3 Mat070 Module3

NT of MATHEMATICS and STATISTICS
EGE OF SCIENCE AND MATHEMATICS, MSU-ILIGAN INSTITUTE OF TECHNOLOGY

A Commission on Higher Education - Center of Excellence
MODULE 3: Differential
Calculus of Functions in
Several Variables
JULIUS V. BENITEZ, Ph.D.

julius.benitez@g.msuiit.edu.ph
1st Sem. A.Y. 2020-21
DEPARTMENT
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of MATHEMATICS and STATISTICS
COLLEGE OF SCIENCE AND MATHEMATICS, MSU-ILIGAN INSTITUTE OF TECHNOLOGY
A Commission on Higher Education - Center of Excellence
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Content
DIFFERENTIAL CALCULUS OF FUNCTIONS IN SEVERAL VARIABLES
Functions in Several Variables
Partial Derivatives
Higher-order Derivatives
The Total Differential
Tangent Plane Approximation of Functions in Two Variables
The Chain Rule for Partial Derivative
Implicit Differentiation
The Total Derivative and Related Rates
Directional Derivatives and Gradients
Tangent Planes to Level Surfaces
Relative Extrema and the Second Derivative Test
Absolute Extrema and The Method of Lagrange Multipliers
Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 1/64

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In your previous Math subjects, you only consider functions in a single

variable. In this section, we extend the notion of functions in several
variables.
First, recall the meaning of a function. A function f : X → Y in the single

variable x is a set of ordered pair (x, y) with x ∈ X and y ∈ Y such that
no two distinct ordered pairs have the same first element. That is,
f : X → Y is a function if and only if (x1 , y1 ) and (x2 , y2 ) are distinct

ordered pair in f implies x1 6= x2 .

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Definition 1.1
The set of all ordered n-tuples of real numbers is called the n-dimensional
Euclidean space and is denoted by Rn , that is,
Rn = {(x1 , x2 , . . . , xn ) : xi ∈ R for all i}.
An ordered n-tuple (x1 , x2 , . . . , xn ) in Rn is called a point in Rn .
Definition 1.2
A function in n variables is a set of ordered pairs of the form (P, w) in
which no two distinct ordered pairs have the same first element, where
P ∈ Rn and w ∈ R. The set of all admissible values of P is called domain
of the function and the set of all resulting values of w is called the range
of the function.
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We note that the domain Df of f is contained in Rn and the range Rf of
f is contained in R, that is,
Df ⊆ Rn and Rf ⊆ R.
Example 1.3
In each of the ff. determine the domain of f and draw a sketch showing as
a region in R2 the set of points in the domain.
2 x−y
1 f (x, y) = 3 f (x, y) =
4 − x2 − y 2 x+y
p 4 f (x, y) = sin−1 (x − y)
2 f (x, y) = x2 − 4y 2 + 16 p
5 f (x, y) = 100 − 25x2 − 4y 2

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Partial Derivatives
Definition 2.1
Let f be a function of x and y. The partial derivative of f with respect to
∂f
x, denoted by fx , , etc.) such that its function value at any point
∂x
(x, y) in the domain of f is given by
f (x + ∆x, y) − f (x, y)
fx (x, y) = lim
∆x→0 ∆x
if this limit exists.

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Partial Derivatives
Definition 2.2
∂f
The partial derivative of f with respect to y, denoted by fy , , etc.)
∂y
such that its function value at any point (x, y) in the domain of f is given
by
f (x, y + ∆y) − f (x, y)

fy (x, y) = lim
∆y→0 ∆y

The process of finding a partial derivative is called partial differentiation.

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Partial Derivatives
Example 2.3
∂f ∂f
Using the definition of partial derivatives, find and if
∂x ∂y
f (x, y) = 2x2 − y 2 + 3.
If f : S → R is a function of x and y and (x0 , y0 ) ∈ S, then we can write

the formula for the partial derivative(defined in the definition) by
∂f f (x, y0 ) − f (x0 , y0 )
= lim , if the limit exists
∂x x→x0 x − x0
and
∂f f (x0 , y) − f (x0 , y0 )
= lim , if the limit exists.
∂y y→y0 y − y0

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Partial Derivatives
Comparing the ordinary derivative and partial derivative, we see that if f is

a function of x and y, fx is the ordinary derivative of f if f is considered
as a function of one variable x, (i.e. y is held constant) and fy is the
ordinary derivative of f if f is considered as a function of one variable y,
(i.e. x is held constant).

