Directional Derivatives and the Gradient
Directional derivatives
Suppose is a function of two variables and is a point in the domain of . Its partial derivatives and are the slope of the curve on the graph of in the direction of x-axis and y-axis respectively. In fact, we can also consider the slope of the curve on the graph in any direction. Let be a unit vector. We have the following definition:
Definition: The directional derivative of at in the direction of , denoted by , is as follows:
(Note: By definition, and .)
The applet below illustrates the geometric meaning of directional derivatives of a function of two variables. You can drag the point and the red unit vector to see the change in the value of .
For a function of three variables , we can define its directional derivative in a similar way. Let be a point in the domain of and be a unit vector in . Then we have the following definition:
Definition: The directional derivative of at in the direction of is
The following useful theorem is a formula for computing directional derivatives:
Theorem: Suppose and is a unit vector in , then
For and is a unit vector in , then
Proof:
We only prove the result for functions of two variables here. The three variable version can be proved by similar argument.
Let and . By chain rule, we have
Example: Let and . Find the directional derivative of at in the direction of .
Answer:
and . Moreover, it can be easily checked that is already a unit vector.
(If the given vector is not a unit vector, we need to first normalize it into a unit vector pointing towards the same direction.)
Exercise: Let and . Find the directional derivative of at in the direction of .
Remark: For any unit vector in , it can be written as , where is the angle measured from the positive x-axis to the direction of in anticlockwise direction. Therefore, we have the following formula for directional derivatives in terms of :
Gradient
Suppose is a function of two variables that is differentiable at . The gradient of at is the vector in , denoted by , is defined as follows: