MA1104 Handout 3 2016/2017 Semester 2

Week 3 Partial Derivatives, Chain Rule, Directional Derivatives

1. Partial Derivatives: If f is a function of two variables, its partial derivatives are the functions fx
and fy defined by: fx (x, y) = lim f (x+h,y)f
h
(x,y)
and fy (x, y) = lim f (x,y+h)f
h
(x,y)
.
h0 h0

2. Clairauts Theorem: Suppose f is defined on a disk D that contains (a, b). If the functions fxy
and fyx are both continuous on D, then fxy (a, b) = fyx (a, b). In fact, as long as the numbers of
the same variable occurring in the subscript are the same, the corresponding partial derivatives
are the same.

3. Equation of Tangent Plane: Consider the surface S given by z = f (x, y). A normal vector to
the tangent plane to S at (a, b) is hfx (a, b), fy (a, b), 1i. The tangent plane is given by z =
f (a, b) + fx (a, b)(x a) + fy (a, b)(y b).

4. Definition of Increment: Let z = f (x, y). Suppose 4x and 4y are increments in the independent
variables x and y respectively from a fixed point (a, b). Then the increment in z at (a, b) is defined
as 4z = f (a + 4x, b + 4y) f (x, y).

5. Definition: We say that z = f (x, y) is differentiable at (a, b) if we can write 4z = fx (a, b) 4 x +

fy (a, b) 4 y + 1 4 x + 2 4 y, where 1 and 2 are functions of 4x and 4y which vanish (i.e.
1 , 2 0 as (4x, 4y) (0, 0)).

6. Theorem: Suppose z = f (x, y) is differentiable at (a, b). Let x and 4y be small increments in x
and y respectively at (a, b). Then 4z fx (a, b) 4 x + fy (a, b) 4 y.

7. The Chain Rule (Case 1): Suppose z = f (x, y) is a differentiable function of x and y, where
x = g(t) and y = h(t) are both differentiable functions of t. Then, z is a differentiable function of
f dx f dy
t and dz
dt = x dt + y dt .

8. Chain Rule (Case 2): Suppose that z = f (x, y) is a differentiable function of x and y, where
x = g(s, t) and y = h(s, t) are both differentiable functions of s and t. Then f f x f y
s = x s + y s
f f x f y
and t = x t + y t .

9. Chain Rule (General Version): Suppose that u is a differentiable function of n variables x1 , , xn ,

and each xj is a differentiable function of m variables t1 , , tm . Then u is a function of t1 , , tm
u u x1 u x2 u xn
and t i
= x1 ti
+ x 2 ti
+ + x n ti
.

10. We say that z is an implicit function of x and y defined by F (x, y, z) = 0 if for every choice of x
and y, the value of z is determined by F (x, y, z) = 0.

11. Implicit Differentiation (two independent variables): Suppose the equation F (x, y, z) = 0, where F
z
is differentiable, defines z implicitly as a differentiable function of x and y. Then x = FFxz (x,y,z)
(x,y,z)
,
z F (x,y,z)
y = Fyz (x,y,z) provided that Fz (x, y, z) 6= 0.

12. Directional Derivative: The directional derivative of f (x, y) at (x0 , y0 ) in the direction of unit
vector u = ha, bi is Du f (x0 , y0 ) = lim f (x0 +ha,y0 +hb)f
h
(x0 ,y0 )
provided the limit exists. Note: the
h0
directional derivative Du f (x0 , y0 ) is the rate of change of the function at the point (x0 , y0 ) in the
direction given by u.

13. Theorem: If f (x, y) is a differentiable function, then f has a directional derivative in the direction
of any unit vector u = ha, bi and Du f (x, y) = fx (x, y)a + fy (x, y)b.

14. Definition of Gradient: The gradient of f (x, y) is the vector-valued function f (x, y) = hfx , fy i =
fx i + fy j = f f
x i + y j provided both partial derivatives exist. f read delf .

15. 3-D Directional Derivative: The directional derivative of f (x, y, z) at (x0 , y0 , z0 ) in the direction of
unit vector u = ha, b, ci is Du f (x0 , y0 , z0 ) = lim f (x0 +ha,y0 +hb,z0h+hc)f (x0 ,y0 ,z0 ) provided this limit
h0
exists.
1
MA1104 Handout 3 2016/2017 Semester 2

16. Computing 3-D Directional Derivative: Du f (x, y, z) = f (x, y, z) u where f = hfx , fy , fz i =

f f f
x i + y j + z k is the gradient vector.

