Extrema

I.  Homework

II.  Definition of Relative Max and Min

A function f(x,y) has a relative maximum at (a,b) if there is a delta neighborhood centered at (a,b) such that

f(a,b) > f(x,y)

similarly there is a relative minimum at (x,y) if

f(a,b) < f(x,y)

for all (x,y) in the delta neighborhood.  

Theorem:  If f(x,y) has a relative maximum or minimum then fx  =  fy = 0 there.

A visual proof will be given in class.

Example   Let f(x,y) = x2 + xy - 2y + x - 1

then fx  = 2x + y + 1 and  fy = x - 2

so that x - 2 = 0 or x = 2

Hence 2(2) + y + 1 = 0  so y = 5

A possible extrema is (2,-5)

Theorem (Second Derivative Test For Functions of Two Variables)

We call the matrix:  
fxx fxy
fyx fyy

the hessian then the determinant is  

D = fxxfyy - fxy2 

then if fx  =  fy = 0 we have the following

D fxx Type
>0 >0 Rel Min
>0 <0 Rel Max
<0 any Saddle
= 0 any Test Fails

We will discus saddle points in class

Example:

Let f(x,y) = -x2 - 5y2 + 8x - 10y - 13   

then fx  =   -2x + 8 and  fy =  -10y - 10 these are zero at (4,-1)

we have fxx = -2,  fyy = -10, and fxy = 0 Hence

D = (-2)(-10) - 0 > 0

so f has a relative maximum at (4,-1)

Example:  Let

f(x,y) = 4xy - x4 - y4

The fx  =  4y - 4x3 and  fy = 4x - 4y3

We solve:

4y - 4x3 = 0 so that y = x3  

Hence 4x - 4(x3)3 = 0

x - x9 = 0 so that x = 1 or x = 0 or x = -1

this gives us the points (1,1), (0,0) and (-1,-1)

We have fxx = -12x2,  fyy = -12y2, and fxy =  4

Hence D = 144x2y2 - 16

We write the table:

Point D fxx Type
(1,1) 126 -12 Max
(0,0) -16 0 Saddle
(-1,-1) 126 -12 Max