Directional derivatives and gradients

Directional derivatives. Given a function of two variables f (x, y), we know how to compute its rate of
change in the x-direction and in the y-direction: the rate of change in the x-direction is given by the partial
derivative with respect to x,

 + ℎ,  −
, 

 ,  = lim
→ ℎ

and the rate of change in the y-direction is given by the partial derivative with respect to y,

,  + ℎ −
, 

 ,  = lim
→ ℎ

Question: How to compute the rate of change of f in other directions? This

question leads us to the notion of a “directional derivative”.

Definition. (Directional derivatives)

If f is a function of two variables,   , and if  = 〈 ,  〉 is a unit vector, the directional derivative
of f in the u-direction is

 + ℎ ,  + ℎ  −
, 

,  = lim
→ ℎ
if the limit exists.

If f is a function of three variables and if  = 〈 ,  ,  〉 is a unit vector, the directional derivative of f in
the u-direction is

 + ℎ ,  + ℎ , ! + ℎ  −
, , !

, , ! = lim
→ ℎ
if the limit exists.

Examples: Find the directional derivative of

√ 
1.
,  = 3  + 5  at the point (1, -2) in the direction of 〈 , 〉
 

2.
, , ! = at the point (2, 1, 1) in the direction of 〈1,2,3〉.
%&
 TANGENT PLANES TO LEVEL SURFACES

Suppose S is a surface with equation ), , ! = *,where * is a constant, and let + ,  , !  be a point
on S. Let C be any curve that lies on the surface and passes through the point P. Note that the curve can be
described by a continuous vector function

, - = 〈-, -, !-〉.

Since / lies on S, any point -, -, !- must satisfy the equation of S, that is,

) -, -, !- = *.

If ,   ! are differentiable functions of t and ) is differentiable, then we have

0)  0)  0) !
∙ + ∙ + ∙ =0
0 - 0 - 0! -
which is equivalent to

∇) ∙ , ′ - = 0

In particular, if - = - is the parameter corresponding to +, we have , -  = 〈 ,  , ! 〉, and

∇) ,  , !  ∙ , ′ -  = 0.

Thus, the gradient vector at P, ∇) ,  , !  , is perpendicular to the tangent vector , ′ -  to any curve C
on S that passes through P. Therefore, ∇) ,  , !  is also perpendicular to the plane tangent to S at P.

Theorem: Let S be a surface with equation ), , ! = *,where * is a constant. Let P ,  , !  be a
point
on S. Then ∇) ,  , !  ≠ 0 is normal to the plane tangent to S
at P and the equation of this tangent plane is given by

)  ,  , !  −   + )  ,  , !  − 5  + )  ,  , ! ! − !  = 0 .

Remarks:
1. If the surface S is defined by ! =
, , we can write the equation as
) , , ! =
,  − ! = 0 , 6ℎ787 * = 0.

2. The symmetric equations of the normal line to S at P are

 −   −  ! − !
= =
)  ,  , !  )  ,  , !  )&  ,  , ! 

Examples: Find equations of (a) the tangent plane and (b) the normal line to the given surface at
the specified point.

9 9 &9
1. : + ; + < = 3 at (5, -3, -2)
2. ! = = + ! at (0,0,1)
3.   +   + ! − 9 = 0 at (1,2,4)
PARAMETRIC SURFACES

Recall: A curve by can be described by a vector function of a single parameter

Definition: Let 8, ? = 〈, ?, , ?, !, ?〉 be a vector-valued function defined on a region D in
ℜ in
the uv-plane. Then the set of all points , , ! in ℜ satisfying the equations

 = , ?,  = , ?, ! = !, ? 6ℎ787 , ? A 

is called a parametric surface.

The equations
 = , ?,
 = , ?,
! = !, ?

are called the parametric equations of S. The variables u and v are called the parameters.

Examples: Identify the surface S parametrized by the vector function.

1. B, ? = 〈,  CD ?,  E ?〉, where −∞ <  < ∞ and 0 ≤ ? ≤ 2I.
(cone whose axis of symmetry is the x-axis)
N
2. B, ? = 2 CD  Ĵ + ? L̂ + 2 E  M
(circular cylinder with radius 2 whose axis is the y-axis)
N where 0 ≤  ≤ O and 0 ≤ ? ≤ 3
3. B, ? = 2 CD  Ĵ + ? L̂ + 2 E  M 
4. 8P, Q = 〈EQ cos P ,  sin Q sin P ,  cos Q〉

Examples: Find a parametric representation of

1. the cone ! = 2V  +  
2. the elliptic paraboloid ! =   +   .
3. the portion of the sphere with radius 3 centered at the origin in the first octant.
4. The cylinder   + !  = 25

Tangent Planes and Normal Vectors to Parametric Surfaces.

