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Calculus Notes

The class notes cover the concepts of partial derivatives and gradients in multivariate calculus, focusing on functions of several variables and their derivatives. Key topics include the calculation of partial derivatives, higher-order partial derivatives, and the gradient vector, which indicates the direction of the greatest rate of increase of a function. Applications of these concepts include optimization problems and finding maximum and minimum values of functions.

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16 views2 pages

Calculus Notes

The class notes cover the concepts of partial derivatives and gradients in multivariate calculus, focusing on functions of several variables and their derivatives. Key topics include the calculation of partial derivatives, higher-order partial derivatives, and the gradient vector, which indicates the direction of the greatest rate of increase of a function. Applications of these concepts include optimization problems and finding maximum and minimum values of functions.

Uploaded by

nickgrok
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Multivariate Calculus - Class Notes

Topic: Partial Derivatives & Gradients


Date: October 26, 2023 (Example Date)
1. Functions of Several Variables:
• We're now dealing with functions that depend on more than one independent variable. Example:
f(x, y) = x²y + sin(xy)
• Domain: The set of all possible (x, y) values for which f(x, y) is defined. Can be tricky in higher
dimensions!
• Range: The set of all output values of f.
2. Partial Derivatives:
• The partial derivative of f with respect to x (holding y constant) is denoted by:
• ∂f/∂x or fx
• Calculated as if y were a constant.
• The partial derivative of f with respect to y (holding x constant) is denoted by:
• ∂f/∂y or fy
• Calculated as if x were a constant.
• Example: f(x, y) = x²y + sin(xy)
• ∂f/∂x = 2xy + ycos(xy)
• ∂f/∂y = x² + xcos(xy)
3. Higher-Order Partial Derivatives:
• We can take partial derivatives of the partial derivatives.
• ∂²f/∂x² = fxx (Second derivative with respect to x twice)
• ∂²f/∂y² = fyy (Second derivative with respect to y twice)
• ∂²f/∂x∂y = fxy (Mixed partial derivative - first with respect to y, then x)
• ∂²f/∂y∂x = fyx (Mixed partial derivative - first with respect to x, then y)
• Clairaut's Theorem: If fxy and fyx are continuous at (a, b), then fxy(a, b) = fyx(a, b). Order of
differentiation doesn't matter for continuous mixed partials.
• Example (cont.):
• fxx = 2y - y²sin(xy)
• fyy = -x²sin(xy)
• fxy = 2x + cos(xy) - xy sin(xy)
• fyx = 2x + cos(xy) - xy sin(xy) (Notice fxy = fyx)
4. The Gradient Vector:
• The gradient of f at a point (x, y) is a vector:
• ∇f(x, y) = <∂f/∂x, ∂f/∂y> = <fx, fy>
• In three variables: ∇f(x, y, z) = <∂f/∂x, ∂f/∂y, ∂f/∂z>
• The gradient points in the direction of the greatest rate of increase of the function.
• The magnitude of the gradient represents the rate of change in that direction.
5. Geometric Interpretation:
• For a function of two variables, z = f(x, y), the gradient at a point (x₀, y₀) is perpendicular to the
level curve f(x, y) = c, where c = f(x₀, y₀).
• In higher dimensions, the gradient is orthogonal to the level surface.
6. Applications:
• Finding maximum and minimum values of functions.
• Optimization problems.
• Tangent planes to surfaces.
• Directional derivatives (next topic).
Example Problem: Find the gradient of f(x, y) = x²y³ at the point (2, 1).
• ∇f(x, y) = <2xy³, 3x²y²>
• ∇f(2, 1) = <2(2)(1)³, 3(2)²(1)²> = <4, 12>
Next Topic: Directional Derivatives and the Chain Rule.

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