Maths encyclopedia and lessons  
Search

Mathematics Encyclopedia and Lessons

 
     
 

Lessons

Popular
Subjects

algebra
arithmetic
calculus
equations
geometry
differential equations
trigonometry
number theory
probability theory
more
 

References

applied mathematics
mathematical games
mathematicians
more
 
 

Directional derivative

In mathematics, the directional derivative of a multivariate differentiable function along a given unit vector intuitively represents the rate of change of the function in the direction of that vector. It therefore generalizes the notion of a partial derivative in which the direction is always taken along one of the coordinate axes.

Definition

The directional derivative of a differentiable function f(\vec{x}) = f(x_1, x_2, \ldots, x_n) along a unit vector \vec{v} = (v_1, \ldots, v_n) is the function defined by the limit

D_{\vec{v}}{f} = \lim_{h \rightarrow 0}{\frac{f(\vec{x} + h\vec{v}) - f(\vec{x})}{h}}

It can be written in terms of the gradient \nabla(f) of f by

D_{\vec{v}}{f} = \nabla(f) \cdot \vec{v}

where \cdot denotes the dot product (Euclidean inner product). At any point p, the directional derivative of f intuitively represents the rate of change in f in the direction of \vec{v} at the point p.

The Directional Derivative in Differential Geometry

A vector field at a point p naturally gives rise to linear functionals defined on p by evaluating the directional derivative of a differentiable function f along the unit vector \vec{v}/||\vec{v}|| where \vec{v} is the vector of the tangent space at p assigned by the vector field. The value of the functional is then defined as the value of the corresponding directional derivative at p in the direction of \vec{v}.

See also

01-04-2007 01:18:14
The contents of this article are licensed from Wikipedia.org
under the GNU Free Documentation License. How to see transparent copy