0:00 / 0:00

Gradient and Directional Derivative

The gradient of a function represents the rate of change of a function, it is defined as
f(x,y)=fx, fy=fxi+fyj\displaystyle \nabla f(x,y)=\left\langle f_x,\ f_y\right\rangle=\frac{\partial f}{\partial x}\vec{i}+\frac{\partial f}{\partial y}\vec{j}
and
f(x,y,z)=fx, fy, fz=fxi+fyj+fzk\displaystyle\nabla f(x,y,z)=\left\langle f_x,\ f_y,\ f_z\right\rangle=\frac{\partial f}{\partial x}\vec{i}+\frac{\partial f}{\partial y}\vec{j}+\frac{\partial f}{\partial z}\vec{k}
  • It is a vector!
  • The gradient vector points in the direction of maximum increase, and the magnitude of this vector represents the maximum rate of change.
Example
Find the gradient of the function f(x,y)=sinx+e2x2yf\left(x,y\right)=\sin x+e^{2x^2y} at the point (x,y)=(0, 1)\left(x,y\right)=\left(0,\ 1\right).
f=fx, fy=cosx+e2x2y(4xy), e2x2y(2x2)\nabla f=\left\langle f_x,\ f_y\right\rangle=\left\langle\cos x+e^{2x^2y}\left(4xy\right),\ e^{2x^2y}\left(2x^2\right)\right\rangle
f(0,1)=0, 0\nabla f\left(0,1\right)=\left\langle0,\ 0\right\rangle


PAGE BREAK
The directional derivative tells us the rate of change of a function z=f(x,y)z=f\left(x,y\right) in the direction of a unit vector u=a, b\vec{u}=\left\langle a,\ b\right\rangle, and is defined by
Du f=fx a+fy b\displaystyle D_{\vec{u}}\ f=f_x\ a+f_y\ b
or
Du f=fuD_{\vec{u}}\ f=\nabla f\cdot\vec{u}
  • It is a scalar!
  • It is the projection of the gradient vector along the unit vector u\vec{u}
  • Its maximum value is when the unit vector u\vec{u} is in the direction of the gradient vector, and is equal to f\left|\nabla f\right|
Example
Suppose that f(x,y)=x22xy+3y2f\left(x,y\right)=x^2-2xy+3y^2 and u\vec{u} is the unit vector with an angle of θ=π4\theta=\frac{\pi}{4} with the positive x-axis.
a.) Find Du f(0, 1)D_{\vec{u}\ }f\left(0,\ 1\right).
b.) In what direction does ff have the max rate of change at this point? What is the max rate of change?
a.) Since θ=π4\theta=\frac{\pi}{4}, we know that u=cosπ4, sinπ4=12,12\vec{u}=\left\langle\cos\frac{\pi}{4},\ \sin\frac{\pi}{4}\right\rangle=\langle\frac{1}{\sqrt 2},\frac{1}{\sqrt 2}\rangle
Method 1
Du f=(2x2y)(12)+(2x+6y)(12)D_{\vec{u}}\ f=\left(2x-2y\right)\left(\frac{1}{\sqrt{2}}\right)+\left(-2x+6y\right)\left(\frac{1}{\sqrt{2}}\right)
Du f(0,1)=(02)(12)+(0+6)(12)=42 or 22D_{\vec{u}}\ f\left(0,1\right)=\left(0-2\right)\left(\frac{1}{\sqrt{2}}\right)+\left(0+6\right)\left(\frac{1}{\sqrt{2}}\right)=\frac{4}{\sqrt{2}}\ \text{or}\ 2\sqrt{2}
Method 2
f=2x2y,2x+6y\nabla f=\left\langle2x-2y,-2x+6y\right\rangle
Du f=2x2y, 2x+6y12,12=(2x2y)(12)+(2x+6y)(12)D_{\vec{u}}\ f=\left\langle2x-2y,\ -2x+6y\right\rangle\cdot\left\langle\frac{1}{\sqrt{2}},\frac{1}{\sqrt{2}}\right\rangle=\left(2x-2y\right)\left(\frac{1}{\sqrt{2}}\right)+\left(-2x+6y\right)\left(\frac{1}{\sqrt{2 }}\right)
Du f(0,1)=(02)(12)+(0+6)(12)=42 or 22D_{\vec{u}}\ f\left(0,1\right)=\left(0-2\right)\left(\frac{1}{\sqrt{2}}\right)+\left(0+6\right)\left(\frac{1}{\sqrt{2}}\right)=\frac{4}{\sqrt{2}}\ \text{or}\ 2\sqrt{2}

b.) ff increases fastest (max rate of change) in the direction of the gradient vector at this point f(0,1)=2, 6\nabla f\left(0,1\right)=\left\langle-2,\ 6\right\rangle, and its maximum value is 2,6=40\left|\left\langle-2,6\right\rangle\right|=\sqrt{40}

Practice: Gradient and directional derivative

For the function f(x,y)=x2y3+xy,f (x, y ) = x^2y^3 +\sqrt{xy},

a) Calculate directional derivative in the direction of the unit vector which makes angle π/3\pi/3 with the polar axis.
b) In which direction does the maximum directional derivative occur and what is this maximum value?
c) Answer a) and b) again at the point (1,1)(1,1)

Select the correct answer for c) only.