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Partial Derivatives
Example 2.4
∂f ∂f
In each of the following, find and :
∂x ∂y
2x − y 8 f (x, y) = logx y
1 f (x, y) = p3
x2 − y 2 9 f (x, y) = sin−1 (xy )
y
x2 + y 2
2 f (x, y) = e x2 ln 10 f (x, y) = eax+by
x+y √ √ √
3 f (x, y) = x sin 2y 11 f (x, y) = xy + x + y

−1 x 12 f (x, y) = x1/y
4 f (x, y) = tan
y
y x
13 f (x, y) = ln(ax + by)
5 f (x, y) = x + y
2 2 14 f (x, y) = tan x tan−1 y
6 f (x, y) = ex +y
7 f (x, y) = ln(xy) 15 f (x, y) = sin x cos y
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∂f
First, we introduce some notation. If f be function of x and y, then
∂x
∂f
and are functions of x and y also. Hence, we may have the following:
∂y
second-order partial derivative:

∂2f

∂ ∂f ∂f
= = fxx − partial derivative of with respect to x
∂x2 ∂x ∂x ∂x
∂2f

∂ ∂f ∂f
= = fyy − partial derivative of with respect to y
∂y 2 ∂y ∂y ∂y
∂2f

∂ ∂f ∂f
= = fxy − partial derivative of with respect to y
∂y∂x ∂y ∂x ∂x
∂2f

∂ ∂f ∂f
= = fyx − partial derivative of with respect to x
∂x∂y ∂x ∂y ∂y
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third-order partial derivatives:
∂3f ∂2f

∂ ∂f ∂f
= = fxyx − partial derivative of wrt x
∂x∂y∂x ∂x ∂y ∂x ∂y∂x
∂3f ∂2f

∂ ∂f ∂f
= = fyyx − partial derivative of wrt x
∂x∂y∂y ∂x ∂y ∂y ∂y∂y
The other third-order partial derivatives of functions in two variables are
also defined similarly. The above notations can be extended into functions
in n variables.

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Example 3.1
In each of the ff., find fxx , fyy , fxy , fyx .
1 f (x, y) = 2x3 y 2 − 3x2 y 3
2
−1 2x
2 f (x, y) = tan
y
x
3 f (x, y) = ye − sinh xy
Example 3.2
In each of the following, find fyzz , fxyx , fxyz .
1 f (x, y, z) = 2x sin y − z cos(2xy)
2 f (x, y, z) = ln(xyz) + z 2 tan−1 (exy )

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Example 3.3
1
Let f (x, y, z) = p . Show that
x2 + y 2 + z 2
fxx + fyy + fzz = 0.
Example 3.4
If f is a differentiable function of x and y with w = f (x, y), x = r cos θ
and y = r sin θ, show that
2 2 2 2
∂w 1 ∂w ∂w ∂w
+ 2 = + .
∂r r ∂θ ∂x ∂y

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Definition 4.1
Let f be a function of x and y. Suppose f is differentiable at (x, y). We
defined the total differential of f , denoted by df , the function given by
∂f (x, y) ∂f (x, y)
df = df (x, y, ∆x, ∆y) = ∆x + ∆y. (1)
∂x ∂y
Note that df is a function in four variables x, y, ∆x and ∆y. If

z = f (x, y), we write df = dz. We can write (1) by
∂f ∂f
df = · dx + · dy.
∂x ∂y
If z = f (x, y), we have
∂z ∂z
dz = · dx + · dy.
∂x ∂y
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Remark 4.2
If f is a function of the n variables x1 , x2 , . . ., xn (i.e.
w = f (x1 , x2 , . . . , xn )) and f is differentiable at P , the total differential of
f is the function values given by
∂w ∂w ∂w
dw = dx1 + dx2 + · · · + dxn
∂x1 ∂x2 ∂xn
Example 4.3
Find the total differential dw.
1 w = y tan x2 − 2xy 4 w = exy − sin(yz)

2 w = xe2y + e−y
x+y+z
3 w= 5 w = x tan−1 y − 2xyz
xyz
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Example 4.4
Use the total differential to find approximately the greatest error in
calculating the area of a right triangle from the lengths of the legs if they
are measured to be 6 cm and 8 cm, respectively, with a possible error of
0.1 cm for each measurement. Also find the approximate percent error.
Example 4.5
A company has contracted to manufacture 10,000 closed wooden crates
having dimensions 3 m, 4 m and 5 m. The cost of the wood to be used is
$3 per square meter. If the machines that are used to cut the pieces of
wood have a possible error of 0.5 cm in each dimension, find
approximately, by using the total differential, the greatest possible error in
the estimate of the cost of the wood.
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Tangent Plane Approximation of Functions in Two

Variables
In Mat060, we learned that the equation of the tangent line to the curve
y = f (x) at x = a is given by
y = f (a) + f 0 (a)(x − a).
We call this the linear approximation to f (x) at x = a.
We may also approximate the value of a function of two variables near a

given point using the tangent plane to the surface at that point. Our main
task is to look for an equation of the tangent plane to z = f (x, y) at the
point (a, b, f (a, b)), where fx and fy are continuous at (a, b).

