Functions of Several Variables Flashcards
What is a Directional Derivative?
Rate of change of f(x,y,z) in arbitrary direction u = (u,v,w)
Different for each point on the graph.
The Gradient Vector
∇f = (∂f/∂x , ∂f/∂y , ∂f/∂z)
Directional Derivative Formula
u/mag(u) * ∇f
Steps of Directional Derivative Questions
Magnitude of Directional Derivative
mag(∇f)
FoSV Chain Rule
df/dt = (∂f/∂x)(∂x/∂t) + (∂f/∂y)(∂y/∂t)
Hessian Matrix
Matrix of second partial derivatives for a 2 variable function.
H(f) = ( fxx fxy )
( fyx fyy )
What is Hessian Matrix used for
Used to help identify stationary points of a 2 variable function.
How to find stationary points of a 2 variable function?
1) Calculate fx = 0 & fy = 0
2) Calculate Determinant of Hessian Matrix @ fx & fy =0
3) Calculate fxx
Seperation of Variables for PDEs
Multiple Integration
∫∫ f(x)*g(y) dxdy
1) Integrate w.r.t dx
2) Integrate w.r.t dy
Doesn’t matter which order they are in.
Using Polar Co-ordinates in Multiple Integrals
x = rcos(θ) y = rsin(θ)
where:
r = Magnitude
θ = Argument (like complex numbers)
Do straight replacement and use Jacobian Matrix.