Theorem: Let S be a parametric surface defined by 8, ? = 〈, ?, , ?, !, ?〉 and
+ ,  , !  = 8 , ?  be a point on S. Then the vector
8  , ?  × 8Y  , ?  ≠ Z
is perpendicular to the plane tangent to S at P.
The equation of this tangent plane is
[8  , ?  × 8Y  , ? \ ∙ 〈 −  ,  −  , ! − ! 〉 = 0

Examples: Find the equation of the tangent plane to the surface given by
N at the point 2,2,3.
1. 8, ? = Ĵ + 2?  L̂ +   + ?  M
2. 8, ? = 〈 , ? ,  + 2?〉 at the point 1, 1, 3.
 
RELATIVE EXTREMUM OF FUNCTIONS IN TWO VARIABLES

Definitions. Let f be a function of two variables.

1. If (a, b) is a point in the domain of f , then f has a local maximum at (a, b) if f (x, y) ≤ f (a, b) for all
points (x, y) near (a, b); f has a local minimum at (a, b) if f (x, y) ≥ f (a, b) for all points (x, y) near (a,
b). A local maximum or minimum is called also a local extremum.

Theorem 1. If f has a local extremum at (a, b) and its first-order partials
 , ] and
 , ] exist, then

 , ] =
 , ] = 0

Definition. Let f be a function of two variables. A critical point of f is a point (a, b) such that either

 , ] =
 , ] = 0, or one of these partial derivatives does not exist.

Example. Find all critical points of the function f (x, y) = x3 + y2 − 6xy + 6x + 3y − 2.

Theorem: (Second-derivative Test). Suppose that f (x, y) has continuous second-order partial derivatives
near the critical point (a, b) and define
 = , ] =
 , ]
 , ] –
 , ]
Then
i. if D > 0 and fxx(a, b) > 0, f has a local minimum at (a, b);
ii. if D > 0 and fxx(a, b) < 0, f has a local maximum at (a, b);
iii. if D < 0, f does not have a local extremum at (a, b). The point (a, b) is called a saddle point.
iv. if D = 0, the test gives no information: f could have a local maximum or local minimum at , or
could be a saddle point of f.

Note: If f has a local minimum or a local maximum at (a, b), then (a, b) is a critical point of f. However, not all
critical
points of a function give rise to local maximum or local minimum.

Illustration:
,  =   –   .

Examples:
A. Find and classify all critical points.
1.
,  =  +   − 6 + 6 + 3 − 2.
2.
,  =  +  − 6
3.
,  = 4 +  +  − 3
4.
,  = 3  +  − 3  − 3  + 2

B. Find the point on the plane 2x − y + 2z − 3 = 0 that is closest to the origin. What is the distance
between the plane and the origin?

C. A rectangular metal tank with an open top is to hold 256 cubic feet of liquid. What are the
dimensions of the tank that requires the least material to build?

ABSOLUTE EXTREMUM OF FUNCTIONS IN TWO VARIABLES

Theorem. (Extreme Value Theorem): If f is continuous on a closed, bounded set D in ℜ , then
attains
an absolute maximum value
 ,   and an absolute minimum value
 ,   at some points ,   and
 ,   in D.

To find the absolute extremum values of a function defined on a closed and bounded set R.

1. Find the critical points of f inside D.

2. Find the boundary points of f on D.
3. Evaluate f at points obtained in (1) and (2). The largest of the values is the absolute maximum value and
the
smallest of the values is the absolute minimum value.

Examples.
1. Find the absolute maximum and minimum values of
,  =   − 2 + 2 on the rectangle
, = {,  | 0 ≤  ≤ 3, 0 ≤  ≤ 2}.
2. Find the absolute maximum and minimum values of the function
,  =  –  − 3 + 12
in the closed and bounded region R = {(x, y) : 0 ≤ x ≤ 2, −3x ≤ y ≤ 0}.

Constrained Optimization:Lagrange Multipliers

Goal: To maximize or minimize a function f subject to a constraint c,  = *.

Theorem:(Lagrange’s Method). An extreme value of the function
,  subject to the constraint
c,  = * occurs when ∇
,  = d∇c,  for some number d.

