to each other,

)
(

) is

) ((

)
(

) )

The equation for tangent line is:

Advanced Engineering Mathematics [ENG4200]

Page 58 of 59

4. Partial Derivatives

Example (53):
Given a function (

. (a) Find the direction in which the directional

derivative is maximal at the point , (


derivative in that direction found from (a).

).

(b) What is the directional

Solution:
(a)

First, let

( )

)
)

(
( )

the unit vector in that direction is

(b)

( )

The direction for maximal directional derivative is


and,

The magnitude of the gradient is

is

,(

Hence the direction derivative at the point

) in the direction of

Alternative Method for (b):


Form (a), the unit vector is
Then, we have

( )
(

( )

) (

--< End of Chapter >--

Advanced Engineering Mathematics [ENG4200]

Page 59 of 59

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