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Computing Directional Derivatives


*****

EXERCISES

Problem 1:

Use the definition of directional derivative to compute the directional derivative of the function,

> with(linalg):f := (x,y) -> x/y: 'f(x,y)' = f(x,y);

                                 f(x, y) = x/y

at the point,

> r := vector([6,-2]):

in the direction of the vector,

> v := vector([-1,3])/sqrt(10):



Solution 1

Let's call Dvf the directional derivative. From the definition we have,

> Dvf := Limit('(f(r+h*v)-f(r))/h',h=0);

                                      f(r + h v) - f(r)
                        Dvf := Limit  -----------------
                               h -> 0         h

where in our case,

> p := evalm(r+h*v): Dvf := Limit((f(p[1],p[2])-f(r[1],r[2]))/h,h=0);

                                                 1/2
                                    6 - 1/10 h 10
                                    ----------------- + 3
                                                  1/2
                                    -2 + 3/10 h 10
                     Dvf :=  lim    ---------------------
                            h -> 0            h

which simplifies to,

> Dvf := Limit(simplify((f(p[1],p[2])-f(r[1],r[2]))/h),h=0);

                                               1/2
                                             10
                       Dvf :=  lim    8 ---------------
                              h -> 0                1/2
                                        -20 + 3 h 10

and the directional derivative is then,

> Dvf := limit((f(p[1],p[2])-f(r[1],r[2]))/h,h=0);

                                             1/2
                              Dvf := - 2/5 10

Ofcourse the formula with the grad gives the same answer,

> formula := innerprod(grad(f(x,y),[x,y]), v);

                                           1/2
                                         10    (y + 3 x)
                       formula := - 1/10 ---------------
                                                2
                                               y
> answer := subs({x=6,y=-2},formula);
                                               1/2
                             answer := - 2/5 10



Problem 2:

Find the maximum rate of change of the function,

> g := (x,y) -> sqrt(x^2+2*y): 'g(x,y)' = g(x,y);

                                        2       1/2
                            g(x, y) = (x  + 2 y)

at the point r=(4,10) and the direction at which the maximum rate of change occurs.

Solution 2:

As we have seen before, the maximum rate of change occurs in the direction of the gradient at the point. The gradient is,

> grad_g := grad(g(x,y),[x,y]);

                                     x              1
                   grad_g := [ -------------, ------------- ]
                                 2       1/2    2       1/2
                               (x  + 2 y)     (x  + 2 y)

which at the point of interest simplifies to,

> direction := map(simplify,subs({x=4,y=10},evalm(grad_g)));

                           direction := [ 2/3, 1/6 ]

The rate of change of a function in a given direction is nothing but the directional derivative in that direction. When the direction is given by the grad however, then the rate becomes the magnitud of the gradient (recall that the directional derivative is always equal to the projection of the grad onto that direction). Thus,

> rate := sqrt((2/3)^2+(1/6)^2);

                                             1/2
                               rate := 1/6 17




Problem 3

Imagine your self climbing a mountain of shape,

> z := exp(-((x-1)^2+y^2)/2)+ 2*exp(-((x-2)^2+(y+2)^2)/2);

                          2        2                       2              2
    z := exp(- 1/2 (x - 1)  - 1/2 y ) + 2 exp(- 1/2 (x - 2)  - 1/2 (y + 2) )
> plot3d(z,x=-4..4,y=-4..4,axes=frame);
picture a picture here

If you are standing at the point
(2,0, exp(-1/2) + 2 exp(-2))

in which direction should you proceed initially in order to reach the top of the mountain fastest? At what angle above the horizontal will you be climbing?


Solution 3:

The steepest ascend direction is given by the direction of the gradient,

> grad_z := grad(z,[x,y]):

which at the point of interest takes the value,

> grad_z := map(simplify, subs({x=2,y=0},evalm(grad_z)));

                     grad_z := [ - exp(-1/2), - 4 exp(-2) ]

Notice that this is a vector on the xy plane. To find the angle at which you'll be climbing we need to get the direction in 3D. But when moving on the xy plane in the grad_z direction the hight "z" will be changing at the rate given by the directional derivative of z in that particular direction. This is just what we mean by directional derivative. Hence, the vector (in 3D) showing the direction of steepest ascent at the point, (2,0,exp(-1/2)+2exp(-2)) on the surface of the mountain is,

> u := vector([grad_z[1],grad_z[2],innerprod(grad_z,grad_z)]);

                                                    2             2
          u := [ - exp(-1/2), - 4 exp(-2), exp(-1/2)  + 16 exp(-2)  ]

and the angle that this vector makes with the xy plane is,

> theta := angle(u, vector([grad_z[1],grad_z[2],0]));

                                           2             2 1/2
                                 (exp(-1/2)  + 16 exp(-2) )
  theta := arccos(-----------------------------------------------------------)
                            2             2             2             2 2 1/2
                  (exp(-1/2)  + 16 exp(-2)  + (exp(-1/2)  + 16 exp(-2) ) )

which is approximately

> theta_approx := evalf(theta);

                          theta_approx := .6826030919

or in degrees this is,

> evalf(convert(theta_approx,degrees),4);

                                 39.12 degrees

You should stop and reflect upon the several subtle points touched in the solution of this problem.

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Link to the commands in this file
Carlos Rodriguez <carlos@math.albany.edu>
Last modified: Fri Oct 15 10:20:35 EDT 1999