Local extrema of functions of several variables

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Let f:Rn→Rf : \mathbb {R}^{n} \rightarrow \mathbb {R} be a function whose partial derivatives of order ≤2\leq 2 are everywhere defined and continuous.

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(1)

Let a∈Rna \in \mathbb {R}^{n} be a critical point of ff (i.e., ∂f∂xj(a)=0\dfrac {\partial f}{\partial x_j}(a) = 0, i=1,…,ni = 1, \ldots , n). Prove that aa is a local minimum provided the Hessian matrix

(∂2f∂xi∂xj) \left(\frac{\partial ^2 f}{\partial x_i \partial x_j}\right)

is positive definite at x=ax = a.

(2)

Assume the Hessian matrix is positive definite at all xx. Prove that ff has, at most, one critical point.

Prove that a real valued C3C^3 function ff on R2\mathbb {R}^{2} whose Laplacian,

∂2f∂x2+∂2f∂y2, \frac{\partial ^2 f}{\partial x^2} + \frac{\partial ^2 f}{\partial y^2},

is everywhere positive cannot have a local maximum.

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Let f:R3→Rf : \mathbb {R}^{3} \rightarrow \mathbb {R} be such that

f−1(0)={v∈R3∣∥v∥=1}. f^{-1}(0) = \left\{ v \in \mathbb {R}^{3} \mid \left\| v\right\| = 1\right\} .

Suppose ff has continuous partial derivatives of orders ≤2\leq 2. Is there a p∈R3p \in \mathbb {R}^{3} with ∥p∥≤1\left\| p\right\| \leq 1 such that

∂2f∂x2(p)+∂2f∂y2(p)+∂2f∂z2(p)≥0 ? \frac{\partial ^2 f}{\partial x^2}(p) + \frac{\partial ^2 f}{\partial y^2}(p) + \frac{\partial ^2 f}{\partial z^2}(p) \geq 0 \, ?
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Investigate the extrema of the following function of several variables: z=x2+(y−1)2z=x^{2}+(y-1)^{2}.

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Investigate the extrema of the following function of several variables: z=x2−(y−1)2z=x^{2}-(y-1)^{2}.

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Investigate the extrema of the following function of several variables: z=(x−y+1)2z=(x-y+1)^{2}.

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Investigate the extrema of the following function of several variables: z=x2−xy+y2−2x+yz=x^{2}-xy+y^{2}-2x+y.

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Investigate the extrema of the following function of several variables: z=x2y3(6−x−y)z=x^{2}y^{3}(6-x-y).

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Investigate the extrema of the following function of several variables: z=x3+y3−3xyz=x^{3}+y^{3}-3xy.

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Investigate the extrema of the following function of several variables: z=x4+y4−x2−2xy−y2z=x^{4}+y^{4}-x^{2}-2xy-y^{2}.

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Investigate the extrema of the following function of several variables: z=xy+50x+20yz=xy+\dfrac {50}{x}+\dfrac {20}{y} (x>0,y>0)(x>0, y>0).

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Investigate the extrema of the following function of several variables: z=xy1−x2a2−y2b2z=xy\sqrt{1-\dfrac {x^{2}}{a^{2}}-\dfrac {y^{2}}{b^{2}}} (a>0,b>0)(a>0, b>0).

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Investigate the extrema of the following function of several variables: z=ax+by+cx2+y2+1z=\dfrac {ax+by+c}{\sqrt{x^{2}+y^{2}+1}} (a2+b2+c2≠0)(a^{2}+b^{2}+c^{2} \neq 0).

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Investigate the extrema of the following function of several variables: z=1−x2+y2z=1-\sqrt{x^{2}+y^{2}}.

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Investigate the extrema of the following function of several variables: z=e2x+3y(8x2−6xy+3y2)z=e^{2x+3y}(8x^{2}-6xy+3y^{2}).

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Investigate the extrema of the following function of several variables: z=ex2−y(5−2x+y)z=e^{x^{2}-y}(5-2x+y).

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Investigate the extrema of the following function of several variables: z=(5x+7y−25)e−(x2+xy+y2)z=(5x+7y-25)e^{-(x^{2}+xy+y^{2})}.

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Investigate the extrema of the following function of several variables: z=x2+xy+y2−4ln⁡x−10ln⁡yz=x^{2}+xy+y^{2}-4\ln x-10\ln y.

