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M2504 Lec 06

The document is a lecture on directional derivatives and gradients from a Calculus 2B course at the National University of Lesotho. It defines directional derivatives and gradients, provides examples of calculating them, and discusses properties of the gradient vector. The gradient vector is introduced as a way to write the directional derivative that does not involve a limit. The gradient is defined as the partial derivatives of the function with respect to x and y. Exercises are provided at the end to calculate directional derivatives and find the direction of fastest change using the gradient.

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0% found this document useful (0 votes)
65 views11 pages

M2504 Lec 06

The document is a lecture on directional derivatives and gradients from a Calculus 2B course at the National University of Lesotho. It defines directional derivatives and gradients, provides examples of calculating them, and discusses properties of the gradient vector. The gradient vector is introduced as a way to write the directional derivative that does not involve a limit. The gradient is defined as the partial derivatives of the function with respect to x and y. Exercises are provided at the end to calculate directional derivatives and find the direction of fastest change using the gradient.

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Mokoepa Lipholo
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You are on page 1/ 11

Calculus 2B (M2504)

Dr. Khaphetsi Joseph Mahasa


National University of Lesotho
Department of Mathematics and Computer Science

April 12, 2022

khaphetsimahasa@gmail.com: Lecture 06: NUL Calculus 2B (M2504) April 12, 2022 1 / 11


Directional Derivatives and Gradients

The objective of this lesson is to understand the:


Directional Derivatives and Gradients

khaphetsimahasa@gmail.com: Lecture 06: NUL Calculus 2B (M2504) April 12, 2022 2 / 11


Directional Derivatives and Gradients: Definitions

Directional Derivative of f at (a, b) in the Direction of a Unit Vector:


If u = (u1 , u2 ) • (~i, ~j) = u1~i + u2~j is a unit vector, we define the
directional derivative, fu , by

Du f (x, y) = Rate of change of f in direction of u at (a, b)


f (a + hu1 , b + hu2 ) − f (a, b)
= lim ,
h→0 h
provided the limit exists.
Important note
What If We Do Not Have a Unit Vector? We define Du f (x, y) of a unit
vector. If ~v is not a unit vector, ~v 6= 0, we construct a unit vector u = k~~vvk
in the same direction as ~v and define the rate of change of f in the
direction of ~v as Du f (x, y).

khaphetsimahasa@gmail.com: Lecture 06: NUL Calculus 2B (M2504) April 12, 2022 3 / 11


Directional Derivatives and Gradients
Example 1
Calculate the directional derivative of f (x, y) = x2 + y 2 at (1, 0) in the
direction of the vector ~i + ~j.
Solution
First we have to find the unit vector in the same direction
√ as the
√ vector
~v = ~i + ~j. Since this vector has magnitude k~v k = 12 + 12 = 2, the
unit vector is
~v 1 1 1
u= = √ (~i + ~j) = √ ~i + √ ~j.
k~v k 2 2 2
Thus,
√ √ √ √
f (1 + h/ 2, h/ 2) − f (1, 0) (1 + h/ 2)2 + (h/ 2)2 − 1
Du f (x, y)(1, 0) = lim = lim
h→0 h h→0 h
√ √
2h + h2 2+h √
= lim = lim = 2.
h→0 h h→0 h

khaphetsimahasa@gmail.com: Lecture 06: NUL Calculus 2B (M2504) April 12, 2022 4 / 11


Directional Derivatives and Gradients
If f is differentiable, we will now see how to use local linearity to find a
formula for the directional derivative which does not involve a limit:
If u is a unit vector, the definition of Du f (x, y) says

Du f (x, y) = fx (a, b)u1 + fy (a, b)u2 .

