01 Directional Derivatives and Gradient PDF

Directional Derivatives and the Gradient Vector
Lucky Galvez
Institute of Mathematics
University of the Philippines
Diliman
Math 55 Directional Derivatives & Gradient

Recall: Partial Derivatives
Let z = f (x, y).
z f (x + h, y) f (x, y)
= fx (x, y) = lim
x h0 h
z f (x, y + h) f (x, y)
= fy (x, y) = lim
y h0 h

Recall: Partial Derivatives
Let z = f (x, y).
z f (x + h, y) f (x, y)
= fx (x, y) = lim
x h0 h
z f (x, y + h) f (x, y)
= fy (x, y) = lim
y h0 h
R fx represents the rate of change

of f with respect to x when y is
R fixed
fy represents the rate of change
of f with respect to y when x is
fixed

Directional Derivative
Suppose we want to find the rate of change of f at (x0 , y0 ) in

the direction of a unit vector u = ha, bi.


the direction of a unit vector u = ha, bi. That is, the slope of
the tangent line to C at P .


If Q(x, y, z) is another
point on C and P 0 , Q0
are the projections of P
and Q on the xy-plane,
resp., then the vector
P ~0 Q0 is parallel to u


If Q(x, y, z) is another
point on C and P 0 , Q0
are the projections of P
and Q on the xy-plane,
resp., then the vector
P ~0 Q0 is parallel to u so
for some scalar h,
P ~0 Q0 = hu = hha, hbi .

Therefore,
x x0 = ha x = x0 + ha
y y0 = hb y = y0 + hb

Therefore,
x x0 = ha x = x0 + ha
y y0 = hb y = y0 + hb
The rate of change of f (with respect to distance) in the

direction of u is
f
lim
h0 h

Therefore,
x x0 = ha x = x0 + ha
y y0 = hb y = y0 + hb

direction of u is
f f (x, y) f (x0 , y0 )
lim = lim
h0 h h0 h

Therefore,
x x0 = ha x = x0 + ha
y y0 = hb y = y0 + hb

direction of u is
f f (x, y) f (x0 , y0 )
lim = lim
h0 h h0 h
f (x0 + ha, y0 + hb) f (x0 , y0 )
= lim
h0 h

Definition
The directional derivative of f (x, y) at (x0 , y0 ) in the
direction of a unit vector u = ha, bi is
f (x0 + ha, y0 + hb) f (x0 , y0 )

Du f (x0 , y0 ) = lim
h0 h
provided this limit exists.

Definition
f (x0 + ha, y0 + hb) f (x0 , y0 )

Du f (x0 , y0 ) = lim
h0 h
Remarks:
1 If u = = h1, 0i, then
f (x0 + h, y0 ) f (x0 , y0 )
D f = lim
h0 h

Definition
f (x0 + ha, y0 + hb) f (x0 , y0 )

Du f (x0 , y0 ) = lim
h0 h
Remarks:
1 If u = = h1, 0i, then
f (x0 + h, y0 ) f (x0 , y0 )
D f = lim = fx (x0 , y0 ).
h0 h

Definition
f (x0 + ha, y0 + hb) f (x0 , y0 )

Du f (x0 , y0 ) = lim
h0 h
Remarks:
1 If u = = h1, 0i, then
f (x0 + h, y0 ) f (x0 , y0 )
D f = lim = fx (x0 , y0 ).
h0 h
2 If u = = h0, 1i, then
f (x0 , y0 + h) f (x0 , y0 )
D f = lim
h0 h
Definition
f (x0 + ha, y0 + hb) f (x0 , y0 )

Du f (x0 , y0 ) = lim
h0 h
Remarks:
1 If u = = h1, 0i, then
f (x0 + h, y0 ) f (x0 , y0 )
D f = lim = fx (x0 , y0 ).
h0 h
2 If u = = h0, 1i, then
f (x0 , y0 + h) f (x0 , y0 )
D f = lim = fy (x0 , y0 ).
h0 h
Theorem
If f is a differentiable function of x and y, then f has a
directional derivative at any point (x0 , y0 ) in the domain of f ,
in the direction of any unit vector u = ha, bi and
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.

Theorem
Proof. Define g(h) = f (x0 + ha, y0 + hb).

Theorem
Proof. Define g(h) = f (x0 + ha, y0 + hb). Then

g(h) g(0)
g 0 (0) = lim
h0 h

Theorem

g(h) g(0) f (x0 + ha, y0 + hb) f (x0 , y0 )
g 0 (0) = lim = lim
h0 h h0 h

Theorem

g(h) g(0) f (x0 + ha, y0 + hb) f (x0 , y0 )
g 0 (0) = lim = lim
h0 h h0 h
= Du f (x0 , y0 ).

Theorem

g(h) g(0) f (x0 + ha, y0 + hb) f (x0 , y0 )
g 0 (0) = lim = lim
h0 h h0 h
= Du f (x0 , y0 ).
Let g(h) = f (x, y) where x = x0 + ha, y = y0 + hb. By Chain Rule,
f dx f dy
g 0 (h) = +
x dh y dh

Theorem

g(h) g(0) f (x0 + ha, y0 + hb) f (x0 , y0 )
g 0 (0) = lim = lim
h0 h h0 h
= Du f (x0 , y0 ).
f dx f dy
g 0 (h) = + = fx (x, y)a + fy (x, y)b
x dh y dh

Theorem

g(h) g(0) f (x0 + ha, y0 + hb) f (x0 , y0 )
g 0 (0) = lim = lim
h0 h h0 h
= Du f (x0 , y0 ).
f dx f dy
g 0 (h) = + = fx (x, y)a + fy (x, y)b
x dh y dh
Note that h = 0 x = x0 , y = y0

Theorem

g(h) g(0) f (x0 + ha, y0 + hb) f (x0 , y0 )
g 0 (0) = lim = lim
h0 h h0 h
= Du f (x0 , y0 ).
f dx f dy
g 0 (h) = + = fx (x, y)a + fy (x, y)b
x dh y dh
Note that h = 0 x = x0 , y = y0 so g 0 (0) = fx (x0 , y0 )a + fy (x0 , y0 )b.

Theorem

g(h) g(0) f (x0 + ha, y0 + hb) f (x0 , y0 )
g 0 (0) = lim = lim
h0 h h0 h
= Du f (x0 , y0 ).
f dx f dy
g 0 (h) = + = fx (x, y)a + fy (x, y)b
x dh y dh
Note that h = 0 x = x0 , y = y0 so g 0 (0) = fx (x0 , y0 )a + fy (x0 , y0 )b.
Hence,

Example
D E
2 2
Evaluate Du f (1, 2) if f (x, y) = x2 2xy y 2 if u = 2 , 2 .

Example
D E
2 2
Solution. First, we compute the partial derivatives

fx (x, y)

Example
D E
2 2

fx (x, y) = 2x 2y

Example
D E
2 2

fx (x, y) = 2x 2y fx (1, 2)

Example
D E
2 2

fx (x, y) = 2x 2y fx (1, 2) = 2

Example
D E
2 2

fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y)

Example
D E
2 2

fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y

Example
D E
2 2

fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2)

Example
D E
2 2

fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2) = 6

Example
D E
2 2

fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2) = 6
Hence,
! !
2 2
Du f (1, 2) = fx (1, 2) + fy (1, 2)
2 2

Example
D E
2 2

fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2) = 6
Hence,
! !
2 2
Du f (1, 2) = fx (1, 2) + fy (1, 2)
2 2
! !
2 2
= 2 6
2 2

Example
D E
2 2

fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2) = 6
Hence,
! !
2 2
Du f (1, 2) = fx (1, 2) + fy (1, 2)
2 2
! !
2 2
= 2 6
2 2

= 2 2

Example
Determine the directional derivative of f (x, y) = xy 2 cos(xy)
at any point, in the direction of the vector 3 4.

Example
Solution. The unit vector in the same direction as the given

vector is
h3, 4i
u=
k h3, 4i k

Example

vector is
h3, 4i h3, 4i
u= =p
k h3, 4i k 32 + (4)2

Example

vector is

h3, 4i h3, 4i 3 4
u= = p = ,
k h3, 4i k 32 + (4)2 5 5

Example

vector is

h3, 4i h3, 4i 3 4
u= = p = ,
k h3, 4i k 32 + (4)2 5 5
Hence,

3 4
Du f (x, y) = fx (x, y) + fy (x, y)
5 5

Example

vector is

h3, 4i h3, 4i 3 4
u= = p = ,
k h3, 4i k 32 + (4)2 5 5
Hence,

3 4
Du f (x, y) = fx (x, y) + fy (x, y)
5 5
= y 2 + y sin(xy)


Example

vector is

h3, 4i h3, 4i 3 4
u= = p = ,
k h3, 4i k 32 + (4)2 5 5
Hence,

3 4
Du f (x, y) = fx (x, y) + fy (x, y)
5 5

3
= y 2 + y sin(xy)

