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Chapter 4

Chapter 4 discusses differential calculus for functions of several variables, including notation, examples, and the concepts of domain and range. It covers limits, continuity, and partial derivatives, providing formal and informal definitions along with examples to illustrate these concepts. The chapter also explains tangent lines and higher-order partial derivatives, emphasizing their applications in multivariable calculus.

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0% found this document useful (0 votes)
7 views31 pages

Chapter 4

Chapter 4 discusses differential calculus for functions of several variables, including notation, examples, and the concepts of domain and range. It covers limits, continuity, and partial derivatives, providing formal and informal definitions along with examples to illustrate these concepts. The chapter also explains tangent lines and higher-order partial derivatives, emphasizing their applications in multivariable calculus.

Uploaded by

aron63chala
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

Chapter 4: Differential Calculus of Functions of Several

Variables

4.1 Notations, Examples, Level curves and Graphs


In single-variable calculus, we study functions of one variable.
y : D → R, D ⊂ R, R ⊂ R : y = f (x)
A function of several variables is a rule that assigns a real number to
each point in a subset of Rn .
A function of two variables z : D → R, D ⊂ R2 , R ⊂ R : z = f (x, y )
A function of three variables
ω : D → R, D ⊂ R3 , R ⊂ R : ω = g (x, y , z)
The domain of function of two or three variables is the points whose
it defined.
The range is the possible outcomes of the function.

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Example

Find the domainp and range of 1


a) f (x, y ) = 1 − x 2 − y 2 b) f (x, y ) = x−yp
c) f (x, y ) = ln(xy ) d) f (x, y , z) = 9 − x2 − y2 − z2
a) Domain D = (x, y ) ∈ IR 2 : 1 − x 2 − y 2 ≥ 0 ,


Range R = {f ∈ R : 0 ≤ f ≤ 1} = [0, 1]
b) Domain D = {(x, y ) : x 6= y } = x > y or x < y ,
Range R = {f ∈ R/ {0}}
c) Domain D = f ∈ R2 : xy > 0 = x > 0, y > 0 or x < 0, y < 0,


Range R = {f ∈ R}
d) Domain D = (x, y , z) ∈ R3 : 9 − x 2 − y 2 − z 2 ≥ 0 ,


Range R = {f ∈ R : 0 ≤ f ≤ 3} = [0, 3]

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Lever curve
Let f be a function of two variables. The equation f (x, y ) = k, where
k is a number in the domain of f , is called the level curve of f .
The graphs of level curves together on the same xy-plane is called
countor map
Example: Sketchp the graph of level curve of
a) f (x, y ) = x 2 + y 2 ; k = 1, 2, 3, 4, 5
b) f (x, y ) = x 2 + 2y ; k = 0, 2, 4, 6, 8
a) Equation of level curve of f is f (x, y ) = k:
if k = 1 : x 2 + y 2 = 1, k = 2 : x 2 + y 2 = 4, k = 3 : x 2 + y 2 =
9, k = 4 : x 2 + y 2 = 16, k = 5 : x 2 + y 2 = 25

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Cont’...

Lever surface
Let f be a function of three variables. The equation
f (x, y , z) = k, where k is a number in the domain of f , is called the
level surface of f .
Graph
The graph of two variables f (x, y ) is the set of all points
(x, y , z) ∈ IR 3 such that z = f (x, y )
Example: Sketch the graph of
1−x −y
a) f (x, y ) = p
c) f (x, y ) = 1 − x 2 − y 2
c) f (x, y ) = 2x 2 + y 2