METHOD OF LAGRANGE MULTIPLIERS:

To find the maximum and minimum values ,  subject to the constraint c,  = * [assuming that these
extreme values exist and ∇c,  ≠ 0 on the surface ,  = * ]
(a) Find all values of ,   d such that
e
,  = dec,   c,  = *
(b) Evaluate
at all the points ,  that result from step (a). The largest of these values is the
maximum value of ; the smallest is the minimum value.

Examples:
1. Find the extreme values of
,  =   + 2  on the circle   +   = 1.
2. Find the point on the plane 2 − 3 + 5! = 19 that is nearest to the origin.
Double Integrals

Problem: Let ! =
,  be continuous and
,  ≥ 0 on a rectangular region , = {, /  ≤  ≤ ],
C ≤  ≤ }.Find the volume V of the solid bounded above by the graph of
and below by the region ,.

Definition 1: The double integral of ! =
,  over the rectangular region R is given by
j k
∗ ∗
h
, i = lim l l
[mn , mn \∆i.
j,k→∞
r mq nq

Remark: Let ! =
,  be continuous and
,  ≥ 0 on a region R on xy-plane. Then the volume of the solid
bounded above by the surface defined by f and below by R is

s = h
, i
r

Theorem 1.1: Fubini’s Theorem

If a function f(x, y) is integrable on the rectangle

, = {,  |  ≤  ≤ ], C ≤  ≤ },

then we can write the double integral of f over R as either of the iterated integrals:
b d d b

∫∫ f ( x, y ) dA = ∫ ∫ f ( x, y ) dydx = ∫ ∫ f ( x, y ) dxdy .
R a c c a

Examples: Evaluate the following

1.

1. h6  + 2i 6ℎ787 , = {, / 0 ≤  ≤ 2, −1 ≤  ≤ 1}

r

I
2. h sin  +  cos  i 6ℎ787 , = t0, Iu × t0, u
2
r
 wx 
9
3. v v  7   
 
 

4. v v  
  V  +  + 1

Double Integral of a Function of Two Variables Over General Regions.

Kinds of Region:
Type I Region: The region R in the plane between two curves,  = c  and  = c , and between the vertical
lines x = a and x = b or R = {(x, y) | a ≤ x ≤ b, g1(x) ≤ y ≤ g2(x)}. If a function f(x, y) is continuous
on a bounded Type I region R, then

b g2 ( x )

∫∫ f ( x, y ) dA = ∫ ∫ f ( x, y ) dydx
R a g1 ( x )

Type II Region: The region R in the plane between two curves,  = ℎ  and  = ℎ , and between the
horizontal lines y=c and y =d or R = {(x, y) | h1(y) ≤ x ≤ h2(y), c ≤ y ≤ d}. If a function f(x, y) is
continuous on a Type II region, then

d h2 ( y )

∫∫ f ( x, y ) dA = ∫ ∫ f ( x, y ) dxdy .
R c h1 ( y )

Properties of Double Integrals

Let the function f(x, y) and g(x, y) be integrable over the region R , and let c be any constant. Then the following
hold:
1. ∫∫ cf ( x, y ) dA = c ∫∫ f ( x, y ) dA
R R

2. ∫∫  f ( x, y ) + g ( x, y ) dA = ∫∫ f ( x, y ) dA + ∫∫ g ( x, y ) dA
R R R
3. If R = R1 ∪ R2, where R1 and R2 are nonoverlapping regions, then
∫∫ f ( x, y ) dA = ∫∫ f ( x, y ) dA + ∫∫ f ( x, y ) dA
R R1 R2

Examples:

I. Evaluate the following double integrals.

1. h +  i 6ℎ787 , = {, /0 ≤  ≤ 1, 0 ≤  ≤ √}

r

2. hx + 2y dA where R is the region bounded by the parabolas  = 2  and  = 1 +   .

{

3. h  i where R is the semicircle consisting of the portion to the right of the

r
y − axis of the circle of radius 1 centered at the origin.

4. h 7 % i where D is the triangular region with vertices 0, 0, 1, 1 and 2, 0
r
 
9
5. v v 7  dx dy
 
 

6. v v 7 / 
 
 
< 
7
7. v v 

 √
  
1
8. v v 
1 + <
 Ž

 
9. v v  sin    
 9
Applications of Double Integrals (Volume)

1. Find the volume of the solid bounded by the surface ! =   +   over the region bounded by the curves
 = 1 –   and  =   − 1 in the x-y plane.
2. Find the volume of the solid bounded by the plane ! = 1 −  −  on the first octant.
3. Find the volume of the solid above the xy-plane bounded by the cylinder   +   = 16 and the plane
! = 2.
4. Find the volume of the solid in the first octant that is bounded by the cylinder   + !  = 4 and by
the plane  = 2.
5. Find the volume of the solid in the first octant bounded by the paraboloid ! = 9 –   –   and the xy-
plane.

