Finding the Extreme Values of a Function of Two Variables, Study notes of Mathematics

Information on how to find the extreme values of a function of two variables, including absolute minimum and maximum values, as well as saddle points. The concept of a critical point and the role of the first and second partial derivatives in identifying extreme values. It also discusses the value theorem and the importance of checking the boundary for extreme values.

Typology: Study notes

Pre 2010

Uploaded on 03/28/2010

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regionaround(^ , ).

at , if , , forallpoints , insome

Afunctionoftwovariableshasa

a b

a b f x y ≤ f ab x y

local maximum

regionaround(^ , ).

at , if , , forallpoints , insome

Afunctionoftwovariableshasa

a b

a b f x y ≥ f ab x y

local minimum

  • outside the region it is possible that the function could be larger
  • outside the region it is possible that the function could be smaller

A point ( a , b ) iscalleda criticalpoint of f isoneofthefollowingistrue:

i ) ∇ f ( a , b ) = 0 ,thatisBOTH fx ( a , b ) = 0 and fy ( a , b ) = 0

ii ) fx ( a , b ) and/or fy ( a , b ) doesn'texist

( )

derivativesof exist ther e

andthefirstpartial

localminimumat ,

hasalocalmaximumor

f

ab

f

f x ( a , b ) = 0 and fy ( a , b ) = 0

( a , b ) isacriticalpoint

( a b )

f

localminimumat ,

hasalocalmaximumor

( a , b ) isacriticalpoint

notallcriticalpointsleadtoalocalmaximumorlocalminimum

2 2 2

1 z = yx

maximum in the direction of the x-axis

minimum in the direction of the y-axis

f ( 0 , 0 ) = 0

the graph is in the shape of a saddle

the point (0,0,0) is called a saddlepoint

( )

( ) ( )

( ab )

f ab f ab

ab

x y

contiuousinsomeregionaround ,

thesecondpartialderivativesare

and

, 0 and , 0

Findallcriticalpoints , such that

( )( ) ( )

Evaluate at thesecritical points

Let

2

D

f f f f f

f f D (^) xx yy xy xy yy

xx xy = = −

D ( a , b ) > 0

f ( a , b ) > 0 xx

f ( a , b ) < 0 xx

f ( a , b ) isa localminimum

f ( a , b ) isa localmaximum

D ( a , b ) < 0 f (^ a , b )^ isa saddlepoint

D ( a , b ) = 0 thetestgivesnoinformation

at( a , b ) if f ( x , y ) f ( a , b ) forallpointsin thedomainof f

Afunctionoftwovariableshasan

absolute maximum

at ( a , b ) if f ( x , y ) f ( a , b ) forallpointsin thedomainof f

Afunctionoftwovariableshasan

absolute minimum

Usually the domain is restricted to some region

( )

1 1 and 1 1

RestrictedDomain:

, 4

2 2 2

− ≤ ≤ − ≤ ≤

= + + +

x y

f x y x y x y

absolute maximum

absolute minimum

iscalled ifitincludesits boundary.

A regioninR forusthiswillbethe plane

2

closed

xy

( inother wordsaregionisboundedifitisfinite)

iscalled ifitiscontainedwithinsomedisk

A regioninR forusthiswillbethe plane

2

bounded

xy

( )

2 closedboundedregion in

, iscontinuousinsome

ExtremeValueTheorem

S R

f xy

( , ) isanabsoluteminimum

sothat , isanabsolutemaximumand

therearepoints , and , in theregion

fc d

fab

ab cd S

This tells us that the points exist but it doesn’t tell us how to find them.

valuesof acontinuousfunction onaclosedregion :

Tofindtheabsolutemaximumandabsoluteminimum

f S

)

Evaluatethefunctionateachofthese points

1 Findallthecriticalpointsof f thatliein theregion S

)

theboundary. (This turnsintoaCalcIproblem)

2 Findallextremevaluesof f thatlieon

)

minimumvalueofthefunction f

steps 1 and 2 aretheabsolutemaximumvalueandabsolute

3 Thelargestandsmallestofthevaluesfoundin

( )

2 f x y , = x + xy

f (^) x = 2 x + y 0 f (^) y = x

set

( ) (^) {( ) }

2

Find the absolute maximum and absolute minimum values of

f x y , = x + xy on the region S : x y , x ≤ 2, y ≤ 1

1 ) Find possible critical pts. inside the region

set

Both have to be true at the same time plugging in x = 0 into f (^) xy = 0

( )

Critical pt.

2 ) Find all extreme values of f that lie on the boundary.

L 1

L 2

L 3

L 4

a ) L 1 : x = − 2 ( ) ( ) ( )

2 f − 2, y = − 2 + − 2 yf on L 1 = − 2 y + 4

f ′^ on L 1 = − 2 ≠ 0

no extreme points on L 1

c ) L 3 : x = 2 (^ )^

2 f 2, y = 2 + 2 yf on L 3 = 2 y + 4 f ′ on L 3 = 2 ≠ 0

no extreme points on L 3

b ) L 2 : y = 1 (^ )^

2 f x ,1 = x + x^2 ⇒ f on L 2 = x + x f ′^ on L 2 = 2 x + 1 0

set = ⇒ x = − 21

1 2 ,

d ) L 4 : y = − 1 ( )

2 f x , − 1 = xxf on L 4 = x^2 − x

f ′^ on L 4 = 2 x − 1 1 ⇒ x = (^2)

1 2 ,^ −^1

f ( 0, 0 )= 0 ( )

1 1 f (^) 2 ,1 4 − −

1 1 f (^) 2 ,1 4 − − =

absolute maximum absolute minimum absolute minimum