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MATH
[1251]

Seen Questions

Worked solutions on composite functions, partial differential equations, critical points and classification of extrema.

These past exam questions practise partial derivatives of composite functions and the location and classification of critical points, including a case where the Hessian test is inconclusive.

[DEFINITION]

Partial derivative

For f:D→Rf:D\to\mathbb{R} with D⊆RnD\subseteq\mathbb{R}^n, at an interior point x∈D\mathbf{x}\in D, the partial derivative with respect to xix_i is the one-variable derivative obtained by varying xix_i and holding every other coordinate fixed:

∂f∂xi(x)=lim⁡h→0f(x1,…,xi+h,…,xn)−f(x)h,\frac{\partial f}{\partial x_i}(\mathbf{x}) = \lim_{h\to0} \frac{ f(x_1,\ldots,x_i+h,\ldots,x_n)-f(\mathbf{x}) }{h},

when the limit exists.

[EXAMPLE]

A composite function and a partial differential equation

Let f:R→Rf:\mathbb R\to\mathbb R be an odd differentiable function. Define

F:R2→R,F(x,y)=f(x2+xy+2y2).F:\mathbb R^2\to\mathbb R, \qquad F(x,y)=f(x^2+xy+2y^2).

(a) Differentiating FF with respect to yy gives

∂F∂y=g(x,y)f′(x2+xy+2y2).\frac{\partial F}{\partial y} =g(x,y)f'(x^2+xy+2y^2).

Find g(x,y)g(x,y).

(b) FF satisfies

g(x,y)∂F∂x−h(x,y)∂F∂y=0.g(x,y)\frac{\partial F}{\partial x} -h(x,y)\frac{\partial F}{\partial y}=0.

Find a polynomial h(x,y)h(x,y) that makes this identity hold for every such ff.

(c) Given that F(x,x)=−6x2F(x,x)=-6x^2 for all x∈Rx\in\mathbb R, find the rule for ff and then the rule for FF.

Solution

Set

q(x,y)=x2+xy+2y2,F(x,y)=f(q(x,y)).q(x,y)=x^2+xy+2y^2, \qquad F(x,y)=f(q(x,y)).

The function qq is a polynomial, so it is differentiable everywhere. Since ff is differentiable everywhere, the multivariable chain rule applies throughout R2\mathbb R^2:

∂F∂x=f′(q)∂q∂x,∂F∂y=f′(q)∂q∂y.\frac{\partial F}{\partial x}=f'(q)\frac{\partial q}{\partial x}, \qquad \frac{\partial F}{\partial y}=f'(q)\frac{\partial q}{\partial y}.

(a) Finding gg

Differentiate the inner function with respect to yy, holding xx fixed:

∂q∂y=x+4y.\frac{\partial q}{\partial y}=x+4y.

Therefore

∂F∂y=(x+4y)f′(q(x,y))=(x+4y)f′(x2+xy+2y2),\frac{\partial F}{\partial y} =(x+4y)f'(q(x,y)) =(x+4y)f'(x^2+xy+2y^2),

so

g(x,y)=x+4y.{g(x,y)=x+4y}.

(b) Finding hh

The other partial derivative is

∂q∂x=2x+y,∂F∂x=(2x+y)f′(q(x,y)).\frac{\partial q}{\partial x}=2x+y, \qquad \frac{\partial F}{\partial x} =(2x+y)f'(q(x,y)).

Substituting both derivatives into the proposed equation gives

g(x,y)∂F∂x−h(x,y)∂F∂y=(x+4y)(2x+y)f′(q)−h(x,y)(x+4y)f′(q).\begin{aligned} g(x,y)\frac{\partial F}{\partial x} -h(x,y)\frac{\partial F}{\partial y} &=(x+4y)(2x+y)f'(q)\\ &\quad{}-h(x,y)(x+4y)f'(q). \end{aligned}

Choosing

h(x,y)=2x+y{h(x,y)=2x+y}

makes the two terms identical, so their difference is zero:

(x+4y)(2x+y)f′(q)−(2x+y)(x+4y)f′(q)=0.(x+4y)(2x+y)f'(q)-(2x+y)(x+4y)f'(q)=0.

For a particular ff, the equation need not determine hh: if ff is constant, both partial derivatives of FF vanish and any hh works. The displayed polynomial works for every differentiable ff.

(c) Recovering ff and FF

Putting y=xy=x in the definition of FF gives

x2+xy+2y2∣y=x=x2+x2+2x2=4x2.x^2+xy+2y^2\big|_{y=x} =x^2+x^2+2x^2 =4x^2.

The supplied condition therefore becomes

f(4x2)=−6x2for every x∈R.f(4x^2)=-6x^2 \qquad\text{for every }x\in\mathbb R.

The quantity 4x24x^2 ranges over [0,∞)[0,\infty). If t≥0t\ge0, choose x=t2x=\frac{\sqrt t}{2} to obtain

f(t)=−6(t2)2=−32t.f(t)=-6\left(\frac{\sqrt t}{2}\right)^2 = -\frac32t.

