The Directional Derivative
If f(x,y) is differentiable at a point p = ( p,q) and
if
u =
á m,n
ñ is
a unit vector, then the derivative of f at p in the direction of u is defined to be
(Duf) (p) = |
lim
h®0+
|
|
f( p+hu) - f( p)
h
|
|
| (1) |
We say that Duf is the directional derivative of f in
the direction of u.
For example, in the direction of i we have
(Di f) (p) = |
lim
h®0+
|
|
f( p+hi) - f( p)
h
|
= |
lim
h®0+
|
|
f(p+h,q) - f(p,q)
h
|
= fx(p,q) |
| |
Indeed, the directional derivatives in the directions of i and j, respectively, are the first partial derivatives
Di f =
|
¶f
¶x
|
and Dj f
= |
¶f
¶y
|
|
|
The directional derivative can be interpreted geometrically via vertical slices of the surface z = f(x,y),
where a vertical slice is a curve formed by the
intersection of the surface z = f(x,y) with the vertical plane through
a line r(t) = p+ut
in the xy-plane.
Specifically, the z-coordinate of the vertical slice is z(t) = f(p+tu),
which in non-vector form is z(t) = f(p+mt, q+nt).
The definition of the directional derivative is equivalent to
Since u is a unit vector, the point r(h)
is a distance h from r(0) . Thus, a "run" of h
causes a "rise" of z(h) - z(0).
Thus, as h approaches 0, the slope of the secant line (in blue)
approaches the slope of the tangent line (in red). That is, the slope of the
tangent line at r(0) = p = (p,q) is
z' (0) = |
lim
h® 0
|
|
z(h) - z(0)
h
|
|
|
where z = f(p+mt, q+nt). Moreover, since r(t) = p+ut
implies that r'
(0) = u and since (Du f) (p) =
z' ( 0), the chain rule implies that
(Du f) (p) = |
dz
dt
|
ê ê
|
t = 0
|
= Ñf · r' (0) = Ñf · u |
|
That is, the slope of the tangent line is Ñf · u, where u is a unit vector in the direction of r(t).
Theorem 7.1 The directional derivative of f(x,y) in the direction of a unit vector u
is given by
Moreover, Duf is the slope of the tangent line to the
curve formed by the intersection of z = f( x,y) and the vertical
plane through a point p parallel to a unit vector u in the xy-plane.
Drag red point to change (p,q). Notice that direction of derivative stays fixed.
Moreover, theorem 7.1 confirms what we alluded to in section 3, which is so that fx yields slopes of vertical slices
parallel to the xz-plane and fy yields slopes of vertical slices
parallel to the yz-plane.
EXAMPLE 3 Find the derivative of f( x,y) =
1.1x2 - 0.1xy in the direction of v =
á 3,4
ñ.
Solution: Since v is not a unit vector, we first finds
its direction vector:
u = |
1
v
|
v = |
1
5
|
á 3,4
ñ = |
|
|
3
5
|
, |
4
5
|
|
=
á 0.6, 0.8
ñ
|
|
The gradient of f is Ñf =
á 2.2x - 0.1y, -0.1x ñ, so that
Du f |
= |
á 2.2x -0.1y, -0.1x
ñ ·
á 0.6, 0.8
ñ |
|
= |
0.6( 2.2x - 0.1y)
+ 0.8
(-0.1x ) |
|
= |
1.24x - 0.06y |
|
The applet below shows
Du f at the point
(1,1).
Drag red point to change (p,q). Notice that direction of derivative stays fixed.
Check your Reading: What is Du f at the
point ( 1,1) ?