() April 2, 2025 4 / 31
4.2 Limit and Continuity

Limit
1) Formal definition of limit ( − δ definition)
A number l is the limit of f (x, y ) as (x, y ) → (a, b) if for every  > 0
there exists δ > 0:
0 < ||(x, y ) − (a, b)|| < δ implies |f (x, y ) − l| < 
Hence, lim(x,y )→(a,b) f (x, y ) = l.
Example: Show that
a) lim(x,y )→(−1,2) (x + y ) = 1
b) lim(x,y )→(3,−4) (x 2 + y 2 ) = 25
2
c) lim(x,y )→(0,0) x2x y
2 +y 2 = 0 Solution:
a) Let  > 0 be given. WTS. δ > 0:
0 < ||(x, y ) − (−1, 2)|| < δ implies |x + y − 1| < 
|x + 1 + y − 2| ≤ |x + 1| + |y − 2| < δ + δ < 
Choose δ = 2 > 0. Thus, lim(x,y )→(−1,2) x + y = 1

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Cont’...

b) Let  > 0 be given. WTS. δ > 0:


0 < ||(x, y ) − (3, −4)|| < δ implies |x 2 + y 2 − 25| < 
|x 2 − 9 + y 2 − 16| ≤ |(x − 3)(x + 3)| + |(y − 4)(y + 4)| < 
Let δ = 1, then 0 < ||(x, y ) − (3, −4)|| < δ = 1
(x + 3) < 7 and (y − 4) < −7
|(x − 3)(x + 3)| + |(y − 4)(y + 4)| ≤ 7|x + 3| + 7|y + 4| < 7δ + 7δ < 

Choose δ = min(1, 14 ) > 0. Hence, lim(x,y )→(3,−4) x 2 + y 2 = 25
c) Let  > 0 be given. WTS. δ > 0:
2y 2x 2 |y |
0 < ||(x, y ) − (0, 0)|| < δ implies | x2x
2 +y 2 − 0| < x 2 +y 2 < ,
2
but x 2 < x 2 + y 2 implies x 2x+y 2 < 1 and
p p p
y 2 < x 2 + y 2 implies |y | < x 2 + y 2
2x 2 |y |
p
2
x +y 2 < 2 x2 + y2 < 
 2x 2 y
Choose δ = 2 > 0. Therefore, lim(x,y )→(0,0) x 2 +y 2
=0

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2) Informal definition of limit

lim(x,y )→(a,b) f (x, y ) = l if f (x, y ) → l as (x, y ) approaches a point


(a, b) along an infinite number of paths
Example: Evaluate the following limit
2y
a) lim(x,y )→(0,0) x3x
2 +y 2 b) lim(x,y )→(0,0) xy
x 2 +y 2
y4
c) lim(x,y )→(0,0) x 2 +y 2 d)lim(x,y )→(1,1) xx−y
2 −y 2
Solution:
a) Along straight line y = mx:
3x 2 y 2 mx
x 2 +y 2
= x 23x
+(mx)2
= 1+m 3x
2 → 0 as (x, y ) → (0, 0) independent of m
2
Hence, lim(x,y )→(0,0) x3x y
2 +y 2 = 0

b) Along straight line y = mx:


xy xmx m
x 2 +y 2
= x 2 +(mx)2 = 1+m2 → different numbers as (x, y ) → (0, 0)

b/c limit value depends on m


Hence, lim(x,y )→(0,0) x 2xy
+y 2
doesn’t exist

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Continuity

A function f (x, y ) is continuous at (a, b) if


lim(x,y )→(a,b) f (x, y ) = f (a, b).
Example: Show that whether f is continuous at the given point or not
a) ( sin(x+y )
x 2 +y 2
, (x, y ) 6= (0, 0),
f (x) =
1, (x, y ) = (0, 0).
b) (
x−y
x+y , (x, y ) 6= (0, 0),
f (x) =
0, (x, y ) = (0, 0).
Solution:
a) f is continouns at (0, 0) b) f is not continuous at (0, 0)

() April 2, 2025 8 / 31
4.3 Partial derivatives; tangent lines, higher order partial
derivatives
Partial Derivative

Let f : Rn → R be a function of n variables. The partial derivative of f


with respect to xi is defined as:
∂f f (x1 , . . . , xi + h, . . . , xn ) − f (x1 , . . . , xi , . . . , xn )
= lim
∂xi h→0 h

Let f : R2 → R be a function of x, y variables.


The partial derivative of f (x, y ) with respect to x at (a, b) is:
∂f (x, y ) f (a + h, b) − f (a, b)
(a, b) = lim
∂x h→0 h
The partial derivative of f (x, y ) with respect to y at (a, b) is:
∂f (x, y ) f (a, b + h) − f (a, b)
(a, b) = lim
∂y h→0 h
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Cont’...

Example: Find a) fx (0, 0) b) fy (0, 0) if

x 2 +y 2
(
f (x) = x−y , (x, y ) 6= (0, 0),
0, (x, y ) = (0, 0).

Solution: a) fx (0, 0) = 1 b) fy (0, 0) = −1


The partial derivative of f (x, y ) with respect to x (regard y as
constant):
∂f (x, y ) f (x + h, y ) − f (x, y )
= lim
∂x h→0 h
The partial derivative of f (x, y ) with respect to y (regard x as
constant):
∂f (x, y ) f (x, y + h) − f (x, y )
= lim
∂y h→0 h

() April 2, 2025 10 / 31
Cont’...

Example: Find a) fx (x, y ) b) fy (x, y ) if


2)
1) f (x, y ) = 3x 2 + xy + y 2 2) f (x, y ) = sin(xy
1+x 2
3) f (x, y , z) = e xy ln z
Solution: 1 a) fx (x, y ) = 6x + y b) fy (x, y ) = x + 2y
The second partial derivative of f (x, y ) with respect to x 2 :

∂ 2 f (x, y ) fx (x + h, y ) − fx(x, y )
fxx = 2
= lim
∂x h→0 h

The second partial derivative of f (x, y ) with respect to y 2 :

∂ 2 f (x, y ) fx (x, y + h) − fx (x, y )


fyy = = lim
∂y 2 h→0 h
 
∂ ∂f ∂ ∂f

fxy = ∂y ∂x and f yx = ∂x ∂y

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Cont’...

Example: Find all second derivatives of f if


a) f (x, y ) = e 2x sin y b)f (x, y , z) = g (x + ax) + h(y − az)
Solution: a) fx = 2e 2x sin y , fy = e 2x cos y , fxx = 4e 2x sin y ,
fyy = −e 2x sin y , fxy = 2e 2x cos y , fyx = 2e 2x cos y
Tangent Lines
The slope of tangent line T1 and T2 at (x0 , y0 ) is fx (x0 , y0 ) and
fy (x0 , y0 ), respectively
The equation of tangent plane contains tangent lines T1 and T2 at
p(x0 , y0 , z0 ) is
z − z0 = fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ) (*)
But if eqn (*) intersect with the plane y = y0 and x = x0 is
z − z0 = fx (x0 , y0 )(x − x0 ) and z − z0 = fy (x0 , y0 )(y − y0 ), respectively

() April 2, 2025 12 / 31
Cont’...
Example: Find the equation of tangent lines at p(1, 2, 6) in the plane
x = 1 and y = 2 if f (x, y ) = 2x 2 + y 2
Solution: a) fx (1, 2) = 4, fy (1, 2) = 4
The equation of tangent line in the plane y = 2 and x = 1 is
z − 6 = 4(x − 1) and z − 6 = 4(y − 2), respectively
Higher order partial derivatives:
The third order partial derivatives of f (x, y ) are
fxxx , fxxy , fxyx , fxyy , fyyy , fyyx , fyxx , fyxy
Example: Find The third order partial derivatives of f (x, y ) = πxy + e x
Solution: fx = πy + e x , fy = πx, fxx = e x = fxxx ,
fyy = fxxy =xyx = fxyy = fyyy = fyyx = fyxx = fyxy = 0
Clairaut’s Theorem:
If f has continuous second partial derivatives, then:

∂2f ∂2f
=
∂xi ∂xj ∂xj ∂xi

() April 2, 2025 13 / 31
Directional derivatives and Gradients
The partial derivatives fx and fy are the rate change of f in the
positive x and y , respectively.
But directional derivative is the more general, the rate of change of f
at (a, b) in any direction of unit vector v = (v1 , v2 ) is:

Dv f (a, b) = (fx (a, b), fy (a, b)).(v, v2 ) = v1 fx (a, b) + v2 fy (a, b)

If the unit vector v makes an angle θ with the positive x-axis, then
v = (cos θ, sin θ) and directional derivative of f is:

Dv f (x, y ) = cos θfx (x, y ) + sin θfy (x, y )

Maximum value of directional derivative Dv f (x, y ) is


|fx (x, y ), fy (x, y )|
The gradient of f , denoted ∇f , is the vector of all partial derivatives:

∇f = (fx (a, b), fy (a, b))

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Cont’...

