01 Directional Derivatives and Gradient

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    Directional Derivatives and the Gradient Vector

    Institute of Mathematics

    University of the PhilippinesDiliman

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    Recall: Derivatives

    Let  y = f (x).

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    Recall: Derivatives

    Let  y = f (x).

    dy

    dx  =   f (x) = lim

    h→0f (x + h) − f (x)

    h

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    Recall: Derivatives

    Let  y = f (x).

    dy

    dx  =   f (x) = lim

    h→0f (x + h) − f (x)

    h

    f (x) represents the rate of change of  y = f (x) with respectto  x

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    Recall: Partial Derivatives

    Let  z = f (x, y).

    ∂z

    ∂x  =   f x(x, y) = lim

    h→0f (x + h, y) − f (x, y)

    h

    ∂z

    ∂y  =   f y(x, y) = lim

    h→0f (x, y + h) − f (x, y)

    h

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    Recall: Partial Derivatives

    Let  z = f (x, y).

    ∂z

    ∂x  =   f x(x, y) = lim

    h→0f (x + h, y) − f (x, y)

    h

    ∂z

    ∂y  =   f y(x, y) = lim

    h→0f (x, y + h) − f (x, y)

    h

    f x  represents the rate of changeof  f  with respect to  x  (indirection parallel to the  x-axis)

    when  y  is fixedf y  represents the rate of changeof  f  with respect to  y  (indirection parallel to the  y-axis)when  x  is fixed

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    Directional Derivative

    Goal:

    Directional Derivatives & Gradient

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    Directional Derivative

    Goal:  Study the rate of change of  f   in an arbitrary direction.

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    Directional Derivative

    Goal:  Study the rate of change of  f   in an arbitrary direction.

    Suppose we want to find the rate of change of  f   at (x0, y0) inthe direction of a unit vector  u = a, b.

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    Directional Derivative

    Goal:  Study the rate of change of  f   in an arbitrary direction.

    Suppose we want to find the rate of change of  f   at (x0, y0) inthe direction of a unit vector  u = a, b. That is, the slope of the tangent line to  C   at  P .

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    Directional Derivative

    Goal:  Study the rate of change of  f   in an arbitrary direction.

    Suppose we want to find the rate of change of  f   at (x0, y0) inthe direction of a unit vector  u = a, b. That is, the slope of the tangent line to  C   at  P .

    If    Q(x,y,z) is anotherpoint on  C  and  P ,  Q arethe projections of   P   andQ   on the   xy-plane, resp.,then the vector    P Q isparallel to   u

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    Directional Derivative

    Goal:  Study the rate of change of  f   in an arbitrary direction.

    Suppose we want to find the rate of change of  f   at (x0, y0) inthe direction of a unit vector  u = a, b. That is, the slope of the tangent line to  C   at  P .

    If    Q(x,y,z) is anotherpoint on  C  and  P ,  Q arethe projections of   P   andQ   on the   xy-plane, resp.,then the vector    P Q isparallel to   u   so for somescalar  h,

     P Q = hu = ha, hb .

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    Directional Derivative

    Therefore,

    x − x0  = ha   ⇒   x =  x0 + hay − y0  = hb   ⇒   y = y0 + hb

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    Directional Derivative

    Therefore,

    x − x0  = ha   ⇒   x =  x0 + hay − y0  = hb   ⇒   y = y0 + hb

    The rate of change of  f  (with respect to distance) in thedirection of  u at the point (x0, y0) is

    limh→0∆f 

    h

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    Directional Derivative

    Therefore,

    x − x0  = ha   ⇒   x =  x0 + hay − y0  = hb   ⇒   y = y0 + hb

    The rate of change of  f  (with respect to distance) in thedirection of  u at the point (x0, y0) is

    limh→0∆f 

    h   = limh→0f (x, y)

     − f (x0, y0)

    h

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    Directional Derivative

    Therefore,

    x − x0  = ha   ⇒   x =  x0 + hay − y0  = hb   ⇒   y = y0 + hb

    The rate of change of  f  (with respect to distance) in thedirection of  u at the point (x0, y0) is

    limh→0∆f 

    h   = limh→0f (x, y)

     − f (x0, y0)

    h

    = limh→0

    f (x0 + ha, y0 + hb) − f (x0, y0)h

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    Directional Derivative

    Definition

    Let  f  be a function of  x  and  y. The  directional derivative  of f  at a point (x, y) along a unit vector  u = a, b, denoted byDuf (x, y), is given by

    Duf (x, y) := limh→0

    f (x + ha, y + hb) − f (x, y)h

      ,

    if this limit exists.

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    Directional Derivative

    Definition

    Let  f  be a function of  x  and  y. The  directional derivative  of f  at a point (x, y) along a unit vector  u = a, b, denoted byDuf (x, y), is given by

    Duf (x, y) := limh→0

    f (x + ha, y + hb) − f (x, y)h

      ,

    if this limit exists.

    Remarks:1

    If  u = ı̂ = 1, 0, thenDı̂f (x, y) = lim

    h→0f (x + h, y) − f (x, y)

    h

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    Directional Derivative

    Definition

    Let  f  be a function of  x  and  y. The  directional derivative  of f  at a point (x, y) along a unit vector  u = a, b, denoted byDuf (x, y), is given by

    Duf (x, y) := limh→0

    f (x + ha, y + hb) − f (x, y)h

      ,

    if this limit exists.

    Remarks:1

    If  u = ı̂ = 1, 0, thenDı̂f (x, y) = lim

    h→0f (x + h, y) − f (x, y)

    h  = f x(x, y).

    2 If  u = ˆ  = 0, 1, thenDˆ f (x, y) = lim

    h→0

    f (x, y + h) − f (x, y)

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    Directional Derivative

    Definition

    Let  f  be a function of  x  and  y. The  directional derivative  of f  at a point (x, y) along a unit vector  u = a, b, denoted byDuf (x, y), is given by

    Duf (x, y) := limh→0

    f (x + ha, y + hb) − f (x, y)h

      ,

    if this limit exists.

