5.

DIFFERENTIAL CALCULUS OF FUNCTIONS OF SEVERAL VARIABLES

We have considered differential calculus of functions of one variable in Chapter 2. We now

discuss differential calculus of functions expressed in terms of two or more variable. These
functions are usually referred to as functions of several variables.

Definition 5.1.1

Let D be a set of n  tuples of real numbers ( x1 , x2 ,..., xn ). A function f , of n independent

variables x1 to xn on D, is a rule that assigns a unique real number w  f ( x1 , x2 ,..., xn ) to

each element in D.

The set D is the domain of f . The set of w  values taken on by f is the function's range.

Example 5.1.1

Determine the domain and range of the following functions:

xy  5 1
(a) f ( x, y)  (b) f ( x, y )  sin ( xy ) (c) f ( x, y, z ) 
2 y  x2 x  y2  z2
2

Solutions:

(a) The domain D is the set of all pairs ( x, y ) such that y  x 2  0, i.e.

D  {( x, y )  2
: y  x 2 }.
The range is the set of all real numbers.
(b) The domain is the entire plane 2
and the range is the interval [1,1].

(c) The domain D is the set of all pairs ( x, y, z ) such that x 2  y 2  z 2  (0, 0, 0), i.e.

D  {( x, y, z )  3
: x 2  y 2  z 2  (0, 0, 0)}.
Since the denominator is positive, the range is the interval (0, ).

5.1. LIMITS AND CONTINUITY

Definition 5.1.2

(i) The open disk, centred at ( x0 , y0 ) with radius r is given by

{( x, y) : | ( x, y)  ( x0 , y0 ) |  r}.

1
 (ii) The boundary of the open disk is the circle
{( x, y) : | ( x, y)  ( x0 , y0 ) |  r}.

(iii) A neighbourhood of a point ( x0 , y0 ) is an open disk centred at ( x0 , y0 ).

Definition 5.1.2

Let f ( x, y ) be defined in a neighbourhood of ( x0 , y0 ) but not necessarily at ( x0 , y0 ) itself.

Then the limit of f ( x, y ) as ( x, y ) approaches ( x0 , y0 ) is L , written

lim f ( x, y )  L,
( x , y ) ( x0 , y0 )

if for every   0, there is a number   0 such that

| f ( x, y )  L |  

for every ( x, y)  ( x0 , y0 ) in the open disk centred at ( x0 , y0 ) with radius  .

Example 5.1.2

Use the    definition to prove that

xy 2
(i) lim x  3 y  4 (ii) lim  0.
( x , y )  (0,0) x  y
22
( x , y ) (1,1)

Proofs:

(i) Let   0 be given. If 0  | ( x, y )  (1,1) |   , i.e. 0  ( x  1)2  ( y  1)2   , then

| f ( x, y )  L | | x  3 y  4 | | ( x  1)  (3 y  3) |  | ( x  1)  3( y  1) |
 | x  1| 3 | y  1|, by Triangle inequality

Now, | x  1|  ( x  1)2  ( x  1)2  ( y  1)2 and | y  1|  ( x  1)2  ( y  1)2 .

Thus,

| f ( x, y)  L |  ( x 1)2  ( y 1)2  3 ( x 1) 2  ( y 1) 2  4 ( x 1) 2  ( y 1) 2 .

1
Choose    so that
4

1 
| f ( x, y )  L |  4 ( x  1) 2  ( y  1) 2  4  4     
4 

whenever 0  ( x  1)2  ( y  1)2   .

Hence proved!

2
(ii) Let   0 be given. If 0  ( x  0)2  ( y  0)2   , then

xy 2 | x | .y2
| f ( x, y )  L |   0 
x2  y 2 x2  y 2
x 2  y 2 .( x 2  y 2 )
 , since | x |  x 2  y 2 and y 2  x 2  y 2
x y
2 2

 x2  y 2

Choose    so that

| f ( x, y)  L |  x2  y 2    

whenever 0  x 2  y 2   .

Hence proved!

The following rule for nonexistence of a limit of a function of two variables can be applied to
evaluate a limit:

If a function f  x, y  gives different limits along different paths as  x, y  approaches  x0 , y0  ,

then lim f ( x, y ) does not exist.
( x , y ) ( x0 , y0 )

Example 5.1.3

Evaluate the following limits:

x  xy  3 x 2  xy xy x2 y xy 2
(a) lim (b) lim x y
(c) lim (d) lim (e) lim
( x , y )  (0,1) xy  5 xy  y ( x , y )  (0,0) x  y ( x , y ) (0,0) x  y ( x , y ) (0,0) x  y
2 2 2 2 4 2 2 2
( x , y ) (0,0)

Solutions:

x  xy  3 0  0(1)  3
(a) lim   3
( x , y ) (0,1) xy  5 xy  y 0(1 )  5(0)(1)  12
2 2 2

(b) Along the path y  0,

x 2  xy x 2  x (0)
lim x y
 lim x 0
 lim x2
0
( x , y ) (0,0) ( x , y ) (0,0) ( x , y ) (0,0) x

Along the path x  0,

02  (0) y
lim 0 y
 lim 0
0
( x , y ) (0,0) ( x , y ) (0,0)  y

x 2  xy
 lim x y
( x , y ) (0,0)

We can get the same result by “rationalisation”.

