Science:Math Exam Resources/Courses/MATH105/April 2011/Question 07/Solution 1

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The derivative of with respect to is

.

Also, the derivative of with respect to is

.

For a critical point at , we require that . Using the above two equations, this gives us the following system to solve for and :

  1. .

Equation 2 tells us that .

Substituting this value for into equation 1 tells us that . Therefore, we have that .

This critical point is a saddle point. To show this, we solve for the second derivatives , and .

First,

.

Therefore,

.

Second,

.

Therefore,

Third,

.

Therefore,

.

We can classify the critical points by looking at the formula,

If then the critical point is a saddle point. If then we look to the sign of . If then we have a local minimum and if then we have a local maximum. For our problem,

Therefore since the critical point is a saddle point.

Advanced:

Using the second partial derivatives of a function we can define a general Hessian matrix as

which for our specific example is

.

The eigenvalues of this matrix are given by the solving the formula for .

That is,

.

Solving gives us the answer

.

Because one eigenvalue is positive and one eigenvalue is negative, we conclude that the Hessian matrix is indefinite, and thus the point is a saddle point.