    Remarks:1

    If  u = ˆı = 1

    ,0, then

    Dı̂f (x, y) = limh→0

    f (x + h, y) − f (x, y)h

      = f x(x, y).

    2 If  u = ˆ  = 0, 1, thenDˆ f (x, y) = lim

    h→0

    f (x, y + h) − f (x, y)

    h

      = f y(x, y).

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    Example 1

    Example

    Use the definition to find the directional derivative of f (x, y) = x2 + 3y2 along  u = √ 3

    2  ,−1

    2  at the point (1,−1).

    Directional Derivatives & Gradient

    l

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    Example 1

    Example

    Use the definition to find the directional derivative of f (x, y) = x2 + 3y2 along  u = √ 3

    2  ,−1

    2  at the point (1,−1).

    Duf (1,−1)

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    Example 1

    Example

    Use the definition to find the directional derivative of f (x, y) = x2 + 3y2 along  u = √ 3

    2  ,−1

    2  at the point (1,−1).

    Duf (1,−1) = limh→0

    f (1 +√ 

    32  h,−1 −   h

    2) − f (1,−1)

    h

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    Example 1

    Example

    Use the definition to find the directional derivative of f (x, y) = x2 + 3y2 along  u = √ 32  ,−1

    2  at the point (1,−1).

    Duf (1,−1) = limh→0

    f (1 +√ 

    32  h,−1 −   h

    2) − f (1,−1)

    h

    = limh→0

    1

    h

    (1 + √ 32  h

    2

    + 3

    −1 −  h

    2

    2− 4

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    Example 1

    Example

    Use the definition to find the directional derivative of f (x, y) = x2 + 3y2 along  u = √ 32  ,−1

    2  at the point (1,−1).

    Duf (1,−1) = limh→0

    f (1 +√ 

    32  h,−1 −   h

    2) − f (1,−1)

    h

    = limh→0

    1

    h

    (1 + √ 32  h

    2

    + 3

    −1 −  h

    2

    2− 4

    = lim

    h→0

    1

    h1 +

    √ 3h +

     3

    4

    h2 + 31 + h +  h2

    4−

     4

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    Example 1

    Example

    Use the definition to find the directional derivative of f (x, y) = x2 + 3y2 along  u = √ 32  ,−1

    2  at the point (1,−1).

    Duf (1,−1) = limh→0

    f (1 +√ 

    32  h,−1 −   h

    2) − f (1,−1)

    h

    = limh→0

    1

    h

    (1 + √ 32  h

    2

    + 3

    −1 −  h

    2

    2− 4

    = lim

    h→0

    1

    h1 +

    √ 3h +

     3

    4

    h2 + 31 + h +  h2

    4−

     4= lim

    h→01

    h

    √ 3h +

     3

    2h2 + 3h

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    Example 1

    Example

    Use the definition to find the directional derivative of f (x, y) = x2 + 3y2 along  u = √ 32  ,−1

    2  at the point (1,−1).

    Duf (1,−1) = limh→0

    f (1 +√ 

    32  h,−1 −   h

    2) − f (1,−1)

    h

    = limh→0

    1

    h

    (1 + √ 32  h

    2

    + 3

    −1 −  h

    2

    2− 4

    = lim

    h→0

    1

    h1 +

    √ 3h +

     3

    4

    h2 + 31 + h + h2

    4−

     4= lim

    h→01

    h

    √ 3h +

     3

    2h2 + 3h

    = limh→

    0√ 

    3 + 3

    2h + 3

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    Example 1

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    Example 1

    Example

    Use the definition to find the directional derivative of f (x, y) = x2 + 3y2 along  u = √ 32  ,−1

    2  at the point (1,−1).

    Duf (1,−1) = limh→0

    f (1 +√ 

    32  h,−1 −   h

    2) − f (1,−1)

    h

    = limh→0

    1

    h

    (1 + √ 32  h

    2

    + 3

    −1 −  h

    2

    2− 4

    = lim

    h→0

    1

    h1 +

    √ 3h +

     3

    4

    h2 + 31 + h + h2

    4−

     4= lim

    h→01

    h

    √ 3h +

     3

    2h2 + 3h

    = limh

    →0

    √ 3 +

     3

    2h + 3   =

    √ 3 + 3

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    Directional Derivative

    Theorem

    If  f   is a differentiable function of  x  and  y, then  f   has a directional derivative at point  (x0, y0)   in the domain of  f , in the direction of any unit vector  u = a, b  and 

    Duf (x0, y0) = f x(x0, y0)a + f y(x0, y0)b.

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    Directional Derivative

    Theorem

    If  f   is a differentiable function of  x  and  y, then  f   has a directional derivative at point  (x0, y0)   in the domain of  f , in the direction of any unit vector  u = a, b  and 

    Duf (x0, y0) = f x(x0, y0)a + f y(x0, y0)b.

    Proof.   Define  g(h) = f (x0 +  ha, y0 +  hb).

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    Directional Derivative

    Theorem

    If  f   is a differentiable function of  x  and  y, then  f   has a directional derivative at point  (x0, y0)   in the domain of  f , in the direction of any unit vector  u = a, b  and 

    Duf (x0, y0) = f x(x0, y0)a + f y(x0, y0)b.

    Proof.   Define  g(h) = f (x0 +  ha, y0 +  hb). Then

    g(0) = lim

    h→0

    g(h) − g(0)

    h

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    Directional Derivative

    Theorem

    If  f   is a differentiable function of  x  and  y, then  f   has a directional derivative at point  (x0, y0)   in the domain of  f , in the direction of any unit vector  u = a, b  and 

    Duf (x0, y0) = f x(x0, y0)a + f y(x0, y0)b.