Note: Let f (x, y ) be a continuously differentiable with ∇f 6= 0, then


The gradient ∇f is normal to any level curve f (x, y ) = c
The value of f increases and decreases faster in the direction of ∇f
and −∇f , respectively
Example: 1. Find the directional derivative of a) f (x, y ) = x − y 2 at
(2,-3) in v = i + 2j b) f (x, y ) = x 3 − 3xy + 4y 2 in the angle θ = π/6
of unit vector
Solution:
v
a) Unit vector = √i 5 + √2j5 , fx (2, −3) = 1, fy (2, −3) = 6.
|v |
13
Hence, Dv f (2, −3) = √ 5

b) Dv f (x, y ) = 23 (3x 2 − 3y ) + 21 (−3x + 8y )
√ √
2. Let u = i − j, v = 3i + 3j, Du f (1, 2) = 6 2 and Dv f (1, 2) = −2 2,
then find ∇f (1, 2)

() April 2, 2025 15 / 31
Cont’...

80
3. Let T (x, y , z) = 1+x 2 +2y 2 +3z 2 be the temperature at (x, y , z).

a) In which direction does the temp. increase faster at (1, 1, −2)


b) What is the maximum rate of increase? √
5j
Solution: a) ∇T (1, 1, −2) = −5i 15k
8 − 4 + 4 , b) ||∇T (1, 1, −2)|| =
5 41
8
Properties of Gradient and Directional Derivatives:
The gradient ∇f points in the direction of the steepest ascent of f .
The directional derivative of f in the direction of a unit vector u is:

Du f = ∇f · u

If ∇f = 0, then f has a critical point at that location.

() April 2, 2025 16 / 31
Exercises

1 Compute the partial derivatives of f (x, y , z) = x 2 y + y 2 z + z 2 x.


2 +y 2
2 Find the gradient of f (x, y ) = e x at (0, 0).
3 Verify Clairaut’s Theorem for f (x, y ) = sin(xy ).
3 2
 of f (x, y ) = x − 3xy + y at
Compute the directional derivative
4
3 4
(1, 2) in the direction u = 5 , 5 .

() April 2, 2025 17 / 31
Total differential and tangent planes

Total differential of z = f (x, y ) is

dz = fx (x, y )dx + fy (x, y )dx

If we take dx = x − a, dy = y − b, the formula used to estimate max.


error formed is:
dz(a, b) = fx (a, b)(x − a) + fy (a, b)(y − b)
Example:
1. if f (x, y ) = x 2 + 3xy − y 2 , then find df
2. Estimate the maximum error in calculated volume of cone
2
v (r , h) = πr3 h with r = 10cm and h = 25cm, possible error in
measurement of as much as 0.1cm in each.
Answer:
1. df = (2x + 3y )dx + (3x − 2y )dy
2. Error dv (10, 25) = 20π

() April 2, 2025 18 / 31
Cont’...

Equation of tangent plane to z = f (x, y ) at p(x0 , y0 , z0 ) is


fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ) − (z − z0 ) = 0
Equation of tangent plane to f (x, y , z) = c at p(x0 , y0 , z0 ) is
fx (x0 , y0 , z0 )(x − x0 ) + fy (x0 , y0 , z0 )(y − y0 ) + fz (z − z0 ) = 0
The gradient ∇f (x0 , y0 , z0 ) is perpendicular to tangent vector
r 0 (t0 ) = (x 0 , y 0 , z 0 )|t = t0 , i.e., ∇f .r 0 = 0
Equation of normal line to f (x, y , z) = c at p(x0 , y0 , z0 ) is
x−x0 y −y0 z−z0
fx (x0 ,y0 ,z0 ) = fy (x0 ,y0 ,z0 ) = fz (x0 ,y0 ,z0 )

Example: Find the tangent plane and normal line to the surface
p
f (x, y , z) = x 2 + y 2 + z 2 = 0 at (1, −1, 1)

Answer: Equation of tangent plane: √ − y√


x−1 +1
+ z−1
√ =0
3 x 3
x−1 y +1 z−1
Equation of normal line: √1
= − √1
= √1
3 3 3

() April 2, 2025 19 / 31
4.6 Applications: Tangent plane approximation of values of
function

To approximation the value of f (x, y ) as (x, y ) → (x0 , y0 ), let


x = x0 + h, y = y0 + k, then
f (x0 + h, y0 + k) ≈ f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 )
p
Example: Approximate (2.98) + (4.03)2
Answer: Let p
f (x, y ) = x 2 + y 2 , (x, y ) = (2.98, 4.03) → (3, 4) = (x0 , y0 )
f (2.98, 4.03) ≈ 5.012

() April 2, 2025 20 / 31
Chain Rule and implicit differentiation
Chain Rule for function of two variables:
∂f dy
1) if W = f (x, y ), x = x(t), y = y (t), then dW dt =
∂f dx
∂x dt + ∂y dt
2) if W = f (x, y ), x = g (r , s), y = h(r , s), then
∂f dy
a) dW ∂f dx
dr = ∂x dr + ∂y dr
∂f dy
b) dW ∂f dx
ds = ∂x ds + ∂y ds
Chain Rule for function of three variables:
1) if W = f (x, y , z), x = x(t), y = y (t), z = z(t), then
dW ∂f dx ∂f dy ∂f dz
dt = ∂x dt + ∂y dt + ∂z dt
2) if W = f (x, y ), x = g (r , s), y = h(r , s), z = k(r , s), then
∂f dy
a) dW ∂f dx ∂f dz
dr = ∂x dr + ∂y dr + ∂z dr
∂f dy
b) dW ∂f dx
ds = ∂x ds + ∂y ds + ∂z ds
∂f dz

Chain Rule for function of n-variables:


Let f (x1 , x2 , . . . , xn ) and xi = xi (t). Then:
n
df X ∂f dxi
= ·
dt ∂xi dt
i=1
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Examples

1) Let W = xy , x = cos t, y = sin t, then


dW ∂f dx ∂f dy 2 2
dt = ∂x dt + ∂y dt = − sin t + cos t
2) Let W = f (r − s, s − r ), i.e., x = r − s, y = s − r , then
∂f dy
a) dW ∂f dx ∂f
dr = ∂x dr + ∂y dr = ∂x − ∂y
∂f

dW ∂f dx ∂f dy ∂f ∂f
b) ds = ∂x ds + ∂y ds = − ∂x + ∂y
3) Let W = xy + z, x = cos t, y = sin t, z = t, then
dW ∂f dx ∂f dy ∂f dz
dt |t=0 = ∂x dt + ∂y dt + ∂z dt |t=0 = 2
4) Let W = xyz + 1, x = r + s, y = r − s, z = s − r , then
∂f dy
a) dW ∂f dx ∂f dz
dr = ∂x dr + ∂y dr + ∂z dr = yz + xz − xy
dW ∂f dx ∂f dy ∂f dz
b) ds = ∂x ds + ∂y ds + ∂z ds = yz − xz + xy

() April 2, 2025 22 / 31
Implicit differentiation

dy
1) Let F (x, y ) = 0, y = f (x), then dx = − FFyx
2) Let F (x, y , z) = 0, y = f (x, y ), then
dz
a) dx = − FFxz
dz F
b) dy = − Fyz
Example:
1) Find dy 2 2
dx if y − x = sin xy
dy Fx
Ans. dx = − Fy for F (x, y ) = y 2 − x 2 − sin xy = 0
dz dz
2) Find a) dx b) dy if z 3 − xy + yz + y 3 = 2
Ans. For F (x, y , z) = z 3 − xy + yz + y 3 − 2 = 0
dz
a) dx = − FFxz
dz F
b) dy = − Fyz

