Section 4.4 - Differentials, Differentiability, Linearizations, and Tangent Planes

Section Objectives

  1. Determine if a function of two variables is differentiable.
  2. Compute the total differential of a function and use it to approximate change.
  3. Find an equation of the plane tangent to a given surface at a point.
  4. Find parametric equations for the line normal to a given surface at a point.
  5. Use tangent planes (i.e., linearizations) to approximate function values.



Differentials

Let f be a two-variable function whose 1st-order partial derivatives exist at (x,y). Also let Δx and Δy be increments of x and y, respectively. The differentials of x and y are defined by

dx=Δxanddy=Δy,

and the total differential of z=f(x,y) is defined by

dz=fx(x,y)dx+fy(x,y)dy.


Examples







Roughly speaking, a total differential tells us how a infinitesimal change in the dependent variable is related to small changes in the independent variables. In this way, the total differential dz approximates the increment Δz:

Δzdz=fx(x,y)dx+fy(x,y)dy,

where Δz=f(x+Δx,y+Δy)f(x,y). To "approximate by differentials" is to use the approximation Δzdz.



Examples




T=2πLg,

where g is the acceleration due to gravity. A pendulum is moved from a location where g=32.09 ft/s2 to a location where g=32.23 ft\s2. There was also a temperature change that resulted in a change in the length of the pendulum from 2.5 ft to 2.48 ft. Use differentials to approximate the corresponding change in the pendulum's period.




Differentiability

For functions of a single variable, "having a derivative" and "being differentiable" mean the same thing. For functions of several variables, however, the partial derivative is a weaker concept than the corresponding Calculus I derivative. For example, for functions of a single variable, wherever the derivative exists, the function is automatically continuous. For multi-variable functions, the existence of partial derivatives does not necessarily imply continuity.


Our goal now is to generalize Calculus I differentiability to multi-variable functions so that the new generalized idea retains the "strength" it initially had.


Definition

Let z=f(x,y). The function f is differentiable at (x,y) if Δz=f(x+Δx,y+Δy)f(x,y) can be written in the form

Δz=fx(x,y)Δx+fy(x,y)Δy+ϵ1Δx+ϵ2Δy,

where ϵ1 and ϵ2 are functions of x, y, Δx, and Δy having the the property that (ϵ1,ϵ2)(0,0) as (Δx,Δy)(0,0).


According to this definition, to be differentiable means that a function can be well-approximated by differentials and that the approximation gets better and better as Δx and Δy get small. This is completely analogous to the definition of differentiability in Calculus I, but it wasn't presented there in quite the same way. With this definition of differentiability, we can continue to say that differentiability implies continuity: If a function of any number of variables is differentiable at a point, then it is continuous at that point.



Examples




You have noticed by now (after only one example!) that the definition of differentiability is rather difficult to work with. Fortunately, we have the following theorem.


Theorem

If f(x,y) is a function such that f, fx, and fy all exist and are continuous in a neighborhood of (a,b), then f is differentiable at (a,b).




Linearizations

Let's return now to the idea of approximation by differentials:

Δz=f(x+Δx,y+Δy)f(x,y)fx(x,y)Δx+fy(x,y)Δy.

Solving the approximation for f(x+Δx,y+Δy) gives

f(x+Δx,y+Δy)f(x,y)+fx(x,y)Δx+fy(x,y)Δy.

If we substitute x0 for x and y0 for y, the last expression takes the form

f(x0+Δx,y0+Δy)f(x0,y0)+fx(x0,y0)Δx+fy(x0,y0)Δy.

According to this approximation, at an arbitrary point (x,y) that is close to (x0,y0), we should expect

f(x,y)f(x0,y0)+fx(x0,y0)(xx0)+fy(x0,y0)(yy0).

The right-hand side of this expression is a linear function of the variables x and y, and this motivates the following definition.


Definition

Suppose the function f has contiuous first partial derivatives in a neighborhood of the point (x0,y0). The linearization of f at (x0,y0) is given by

L(x,y)=f(x0,y0)+fx(x0,y0)(xx0)+fy(x0,y0)(yy0).

The approximation f(x,y)L(x,y) is called the standard linear approximation at (x0,y0).


If f is a differentiable function, we should expect this approximation to be pretty good near the point (x0,y0). Of course, the farther we get from (x0,y0), the less we should expect from the approximation.



Examples










Tangent planes

You may have not noticed, but the graph of the linearization z=L(x,y) is a plane. Take a closer look:

z=f(x0,y0)+fx(x0,y0)(xx0)+fy(x0,y0)(yy0).

This is a linear equation in the three variables x, y, and z (everything else is a number). Therefore, its graph is a plane in 3-dimensional space. In fact, that plane is the tangent plane. Analogous to a tangent line, the plane is tangent to the graph f at the point (x0,y0). We will come back to this idea in section 4.6, but for now, let's do a few examples.



Examples