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Variables
Theorem 5.1
Suppose that f (x, y) has continuous first partial derivatives at (a, b). A
normal vector to the tangent plane to z = f (x, y) at (a, b) is then
−
*
N = hfx (a, b), fy (a, b), −1i. Moreover, an equation of the tangent plane
is given by
fx (a, b) · (x − a) + fy (a, b) · (y − b) − (z − f (a, b)) = 0.

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Variables
Example 5.2
Find equations of the tangent plane and the normal line to
z = 6 − x2 − y 2 at the point (1, 2, 1).
Example 5.3
Find equations of the tangent plane and the normal line to
x2
z = x3 + y 3 + at the point (2, 1, 13).
y

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Theorem 6.1
(Chain Rule) Let u = f (x, y) be a differentiable function of x and y,
∂x ∂x ∂y ∂y
where x = F (r, s) and y = G(r, s). Suppose , , and all
∂r ∂s ∂r ∂s
exists. Then u is a function of r and s and

∂u ∂u ∂x ∂u ∂y
= +
∂r ∂x ∂r ∂y ∂r
and

∂u ∂u ∂x ∂u ∂y
= + .
∂s ∂x ∂s ∂y ∂s

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Theorem 6.2
(Generalized Chain Rule) Let w = f (x1 , x2 , . . . , xn ) be a differentiable
function of x1 , x2 , . . . xn , where xk = Fk (y1 , y2 , . . . , ym ), 1 ≤ k ≤ n.
∂xk
Suppose for all 1 ≤ k ≤ n, , 1 ≤ i ≤ m exist. Then w is a function of
∂yi
x1 , x2 , . . . xn and for all 1 ≤ i ≤ m
n
∂w X ∂w ∂xk
= .
∂yi ∂xk ∂yi
k=1

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Example 6.3
∂w ∂w ∂w
In each of the following, find , and using the Chain Rule.
∂r ∂s ∂t
1 w = xy + yz + xz; x = r + s + t; y = rst; z = r2 + s2 + t2
2 w = xyz; x = r sin(st); y = s cos(rt); z = tan(rst)
3 w = x2 + y 2 + z 2 ; x = ret+s ; y = ser+t ; z = ter+s

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Let F (x, y, z) = 0 be an equation that defines implicitly a function

∂f ∂f
z = f (x, y) and f is differentiable. To compute and , we put
∂x ∂y
w = F (x, y, z). Now, by the Chain Rule

∂w ∂F ∂x ∂F ∂y ∂F ∂z
= + + .
∂x ∂x ∂x ∂y ∂x ∂z ∂x
Since w = F (x, y, z), x and y are independent variables, we have
∂w ∂y ∂x
= 0, = 0, and = 1.
∂x ∂x ∂x

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If Fz 6= 0, we get

∂F ∂F ∂F ∂z ∂z
0= ·1+ ·0+ ⇒ 0 = Fx + Fz
∂x ∂y ∂z ∂x ∂x
∂z Fx
⇒ =− .
∂x Fz
Similarly,

∂w ∂F ∂x ∂F ∂y ∂F ∂z
= + + .
∂y ∂x ∂y ∂y ∂y ∂z ∂y

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Again, since w = F (x, y, z), x and y are independent variables, we have
∂w ∂x ∂y
= 0, = 0, and = 1.
∂y ∂y ∂y
Hence, if Fz 6= 0 we get

∂F ∂F ∂F ∂z ∂z
0= ·0+ ·1+ ⇒ 0 = Fy + Fz
∂x ∂y ∂z ∂y ∂y
∂z Fy
⇒ =− .
∂y Fz

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Therefore, we have the following formulas:
Theorem 7.1
(Implicit Partial Differentiation) If F (x, y, z) = 0 is an equation that
defines implicitly a function z = f (x, y), then
∂z Fx ∂z Fy
=− and =− .
∂x Fz ∂y Fz
Example 7.2
In each of the following, assume that the equation defines z as a function
∂z ∂z
of x and y, differentiate implicitly to find and .
∂x ∂y
1 z = (y 2 + z 2 ) cos(xy)
2 zeyz + 2xexz − 4exy = 3

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Solution :
1 Let F (x, y, z) = (y 2 + z 2 ) cos(xy) − z. Then
Fx = −y(y 2 + z 2 ) sin(xy) − 0 = −y(y 2 + z 2 ) sin(xy),

Fy = (y 2 + z 2 ) · [−x sin(xy)] + 2y · cos(xy) − 0
= −x(y 2 + z 2 ) sin(xy) + 2y cos(xy), and
Fz = (0 + 2z) cos(xy) − 1 = 2z cos(xy) − 1.
Thus,
∂z Fx −y(y 2 + z 2 ) sin(xy)
=− =− and
∂x Fz 2z cos(xy) − 1
∂z Fy −x(y 2 + z 2 ) sin(xy) + 2y cos(xy)
=− =−
∂y Fz 2z cos(xy) − 1
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Solution :
2 Let F (x, y, z) = zeyz + 2xexz − 4exy − 3. Then
Fx = (2x · zexz + 2exz ) − (4exy · y) = 2xzexz + 2exz − 4yexy ,

