Total differential of a function z = z(x,y), Determining extrema in functions of two variables – HP 48gII User Manual
Page 466
Page 14-5
Total differential of a function z = z(x,y)
From the last equation, if we multiply by dt, we get the total differential of the
function z = z(x,y), i.e., dz =
(
∂z/∂x)
⋅
dx + (
∂z/∂y)
⋅
dy.
A different version of the chain rule applies to the case in which z = f(x,y), x
= x(u,v), y = y(u,v), so that z = f[x(u,v), y(u,v)]. The following formulas
represent the chain rule for this situation:
v
y
y
z
v
x
x
z
v
z
u
y
y
z
u
x
x
z
u
z
∂
∂
⋅
∂
∂
+
∂
∂
⋅
∂
∂
=
∂
∂
∂
∂
⋅
∂
∂
+
∂
∂
⋅
∂
∂
=
∂
∂
,
Determining extrema in functions of two variables
In order for the function z = f(x,y) to have an extreme point (extrema) at (x
o
,y
o
),
its derivatives
∂f/∂x and ∂f/∂y must vanish at that point. These are necessary
conditions. The sufficient conditions for the function to have an extreme at
point (x
o
,y
o
) are
∂f/∂x = 0, ∂f/∂y = 0, and ∆ = (∂
2
f/
∂x
2
)
⋅
(
∂
2
f/
∂y
2
)-[
∂
2
f/
∂x∂y]
2
> 0. The point (x
o
,y
o
) is a relative maximum if
∂
2
f/
∂x
2
< 0, or a relative
minimum if
∂
2
f/
∂x
2
> 0. The value
∆ is referred to as the discriminant.
If
∆ = (∂
2
f/
∂x
2
)
⋅
(
∂
2
f/
∂y
2
)-[
∂
2
f/
∂x∂y]
2
< 0, we have a condition known as a
saddle point, where the function would attain a maximum in x if we were to
hold y constant, while, at the same time, attaining a minimum if we were to
hold x constant, or vice versa.
Example 1 – Determine the extreme points (if any) of the function f(X,Y) = X
3
-
3X-Y
2
+5. First, we define the function f(X,Y), and its derivatives fX(X,Y) =
∂f/∂X, fY(X,Y) = ∂f/∂Y. Then, we solve the equations fX(X,Y) = 0 and fY(X,Y)
= 0, simultaneously: