Directional derivatives and gradients Directional derivatives.

Given a function of two variables f (x, y), we know how to compute its rate of change in the x-direction and in the y-direction: the rate of change in the x-direction is given by the partial derivative with respect to x, , = lim

+ ,

and the rate of change in the y-direction is given by the partial derivative with respect to y, , + , , = lim Question: How to compute the rate of change of f in other directions? This question leads us to the notion of a directional derivative. Definition. (Directional derivatives) If f is a function of two variables, of f in the u-direction is , if the limit exists. If f is a function of three variables and if the u-direction is , , if the limit exists. , =3 +5 = lim

, and if = lim = , + +

is a unit vector, the directional derivative ,

, +

is a unit vector, the directional derivative of f in , + , ,

, +

Examples: Find the directional derivative of 1. 2. , , = at the point (2, 1, 1) in the direction of 1,2,3 . at the point (1, -2) in the direction of

TANGENT PLANES TO LEVEL SURFACES , , = ,where is a constant, and let , , be a point Suppose S is a surface with equation on S. Let C be any curve that lies on the surface and passes through the point P. Note that the curve can be described by a continuous vector function = Since lies on S, any point , , , If , are differentiable functions of t and which is equivalent to In particular, if = Thus, the gradient vector at P, , , on S that passes through P. Therefore, , ,

, ,

, = .

must satisfy the equation of S, that is,

is differentiable, then we have + =0 = , , , and = 0. =0

is the parameter corresponding to , we have

, is perpendicular to the tangent vector to any curve C , , is also perpendicular to the plane tangent to S at P. , , be a

Theorem: Let S be a surface with equation , , = ,where is a constant. Let P point on S. Then , , 0 is normal to the plane tangent to S at P and the equation of this tangent plane is given by , , + = , , , = , , + , ,

=0.

Remarks: 1. If the surface S is defined by

, we can write the equation as , =0, = 0. , , , ,

2. The symmetric equations of the normal line to S at P are , , = =

Examples: Find equations of (a) the tangent plane and (b) the normal line to the given surface at the specified point. 1. 2. 3. + = + + = 3 at (5, -3, -2) + at (0,0,1) + 9 = 0 at (1,2,4)

PARAMETRIC SURFACES Recall: A curve by can be described by a vector function of a single parameter Definition: Let , = , , , , in the uv-plane. Then the set of all points = , , = , , , , , be a vector-valued function defined on a region D in in satisfying the equations = , ,

is called a parametric surface. The equations

= = =

, , ,

, ,

are called the parametric equations of S. The variables u and v are called the parameters.
Examples: Identify the surface S parametrized by the vector function.

1. 2. 3. 4. 1. 2. 3. 4.

(cone whose axis of symmetry is the x-axis)

, where <

< and 0 and 0

2 . 3

(circular cylinder with radius 2 whose axis is the y-axis)

, ,

= 2 = 2 =

+ + 2 cos , sin

+ 2

where 0 sin , cos

Examples: Find a parametric representation of

the cone = 2 + the elliptic paraboloid = + . the portion of the sphere with radius 3 centered at the origin in the first octant. The cylinder + = 25

Tangent Planes and Normal Vectors to Parametric Surfaces. , = Theorem: Let S be a parametric surface defined by , , = , be a point on S. Then the vector , , is perpendicular to the plane tangent to S at P. The equation of this tangent plane is , , , , , , , , and

=0

Examples: Find the equation of the tangent plane to the surface given by 1. , = +2 + + at the point 2,2,3 . 2. , = , , + 2 at the point 1, 1, 3 .

RELATIVE EXTREMUM OF FUNCTIONS IN TWO VARIABLES Definitions. Let f be a function of two variables. 1. If (a, b) is a point in the domain of f , then f has a local maximum at (a, b) if f (x, y) f (a, b) for all points (x, y) near (a, b); f has a local minimum at (a, b) if f (x, y) f (a, b) for all points (x, y) near (a, b). A local maximum or minimum is called also a local extremum. Theorem 1. If f has a local extremum at (a, b) and its first-order partials , = , = 0 , and , exist, then

