Math 260, Spring 2012

Jerry L. Kazdan

Class Outline: March 1, 2012

Functions of Several Variables
Reading: Marsden and Tromba, Vector Calculus, Chapter 2, Chapter 3.13.4 and Sections 8.1-8.2 in the notes http://www.math.upenn.edu/ kazdan/260S12/notes/math21/math21-2012-2up.pdf Exam. 2 will be on Tuesday, March 13 during class. As usual, it will be closed book, no calculators or cell phones etc., but you may use one 3 5 card with notes on both sides. The Exam will cover the mater covered through class on Tuesday, Feb. 28, with emphasis on the material since Exam. 1. 1. The Chain Rule a) Simplest Case Say you have a function f (X ) := f (x, y, z ) which might givde the temperature at a point X = (x, y, z ) in R3 . If we have a curve X (t) = (x(t), y (t), z (t)), then h(t) := f (X (t)) gives the temperature at points of the curve. We want to compute dh/dt . So we need the chain rule. For h(t) = f (x(t), y (t), z (t)) it states dh(t) f dx f dy f dz = + + = f (X (t)) X (t). dt x dt y dt z dt Example f (X ) := x2 y + e2yz and the curve is X (t) = (cos t, sin t, 2 t). If h(t) := f (X (t)) then f (X ) = (2xy, x2 + 2ze2yz , 2ye2yz ) and X (t) = ( sin t, cos t, 1).

Thus, for instance at t = 0, X (0) = (1, 0, 2), X (0) = (0, 1, 1) and f (X (0)) = (0, 5, 0) so h (0) = 5. Application Say we have a surface in R3 on which f (X ) is constant, f (x, y, z ) = c . This is called a level surface of f (if f (X ) species the temperature, this surface is often called an isotherm ). Let X (t) be a smooth curve on this surface, so f (X (t)) = c . Since c is a constant, if we take the derivative of this we nd Theorem On any level surface, f (X ) X (t) = 0 so the vector f (X ) is orthogonal to the surface. Proof Since X (t) is a curve on the surface, its tangent vector, X (t) is tangent to the surface. But f (X ) X (t) = 0 means that f (X ) is orthogonal to all these tangent vectors and hence to the surface. Example Find the tangent plane to the surface z = x2 + y 3 at the point X0 := (1, 1, 2). 1

Solution 1: On this surface, g (x, y, z ) := x2 + y 3 z = 0 so this is a level surface for g . Thus g = (2x, 3y 2 , 1) is orthogonal to the surface. Consequently, at X0 , where g = (2, 3, 1), the equation of the tangent plane is g (X X0 ) = 0, that is, 2(x + 1) + 3((y 1) (z 2) = 0 [equivalently, 2x + 3y z = 3]. Solution 2: We nd the best linear approximation to the surface z = f (x, y ) = x2 + y 3 at x = 1, y = 1, that is the rst part of the Taylor series there: f (x, y ) = f (1, 1) + fx (1, 1)(x + 1) + fy (1, 1)(y 1) + . Since f (1, 1) = 2, fx (1, 1) = 2, and fy (1, 1) = 3, the tangent plane is z = 2 2(x + 1) + 3(y 1), just as before. b) Another Case Say you have a function f (u, v, w ), where u , v , and w are each functions of x , y , and z . Write h(x, y, z ) := f (u(x, y, z ), v (x, y, z ), w (x, y, z )). Then the chain rule gives h f u f v f v = + + , x u x v x w x with similar formulas for hy and hz . If we write this get u x h h h f f f v = x x y z u v w w x out in matrix form we u y v y w y u z v . z w z

Thus the chain rule is just matrix multiplication. Symbolically, if h(X ) = f (U (X )), f U h = . X U X c) Simple Example Say u(x, y ) satises the partial dierential equation u x 2 u y = 0. 2

