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259 Lecture 09

Lecture #9 of the course 21-259: Calculus in Three Dimensions covers the Chain Rule for differentiable functions, including cases for single and multivariable functions. It also introduces directional derivatives, the gradient vector, and their applications in finding maximum rates of increase. Examples and exercises are provided to reinforce the concepts discussed.

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0% found this document useful (0 votes)
17 views6 pages

259 Lecture 09

Lecture #9 of the course 21-259: Calculus in Three Dimensions covers the Chain Rule for differentiable functions, including cases for single and multivariable functions. It also introduces directional derivatives, the gradient vector, and their applications in finding maximum rates of increase. Examples and exercises are provided to reinforce the concepts discussed.

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a04017229
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Spring 2025 21-259 Page 1 of 6

21-259: Calculus in Three Dimensions


Lecture #9
Updated February 20, 2025

Relevant Textbook Sections: OpenStax 4.5-4.6, Stewart 6th: 14.5-14.6

The Chain Rule

Recall that when y = f (x) and x = g (t ) where f and g are differentiable functions, that y is also a
differentiable function of t as y = f (g (t )) and thus the Chain Rule gives

dy dy dx
= .
dt dx dt
The same is true for multivariate functions, however there may be more than one “path” to the inde-
pendent variable(s).

∂z z ∂z
The Chain Rule (Case I): Suppose that z = f (x, y) is a differen-
∂x ∂y
tiable function of x and y, where x = g (t ) and y = h(t ) are both
differentiable functions of t . Then z is a differentiable function
of t and x y
d z ∂z d x ∂z d y dx dy
= + .
d t ∂x d t ∂y d t dt dt
t t

dz
Example 1. Find if z = arctan(y/x), x = e t , and y = 1 − e −t .
dt

dw
Example 2. Find when t = 1 if w = xe y/z , x = t 2 , y = 1 − t , and z = 1 + 2t .
dt

(Lecture #9) 1
Spring 2025 21-259 Page 2 of 6

The Chain Rule (Case II): Suppose that z = f (x, y) is a differentiable function of x and y, where
x = g (s, t ) and y = h(s, t ) are both differentiable functions of s and t . Then z is a differentiable
function of s and t , and

∂z ∂z ∂x ∂z ∂y ∂z ∂z ∂x ∂z ∂y
= + , and = + .
∂s ∂x ∂s ∂y ∂s ∂t ∂x ∂t ∂y ∂t

∂z z ∂z ∂z z ∂z
∂x ∂y ∂x ∂y

x y x y
∂x ∂y ∂x ∂y
∂s ∂s ∂t ∂t

s t s t s t s t
∂z ∂z ∂x ∂z ∂y ∂z ∂z ∂x ∂z ∂y
= + = +
∂s ∂x ∂s ∂y ∂s ∂t ∂x ∂t ∂y ∂t

∂z ∂z ∂z
Example 3. Let z = x 2 + x y 3 where x = w v 2 + w and y = u + ve w . Find , , and when u = 2, v =
∂u ∂v ∂w
1, w = 0.

If z = f (x, y) is an implicitly-defined function by an equation of the form F (x, y, z) = 0, then we can use
the chain rule to compute the derivative with respect to x or y implicitly:

∂F ∂x ∂F ∂y ∂F ∂z
+ + = 0.
∂x ∂x ∂y ∂x ∂z ∂x

∂F ∂F ∂z ∂z
Since ∂x/∂x = 1 and ∂y/∂x = 0, we have + = 0, which can be solved for .
∂x ∂z ∂x ∂x

(Lecture #9) 2
Spring 2025 21-259 Page 3 of 6

Theorem: If F (x, y, z) = 0 defines z implicitly as a function of x and y, and the below partial
derivatives all exist, then
∂z Fx ∂z Fy
=− , =− .
∂x Fz ∂y Fz

dy dy Fx
This can also by used to find when F (x, y) = 0: =− .
dx dx Fy

dy 2
Example 4. Find if y 5 + x 2 y 3 = 1 + ye x .
dx

∂z
Example 5. Find if x y z = cos(x + y + z).
∂x

Directional Derivatives and the Gradient Vector

Definition: The directional derivative of f (x, y) at (x 0 , y 0 ) in the direction of a unit vector u =