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Investigate the extrema of the following function of several variables: z=sin⁡x+cos⁡y+cos⁡(x−y)z=\sin x+\cos y+\cos (x-y) (0⩽x⩽π2;0⩽y⩽π2)\left(0 \leqslant x \leqslant \dfrac {\pi }{2}; 0 \leqslant y \leqslant \dfrac {\pi }{2}\right).

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Investigate the extrema of the following function of several variables: z=sin⁡xsin⁡ysin⁡(x+y)z=\sin x \sin y \sin (x+y) (0⩽x⩽π;0⩽y⩽π)(0 \leqslant x \leqslant \pi ; 0 \leqslant y \leqslant \pi ).

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Investigate the extrema of the following function of several variables: z=x−2y+ln⁡x2+y2+3arctg⁡yxz=x-2y+\ln \sqrt{x^{2}+y^{2}}+3\operatorname {arctg}\dfrac {y}{x}.

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Investigate the extrema of the following function of several variables: z=xyln⁡(x2+y2)z=xy\ln (x^{2}+y^{2}).

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Investigate the extrema of the following function of several variables: z=x+y+4sin⁡xsin⁡yz=x+y+4\sin x\sin y.

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Investigate the extrema of the following function of several variables: z=(x2+y2)e−(x2+y2)z=(x^{2}+y^{2})e^{-(x^{2}+y^{2})}.

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Investigate the extrema of the following function of several variables: u=x2+y2+z2+2x+4y−6zu=x^{2}+y^{2}+z^{2}+2x+4y-6z.

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Investigate the extrema of the following function of several variables: u=x3+y2+z2+12xy+2zu=x^{3}+y^{2}+z^{2}+12xy+2z.

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Investigate the function u(x;y)u(x ; y) for extrema.

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(1)

u=x2+xy+y2−12x−3yu = x^{2}+x y+y^{2}-12 x-3 y;

(2)

u=3+2x−y−x2+xy−y2u = 3+2 x-y-x^{2}+x y-y^{2};

(3)

u=3x+6y−x2−xy+y2u = 3 x+6 y-x^{2}-x y+y^{2};

(4)

u=4x2−4xy+y2+4x−2y+1u = 4 x^{2}-4 x y+y^{2}+4 x-2 y+1.

Investigate the function u(x;y)u(x ; y) for extrema.

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(1)

u=3(x2+y2)−x3+4yu = 3\left(x^{2}+y^{2}\right)-x^{3}+4 y;

(2)

u=3x2y+y3−12x−15y+3u = 3 x^{2} y+y^{3}-12 x-15 y+3;

(3)

u=2x3+xy2+5x2+y2u = 2 x^{3}+x y^{2}+5 x^{2}+y^{2};

(4)

u=3x3+y3−3y2−x−1u = 3 x^{3}+y^{3}-3 y^{2}-x-1;

(5)

u=x3+y3+3axyu = x^{3}+y^{3}+3 a x y

Investigate the function u(x;y)u(x ; y) for extrema.

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(1)

u=x2y2−2xy2−6x2y+12xyu = x^{2} y^{2}-2 x y^{2}-6 x^{2} y+12 x y;

(2)

u=x4+y4−2x2u = x^{4}+y^{4}-2 x^{2};

(3)

u=x4+y4−2(x−y)2u = x^{4}+y^{4}-2(x-y)^{2};

(4)

u=2x4+y4−x2−2y2u = 2 x^{4}+y^{4}-x^{2}-2 y^{2};

(5)

u=xy2(12−x−y),x>0,y>0u = x y^{2}(12-x-y), x > 0, y > 0;

(6)

u=x2y3(6−x−y)u = x^{2} y^{3}(6-x-y)

Investigate the function u(x;y)u(x ; y) for extrema.

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(1)

u=(x+y)/(xy)−xyu = (x+y) /(x y)-x y;

(2)

u=8/x+x/y+yu = 8 / x+x / y+y;

(3)

u=81(1/x+1/y)−(x2+xy+y2)u = 81(1 / x+1 / y)-\left(x^{2}+x y+y^{2}\right);

(4)

u=xy+a/x+b/yu = x y+a / x+b / y.

Investigate the function u(x;y)u(x ; y) for extrema.