    Proof.   Define  g(h) = f (x0 +  ha, y0 +  hb). Then

    g(0) = lim

    h→0

    g(h) − g(0)

    h  = lim

    h→0

    f (x0 +  ha, y0 +  hb) − f (x0, y0)

    h

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    Directional Derivative

    Theorem

    If  f   is a differentiable function of  x  and  y, then  f   has a directional derivative at point  (x0, y0)   in the domain of  f , in the direction of any unit vector  u = a, b  and 

    Duf (x0, y0) = f x(x0, y0)a + f y(x0, y0)b.

    Proof.   Define  g(h) = f (x0 +  ha, y0 +  hb). Then

    g(0) = lim

    h→0

    g(h) − g(0)

    h  = lim

    h→0

    f (x0 +  ha, y0 +  hb) − f (x0, y0)

    h

    =   Duf (x0, y0).

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    Directional Derivative

    Theorem

    If  f   is a differentiable function of  x  and  y, then  f   has a directional derivative at point  (x0, y0)   in the domain of  f , in the direction of any unit vector  u = a, b  and 

    Duf (x0, y0) = f x(x0, y0)a + f y(x0, y0)b.

    Proof.   Define  g(h) = f (x0 +  ha, y0 +  hb). Then

    g(0) = lim

    h→0

    g(h) − g(0)

    h  = lim

    h→0

    f (x0 +  ha, y0 +  hb) − f (x0, y0)

    h

    =   Duf (x0, y0).

    Let  g(h) = f (x, y) where  x =  x0 +  ha,  y = y0 +  hb. By Chain Rule,

    g(h)

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    Directional Derivative

    Theorem

    If  f   is a differentiable function of  x  and  y, then  f   has a directional derivative at point  (x0, y0)   in the domain of  f , in the direction of any unit vector  u = a, b  and 

    Duf (x0, y0) = f x(x0, y0)a + f y(x0, y0)b.

    Proof.   Define  g(h) = f (x0 +  ha, y0 +  hb). Then

    g(0) = lim

    h→0

    g(h) − g(0)

    h  = lim

    h→0

    f (x0 +  ha, y0 +  hb) − f (x0, y0)

    h

    =   Duf (x0, y0).

    Let  g(h) = f (x, y) where  x =  x0 +  ha,  y = y0 +  hb. By Chain Rule,

    g(h) =

      ∂f 

    ∂x

    dx

    dh +

     ∂f 

    ∂y

    dy

    dh

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    Directional Derivative

    Theorem

    If  f   is a differentiable function of  x  and  y, then  f   has a directional derivative at point  (x0, y0)   in the domain of  f , in the direction of any unit vector  u = a, b  and 

    Duf (x0, y0) = f x(x0, y0)a + f y(x0, y0)b.

    Proof.   Define  g(h) = f (x0 +  ha, y0 +  hb). Then

    g(0) = lim

    h→0

    g(h) − g(0)

    h  = lim

    h→0

    f (x0 +  ha, y0 +  hb) − f (x0, y0)

    h

    =   Duf (x0, y0).

    Let  g(h) = f (x, y) where  x =  x0 +  ha,  y = y0 +  hb. By Chain Rule,

    g(h) =

      ∂f 

    ∂x

    dx

    dh +

     ∂f 

    ∂y

    dy

    dh  = f x(x, y)a + f y(x, y)b

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    Theorem

    If  f   is a differentiable function of  x  and  y, then  f   has a directional derivative at point  (x0, y0)   in the domain of  f , in the direction of any unit vector  u = a, b  and 

    Duf (x0, y0) = f x(x0, y0)a + f y(x0, y0)b.

    Proof.   Define  g(h) = f (x0 +  ha, y0 +  hb). Then

    g(0) = lim

    h→0

    g(h) − g(0)

    h  = lim

    h→0

    f (x0 +  ha, y0 +  hb) − f (x0, y0)

    h

    =   Duf (x0, y0).

    Let  g(h) = f (x, y) where  x =  x0 +  ha,  y = y0 +  hb. By Chain Rule,

    g(h) =

      ∂f 

    ∂x

    dx

    dh +

     ∂f 

    ∂y

    dy

    dh  = f x(x, y)a + f y(x, y)b

    h = 0, x =  x0, y = y0  ⇒

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    Theorem

    If  f   is a differentiable function of  x  and  y, then  f   has a directional derivative at point  (x0, y0)   in the domain of  f , in the direction of any unit vector  u = a, b  and 

    Duf (x0, y0) = f x(x0, y0)a + f y(x0, y0)b.

    Proof.   Define  g(h) = f (x0 +  ha, y0 +  hb). Then

    g(0) = lim

    h→0

    g(h) − g(0)

    h  = lim

    h→0

    f (x0 +  ha, y0 +  hb) − f (x0, y0)

    h

    =   Duf (x0, y0).

    Let  g(h) = f (x, y) where  x =  x0 +  ha,  y = y0 +  hb. By Chain Rule,

    g(h) =

      ∂f 

    ∂x

    dx

    dh +

     ∂f 

    ∂y

    dy

    dh  = f x(x, y)a + f y(x, y)b

    h = 0, x =  x0, y = y0  ⇒ g(0) = f x(x0, y0)a + f y(x0, y0)b

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    Theorem

    If  f   is a differentiable function of  x  and  y, then  f   has a directional derivative at point  (x0, y0)   in the domain of  f , in the direction of any unit vector  u = a, b  and 

    Duf (x0, y0) = f x(x0, y0)a + f y(x0, y0)b.

    Proof.   Define  g(h) = f (x0 +  ha, y0 +  hb). Then

    g(0) = lim

    h→0

    g(h) − g(0)

    h  = lim

    h→0

    f (x0 +  ha, y0 +  hb) − f (x0, y0)

    h

    =   Duf (x0, y0).