3
(c) It can be shown that along the paths x  0 and y  0, the limit is 0. But along the path

y  mx, where m is the gradient,

m
lim xy
 lim x ( mx )
 .
( x , y ) (0,0) x  y ( x , y ) (0,0) x  ( mx ) 1  m2
2 2 2 2

For different values of m, we get different values of the limit.

 lim xy
does not exist.
( x , y )  (0,0) x  y
2 2

(d) Check that along the paths x  0, y  0 and y  mx the limit is 0. But along the path

y  x 2 , we get

x2 y x2 ( x2 ) 1
lim  lim 
( x , y ) (0,0) x  y ( x , y ) (0,0) x  ( x )
4 2 4 2 2
2

x2 y
 lim does not exist.
( x , y )  (0,0) x  y
4 2

(e) Check that along the paths x  0 and y  0 the limit is 0. Along the path y  mx

xy 2 x ( mx )2
lim  lim  lim m 2 x3
 lim m2 x
 0, for all m .
( x , y ) (0,0) x  y ( x , y ) (0,0) x  ( mx ) ( x , y ) (0,0)  m x ( x , y ) (0,0)  m
2 2 2 2 2 2 2 2
x 1

xy 2
 lim 0
( x , y ) (0,0) x  y
2 2

Definition 5.1.3

A function f ( x, y ) is continuous at the point ( x0 , y0 ) if

1. f is defined at ( x0 , y0 )

2. lim f ( x, y ) exists
( x , y ) ( x0 , y0 )

3. lim f ( x, y)  f ( x0 , y0 ).
( x , y ) ( x0 , y0 )

A function is continuous on S  2
if it is continuous at every point ( x, y ) in S.

4
Example 5.1.5
Determine the continuity of the following at the indicated point:

 x2 y
 , ( x, y )  (0, 0)
(a) f ( x, y )   x 4  y 2 at (0, 0)
0, ( x, y )  (0, 0)

 xy 2
 , ( x, y )  (0, 0)
(b) f ( x, y )   x 2  y 2 at (0, 0)
0, ( x, y )  (0, 0)

(c) f ( x, y )  5 x3 y  1xy 9  37 x 23 y 5  x  47  6 on 2
.

Solutions:

(a) We check whether conditions for continuity are satisfied.

 f is defined at (0, 0) since f (0, 0)  0
x2 y
 lim does not exist, by Example 5.1.3
( x , y )  (0,0) x  y
4 2

x2 y
 lim  f (0, 0)
( x , y ) (0,0) x  y
4 2

Since the last condition is not satisfied, we conclude that f is not continuous at (0, 0).

(b) Check that all the conditions for continuity are satisfied. Thus, f is continuous at
(0, 0).
(c) The function
f ( x, y )  5 x3 y  1xy 9  37 x 23 y 5  x  47  6
2 2
is defined on , the limit exists at every point in and it is equal to the value of
2
f ( x, y ). Thus, f ( x, y ) is continuous on .

Definition 5.1.4

Let X  ( x1 , x2 ,..., xn ) and f ( X ) be defined in a neighbourhood of X 0  (( x1 )0 , ( x2 )0 ,..., ( xn )0 )

but not necessarily at X 0 itself. Then the limit of f ( X ) as X approaches X 0 is L , written

lim f ( X )  L,
X X0

if for every   0, there is a number   0 such that

| f (X )  L |  

whenever 0  ( x1  ( x1 )0 )2  ( x2  ( x2 )0 ) 2  ...  ( xn  ( xn )0 ) 2   .

5
Example 5.1.5
1. Use the    definition to prove that
lim ( x1  2 x2  x3  3x4 )  7
( x1 , x2 , x3 , x4 ) ( 4,1,0,3)

x5 2  x4 2  x32  x2 2  x1
2. Show that if f ( x1 , x2 ,..., x5 )  , then lim f ( x1 , x2 ,..., x5 )
x12  x2 2  x32  x4 2  x5 2 ( x1 ,..., x5 ) (0,...,0)

does not exist.

Solutions:

1. Let   0 be given. If 0  ( x1  (4))2  ( x2  1) 2  ( x3  0) 2  ( x4  3) 2   , then

| f ( X )  L |  | x1  2 x2  x3  3 x4  7 |  | ( x  (4))  (2 x2  2)  ( x3  0)  (3 x  9) |
 | ( x  4)  2( x2  1)  ( x3 )  3( x  3) |
 | x  4 | 2 | x2  1|  | x3 | 3 | x4  3 |
 ( x1  (4)) 2  ( x2  1) 2  ( x3  0) 2  ( x4  3) 2
 2 ( x1  (4)) 2  ( x2  1) 2  ( x3  0) 2  ( x4  3) 2
 ( x1  (4)) 2  ( x2  1) 2  ( x3  0) 2  ( x4  3) 2
 3 ( x1  (4)) 2  ( x2  1) 2  ( x3  0) 2  ( x4  3) 2
 7 ( x1  (4)) 2  ( x2  1) 2  ( x3  0) 2  ( x4  3) 2

1
Choose    so that
7

1 
| f ( X )  L |  7 ( x1  ( 4)) 2  ( x2  1) 2  ( x3  0) 2  ( x4  3) 2  7  7     
7 

whenever 0  ( x1  (4)) 2  ( x2  1) 2  ( x3  0) 2  ( x4  3) 2   .

Hence proved!
2. Choosing the path x1  0  x2  x3  x4 , we get

x5 2
lim f ( x1 , x2 ,..., x5 )  lim 1
( x1 ,..., x5 ) (0,...,0) ( x1 ,..., x5 ) (0,...,0) x 2
5

Choosing the path x1  0  x2  x3  x5 , we get

 x4 2
lim f ( x1 , x2 ,..., x5 )  lim  1
( x1 ,..., x5 ) (0,...,0) ( x1 ,..., x5 ) (0,...,0) x 2
4

Thus, lim f ( x1 , x2 ,..., x5 ) does not exist. Hence shown!

( x1 ,..., x5 ) (0,...,0)

6
5.2. PARTIAL DERIVATIVES

Recall that if y  f ( x) is a function of one independent variable, then the derivative is the rate
of change of the function. In a similar way, the derivative of a function of several variables
gives the rate of change of the function. Since there are many independent variables in this
case, we have to choose one variable as the independent variable and keep all others constant.
When we differentiate a function of several variables in this way, we obtain the “partial
derivative”. For example, if z  f ( x, y ) is a function of two variables, and we choose x as the
independent variable, then the partial derivative of z with respect to x is written symbolically
as

z f
or or f x ( x, y ),
x x

and is read “the partial of z with respect to x " or “the partial of f with respect to x ".
Similarly, if y is chosen as the independent variable, then the partial derivative of z with
respect to y is written symbolically as

z f
or or f y ( x, y ).
y y

Definition 5.2.1
Let z  f ( x, y ) be a function of two variables.

(i) The partial derivative of f with respect to x is the function

z f f ( x  x, y )  f ( x, y )
  lim .
x x x0 x

f
The partial derivative is defined at every point ( x, y ) in the domain of f such
x
that the limit above exists.
(ii) The partial derivative of f with respect to y is the function

z f f ( x, y  y )  f ( x, y )
  lim .
y y y 0 y

f
The partial derivative is defined at every point ( x, y ) in the domain of f such
y

that the limit above exists.

7
We can extend Definition 5.2.1 to a case of more than two variables.

Example 5.2.1

Given that U (v, w, x, y, z )   y z  v sin ( wz 2 )  , find

w 2 3
x

U U
(a) (b) U w (v, w, x, y, z ) (c)
v z

Solutions:

wy 2 z 3 vw
U (v, w, x, y, z ) 
x

w 2 3
y z  v sin ( wz 2
)  
x
 sin ( wz 2 )
x

U   wy 2 z 3 vw    wy 2 z 3    vw 2 
(a)    sin ( wz 2 )       sin ( wz ) 
v v  x x  v  x  v  x 

w
 0 sin ( wz 2 )
x

w
 sin ( wz 2 )
x

U   wy 2 z 3 vw 2    wy 2 z 3    vw 2 
(b) U w (v, w, x, y, z )     sin ( wz )      sin ( wz ) 
w w  x x  w  x  w  x 

y2 z3 v vwz 2
  sin ( wz ) 
2
cos ( wz 2 )
x x x

U   wy 2 z 3 vw    wy 2 z 3    vw 2 
(c)    sin ( wz 2 )       sin ( wz ) 
z z  x x  z  x  z  x 

3wy 2 z 2 2vwz
  cos ( wz 2 )
x x

U U
Exercise: Find and
x y

8
Definition 5.2.2

The function f of several variables x1 , x2 ,..., xn is said to be homogeneous of degree n in a

n
region , if

f (tx1 , tx2 ,..., txn )  t n f ( x1, x2 ,..., xn ),

for all t  0 and all ( x1 , x2 ,..., xn ) in n

.

Example 5.2.2
1. The function
f ( x, y, z )  2 x 2 y  3xyz  z 3
is homogeneous of degree 3 because
f (tx, ty, tz )  2(tx 2 )(ty )  3(tx )(ty )(tz )  (tz 3 )
 2t 3 x 2 y  3t 3 xyz  t 3 z 3
 t 3 (2 x 2 y  3xyz  z 3 )
 t 3 f ( x, y , z )
2. The function
x3  x 2 y  xy 2  y 3
f ( x, y) 
x2  y 2
is homogeneous of degree 1 because
(tx)3  (tx) 2 (ty )  (tx)(ty ) 2  (ty )3
f (tx, ty ) 
(tx) 2  (ty ) 2
t 3 x3  t 3 x 2 y  t 3 xy 2  t 3 y 3

t 2 x2  t 2 y 2
t 3 ( x 3  x 2 y  xy 2  y 3 )

t 2 ( x2  y 2 )
 x3  x 2 y  xy 2  y 3 
t 
 x2  y 2 
 tf ( x, y )

Theorem 5.2.1(Euler’s Theorem for Homogeneous Functions)

Let f be a function of several variables x1 , x2 ,..., xn . Then, f is homogeneous of degree t if

and only if
n

x
i 1
f
i xi  tf ( x1 , x2 ,..., xn )

n
for all ( x1 , x2 ,..., xn ) in .

