Finding Critical Points and Local Extrema of a Multivariable Function

In summary, the function f(x,y) = x^2 + y^2 + 3xy has only one critical point at (0,0) and it is a saddle point, as confirmed by finding the determinant of the Hessian matrix. This is also evident by applying a change of variables which shows that the function has no extrema.
  • #1
Black Orpheus
23
0
For f(x,y) = x^2 + y^2 + 3xy I need to find the critical points and prove whether or not they are local minima, maxima or saddle points. I thought the only critical point was (0,0) since Df = (2x + 3y, 2y + 3x) = 0. Doesn't this make (0,0) a local min? The reason I doubt this now is because upon constructing the Hessian matrix and finding the eigenvalues, I got lambda = 5 and -1 (which would show that the point is a saddle point). Can someone please help me with this?
 
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  • #2
Why are you finding the eigenvalues? What you want to do with the Hessian is find the determinant. The point is a local minimum.
 
  • #3
For the problem I am also supposed to find the eigenvalues of the Hessian. Anyway, I think the Hessian is 2 3,3 2 (first row, second row) which makes the determinant 4-9 or -5. This means the det(Hf(x,y)) < 0, which makes the critical point a saddle (second derivative test for local extrema). Is it really a local min?
 
  • #4
No, I am wrong, you are right. It's a saddle point.
 
  • #5
Notice that [tex]f(x,y)=x^2 + y^2 + 3xy =(x+y)^2+xy[/tex]

so apply the change of variables:

[tex] u=x+y, v=x-y [/tex]

which has as its inverse

[tex]x=\frac{1}{2}(u+v),y=\frac{1}{2}(u-v)[/tex]

to get

[tex]f\left( \frac{1}{2}(u+v), \frac{1}{2}(u-v)\right) =u^2+\frac{1}{4}(u+v)(u-v) = \frac{5}{4}u^2-\frac{1}{4}v^2 [/tex]

which clearly has no extrema (neither local nor global) and the only ciritical point is the saddle point u=v=0, this corresponds to x=y=0 which is likewise a saddle point for the Jacobian of the transformation is

[tex]J = \left| \frac{\partial (u,v)}{\partial (x,y)}\right| = \left| \begin{array}{cc} \frac{\partial u}{\partial x}&\frac{\partial u}{\partial y}\\ \frac{\partial v}{\partial x}&\frac{\partial v}{\partial y}\end{array}\right| = \left| \begin{array}{cc} 1&1\\ 1&-1\end{array}\right| = 1\cdot 1 - 1\cdot (-1) = 2[/tex]

and the transformation is then just a rotation and a contraction of the old variables.
 

1. What is a critical point of a multivariable function?

A critical point of a multivariable function is a point at which the partial derivatives of all the variables are equal to zero. This means that the function is not changing in any direction at that point.

2. How do I find the critical points of a multivariable function?

To find the critical points of a multivariable function, you need to take the partial derivatives of the function with respect to each variable, and then set them equal to zero. You can then solve for the variables to find the critical points.

3. What is a local extremum of a multivariable function?

A local extremum of a multivariable function is a point at which the function has the highest or lowest value in a small region around that point. This could be a maximum or a minimum value.

4. How do I determine if a critical point is a local extremum?

To determine if a critical point is a local extremum, you can use the second derivative test. If the second derivative at the critical point is positive, then it is a local minimum. If the second derivative is negative, then it is a local maximum. If the second derivative is zero, then the test is inconclusive.

5. Can a multivariable function have more than one critical point?

Yes, a multivariable function can have multiple critical points. These points can be local extrema or saddle points, which are points where the function is neither increasing nor decreasing in any direction.

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