Multivariable calculus

Second Partials of x^3 - 3xy^2 and Why They Cancel

For f(x,y) = x^3 - 3xy^2 the second partials are f_xx = 6x, f_yy = -6x, and the mixed partial f_xy = -6y. Since f_xx + f_yy = 0 everywhere, the function is harmonic. Its only critical point is the origin, where the Hessian determinant is zero and the second derivative test is inconclusive.

f(x,y)=x33xy2f(x,y) = x^{3} - 3xy^{2}
fx=3x23y2\frac{\partial f}{\partial x} = 3x^{2} - 3y^{2}
fy=6xy\frac{\partial f}{\partial y} = -6xy

Second and mixed partials

2fx2=6x\frac{\partial^{2} f}{\partial x^{2}} = 6x
2fyx=6y\frac{\partial^{2} f}{\partial y\,\partial x} = -6y
2fy2=6x\frac{\partial^{2} f}{\partial y^{2}} = -6x

The computation and the cancellation

Both first partials are easy polynomials. Treat yy as constant for the first and xx as constant for the second.

fx=3x23y2,fy=6xy\frac{\partial f}{\partial x} = 3x^{2} - 3y^{2}, \qquad \frac{\partial f}{\partial y} = -6xy

Differentiating each again gives second partials that are all linear.

2fx2=6x,2fy2=6x,2fyx=6y\frac{\partial^{2} f}{\partial x^{2}} = 6x, \qquad \frac{\partial^{2} f}{\partial y^{2}} = -6x, \qquad \frac{\partial^{2} f}{\partial y\,\partial x} = -6y

The pure second partials are exact negatives of each other, so their sum vanishes identically. That equation has a name, and functions that satisfy it are called harmonic.

2f=2fx2+2fy2=6x6x=0\nabla^{2} f = \frac{\partial^{2} f}{\partial x^{2}} + \frac{\partial^{2} f}{\partial y^{2}} = 6x - 6x = 0

What the Hessian says about the origin

Setting both first partials to zero gives 3x2=3y23x^{2} = 3y^{2} and xy=0xy = 0, and the only solution is x=y=0x = y = 0. So the origin is the single critical point.

The second derivative test uses the Hessian determinant D=fxxfyy(fxy)2D = f_{xx}f_{yy} - \left(f_{xy}\right)^{2}.

D(x,y)=(6x)(6x)(6y)2=36x236y2D(x,y) = (6x)(-6x) - (-6y)^{2} = -36x^{2} - 36y^{2}

Away from the origin D<0D < 0, but at the origin itself D=0D = 0 and the test gives no verdict. You have to look at the function directly: along the line y=0y = 0 it reduces to x3x^{3}, which is positive for x>0x > 0 and negative for x<0x < 0, so the origin is neither a maximum nor a minimum.

This surface is the monkey saddle: three directions go down and three go up around the origin, which is why no single sign of curvature describes it.

The mistake students make

The common error is reporting a saddle point at the origin because DD happens to be negative nearby. The second derivative test is evaluated at the critical point only, and there D=0D = 0, so the honest answer is that the test is inconclusive and you must argue from the function.

  • D>0D > 0 and fxx>0f_{xx} > 0: local minimum.
  • D>0D > 0 and fxx<0f_{xx} < 0: local maximum.
  • D<0D < 0: saddle point.
  • D=0D = 0: no conclusion, investigate by hand.

The other slip is a sign error in fyyf_{yy}. Differentiating 6xy-6xy with respect to yy gives 6x-6x, not 6x6x, and getting that wrong destroys the cancellation that makes the function harmonic.

Frequently asked questions

What does it mean that x^3 - 3xy^2 is harmonic?

It satisfies Laplace's equation fxx+fyy=0f_{xx} + f_{yy} = 0 everywhere. This function is the real part of the complex cube (x+iy)3(x + iy)^{3}, and real parts of complex polynomials are always harmonic.

Is the origin a saddle point of x^3 - 3xy^2?

It is not a local maximum or minimum, but the second derivative test cannot say so because D=0D = 0 there. Restricting to y=0y = 0 gives x3x^{3}, which changes sign at the origin, so no extremum exists.