MA103L - Engineering Mathematics I

Lecture 10

Shilpak Banerjee1

1 Assistant Professor

Department of Mathematics and Statistics

IIT Tirupati, Tirupati

August 28, 2023

Recall

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We already discussed
• Review of calculus of real valued functions of a single real variable.
◦ limits,
◦ continuity, and
◦ differentiation
• Partial derivatives: Functions of several variables.
◦ Terminologies from topology: Interior points, boundary points, open sets,
closed sets, bounded sets, unbounded sets.
◦ Level curves, level surfaces, contour maps,
◦ Limits and continuity,
◦ Partial Derivatives, Differentiability and their relation to continuity.
◦ Chain rule, directional derivatives and gradient.

Today we talk more about Tangent plane and differentials.

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Partial derivatives:
Directional Derivatives
and Gradient Vectors

3
 Directional derivative
The derivative of f at P0 (x0 , y0 ) in the
direction of the unit vector u = (u1 , u2 ) y
Line x = x 0 + su 1, y = y 0 + su 2
is the number Fi
sh
to
 
df Su
(Du f )P0 =
ds u,P0 u = u1i + u 2 j
motion along
f (x0 + su1 , y0 + su2 ) − f (x0 , y0 ) Direction of
along the lin
= lim increasing s
rate of chang
s→0 s
R u, we find th
different dire
P0(x 0, y0 )
Suppose
x P0(x0 , y0) is a
0

Figure 14.27  The rate of change of ƒ

Figure 1: Source: Thomas’s Calculus parametrize
in the direction of u at a point P0 is the rate
P0 in the dire
at which ƒ changes along this line at P0.
lating dƒ > ds
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Interpretation of directional derivatives
The vertical plane that passes through
P and P0 (x0 , y0 ) parallel to u z
intersects the graph S in a curve C. Surface S: The rat
f(x0 + su1, y0 + su2) − f(x0, y0)
The rate of change of f in the direction z = f(x, y)

of u is the slope of the tangent to C at Tangent line

P in the right-handed system formed Q
Interp
by the vectors u and z-axis. P(x0, y0, z0)
s
The eq
Can you recover the partial derivatives point P
y allel to
from the directional derivatives? C
tion of
x (x0 + su1, y0 + su2) vectors
P0(x0, y0) u = u1i + u2j Wh
u = j,
Figure
Figure 2: 14.28 
Source:The slope of the
Thomas’s trace
Calculus tive gen
curve C at P0 is lim slope (PQ); this is the
QSP any5 dir
Partial derivatives as directional derivatives
14.3  Partial Derivatives 811 812 Chapter 14: Partial Derivatives

z Vertical axis The slope of the c

in the plane z plane x = x0 (Figure 14
Vertical axis in x = x0
tangent line to the curve
the plane y = y0
slope. The partial deriva
P(x0, y0, f(x0, y0)) x is held fixed at the val
z = f(x, y) Tangent line The partial derivati
The curve z = f(x, y0)
in the plane y = y0 P(x0, y0, f(x0, y0))
tive with respect to x:

Tangent line z = f(x, y)

0 Notice that we now

x0 0
y0 x0 y0
the point P(x0, y0, ƒ(x0,
face at P? We will see
x
(x0, y0) y
x section, and we will lea
(x0 + h, y0) (x0, y0) y learn more about partial
Horizontal axis in the plane y = y0 (x0, y0 + k)

Figure 14.16  The intersection of the plane y = y0 The curve z = f(x0, y)

Horizontal axis
Figure
with the3: Source:
surface Thomas’s
z = ƒ(x, y), Calculus
viewed from above the first in the plane
in the plane x = x0
x = x0
quadrant of the xy-plane. This tang
Figure 14.17  The intersection of the has slope
Figure plane
4: Source: Thomas’s
x = x with the
0 surface z = ƒ(x, Calculus
y),
Definition  The partial derivative of ƒ(x, y) with respect to x at the point viewed from above the first quadrant of The
(x0 , y0) is
6 curve
the xy-plane. in the pla
Gradient
The gradient vector (gradient) of f (x, y) at a point P0 (x0 , y0 ) is the vector
 
∂f ∂f
grad f = ∇f = ,
∂x ∂y

obtained by evaluating the partial derivatives of f at P0 .

∇f is read as “gradient of f ” or “grad f ” or “del f ”.

