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Tony's Intertwingled Memex β€’ Reference Manual

Second Derivative Test for Multivariable Functions

Formulas & Definitions
Core Definition

Let z=f(x,y)z = f(x, y)z=f(x,y) have continuous second-order partial derivatives on an open disk centered at a critical point (a,b)(a, b)(a,b) where βˆ‡f(a,b)=0\nabla f(a, b) = \mathbf{0}βˆ‡f(a,b)=0. The Hessian determinant (or discriminant) DDD is defined by:

D(x,y)=det⁑[fxxfxyfyxfyy]=fxxfyyβˆ’(fxy)2D(x, y) = \det \begin{bmatrix} f_{xx} & f_{xy} \\ f_{yx} & f_{yy} \end{bmatrix} = f_{xx}f_{yy} - (f_{xy})^2D(x,y)=det[fxx​fyx​​fxy​fyy​​]=fxx​fyyβ€‹βˆ’(fxy​)2

Evaluating D(a,b)D(a, b)D(a,b) and fxx(a,b)f_{xx}(a, b)fxx​(a,b) yields four distinct geometric classifications:

  1. Local Minimum: If D(a,b)>0D(a, b) > 0D(a,b)>0 and fxx(a,b)>0f_{xx}(a, b) > 0fxx​(a,b)>0 (or fyy(a,b)>0f_{yy}(a, b) > 0fyy​(a,b)>0).
  2. Local Maximum: If D(a,b)>0D(a, b) > 0D(a,b)>0 and fxx(a,b)<0f_{xx}(a, b) < 0fxx​(a,b)<0 (or fyy(a,b)<0f_{yy}(a, b) < 0fyy​(a,b)<0).
  3. Saddle Point: If D(a,b)<0D(a, b) < 0D(a,b)<0.
  4. Inconclusive Test: If D(a,b)=0D(a, b) = 0D(a,b)=0 (the critical point may be a local minimum, local maximum, saddle point, or flat trough; higher-order analysis or geometric inspection is required).

Concept Explanation

Geometric and Curvature Foundations

The Second Derivative Test analyzes the quadratic curvature of the Taylor expansion of f(x,y)f(x, y)f(x,y) near the critical point (a,b)(a, b)(a,b):

f(a+h,b+k)β‰ˆf(a,b)+12[fxxh2+2fxyhk+fyyk2]f(a + h, b + k) \approx f(a, b) + \frac{1}{2}\left[ f_{xx}h^2 + 2f_{xy}hk + f_{yy}k^2 \right]f(a+h,b+k)β‰ˆf(a,b)+21​[fxx​h2+2fxy​hk+fyy​k2]

The bracketed term is a quadratic form Q(h,k)=Ah2+2Bhk+Ck2Q(h, k) = A h^2 + 2B hk + C k^2Q(h,k)=Ah2+2Bhk+Ck2, with matrix:

H=[fxxfxyfxyfyy]H = \begin{bmatrix} f_{xx} & f_{xy} \\ f_{xy} & f_{yy} \end{bmatrix}H=[fxx​fxy​​fxy​fyy​​]
(where fxy=fyxf_{xy} = f_{yx}fxy​=fyx​ by Clairaut's Theorem).

Completing the square in the quadratic form reveals why the discriminant D=ACβˆ’B2D = AC - B^2D=ACβˆ’B2 dictates surface geometry:

  1. D>0D > 0D>0 (Definite Curvature β€” Bowl Shape):

    • Since fxxfyy>(fxy)2β‰₯0f_{xx}f_{yy} > (f_{xy})^2 \ge 0fxx​fyy​>(fxy​)2β‰₯0, both pure second derivatives fxxf_{xx}fxx​ and fyyf_{yy}fyy​ must share the same non-zero sign.
    • If fxx>0f_{xx} > 0fxx​>0, the surface is concave upward in all vertical cross-sections, forming a bowl. The point is a local minimum.
    • If fxx<0f_{xx} < 0fxx​<0, the surface is concave downward in all vertical cross-sections, forming an inverted dome. The point is a local maximum.
  2. D<0D < 0D<0 (Indefinite Curvature β€” Saddle Shape):

