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Understanding Directional Derivatives

The document discusses directional derivatives and how to calculate the rate of change of a function along a given direction. It explains that the directional derivative of a function f at a point (a,b) in the direction of the velocity vector v is equal to the gradient of f at (a,b) dotted with v. This represents the instantaneous rate of change of the function per unit time or distance as one moves from (a,b) in the direction of v. The direction of steepest increase is along the gradient vector, while directions perpendicular to the gradient give a rate of zero change. An example calculating the directional derivative at a point is also provided.

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0% found this document useful (0 votes)
16 views3 pages

Understanding Directional Derivatives

The document discusses directional derivatives and how to calculate the rate of change of a function along a given direction. It explains that the directional derivative of a function f at a point (a,b) in the direction of the velocity vector v is equal to the gradient of f at (a,b) dotted with v. This represents the instantaneous rate of change of the function per unit time or distance as one moves from (a,b) in the direction of v. The direction of steepest increase is along the gradient vector, while directions perpendicular to the gradient give a rate of zero change. An example calculating the directional derivative at a point is also provided.

Uploaded by

S Nguyen
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

Directional Derivatives

The Question

Suppose that you leave the point (a, b) moving with velocity ~v = hv1 , v2 i. Suppose further
that the temperature at (x, y) is f (x, y). Then what rate of change of temperature do you feel?

The Answers

Let’s set the beginning of time, t = 0, to the time at which you leave (a, b). Then at time t you
are at (a + v1 t, b + v2 t) and feel the temperature f (a + v1 t, b + v2 t). So the change in temperature
between time 0 and time t is f (a + v1 t, b + v2 t) − f (a, b), the average rate of change of temperature,
per unit time, between time 0 and time t is f (a+v1 t,b+v t
2 t)−f (a,b)
and the instantaneous rate of
f (a+v1 t,b+v2 t)−f (a,b)
change of temperature per unit time as you leave (a, b) is limt→0 t . We apply
the approximation

f (a + ∆x, b + ∆y) − f (a, b) ≈ fx (a, b) ∆x + fy (a, b) ∆y

with ∆x = v1 t and ∆y = v2 t. In the limit as t → 0, the approximation becomes exact and we have
f (a+v1 t,b+v2 t)−f (a,b) fx (a,b) v1 t+fy (a,b) v2 t
lim t = lim t
t→0 t→0
= fx (a, b) v1 + fy (a, b) v2
= hfx (a, b), fy (a, b)i · hv1 , v2 i

The vector hfx (a, b), fy (a, b)i is denoted ∇f ~ (a, b) and is called “the gradient of the function
f at the point (a, b)”. It has one component for each variable of f . The j th component is
the partial derivative of f with respect to the j th variable, evaluated at (a, b). The expression
~ (a, b) · ~v is often denoted D~v f (a, b). So we conclude that the rate
hfx (a, b), fy (a, b)i · hv1 , v2 i = ∇f
of change of f per unit time as we leave (a, b) moving with velocity ~v is
~ (a, b) · ~v
D~v f (a, b) = ∇f

We can compute the rate of change of temperature per unit distance in a similar way. The
change in temperature between time 0 and time t is f (a + v1 t, b + v2 t) − f (a, b). Between time 0
and time t you have travelled a distance |~v |t. So the instantaneous rate of change of temperature
per unit distance as you leave (a, b) is
f (a+v1 t,b+v2 t)−f (a,b)
lim v|
t|~
t→0

This is exactly |~v1| times limt→0 f (a+v1 t,b+v


t
2 t)−f (a,b)
which we computed above to be D~v f (a, b). So
the rate of change of f per unit distance as we leave (a, b) moving in direction ~v is
~ (a, b) ·
∇f ~
v
=D ~
v f (a, b)
|~
v| |~
v|

This is called the directional derivative of the function f at the point (a, b) in the direction ~v .

c Joel Feldman. 2004. All rights reserved. 1


Implications

We have just seen that the instantaneous rate of change of f per unit distance as we leave
(a, b) moving in direction ~v is

~ (a, b) ·
∇f ~
v ~ (a, b)| cos θ
= |∇f
|~
v|

where θ is the angle between the gradient vector ∇f ~ (a, b) and the direction vector ~v . Since cos θ
is always between −1 and +1
◦ the direction of maximum rate of increase is that having θ = 0. So to get maximum rate of
increase per unit distance, as you leave (a, b), you should move in the same direction as the
~ (a, b). Then the rate of increase per unit distance is |∇f
gradient ∇f ~ (a, b)|.
◦ The direction of minimum (i.e. most negative) rate of increase is that having θ = 180◦ . To
get minimum rate of increase per unit distance you should move in the direction opposite
~ (a, b). Then the rate of increase per unit distance is −|∇f
∇f ~ (a, b)|.
◦ The directions giving zero rate of increase are those perpendicular to ∇f ~ (a, b). If you move
in a direction perpendicular to ∇f~ (a, b), f (x, y) remains constant as you leave (a, b). That
is, at that instant you are moving along the level curve f (x, y) = f (a, b). So ∇f ~ (a, b) is
perpendicular to the level curve f (x, y) = f (a, b). We have already seen the corresponding
statement in three dimensions. A good way to find a vector normal to the surface F (x, y, z) = 0
~ (a, b, c).
at the point (a, b, c) is to compute the gradient ∇F

An example

Let
f (x, y) = 5 − x2 − 2y 2

(x0 , y0 ) = − 1, −1
2 2
Note that for any fixed z0 < 5, f (x,qy) = z0 is the ellipse x + 2y = 5 − z0 . This ellipse has x–

semi–axis 5 − z0 and y–semi–axis 5−z 2
0
. The graph z = f (x, y) consists of a bunch of horizontal
ellipses stacked one on top of each other, starting with a point on the z axis when z0 = 5 and
increasing in size as z0 decreases, as illustrated in the first figure below. Several level curves are
sketched in the second figure below. The gradient vector

∇f (x0 , y0 ) = − 2x, −4y (−1,−1)
= (2, 4) = 2(1, 2)

at (x0 , y0 ) is also illustrated in the second sketch. We have that, at (x0 , y0 )


◦ the direction of maximum rate of increase is √15 (1, 2) and the maximum rate of increase is

|(2, 4)| = 2 5.
◦ the direction of minimum rate of increase is − √15 (1, 2) and that minimum rate is −|(2, 4)| =

−2 5.
◦ the directions giving zero rate of increase are perpendicular to ∇f (x0 , y0 ), that is ± √15 (2, −1).
These are the directions of the tangent vector at (x0 , y0 ) to the level curve of f through
(x0 , y0 ).

c Joel Feldman. 2004. All rights reserved. 2


y
z

z=4 z=0

z=3
z=4
z=2 x

z=1
z=0y

(−1, −1)

c Joel Feldman. 2004. All rights reserved. 3

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