Fy = (zeyz · z) + 0 − (4exy · x) − 0 = z 2 eyz − 4xexy , and
Fz = [z · eyz · y + eyz · 1] + [2xexz · x] = yzeyz + eyz + 2x2 exz .
Thus,
∂z Fx 2xzexz + 2exz − 4yexy
=− =− and
∂x Fz yzeyz + eyz + 2x2 exz
∂z Fy z 2 eyz − 4xexy
=− =− .
∂y Fz yzeyz + eyz + 2x2 exz

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If w is a differentiable function of the two variables x and y, and both x
and y are differentiable functions of the variable t. Then, by the Chain
Rule, w is a function of t and instead of partial derivative we have the
ordinary derivative,

dw ∂w dx ∂w dy
= + .
dt ∂x dt ∂y dt
dw
We call the total derivative of w with respect to t. Similarly, if
dt
w = f (x1 , x2 , . . . , xn ) is differential function of xk , 1 ≤ k ≤ n and each
xk is a differentiable function of t, then w is a function of t and the total
derivative of w with respect to t is
n
dw X ∂w dxk
= .
dt ∂xk dt
k=1

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Example 8.1
dw
Find the total derivative using the Chain Rule.
dt
1 w = xy + yz + xz; x = t2 sin t; y = t2 cos t; z = t2

x−y 1
2 w= ; x = ln t; y = ln
x+y t
Example 8.2
The height of a right-circular cone is increasing at the rate of 40cm/min
and the radius is decreasing at the rate of 15cm/min. Find the rate of
change of the volume at the instant when the height is 200 cm and the
radius is 60 cm.

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Example 8.3
A vertical wall makes an angle of radian measure 32 π with the ground. A
ladder of length 20 ft is leaning against the wall and its top is sliding down
the wall at the rate of 3 ft/sec. How fast is the area of the triangle formed
by the ladder, the wall and the ground changing when the ladder makes an
angle of 16 π radians with the ground.

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Definition 9.1
Let P (x, y) be a point in R2 and θ be the radian measure of the angle
formed by OP (O is the origin) and the positive side of the x-axis.
Suppose f is a function of the two variables x and y and
−
*
U = cos θ ı̂ + sin θ ̂. The directional derivative of f in the direction of
−
*
U , denoted by D− * f , is given by
U
f (x + h cos θ, y + h sin θ) − f (x, y)

D−
* f (x, y) = lim
U h→0 h
Note that the directional derivative is a scalar (a real number). The partial
derivatives fx and fy are special cases of the directional derivative.
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Remark 9.2
−
*
(a) If U = ı̂, then cos θ = 1 and sin θ = 0. Thus,
f (x + h, y) − f (x, y)
Dı̂ f (x, y) = lim ,
h→0 h
which is the partial derivative of f with respect to x.
−
*
(b) If U = ̂, then cos θ = 0 and sin θ = 1. Thus,
f (x, y + h) − f (x, y)
D̂ f (x, y) = lim ,
h→0 h
which is the partial derivative of f with respect to y.

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Example 9.3
−
*
Consider f (x, y) = 3x2 − 4y 2 and U = cos 31 π ı̂ + sin 13 π ̂. Find the
−
*
directional derivative of f in the direction of the U .
Theorem 9.4
−
*
If f is a differentiable function of x and y, and U = cos θ ı̂ + sin θ ̂, then
D−
* f (x, y) = fx (x, y) cos θ + fy (x, y) sin θ.
U

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Example 9.5
−
*
Consider f (x, y) = 3x2 − 4y 2 and U = cos 31 π ı̂ + sin 13 π ̂. Use the
Theorem above to find the directional derivative of f in the direction of
−
*
the U .
Note that
* f (x, y) = (cos θ ı̂ + sin θ ̂) · [fx (x, y) ı̂ + fy (x, y) ̂].

D−
U

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Definition 9.6
If f is a function of two variables x and y such that fx and fy exist, then
the gradient of f , denoted by ∇f (read as “del f ”), is given by
∇f (x, y) = fx (x, y) î + fy (x, y) ĵ.
Note that the gradient ∇f (x, y) is a vector and

−
*
* f (x, y) = U · ∇f (x, y).
D−
U

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−
*
Suppose α is the radian measure of the angle between U and ∇f . Then
−
* −
*
* f (x, y) = U · ∇f (x, y) = k U kk∇f (x, y)k cos α.
D− (2)
U
* f (x, y) will be a maximum when cos α = 1;

