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Lesson 8a DIRECTIONAL DERIVATIVES & GRADIENTS

The document discusses directional derivatives and gradients of functions of two and three variables. It defines directional derivatives and shows that they can be computed in terms of partial derivatives using the gradient vector. The gradient vector represents the direction and rate of fastest change of a function. It gives examples of computing directional derivatives and finding the direction of maximum change using the gradient.

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angelo berina
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64 views33 pages

Lesson 8a DIRECTIONAL DERIVATIVES & GRADIENTS

The document discusses directional derivatives and gradients of functions of two and three variables. It defines directional derivatives and shows that they can be computed in terms of partial derivatives using the gradient vector. The gradient vector represents the direction and rate of fastest change of a function. It gives examples of computing directional derivatives and finding the direction of maximum change using the gradient.

Uploaded by

angelo berina
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Lesson 8a

DIRECTIONAL DERIVATIVES
AND GRADIENTS
DIRECTIONAL DERIVATIVES OF A FUNCTION OF TWO VARIABLES

Directional derivatives allow us to compute the rates of change of a


function with respect to distance in any direction.

DEFINITION 1: If is a function of and if is a unit


vector, then the directional derivative of in the direction of is
denoted by

provided this derivative exists


DIRECTIONAL DERIVATIVES OF A FUNCTION OF TWO VARIABLES

can be interpreted as the


in the direction of ).

Analytically the directional derivative represents the with respect to


distance in the direction of .
Directional Derivative of Function of Three
variables

DEFINITION 1: If is a unit vector, and if is a function of


then the directional derivative of in the direction of at
is
denoted by and is defined by

provided this derivative exists.


Example 1
Example 1
Directional Derivative of Function of Two or Three
variables in terms of Partial Derivatives

For a function that is differentiable at a point, directional derivatives exist in


every direction from the point and can be computed directly in terms
of the first-order partial derivative of the function.

THEOREM:
(a) If is differentiable at and if is a unit
vector, then the directional derivative exists and is given by

(b) If is differentiable at and if


is a unit vector, then the directional derivative
exists and is given by
EXAMPLE 1

Find
1.

Solution :
EXAMPLE 1

Find
1.

Solution :
Example 2
Example 2: Find the directional derivative of
at the point (1, -2, 0) in the direction of the vector
Required:
𝐃𝐮 𝐟 ( 𝐱 𝐨 ,𝐲𝐨 ,𝐳𝐨)=𝐟 𝐱 ( 𝐱 𝐨 ,𝐲𝐨 ,𝐳𝐨 )𝐮𝟏 +𝐟 𝐲 ( 𝐱 𝐨 ,𝐲𝐨 ,𝐳𝐨 )𝐮𝟐 +𝐟 𝐳 ( 𝐱 𝐨 ,𝐲 𝐨 ,𝐳𝐨) 𝐮𝟑
Solution:
Example 2
Example 2: Find the directional derivative of
at the point (1, -2, 0) in the direction of the vector
Required:
𝐃𝐮 𝐟 ( 𝐱 𝐨 ,𝐲𝐨 ,𝐳𝐨)=𝐟 𝐱 ( 𝐱 𝐨 ,𝐲𝐨 ,𝐳𝐨 )𝐮𝟏 +𝐟 𝐲 ( 𝐱 𝐨 ,𝐲𝐨 ,𝐳𝐨 )𝐮𝟐 +𝐟 𝐳 ( 𝐱 𝐨 ,𝐲 𝐨 ,𝐳𝐨) 𝐮𝟑
Solution:
Since is not a unit vector, we normalize it using the formula
Thus, and
con’t
Then get the partial derivatives of the function given

Thus,
And
To solve use the formula from previous slide
𝐃𝐮 𝐟 ( 𝐱 𝐨 , 𝐲 𝐨 ,𝐳 𝐨 ) =𝐟 𝐱 ( 𝐱 𝐨 , 𝐲 𝐨 ,𝐳 𝐨 ) 𝐮𝟏 +𝐟 𝐲 ( 𝐱 𝐨 , 𝐲 𝐨 ,𝐳 𝐨 ) 𝐮𝟐 +𝐟 𝐳 ( 𝐱 𝐨 , 𝐲 𝐨 , 𝐳 𝐨 ) 𝐮𝟑

Thus, substituting all the values from the unit vector u and partial derivatives of the
given function, we get
(Final Answer)
EXAMPLE 3

3.

Solution: 𝐃𝐮 𝐟 ( 𝐱 𝐨 , 𝐲 𝐨 ,𝐳 𝐨) =𝐟 𝐱 ( 𝐱 𝐨 , 𝐲 𝐨 ,𝐳 𝐨 ) 𝐮𝟏 +𝐟 𝐲 ( 𝐱 𝐨 , 𝐲 𝐨 ,𝐳 𝐨 ) 𝐮𝟐 +𝐟 𝐳 ( 𝐱 𝐨 , 𝐲 𝐨 , 𝐳 𝐨 ) 𝐮𝟑
EXAMPLE 3

3.