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(1)

u=3x2−2xy+y−8xu = 3 x^{2}-2 x \sqrt{y}+y-8 x;

(2)

u=x1+y+y1+x,x>−1,y>−1u = x \sqrt{1+y}+y \sqrt{1+x}, x > -1, y > -1;

(3)

u=1+x2+(y+2)23u = 1+x^{2}+\sqrt[3]{(y+2)^{2}};

(4)

u=1+y2−(x−2)45u = 1+y^{2}-\sqrt[5]{(x-2)^{4}}

(5)

u=xy12−4x2−y2u = x y \sqrt{12-4 x^{2}-y^{2}}

(6)

u=ax+yb+c1+x2+y2,a2+b2+c2>0u = \frac{a x+y b+c}{\sqrt{1+x^{2}+y^{2}}}, a^{2}+b^{2}+c^{2} > 0.

Investigate the function u(x;y)u(x ; y) for extrema.

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(1)

u=(x+y2)ex/2u = \left(x+y^{2}\right) e^{x / 2};

(2)

u=(x2−2y2)ex−yu = \left(x^{2}-2 y^{2}\right) e^{x-y}

(3)

u=(8x2−6xy+3y2)e2x+3yu = \left(8 x^{2}-6 x y+3 y^{2}\right) e^{2 x+3 y};

(4)

u=(5−2x+y)ex2−yu = (5-2 x+y) e^{x^{2}-y}

(5)

u=x3/3+3x2ey−e−y2u = x^{3} / 3+3 x^{2} e^{y}-e^{-y^{2}};

(6)

u=(25−5x−7y)e−(x2+xy+y2)u = (25-5 x-7 y) e^{-\left(x^{2}+x y+y^{2}\right)};

(7)

u=(ax2+by2)e−(x2+y2),a>0,b>0u = \left(a x^{2}+b y^{2}\right) e^{-\left(x^{2}+y^{2}\right)}, a > 0, b > 0.

Investigate the function u(x;y)u(x ; y) for extrema.

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(1)

u=x2+xy+y2−4ln⁡x−10ln⁡yu = x^{2}+x y+y^{2}-4 \ln x-10 \ln y;

(2)

u=108ln⁡x−xy2+y3/3u = 108 \ln x-x y^{2}+y^{3} / 3;

(3)

u=x2+y2−32ln⁡(xy)u = x^{2}+y^{2}-32 \ln (x y);

(4)

u=xyln⁡(x2+y2)u = x y \ln \left(x^{2}+y^{2}\right).

Investigate the function u(x;y)u(x ; y) for extrema.

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(1)

u=sin⁡x+cos⁡y+cos⁡(x−y),x∈(0;π/2),y∈(0;π/2)u = \sin x+\cos y+\cos (x-y), x \in (0 ; \pi / 2), y \in (0 ; \pi / 2);

(2)

u=sin⁡xsin⁡ysin⁡(x+y),x∈(0;π),y∈(0;π)u = \sin x \sin y \sin (x+y), x \in (0 ; \pi ), y \in (0 ; \pi );

(3)

u=x+y+4sin⁡xsin⁡yu = x+y+4 \sin x \sin y;

(4)

u=(1+ey)cos⁡x−yeyu = \left(1+e^{y}\right) \cos x-y e^{y}.

Find all stationary points of the function u=x4+y4−2x2u = x^{4}+y^{4}-2 x^{2} and investigate it for extrema. Can the sufficient conditions for a strict extremum be used here?

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Prove that the function u=(y2−x)(y2−2x)u = \left(y^{2}-x\right)\left(y^{2}-2 x\right):

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(1)

along every line passing through the point (0;0)(0 ; 0), has a minimum at this point;

(2)

has no minimum at the point (0;0)(0 ; 0).

Can a continuously differentiable function u(x;y)u(x ; y) have infinitely many strict maxima and no minimum?

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Is the following statement true: if a continuously differentiable function u(x;y),(x;y)∈R2u(x ; y),(x ; y) \in R^{2}, has only one stationary point (x0;y0)\left(x_{0} ; y_{0}\right), at which it has a local minimum, then the inequality u(x;y)⩾u(x0;y0),(x;y)∈R2u(x ; y) \geqslant u\left(x_{0} ; y_{0}\right),(x ; y) \in R^{2}, holds?

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Investigate the function u(x;y;z)u(x ; y ; z) for extrema.