The hypothesis that ff is odd extends this rule to negative inputs. If t<0t<0, then −t>0-t>0, so

f(t)=−f(−t)=−(−32(−t))=−32t.f(t)=-f(-t) =-\left(-\frac32(-t)\right) =-\frac32t.

The same formula also gives f(0)=0f(0)=0, so altogether

f(t)=−32t(t∈R).{f(t)=-\frac32t\qquad(t\in\mathbb R)}.

Substitution into F(x,y)=f(q(x,y))F(x,y)=f(q(x,y)) gives

F(x,y)=−32(x2+xy+2y2).{ F(x,y) =-\frac32(x^2+xy+2y^2) }.

As a check,

F(x,x)=−32(4x2)=−6x2,F(x,x)=-\frac32(4x^2)=-6x^2,

and the partial derivatives of this final expression satisfy the equation by the cancellation in part (b).

The diagonal condition samples ff only at non-negative arguments, since x2+xy+2y2=(x+y/2)2+7y2/4≥0x^2+xy+2y^2=(x+y/2)^2+7y^2/4\ge0. Oddness supplies the missing negative half-line.

The key course idea is the partial derivative of a composite function: differentiate the outer function and multiply by the partial derivative of the inner function.

[DEFINITION]

Critical and stationary points

For f:D→Rf:D\to\mathbb{R}, an interior point x0∈int⁡(D)\mathbf{x}_0\in\operatorname{int}(D) is a critical point if ff is not differentiable at x0\mathbf{x}_0 or if ∇f(x0)=0\nabla f(\mathbf{x}_0)=\mathbf{0}. A point at which the gradient exists and is zero is called a stationary point.

[EXAMPLE]

Critical points depending on a parameter

Consider

f(x,y)=x4+y4−a(x−y)2,a≠0.f(x,y)=x^4+y^4-a(x-y)^2, \qquad a\ne0.

(a)

Find aa such that ff has at least two critical points. Give the answer as a set or an interval.

(b)

For the case where ff has multiple critical points, classify the saddle points, local minimum points and local maximum points and give their coordinates.

Solution

Because ff is a polynomial, its gradient exists everywhere, so the critical points are exactly the solutions of fx=fy=0f_x=f_y=0. These equations also give the condition on aa. The Hessian then classifies the non-zero candidates; at the origin the Hessian test is inconclusive, so we compare values along two lines.

The first partial derivatives are

fx=4x3−2a(x−y),fy=4y3+2a(x−y).f_x=4x^3-2a(x-y), \qquad f_y=4y^3+2a(x-y).

At a stationary point,

4x3−2a(x−y)=0,4y3+2a(x−y)=0.4x^3-2a(x-y)=0, \qquad 4y^3+2a(x-y)=0.

Adding these equations eliminates the parameter term:

4x3+4y3=0⟹x3+y3=0.4x^3+4y^3=0 \quad\Longrightarrow\quad x^3+y^3=0.

Over the reals,

x3+y3=(x+y)(x2−xy+y2),x^3+y^3=(x+y)(x^2-xy+y^2),

and

x2−xy+y2=12((x−y)2+x2+y2)≥0,x^2-xy+y^2 =\frac12\bigl((x-y)^2+x^2+y^2\bigr) \ge0,

with equality only at (x,y)=(0,0)(x,y)=(0,0). Hence every real stationary point satisfies y=−xy=-x. Substituting this into the first stationary equation gives

4x3−2a(2x)=0⟹4x(x2−a)=0.4x^3-2a(2x)=0 \quad\Longrightarrow\quad 4x(x^2-a)=0.

Thus (0,0)(0,0) is always a critical point. The other possibilities satisfy

x2=a.x^2=a.

Since x2≥0x^2\ge0 and a≠0a\ne0, these additional real points exist exactly when a>0a>0. Therefore the answer to part (a) is

a∈(0,∞).{a\in(0,\infty)}.

For every such aa, put s=as=\sqrt a. The complete list of critical points is

(0,0),(s,−s),(−s,s).(0,0),\qquad (s,-s),\qquad (-s,s).

To classify the two non-zero points, compute the second partial derivatives:

fxx=12x2−2a,fyy=12y2−2a,fxy=fyx=2a.f_{xx}=12x^2-2a, \qquad f_{yy}=12y^2-2a, \qquad f_{xy}=f_{yx}=2a.

At either point with x2=y2=ax^2=y^2=a, the Hessian is

Hf=(10a2a2a10a),D=det⁡(Hf)=100a2−4a2=96a2>0.H_f= \begin{pmatrix} 10a&2a\\ 2a&10a \end{pmatrix}, \qquad D=\det(H_f)=100a^2-4a^2=96a^2>0.