    • The quadratic form takes on both positive and negative values depending on the direction of travel ⟨h,k⟩\langle h, k \rangle⟨h,k⟩.
    • Along one trajectory, the cross-section curves upward (fff increases); along a transverse trajectory, the cross-section curves downward (fff decreases).
    • The point is a saddle point (resembling a mountain pass or a horse saddle).
    Local Minimum (D > 0, f_xx > 0)          Saddle Point (D < 0)
              \       /                           .-' \   / '-.
               \  *  /                           /     \ /     \
                '---'                           (   *   x   *   )
               Bowl Shape                        \     / \     /
                                                  '-. /   \ .-'
                                                   Mountain Pass

Why fxxf_{xx}fxx​ Determines the Sign When D>0D > 0D>0

When D=fxxfyyβˆ’(fxy)2>0D = f_{xx}f_{yy} - (f_{xy})^2 > 0D=fxx​fyyβ€‹βˆ’(fxy​)2>0, we have fxxfyy>(fxy)2β‰₯0f_{xx}f_{yy} > (f_{xy})^2 \ge 0fxx​fyy​>(fxy​)2β‰₯0. This forces fxxf_{xx}fxx​ and fyyf_{yy}fyy​ to have the exact same algebraic sign. Hence, checking fxx>0f_{xx} > 0fxx​>0 is mathematically equivalent to checking fyy>0f_{yy} > 0fyy​>0.

Step-by-Step Procedure

  1. Find all critical points (a,b)(a, b)(a,b) satisfying fx=0f_x = 0fx​=0 and fy=0f_y = 0fy​=0 (using Critical Points in Multivariable Functions).
  2. Compute second-order partial derivatives: fxxf_{xx}fxx​, fyyf_{yy}fyy​, and fxyf_{xy}fxy​.
  3. Formulate the general discriminant equation:
    D(x,y)=fxx(x,y)fyy(x,y)βˆ’[fxy(x,y)]2D(x, y) = f_{xx}(x, y)f_{yy}(x, y) - [f_{xy}(x, y)]^2D(x,y)=fxx​(x,y)fyy​(x,y)βˆ’[fxy​(x,y)]2
  4. For each critical point (a,b)(a, b)(a,b):
    • Calculate the numerical value of D(a,b)D(a, b)D(a,b).
    • If D(a,b)>0D(a, b) > 0D(a,b)>0, evaluate the sign of fxx(a,b)f_{xx}(a, b)fxx​(a,b).
    • Classify according to the discriminant rules.

Engineering Applications

  • Structural Mechanics: In finite element analysis (FEA), elastic potential energy fields must possess positive-definite Hessians (D>0,fxx>0D > 0, f_{xx} > 0D>0,fxx​>0) at loaded equilibrium points to ensure dynamic stability; negative discriminants indicate buckling or snapping modes.
  • Aerospace Engineering: In aircraft wing design, the lift-to-drag aerodynamic efficiency surface E(Ξ±,Ξ²)E(\alpha, \beta)E(Ξ±,Ξ²) is optimized. Engineers seek a true local maximum (D>0,EΞ±Ξ±<0D > 0, E_{\alpha\alpha} < 0D>0,Eαα​<0) to guarantee robust cruise performance against perturbations in angle of attack Ξ±\alphaΞ± or flap deflection Ξ²\betaΞ².
  • Electrical & Audio Engineering: Audio dynamic amplifiers use automatic gain control loops where stable operating quiescent points require positive definite matrices, preventing harmonic distortion or self-sustaining oscillations.

Example Problems

Example 1: Multi-Point Classification (Local Minimum and Saddle Point)

Find and classify all critical points of:

f(x,y)=2x3βˆ’6x+2y2βˆ’4yf(x, y) = 2x^3 - 6x + 2y^2 - 4yf(x,y)=2x3βˆ’6x+2y2βˆ’4y

Solution
  1. First-order partial derivatives:

    fx=6x2βˆ’6,fy=4yβˆ’4f_x = 6x^2 - 6, \quad f_y = 4y - 4fx​=6x2βˆ’6,fy​=4yβˆ’4

  2. Critical points:

    6x2βˆ’6=0β€…β€ŠβŸΉβ€…β€Šx2=1β€…β€ŠβŸΉβ€…β€Šx=Β±16x^2 - 6 = 0 \implies x^2 = 1 \implies x = \pm 16x2βˆ’6=0⟹x2=1⟹x=Β±1
    4yβˆ’4=0β€…β€ŠβŸΉβ€…β€Šy=14y - 4 = 0 \implies y = 14yβˆ’4=0⟹y=1
    Critical points: (1,1)(1, 1)(1,1) and (βˆ’1,1)(-1, 1)(βˆ’1,1).