    Let  g(h) = f (x, y) where  x =  x0 +  ha,  y = y0 +  hb. By Chain Rule,

    g(h) =

      ∂f 

    ∂x

    dx

    dh +

     ∂f 

    ∂y

    dy

    dh  = f x(x, y)a + f y(x, y)b

    h = 0, x =  x0, y = y0  ⇒ g(0) = f x(x0, y0)a + f y(x0, y0)b =  Duf (x0, y0)  

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    Example 2

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    p

    Example

    Given  f (x, y) = x2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    Directional Derivatives & Gradient

    Example 2

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    Example

    Given  f (x, y) = x2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y)

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    Example

    Given  f (x, y) = x2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y

    Directional Derivatives & Gradient

    Example 2

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    Example

    Given  f (x, y) = x2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y   ⇒   f x(1, 2)

    Directional Derivatives & Gradient

    Example 2

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    Example

    Given  f (x, y) = x2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y   ⇒   f x(1, 2) = −2

    Directional Derivatives & Gradient

    Example 2

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    Example

    Given  f (x, y) = x2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y   ⇒   f x(1, 2) = −2f y(x, y)

    Directional Derivatives & Gradient

    Example 2

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    Example

    Given  f (x, y) = x2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y   ⇒   f x(1, 2) = −2f y(x, y) =

     −2x

     − 2y

    Directional Derivatives & Gradient

    Example 2

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    Example

    Given  f (x, y) = x2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y   ⇒   f x(1, 2) = −2f y(x, y) =

     −2x

     − 2y

      ⇒  f y(1, 2)

    Directional Derivatives & Gradient

    Example 2

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    Example

    Given  f (x, y) = x2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y   ⇒   f x(1, 2) = −2f y(x, y) =

     −2x

     − 2y

      ⇒  f y(1, 2) =

     −6

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    Example 2

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    Example

    Given  f (x, y) = x2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y   ⇒   f x(1, 2) = −2f y(x, y) =

     −2x

     − 2y

      ⇒  f y(1, 2) =

     −6

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    Example 2

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    Example

    Given  f (x, y) = x2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y   ⇒   f x(1, 2) = −2f y(x, y) =

     −2x

     − 2y

      ⇒  f y(1, 2) =

     −6

    Since    PQ = 3,−3  is not a unit vector, take  u =

    Directional Derivatives & Gradient

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    Example

    Given  f (x, y) = x

    2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y   ⇒   f x(1, 2) = −2f y(x, y) =

     −2x

     − 2y

      ⇒  f y(1, 2) =

     −6

    Since    PQ = 3,−3  is not a unit vector, take  u = √ 

    22  ,−

    √ 2

    Directional Derivatives & Gradient

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    Example

    Given  f (x, y) = x

    2

    − 2xy − y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y   ⇒   f x(1, 2) = −2f y(x, y) =

     −2x

     − 2y

      ⇒  f y(1, 2) =

     −6

    Since    PQ = 3,−3  is not a unit vector, take  u = √ 

    22  ,−

    √ 2

    Duf (1, 2) =   f x(1, 2)

    √ 2

    2

    + f y(1, 2)

    √ 2

    2

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    Example

    Given f 

    (x, y

    ) = x2

    − 2xy

     −y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y   ⇒   f x(1, 2) = −2f y(x, y) =

     −2x

     − 2y

      ⇒  f y(1, 2) =

     −6

    Since    PQ = 3,−3  is not a unit vector, take  u = √ 

    22  ,−

    √ 2

    Duf (1, 2) =   f x(1, 2)

    √ 2

    2

    + f y(1, 2)

    √ 2

    2

    =   −2√ 

    2

    2

    − 6

    √ 2

    2

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    Example 2

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    Example

    Given f 

    (x, y

    ) = x2

    − 2xy

     −y2

    . Find the directional derivative of f   at  P (1, 2) in the direction from  P   to  Q(4,−1).

    f x(x, y) = 2x − 2y   ⇒   f x(1, 2) = −2f y(x, y) =

     −2x

     − 2y

      ⇒  f y(1, 2) =

     −6

    Since    PQ = 3,−3  is not a unit vector, take  u = √ 

    22  ,−

    √ 2

    Duf (1, 2) =   f x(1, 2)

    √ 2

    2

    + f y(1, 2)

    √ 2

    2

    =   −2√ 

    2

    2

    − 6

    √ 2

    2

    = 2√ 

    2

    Directional Derivatives & Gradient

    Example 3

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    Example

    Determine the directional derivative of  f (x, y) = xy2

    − cos(xy)at any point, in the direction of the vector 3 ı̂ − 4ˆ .

    Directional Derivatives & Gradient

    Example 3

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    Example

    Determine the directional derivative of  f (x, y) = xy2

    − cos(xy)at any point, in the direction of the vector 3 ı̂ − 4ˆ .The unit vector in the same direction as the given vector is

    u =   3,

    −4 3,−4

    Directional Derivatives & Gradient

    Example 3

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    Example

    Determine the directional derivative of  f (x, y) = xy2

    − cos(xy)at any point, in the direction of the vector 3 ı̂ − 4ˆ .The unit vector in the same direction as the given vector is

    u =   3,

    −4 3,−4  =  

    3,−

    4 32 + (−4)2

    Directional Derivatives & Gradient

    Example 3

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    Example

    Determine the directional derivative of  f (x, y) = xy2

    − cos(xy)at any point, in the direction of the vector 3 ı̂ − 4ˆ .The unit vector in the same direction as the given vector is

    u =   3,

    −4 3,−4  =  

    3,−

    4 32 + (−4)2 =

    3

    5 ,−4

    5

    Directional Derivatives & Gradient

    Example 3

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    Example

    Determine the directional derivative of  f (x, y) = xy2

    − cos(xy)at any point, in the direction of the vector 3 ı̂ − 4ˆ .The unit vector in the same direction as the given vector is

    u =   3,

    −4 3,−4  =  

    3,−

    4 32 + (−4)2 =

    3

    5 ,−4

    5

    Hence,

    Duf (x, y) =   f x(x, y)3

    5

    + f y(x, y)−45

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    Example

    Determine the directional derivative of  f (x, y) = xy2

    − cos(xy)at any point, in the direction of the vector 3 ı̂ − 4ˆ .The unit vector in the same direction as the given vector is

    u =   3,

    −4 3,−4  =  

    3,−

    4 32 + (−4)2 =

    3

    5 ,−4

    5

    Hence,

    Duf (x, y) =   f x(x, y)3

    5

    + f y(x, y)−45

    =y2 + y sin(xy)

    Directional Derivatives & Gradient

    Example 3

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    Example

    Determine the directional derivative of  f (x, y) = xy2

    − cos(xy)at any point, in the direction of the vector 3 ı̂ − 4ˆ .The unit vector in the same direction as the given vector is

    u =   3,

    −4 3,−4  =  

    3,−

    4 32 + (−4)2 =

    3

    5 ,−4

    5

    Hence,

    Duf (x, y) =   f x(x, y)3

    5

    + f y(x, y)−45

    =y2 + y sin(xy)

    35

    Directional Derivatives & Gradient

    Example 3

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    Example

    Determine the directional derivative of  f (x, y) = xy2

    − cos(xy)at any point, in the direction of the vector 3 ı̂ − 4ˆ .The unit vector in the same direction as the given vector is

    u =   3,

    −4 3,−4  =  

    3,−

    4 32 + (−4)2 =

    3

    5 ,−4

    5

    Hence,

    Duf (x, y) =   f x(x, y)3

    5

    + f y(x, y)−45

    =y2 + y sin(xy)

    35

     + (2xy + x sin(xy))

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    (x0, y0)

    u

    a

    b

    θ

    If the unit vector  u = a, b, makes an angle  θ  with the  x-axis,then

    Directional Derivatives & Gradient

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    (x0, y0)

    u

    a

    b

    θ

    If the unit vector  u = a, b, makes an angle  θ  with the  x-axis,then

    a   =   u cos θ

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    (x0, y0)

    u

    a

    b

    θ

    If the unit vector  u = a, b, makes an angle  θ  with the  x-axis,then

    a   =   u cos θ = cos θ

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    (x0, y0)

    u

    a

    b

    θ

    If the unit vector  u = a, b, makes an angle  θ  with the  x-axis,then

    a   =   u cos θ = cos θb   =   u sin θ

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    (x0, y0)

    u

    a

    b

    θ

    If the unit vector  u = a, b, makes an angle  θ  with the  x-axis,then

    a   =   u cos θ = cos θb   =   u sin θ = sin θ

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    (x0, y0)

    u

    a

    b

    θ

    If the unit vector  u = a, b, makes an angle  θ  with the  x-axis,then

    a   =   u cos θ = cos θb   =   u sin θ = sin θ

    and the formula in the previous theorem becomes

    Duf (x, y) = f x(x, y)cos θ + f y(x, y)sin θ.

    Directional Derivatives & Gradient

    Example 4

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    Example

    Find the directional derivative of  f (x, y) = ex2

    y − 2x + y  at thepoint (−1, 0) in the direction of the unit vector given by  θ =   π

    3.

    Directional Derivatives & Gradient

    Example 4

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    Example

    Find the directional derivative of  f (x, y) = ex2

    y − 2x + y  at thepoint (−1, 0) in the direction of the unit vector given by  θ =   π

    3.

    From the previous formula,

    Duf (x, y) =   f x(x, y)cos θ + f y(x, y)sin θ

    Directional Derivatives & Gradient

    Example 4

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    Example

    Find the directional derivative of  f (x, y) = ex2

    y − 2x + y  at thepoint (−1, 0) in the direction of the unit vector given by  θ =   π

    3.

    From the previous formula,

    Duf (x, y) =   f x(x, y)cos θ + f y(x, y)sin θ

    =

    2xyex2y − 2

    Directional Derivatives & Gradient

    Example 4

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    Example

    Find the directional derivative of  f (x, y) = ex2y

    − 2x + y  at thepoint (−1, 0) in the direction of the unit vector given by  θ =   π

    3.

    From the previous formula,

    Duf (x, y) =   f x(x, y)cos θ + f y(x, y)sin θ

    =

    2xyex2y − 2

     cos

     π

    3

    Directional Derivatives & Gradient

    Example 4

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    Example

    Find the directional derivative of  f (x, y) = ex2y

    − 2x + y  at thepoint (−1, 0) in the direction of the unit vector given by  θ =   π

    3.

    From the previous formula,

    Duf (x, y) =   f x(x, y)cos θ + f y(x, y)sin θ

    =

    2xyex2y − 2

     cos

     π

    3 +x2ex

    2y + 1

    Directional Derivatives & Gradient

    Example 4

    E l

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    Example

    Find the directional derivative of  f (x, y) = ex2y

    − 2x + y  at thepoint (−1, 0) in the direction of the unit vector given by  θ =   π

    3.

    From the previous formula,

    Duf (x, y) =   f x(x, y)cos θ + f y(x, y)sin θ

    =

    2xyex2y − 2

     cos

     π

    3 +x2ex

    2y + 1

     sin π

    3

    Directional Derivatives & Gradient

    Example 4

    E l

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    Example

    Find the directional derivative of  f (x, y) = ex2y

    − 2x + y  at thepoint (−1, 0) in the direction of the unit vector given by  θ =   π

    3.

