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PD.6 Directional Derivatives and the Gradient Vector

 

In this section we will introduce a type of derivative, called a directional derivative, that enables us to find the rate of change of a function of two or more variables in any direction.

    Suppose that we wish to find the rate of change of z at $(x_{0},y_{0})$ in the direction of an arbitrary unit vector u =MATH To do this we consider the surface $S$ with equation $z=f(x,y)$ and we let MATH then the point MATH lies on $S.$ The vertical plane that passes though $P$ in the direction of u intersects S in a curve C. The slope of the tangent line T to C at P is the rate of change of z in the direction of u.


              



The directional derivative of $f$ at $(x_{0},y_{0})$ in the direction of a unit vector MATH is


MATH

if the limit exists.



 

 

When we compute the directional derivative of a function defined by a formula, we generally use the following theorem:

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


MATH

 

The Gradient Vector

 

Notice from the above theorem that the directional derivative can be written as the dot product of two vectors:


MATH

MATH

MATH
 

 

The first vector dot product above is used in more than just this equation so it is given a special name, it is called the gradient of $f$ and has a special representation: $\nabla f.$The definition of $\nabla f$is given below:


MATH

 

Therefore, the directional derivative can be rewritten as the following:


MATH

 

Functions of Three Variables

Using three variables, we can define the directional derivatives in a similar manner:

The directional derivative of f at MATH in the direction of a unit vector MATH is


MATH

if the limit exists.

 

Also there is this formula for finding the gradient:


MATH

 

Just like with two variables, there above equation can be seen as the dot product of two vectors, with one of the vectors being the gradient vector $(\nabla f)$:


MATH

 

Also, just as before, the directional derivative can be written as follows:


MATH

 

Maximizing the Directional Derivative

Suppose we have a function $f$ of two or three variables and we consider all possible directional derivatives of $f$ at a given point. These give the rates of changes of $f$ in all possible directions. We can then ask the questions: In which of these directions does $f$ change fastest and what is the maximum rate of change? The answers are provided by the following theorem:

Suppose $f$ is a differentiable function of two or three variables. The maximum value of the directional derivative $D_{u}f(x,y)$ is MATH and it occurs when u has the same direction as the gradient vector $\nabla f(x).$

 



Tangent Planes to Level Surfaces

Suppose that S is a surface with equations $F(x,y,z)=k$, that is, it is a level surface of a function $F$ of three variables, and let MATH be a point on S. Let C be and curve that lies on the surface S and passes through the point P. Recall that the curve C is described by a continuous vector function MATH Let t$_{0}$ be the parameter value corresponding to P; that is, MATH Since C lies on S, any point MATHmust satisfy the equation of S, that is,

MATH

 

We can then use the Chain Rule to differentiate both sides of the above equation as follows:


MATH

 

 

But since MATH and MATH the equation above can be written as a dot product as follows:


MATH
 

 

In particular, when $t=t_{0}$ we have MATH so


MATH
 

 

 

,

 

Because the gradient vector at P, MATH is perpendicular to the tangent vector MATH to any curve C on S that passes though P. If MATH it is therefore natural to define the tangent plane to the level surface $F(x,y,z)=k$ at MATH that passes through P and has the normal vector of MATH is (in standard equation form):


MATH

 

or using the symmetric equations:


MATH

 

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