Equation (2) tells us that D−
U
so that we have k∇f (x, y)k gives the maximum value of D− * f at the
U
point (x, y).
Example 9.7
−
*
Consider f (x, y) = 2x2 − y 2 + 3x − y and U is any unit vector in R2 .
Find the maximum value of D− * f at the point where x = 1 and y = −2.
U √
(ans. 58)

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Example 9.8
The temperature at any point (x, y) of a rectangular plate lying in the xy
plane is determined by T (x, y) = x2 + y 2 .
1 Find the rate of change of the temperature at the point (3, 4) in the
direction making an angle of radian measure 13 π with the positive x
√
direction. (ans. 3 + 4 3)
2 Find the direction for which the rate of change of the temperature at
the point (−3, 1) is a maximum. (ans. π − tan−1 13 )

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Example 9.9
Find the value of the directional derivative at the particular point P0 for
−
*
the given function in the direction of U .
−
* √
1 g(x, y) = y 2 tan2 x; U = − 1 1 1
2 3 ı̂ + 2 ̂; P0 ( 3 π, 2)
−
* √
2 f (x, y) = xe2y ; U = 1 ı̂ + 1
2 2 3 ̂; P0 (2, 0)
Example 9.10
Find (a) the gradient of f at P and (b) the rate of change of the function
−
*
value in the direction of U at P .
−
*
1 f (x, y) = x2 − 4y; U = cos 1 π ı̂ + sin 1 π ̂; P (−2, 2)
3 3
−
*
2 f (x, y) = e2xy ; U = 4 ı̂ − 3 ̂; P (2, 1)
5 5

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Example 9.11
The electric potential is V volts at any point (x, y) in the xy plane and
V = e−2x cos(2y). Distance is measured in feet.
1 Find the rate of change of the potential at the point (0, 14 π) in the
direction of the unit vector cos 61 π ı̂ + sin 61 π ̂.
2 Find the direction and magnitude of the greatest rate of change of V
at (0, 14 π).

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We now extend the directional derivatives and gradients to functions in
three variables. Let cos α, cos β and cos γ be the direction cosines of the
−
*
unit vector U , then
−
*
U = cos α ı̂ + cos β ̂ + cos γ k̂
Definition 9.12
Suppose f is a function of the three variables x, y and z and
−
*
U = cos α ı̂ + cos β ̂ + cos γ k̂. The directional derivative of f in the
−
*
direction of U , denoted by D− * f , is given by
U
f (x + h cos α, y + h cos β, z + h cos γ) − f (x, y, z)

D−
* f (x, y, z) = lim
U h→0 h
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* f (x, y, z) is a scalar (a real
Note that the directional derivative D−
U
number).
Theorem 9.13
If f is a differentiable function of x, z and y, and
−
*
U = cos α ı̂ + cos β ̂ + cos γ k̂, then
* f (x, y, z) = fx (x, y, z) cos α + fy (x, y, z) cos β + fz (x, y, z) cos γ.

D−
U
Definition 9.14
If f is a function of three variables x, y and z such that fx , fy and fz
exist, then the gradient of f , denoted by ∇f , is given by
∇f (x, y, z) = fx (x, y, z) ı̂ + fy (x, y, z) ̂ + fz (x, y, z) k̂.

.
DMS Department of
MATHEMATICS
and STATISTICS
−
*
* f (x, y, z) = U · ∇f (x, y, z). Similarly, k∇f (x, y, z)k gives the
Hence, D−
U
maximum value of D− * f at the point (x, y, z).
U
Example 9.15
Find ∇f (P ) and D−
* f (P ).
U
−
*
1 f (x, y, z) = y 2 + z 2 − 4xz; U = 72 ı̂ − 67 ̂ + 73 k̂; P (−2, 1, 3)
−
* √ √
2 f (x, y, z) = 2x3 + xy 2 + xz 2 ; U = 71 21 ̂ − 27 7 k̂; P (1, 1, 1)

.
DMS Department of
MATHEMATICS
and STATISTICS
Example 9.16
The temperature is T degrees at any point (x, y, z) in three-dimensional
space and
T (x, y, z) = 1/(x2 + y 2 + z 2 + 3).
Distance is measured in inches.
1 Find the rate of change of the temperature at the point (3, −2, 2) in
the direction of the vector −2 ı̂ + 3 ̂ − 6 k̂.
2 Find the direction and magnitude of the greatest rate of change of T
at (3, −2, 2).

.
DMS Department of
MATHEMATICS
and STATISTICS
Theorem 5.1 provides us the formula in finding tangent planes to surfaces

described by a two variable function z = f (x, y). The advantage of this
formula is when the variable z is totally expressed in terms of the variables
x and y. However, if z is not expressed in terms of x and y, then finding
the tangent plane at a point using Theorem 5.1 can be messy, so instead,
we will view these surfaces as “level surfaces” to a three variable function.