5

Example

vector is

h3, 4i h3, 4i 3 4
u= = p = ,
k h3, 4i k 32 + (4)2 5 5
Hence,

3 4
Du f (x, y) = fx (x, y) + fy (x, y)
5 5

3
= y 2 + y sin(xy)

+ (2xy + x sin(xy))
5

Example

vector is

h3, 4i h3, 4i 3 4
u= = p = ,
k h3, 4i k 32 + (4)2 5 5
Hence,

3 4
Du f (x, y) = fx (x, y) + fy (x, y)
5 5

2
3 4
= y + y sin(xy) + (2xy + x sin(xy))
5 5

u b
(x0 , y0 )

a
If the unit vector u = ha, bi, makes an angle with the x-axis,
then

u b
(x0 , y0 )

a
then
cos

u b
(x0 , y0 )

a
then
a
cos =
kuk

u b
(x0 , y0 )

a
then
a
cos = =a
kuk

u b
(x0 , y0 )

a
then
a
cos = = a and sin
kuk

u b
(x0 , y0 )

a
then
a b
cos = = a and sin =
kuk kuk

u b
(x0 , y0 )

a
then
a b
cos = = a and sin = =b
kuk kuk

u b
(x0 , y0 )

a
then
a b
cos = = a and sin = =b
kuk kuk
and the formula in the previous theorem becomes
Du f (x, y) = fx (x, y) cos + fy (x, y) sin .

Example
2
Find the directional derivative of f (x, y) = ex y 2x + y at the
point (1, 0) in the direction of the unit vector given by = 3 .

Example
2
Solution: From the previous formula,
Du f (x, y) = fx (x, y) cos + fy (x, y) sin

Example
2

2

= 2xyex y 2

Example
2

2

= 2xyex y 2 cos
3

Example
2

2
2

= 2xyex y 2 cos + x2 ex y + 1
3

Example
2

2
2

= 2xyex y 2 cos + x2 ex y + 1 sin
3 3

Example
2

2
2

3 3
Hence,
Du f (1, 0)

Example
2

2
2

3 3
Hence,
Du f (1, 0) = 2

Example
2

2
2

3 3
Hence,

1
Du f (1, 0) = 2
2

Example
2

2
2

3 3
Hence,

1
Du f (1, 0) = 2 +2
2

Example
2

2
2

3 3
Hence,
!
1 3
Du f (1, 0) = 2 +2
2 2

Example
2

2
2

3 3
Hence,
!
1 3
Du f (1, 0) = 2 +2
2 2

= 1 + 3

The Gradient Vector
From the previous theorem,
Du f (x, y) = fx (x, y)a + fy (x, y)b

The Gradient Vector

= hfx (x, y), fy (x, y)i ha, bi

The Gradient Vector

= hfx (x, y), fy (x, y)i u

The Gradient Vector


The Gradient Vector

The vector hfx (x, y), fy (x, y)i appears not only in the formula
for directional derivative but in many applications as well.

The Gradient Vector

The vector hfx (x, y), fy (x, y)i appears not only in the formula
for directional derivative but in many applications as well.
This vector is called the gradient of f , denoted grad f or f .

The Gradient Vector
Definition
If f is a function of x and y, then the gradient of f is the vector
function f defined as
f (x, y) = hfx (x, y), fy (x, y)i

The Gradient Vector
Definition
If f is a function of x and y, then the gradient of f is the vector
function f defined as
f (x, y) = hfx (x, y), fy (x, y)i
Thus, the directional derivetive of f in the direction of a unit

vector u = ha, bi can be written as
Du f (x, y) = f (x, y) u

Example
Example
Find the directional derivative of f (x, y) = x2 ln y at the point
(2, 1) in the direction of 2 + .

Example
Example
Solution: We normalize the given vector

h2, 1i 2 1
u= = ,
22 + 1 2 5 5

Example
Example

h2, 1i 2 1
u= = ,
22 + 1 2 5 5
Next, compute the gradient
f (x, y)

