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2. DIRECTIONAL DERIVATIVE

Definition (directional derivative)

Let f : D R, D Rm, A = (a1,a2,..., am) IntD and let v = (v1,v2,..., vm) be a non zero vector. The directional derivative of f in the direction of vector v is the limit (if it exists and is finite)

denoted by

or fv(A).

Example

Let

Then

Corollary 1

The partial derivatives of the first order are a specific case of directional derivatives. Precisely: if ek=(0,...,0,1,0,...,0) (1 is on the k-th position) is the k-th unit basis vector Rm, then .

Because

Corollary 2

The existence of all directional derivatives f at A does not guarantee the continuity of f at the point A.

Example

Let .

The function f is not continuous at (0,0), because

(see the definition of a continuous function).

But for any vector v=(v1,v2) ≠ (0,0) the derivative exists,

The gradient of a function allows us to easily find the functions directional derivatives.

Theorem (an expression to find directional derivatives)

Let D Rm and let f : D R be a function which has the following partial derivatives in some neighbourhood of the point A, and which are continuous at A. Then for all non zero vectors v Rm.

Example

• Find for , when A=(0,1,3), v=(-1,1,2).

We know that że (the first example following the definition of the gradient). Thus .

• Let . We find .

Then , thus . So

.


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