Math 2.0

statement theorem

Derivative vanishes at a local extremum

Statement

Let U⊆RnU \subseteq \mathbb{R}^n be open, let f ⁣:U→Rf \colon U \to \mathbb{R}, and let a∈Ua \in U be a local extremum of ff. If the partial derivative ∂f/∂xi(a)\partial f / \partial x_i (a) exists for some ii, then ∂f/∂xi(a)=0\partial f / \partial x_i (a) = 0. In particular, if ff is differentiable at aa, then ∇f(a)=0\nabla f(a) = 0 and the derivative Df(a)Df(a) is the zero linear map.

Remarks

A point a∈Ua \in U where ff is differentiable and ∇f(a)=0\nabla f(a) = 0 is a critical point, or stationary point, of ff. The proof applies the one-variable theorem to t↦f(a+tei)t \mapsto f(a + t e_i), where eie_i is the ii-th standard basis vector. This function has a local extremum at t=0t = 0. The converse is false. For f(x,y)=x2−y2f(x, y) = x^2 - y^2, ∇f(0,0)=0\nabla f(0, 0) = 0, but (0,0)(0, 0) is a saddle point, not an extremum. The hypothesis that UU is open matters. On [0,1]2[0, 1]^2, f(x,y)=x+yf(x, y) = x + y has a maximum at (1,1)(1, 1), where ∇f=(1,1)\nabla f = (1, 1).

Explanations

L1 human

At the top of a smooth hill the ground is flat in every direction. So all partial derivatives are zero there, and the tangent plane to the graph is horizontal. This turns the search for extrema into the solution of the equations ∇f=0\nabla f = 0.

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  1. Euclidean space object
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  8. Partial derivative definition
  9. Gradient definition
  10. Derivative vanishes at a local extremum statement

Sources

  1. Web https://en.wikipedia.org/wiki/Interior_extremum_theorem, Extension