Example 2
Use the preceding formula to compute the directional derivative in
Example 1. Check that we get the same answer as before.
Solution
We calculate Du f (1, 0), where f (x, y) = x2 + y 2 and u = √12~i + √12~j.
The partial derivatives are fx (x, y) = 2x and fy (x, y) = 2y. So, as before,

1 1
   
Du f (1, 0) = fx (1, 0)u1 + fy (1, 0)u2 = (2) √ + (0) √ .
2 2

khaphetsimahasa@gmail.com: Lecture 06: NUL Calculus 2B (M2504) April 12, 2022 5 / 11


The Gradient Vector: Definitions
Notice that the expression for Du f (a, b) can be written as a dot product
of ~u and a new vector:
Du f (x, y) = fx (a, b)u1 + fy (a, b)u2 = (fx (a, b)~i + fy (a, b)~j) • (u1~i + u2~j).
Thus, we have the following definition:
The Gradient Vector
The Gradient Vector of a differentiable function f at the point (a, b) is

grad f (a, b) = fx (a, b)~i + fy (a, b)~j.

The formula for the directional derivative can be written in terms of the
gradient as follows:
The Directional Derivative and the Gradient
If f is differentiable at (a, b) and u = u1~i + u2~j is a unit vector, then

Du f (x, y) = fx (a, b)u1 + fy (a, b)u2 = grad f (a, b) • u.


khaphetsimahasa@gmail.com: Lecture 06: NUL Calculus 2B (M2504) April 12, 2022 6 / 11
Directional Derivatives and Gradients
Example 3
Find the gradient vector of f (x, y) = x + ey at the point (1, 1).
Solution
Using the definition, we have
grad f (x, y) = fx (x, y)~i + fy (x, y)~j = ~i + ey~j,
so at the point (1, 1), we have
grad f (1, 1) = ~i + e~j.

Alternative Notation for the Gradient


We have the vector operator (pronounced “del”) as

∂~ ∂
∇= i + ~j,
∂x ∂y
which is applied to the function f .
khaphetsimahasa@gmail.com: Lecture 06: NUL Calculus 2B (M2504) April 12, 2022 7 / 11
Directional Derivatives and Gradients

Alternative Notation for the Gradient


Thus, we get the alternative notation for the gradient vector as
∂f ∂f
 
grad f (x, y) = ∇f = , in R2 .
∂x ∂y

For a real-valued function f (x, y, z), the gradient is the vector

∂f ∂f ∂f
 
grad f (x, y, z) = ∇f = , , in R3 .
∂x ∂y ∂z

khaphetsimahasa@gmail.com: Lecture 06: NUL Calculus 2B (M2504) April 12, 2022 8 / 11


Directional Derivatives and Gradients

Properties of the Gradient Vector in the Plane


If f is a differentiable function at the point (a, b) and grad f (a, b) 6= ~0,
then:
The direction of grad f (a, b) is
Perpendicular to the contour (level curve) of f through (a, b);
In the direction of the maximum rate of increase of f .
The magnitude of the gradient vector, kgrad f (a, b)k, is
The maximum rate of change of f at that point;

Example 4
In which direction does the function f (x, y) = xy 2 + x3 y increase the
fastest from the point (1, 2)? In which direction does it decrease the
fastest?

khaphetsimahasa@gmail.com: Lecture 06: NUL Calculus 2B (M2504) April 12, 2022 9 / 11


Directional Derivatives and Gradients
Solution
Since ∇f = (y 2 + 3x2 y, 2xy + x3 ), then ∇f (1, 2) = (10, 5) 6= ~0. A unit
vector in that direction is
∇f 2 1
 
u= = √ ,√
k∇f k 5 5
 
Thus, f increases the fastest in the direction of √2 , √1 and decreases
  5 5
the fastest in the direction of − √25 , − √15 .
Exercises
1 Use the gradient to find the directional derivative of f (x, y) = x + ey at the point (1, 1) in the direction of the

vectors

(a) ~i − ~j (b) ~i + 2~j (c) ~i + 3~j


2 The temperature T of a solid is given by the function T (x, y, z) = e−x + e−2y + e4z , where x, y, z are space
coordinates relative to the center of the solid. In which direction from the point (1, 1, 1) will the temperature decrease
the fastest?
3 Let f (x, y) = 1 + 2x + y 3 . What is the directional derivative of f at P = (2, 1) in the direction from P to
Q = (14, 6)?

khaphetsimahasa@gmail.com: Lecture 06: NUL Calculus 2B (M2504) April 12, 2022 10 / 11


THANK YOU

khaphetsimahasa@gmail.com: Lecture 06: NUL Calculus 2B (M2504) April 12, 2022 11 / 11

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