Solution: 𝐃𝐮 𝐟 ( 𝐱 𝐨 , 𝐲 𝐨 ,𝐳 𝐨 ) =𝐟 𝐱 ( 𝐱 𝐨 , 𝐲 𝐨 ,𝐳 𝐨 ) 𝐮𝟏 +𝐟 𝐲 ( 𝐱 𝐨 , 𝐲 𝐨 ,𝐳 𝐨 ) 𝐮𝟐 +𝐟 𝐳 ( 𝐱 𝐨 , 𝐲 𝐨 , 𝐳 𝐨 ) 𝐮𝟑
;
;
;
EXAMPLE 4

4.

Solution:
EXAMPLE 4

4.

Solution:

;
;
;
THE GRADIENT

The gradient vector can be interpreted as the "direction


and rate of fastest increase". If the gradient of a function
is non-zero at a point p, the direction of the gradient is
the direction in which the function increases most quickly
from  p, and the  magnitude  of the gradient is the rate
of increase in that direction.  Further, the gradient is the
zero vector at a point if and only if it is a  
stationary point  (where the derivative vanishes). The
gradient thus plays a fundamental role in 
optimization theory, where it
is used to maximize a function by  gradient ascent.
Gradient of a Function of Two and Three Variables
DEFINITION:

(a) If is a function of then the gradient of f is defined by

…………..(1)

(b) If is a function of then the gradient of f is defined by

……………..(2)

The symbol ( read “del”) is an inverted delta.


EXAMPLE

1. Find if

Solution: Recall:
EXAMPLE

1. Find if

Solution: Recall:
EXAMPLE

2. Find the gradient of at the indicated point.

Solution: Recall:
EXAMPLE

2. Find the gradient of at the indicated point.

Solution: Recall:
Directional Derivatives of a Function Using Gradient
Recall: Formula of Directional Derivatives of a Function

Recall: Formula of Gradient of a Function


3)
4)

Formulas 1 and 2 can be expressed as a dot product where

The 2 formulas can be written as

and
The formula

Can be interpreted to mean that the slope of the surface


at the point in the direction of is the dot product of the gradient
with
Example
1. Find the directional derivative of at the point (1, -2, 0) in the direction of the vector using the above formulas.

Required:
Recall:

or
Example
1. Find the directional derivative of at the point (1, -2, 0) in the direction of the vector using
the above formulas.

Required:

Solution:

from the formula,

where and

By taking partial derivatives of the function f:

And substituting the point (1, -2, 0):

Thus,

Therefore, =
PROPERTIES OF THE GRADIENT

THEOREM:
Let be a function of either two variables or three variables, and
let denote the point or respectively. Assume that is differentiable at

(a) If then all directional derivatives of are zero.


(b) If then among all possible directional derivatives of the derivative
in the direction of at has the largest value. The value of this
largest directional derivative is
(c) If then among all possible directional derivatives of the derivative
in the direction opposite to that of at has the smallest value. The
value of this smallest directional derivative is
EXAMPLE

1. Find a unit vector in the direction in which increases most rapidly at and find the
rate of change of in that direction (also as the maximum value of a directional
derivative at P).
;
Solution: Recall where:
EXAMPLE

1. Find a unit vector in the direction in which increases most rapidly at and find the
rate of change of in that direction (also as the maximum value of a directional
derivative at P).
;
Solution:
;

The maximum value of the directional derivative


This maximum occurs in the direction of . The unit vector in this direction is
EXAMPLE

2. Find a unit vector in the direction in which increases most rapidly at and find the
rate of change of in that direction (also as the maximum value of a directional
derivative at P).

Solution: Recall
where:
EXAMPLE

2. Find a unit vector in the direction in which increases most rapidly at and find the
rate of change of in that direction (also as the maximum value of a directional
derivative at P).

Solution:

The maximum value of the directional derivative


This maximum occurs in the direction of . The unit vector in this direction is
EXAMPLE

3. Let Find the maximum value of a directional derivative at (-2, 0) and find the unit vector in the
direction in which the maximum value occurs.
Required: and
Solution: Recall
where:
EXAMPLE

3. Let Find the maximum value of a directional derivative at (-2, 0) and find
the unit vector in the direction in which the maximum value occurs.
Required: and
Solution:
Taking the partial derivatives, and
And evaluating it at the given point, and
Using the formula
Thus,
The maximum value of the directional derivative is
(Final Answer)
Finding the unit vector by using the formula
(Final Answer)

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