L06 Gradient and Directional Derivatives_annotated 09032012

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    ENG 2091

    Advanced Engineering Mathematics A

    Dr Lau Ee Von

    Lecture 6

    Gradient and Directional

    Derivatives

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    Gradient of a Scalar Field/Function

    Gradient of a scalar function , , isdenoted by

    grador

    grad = =

    ,

    ,

    =

    +

    +

    vector field/function

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    Gradient of a Scalar Field/Function

    ExampleFind the vector field (gradient) of , , = 2 + 3 + at P(2,1,3)

    grad = =

    ,

    ,

    = [4, 6, 2]

    at P(2,1,3)= 8, 6, 6 = 8 + 6 + 6

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    Directional Derivative

    Directional derivative of a function , , ,

    or

    Definition: The rate of change of , , in anarbitrary direction, in space

    grad or = vector field

    Definition: The rate of change of (,,) in thex,y,z-coordinate axes direction

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    Directional Derivative

    Directional derivative of a function , , at apoint, P

    =

    = lim

    ()

    P

    0

    Q

    s

    sis the arc length of line L|s|is the distance between P0and Qs>0if Qlies in the direction of s

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    Directional Derivative

    Directional derivative of a function , , at apoint, P0

    =

    = lim

    ()

    P0

    Q

    s

    sis the arc length of line LEquation of line L (parameterised by arclength, s)

    = + + = +

    L

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    Directional Derivative

    Directional derivative of a function , , at apoint, P0

    =

    Equation of line L (parameterised by arclength, s)

    = + + = +

    () =

    =

    +

    +

    =

    =

    +

    +

    =

    =

    =

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    Directional Derivative

    Directional derivative of a function , , at apoint, P0

    =

    =

    =

    = = 1

    ||

    If the direction is givenas a unit vector,

    If the direction is givenas a vector,

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    Directional Derivative

    Example

    Find the directional derivative of , , = 2 + 3 + at P(2,1,3) in the direction of a= [1, 0, -2]

    =

    ,

    ,

    = [4, 6, 2]

    () = 8, 6, 6

    =

    1

    ||

    =1

    1 + (2)1,0, 2 8,6,6

    = 1.789

    Directionalderivative of a

    point is aScalar

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    We know the definition of and

    But what does it all mean?

    =

    = cos

    Since represents a unit vector, therefore = 1 = cos

    If =

    , then = 0

    Vector field is perpendicularto the point on

    curve/surfacei.e. surface normal vector,

    Directional derivative = 0, i.e.scalar function (level curve or

    level surface)

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    Confused?

    In essence,

    is constant (i.e. either levelcurves or level surfaces)

    = , surface normal vector

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    The directional derivative, (of a scalar field,) at a point attains a maximum value whentaken in the direction of the gradient of

    (direction of the steepest ascent is in the samedirection of the vector field at that point)

    We know the definition of and

    But what does it all mean?

    The directional derivative, (of a scalar field,

    ) at a point attains a minimum value when takenin the direction opposite to the gradient of (direction of the steepest ascent is in theopposite direction of the vector field at thatpoint)

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    Level curves of hill height

    Even more confused?

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    Level curves of temperature away fromfire

    Direction of steepest ascend/rate ofincrease

    Direction of steepest descend/rate of

    decrease

    = +ve

    = -ve

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    Past year exam question: Q1,2008

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    Past year exam question: Q1,2008

    Quotient rule:

    ()

    ()

    = ()

    [ ]

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    Past year exam question: Q1,2008

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    Past year exam question: Q1,2008

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    Past year exam question: Q1,2008

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    Summary

    Gradient, of a scalar field =vector field

    Directional derivative = rate ofchange of a scalar field at apoint Pin a specified direction

    = , surface normal vectorfor level curves/surfaces