Taylor's Theorem and Applications: Finding Critical Points and Analyzing Hessian Matrices, Assignments of Vector Analysis

The steps to apply taylor's theorem to find the second degree polynomial approximations of given functions. It also includes instructions for finding critical points, evaluating hessian matrices, finding eigenvalues, and classifying critical points as relative minima, maxima, or saddle points. Two examples are given: one for a function of two variables and another for a function of three variables.

Typology: Assignments

Pre 2010

Uploaded on 08/04/2009

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TaylorsTheorem and Applications
1. Find the second degree Taylor polynomial P2(x)=f(a)+f(a)6(xa)+(xa)TH(a)(xa)
for the following:
a.f(x,y)=x3+3xy +y3;a=(1,1)
b. g(x,y,z)=x2yz +cos(xy);a=(1,π/3,3)
2. Find all critical points for each given function and for each critical point a,
(i).evaluate the Hessian matrix H(a),
(ii).find the eigenvalues of H(a),and
(iii).determine if the xTH(a)xis positive definite,negative definite,or indefinite,and
(iv).classify aas arelative minimum,relative maximum,or saddle point.
.
a.f(x,y)=x3+3xy +y3
b. g(x,y)=3x2y+y33x23y2+2
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Taylors Theorem and Applications

  1. Find the second degree Taylor polynomial P 2 ( x ) = f ( a ) + ∇ f ( a ) 6 ( xa ) + ( xa ) TH ( a )( xa ) for the following: a. f ( x , y ) = x^3 + 3 xy + y^3 ; a = (−1, − 1 ) b. g ( x , y , z ) = x^2 yz + cos( xy ); a = (1, π/3, 3)
  2. Find all critical points for each given function and for each critical point a , (i). evaluate the Hessian matrix H ( a ), (ii). find the eigenvalues of H ( a ), and (iii). determine if the xTH ( a ) x is positive definite, negative definite, or indefinite, and (iv). classify a as a relative minimum, relative maximum, or saddle point.

a. f ( x , y ) = x^3 + 3 xy + y^3 b. g ( x , y ) = 3 x^2 y + y^3 − 3 x^2 − 3 y^2 + 2