.
DMS Department of
MATHEMATICS
and STATISTICS
Let S be a surface in R3 represented by the equation F (x, y, z) = 0 and

P0 (x0 , y0 , z0 ) ∈ S. Let C be a curve in S through P0 . Then a set of
parametric equations of C is given by
x = f (t); y = g(t); z = h(t)
or in vector equation
−
*
R(t) = f (t) ı̂ + g(t) ̂ + h(t) k̂.
Also, we have F (f (t), g(t), h(t)) = 0. Let x0 = f (t0 ), y0 = g(t0 ),

z0 = h(t0 ) and G(t) = F (f (t), g(t), h(t)).

.
DMS Department of
MATHEMATICS
and STATISTICS
Suppose Fx , Fy and Fz are continuous and not all zero at P0 and f 0 (t0 ),
g 0 (t0 ) and h0 (t0 ) exist. Then the total derivative of F wrt t at P0 is given
by
G0 (t0 ) = Fx (x0 , y0 , z0 )f 0 (t0 ) + Fy (x0 , y0 , z0 )g 0 (t0 ) + Fz (x0 , y0 , z0 )h0 (t0 )
or
−
*
G0 (t0 ) = ∇F (x0 , y0 , z0 ) · Dt R(t0 ).
Since G0 (t) = 0 for each t, we have G0 (t0 ) = 0; thus,
−
*
∇F (x0 , y0 , z0 ) · Dt R(t0 ) = 0.

.
DMS Department of
MATHEMATICS
and STATISTICS
−
*
This means that ∇F (x0 , y0 , z0 ) and R 0 (t0 ) are orthogonal, that is, the
gradient of F at P0 is orthogonal to the unit tangent vector of every curve
C on S through P0 . A vector which is orthogonal to the unit tangent
vector of every curve C through a point P0 on a surface S is called a
normal vector to S at P0 .
Theorem 10.1
Let S be a surface in R3 represented by F (x, y, z) = 0. If Fx , Fy , and Fz
are continuous and not all zero at the point P0 (x0 , y0 , z0 ) on S, then a
normal vector to S at P0 is ∇F (x0 , y0 , z0 ).

.
DMS Department of
MATHEMATICS
and STATISTICS

Definition 10.2
Let S be a surface in R3 represented by F (x, y, z) = 0. The tangent plane
of S at a point P0 (x0 , y0 , z0 ) is the plane through P0 having as a normal
vector ∇F (x0 , y0 , z0 ).
An equation of the tangent plane described above is

Fx (x0 , y0 , z0 )(x − x0 ) + Fy (x0 , y0 , z0 )(y − y0 ) + Fz (x0 , y0 , z0 )(z − z0 ) = 0
or
∇F (x0 , y0 , z0 ) · [(x − x0 )ı̂ + (y − y0 )̂ + (z − z0 )k̂] = 0
Example 10.3
Find an equation of the tangent plane to the elliptic paraboloid
4x2 + y 2 − 16z = 0 at the point (2, 4, 2). (ans.: 2x + y − 2z − 4 = 0)
.
DMS Department of
MATHEMATICS
and STATISTICS
Definition 10.4
Let S be a surface in R3 represented by F (x, y, z) = 0. The normal line to
S at a point P0 (x0 , y0 , z0 ) is the line through P0 having as a set of
direction numbers the components of any normal vector to S at P0 .
Remark 10.5
Let S be a surface in R3 represented by F (x, y, z) = 0. Then a symmetric
equations of the normal line to S at a point P0 (x0 , y0 , z0 ) are
x − x0 y − y0 z − z0
= = .
Fx (x0 , y0 , z0 ) Fy (x0 , y0 , z0 ) Fz (x0 , y0 , z0 )

.
DMS Department of
MATHEMATICS
and STATISTICS
Example 10.6
Find symmetric equations of the normal line to the surface
y−4
4x2 + y 2 − 16z = 0 at (2, 4, 2). (ans.: x−2
2 = 1 = z−2
−2 )
Definition 10.7
The tangent line to a curve C at a point P0 is the line through P0 having
as a set of direction numbers the components of the unit tangent vector to
C at P0 .

.
DMS Department of
MATHEMATICS
and STATISTICS
Remark 10.8
Let C be the curve of intersection of the surface F (x, y, z) = 0 and
G(x, y, z) = 0 and let P0 (x0 , y0 , z0 ). A normal vector at P0 to
F (x, y, z) = 0 is
−
*
N F = ∇F (x0 , y0 , z0 )
and a normal vector at P0 to G(x, y, z) = 0 is
−
*
N G = ∇G(x0 , y0 , z0 ).
−
* −
*
Hence, the components of N F × N G serve as a set of direction numbers
of the tangent line.