Week 4 Gradient Vector, Extrema & Lagrange Multiplier

1. Suppose f (x, y) is a differentiable function of x and y at (x0 , y0 ). Suppose f (x0 , y0 ) 6= 0. Then
f (x0 , y0 ) is normal to the level curve f (x, y) = k that contains the point (x0 , y0 ).

2. Suppose F (x, y, z) is a differentiable function of x, y and z at (x0 , y0 , z0 ). Suppose F (x0 , y0 , z0 ) 6=

0. Then F (x0 , y0 , z0 ) is normal to the level surface F (x, y, z) = k that contains the point
(x0 , y0 , z0 ). The equation of the tangent plane to level surface is F (x0 , y0 , z0 ) hx x0 , y
y0 , z z0 i = 0.

3. Theorem (Maximizing Rate of Increase/Dercrease of f ): Suppose f is a differentiable function of

two or three variables. Let P denote a given point. Assume f (P ) 6= 0. (1) f (P ) points in
the direction of maximum rate of change of f at P (maximum value of Du f (P ) is kf (P )k; (2)
f (P ) points in the direction of minimum rate of change of f at P (minimum values of Du f (P )
is kf (P )k.

4. Let f (x, y) : D R. Then f has a local maximum(resp. minimum) at (a, b) if f (x, y) f (a, b)
(resp. f (x, y) f (a, b)) for all the points close to (a, b). The number f (a, b) is called a local
maximum (resp. minimal) value.

5. If f has a local maximum or local minimum at (a, b) and the first-order derivatives of f exist there,
then fx (a, b) = fy (a, b) = 0.

6. Definition: Let f (x, y) : D R. The a point (a, b) is called a saddle point of f if (1) fx (a, b) =
fy (a, b) = 0 and (2) every neighborhood at (a, b) contains points (x, y) D for which f (x, y) <
f (a, b) and points (x, y) D for which f (x, y) > f (a, b).

7. Definition: Let f (x, y) : D R. Then f has an absolute maximum (resp. minimum) at (a, b) if
f (x, y) f (a, b) (resp. f (x, y) f (a, b)) for all points in the domain D.

8. A set R R2 is closed if it contains all its boundary points. (A boundary point of R is a point
(a, b) such that every disk with center (a, b) contains point in R and also point in R2 \ R.

9. A set R R2 is bounded if it is contained within some disk. In other words, it is finite in extent.

10. Extreme Value Theorem: If f (x, y) is continuous on a closed and bounded set D R2 , then f
attains (1) an absolute maximum value f (x1 , y1 ) and (2) an absolute minimum f (x2 , y2 ) for some
points (x1 , y1 ) and (x2 , y2 ) in D.

11. Closed Interval Method for finding Absolute Maximum/Minimum: (1) Find the values of f at its
critical points in D; (2) Find the extreme values of f on the boundary of D; (3) The largest (resp.
smallest) of the values in Step 1 and Step 2 is the absolute maximum value (resp. minimum value).

12. Lagrange Multiplier (Two variables): Suppose f (x, y) and g(x, y) are differentiable functions such
that g(x, y) 6= 0 on the constraint g(x, y) = k. Suppose that the minimum/maximum value of
f (x, y) subject to the condition g(x, y) = k occurs at (x0 , y0 ). Then f (x0 , y0 ) = g(x0 , y0 ) for
some constant (called a Lagrange Multiplier).

13. Lagrange Multiplier (Three variables): Suppose f (x, y, z) and g(x, y, z) are differentiable func-
tions such that g(x, y, z) 6= 0 on the constraint surface g(x, y, z) = k. Suppose that the max-
imum/minimum value of f (x, y, z) subject to the constraint g(x, y, z) = k occurs at (x0 , y0 , z0 ).
Then f (x0 , y0 , z0 ) = g(x0 , y0 , z0 ) for some constant (called a Lagrange Multiplier).

14. Steps of the method of Lagrange multipliers: Step 1. Find all values x, y, z and such that
f (x, y, z) = g(x, y, z) and g(x, y, z) = k; Step 2. Evaluate f at the points obtained in Step 1.
The largest/smallest of these values is the maximum/minimum of f .