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M310 L05 14'7 Maxima, Minima, Saddles

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A functional has a local maximum at (a,b) iff there is a neighborhood of (a,b) ... The determinant H is called the Hessian of f. ... – PowerPoint PPT presentation

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Title: M310 L05 14'7 Maxima, Minima, Saddles


1
M310 L05 14.7 Maxima, Minima, Saddles
  • Polynomial Approximations
  • Functionals
  • Critical Points grad F 0
  • Local Extremes
  • Second Derivatives Test
  • Absolute Extremes

2
14.7 Polynomial Approximations
3
14.7 Local Extremes
A functional has a local maximum at (a,b) iff
there is a neighborhood of (a,b) in which f(x,y)
is not more than f(a,b). A functional has a local
minimum at (a,b) iff there is a neighborhood of
(a,b) in which f(x,y) is not less than
f(a,b). THEOREM If f has either a local maximum
or a local minimum at (a,b), then grad f(a,b)
0. Remark grad f(a,b) 0 does not assure
that f(a,b) is an extreme value of
f. Proof To prove fx(a,b)0, consider
f(x,b). To prove fy(a,b)0, consider f(a,y).
4
14.7 1 Critical Points of a poly in 2 var
5
14.7 2 Critical Points of a poly in 2 var
6
14.7 Second Derivatives Test
The determinant H is called the Hessian of f .
It is understood that the partial derivatives
are all continuous at some critical point (a,b)
and all evaluated there. THEOREM If the
second partial derivatives of f are all
continuous at the critical point (a,b), then (the
cross-partials are equal and) (a) If Hgt0 and
fxxgt0, then f has a minimum at (a,b). (b) If
Hgt0 and fxxlt0, then f has a maximum at
(a,b). (c) If Hlt0, then f has NO local
extreme, but has a saddle. REMARK If Hgt0, then
fxxfyygt0.
7
14.7 Proof of Second Derivatives Test
8
14.7 3 Find Local Extremes, Saddles
9
14.7 4 Find and Classify Critical Pts
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