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Function On Sevral Variables

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Function On Sevral Variables

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mohit sonkar
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© © All Rights Reserved
Available Formats
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But we can write : fenne(yepe) +9 and Loy 3.4 £03, ~ 40,0 -(y+4] 7 Which is greater than zero for all values of (x, y). Hence fhas a minimum value at the origin. EXERCISE 1, Examine the following for extreme values: @ 42 -y +4 txy+ay—4 (i) 2 (12-3x-4y) Gi) Pray t3Pee (i) @+y7-4P 2? Say?) a2 (7) (yf (+ y°-2) Oi) P+ 63(x+y)+ 12, 2. Investigate the maxima and minima ofthe functions, @ 2x- 127-27 +P +57 i) 2@-y)P—x4-y* Wi) P+3ytPro+y () 2 H4y tay +e +22y+y4 0) 2-52 —8x-5)7 (i) P-2w+ PtP yo ow that the function (y—x)* + (x -2)* has a minimum at (2, 2). the function f(x, y) =x?—2xy + y?+ x44 y* has a minima at the origin. d classify the extreme values (if any) of the functions: P+ tetytay W) Pty +P +actby (i) x+y" 662+ y*) + Bry ‘open atthe top, isto have a volume of 32 cu ft. What must be the dimensions so thatthe total tion f(x, y) = x*— 3xy? + 2y4 has neither a maximum nor a minimum value at the origin. = 7) 29"), ANSWERS | 44, FUNCTIONS OF SEVERAL VARIABLES We conclude the chapter by referring briefly —in fact very briefly, to the functions of several variables. An ordered set (4,, 4, .... 4,) of n real numbers is called a point in a space of n dimensions. The aggregate of points (xy, ,..., X,) when x, x,... x, range over the entire set of real numbers is referred to as the space of n dimensions, denoted by R". Neighbourhoods. The set of values x,, x, x, other than a,, dy... a, that satisfy the conditions In-a]<6,|m-a| (0, 0, 0,0). A function which is differentiable at every point of a region, is said to be differentiable over the region, The differentials df, df, ..., may now be easily defined as in the case of functions of two variables. 11.1 Extreme Values of a Function of n Variables A point (a, a,, ..., a,) is said to be an extreme point, and f(a, a,,...,a,) an extreme value of a function f, if for every point (x, x3, ..,x,), other than (a, as, .., a,) of some neighbourhood of (a,, a;, » @,), the difference, SOs Fas 04 Xn) — $(Myy ay 00 Gy) (1) keeps the same sign. The extreme value is a maximum or a minimum yalue according as the sign is negative or positive. If f(a,, 42,..., 4,) is an extreme value of the function of n variables, then it must also be an extreme value of the function /(x,,@),...,a,) of one variable x, and therefore the partial derivative S,, (41, 42, ~-» Gy), in case it exists, must be zero. The same is true for all the other variables x, 5, ..%,. Thus, the necessary conditions for f(a,, a;,..., ,) be an extreme value of the function fare that all the partial derivatives f,,, f;,»--» f,,» in case they exist, vanish at (a,, ay... a,). Since these are only necessary and not sufficient conditions, therefore points which satisfy these conditions may not be extreme points. A point (a,, a;, ..., d,) is called a stationary point if all the first ‘order partial derivatives of the function vanish at that point. Thus the stationary points are determined by solving the following n equations simultaneously. La, iy May soy %q) = 0 Say Chr X90 Hq) = 0 Sa, (Xp Xp oy %y) =O For a function f of n independent variables x,, x, ... x, the condition can be given in a more compact form. Thus, if (a,, a5, ..., a,) is a stationary point, then H(A, 35-044 dq) = 0 _ ie. the differential ofthe function vanishes at a stationary point, For, atthe stationary point all the partial vatives vanish and therefore, Conversely, when df= 0, the coefficients of the differentials dx,, dry... variables, are separately equal to zero, Further investigations are necessary to decide whether a stationary point is an extreme point or not, .. ds, of independent or whether it is a maxima or a minima. We now scope of this book) for a function of three vari variables. The Rule state a rule (without giving a proof which is beyond the ables but is applicable to a function of any number of For a function f(x, y, 2) of three independent variables, sufficient conditions for (a, b, ¢) to be an extreme point are that @) F(a, b, 