Double Integrals in Polar Coordinates

Recall that in polar coordinates the point P x, y is represented by the coordinates (r,θ) where r is the distance of P
from the origin and θ is the angle, measured counter clockwise, from the + x-axis to the line segment from the origin
to P.

If (x, y) are the Cartesian coordinates and (r,θ) the polar coordinates of a point P then
x = r cos θ , y = r sin θ
and, equivalently,
y
r = x + y , tan θ =
x

Let f be a continuous function defined on a polar rectangle

, = {8, P|  ≤ 8 ≤ ], ’ ≤ P ≤ “}, 6ℎ787 0 ≤ “ − ’ ≤ 2I

The double integral of f over R can be expressed in polar coordinates as

β ”
h fx, y dA = v v frcos θ, rsin θrdrdθ
•
{
α

In general, if f is continuous on a polar region of the form , = {8, P |’ ≤ P ≤ “, ℎ P ≤ 8 ≤ ℎ P},

β –9 θ
h fx, y dA = v v frcos θ, rsin θrdrdθ
–Ž θ
{
α

Note: dA = rdrdθ
Examples: Evaluate the following integrals

1. h + i where D is the region between the circles   +   = 1 and   +   = 4.

r

2. h cos  +    dA where R is the region that lies above the x − axis within the circle   +   = 9
r
V;™ 9
3. v v   +    
™ 
√ V<™ 9 1
4. v v 
  V1 +   +  
 ê 9
5. v v V  +   
 

Examples: (SET-UP ONLY) Use polar coordinates to find the volume of the given solid.
1. below the paraboloid ! = 18 − 2  − 2  and above the xy-plane.
2. lying inside both the cylinder   +   = 4 and the sphere   +   + !  = 16.
3. bounded by the paraboloid ! = 2  + 2  and the plane ! = 8.
4. above the cone ! = V3  + 3  and below the sphere   +   + !  = 16.
5. bounded by the paraboloids ! = 3  + 3  and ! = 4 −   −   .

Other Applications of Double Integrals

1. Surface Area

Suppose that a smooth parametric surface S is given by the equation

8, ? =  , ?š + , ?› + !, ?M ,

where , ?A ,, a rectangular region in the ? − œ=7.

Problem: What is the surface area of S throughout the parameter domain R?

Example: Find the surface area of the helicoid defined by

,ž , ? = 〈 sin ?,  cos ?, ? 〉, 6ℎ787 0 ≤  ≤ 1  0 ≤ ? ≤ I.

Special Case: Suppose the surface S is defined by the equation ! =
,  where ,  lies in a region R
and
has continuous partial derivatives, then the surface area of S over R is

iŸ = h  
 +
 + 1 i

r
Examples: Find the area of

1. the part of the paraboloid ! = 2  + 2  that lies under the plane ! = 8.

2. the part of the plane 3 + 2 + ! = 6 that lies in the first octant.

3. The portion of the paraboloid ! = 16 −   − 4  in the first octant.

4. the part of the paraboloid ! = 2  + 2  that lies the planes ! = 2 and ! = 8.

5. The portion of the cylinder   + !  = 4 that is inside the cylinder   +   = 4

2. Mass and Center of Mass of Lamina

A thin plate covering a region R in the plane is called a lamina. We suppose the lamina is filled with some
non-homogeneous material, whose density over the point ,  is ¡, .

The total mass of the lamina is

¢ = h ¡,  i
r

The moment of the lamina about the x − axis is given by formula

£ = h  ¡,  i
r

and the moment about the y − axis is

£ = h  ¡,  i
r

The coordinates ¤ ¥, ¦
¥ of the center of mass of a lamina occupying the region R and having density
function ¡,  are

£ ∬r  ¡,  i £ ∬r  ¡,  i
̅ = =  © = =
¢ ∬r ¡,  i ¢ ∬r ¡,  i

Examples: Find the mass and center of mass of the lamina that occupies the region R and has the
given density function ¡,  .

1. , = {, |−1 ≤  ≤ 1ª, 0 ≤  ≤ 1}; ¡,  =  

2. , is the region in the first quadrant bounded by the parabola  =   and the line  = 1; ¡,  =
.
3. , is bounded by the parabola  = 9 −   and the x-axis; ¡,  = .
4. , is the triangular region with vertices 0,0, 2,0, and 1,1.