    From the previous formula,

    Duf (x, y) =   f x(x, y)cos θ + f y(x, y)sin θ

    =

    2xyex2y − 2

     cos

     π

    3 +x2ex

    2y + 1

     sin π

    3

    Hence,

    Duf (−1, 0)

    Directional Derivatives & Gradient

    Example 4

    E l

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    Example

    Find the directional derivative of  f (x, y) = ex2y

    − 2x + y  at thepoint (−1, 0) in the direction of the unit vector given by  θ =   π

    3.

    From the previous formula,

    Duf (x, y) =   f x(x, y)cos θ + f y(x, y)sin θ

    =

    2xyex2y − 2

     cos

     π

    3 +x2ex

    2y + 1

     sin π

    3

    Hence,

    Duf (−1, 0) =   −2

    Directional Derivatives & Gradient

    Example 4

    E l

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    Example

    Find the directional derivative of  f (x, y) = ex2y

    − 2x + y  at thepoint (−1, 0) in the direction of the unit vector given by  θ =   π

    3.

    From the previous formula,

    Duf (x, y) =   f x(x, y)cos θ + f y(x, y)sin θ

    =

    2xyex2y − 2

     cos

     π

    3 +x2ex

    2y + 1

     sin π

    3

    Hence,

    Duf (−1, 0) =   −2

    1

    2

    Directional Derivatives & Gradient

    Example 4

    Example

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    Example

    Find the directional derivative of  f (x, y) = ex2y

    − 2x + y  at thepoint (−1, 0) in the direction of the unit vector given by  θ =   π

    3.

    From the previous formula,

    Duf (x, y) =   f x(x, y)cos θ + f y(x, y)sin θ

    =

    2xyex2y − 2

     cos

     π

    3 +x2ex

    2y + 1

     sin π

    3

    Hence,

    Duf (−1, 0) =   −2

    1

    2

     + 2

    Directional Derivatives & Gradient

    Example 4

    Example

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    Example

    Find the directional derivative of  f (x, y) = ex2y

    − 2x + y  at thepoint (−1, 0) in the direction of the unit vector given by  θ =   π

    3.

    From the previous formula,

    Duf (x, y) =   f x(x, y)cos θ + f y(x, y)sin θ

    =

    2xyex2y − 2

     cos

     π

    3 +x2ex

    2y + 1

     sin π

    3

    Hence,

    Duf (−1, 0) =   −2

    1

    2

     + 2

    √ 3

    2

    Directional Derivatives & Gradient

    Example 4

    Example

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    Example

    Find the directional derivative of  f (x, y) = ex2y

    − 2x + y  at thepoint (−1, 0) in the direction of the unit vector given by  θ =   π

    3.

    From the previous formula,

    Duf (x, y) =   f x(x, y)cos θ + f y(x, y)sin θ

    =

    2xyex2y − 2

     cos

     π

    3 +x2ex

    2y + 1

     sin π

    3

    Hence,

    Duf (−1, 0) =   −2

    1

    2

     + 2

    √ 3

    2

      = −1 +

    √ 3.

    Directional Derivatives & Gradient

    The Gradient Vector

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    From the previous theorem,

    Duf (x, y) =   f x(x, y)a + f y(x, y)b

    Directional Derivatives & Gradient

    The Gradient Vector

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    From the previous theorem,

    Duf (x, y) =   f x(x, y)a + f y(x, y)b

    =   f x(x, y), f y(x, y) · a, b

    Directional Derivatives & Gradient

    The Gradient Vector

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    From the previous theorem,

    Duf (x, y) =   f x(x, y)a + f y(x, y)b

    =   f x(x, y), f y(x, y) · a, b=   f x(x, y), f y(x, y) · u

    Directional Derivatives & Gradient

    The Gradient Vector

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    From the previous theorem,

    Duf (x, y) =   f x(x, y)a + f y(x, y)b

    =   f x(x, y), f y(x, y) · a, b=   f x(x, y), f y(x, y) · u

    Directional Derivatives & Gradient

    The Gradient Vector

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    From the previous theorem,

    Duf (x, y) =   f x(x, y)a + f y(x, y)b

    =   f x(x, y), f y(x, y) · a, b=   f x(x, y), f y(x, y) · u

    The vector f x(x, y), f y(x, y)  appears not only in the formulafor directional derivative but in many applications as well.

    Directional Derivatives & Gradient

    The Gradient Vector

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    From the previous theorem,

    Duf (x, y) =   f x(x, y)a + f y(x, y)b

    =   f x(x, y), f y(x, y) · a, b=   f x(x, y), f y(x, y) · u

    The vector f x(x, y), f y(x, y)  appears not only in the formulafor directional derivative but in many applications as well.

    This vector is called the  gradient  of  f , denoted  grad  f   or ∇

    f .

    Directional Derivatives & Gradient

    The Gradient Vector

    Definition

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    Definition

    If  f   is a function of  x  and  y, then the  gradient of  f   is thevector function ∇f  defined as

    ∇f (x, y) = f x(x, y), f y(x, y)

    Directional Derivatives & Gradient

    The Gradient Vector

    Definition

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    Definition

    If  f   is a function of  x  and  y, then the  gradient of  f   is thevector function ∇f  defined as

    ∇f (x, y) = f x(x, y), f y(x, y)

    Thus, the directional derivative of  f   in the direction of a unitvector  u = a, b  can be written as

    Duf (x, y) = ∇f (x, y) · u.

    Example 5

    Use gradient to find the directional derivative in Example 1.

    Directional Derivatives & Gradient

    Functions of Three Variables

    Definition

    Th di ti l d i ti f f( ) t ( ) i th

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    The  directional derivative  of  f (x,y,z) at (x0, y0, z0) in the

    direction of the unit vector  u = a,b,c  islimh→0

    f (x0 + ha, y0 + hb, z0 + hc) − f (x0, y0, z0)h

    provided this limit exists.