  3. Second-order partial derivatives:

    fxx=12x,fyy=4,fxy=0f_{xx} = 12x, \quad f_{yy} = 4, \quad f_{xy} = 0fxx​=12x,fyy​=4,fxy​=0

  4. Discriminant formula:

    D(x,y)=(12x)(4)βˆ’(0)2=48xD(x, y) = (12x)(4) - (0)^2 = 48xD(x,y)=(12x)(4)βˆ’(0)2=48x

  5. Classification:

    • At (1,1)(1, 1)(1,1):
      D(1,1)=48(1)=48>0,fxx(1,1)=12(1)=12>0D(1, 1) = 48(1) = 48 > 0, \quad f_{xx}(1, 1) = 12(1) = 12 > 0D(1,1)=48(1)=48>0,fxx​(1,1)=12(1)=12>0
      Since D>0D > 0D>0 and fxx>0f_{xx} > 0fxx​>0, (1,1)(1, 1)(1,1) is a local minimum with value:
      f(1,1)=2(1)3βˆ’6(1)+2(1)2βˆ’4(1)=2βˆ’6+2βˆ’4=βˆ’6f(1, 1) = 2(1)^3 - 6(1) + 2(1)^2 - 4(1) = 2 - 6 + 2 - 4 = -6f(1,1)=2(1)3βˆ’6(1)+2(1)2βˆ’4(1)=2βˆ’6+2βˆ’4=βˆ’6
    • At (βˆ’1,1)(-1, 1)(βˆ’1,1):
      D(βˆ’1,1)=48(βˆ’1)=βˆ’48<0D(-1, 1) = 48(-1) = -48 < 0D(βˆ’1,1)=48(βˆ’1)=βˆ’48<0
      Since D<0D < 0D<0, (βˆ’1,1)(-1, 1)(βˆ’1,1) is a saddle point with value:
      f(βˆ’1,1)=2(βˆ’1)3βˆ’6(βˆ’1)+2(1)2βˆ’4(1)=βˆ’2+6+2βˆ’4=2f(-1, 1) = 2(-1)^3 - 6(-1) + 2(1)^2 - 4(1) = -2 + 6 + 2 - 4 = 2f(βˆ’1,1)=2(βˆ’1)3βˆ’6(βˆ’1)+2(1)2βˆ’4(1)=βˆ’2+6+2βˆ’4=2

Example 2: Non-Zero Cross-Derivative & Local Maximum

Find and classify all critical points of:

f(x,y)=4xyβˆ’x4βˆ’y4f(x, y) = 4xy - x^4 - y^4f(x,y)=4xyβˆ’x4βˆ’y4

Solution
  1. First-order partial derivatives:

    fx=4yβˆ’4x3=4(yβˆ’x3)f_x = 4y - 4x^3 = 4(y - x^3)fx​=4yβˆ’4x3=4(yβˆ’x3)
    fy=4xβˆ’4y3=4(xβˆ’y3)f_y = 4x - 4y^3 = 4(x - y^3)fy​=4xβˆ’4y3=4(xβˆ’y3)

  2. Locate critical points: From fx=0f_x = 0fx​=0, y=x3y = x^3y=x3. Substitute into fy=0f_y = 0fy​=0:

    xβˆ’(x3)3=0β€…β€ŠβŸΉβ€…β€Šxβˆ’x9=0β€…β€ŠβŸΉβ€…β€Šx(1βˆ’x8)=0x - (x^3)^3 = 0 \implies x - x^9 = 0 \implies x(1 - x^8) = 0xβˆ’(x3)3=0⟹xβˆ’x9=0⟹x(1βˆ’x8)=0
    This gives three real solutions for xxx: x=0,1,βˆ’1x = 0, 1, -1x=0,1,βˆ’1.