.
DMS Department of
MATHEMATICS
and STATISTICS
Example 10.9
Find a set of symmetric equations of the tangent line to the curve of
intersection of the surfaces 3x2 + 2y 2 + z 2 = 49 and x2 + y 2 − 2z 2 = 10
y+3
at the point (3, −3, 2). (ans.: x−3 z−2
10 = 14 = −3 )
Example 10.10
Find an equation of the tangent plane and equations of the normal line to
the given surface at the indicated point.
1 4x2 + y 2 + 2z 2 = 26; (1, −2, 3)
2 z = e3x sin(3y); (0, 16 π, 1)
3 zx2 − xy 2 − yz 2 = 18; (0, −2, 3)
4 x2/3 + y 2/3 + z 2/3 = 14; (−8, 27, 1)
.
DMS Department of
MATHEMATICS
and STATISTICS
Definition 10.11
If two surfaces have a common tangent plane at a point, the two surfaces
are said to be tangent at that point.
Example 10.12
If the two given surfaces intersect in a curve, find equations of the tangent
line to the curve of intersection at the given point; if the two given
surfaces are tangent at the given point, prove it.
x−2 y+2 z
1 x2 + y 2 − z = 8, x − y 2 + z 2 = −2; (2, −2, 0) (ans.: 4 = −1 = 20 )
2 y = x2 , y = 16 − z 2 ; (4, 16, 0) (ans.: x = 4, y = 16)
3 x2 + z 2 + 4y = 0, x2 + y 2 + z 2 − 6z + 7 = 0; (0, −1, 2) (ans.: tangent)

.
DMS
Department of
MATHEMATICS
and STATISTICS

Definition 11.1
A function f of two variables is said to have a relative maximum value at the
point (x0 , y0 ) if there exists an open disk B((x0 , y0 ); r) such that
f (x0 , y0 ) ≥ f (x, y) for all (x, y) in B. A function f of two variables is said to
have a relative minimum value at the point (x0 , y0 ) if there exists an open disk
B((x0 , y0 ); r) such that f (x0 , y0 ) ≤ f (x, y) for all (x, y) in B.
Theorem 11.2
If f (x, y) exists at all points in some open disk B((x0 , y0 ); r) and if f has a
relative extremum at (x0 , y0 ), and fx (x0 , y0 ) and fy (x0 , y0 ) exist, then
fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0.
Definition 11.3
A point (x0 , y0 ) for which both fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0 is called a
critical point.
.
DMS Department of
MATHEMATICS
and STATISTICS
Theorem 11.4
Second-Derivative Test) If f be a function of the variables x and y such that f
and its first- and second-order partial derivatives are continuous on some open
disk B((x0 , y0 ); r) and the point (x0 , y0 ) is a critical point and let
2
D = fxx (x0 , y0 ) fyy (x0 , y0 ) − fxy (x0 , y0 ), then
1 if D > 0 and fxx (x0 , y0 ) > 0 (fyy (x0 , y0 ) > 0), f has relative minimum
value at (x0 , y0 )
2 if D > 0 and fxx (x0 , y0 ) < 0 (fyy (x0 , y0 ) < 0), f has relative maximum
value at (x0 , y0 )
3 if D < 0, f (x0 , y0 ) is not a relative extremum
4 if D = 0, we can make no conclusion.

.
DMS Department of
MATHEMATICS
and STATISTICS
Example 11.5
Determine the relative extrema of f .
1 f (x, y) = 18x2 − 32y 2 − 36x − 128y − 110
2 f (x, y) = 4xy 2 − 2x2 y − x
3 f (x, y) = cos(x + y) + cos x + cos y; 0 ≤ x, y ≤ 2π
Example 11.6
Find the three positive numbers whose product is 27 such that their sum is
as small as possible.

.
DMS Department of
MATHEMATICS
and STATISTICS
Example 11.7
Find the points on the curve of intersection of the ellipsoid
x2 + 4y 2 + 4z 2 = 4 and the plane x − 4y − z = 0 that are closest to the
origin, and find the minimum distance.
Example 11.8
Suppose that t hours after the injection of x milligrams of adrenalin the
response is R units, and R = te−t (c − x)x, where c is a positive constant.
What values of x and t will cause the maximum response?

.
DMS Department of
MATHEMATICS
and STATISTICS
Example 11.9
A closed rectangular box to contain 16 f t3 is to be made of three kinds of
materials. The cost of the material for the top and the bottom is P hp18
per square foot, the cost of the material for the front and the back is
P hp16 per square foot, and the cost of the material for the other two
sides is P hp12 per square foot. Find the dimensions of the box such that
the cost of the materials is a minimum.

.
DMS Department of
MATHEMATICS
and STATISTICS
Absolute Extrema and The Method of Lagrange

Multipliers
The purpose of this section is to give a method in solving problems in

finding the relative extrema of a function f of x, y and z subject to the
constraint g(x, y, z) = 0. This method is known as Lagrange.
Given a function f of x, y and z and a constraint g(x, y, z) = 0. We
introduce a new variable λ, called Lagrange multiplier and form the
auxiliary function F (x, y, z, λ) = f (x, y, z) + λg(x, y, z).