    Directional Derivatives & Gradient

    Functions of Three Variables

    Definition

    Th di ti n l d i ti f f( ) t ( ) i th

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    The  directional derivative  of  f (x,y,z) at (x0, y0, z0) in the

    direction of the unit vector  u = a,b,c  islimh→0

    f (x0 + ha, y0 + hb, z0 + hc) − f (x0, y0, z0)h

    provided this limit exists.

    Definition

    The gradient vector of  f (x,y,z) is

    ∇f (x,y,z) =

     f x(x,y,z), f y(x,y,z), f z(x,y,z)

    Directional Derivatives & Gradient

    Functions of Three Variables

    Definition

    The directional derivative of f(x y z) at (x y z ) in the

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    The  directional derivative  of  f (x,y,z) at (x0, y0, z0) in the

    direction of the unit vector  u = a,b,c  islimh→0

    f (x0 + ha, y0 + hb, z0 + hc) − f (x0, y0, z0)h

    provided this limit exists.

    Definition

    The gradient vector of  f (x,y,z) is

    ∇f (x,y,z) =

     f x(x,y,z), f y(x,y,z), f z(x,y,z)

    Duf (x,y,z) =   f x(x,y,z)a + f y(x,y,z)b + f z(x,y,z)c

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    The Gradient Vector

    Theorem

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    Suppose  f   is a differentiable function of  x  and  y. The 

    maximum value of  Duf   is  ∇f   and it occurs when  u   is in the same direction as  ∇f . The minimum value of  Duf   is  −∇f and it occurs when   u   is in the opposite direction as  ∇f 

    Directional Derivatives & Gradient

    The Gradient Vector

    Theorem

    S f i diff i bl f i f d Th

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    Suppose  f   is a differentiable function of  x  and  y. The 

    maximum value of  Duf   is  ∇f   and it occurs when  u   is in the same direction as  ∇f . The minimum value of  Duf   is  −∇f and it occurs when   u   is in the opposite direction as  ∇f 

    Proof.  Let  θ  be the angle between ∇f   and  u.

    Directional Derivatives & Gradient

    The Gradient Vector

    Theorem

    S f i diff ti bl f ti f d Th

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    Suppose  f   is a differentiable function of  x  and  y. The 

    maximum value of  Duf   is  ∇f   and it occurs when  u   is in the same direction as  ∇f . The minimum value of  Duf   is  −∇f and it occurs when   u   is in the opposite direction as  ∇f 

    Proof.  Let  θ  be the angle between ∇f   and  u.

    Duf (x, y) =   ∇f  · u

    Di ti l D i ti s & G di t

    The Gradient Vector

    Theorem

    S f i diff ti bl f ti f d Th

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    Suppose  f   is a differentiable function of  x  and  y. The 

    maximum value of  Duf   is  ∇f   and it occurs when  u   is in the same direction as  ∇f . The minimum value of  Duf   is  −∇f and it occurs when   u   is in the opposite direction as  ∇f 

    Proof.  Let  θ  be the angle between ∇f   and  u.

    Duf (x, y) =   ∇f  · u=   ∇f u cos θ

    Di ti l D i ti & G di t

    The Gradient Vector

    Theorem

    S f i diff ti bl f ti f d Th

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    Suppose  f   is a differentiable function of  x  and  y. The 

    maximum value of  Duf   is  ∇f   and it occurs when  u   is in the same direction as  ∇f . The minimum value of  Duf   is  −∇f and it occurs when   u   is in the opposite direction as  ∇f 

    Proof.

      Let  θ  be the angle between ∇f   and  u.Duf (x, y) =   ∇f  · u

    =   ∇f u cos θ=

      ∇f 

    cos θ

    Di ti l D i ti & G di t

    The Gradient Vector

    Theorem

    Suppose f is a differentiable function of x and y The

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    Suppose  f   is a differentiable function of  x  and  y. The 

    maximum value of  Duf   is  ∇f   and it occurs when  u   is in the same direction as  ∇f . The minimum value of  Duf   is  −∇f and it occurs when   u   is in the opposite direction as  ∇f 

    Proof.

      Let  θ  be the angle between ∇f   and  u.Duf (x, y) =   ∇f  · u

    =   ∇f u cos θ=

      ∇f 

    cos θ

    Result follows since the maximum value of cos θ  is 1 and isattained when  θ = 0, i.e., ∇f   and  u are in the samedirection

    Di ti l D i ti & G di t

    The Gradient Vector

    Theorem

    Suppose f is a differentiable function of x and y The

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    Suppose  f   is a differentiable function of  x  and  y. The 

    maximum value of  Duf   is  ∇f   and it occurs when  u   is in the same direction as  ∇f . The minimum value of  Duf   is  −∇f and it occurs when   u   is in the opposite direction as  ∇f 

    Proof.

      Let  θ  be the angle between ∇f   and  u.Duf (x, y) =   ∇f  · u

    =   ∇f u cos θ=

      ∇f 

    cos θ

    Result follows since the maximum value of cos θ  is 1 and isattained when  θ = 0, i.e., ∇f   and  u are in the samedirection(minimum value occurs at cos θ = −1, i.e.,  θ = π).  

    Directional Derivatives & Gradient

    Example 6

    Example

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    Find the minimum directional derivative of f (x,y,z) = xy2 − x2z + y3 − 1 at the point (3, 0, 2).

    Directional Derivatives & Gradient

    Example 6

    Example

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    Find the minimum directional derivative of f (x,y,z) = xy2 − x2z + y3 − 1 at the point (3, 0, 2).

    ∇f (x,y,z)

    Directional Derivatives & Gradient

    Example 6

    Example

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    Find the minimum directional derivative of f (x,y,z) = xy2 − x2z + y3 − 1 at the point (3, 0, 2).

    ∇f (x,y,z) =   f x(x,y,z), f y(x,y,z), f z(x,y,z)=

    y2 − 2xz,

    Directional Derivatives & Gradient

    Example 6

    Example

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    Find the minimum directional derivative of f (x,y,z) = xy2 − x2z + y3 − 1 at the point (3, 0, 2).