9
Example 5.2.3
Verify the Euler’s theorem for the following homogeneous functions:

x3  x 2 y  xy 2  y 3
(a) f ( x, y, z )  2 x y  3xyz  z
2 3
(b) f ( x, y) 
x2  y 2

Solutions:

f f f
(a) f ( x, y, z )  2 x 2 y  3xyz  z 3   4 xy  3 yz,  2 x 2  3xz and  3xy  3z 2
x y z

Thus,

f f f
x y z  x  4 xy  3 yz   y  2 x 2  3xz   z  3xy  3z 2 
x x x
 4 x 2 y  3 xyz  2 x 2 y  3xyz  3xyz  3z 3
 6 x 2 y  9 xyz  3z 2
 3  2 x 2  3 xyz  z 3 
 3 f ( x, y , z )

x3  x 2 y  xy 2  y 3
(b) If f ( x, y )  , then
x2  y 2

f ( x 2  y 2 )(3x 2  2 xy  y 2 )  2 x( x 3  x 2 y  xy 2  y 3 ) x 4  2 x 2 y 2  y 4  x  y 
2 2 2

   1
x  x2  y 2   x2  y 2   x2  y 2 
2 2 2

and

f ( x 2  y 2 )( x 2  2 xy  3 y 2 )  2 y ( x 3  x 2 y  xy 2  y 3 ) x 4  2 x 2 y 2  y 4  x  y 
2 2
2

   1
y  x 2
 y 
2 2
 x 2
 y 
2 2
 x 2
 y 
2 2

x3  x 2 y  xy 2  y 3
Note that f ( x, y )  can also be written as
x2  y 2
x3  x 2 y  xy 2  y 3 ( x3  x 2 y )  ( xy 2  y 3 ) ( x  y )( x 2  y 2 )
f ( x, y)     x y
x2  y 2 x2  y 2 x2  y 2

Thus,

f f
x y  x  y  f ( x, y ).
x y

10
5.2.1. Higher-Order Partial Derivatives

We can also find higher-order partial derivatives. For example, if f ( x, y, z ) is a function of

three variables, we can find the following partial derivatives:

    2 f
    f xx ( x, y)
x  x  x 2

    2 f
    f yx ( x, y )
x  y  xy

    2 f
    f xy ( x, y)
y  x  yx

    2 f
    f yy ( x, y )
y  y  y 2

   2 f  3 f
    f xxx ( x, y )
x  x 2  x3

   2 f  3 f
    f yxx ( x, y )
x  xy  x 2y

and so on.

Definition 5.2.3

Let z  f ( x, y ) be a function of two variables. The partial derivatives

2 f 2 f
 f yx ( x, y ) and  f xy ( x, y )
xy yx

are called mixed second partials.

Remark 5.2.1
Definition 5.2.2 implies that if f is a function of more than two variables, then we have
more than two mixed second partials. For example, f xy , f yx , f xz , f zx , f yz , f zy and so on are all
mixed second partials.

Theorem 5.2.2

Mixed second partials are equal.

11
Example 5.2.4

Using Example 5.2.1, find

 2U  3U  3U
1. (i) (ii) (iii) at (0,1,1, 1,1).
x 2 x 2 w vwz

2. Show that

(i) U xy (v, w, x, y, z)  U yx (v, w, x, y, z ) (ii) U wv (v, w, x, y, z )  U vw (v, w, x, y, z )

Solutions:

wy 2 z 3 vw
From Example 5.2.1, U (v, w, x, y, z ) 
x
 y z  v sin ( wz 2 )  
w 2 3
x
 sin ( wz 2 )
x

U   wy 2 z 3 vw    wy 2 z 3    vw 2 
1. (i)    sin ( wz 2 )       sin ( wz ) 
x x  x x  x  x  x  x 

wy 2 z 3 vw
 2
 2 sin ( wz 2 )
x x

 2U   wy 2 z 3 vw   2   2 
    2  2 sin ( wz 2 )    wy 2 z 3  3   vw  3  sin ( wz 2 )
x 2
x  x x  x  x 

2wy 2 z 3 2vw
 3
 3 sin ( wz 2 )
x x

U y2 z3 v vwz 2
(ii) Since  U ( v , w, x , y , z )   sin ( wz 2
)  cos ( wz 2 ) , we have that
w
w
x x x

 1   1   1 
U wx (v, w, x, y, z )  y 2 z 3  2    vwz 2 cos ( wz 2 )   2   v  2  sin ( wz 2 )
x  x  x 
2 3 2
y z vwz v
  2  2 cos ( wz 2 )  2 sin ( wz 2 )
x x x

 3U 2 y 2 z 3 2vwz 2 2v
  U ( v , w, x , y , z )   cos ( wz 2 )  3 sin ( wz 2 )
x w
2 wxx 3 3
x x x

3wy 2 z 2 2vwz
(iii) Since U z (v, w, x, y, z )   cos ( wz 2 ), we have that
x x

12
 3 y 2 z 2 2vz
U zw (v, w, x, y, z )    2 w cos ( wz 2 )  w2 z 2 sin ( wz 2 ) 
x x
2 2
3y z 4vwz 2vw2 z 3
  cos ( wz 2 )  sin ( wz 2 )
x x x
4 wz 2 w2 z 3
 U zwv (v, w, x, y, z )  0  cos ( wz ) 
2
sin ( wz 2 )
x x
2 3
4 wz 2w z
 cos ( wz 2 )  sin ( wz 2 )
x x