    • If x=0β€…β€ŠβŸΉβ€…β€Šy=03=0β€…β€ŠβŸΉβ€…β€Š(0,0)x = 0 \implies y = 0^3 = 0 \implies (0, 0)x=0⟹y=03=0⟹(0,0)
    • If x=1β€…β€ŠβŸΉβ€…β€Šy=13=1β€…β€ŠβŸΉβ€…β€Š(1,1)x = 1 \implies y = 1^3 = 1 \implies (1, 1)x=1⟹y=13=1⟹(1,1)
    • If x=βˆ’1β€…β€ŠβŸΉβ€…β€Šy=(βˆ’1)3=βˆ’1β€…β€ŠβŸΉβ€…β€Š(βˆ’1,βˆ’1)x = -1 \implies y = (-1)^3 = -1 \implies (-1, -1)x=βˆ’1⟹y=(βˆ’1)3=βˆ’1⟹(βˆ’1,βˆ’1)
  3. Second-order partial derivatives:

    fxx=βˆ’12x2,fyy=βˆ’12y2,fxy=4f_{xx} = -12x^2, \quad f_{yy} = -12y^2, \quad f_{xy} = 4fxx​=βˆ’12x2,fyy​=βˆ’12y2,fxy​=4
    Discriminant:
    D(x,y)=(βˆ’12x2)(βˆ’12y2)βˆ’(4)2=144x2y2βˆ’16D(x, y) = (-12x^2)(-12y^2) - (4)^2 = 144x^2y^2 - 16D(x,y)=(βˆ’12x2)(βˆ’12y2)βˆ’(4)2=144x2y2βˆ’16

  4. Classification:

    • At (0,0)(0, 0)(0,0):
      D(0,0)=144(0)βˆ’16=βˆ’16<0β€…β€ŠβŸΉβ€…β€ŠSaddleΒ pointD(0, 0) = 144(0) - 16 = -16 < 0 \implies \textbf{Saddle point}D(0,0)=144(0)βˆ’16=βˆ’16<0⟹SaddleΒ point
      Value: f(0,0)=0f(0, 0) = 0f(0,0)=0.
    • At (1,1)(1, 1)(1,1):
      D(1,1)=144(1)2(1)2βˆ’16=128>0,fxx(1,1)=βˆ’12(1)2=βˆ’12<0β€…β€ŠβŸΉβ€…β€ŠLocalΒ maximumD(1, 1) = 144(1)^2(1)^2 - 16 = 128 > 0, \quad f_{xx}(1, 1) = -12(1)^2 = -12 < 0 \implies \textbf{Local maximum}D(1,1)=144(1)2(1)2βˆ’16=128>0,fxx​(1,1)=βˆ’12(1)2=βˆ’12<0⟹LocalΒ maximum
      Value: f(1,1)=4(1)(1)βˆ’14βˆ’14=2f(1, 1) = 4(1)(1) - 1^4 - 1^4 = 2f(1,1)=4(1)(1)βˆ’14βˆ’14=2.
    • At (βˆ’1,βˆ’1)(-1, -1)(βˆ’1,βˆ’1):
      D(βˆ’1,βˆ’1)=144(βˆ’1)2(βˆ’1)2βˆ’16=128>0,fxx(βˆ’1,βˆ’1)=βˆ’12(βˆ’1)2=βˆ’12<0β€…β€ŠβŸΉβ€…β€ŠLocalΒ maximumD(-1, -1) = 144(-1)^2(-1)^2 - 16 = 128 > 0, \quad f_{xx}(-1, -1) = -12(-1)^2 = -12 < 0 \implies \textbf{Local maximum}D(βˆ’1,βˆ’1)=144(βˆ’1)2(βˆ’1)2βˆ’16=128>0,fxx​(βˆ’1,βˆ’1)=βˆ’12(βˆ’1)2=βˆ’12<0⟹LocalΒ maximum
      Value: f(βˆ’1,βˆ’1)=4(βˆ’1)(βˆ’1)βˆ’(βˆ’1)4βˆ’(βˆ’1)4=2f(-1, -1) = 4(-1)(-1) - (-1)^4 - (-1)^4 = 2f(βˆ’1,βˆ’1)=4(βˆ’1)(βˆ’1)βˆ’(βˆ’1)4βˆ’(βˆ’1)4=2.

Connections & References

  • Prerequisites:
    • Critical Points in Multivariable Functions β€” Generating candidate stationary points.
    • Second-Order Partial Derivatives β€” Computing fxx,fyy,fxyf_{xx}, f_{yy}, f_{xy}fxx​,fyy​,fxy​.
    • Clairaut's Theorem β€” Equality of mixed partials fxy=fyxf_{xy} = f_{yx}fxy​=fyx​.
  • Direct Successors:
    • Extrema on Closed and Bounded Regions β€” Searching the interior of compact domains.
    • Lagrange Multipliers β€” Optimization on boundary constraints.
  • Course Sessions:
    • Session 13 - Optimization with Constraints