() April 2, 2025 23 / 31
4.8 Relative Extrema of Functions of two variables

If f (a, b) ≤ f (x, y ), then f (a, b) is local minimum value of f


If f (a, b) ≥ f (x, y ), then f (a, b) is local maximum value of f
Critical points: point (a, b) in domain of f where ∇f (a, b) = 0 or
∇f (a, b) does not exist.
Saddle point: critical point (a, b) is Saddle point of f if
f (a, b) ≤ f (x, y ) and f (a, b) ≥ f (x, y )
First derivative test: if f has relative Extrema at (a, b), then
∇f (a, b) = 0
Example: Find the local extreme values of f (x, y ) = x 2 + y 2
Domain f = (x, y ) ∈ IR 2 , fx = 2x = 0, fy = 2y = 0


(0, 0) is the only critical point and local minimum value


f (0, 0) = 0 ≤ x 2 + y 2 = f (x, y )

() April 2, 2025 24 / 31
Cont’...
Second derivative test: Suppose fx (a, b) = 0, fy (a, b) = 0
i) f (a, b) is local minimum if fxx < 0 and fxx fyy − fxy2 > 0 at (a, b)
ii) f (a, b) is local maximum if fxx > 0 and fxx fyy − fxy2 > 0 at (a, b)
iii) f (a, b) is neither local minimum nor maximum if fxx fyy − fxy2 < 0
at (a, b). In this case (a, b) is saddle point of f
iv) This test fails if fxx fyy − fxy2 = 0
Hessian matrix/discriminant of f :
fxx fxy
| | = fxx fyy − fxy2
fyx fyy
Example: Find the local extreme values of
a) f (x, y ) = xy − x 3 − y 2
b) f (x, y ) = xy
Solution: a) fx = y − 3x 2 = 0 and fy = x − 2y = 0
1
(0, 0) and ( 61 , 12 ) are critical points
fxx (0, 0) = 0, fxy (0, 0) = 1, fyy (0, 0) = −2,
fxx ( 61 , 12
1
) = −1, fxy ( 16 , 12
1
) = 1, fyy ( 16 , 12
1
) = −2
() April 2, 2025 25 / 31
Cont’...

Discriminant of f at (0, 0) is: fxx (0, 0)fyy (0, 0) − fxy2 (0, 0) = −1 < 0
Hence, (0, 0) is saddle point and f has no local extreme at (0, 0)
1
Discriminant of f at ( 61 , 12 ) is: fxx ( 16 , 12
1
)fyy ( 16 , 12
1
) − fxy2 ( 16 , 12
1
)=1>0
1 1
and fxx ( 6 , 12 ) = −1 < 0.
1
Hence, f ( 16 , 12 ) = 0.02546 is local maximum value
b) fx = y = 0 and fy = 0
(0, 0) is critical point
fxx (0, 0) = 0, fxy (0, 0) = 1, fyy (0, 0) = 0
Discriminant of f at (0, 0) is: fxx (0, 0)fyy (0, 0) − fxy2 (0, 0) = −1 < 0
Hence, (0, 0) is saddle point and f has no local extreme at (0, 0)

() April 2, 2025 26 / 31
4.9 Largest and smallest values of a function on a given set
To find the absolute extreme values of f on a bounded set D:
1) find critical point(s) and evaluate f at these points
2) find boundary point(s) and evaluate f at these points
Hence, the largest of the values from step i) and ii) is absolute maximum;
the smallest of these values is absolute minimum
Example: Find absolute extreme values of f on a bounded set D:
a) f (x, y ) = x 2 − y 2 on circle D = (x, y ) : x 2 + y 2 ≤ 1


b) f (x, y ) = 2 + 2x + 2y − x 2 − y 2 on triangular region in first


quadrant bounded by the lines x = 0, y = 0, y = 9 − x
Ans.
a) critical point = (0, 0),
boundary points = (−1, 0), (1, 0), (0, −1), (0, 1)
f (0, 0) = 0, f (−1, 0) = 1, f (1, 0) = 1, f (0, −1) = −1, f (0, 1) = 1
Hence, absolute min. value = −1 and absolute max. = 1
() April 2, 2025 27 / 31
Cont’...