Example
Example

h2, 1i 2 1
u= = ,
22 + 1 2 5 5
f (x, y) = hfx (x, y), fy (x, y)i

Example
Example

h2, 1i 2 1
u= = ,
22 + 1 2 5 5

f (x, y) = hfx (x, y), fy (x, y)i = 2x ln y,

Example
Example

h2, 1i 2 1
u= = ,
22 + 1 2 5 5

x2

y

Example
Example

h2, 1i 2 1
u= = ,
22 + 1 2 5 5

x2

y
f (2, 1) = h0,

Example
Example

h2, 1i 2 1
u= = ,
22 + 1 2 5 5

x2

y
f (2, 1) = h0, 4i

Example
Example

h2, 1i 2 1
u= = ,
22 + 1 2 5 5

x2

y
f (2, 1) = h0, 4i
Hence,
Du f (2, 1) = f (2, 1) u

Example
Example

h2, 1i 2 1
u= = ,
22 + 1 2 5 5

x2

y
f (2, 1) = h0, 4i
Hence,

2 1
Du f (2, 1) = f (2, 1) u = h0, 4i ,
5 5

Example
Example

h2, 1i 2 1
u= = ,
22 + 1 2 5 5

x2

y
f (2, 1) = h0, 4i
Hence,

2 1 4
Du f (2, 1) = f (2, 1) u = h0, 4i , =
5 5 5

Functions of Three Variables
Definition
The directional derivative of f (x, y, z) at (x0 , y0 , z0 ) in the
direction of the unit vector u = ha, b, ci is
f (x0 + ha, y0 + hb, z0 + hc) f (x0 , y0 , z0 )
lim
h0 h

Definition
f (x0 + ha, y0 + hb, z0 + hc) f (x0 , y0 , z0 )
lim
h0 h
Definition
The gradient vector of f (x, y, z) is
f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i

Definition
f (x0 + ha, y0 + hb, z0 + hc) f (x0 , y0 , z0 )
lim
h0 h
Definition
Du f (x, y, z) = fx (x, y, z)a + fy (x, y, z)b + fz (x, y, z)c

Definition
f (x0 + ha, y0 + hb, z0 + hc) f (x0 , y0 , z0 )
lim
h0 h
Definition
Du f (x, y, z) = fx (x, y, z)a + fy (x, y, z)b + fz (x, y, z)c

= f (x, y, z) u
The Gradient Vector
Theorem
Suppose f is a differentiable function of x and y. The
maximum value of Du f is kf k and it occurs when u is in the
same direction as f .

The Gradient Vector
Theorem
Proof. Let be the angle between f and u.

The Gradient Vector
Theorem
Du f (x, y) = f u

The Gradient Vector
Theorem
Du f (x, y) = f u
= kf kkuk cos

The Gradient Vector
Theorem
Du f (x, y) = f u
= kf kkuk cos
= kf k cos

The Gradient Vector
Theorem
Du f (x, y) = f u
= kf kkuk cos
= kf k cos
and the result follows since the maximum value of cos is 1 and
is attained when = 0, i.e., f and u are in the same direction.


Example
Example
Suppose that the height of a hill above sea level is modelled by
h(x, y) = 1000 0.02x2 0.01y 2 . Standing at the point (50, 80),
in which direction is the elevation changing fastest? What is
the maximum rate of change of the elevation?

Example
Example
Solution: The maximum rate of change occurs in the

direction of h(50, 80).

Example
Example

h(x, y)

Example
Example

h(x, y) = h0.04x,

Example
Example

h(x, y) = h0.04x, 0.02yi

Example
Example

h(x, y) = h0.04x, 0.02yi

h(50, 80) = h0.04(50), 0.02(80)i

Example
Example

h(x, y) = h0.04x, 0.02yi

h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i

Example
Example

h(x, y) = h0.04x, 0.02yi

h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
and the maximum rate of change of h (Du h) is
kh(50, 80)k

Example
Example

h(x, y) = h0.04x, 0.02yi

h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i

p
kh(50, 80)k = (2)2 + (1.6)2

Example
Example

h(x, y) = h0.04x, 0.02yi

h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i

p
kh(50, 80)k = (2)2 + (1.6)2 = 2.5612.

The Gradient Vector

Exercises
1 Find the directional derivative of the given function at the given
point in the direction of the vector v.
a. f (r, ) = er sin , 0, 3 , v = 3 2


Exercises
a. f (r, ) = er sin , 0, 3 , v = 3 2

x
b. g(x, y, z) = y+z , (4, 1, 1), v = h1, 2, 3i

Exercises
a. f (r, ) = er sin , 0, 3 , v = 3 2

x
b. g(x, y, z) = y+z , (4, 1, 1), v = h1, 2, 3i
2 If f (x, y) = xey , find the rate
of change of f at P (2, 0) in the
direction from P to Q 12 , 2 . In what direction is f changing
fastest? What is the maximum rate of change of f ?