.
DMS Department of
MATHEMATICS
and STATISTICS

Multipliers
Find the critical points of F ; i.e. solve the system


Fx = 0

Fy = 0

F =0
 z


Fλ = 0
for the values of x, y, z and λ. The values of x, y and z that give the
relative extrema of f are among these critical points.

.
DMS Department of
MATHEMATICS
and STATISTICS

Multipliers
Remark 12.1
1 Fλ = 0 implies g(x, y, z) = 0
2 If in addition to the problem, we have another constraint
h(x, y, z) = 0, then the solution above can be extended as follows:
1 From the auxiliary function
F (x, y, z, λ, µ) = f (x, y, z) + λg(x, y, z) + µh(x, y, z).
2 Calculate Fx , Fy , Fz , Fλ and Fµ .
3 Solve the system {Fx = 0, Fy = 0, Fz = 0, Fλ = 0, Fµ = 0} for x,
y, z, λ and µ.
4 The values of x, y and z that give the relative extrema of f are among
these values.

.
DMS Department of
MATHEMATICS
and STATISTICS

Multipliers
Example 12.2
In each of the following, use Lagrange multipliers to find the critical points and
the relative extrema.
1 f (x, y) = 4x2 + 2y 2 + 5 subject to the constraint x2 + y 2 − 2y = 0
2 f (x, y, z) = x2 + y 2 + z 2 subject to the constraint 0 = x2 − y 2 + 1
3 f (x, y, z) = y 3 + xz 2 subject to the constraint x2 + y 2 + z 2 = 1
4 f (x, y, z) = xyz subject to the constraint x2 + y 2 + z 2 = 1
Example 12.3
Find the least and greatest distances from the origin to a point on the ellipse
x2 + 4y 2 = 16.

.
DMS Department of
MATHEMATICS
and STATISTICS

Multipliers
Example 12.4
A piece of wire L units long is cut into three pieces. One piece is bent into the
shape of a circle, a second piece is bent into the shape of a square, and the third
piece is bent into the shape of an equilateral triangle. How should the wire be cut
so that
1 the combined area of the three figures is as small as possible and
2 the combined area of the three figures is as large as possible?
Example 12.5
Use Lagrange multipliers to find a relative minimum function value of f if
f (x, y, z) = x2 + y 2 + z 2 with the two constraints x + y + 2z = 1 and
3x − 2y + z = −4.

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NT of MATHEMATICS and STATISTICS

EGE OF SCIENCE AND MATHEMATICS, MSU-ILIGAN INSTITUTE OF TECHNOLOGY

JULIUS V. BENITEZ, Ph.D.

1st Sem. A.Y. 2020-21

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 1/64

Functions in Several Variables

In your previous Math subjects, you only consider functions in a single

First, recall the meaning of a function. A function f : X → Y in the single

f : X → Y is a function if and only if (x1 , y1 ) and (x2 , y2 ) are distinct

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 2/64

Functions in Several Variables

Rn = {(x1 , x2 , . . . , xn ) : xi ∈ R for all i}.

An ordered n-tuple (x1 , x2 , . . . , xn ) in Rn is called a point in Rn .

Functions in Several Variables

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 4/64

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 5/64

f (x, y + ∆y) − f (x, y)

if this limit exists.

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 6/64

If f : S → R is a function of x and y and (x0 , y0 ) ∈ S, then we can write

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 7/64

Comparing the ordinary derivative and partial derivative, we see that if f is

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 8/64

second-order partial derivative:

third-order partial derivatives:

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 11/64

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 12/64

fxx + fyy + fzz = 0.

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 13/64

The Total Differential

Note that df is a function in four variables x, y, ∆x and ∆y. If

The Total Differential

1 w = y tan x2 − 2xy 4 w = exy − sin(yz)

The Total Differential

Tangent Plane Approximation of Functions in Two

y = f (a) + f 0 (a)(x − a).

We call this the linear approximation to f (x) at x = a.

We may also approximate the value of a function of two variables near a

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 17/64

Tangent Plane Approximation of Functions in Two

fx (a, b) · (x − a) + fy (a, b) · (y − b) − (z − f (a, b)) = 0.

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 18/64

Tangent Plane Approximation of Functions in Two

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 19/64

The Chain Rule for Partial Derivative

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 20/64

The Chain Rule for Partial Derivative

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 21/64

The Chain Rule for Partial Derivative

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 22/64

Let F (x, y, z) = 0 be an equation that defines implicitly a function

Since w = F (x, y, z), x and y are independent variables, we have

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 23/64

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 24/64

Again, since w = F (x, y, z), x and y are independent variables, we have

Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 25/64

2 zeyz + 2xexz − 4exy = 3