Thus, at (0,1,1, 1,1),

4(1).(1) 2(12.13 )
U zwv (0,1,1, 1,1)  cos (1.1 ) 
2
sin (1.12 )
1 x
 4cos1  2sin1

wy 2 z 3 vw
2. (i) U x (v, w, x, y, z )    2 sin ( wz 2 )
x2 x

2wyz 3 2wyz 3
 U xy (v, w, x, y, z )    0  
x2 x2

U   wy 2 z 3    vw 2  2wyz 3 2wyz 3
     sin ( wz )   0
y y  x  y  x  x x

2wyz 3
 U yx (v, w, x, y, z )  
x2
 U xy (v, w, x, y, z)  U yx (v, w, x, y, z). Hence shown!

y2 z3 v vwz 2
(ii) Since U w (v, w, x, y, z )   sin ( wz 2 )  cos ( wz 2 ) , we have that
x x x
1 wz 2
U wv (v, w, x, y, z )  0  sin ( wz 2 )  cos ( wz 2 )
x x
2
1 wz
 sin ( wz 2 )  cos ( wz 2 )
x x
w
and Since U v (v, w, x, y, z )  sin ( wz 2 ) , we have that
x

U vw (v, w, x, y, z ) 
1
x
 sin ( wz 2 )  wz 2 cos( wz 2 ) 

1 wz 2
 sin ( wz ) 
2
cos ( wz 2 )
x x
 U vw (v, w, x, y, z )  U wv (v, w, x, y, z ). Hence shown!

13
5.3. TANGENT PLANE AND NORMAL LINE TO A SURFACE

In this section, we use partial derivatives to find the equations of the tangent line, normal line
and tangent plane to a surface in space z  f ( x, y ), which can also be written as

F ( x, y, z )  z  f ( x, y)  0.

If z  f ( x, y ) is a surface in space, then we can hold y at some constant y0 . It follows that

f x ( x0 , y0 ) is the slope of the tangent line at the point ( x0 , y0 , z0 ) that lies in the plane y  y0 .
Similarly, if hold x at some constant x0 , then f y ( x0 , y0 ) is the slope of the tangent line at the
point ( x0 , y0 , z0 ) that lies in the plane x  x0 .

Example 5.3.1

Find the equation of the tangent line to the surface z  x 2  12 y 2 at the point  
5, 2,3 that
lies

(a) in the plane x  5

(b) in the plane y  2.
Solutions:

z z
(a) z  x 2  12 y 2   y  2
y y ( x0 , y0 ) 5 , 2 
Using ( y, z )  (2,3) and the slope 2, we get
z  3  2( y  2).

 the equation of the tangent line to the surface that lies in the plane x  5 is

y  2 z 3
x  5, 
1 2

14
 z z
(b) z  x 2  12 y 2   2x  2 5
x x ( x0 , y0 )  5 , 2 

Using ( x, z )   
5,3 and the slope 2 5, we get

z  3  2 5( x  5).

 the equation of the tangent line to the surface that lies in the plane y  2 is

x  5 z 3
 , y  2
1 2 5

We now turn our attention to the equation of the normal line at tangent plane.

It should be noted that not every surface has a tangent plane at every point. For example, a cone
below has no tangent plane at the origin:

Definition 5.3.1

Let F be a scalar equation of three variables such that Fx , Fy and Fz exist at a point

X 0  ( x0 , y0 , z0 ). The gradient of F at X 0 , denoted F ( X 0 ), is given by

F ( X 0 )  Fx ( x0 , y0 , z0 ) i  Fy ( x0 , y0 , z0 ) j  Fz ( x0 , y0 , z0 ) k.

15
Example 5.3.2

Find F ( X 0 ) if F ( x, y, z )  x ln y  z ln x at X 0  (1,1,1).

Solutions:
1
Fx ( x, y, z )  ln y  z.  Fx (1,1,1)  1
x
1
Fy ( x, y, z )  x.  0  Fy (1,1,1)  1
y
Fz ( x, y, z )   ln x  Fz (1,1,1)  0
  F ( X 0 )  i  j  0 k

Now, for a given surface F ( x, y, z )  z  f ( x, y ), let T1 be a tangent line to that surface that

lies in the plane y  y0 and let T2 be a tangent line to that surface that lies in the plane x  x0

at the point P( x0 , y0 , z0 ).

A unit change in x produces a change of Fx ( x0 , y0 , z0 ) in z and there is no change in y so

that the parallel vector to the line T1 is v1  i  0 j  Fx ( x0 , y0 , z0 ) k . Similarly, a unit change in

y produces a change of Fy ( x0 , y0 , z0 ) in z and there is no change in x so that the parallel

vector to the line T2 is v2  0i  j  Fy ( x0 , y0 , z0 ) k . Therefore, the normal vector to the

tangent plane, N is

i j k
N  v2  v1  0 1 Fy  Fx ( x0 , y0 , z0 ) i  Fy ( x0 , y0 , z0 ) j  k .
1 0 Fx

If R ( x, y, z ) is any point on the tangent plane, then the vector equation of the tangent plane is

PR N  0 and the normal line to the surface through P has the same direction as N.

NOTE: The normal vector N is the gradient of F at P.

16
Definition 5.3.2

Let F be differentiable at P( xo , y0 , z0 ) and let the surface S be defined by F ( x, y, z )  0.

(i) The tangent plane to S at P is the plane passing through P with normal vector
N  F ( P).
(ii) The normal line to S at P is the line passing through P having the same direction as
N  F ( P).