0) = f.de + f,dy + f.de=0, $0 that f= f,=f,=0, and (it) dP F(a, b,c) = fade) + fy (dy)? + fia(de) + 2fydedy + 2 fj. dyde +2 f.dz dr, keep the same sign for arbitrary values of dx, dy, dz; the extreme point being a maxima or a minima according as the sign of d° fis negative or positive. The point will be neither a maxima nor a minima if a’f does not keep the same sign; and requires further investigation, if df keeps the same sign but vanishes at some points of a nbd of (a, b, c). The conditions that d'f keeps the same sign may be stated (without proof) in terms of matrices, as » follows: Consider the matrix fa Sy Se Sa Sy Se fa Sy Sez d°f will always be positive if and only if the three principal minors te Sy See fs Sr ou ale poe Sw Se es | Pan Son, fe itive, and d?/ will be always negative if and only if their signs are alternatively negative and ean ‘Show that HG tyt2) Het yt2)- Mort a 1) and a maxima at (-1, -1, -1). f= 3Q ty + 2) - 24yz-3 Spa 3@ ty +2) — 2Aex-3 f= 3@e ty +2)? - 2dxy -3 (xt y+ z)?-8yz-1=0 (x+y +2)?-82zx-1=0 (x+y +2) -8xy-1=0 Subtracting second equation from the first, 20c-y)=0. Similarly, x( - z) = 0, y(@ -x) = 0. Therefore, either x= 0, y= 0,2=0orx=y=z Hence, stationary points are (1, 1, 1), and (-1, -1, -1). Again, we have Soc= OK +Y +2) = hy =e fy= Oe +y +2) 22 =f, aca oe 24x = 6x +y +2)-2Mr=f, At(L, 1,1), Sex Sry = Sa = 18, fy = Sys Sg = -6 f= 18(ae + dy? + de) — 12(de dy + dy de + de ds) = Olde + dy? + ce?) + (de — dy)? + (dy — de)? + (de ~ dx] which is positive for all values of dx, dy, dz and does not vanish for (dx, dy, dz) # (0,0, 0) Thus (1, 1, 1) is a point of minima of the function. At C1, -1, -1), Seu = Sry = Sa = 18) Soy = Sry = Sg = 6 Pf = -18(cke + dy? + dz?) + 12(de dy + dy de + dz dv) | = Ol de? + dy? + ca?) + (de — dy) + (dy ~ de)? + (de — cx)? which is negative for all dx, dy, dz and never vanishes. Hence the function has a maximum value at | , -1, =). | Example 36. Show that the minimum and the maximum values of Ss ¥, 2) = (ae t by +02) PP PY? are - Fata 0B? + cy *)y/e and lata + B+ cy y/e =) Wehave S,= [a = 20? x Zax] exp (-Ea?x? Sf, = [b - 2B*y Zax] exp (Zax?) f= [¢ - 2y°z Zax] exp (-Za?x) At the stationary point, since exp (-Ea?x*) #0, we have a ~2a°x Ear =0 b- 2f*y Yar =0 Aah) = 2772 Zax =0 xZar=a/2a2) Multiplying by a, 8, and adding, xZar=b/2p?} (Zax)? =1Eaa? Eax=e/2y? | Hence from (1), the stationary points are oR | (rari ba bch (ase 26k” mele 207k’ 2B7k” || Again, we have Seg = —2a°x[a ~ 207*xEax] exp (-Ea?x*) ~2a° [Bax + ax] exp (-Ea?x*) Sry =~ 2a°x{b — 2B? yEax] exp (—Ea?x*) — 26?ay exp (-Za*x*) and similar expressions for fy, fos fer Soe ‘ Fe eee ec ENT Atthe stationary point | 75> rq" Hag | Weave Zarx*= 2, 0-20] ¢+ 2 |_-12 a 2ak 2B+E , e+e hve 7°* ke oe Premetsne "ile KE + a?) + (2B + bY dy? + (2y7K2 + c2) de?) = Sikape ci Now fi, <0 207k? +a? __ab ta ty|_| We We |_1 [2% +a ab veut. a 2p +B) Ke ab 287k + b* ke ike = 2 (20° pk? + 026? + a?B?)>0 e Fata ; 207k +a? ab ac flit Soe. =~ pyr ab 287k? +b? be eee ac be aR +c parler! + 2) 2k (202? Bk? + 026? + a?B?) + ac?(-27k*) — 207b*c?k?] 4k pr Thus, the three principal minors have alternatively negative and positive signs and so d°f is always negative, and hence (a/2a7k, b/2Bk, c/2y*k) is a point of maxima, and the maximum value [202 B*y7k? + abc? + a Bc? + a*b?y?] <0. At the point (—a/2a*k, — b/2B?k, —c/2y"k), it may be shown as above that £a*x* = > and iy 207k? + a? vee 2B +P _ 27K +0? ame Vers p34 hve 7° ke ab be ca foe ee ae and the three principal minors are of positive sign, so that d°/ is positive, and hence the point in question \g2ta%e. is a minima and the minimum value of the function = - ke!” = EXERCISE _1 Show that the following functions Yves minima atthe points indented @ Pty +2 +2092 00,0,0) (ii) 82+ 2x? + 3y + 42" — 3xy at (0, 0, -1) SABES SEV Varta a er re ER RADE TENET TA) 2. Show that the function L592) = Daye dae —Dyz ta ty + 8-2e— dy +z has 5 stationary points but has a minimum value only at (1, 2, 0) 3. Show that the function Blog @?+y7 +24) 20929227, (x, y, 2) # (0,0, 0) has only one extreme value at log (3/e"), 4. Show that the function O +2) + Gtx) toyz ‘has no maximum or minimum value, 3 fall the letters denoted by positive numbers, show that the maximum value of is (2W/5)°abic* veal 5} Taste wit

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