Find a linear change of variable s = ax + by t = cx + dy (1)

so that the function v (s, t) := u(x(s, t), y (s, t)) satises the simpler equation vs = 0. Solution: By the chain rule, ux = vs a + vt c, Thus ux 2uy = (a 2b)vs + (c 2d)vt . We thus pick c 2d = 0 and a 2b = 1. For instance, a = 1, b = 0, c = 2, d = 1. Note that the general solution of vs = 0 is v (s, t) = (t), where (t) is an arbitrary function of t . From equations (1) we nd s = x and t = 2x + y . Thus the general solution of ux 2uy = 0 is u(x, y ) = (2x + y ) for any function . d) Polar Coordinates Say we have a function u(x, y ) and want to use polar coordinates x = r cos , y = r sin . Compute ux and uy . Solution Write v (r, ) = u(r cos , r sin ). By the chain rule vr =ux xr + uy yr = ux cos + uy sin , v =ux x + uy y = ux r sin + uy r cos . (2) (3) uy = vs b + vt d.

What one does next depends on the computation you are doing. One possibility is to solve these equations for ux and uy . Another possibility is to write r , cos , and sin in terms of x and y . As a further exercise, it is instructive (and useful) to write the Laplacian uxx + uyy in polar coordinates. The nal result is not messy. e) Example Let (s) be any smooth function of the real variable s and let u(x, t) := (x ct), where c is a real constant. Show that u satises the transport equation ut + cux = 0. Solution: Write (s) for d(s)/ds . Then by the chain rule, ux (x, t) = (x ct)(1), and ut (x, t) = (x ct)(c).

It is useful to observe that (x ct) represents a wave moving to the right with velocity c . To see this, say u(x, 0) = 1/(1 + x2 ) and draw sketches of the graphs of u(x, 0), u(x, 1) and u(x, 2). Similarly, the function (x + ct) represents a wave moving to the left with velocity c . 3

It turns out that the general solution of the one space dimensional wave equation utt = c2 uxx is u(x, t) = (x ct) + (x + ct), . where and can be any twice dierentiable functions. So it is the sum of a wave traveling to the right and one traveling to the left. The functions and can be chosen so that u(x, t) match the initial position, u(x, 0) = f (x), and initial velocity, ut (x, 0) = g (x). This is not dicult. f) Example A function f (x, y ) is homogeneous of degree k if f (cx, cy ) = 3x2 y is homogeneous ck f (x, y ) for all real c > 0. For instance f (x, y ) := 2 x + y2 of degree 1. If a smooth function f (x, y ) is homogeneous of degree k , show that xfx (x, y )+ yfy (x, y ) = kf (x, y ). This observation is due to Euler. Solution: In brief: take the derivative of both sides of the identity f (cx, cy ) = ck f (x, y ) with respect to c and then set c = 1. In detail: f (cx, cy ) = xfx (cx, cy )c + yfy (cx, cy )c c and [ck f (x, y )] = kck1 f (x, y ). c Now set c = 1 and observe that our assumption of homogeneity means these last two equations must agree.

g) We use the same procedure to compute higher order derivatives using the chain rule. For instance, given a function u(x, y ), say we introduce new variables x =ar + bs, y =cr + ds and let v (r, s) := u(ar + bs, cr + ds). We will compute vrs . First, by the chain rule v (r, s)r = ux xr + uy yr = aux + cuy . (4) We next want to take the partial derivative of this equation with respect to s . This must be done for both ux and uy . We rst compute ux (x(r, s), y (r, s)) s . It may help to let w (x, y ) := ux (x, y ). Then, just as in equation (4) w (x(r, s), y (r, s)) = wx xs + wy ys = bwx + dwy = buxx + duxy . s 4