Example 5.3.2
1. Find the equation of the tangent line and normal line to the elliptic paraboloid
z  2 x 2  y 2 at the point (1,1,3).
2. Find the points where the normal line to the surface in question 1 meets the xy 
plane, xz  plane and the yz  plane.

Solutions:

1. F ( x, y, z)  z  2x2  y 2  Fx ( x, y, z)  4 x  Fx (1,1,3)  4

Fy ( x, y, z)  2 y  Fy (1,1,3)  2 and Fz ( x, y, z )  1  Fz (1,1,3)  1

 N  4i  2 j  k

 The equation of the tangent plane is

4( x  1)  2( y  1)  1( z  3)  0  4 x  2 y  z  3

The symmetric equation of the normal line is

x 1 y 1 z  3
 
4 2 1

2. In the xy  plane, z  0

z  3  t  0  3  t  t  3
 x  1  4t  1  4(3)  13
 y  1  2t  1  2(3)  7

Thus, the normal line to the elliptic paraboloid meets the xy  plane at (13, 7, 0).

17
In the xz  plane, y  0

1
y  1  2t  0  1  2t  t 
2
1
 x  1  4t  1  4    1
2
1 7
 z  3 t  3 
2 2

Thus, the normal line to the elliptic paraboloid meets the xz  plane at (1, 0, 72 ).

In the yz  plane, x  0

1
x  1  4t  0  1  4t  t 
4
1 1
 y  1  2t  1  2   
4 2
1 13
 z  3t  3 
4 2

Thus, the normal line to the elliptic paraboloid meets the yz  plane at (0, 12 , 132 ).

5.4. CHAIN RULES

Suppose we wish to differentiate a function of several variable whose variables are expressed
in terms of other independent variables. In this case, we use chain rules to differentiate such a
function.

Theorem 5.4.1

dx
Let z  f ( x, y ) be differentiable and suppose that x  x (t ) and y  y (t ). Assume that and
dt
dy
exist and are continuous. Then, z can be written as a function of the parameter t , and
dt

dz z dx z dy
 
dt x dt y dt

18
Theorem 5.4.2

Let z  f ( x, y ) be differentiable and suppose that x  x(r , s ) and y  y (r , s ). Suppose further

x x y y
that , , and all exist and are continuous. Then, z can be written as a function of
r s r s
r and s ,

z z x z y
 
r x r y r

and
z z x z y
 
s x s y s

Example 5.4.1
dz
1. Let z  xy 2 , where x(t )  cos t and y (t )  sin t. Calculate .
dt
w w
2. Suppose that w  x3  y 2 , where x(r , s)  rs 2 and y (r , s)  s 2 sin r. Find and .
r s
Solutions:

z z
1. z  xy 2   y 2 and  2 xy
x y
dx dy
x(t )  cos t 
  sin t and y (t )  sin t   cos t.
dt dt
dz z dx z dy
     y 2 sin t  2 xy cos t   sin 2 t.sin t  2 cos t.sin t.cos t
dt x dt y dt
  sin 3 t  2 cos 2t sin t
w w
2. w  x3  y 2   3x 2 and  2y
x y

x x y y
x(r , s )  rs 2   s2 ,  2rs and y (r , s )  s 2 sin r   s 2 cos r ,  2s sin r.
r s r s

w w x w y
   3x 2 ( s 2 )  2 y ( s 2 sin r )
r x r y r
 3(rs 2 ) 2 ( s 2 )  2( s 2 sin r )( s 2 sin r )
 3r 2 s 6  2s 4 sin 2 r

19
w w x w y
   3x 2 (2rs)  2 y (2 s sin r )
s x s y s
 3(rs 2 ) 2 (2rs)  2( s 2 sin r )(2 s sin r )
 6r 3 s 5  4s 3 sin 2 r.

The chain rules given in Theorem 5.4.1 and Theorem 5.4.2 can be extended to functions of
more than two variables.

Theorem 5.4.3

dx dy
Let w  f ( x, y, z ) be a differentiable function. If x  x (t ) , y  y (t ) , z  z (t ) and if ,
dt dt
dz
and exist and are continuous, then
dt

dw w dx w dy w dz
   .
dt x dt y dt z dt

x x y y z z
Similarly, if x  x(r , s ) , y  y (r , s ) , z  z (r , s ) and if , , , , and all exist
r s r s r s
and are continuous, then,

w w x w y w z
  
r x r y r z r

and

w w x w y w z
   .
s x s y s z s

Furthermore, if x  x(r , s, t ) , y  y (r , s, t ) , z  z (r , s, t ) and all indicated partial derivatives

exist and are continuous, then

w w x w y w z
   ,
r x r y r z r

w w x w y w z
  
s x s y s z s

and

w w x w y w z
   .
t x t y t z t

20
Example 5.4.2
dw
1. Let w  xy  z 2 , where x  et , y  t and z  cosh t. Find .
dt
w w
2. Let w  xy  z 2 , where x  1  ln( s  t ), y  r  s  t and z  2r  s  t. Find ,
r s
w
and
t
Solutions:
w w w
1. w  xy  z 2   y,  x and  2 z.
x y z
dx dy dz
x  et   et , y  t   1 and z  cosh t   sinh t.
dt dt dt
dw w dx w dy w dz
     y (et )  x(1)  2 z (sinh t )
dt x dt y dt z dt
 tet  et  2 cosh t sinh t
x x 1 x
2. x  1  ln( s  t )   0,  
r s s  t t
y y y
y  r  s t  1 
r s t
 z z z
z  2r  s  t   2r  s ln 2  and  1.
r s t
w w x w y w z
    0  x(1)  2 z (2r  s ln 2)
r x r y r z r
 1  ln( s  t )  2  2r  s  t  (2r  s ln 2)
 1  ln( s  t )  22 r  2 s 1 ln 2  2r  s t ln 2.

