Section 10.5: The Chain Rule, Directional Derivatives, and the Gradient Vector Theorem: (The Chain Rule for One Parameter) Suppose that z = f (x, y) is a differentiable function of x and y, where x = x(t) and y = y(t) are differentiable functions of a parameter t. Then z is a differentiable function of t and ∂z dx ∂z dy dz = + . dt ∂x dt ∂y dt Example: Let z = ex sin y, where x(t) = t and y(t) = t3 . Find Example: Let z = xey , where x(t) = et and y = t2 . Find 1 dz when t = 1. dt dz when t = 0. dt Directional Derivatives Recall that if f is a differentiable function of x and y and z = f (x, y), then the partial derivatives fx (x, y) and fy (x, y) give the rates of change of z in the directions of x and y, respectively. Suppose we want to find the rate of change of z in the direction of an arbitrary unit vector ~u = hu1 , u2 i. Consider the surface S defined by z = f (x, y) and let z0 = f (x0 , y0 ) so that P = (x0 , y0 , z0 ) lies on S. The vertical plane passing through (x0 , y0 , z0 ) in the direction of ~u intersects S in a curve C. The slope of the tangent line to C at P is the rate of change of z in the direction of ~u. Definition: The directional derivative of f at (x0 , y0 ) in the direction of a unit vector ~u = hu1 , u2 i is given by f (x0 + u1 h, y0 + u2 h) − f (x0 , y0 ) , h→0 h D~u f (x0 , y0 ) = lim provided that this limit exists. Theorem: (Directional Derivative Formula) If f is a differentiable function of x and y, then f has a directional derivative for any unit vector ~u = hu1 , u2 i and D~u f (x, y) = fx (x, y)u1 + fy (x, y)u2 . Note: The vector that specifies the direction must be a unit vector. 2 Example: Find the directional derivative of f (x, y) = x2 sin y at the point (−1, 0) in the direction of the vector ~v = h2, −1i. Example: Find the directional derivative of f (x, y) = 4xy + y 2 at the point P = (−1, 1) in the direction of the point Q = (3, 2). 3 The Gradient Vector Definition: If f (x, y) is a differentiable function, then the gradient of f is the vector function ∇f (x, y) = hfx (x, y), fy (x, y)i. Example: Find the gradient of f (x, y) = cos(3x2 − 2y 2 ). Example: Find the gradient of f (x, y) = x(x2 − y 2 )2/3 . Example: Find the gradient of f (x, y) = exy + sin(x2 + 2y). 4 Theorem: (Gradient Formula for the Directional Derivative) If f is a differentiable function of x and y, then D~u f (x, y) = ∇f (x, y) · ~u. Example: Find the directional derivative of f (x, y) = x3 y 2 at the point (2, 3) in the direction of the vector ~v = h−2, 1i. Example: Find the directional derivative of f (x, y) = ex−y at the point P = (2, 2) in the direction of the point Q = (1, −1). 5 Theorem: (Properties of the Gradient) Suppose that f (x, y) is a differentiable function. 1. At each point (x0 , y0 ), the function f (x, y) increases most rapidly in the direction of the gradient vector ∇f (x0 , y0 ). Moreover, the maximum value of the directional derivative D~u f (x0 , y0 ) is ||∇f (x0 , y0 )||. 2. The gradient vector ∇f (x0 , y0 ) is orthogonal to the level curve through (x0 , y0 ). Example: In what direction does f (x, y) = ln(x2 + y 2 ) increase most rapidly at (1, 1)? What is the maximum rate of change at (1, 1)? Example: Find a unit vector that is orthogonal to the level curve of the function f (x, y) = x2 + at the point (1, 3). 6 y2 9