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Section 15.6 Directional Derivatives and the Gradient Vector

Section 15.6 Directional Derivatives and the Gradient Vector

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Page 1: Section 15.6 Directional Derivatives and the Gradient Vector

Section 15.6

Directional Derivatives and the Gradient Vector

Page 2: Section 15.6 Directional Derivatives and the Gradient Vector

The directional derivative of f at (x0, y0) in the direction of a unit vector is

if this limit exists.

THE DIRECTIONAL DERIVATIVE

ba,u

h

yxfhbyhaxfyxfD

h

),(),(lim),( 00

000

u

Page 3: Section 15.6 Directional Derivatives and the Gradient Vector

COMMENTS ON THE DIRECTIONAL DERIVATIVE

If u = i , then Di f = fx.

If u = j , then Dj f = fy.

Page 4: Section 15.6 Directional Derivatives and the Gradient Vector

THE DIRECTIONAL DERIVATIVE AND PARTIAL DERIVATIVES

Theorem: If f is a differentiable function of x and y, then f has a directional derivative in the direction of any unit vector and

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

ba,u

Page 5: Section 15.6 Directional Derivatives and the Gradient Vector

THE DIRECTIONAL DERIVATIVE AND ANGLES

If the unit vector u makes an angle θ with the positive x-axis, then we can write

and the formula for the directional derivative becomes

Du f (x, y) = fx(x, y) cos θ + fy(x, y) sin θ

sin,cosu

Page 6: Section 15.6 Directional Derivatives and the Gradient Vector

VECTOR NOTATION FOR THE DIRECTIONAL DERIVATIVE

u

u

),(),,(

,),(),,(

),(),(),(

yxfyxf

bayxfyxf

byxfayxfyxfD

yx

yx

yx

Page 7: Section 15.6 Directional Derivatives and the Gradient Vector

THE GRADIENT VECTOR

fIf f is a function of two variables x and y, then the gradient of f is the vector function defined by

jiy

f

x

fyxfyxfyxf yx

),(),,(),(

NOTATION: Another notation for the gradient is grad f.

Page 8: Section 15.6 Directional Derivatives and the Gradient Vector

THE DIRECTIONAL DERIVATIVE AND THE GRADIENT

The directional derivative can be expressed by using the gradient

uu ),(),( yxfyxfD

Page 9: Section 15.6 Directional Derivatives and the Gradient Vector

The directional derivative of f at (x0, y0, z0) in the direction of a unit vector is

if this limit exists.

THE DIRECTIONAL DERIVATIVE IN THREE VARIABLES

cba ,,u

h

zyxfhczhbyhaxfzyxfD

h

),,(),,(lim),,( 000000

0000

u

Page 10: Section 15.6 Directional Derivatives and the Gradient Vector

VECTOR FORM OF THE DEFINITION OF THE

DIRECTIONAL DERIVATIVE

The directional derivative of f at the vector x0 in the direction of the unit vector u is

h

fhffD

h

)()(lim)( 00

00

xuxxu

NOTE: This formula is valid for any number of dimensions: 2, 3, or more.

Page 11: Section 15.6 Directional Derivatives and the Gradient Vector

THE GRADIENT IN THREE VARIABLES

kjiz

f

y

f

x

fffff zyx

,,

If f is a function of three variables, the gradient vector is

The directional directive can be expressed in terms of the gradient as

uu ),,(),,( zyxfxyxfD

Page 12: Section 15.6 Directional Derivatives and the Gradient Vector

Theorem: Suppose f is a differentiable function of two or three variables. The maximum value of the directional derivative Du f (x) is and it occurs when u has the same direction as the gradient vector .

MAXIMIZING THE DIRECTIONAL DERIVATIVE

)(xf

)(xf

Page 13: Section 15.6 Directional Derivatives and the Gradient Vector

Let F be a function of three variables. The tangent plane to the level surface F(x, y, z) = k at P(x0, y0, z0) is the plane that passes through P and is tangent to F(x, y, z) = k. Its normal vector is , and its equation is

TANGENT PLANE AND NORMAL LINE TO A LEVEL SURFACE

),,( 000 zyxF

0)(),,()(),,()(),,( 000000000000 zzzyxFyyzyxFxxzyxF zyx

The normal line to the level surface F(x, y, z) = k at P is the line passing through P and perpendicular to the tangent plane. Its direction is given by the gradient, and its symmetric equations are

),,(),,(),,( 000

0

000

0

000

0

zyxF

zz

zyxF

yy

zyxF

xx

zyx