Similarly, with z (x, y ) := uy (x, y ) z (x(r, s), y (r, s)) = zx xs + zy ys = bzx + dzy = buyx + duyy . s Consequently, v (r, s)rs = a[buxx + duxy ] + c[buyx + duyy ] = abuxx + (ad + bc)uxy + cduyy . What one does next depends on the context in which this arose. For instance, see http://www.math.upenn.edu/ kazdan/260S12/hw/hw8.pdf Problem #7 and http://www.math.upenn.edu/ kazdan/260S12/hw/hw8-7.pdf 2. Constrained Extrema and Lagrange Multipliers Say we want to nd the absolute maximum and minimum values of a function f (x) for x in the interval a x b . There are three steps: Find the local maxima and minima in the interion of the interval: a < x < b . Check the values at the end points, x = a and x = b . Examine the above results to nd where the absolute maximum and minimum of f are. One does the same analysis to nd the absolute maximum and minimum values of f (x, y ) in a region D R2 . For instance, the subset D might be the unit disk x2 + y 2 1. Only now, the boundary of D has innitely many points. The Lagrange Multiplier Method is a useful technique to attack these problems. Fact: Given a point X0 on a smooth surface S , there is a smooth function g (X ) so that near X0 the surface is dened as g (X ) = 0, so S is dened as a level surface g (X ) = 0. This is always true but to prove it we need to dene a smooth surface and also use the implicit function theorem. Lemma If a function f (X ) constrained to this surface S has a max or min at X0 , then f (X0 ) is perpendicular to the surface. Proof: Let X (t) be a smooth curve in the surface S with X (0) = X0 , so g (X (t)) = c . Let h(t) := f (X (t)). Then h(t) has a local max or min at t = 0. Thus 0 = h (0) = f (X0 ) X (0). This means that f (X0 ) is perpendicular to X (0). Since the vector X (0) can be any tangent vector to S at X0 , the conclusion follows. 5

Since the denition of S means g (X ) = 0 near X0 (so S is a level surface of g near X0 , then g (X ) is also perpendicular to the surface at every point, in particular, at X0 Assume g (X0 ) = 0. This implies Theorem Given a surface S dened near X0 by g (X ) = 0, if f (X ) restricted to S has a local maximum or minimum at X0 and g (X0 ) = 0, then f (X0 ) = g (X0 ) for some constant .

Note that to nd local maxima or minima of f on S , along with the theorem one must also remember to use the constraint g (X ) = 0. I prefer to rephrase this slightly dierently and introduce the function (X, ) := f (X ) (g (X )) (5)

Then the conditions f (X0 ) = g (X0) and g (X0 ) just mean thar has a critical point with respect to both X and In equation (5) it is useful to think of as the cost of violating the constraint g (X ) = 0. Example Cylindrical can: radius x , height y of given Volume:= V (x, y ) = 2 so x2 y = 2. Minimize the surface area A(x, y ) = 2x2 + 2xy . Let (x, y, ) := A(x, y ) (V (x, y ) 2). Then 0 =Ax Vx = 4x + 2y (2xy ) 0 =Ay Vy = 2x + x2 0 = = (x2 y 2) The second equation implies that either x = 0 or x = 2. Since x = 0 violates the third condition, we have x = 2. Then the rst equation gives 2x = y , that is, the diameter and the height are the same. The third equation is then x3 = 2 so x = (2/ )1/3 = y/2. Also = A/3. Example A steel factory makes a prot, in dollars per ton, of 1, 2, and $2 on three dierent types of steel. It costs C (x, y, z ) := x2 + 2y 2 + 4z 2 to make $x , $y , and $z tons, respectively, of these three types of steel. If the rm has $1,600 capital (per hour), how much should it make of each type of steel (per hour)to maximize prot? The problem is to maximize p(x, y, z ) := x + 2y + 2z Let (x, y, z, ) := x + 2y + 2z (x2 + 2y 2 + 4z 2 1600). 6 subject to x2 + 2y 2 + 4z 2 = 1600.

The conditions x = y = z = = 0 are 1 = 2x, 2 = 4x, 2 = 8z, x2 + 2y 2 + 4z 2 = 1600.

From the rst two equations (eliminate ) we nd that x = y while from the rst and third equations 2z = x . The constraint then gives 16z 2 = 1600, that is z = 10 so x = y = 20.

The prot p = 20 which is 5% on $1,600 capital. This is so small that a price increase should likely be made. [Last revised: March 13, 2012]