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(1)

u=x2+y2+(z+1)2−xy+xu = x^{2}+y^{2}+(z+1)^{2}-x y+x;

(2)

u=8−6x+4y−2z−x2−y2−z2u = 8-6 x+4 y-2 z-x^{2}-y^{2}-z^{2};

(3)

u=x2+y2−z2−4x+6y−2zu = x^{2}+y^{2}-z^{2}-4 x+6 y-2 z;

(4)

u=x3+y2+z2+6xy−4zu = x^{3}+y^{2}+z^{2}+6 x y-4 z;

(5)

u=zyz(16−x−y−2z)u = z y z(16-x-y-2 z)

(6)

u=xy2z3(49−x−2y−3z)u = x y^{2} z^{3}(49-x-2 y-3 z).

Investigate the function u(x;y;z)u(x ; y ; z) for extrema.

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(1)

u=xy+xz2+y2zxyz+x+1u = \frac{x y+x z^{2}+y^{2} z}{x y z}+x+1;

(2)

u=256x+x2y+y2z+z2u = \frac{256}{x}+\frac{x^{2}}{y}+\frac{y^{2}}{z}+z^{2}

(3)

u=x+y24x+z2y+2zu = x+\frac{y^{2}}{4 x}+\frac{z^{2}}{y}+\frac{2}{z}

(4)

u=x2yz+y2xz+z2xyu = \frac{x^{2}}{y z}+\frac{y^{2}}{x z}+\frac{z^{2}}{x y}.

Investigate the function u(x;y;z)u(x ; y ; z) for extrema.

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(1)

u=sin⁡x+sin⁡y+sin⁡z−sin⁡(x+y+z),x,y,z∈(0;π)u = \sin x+\sin y+\sin z-\sin (x+y+z), x, y, z \in (0 ; \pi );

(2)

u=(x+7z)e−(x2+y2+z2)u = (x+7 z) e^{-\left(x^{2}+y^{2}+z^{2}\right)};

(3)

u=2ln⁡x+3ln⁡y+5ln⁡z+ln⁡(22−x−y−z)u = 2 \ln x+3 \ln y+5 \ln z+\ln (22-x-y-z).

Investigate the function u(x),x∈Rn,xk>0,k=1,2,…,nu(x), x \in R^{n}, x_{k} > 0, k = 1,2, \ldots , n, for extrema:

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(1)

u=x1x22…xnn(1−∑k=1nkxk)u = x_{1} x_{2}^{2} \ldots x_{n}^{n}\left(1-\sum_{k = 1}^{n} k x_{k}\right);

(2)

u=∑k=0nxk+1xk,x0=a>0,xn+1=b>0u = \sum_{k = 0}^{n} \frac{x_{k+1}}{x_{k}}, x_{0} = a > 0, x_{n+1} = b > 0.

Investigate for extrema the continuously differentiable function u=u(x;y)u = u(x ; y) defined implicitly by the conditions:

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(1)

x2+y2+u2−4x−6y−4u+8=0,u>2x^{2}+y^{2}+u^{2}-4 x-6 y-4 u+8 = 0, u > 2;

(2)

25x2+y2+16u2−50x+64u−311=0,u<−225 x^{2}+y^{2}+16 u^{2}-50 x+64 u-311 = 0, u < -2;

(3)

x2+4y2+9u2−6x+8y−36u=0,u>2x^{2}+4 y^{2}+9 u^{2}-6 x+8 y-36 u = 0, u > 2;

(4)

(x2+y2+u2)2=8(x2+y2−u2),u>0\left(x^{2}+y^{2}+u^{2}\right)^{2} = 8\left(x^{2}+y^{2}-u^{2}\right), u > 0

(5)

(x2+y2+u2+9)2=100(x2+y2),u<0\left(x^{2}+y^{2}+u^{2}+9\right)^{2} = 100\left(x^{2}+y^{2}\right), u < 0.