Exercises
a. f (r, ) = er sin , 0, 3 , v = 3 2

x
b. g(x, y, z) = y+z , (4, 1, 1), v = h1, 2, 3i
3 Find all points for which the direction of fastest change of
f (x, y) = x2 + y 2 2x 4y is + .

Exercises
a. f (r, ) = er sin , 0, 3 , v = 3 2

x
b. g(x, y, z) = y+z , (4, 1, 1), v = h1, 2, 3i
f (x, y) = x2 + y 2 2x 4y is + .
4 If f and g are diffentiable functions
of x and y, show that
f gf f g
(f g) = f g + gf and = .
g g2

Exercises
a. f (r, ) = er sin , 0, 3 , v = 3 2

x
b. g(x, y, z) = y+z , (4, 1, 1), v = h1, 2, 3i
f (x, y) = x2 + y 2 2x 4y is + .
4 If f and g are diffentiable functions
of x and y, show that
f gf f g
(f g) = f g + gf and = .
g g2
5 Let f be a function of x and y and consider the points A(1, 3),
B(3, 3), C(1, 7) and D(6, 15). Given that DAB ~ f (1, 3) = 3 and
DAC~ f (1, 3) = 6, find the directional derivative of f at A in the
~
direction of the vector AD.
References
1 Stewart, J., Calculus, Early Transcendentals, 6 ed., Thomson

Brooks/Cole, 2008
2 Dawkins, P., Calculus 3, online notes available at
http://tutorial.math.lamar.edu/

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Directional Derivatives and the Gradient Vector

Math 55 Directional Derivatives & Gradient

Let z = f (x, y).

Math 55 Directional Derivatives & Gradient

Let z = f (x, y).

R fx represents the rate of change

Math 55 Directional Derivatives & Gradient

Suppose we want to find the rate of change of f at (x0 , y0 ) in

Math 55 Directional Derivatives & Gradient

Suppose we want to find the rate of change of f at (x0 , y0 ) in

Math 55 Directional Derivatives & Gradient

Suppose we want to find the rate of change of f at (x0 , y0 ) in

Math 55 Directional Derivatives & Gradient

Suppose we want to find the rate of change of f at (x0 , y0 ) in

Math 55 Directional Derivatives & Gradient

Math 55 Directional Derivatives & Gradient

The rate of change of f (with respect to distance) in the

Math 55 Directional Derivatives & Gradient

The rate of change of f (with respect to distance) in the

Math 55 Directional Derivatives & Gradient

The rate of change of f (with respect to distance) in the

Math 55 Directional Derivatives & Gradient

f (x0 + ha, y0 + hb) f (x0 , y0 )

Math 55 Directional Derivatives & Gradient

f (x0 + ha, y0 + hb) f (x0 , y0 )

Math 55 Directional Derivatives & Gradient

f (x0 + ha, y0 + hb) f (x0 , y0 )

Math 55 Directional Derivatives & Gradient

f (x0 + ha, y0 + hb) f (x0 , y0 )

f (x0 + ha, y0 + hb) f (x0 , y0 )

Math 55 Directional Derivatives & Gradient

Proof. Define g(h) = f (x0 + ha, y0 + hb).

Math 55 Directional Derivatives & Gradient

Proof. Define g(h) = f (x0 + ha, y0 + hb). Then

Math 55 Directional Derivatives & Gradient

Proof. Define g(h) = f (x0 + ha, y0 + hb). Then

Math 55 Directional Derivatives & Gradient

Proof. Define g(h) = f (x0 + ha, y0 + hb). Then

Math 55 Directional Derivatives & Gradient

Proof. Define g(h) = f (x0 + ha, y0 + hb). Then

Math 55 Directional Derivatives & Gradient

Proof. Define g(h) = f (x0 + ha, y0 + hb). Then

Math 55 Directional Derivatives & Gradient

Proof. Define g(h) = f (x0 + ha, y0 + hb). Then

Math 55 Directional Derivatives & Gradient

Proof. Define g(h) = f (x0 + ha, y0 + hb). Then

Math 55 Directional Derivatives & Gradient

Proof. Define g(h) = f (x0 + ha, y0 + hb). Then

Math 55 Directional Derivatives & Gradient

Solution. First, we compute the partial derivatives

Math 55 Directional Derivatives & Gradient

Solution. First, we compute the partial derivatives

Math 55 Directional Derivatives & Gradient

Solution. First, we compute the partial derivatives

Math 55 Directional Derivatives & Gradient

Solution. First, we compute the partial derivatives

Math 55 Directional Derivatives & Gradient

Solution. First, we compute the partial derivatives