b) critical point = (1, 1),


boundary points: if x = 0, f (0, y ) = 2 + 2y − y 2 , 0 ≤ y ≤ 9 and
f 0 = 2 − 2y = 0
(0, 0), (0, 9), (0, 1)
if y = 0, f (x, 0) = 2 + 2x − x 2 , 0 ≤ x ≤ 9 and f 0 = 2 − 2x = 0
(0, 0), (9, 0), (1, 0)
if y = 9 − x, f (x.9 − x) = −61 + 18x − 2x 2 and f 0 = 18 − 4x = 0
(9/2, 9/2)
f (0, 0) = 2, f (0, 9) = −61, f (1, 0) = 3, f (1, 0) = 3, f (9, 0) =
−61, f (9/2, 9/2) = −41/2
Hence, absolute min. value = −61 and absolute max. = 4

() April 2, 2025 28 / 31
4.10 Extreme values under constraint condition: Lagrange
Multiplier
Lagrange Multiplier for one constraint:
Maximize/Minimize f (x, y ) subject to g (x, y ) = c. Find x, y and λ:
∇f = λ∇g and g (x, y ) = c.
Lagrange Multipliers for two constraints:
Maximize/Minimize f (x, y ) subject to g (x, y ) = c, h(x, y ) = k. Find
x, y , λ and µ:
∇f = λ∇g + µ∇h, g (x, y ) = c, h(x, y ) = k.
Example:
a) For a rectangle whose perimeter is 20m, find the dimensions that
will maximize the area.
b) Find the points on the circle x 2 + y 2 = 80 which are closest to and
farthest from the point (1, 2)
c) Find the maximum value of f (x, y , z) = x + 2y + 3z on the curve
of intersection of the plane x − y + z = 1 and cylinder x 2 + y 2 = 1
() April 2, 2025 29 / 31
Cont’...

Ans.
a) Maximize f (x, y ) = xy subject to g (x, y ) = 2x + 2y = 20
∇f = λ∇g and g (x, y ) = 2x + 2y = 20
(y , x) = λ(2, 2) and 2x + 2y = 20.
Hence, dimensions x = 5, y = 5
p
b) Distance b/n (x, y ) and (1, 2): d(x, y ) = (x − 1)2 + (y − 2)2
Maximize/Minimize f (x, y ) = d 2 (x, y ) = (x − 1)2 + (y − 2)2 subject
to g (x, y ) = x 2 + y 2 = 80
(2(x − 1), 2(y − 2)) = (2λx, 2λy ) and x 2 + y 2 = 80
y −2
λ = x−1 2
x = y , x + 4x = 80
2

The points are: (−4, −8) and (4, 8)

() April 2, 2025 30 / 31
Cont’...

c) Maximize f (x, y , z) = x + 2y + 3z subject to


g (x, y ) = x − y + z = 1 and h(x, y , z) = x 2 + y 2 = 1
(1, 2, 3) = λ(1, −1, 1) + µ(2x, 2y , 0), x − y + z = 1, x 2 + y 2 = 1
λ + 2xµ = 1...(1),
−λ + 2y µ = 2...(2),
λ = 3...(3),
x − y + z = 1...(4)
x 2 + y 2 = 1...(5)
−1 5
From (3) λ = 3, (1) x = x , (2) y = 2µ ,√(5)

29
µ=± √2
2 , x = ∓ 29 , y = ± 29 , z
√5 = √29±729
√ √
Hence, f ( √−2
29
, √5 , √
29
29+7
29
) = 29+3
√ 29
29
is max. value

() April 2, 2025 31 / 31

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