Definition. Let f be a function of two variables. A critical point of f is a point (a, b) such that either , = , = 0, or one of these partial derivatives does not exist. Example. Find all critical points of the function f (x, y) = x3 + y2 6xy + 6x + 3y 2. Theorem: (Second-derivative Test). Suppose that f (x, y) has continuous second-order partial derivatives near the critical point (a, b) and define = , = , , , Then i. if D > 0 and fxx(a, b) > 0, f has a local minimum at (a, b); ii. if D > 0 and fxx(a, b) < 0, f has a local maximum at (a, b); iii. if D < 0, f does not have a local extremum at (a, b). The point (a, b) is called a saddle point. iv. if D = 0, the test gives no information: f could have a local maximum or local minimum at , or could be a saddle point of f. Note: If f has a local minimum or a local maximum at (a, b), then (a, b) is a critical point of f. However, not all
critical points of a function give rise to local maximum or local minimum. Illustration: , = .

Examples: A. Find and classify all critical points. 1. , = + 6 + 6 + 3 2. , = + 6 3. , =4+ + 3 , =3 + 3 3 +2 4.

2.

B. Find the point on the plane 2x y + 2z 3 = 0 that is closest to the origin. What is the distance between the plane and the origin? C. A rectangular metal tank with an open top is to hold 256 cubic feet of liquid. What are the dimensions of the tank that requires the least material to build?

ABSOLUTE EXTREMUM OF FUNCTIONS IN TWO VARIABLES

Theorem. (Extreme Value Theorem): If f is continuous on a closed, bounded set D in , then attains an absolute maximum value , and an absolute minimum value , at some points , and , in D. To find the absolute extremum values of a function defined on a closed and bounded set R. 1. Find the critical points of f inside D. 2. Find the boundary points of f on D. 3. Evaluate f at points obtained in (1) and (2). The largest of the values is the absolute maximum value and the smallest of the values is the absolute minimum value. Examples. 1. Find the absolute maximum and minimum values of , = 2 + 2 on the rectangle = { , |0 3, 0 2}. 2. Find the absolute maximum and minimum values of the function , = 3 + 12 in the closed and bounded region R = {(x, y) : 0 x 2, 3x y 0}. Constrained Optimization:Lagrange Multipliers Goal: To maximize or minimize a function f subject to a constraint , = .

Theorem:(Lagranges Method). An extreme value of the function , subject to the constraint , = occurs when , = , for some number . METHOD OF LAGRANGE MULTIPLIERS: To find the maximum and minimum values , subject to the constraint , = [assuming that these , 0 on the surface , = ] extreme values exist and (a) Find all values of , such that , = , , = (b) Evaluate at all the points , that result from step (a). The largest of these values is the maximum value of ; the smallest is the minimum value.

Examples: 1. Find the extreme values of , = + 2 on the circle + = 1. 2. Find the point on the plane 2 3 + 5 = 19 that is nearest to the origin.

Double Integrals , be continuous and , 0 on a rectangular region = { , / , Problem: Let = }.Find the volume V of the solid bounded above by the graph of and below by the region .

Definition 1: The double integral of

= ,

over the rectangular region R is given by = lim

,

Remark: Let = , be continuous and , 0 on a region R on xy-plane. Then the volume of the solid bounded above by the surface defined by f and below by R is = ,

Theorem 1.1: Fubinis Theorem If a function f(x, y) is integrable on the rectangle = { , |

b d

d b

},

then we can write the double integral of f over R as either of the iterated integrals:

f ( x, y ) dA = f ( x, y ) dydx = f ( x, y ) dxdy .
R a c c a

Examples: Evaluate the following 1. 2. 3. 4. + +1 6 +2 sin + cos ={ ,

1. / 0 2, 1 2 1}

= 0,

0,

Double Integral of a Function of Two Variables Over General Regions. Kinds of Region:

Type I Region: The region R in the plane between two curves, = and = , and between the vertical lines x = a and x = b or R = {(x, y) | a x b, g1(x) y g2(x)}. If a function f(x, y) is continuous on a bounded Type I region R, then

f ( x, y ) dA = f ( x, y ) dydx
R a g1 ( x )

b g2 ( x )

and = , and between the Type II Region: The region R in the plane between two curves, = horizontal lines y=c and y =d or R = {(x, y) | h1(y) x h2(y), c y d}. If a function f(x, y) is continuous on a Type II region, then

f ( x, y ) dA = f ( x, y ) dxdy .
R c h1 ( y )

d h2 ( y )

Properties of Double Integrals Let the function f(x, y) and g(x, y) be integrable over the region R , and let c be any constant. Then the following hold: 1. 2. 3.