w w x w y w z  1  r s
    y   x(1)  2 z (2 ln 2)
s x s y s z s  st 
 1 
  1  ln( s  t )  2  2  t  (2 ln 2)
r s r s
 (r  s  t ) 
 st 
r st
  1  ln( s  t )  2 2 r  2 s 1 ln 2  2 r  s 1 t ln 2.
st
and
w w x w y w z  1 
    y   x(1)  2 z (1).
t x t y t z t  st 
 1  rs
 (r  s  t )    1  ln( s  t )  2(2  t )
 st 
r  st
  1  ln( s  t )  2r  s 1  2t
st

21
Theorem 5.4.3

If an equation F ( x, y )  0 determines, implicitly, a differentiable function f of one variable

x such that y  f ( x), then

dy F ( x, y )
 x .
dx Fy ( x, y )

Theorem 5.4.3

If an equation F ( x, y, z )  0 determines an implicit differentiable function f of two variables

x and y such that z  f ( x, y ) for every ( x, y ) in the domain of f , then

z F ( x, y , z ) z Fy ( x, y, z )
 x and  .
x Fz ( x, y, z ) y Fz ( x, y, z )

Example 5.4.3

1. Given that y 4  3 y  4 x3  5 x  1  0, find y .

z
2. If z  f ( x, y ) satisfies the equation the equation x 2 z 2 xy 2  z 3  4 yz  5  0, and
x
z
.
x

Solutions:

dy F ( x, y) 12 x 2  5 12 x 2  5
1.  x  
dx Fy ( x, y) 4 y3  3 4 y3  3

z F ( x, y , z ) 2 xz 2  y 2
2.  x  2
x Fz ( x, y, z ) 2 x z  3z 2  4 y
and
z Fy ( x, y, z ) 2 xy  4 z
  2
y Fz ( x, y, z ) 2 x z  3z 2  4 y

22
5.5. TOTAL DIFFERENTIALS AND APPROXIMATION

Recall that if y  f ( x) then the differential of y is defined as

dy  f ( x)dx.

Now, for a functions of two variables z  f ( x, y ), with x and y denoting the increments
of x and y respectively, the increment of z is given by

z  f ( x  x, y  y )  f ( x, y ).

Definition 5.5.1

If z  f ( x, y ), x and y are the increments of x and y respectively, then the differentials

of the independent variables x and y are

dx  x and dy  y

respectively, and the total differential of the dependent variable z is

z z
dz  dx  dy  f x ( x, y )dx  f y ( x, y )dy.
x y

Remark 5.5.1

Definition 5.5.1 can be extended to a function of more than two variables. For example, if
w  f ( x, y, z ), then

dx  x, dy  y and dz  x

and the total differential of w is

w w w
dw  dx  dy  dz  f x ( x, y, z )dx  f y ( x, y, z )dy  f z ( x, y, z )dz.
x y z

Example 5.5.1

1. Find the total differentials of the following functions:

(a) z  2 x sin y  3x 2 y 2 (b) w  x 2  y 2  z 2

 2.98   4.03
2 2
2. Use total differentials to estimate .

23
3. The radius of a cone is 15 cm and the height is 25 cm. There is a maximum error of
 0.02 cm in the measurement of the radius and  0.05cm in the measurement of the height.

(a) Find the approximate value of the volume of the cone

(b) What is the maximum error in the calculation of the volume?

Solutions:

1. (a) Since z  2 x sin y  3x 2 y 2 , we have that

dz  f x ( x, y)dx  f y ( x, y)dy   2sin y  6 xy 2  dx   2 x cos y  6 x 2 y  dy.

(b) If w  x 2  y 2  z 2 , then

dw  f x ( x, y, z)dx  f y ( x, y, z)dy  f z ( x, y, z )dz  2xdx  2 ydy  2zdz.

2. We use the function

z  f ( x, y)  x2  y 2

and take x  3, y  4 implying that x  dx  0.02 and y  dy  0.03. Using total

differentials, we have that

x x
dz  f x ( x, y)dx  f y ( x, y)dy  dx  dy
x2  y 2 x2  y 2

At ( x, y )  (3, 4),

3 3
dz  (0.02)  (0.03)  0.012
3 4
2 2
3  42
2

Thus, assuming that dz  z , we have that the increment of z is

z  f ( x  x, y  y )  f ( x, y )  0.012  f (3  0.02, 4  0.03)  f (3, 4)

 0.012   2.98   4.03  32  42
2 2

  2.98   4.03  0.012  5  5.012

2 2

3. (a) The volume of the cone is given by

1 1
V   r 2 h   (15) 2 (25)  1875 .
3 3

Thus, the approximate value of the volume is 5890.5 cm3

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(b) The maximum error is V  dV , with r  dr  0.02 and h  dh  0.05

V  dV  Vr (r , h)dr  Vh (r , h)dh
2  1 
   rh  dr    r 2  dh
3  3 
2  1 
   (15)(25)  (0.02)    (15)2  (0.05)
3  3 
 27.5 cm3

5.6. EXTREMA OF FUNCTIONS OF SEVERAL VARIABLES

We start with the definition of extrema of functions of two variables. For a function of more
than two variables, the same definition can be extended.