〈a, b〉 is
f (x 0 + ha, y 0 + hb) − f (x 0 , y 0 )
D u f (x 0 , y 0 ) = lim .
h →0 h
If f = f (x, y, z), the directional derivative in the direction of the unit vector u = 〈a, b, c〉, then

f (x 0 + ha, y 0 + hb, z 0 + hc) − f (x 0 , y 0 , z 0 )


D u f (x 0 , y 0 , z 0 ) = lim .
h →0 h

In general, the directional derivative of f at x 0 in the direction of the unit vector u is

f (x 0 + hu) − f (x 0 )
D u f (x 0 ) = lim .
h →0 h

(Lecture #9) 3
Spring 2025 21-259 Page 4 of 6

Theorem: If f is a differentiable function of x and y, then f has


directional derivative in the direction of unit vector u = 〈a, b〉 and

D u f (x, y) = f x (x, y)a + f y (x, y)b.

If f is a differentiable function of x, y and z, then f has directional


derivative in the direction of unit vector u = 〈a, b, c〉 and

D u f (x, y, z) = f x (x, y, z)a + f y (x, y, z)b + f z (x, y, z)c.

Example 6. Find the directional derivative of the function f (x, y) = x 2 y 3 − 4y at the point (2, −1) in the
direction of the vector v = 2ı + 5 ȷ.

Example 7. Find the directional derivative of the function f (x, y) = x 3 − 3x y + 4y 2 in the direction of
the unit vector that makes an angle of π/6 with the positive x-axis.

p ­2
, 3, 6
®
Example 8. Find D u f at the point (1, 3, 1) if f (x, y, z) = x + y z and u = 7 7 7
.

(Lecture #9) 4
Spring 2025 21-259 Page 5 of 6

Definition: Let f be a differentiable function of multiple variables x 1 , . . . , x n . The gradient of f is


the vector function ∇ f given by
∂f ∂f
¿ À
∇f = ,..., .
∂x 1 ∂x n
­ ® ­ ®
For example, if f = f (x, y), ∇ f = f x , f y , and if f = f (x, y, z), then ∇ f = f x , f y , f z . An alternate
notation for ∇ f is grad f .

The operator ∇ (pronounced “grad” or “del”) is a differential operator, i.e., it is something that we can
apply to functions to produce other functions. Specifically, in three dimensions,

∂ ∂ ∂ ∂ ∂ ∂
¿ À
∇= ı+ ȷ+ k= , , ,
∂x ∂y ∂z ∂x ∂y ∂z

so ∇ f is really right scalar multiplication of ∇ by f . Note: we have that D u f = ∇ f · u.

Example 9. If f (x, y, z) = x sin y z, find ∇ f and the directional derivative of f at (1, 3, 0) in the direction
of v = ı + 2 ȷ − k.

Theorem: Let f be a differentiable function of multiple variables. The maximum value of D u f (x)
is |∇ f (x)| and it occurs when u has the same direction as ∇ f (x).

Example 10. Suppose that the temperature at a point (x, y, z) in space is given by

T (x, y, z) = 80/(1 + x 2 + 2y 2 + 3z 2 )2 ,

where T is measured in degrees Celsius and x, y, z are in meters. In which direction does the temper-
ature increase the fastest at the point (1, 1, −2)? What is the maximum rate of increase?

(Lecture #9) 5
Spring 2025 21-259 Page 6 of 6

The gradient gives the direction of maximum increase of a function at a point. Evaluated at x 0 ,
the vector ∇ f (x 0 ) is orthogonal to the level curves/surfaces of f that pass through the point x 0 .

Example 11. Find the equations of the tangent plane and the nor-
mal line at the point (−2, 1, −3) to the ellipsoid

x2 z2
+ y2 + = 3.
4 9

Exercises
1. OpenStax Problems:

(a) Section 4.5: 215-220, 229, 230-234, 244-247


(b) Section 4.6: 263-287 odd, 291, 295, 297, 301, 303, 305

2. Stewart 6th Ed. Problems:

(a) Section 14.5: 1-34, 38, 39, 45-48


(b) Section 14.6: 4-17, 19-26, 28-34, 39-42

Exercise Answers
1. See OpenStax solutions.
2. See Stewart 6th Ed. solutions.

(Lecture #9) 6

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