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Chapter 9 Multivariable Functions

The document discusses functions of several variables and multivariable calculus concepts. It introduces: - Graphs of functions with two or more variables define surfaces in 3D space rather than curves. - Partial derivatives measure the rate of change of the function with respect to one variable at a time. - Functions can have relative (local) maxima and minima points when evaluated over a small region. - The second derivative test uses the signs of the partial derivatives to determine if a stationary point is a relative maximum, minimum or saddle point.

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0% found this document useful (0 votes)
57 views

Chapter 9 Multivariable Functions

The document discusses functions of several variables and multivariable calculus concepts. It introduces: - Graphs of functions with two or more variables define surfaces in 3D space rather than curves. - Partial derivatives measure the rate of change of the function with respect to one variable at a time. - Functions can have relative (local) maxima and minima points when evaluated over a small region. - The second derivative test uses the signs of the partial derivatives to determine if a stationary point is a relative maximum, minimum or saddle point.

Uploaded by

Reza Husaini
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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UNIVERSITY KUALA LUMPUR MALAYSIAN INSTITUTE OF AVIATION TECHNOLOGY

CHAPTER 9: MULTIVARIABLE FUNCTIONS

3D Coordinate Space

Functions of Several Variables

Examples

The graph of y =f(x) is a curve in the xy plane. There are two variables: x is independent and
free, y is dependent on x. Above x on the base line is the point (x, y) on the curve. The curve can
be displayed on a two-dimensional printed page.

The graph of z =f(x, y) is a surface in xyz space. There are three variables: x and y are
independent, z is dependent. Above (x, y) in the base plane is the point (x, y, z) on the surface.

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UNIVERSITY KUALA LUMPUR MALAYSIAN INSTITUTE OF AVIATION TECHNOLOGY

The number f x ( x0 , y0 ) is thus the slope of the y0 -section of the surface z  f ( x, y ) at

point P( x0 , y0 , z0 ) .

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UNIVERSITY KUALA LUMPUR MALAYSIAN INSTITUTE OF AVIATION TECHNOLOGY

The number f y ( x0 , y0 ) is thus the slope of the x0 -section of the surface z  f ( x, y ) at

point P( x0 , y0 , z0 ) .

Examples:
Evaluate f x ( x, y ) and f y ( x, y ) .

a. f ( x, y )  3x3  2 x 2 y  xy  5 y 2  4
b. f ( x, y )  sin 3 xy

c. f ( x, y )  x 2 y  3 y 2

Solution:
a. f ( x, y )  3x3  2 x 2 y  xy  5 y 2  4

 
f x  x, y   3 3 x 2  22 xy   y
 9 x 2  4 xy  y

f y  x, y   2 x 2  x  10 y

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UNIVERSITY KUALA LUMPUR MALAYSIAN INSTITUTE OF AVIATION TECHNOLOGY

b. f ( x, y )  sin 3 xy
d
f x  x, y   cos 3 xy  3 xy
dx
 3 y cos 3xy

d
f y  x, y   cos 3 xy  3xy
dy
 3 x cos 3xy

c. f ( x, y )  x 2 y  3 y 2
1
d 2 2

f x  x, y   x y  3 y
2

2 2
 x y  3y 
 dx 
2 xy

x2 y  3y2

1
d 2 

f y  x, y   x 2 y  3 y 2  
2  x y  3 y 2 
 dy 
x2  6y

x2 y  3y2

Other Notations for Partial Derivatives

f ( x, y ) f ( x, y )
f x ( x, y )  f x' ( x, y )  ; f y ( x, y )  f y' ( x, y )  ;
x y

''  2 f ( x, y ) ''  2 f ( x, y )
f xx ( x, y )  f ( x, y ) 
xx ; f xy ( x, y )  f ( x, y ) 
xy .
x 2 xy

Example:
2z 2z 2z
Given z  f  x, y  , find , and
x 2 y 2 xy

a. z  2x 2  7 y

b. z  9  3 y 3  7 xy

c. z  e 5 xy

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UNIVERSITY KUALA LUMPUR MALAYSIAN INSTITUTE OF AVIATION TECHNOLOGY

RELATIVE (LOCAL) MAXIMA AND MINIMA

Definition
A function z  f ( x, y ) is said to have a relative maximum at a point ( x0 , y0 ) if it is defined at

some disc D( x0 , y0 )  {( x, y ) | x 2  y 2  r} and for any ( x, y )  D( x0 , y0 )

f ( x, y )  f ( x0 , y0 ) .

A function z  f ( x, y ) is said to have a relative minimum at a point ( x0 , y0 ) if it is defined at

some disc D( x0 , y0 )  {( x, y ) | x 2  y 2  r} and for any ( x, y )  D( x0 , y0 )

f ( x, y )  f ( x0 , y0 ) .

Similar to the functions of one variable, if function of two or more variables has local extremum
at point ( x0 , y0 ) , all first order partial derivatives, if exist, equal 0.

The reverse is not true. First order partial derivatives may equal zero at some point, but function
may have not a local extremum at this point.

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UNIVERSITY KUALA LUMPUR MALAYSIAN INSTITUTE OF AVIATION TECHNOLOGY

Definition
A point ( x0 , y0 ) is a stationary point for the function z  f ( x, y ) if partial derivatives at this

point f x ( x0 , y0 ) and f y ( x0 , y0 ) equal 0.

Theorem: THE SECOND DERIVATIVE TEST

Suppose that point ( x0 , y0 ) is a stationary point for the function z  f ( x, y ) and function

f ( x, y ) has continuous second-order derivatives at ( x0 , y0 ) . Denote

 2 f  xo , yo   2 f  xo , yo   2 f  xo , yo 
A B C D  AB  C 2
x 2 y 2 xy

1. If D  0 and A  0 , then function f ( x, y ) has a relative maximum at the point ( x0 , y0 ) .

2. If D  0 and A  0 , then function f ( x, y ) has a relative minimum at the point ( x0 , y0 ) .

3. If D  0 , then function f ( x, y ) has neither a relative maximum nor relative minimum at


the point ( x0 , y0 ) and also known as Saddle point

4. If D  0 , then the test is inconclusive and more advanced methods are needed to solve
the problem.

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UNIVERSITY KUALA LUMPUR MALAYSIAN INSTITUTE OF AVIATION TECHNOLOGY

Example:
Find the relative extrema of the function f x, y   3x 2  4xy  4y 2  4x  8y  4 .

Solution:
To find stationary points of the function we solve system of equations
f ( x, y )
 6x  4 y  4  0
x
Solve by using simultaneous equation
f ( x, y )
 4 x  8 y  8  0
y

From these equations we have x = 0; y = -1.

 2 f ( x, y )  2 f ( x, y )  2 f ( x, y )
Further A 6 B 8 С  4 .
x 2 y 2 xy

From this we have D  AB  C 2  6  8  16  32  0 .

Since A > 0, the function has a relative minimum at the point (0, 1) .

Example:
Test function u  x 3  3 xy 2  39 x  36 y  26 for relative extrema.

Solution:
We evaluate first order partial derivatives

u u
 3 x 2  3 y 2  39;  6 xy  36 .
x y

To find stationary points, we solve system of equations


3 x 2  3 y 2  39  0
Solve by using simultaneous equation
6 xy  36  0
The stationary points are (3; 2), (-3; -2), (2; 3) and (-2; -3).

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UNIVERSITY KUALA LUMPUR MALAYSIAN INSTITUTE OF AVIATION TECHNOLOGY

We evaluate second order partial derivatives


 2u  2u  2u
 6 x;  6 x;  6y .
x 2 y 2 xy

Applying second derivative test to each stationary point we obtain:

(3,2) (-3,-2) (2,3) (-2,-3)


A=fxx 6x = 6(3) = 18 6x = 6(-3)=-18 6x=6(2)=12 6x=6(-2)=-12
B=fyy 18 -18 12 -12
C=fxy 6y=6(2)=12 -12 18 -18
D=AB – C2 180 180 -180 -180
D <0 D<0
D>0;A>0 D > 0; A < 0
Conclusion Saddle point Saddle point
Local min at (3,2) Local max at (-3,-2)

 2u  2u  2u
1. Point (3; 2). At this point A  18; B   18; C   12
x 2 y 2 xy

and D  AB  C 2  182  122  0 . Since D  0 and A  0 , then function u ( x, y ) has a


relative minimum at the point (3; 2) .

 2u  2u  2u
2. Point (3; 2) . At this point A   18; B   18; C   12 and
x 2 y 2 xy

D  AB  C 2  182  122  0 . Since D  0 and A  0 , then function u ( x, y ) has a


relative maximum at the point (3; 2) .

 2u  2u  2u
3. Point (2; 3). At this point A  2  12; B  2  12; C   18 and
x y xy

D  AB  C 2  122  182  0 . According to second derivative test function u ( x, y )


has no relative extremum at this point.
 2u  2u  2u
4. Point (- 2; - 3). At this point A  2  12; B  2  12; C   18 and
x y xy

D  AB  C 2  (12) 2  (18) 2  0 . According to second derivative test function


u ( x, y ) has no relative extremum at this point.

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UNIVERSITY KUALA LUMPUR MALAYSIAN INSTITUTE OF AVIATION TECHNOLOGY

ASSIGNMENT

2z 2z 2z


1. Calculate , and when
x 2 y 2 xy
a. z  9x  2
b. z  9x  y
c. z  3 x  4 y  11

d. z  5y3  x4

e. z  yx 2

f. z  3 x 2  4 xy  11 ; hence, evaluate at the point  x, y    2,5

g. z  x 2e y
h. z  x2  e y
i. z  3 x 2 cos y

j. z  3 x 2  cos y

k. z  3 x 2  4 x sin y

2. Find the coordinates of any stationary points of the function:


a. f  x, y   x 2  xy  7 y

b. f x, y   2 x 2  3 xy  y 2  2 x

c. f  x, y   x 2  y 3  3 y

d. f x, y   4 xy  2 x 2 y

e. f  x, y    x  y 3

x3 2 y2
f. f  x, y   3 x  xy   6y
3 2
g. f x, y   x 2  xy  7 y

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UNIVERSITY KUALA LUMPUR MALAYSIAN INSTITUTE OF AVIATION TECHNOLOGY

3. Determine the position and the nature of the stationary points of the following functions:
a. f x, y   3xy  x  y

b. f  x, y   x 2  y 2  3 y

c. f x, y   x 2  y 2  3 xy
1 1 3
d. f  x, y    
x y xy

e. f x, y   e xy

f. f x, y   xy  x  y 2

g. f  x, y    x 2  y 2  3 y

h. f x, y   7 x  2 y 2  xy
1 1 1
i. f  x, y    
x y xy

j. f x, y   e  x  y 1

4. Test for local extrema.


a. z  ( x  2) 2  2 y 2

b. z  ( x  2) 2  2 y 2

c. z  x 4  4 xy  2 y 2

d. z  x 4  y 4  2 x 2  4 xy  2 y 2

e. z  x 2  y 2  xy  12 x  3 y

f. z  4 x 2  y 2  4 xy  4 x  2 y  1

g. z  3x3  y 3  3 y 2  x  1

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