Investigate for a strict extremum each continuously differentiable function u=u(x;y)u = u(x ; y) defined implicitly by the equation:

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(1)

x2+y2+u2+2x−2y+4u−3=0x^{2}+y^{2}+u^{2}+2 x-2 y+4 u-3 = 0;

(2)

2x2+2y2+u2+8yu−u+8=02 x^{2}+2 y^{2}+u^{2}+8 y u-u+8 = 0;

(3)

x3−y2+u2−3x+4y+u−8=0x^{3}-y^{2}+u^{2}-3 x+4 y+u-8 = 0;

(4)

(x2+y2)2+u4−8(x2+y2)−10u2+16=0\left(x^{2}+y^{2}\right)^{2}+u^{4}-8\left(x^{2}+y^{2}\right)-10 u^{2}+16 = 0.

Suppose that ff is a diffierentiable real function in an open set E⊂RnE \subset \mathbb {R}^{n}, and that ff has a local maximum at a point x∈E\mathbf{x} \in E. Prove that f′(x)=0f^{\prime }(\mathbf{x}) = 0.

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Define f(0,0)=0f(0,0) = 0, and put

f(x,y)=x2+y2−2x2y−4x6y2(x4+y2)2 f(x, y) = x^{2}+y^{2}-2 x^{2} y-\frac{4 x^{6} y^{2}}{\left(x^{4}+y^{2}\right)^{2}}

if (x,y)≠(0,0)(x, y) \neq (0,0).

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(a)

Prove, for all (x,y)∈R2(x, y) \in \mathbb {R}^{2}, that

4x4y2≤(x4+y2)2 4 x^{4} y^{2} \leq \left(x^{4}+y^{2}\right)^{2}

Conclude that ff is continuous.

(b)

For 0≤θ≤2π,−∞<t<∞0 \leq \theta \leq 2 \pi ,-\infty < t < \infty, define

gθ(t)=f(tcos⁡θ,tsin⁡θ) g_{\theta }(t) = f(t \cos \theta , t \sin \theta )

Show that gθ(0)=0,gθ′(0)=0,gθ′′(0)=2g_{\theta }(0) = 0, g_{\theta }^{\prime }(0) = 0, g_{\theta }^{\prime \prime }(0) = 2. Each gθg_{\theta } has therefore a strict local minimum at t=0t = 0.

In other words, the restriction of ff to each line through (0,0)(0,0) has a strict local minimum at (0,0)(0,0).

(c)

Show that (0,0)(0,0) is nevertheless not a local minimum for ff, since f(x,x2)=−x4f\left(x, x^{2}\right) = -x^{4}.

Define ff in R2\mathbb {R}^{2} by

f(x,y)=2x3−3x2+2y3+3y2 f(x, y) = 2 x^{3}-3 x^{2}+2 y^{3}+3 y^{2}
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(a)

Find the four points in R2\mathbb {R}^{2} at which the gradient of ff is zero. Show that ff has exactly one local maximum and one local minimum in R2\mathbb {R}^{2}.

(b)

Let SS be the set of all (x,y)∈R2(x, y) \in \mathbb {R}^{2} at which f(x,y)=0f(x, y) = 0. Find those points of SS that have no neighborhoods in which the equation f(x,y)=0f(x, y) = 0 can be solved for yy in terms of xx (or for xx in terms of yy). Describe SS as precisely as you can.

Give a similar discussion for

f(x,y)=2x3+6xy2−3x2+3y2 f(x, y) = 2 x^{3}+6 x y^{2}-3 x^{2}+3 y^{2}
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Suppose f∈C(3)f \in \mathscr {C}^{(3)} in some neighborhood of a point a∈R2\mathbf{a} \in \mathbb {R}^{2}, the gradient of ff is 0 at a, but not all second-order derivatives of ff are 0 at a. Show how one can then determine from the Taylor polynomial of ff at a (of degree 2) whether ff has a local maximum, or a local minimum, or neither, at the point a.

Extend this to Rn\mathbb {R}^{n} in place of R2\mathbb {R}^{2}.

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References

[deSi04] de Souza P.N., Silva J. Berkeley Problems in Mathematics. 3rd ed., Springer, 2004.
[Dem97] Demidovich B.P. Сборник задач и упражнений по математическому анализу. 13-е изд., Издательство Московского университета / Издательство "ЧеРо", 1997.
[ККЧ+03] Кудрявцев Л.Д., Кутасов А.Д., Чехлов В.И., Шабунин М.И. Функции многих переменных. 2-е изд., ФИЗМАТЛИТ, 2003.
[Rud76] Rudin W. Principles of Mathematical Analysis. 3rd ed., McGraw-Hill, 1976.