1/29/2017 TheGradientandDirectionalDerivative

TheGradientandDirectionalDerivative
Thegradientofafunctionw=f(x,y,z)isthevectorfunction:

Forafunctionoftwovariablesz=f(x,y),thegradientisthetwodimensionalvector<f_x(x,y),f_y(x,y)>.This
definitiongeneralizesinanaturalwaytofunctionsofmorethanthreevariables.

Examples

Forthefunctionz=f(x,y)=4x^2+y^2.Thegradientis

Forthefunctionw=g(x,y,z)=exp(xyz)+sin(xy),thegradientis

GeometricDescriptionoftheGradientVector

Thereisanicewaytodescribethegradientgeometrically.Considerz=f(x,y)=4x^2+y^2.Thesurfacedefinedby
thisfunctionisanellipticalparaboloid.Thisisabowlshapedsurface.Thebottomofthebowlliesattheorigin.
Thefigurebelowshowsthelevelcurves,definedbyf(x,y)=c,ofthesurface.Thelevelcurvesaretheellipses
4x^2+y^2=c.

Thegradientvector<8x,2y>isplottedatthe3points(sqrt(1.25),0),(1,1),(0,sqrt(5)).Astheplotshows,the
gradientvectorat(x,y)isnormaltothelevelcurvethrough(x,y).Aswewillseebelow,thegradientvector
pointsinthedirectionofgreatestrateofincreaseoff(x,y)

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1/29/2017 TheGradientandDirectionalDerivative

Inthreedimensionsthelevelcurvesarelevelsurfaces.Again,thegradientvectorat(x,y,z)isnormaltolevel
surfacethrough(x,y,z).

DirectionalDerivatives

Forafunctionz=f(x,y),thepartialderivativewithrespecttoxgivestherateofchangeoffinthexdirectionand
thepartialderivativewithrespecttoygivestherateofchangeoffintheydirection.Howdowecomputethe
rateofchangeoffinanarbitrarydirection?

Therateofchangeofafunctionofseveralvariablesinthedirectionuiscalledthedirectionalderivativeinthe
directionu.Hereuisassumedtobeaunitvector.Assumingw=f(x,y,z)andu=<u_1,u_2,u_3>,wehave

Hence,thedirectionalderivativeisthedotproductofthegradientandthevectoru.Notethatifuisaunitvector
inthexdirection,u=<1,0,0>,thenthedirectionalderivativeissimplythepartialderivativewithrespecttox.For
ageneraldirection,thedirectionalderivativeisacombinationoftheallthreepartialderivatives.

Example

Whatisthedirectionalderivativeinthedirection<1,2>ofthefunctionz=f(x,y)=4x^2+y^2atthepointx=1and
y=1.Thegradientis<8x,2y>,whichis<8,2>atthepointx=1andy=1.Thedirectionuis<2,1>.Convertingthis
toaunitvector,wehave<2,1>/sqrt(5).Hence,

DirectionsofGreatestIncreaseandDecrease

Thedirectionalderivativecanalsobewritten:

wherethetaistheanglebetweenthegradientvectorandu.Thedirectionalderivativetakesonitsgreatest
positivevalueiftheta=0.Hence,thedirectionofgreatestincreaseoffisthesamedirectionasthegradient
vector.Thedirectionalderivativetakesonitsgreatestnegativevalueiftheta=pi(or180degrees).Hence,the
directionofgreatestdecreaseoffisthedirectionoppositetothegradientvector.

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