cf ( x, y ) dA = c f ( x, y ) dA
R R

f ( x, y ) + g ( x, y ) dA = f ( x, y ) dA + g ( x, y ) dA
R R R

If R = R1 R2, where R1 and R2 are nonoverlapping regions, then

f ( x, y ) dA = f ( x, y ) dA + f ( x, y ) dA
R R1 R2

Examples: I. Evaluate the following double integrals. 1. 2. 3. + ={ , /0 1, 0 } =2 and =1+ .

x + 2y dA where R is the region bounded by the parabolas

where R is the semicircle consisting of the portion to the right of the y axis of the circle of radius 1 centered at the origin.

4. 5.

where D is the triangular region with vertices 0, 0 , 1, 1 and 2, 0 dx dy

/

6. 7.

8. 9.

1 1+ sin

Applications of Double Integrals (Volume) 1. Find the volume of the solid bounded by the surface = + over the region bounded by the curves = 1 and = 1 in the x-y plane. 2. Find the volume of the solid bounded by the plane = 1 on the first octant. 3. Find the volume of the solid above the xy-plane bounded by the cylinder + = 16 and the plane 4. Find the volume of the solid in the first octant that is bounded by the cylinder

= 2 .

the plane

5. Find the volume of the solid in the first octant bounded by the paraboloid plane.

= 2 .

= 4 and by
and the xy-

= 9

Double Integrals in Polar Coordinates

Recall that in polar coordinates the point P x, y is represented by the coordinates (r,) where r is the distance of P from the origin and is the angle, measured counter clockwise, from the + x-axis to the line segment from the origin to P.

If (x, y) are the Cartesian coordinates and (r,) the polar coordinates of a point P then x = r cos , y = r sin and, equivalently, y r = x + y , tan = x
Let f be a continuous function defined on a polar rectangle = { , , }, 0 2

The double integral of f over R can be expressed in polar coordinates as f x, y dA =

f rcos , rsin rdrd = { ,

In general, if f is continuous on a polar region of the form f x, y dA =

},

f rcos , rsin rdrd

Note: dA = rdrd

Examples: Evaluate the following integrals 1. + where D is the region between the circles + = 1 and + = 4.

2. 3. 4. 5.

cos

+ +

dA where R is the region that lies above the x axis within the circle

= 9

1+ +

Examples: (SET-UP ONLY) Use polar coordinates to find the volume of the given solid. and above the xy-plane. 1. below the paraboloid = 18 2 2 2. lying inside both the cylinder + = 4 and the sphere + + = 16. 3. bounded by the paraboloid = 2 + 2 and the plane = 8. + + = 16. 4. above the cone = 3 + 3 and below the sphere 5. bounded by the paraboloids = 3 + 3 and = 4 . Other Applications of Double Integrals 1. Surface Area Suppose that a smooth parametric surface S is given by the equation , where , = , + . , + , ,

, a rectangular region in the

Problem: What is the surface area of S throughout the parameter domain R? Example: Find the surface area of the helicoid defined by , = sin , cos , , 0 1 0 . ,

Special Case: Suppose the surface S is defined by the equation = , where and has continuous partial derivatives, then the surface area of S over R is = + +1

lies in a region R

Examples: Find the area of 1. the part of the paraboloid =2 +2 that lies under the plane = 8.

2. the part of the plane 3 + 2 + = 6 that lies in the first octant. 3. The portion of the paraboloid 4. the part of the paraboloid 5. The portion of the cylinder =2 + = 16 +2 4 in the first octant. = 2 and + = 8. =4

that lies the planes

= 4 that is inside the cylinder

2. Mass and Center of Mass of Lamina A thin plate covering a region R in the plane is called a lamina. We suppose the lamina is filled with some non-homogeneous material, whose density over the point , is , . The total mass of the lamina is = ,

The moment of the lamina about the x axis is given by formula = and the moment about the y axis is = The coordinates , function , are = = , ,

of the center of mass of a lamina occupying the region R and having density , ,

Examples: Find the mass and center of mass of the lamina that occupies the region R and has the given density function , . 1. 2. 3. 4. = { , |1 1, 0 1}; , = is the region in the first quadrant bounded by the parabola = and the line . is bounded by the parabola = 9 and the x-axis; , = . is the triangular region with vertices 0,0 , 2,0 , and 1,1 . = 1; , =