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the following rules in Exercise 40. Notice that these rules have the same form as the cor-
responding rules for derivatives of single-variable functions.
Algebra Rules for Gradients
Algebra Rules for Gradients
1. Sum Rule: ∇(ƒ + g) = ∇ƒ + ∇g
2. Difference Rule: ∇(ƒ - g) = ∇ƒ - ∇g
3. Constant Multiple Rule: ∇(kƒ) = k∇ƒ (any number k)
4. Product Rule: ∇(ƒg) = ƒ∇g + g∇ƒ Scalar multipliers on left

5. Quotient Rule:
ƒ
∇ agb =
g∇ƒ - ƒ∇g
g2
  of gradients

Figure 5: Source: Thomas’s Calculus

Example 5   We illustrate two of the rules with

ƒ(x, y) = x - y g(x, y) = 3y 8
Directional derivative and gradient
Let f (x, y) be a differentiable function. For the vector (u1 , u2 ), consider the
line
x = x0 + su1 y = y0 + su2
Then by chain rule
         
df df dx df dx
= +
ds u,P0 dx ds dy ds u,P0
    
df df
= u1 + u2
dx dy u,P0
   
df df
= u1 + u2
dx P0 dy P0
= (∇f )P0 · u
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Directional derivative as a dot product

Theorem
If f (x, y) be a differentiable function in an open region containing P0 = (x0 , y0 ),
then the directional derivative along the unit vector u is
 
df
= (∇f )P0 · u = |∇f | cos θ
ds u,P0

where θ is the angle between the vectors u and ∇f .

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Properties of the directional derivative
• The function f increases most rapidly when cos θ = 1 or when θ = 0 and
u is the direction of ∇f . The derivative in this direction is

Du f = (∇f ) · u = |∇f | cos(0) = |∇f |

• The function f decreases most rapidly when cos θ = −1 or when θ = −π

and u is the direction of −∇f . The derivative in this direction is

Du f = (∇f ) · u = |∇f | cos(π) = − |∇f |

• Any direction u orthogonal to a gradient ∇f 6= 0 is a direction of zero

change in f because θ then equals π/2 and

Du f = (∇f ) · u = |∇f | cos(π/2) = 0

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An example

f (x, y) = xey + cos(xy)

• Find the directional derivative of f at (2, 0) in the direction of v = (3, −4).

The unit vector along v is u = v/kvk = (3, −4)/5 = (3/5, −4/5). So the
directional derivative is
Du f(2,0) = ∇f |(2,0) · u = h(1, 2), (3/5, −4/5)i = −1.
• Find the directions in which f increases most rapidly at the point (2, 0).
The gradient is Du f(2,0) = (1, 2) hence f increases most rapidly in the
same direction
√ √i.e. along the direction of the unit vector
u = (1/ 5, 2/ 5).
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Gradients and Tangents to Level Curves
If a differentiable function f (x, y) has a constant value c along a smooth
curve r(t) = (g(t), h(t)) (making the curve part of a level curve of f ), then
f (g(t), h(t)) = c. Differentiating both sides

d d
f (g(t), h(t)) = c
dt dt
∂f dg ∂f dh
=⇒ + =0
∂x dt ∂y dt
dr
=⇒ h∇f, i = 0
dt
Here the tangent vector to r is
 
dr dg dh
= ,
dt dt dt
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Tangent Line to a Level Curve
At every point (x0 , y0 ) in the domain of
a differentiable function f (x, y), the The level curve f (x, y) = f (x 0 , y 0 ) Equation
gradient of f is normal to the level
curve through (x0 , y0 ).
(x 0 , y 0 )
At e
∇ f (x 0 , y 0 )
We can write the equation of the dien
tangent line to a level curve as,

Equa
fx (x0 , y0 )(x−x0 )+fy (x0 , y0 )(y−y0 ) = 0 Figure
Figure 6: 14.31 
Source:TheThomas’s
gradient of Calculus
a dif-
in topogr
ferentiable function of two variables at a
destinatio
point is always normal to the function’s
from Pro
level curve through that point.
perpendi
This
They14are
Partial
derivatives:Tangent
Planes and
Differentials

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 the grap
for a lin
the grad
Tangent plane to a level surface point on
ization
The tangent plane at the point
P0 (x0 , y0 , z0 ) on the level surface Tangen
f (x, y, z) = c of a differentiable ∇f
function f is the plane through P0 v2 If r(t)
differen
normal to ∇f |P0 . v1
P0
fx (P0 )(x − x0 )+fy (P0 )(y − y0 ) f (x, y, z) = c
+ fz (P0 )(z − z0 ) = 0 Since ƒ
0, so th
Figure
Figure 7: 14.33 
Source:The gradient ∇ƒ
Thomas’s is
Calculus
The normal line of the surface at P0 is No
orthogonal to the velocity vector of every
the velo
the line through P0 parallel to ∇f |P0 . smooth curve in the surface through P0.
the plan
The velocity vectors at P0 therefore lie in a
x = x0 + fx (P0 )t, y = y0 + fy (P0 )t common plane, which we call the tangent
plane at P0 . De
z = z0 + fz (P0 )t
16ƒ(x
 0ƒ 0ƒ
z = f(x, y) (x , y ), ƒy(x0 , y0), , ƒy .
0y 0 0 0y
Notice that we now have two tangent lines associated with the surface z = ƒ(x, y) at
Tangent plane to the surface z = f (x, y) x0
0
y0
the point P(x0, y0, ƒ(x0, y0)) (Figure 14.18). Is the plane they determine tangent to the sur-
face at P? We will see that it is for the differentiable functions defined at the end of this
x section, and we will learn how to find the tangent plane in Section 14.6. First we have to
(x0, y0) y learn more about partial derivatives themselves.
Let S be the surface z = (x , y f+ (x,
k) 0
y), where
0