    ∇f (x,y,z) =   f x(x,y,z), f y(x,y,z), f z(x,y,z)=

    y2 − 2xz, 2xy + 3y2,

    Directional Derivatives & Gradient

    Example 6

    Example

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    Find the minimum directional derivative of f (x,y,z) = xy2 − x2z + y3 − 1 at the point (3, 0, 2).

    ∇f (x,y,z) =   f x(x,y,z), f y(x,y,z), f z(x,y,z)=

    y2 − 2xz, 2xy + 3y2, − x2

    Directional Derivatives & Gradient

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    Example 6

    Example

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    Find the minimum directional derivative of f (x,y,z) = xy2 − x2z + y3 − 1 at the point (3, 0, 2).

    ∇f (x,y,z) =   f x(x,y,z), f y(x,y,z), f z(x,y,z)=

    y2 − 2xz, 2xy + 3y2, − x2

    ⇒ ∇f (3, 0,−2) =   12, 0,−9

    Hence, the minimum directional derivative of  f   at (3, 0, 2) is

    Directional Derivatives & Gradient

    Example 6

    Example

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    Find the minimum directional derivative of f (x,y,z) = xy2 − x2z + y3 − 1 at the point (3, 0, 2).

    ∇f (x,y,z) =   f x(x,y,z), f y(x,y,z), f z(x,y,z)=

    y2 − 2xz, 2xy + 3y2, − x2

    ⇒ ∇f (3, 0,−2) =   12, 0,−9

    Hence, the minimum directional derivative of  f   at (3, 0, 2) is

    −∇f (3, 0,−2)

    Directional Derivatives & Gradient

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    Example 7

    Example

    Suppose that the shape of a hill above sea level is given by the

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    equation  h(x, y) = 1000 − 0.02x2 − 0.01y2, where  x,  y, andh(x, y) are measured in meters. The positive  x−axis points eastand the positive  y−axis points north. Suppose you are standingat a point with coordinates (50, 80, 886).

    1

    If you walk due west, will you start to ascend or descend?At what rate?

    2 If you walk due southeast, will you start to ascend ordescend? At what rate?

    3 In which direction is the elevation changing fastest (inwhat direction should you proceed initially in order toreach the top of the hill fastest)? What is the rate of ascentin that direction?

    Directional Derivatives & Gradient

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    Example 7

    ∇h(x, y)

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    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x,

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    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y

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    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)

    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)   = −2,−1.6

    Directional Derivatives & Gradient

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    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)   = −2,−1.61 Due west:   u = −1, 0

    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)   = −2,−1.61 Due west:   u = −1, 0 ⇒ Duh(50, 80)

    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)   = −2,−1.61 Due west:   u = −1, 0 ⇒ Duh(50, 80) = 2

    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y( ) ( ) ( )

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)   = −2,−1.61 Due west:   u = −1, 0 ⇒ Duh(50, 80) = 2(ascend)

    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02yh( ) ( ) ( )

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)   = −2,−1.61 Due west:   u = −1, 0 ⇒ Duh(50, 80) = 2(ascend)2 Due SE:

    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y∇h(50 80) 0 04(50) 0 02(80) 2 1 6

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)   = −2,−1.61 Due west:   u = −1, 0 ⇒ Duh(50, 80) = 2(ascend)2 Due SE:  u =   1√ 

    21,−1

    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y∇h(50 80) 0 04(50) 0 02(80) 2 1 6

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)   = −2,−1.61 Due west:   u = −1, 0 ⇒ Duh(50, 80) = 2(ascend)2 Due SE:  u =   1√ 

    21,−1 ⇒ Duh(50, 80)

    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y∇h(50 80) 0 04(50) 0 02(80) 2 1 6

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)   = −2,−1.61 Due west:   u = −1, 0 ⇒ Duh(50, 80) = 2(ascend)2 Due SE:  u =   1√ 

    21,−1 ⇒ Duh(50, 80) = −

    √ 2

    5

    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y⇒ ∇h(50 80) 0 04(50) 0 02(80) 2 1 6

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)   = −2,−1.61 Due west:   u = −1, 0 ⇒ Duh(50, 80) = 2(ascend)2 Due SE:  u =   1√ 

    21,−1 ⇒ Duh(50, 80) = −

    √ 2

    5  (descend)

    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y⇒ ∇h(50 80) 0 04(50) 0 02(80) 2 1 6

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)   = −2,−1.61 Due west:   u = −1, 0 ⇒ Duh(50, 80) = 2(ascend)2 Due SE:  u =   1√ 

    21,−1 ⇒ Duh(50, 80) = −

    √ 2

    5  (descend)

    3 The maximum rate of change occurs in the direction of ∇h(50, 80) and the rate of ascent is given by∇h(50, 80) =

     (−2)2 + (−1.6)2 = 2.5612.

    Directional Derivatives & Gradient

    Example 7

    ∇h(x, y) =   −0.04x, − 0.02y⇒ ∇h(50 80) 0 04(50) 0 02(80) 2 1 6

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    ⇒ ∇h(50, 80) =   −0.04(50),−0.02(80)   = −2,−1.61 Due west:   u = −1, 0 ⇒ Duh(50, 80) = 2(ascend)2 Due SE:  u =   1√ 

    21,−1 ⇒ Duh(50, 80) = −

    √ 2

    5  (descend)

    3 The maximum rate of change occurs in the direction of ∇h(50, 80) and the rate of ascent is given by∇h(50, 80) =

     (−2)2 + (−1.6)2 = 2.5612.

    Remark

    We say that at (x0, y0),  f  will increase most rapidly in thedirection of  ∇f (x0, y0), or that ∇f (x0, y0) points in thedirection of the steepest ascent.

    Directional Derivatives & Gradient