Also, fxx=10a>0f_{xx}=10a>0. The second-order partial derivative test therefore classifies both points as local minima:

(x,y)=(a,−a), (−a,a) are local minimum points.{(x,y)=(\sqrt a,-\sqrt a),\ (-\sqrt a,\sqrt a) \text{ are local minimum points}.}

At the origin,

Hf(0,0)=(−2a2a2a−2a),det⁡Hf(0,0)=0,H_f(0,0)= \begin{pmatrix} -2a&2a\\ 2a&-2a \end{pmatrix}, \qquad \det H_f(0,0)=0,

so the Hessian test does not decide the classification. Compare the function along two lines through the origin. On y=xy=x,

f(t,t)=t4+t4=2t4>0(t≠0),f(t,t)=t^4+t^4=2t^4>0 \qquad(t\ne0),

whereas on y=−xy=-x,

f(t,−t)=2t4−4at2=2t2(t2−2a)<0f(t,-t)=2t^4-4at^2 =2t^2(t^2-2a)<0

whenever 0<∣t∣<2a0<|t|<\sqrt{2a}. Since f(0,0)=0f(0,0)=0, every neighbourhood of the origin contains points where ff is larger and points where ff is smaller than its value at the origin. Thus the origin is a saddle point.

There are no other critical points, so the requested classification for a>0a>0 is

one saddle point at (0,0),{\text{one saddle point at }(0,0),}two local minimum points at (a,−a), (−a,a),{\text{two local minimum points at } (\sqrt a,-\sqrt a),\ (-\sqrt a,\sqrt a),}

and

no local maximum points.{\text{no local maximum points}.}

This follows the local extrema workflow: the stationary equations supply every candidate and the Hessian test classifies the two non-zero points. Where the determinant is zero, a direct comparison along lines exhibits the opposite signs that define a saddle. The parameter aa decides whether the two minima exist.

[DEFINITION]

Critical and stationary points

For f:D→Rf:D\to\mathbb{R}, an interior point x0∈int⁡(D)\mathbf{x}_0\in\operatorname{int}(D) is a critical point if ff is not differentiable at x0\mathbf{x}_0 or if ∇f(x0)=0\nabla f(\mathbf{x}_0)=\mathbf{0}. A point at which the gradient exists and is zero is called a stationary point.

[EXAMPLE]

Finding and classifying a critical point

Let ff be the function

f(x,y)=−4x2+3y2+x+3y−30.f(x,y)=-4x^2+3y^2+x+3y-30.

(a) Finding the single critical point

Find the single critical point of ff.

Because ff is a polynomial, its first partial derivatives exist everywhere in R2\mathbb{R}^2. Compute them by treating the other variable as constant:

fx(x,y)=−8x+1,fy(x,y)=6y+3.f_x(x,y)=-8x+1, \qquad f_y(x,y)=6y+3.

A stationary point and hence a critical point, must satisfy

fx(x,y)=0,fy(x,y)=0.f_x(x,y)=0, \qquad f_y(x,y)=0.

Solving the two equations separately gives

−8x+1=0⟹x=18,-8x+1=0 \quad\Longrightarrow\quad x=\frac18,

and

6y+3=0⟹y=−12.6y+3=0 \quad\Longrightarrow\quad y=-\frac12.

Therefore the single critical point is

(x,y)=(18,−12).{(x,y)=\left(\frac18,-\frac12\right)}.

(b) Classifying the critical point

The possible choices are:

  • local minimum;
  • local maximum;
  • inconclusive;
  • saddle point.

To classify the point, use the second-order partial derivative test. The Hessian matrix is constant:

Hf(x,y)=(fxxfxyfyxfyy)=(−8006).H_f(x,y) = \begin{pmatrix} f_{xx}&f_{xy}\\ f_{yx}&f_{yy} \end{pmatrix} = \begin{pmatrix} -8&0\\ 0&6 \end{pmatrix}.

Its determinant is

D=det⁡Hf=(−8)(6)−02=−48<0.D=\det H_f =(-8)(6)-0^2 =-48<0.

Since D<0D<0, the Hessian is indefinite and the second-order test classifies the critical point as a saddle point. Thus the correct option is saddle point.

The classification can be checked directly by completing the square:

f(x,y)=−4(x−18)2+3(y+12)2−49116.\begin{aligned} f(x,y) &=-4\left(x-\frac18\right)^2 +3\left(y+\frac12\right)^2 -\frac{491}{16}. \end{aligned}

At the critical point,

f(18,−12)=−49116.f\left(\frac18,-\frac12\right)=-\frac{491}{16}.

If we move in the xx-direction by setting x=18+tx=\frac18+t and y=−12y=-\frac12, then

f(18+t,−12)=−49116−4t2<−49116(t≠0).f\left(\frac18+t,-\frac12\right) =-\frac{491}{16}-4t^2 <-\frac{491}{16} \qquad(t\ne0).

If instead we move in the yy-direction by setting x=18x=\frac18 and y=−12+ty=-\frac12+t, then

f(18,−12+t)=−49116+3t2>−49116(t≠0).f\left(\frac18,-\frac12+t\right) =-\frac{491}{16}+3t^2 >-\frac{491}{16} \qquad(t\ne0).

Arbitrarily close to the critical point there are therefore both larger and smaller function values, which is the defining behaviour of a saddle point.

The local extrema method locates the candidate with the stationary-point equations and classifies it with the Hessian determinant. The completed-square form shows the same thing directly: the surface curves down in one coordinate direction and up in the other.

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