fx , fy are continuousTheon curvethez = f(x domain

, y)
in the plane
0 D
Horizontal axis z
in the plane x = x 0
of f . Let (x0 , y0 ) ∈ D. Let C1 and C2 bex=x 0
This tangent line P(x0, y0, f(x0, y0))
Figure 14.17  The intersection of the has slope fy(x0, y0). This tangent line
the curves of intersection
plane x = x of withplanes
the surface z = ƒ(x, y),
0 has slope fx(x0, y0).
viewed from above the first quadrant of The curve z = f(x0, y)
x = x0 and y = y0 with S.
the xy-plane. Let T1 and in the plane x = x0 The curve z = f(x, y0)
in the plane y = y0
T2 be tangent lines to the curves C1
and C2 at the point P (x0 , x0 , f (x0 , y0 )). z = f(x, y)

The tangent plane to the surface S at

P is the plane containing T1 and T2 x

y = y0 (x0, y0) x = x0
y
The tangent plane to S at P consists Figure 14.18  Figures 14.16 and 14.17 combined. The tangent
of all tangent lines at P to the curves Figure 8: Source: Thomas’s Calculus
lines at the point (x0 , y0 , ƒ(x0 , y0)) determine a plane that, in this
picture at least, appears to be tangent to the surface.
C that lie on S and pass throught P .
Calculations
The definitions of 0ƒ>0x and 0ƒ>0y give us two different ways of differentiating ƒ at17 a
point: with respect to x in the usual way while treating y as a constant and with respect to y
Equation of Tangent Plane
Let f (a, b) = c. Then P = (a, b, c). The equation of any plane passing through
P is given by
z − a = A(x − a) + B(y − b)
When y = b, the tangent plane represents the tange to the instercted curve at
P . Therefore, A = fx (a, b), the slope of the tangent line. Similarly, B = fy (a, b)
The equations of the tangent plane to the surface z = f (x, y) at the point
P (a, b, c) on S is

z − c = fx (a, b)(x − a) + fy (a, b)(y − b)

provided fx and fy are continuous at (a, b).

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Tangent Plane: Linear Approximation
The equations of the tangent plane to the surface Can be written as

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

This formula holds for all points (x, y, f (x, y)) on the tangent plane at
(a, b, f (a, b)). Therefore, we can approximate f (x, y) for (x, y) close to (a, b),
we may take

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

The RHS is called the standard linear approximation of f (x, y)

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Total Increment
We have the standard linear approximation as

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

Let x = a + h, y = b + k, then the above approximation becomes

f (a + h, b + k) ≈ f (a, b) + fx (a, b)h + fy (a, b)k

This gives to the total increment ∆f = f (a + h, b + k) − f (a, b).

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Increment Theorem

Theorem 1 (Increment Theorem)

Let D be a domain in R2 . Let f : D → R be such that both fx and fy are
continuous in D. Then f (x, y) is continuous on D and the total increment ∆f =
f (a + ∆x, b + ∆y) − f (a, b) at (a, b) ∈ D can be written as

∆f = fx (a, b)∆x + fy (a, b)∆y + 1 ∆x + 2 ∆y

in which each of ε1 , ε2 → 0 as both ∆x, ∆y → 0.

Definition 1 (Total Differential)

The differential of f , also called the total differential is

df = fx (x, y)dx + fy (x, y)dy

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Differentiability in 2D
A function
z = f (x, y)
is differentiable at (x0 , y0 ) if fx (x0 , y0 ) if the partial derivatives fx (x0 , y0 ) and
fy (x0 , y0 ) exists and ∆z = f (x0 + ∆x, y0 + ∆y) − f (x0 , y0 ) satisfies the
equation of the form

∆z = fx (x0 , y0 )∆x + fy (x0 , y0 )∆y + ε1 ∆x + ε2 ∆y

in which each of ε1 , ε2 → 0 as both ∆x, ∆y → 0. We call f differentiable if it is

differentiable at every point in its domain, and say that its graph is a smooth
surface.

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Differentiability, Continuity and Partial
Derivatives

Theorem 2 (Connection Between Differentiability, Continuity and

Partial Derivatives)
1. Let D be a domain in R2 . Let f : D → R be such that both fx and fy exist
and least one of them is continuous at (x0 , y0 ) ∈ D. Then f is
differentiable at (x0 , y0 )
2. Let D be a domain in R2 . Let f : D → R be differentiable at (x0 , y0 ) ∈ D.
Then f is continuous at (x0 , y0 )
Whenever we assume that fx and fy are continuous, we may replace it with a
weaker assumption that f (x, y) is differentiable.

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Thanks
shilpak@iittp.ac.in

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