Definition 5.6.1

Let z  f ( x, y ) be defined in a neighbourhood of a point ( x0 , y0 ).

(i) f has a local maximum at ( x0 , y0 ) if there is a neighbourhood N1 of ( x0 , y0 ) such that

for every point ( x, y ) in N1 ,

f ( x, y )  f ( x0 , y0 ).

(ii) f has a local minimum at ( x0 , y0 ) if there is a neighbourhood N 2 of ( x0 , y0 ) such that

for every point ( x, y ) in N 2 ,

f ( x, y )  f ( x0 , y0 ).

(iii) If f has a local maximum or local minimum at ( x0 , y0 ), then ( x0 , y0 ), is called an

extreme point of f .

Definition 5.6.2

A point ( x0 , y0 ) is a critical point of f if f is differentiable at ( x0 , y0 ) and

f ( x0 , y0 )  0.

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Remark 5.6.1

Definition 5.6.2 implies that to find critical point(s) of a function of two variables, we need to
solve simultaneously the pair

f f
 0 and  0.
x y

The fact that a point ( x0 , y0 ) is a critical point does not guarantee that it is an extreme point of
f.

Definition 5.6.3

A critical point of a function f that is not an extreme point of f is called a saddle point.

Remark 5.6.2

An absolute (or global) maximum or minimum of a function may occur at a boundary point of
its domain.

Example 5.6.1

1. For a function

f ( x, y )  1  x 2  3 y 2 ,

f f
 0 and  0 implies that 2x  0 and 6 y  0 showing that (0, 0) is the only
x y
critical point of f . At this critical point, f has a local (and global) minimum which is
f (0, 0)  1.
f f
2. If f ( x, y )  x 2  y 2 , then  0  2 x  0  x  0 and  0  2y  0  y  0
x y
 (0, 0) is a critical point.
But f (0, 0)  0 is neither a local minimum nor a local maximum since
if | x |  | y |, f ( x, y )  0 and | x |  | y |, f ( x, y )  0.

Test for Extrema: Let f and all its first and second partial derivatives be continuous in a
neighbourhood of the critical point ( x0 , y0 ). Let

D( x0 , y0 )  f xx ( x0 , y0 ) f yy ( x0 , y0 )   f xy ( x0 , y0 )   .
2

26
 (i) If D  0 and f xx ( x0 , y0 )  0, then f has a local minimum at ( x0 , y0 ).

(ii) If D  0 and f xx ( x0 , y0 )  0, then f has a local maximum at ( x0 , y0 ).

(iii) If D  0, then ( x0 , y0 ) is a saddle point.

(iv) If D  0, then any of the preceding is possible.

Example 5.6.2

1. If f ( x, y)  x 2  4 xy  y 3  4 y, find the local extrema of f .

2. Let f ( x, y)  4 x 2  4 xy  y 2  5. Determine the nature of the critical points of f .

Solutions:

1. f ( x, y)  x 2  4 xy  y 3  4 y  f x ( x, y)  2 x  4 y and f y ( x, y)  4 x  3 y 2  4

f x ( x, y)  0 and f y ( x, y)  0 implies that

2 x  4 y  0 and  4 x  3 y 2  4  0

4 2
Solving these simultaneously, we obtain the pairs (4, 2) and  ,  .
3 3
f xx ( x, y)  2, f yy ( x, y)  6 y and f xy ( x, y)  f yx ( x, y)  4.

Thus,

D(4, 2)  f xx (4, 2) f yy (4, 2)   f xy (4, 2)    2 6(2)   ( 4) 2  8  0.

2

Since f xx ( x, y)  2  0, f has a local minimum at (4, 2) , which is f (4, 2)  0.

Also,

D  43 , 23   f xx  43 , 23  f yy  43 , 23    f xy  43 , 23     2 6( 23 )   (4) 2  8  0.

2

4 2
Thus,  ,  is a saddle point.
3 3
2. f ( x, y)  4 x 2  4 xy  y 2  5  f x ( x, y)  8x  4 y and f y ( x, y)  4 x  2 y

f x ( x, y)  0  4(2x  y)  0 and f y ( x, y)  0  2(2x  y)  0

Therefore, every point on the line y  2 x is a critical point.

f xx ( x, y)  8, f yy ( x, y)  2 and f xy ( x, y)  4 implying that along the line y  2 x

27
 D( x, y )  f xx ( x, y ) f yy ( x, y )   f xy ( x, y )    8(2)  ( 4) 2  0.
2

Thus, by the test for extrema, every point on y  2 x can be a local minimum, local maximum
or a saddle point. Notice, however, that

f ( x, y )  4 x 2  2 xy  2 xy  y 2  y 2  5
 2 x(2 x  y )  y (2 x  y )  5
 (2 x  y ) 2  5

 f ( x, y )  5 and f ( x, y )  5 when y  2 x. Thus, every point on the line y  2 x gives a

local minimum.

THE END!

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