4-Partial Derivatives and Their Applications
4-Partial Derivatives and Their Applications
A PPLICATIONS
aaaaa
Likewise, 2nd is the partial derivative of z (x, y) with respect to y denoted by one of the
∂z ∂f
symbols ∂y , ∂y , fy(x, y), Dy f given by
∂ ∂f ∂2 f ∂ ∂f ∂2 f
= = fyy , = = fxy ,
∂y ∂y ∂y2 ∂y ∂x ∂y∂x
Also, sometime we denote these derivatives as
∂z ∂z ∂2z ∂ 2z ∂2 z
= p, = q, = r, = s, =t
∂x ∂y ∂x2 ∂x∂y ∂y2
∂2 f ∂2 f
In all ordinary cases, it has been observed that ∂x∂y = ∂y∂x , meaning thereby that the
order of partial differentiation is immaterial.
∂z ∂z
Example 1: If z = eax + by f(ax – by), prove that b ∂x + a ∂y = 2 abz [VTU, 2004]
Solution:
∂ z ( ax + by)
Here =e · a f (ax – by)+ e( ax + by) · f'(ax − by)· a
∂x
∂z
Similarly, = e(ax + by)· b · f (ax – by)+ e(ax +by) f'(ax − by)(−b)
∂y
∴
∂z ∂z
{
b ∂x + a ∂y = b e
(ax + by)
}
· a f (ax − by) + e(ax +by) f'(ax − by) a
Example 2: Let r2 = x2 + y2 + z2 and V = r m, prove that Vxx + Vyy + Vzz = m(m + 1)r m – 2
[Raipur, 2005; PTU, 2006]
Partial Derivatives and their Applications 265
m
Solution: Given V = rm = (r2 )m/2 = (x2 + y2 + z2 ) 2 …(1)
Here Vxx denotes 2nd order partial derivative of V(x, y, z) with respect to x keeping y and z
constant.
∂ ∂ m
m m
−1
Thus Vx = V(x, y, z)= (x2 + y2 + z2 ) 2 = (x2 + y2 + z2 ) 2 2x
∂x ∂x 2
m− 2
= m x (x2 + y2 + z2 ) 2 …(2)
∂ m− 2
∂ m− 2 m− 2
and Vxx = mx(x2 + y2 + z2 ) 2 = m x ⋅ (x2 + y2 + z2 ) 2 + 1 ⋅ (x2 + y2 + z2 ) 2
∂x ∂x
m−2 2 m− 2
−1
m− 2
= m x ⋅ ⋅ (x + y2 + z2 ) 2 ⋅ 2x + (x2 + y2 + z2 ) 2
2
m−4 m−2
= m (m − 2)x2 (x2 + y2 + z2 ) 2 + (x2 + y2 + z2 ) 2
m−4
= m (x2 + y2 + z2 ) 2 (m − 2)x2 + ( x2 + y2 + z2 ) …(3)
Similarly,
m− 4
Vyy = m (x2 + y2 + z2 ) 2 ( m − 2) y2 + (x2 + y2 + z2 )
…(4)
( )
m− 4
Vzz = m (x2 + y2 + z2 ) 2 (m − 2 ) z2 + (x2 + y2 + z2 )
2
…(5)
Adding (3), (4) and (5),
m−4
Vxx + Vyy + Vzz = m (x2 + y2 + z2 ) ⋅ 2 ((m − 2 + 3)(x2 + y2 + z2 ))
m− 4 m− 2
+1
= m(m + 1)(x2 + y2 + z2 ) 2 = m(m + 1)(x2 + y2 + z2 )2 = m(m + 1) rm
–x2
1 4a2t ∂v ∂2 v
Example 3: If v = e , prove that = a2 2
t ∂t ∂x
= t e = − t e + t e ⋅ − 2 − 2
x2
Solution:
∂t ∂t 2 4 a t
1 − 3 − x2 −
5 − x2
x2
= − t 2 e 4 a2t + t 2 e 4 a2t 2 …(1)
2 4a
3
∂v − 12 4−ax2t 2x t 2 −x
−
x − 3 −x
2 2 2
3
−
∂2 v −t 2 4−ax2t − x2
−2x
2
= + 4a2t ⋅
∂x 2
2 2
a e x e
4 a2 t
1 1 − 3 −x22 − 5 x2 −x22
= − 2 t 2 e 4a t + t 2 4a2 e 4a t …(3)
a2
∂2 v 1 ∂v ∂v ∂2 v
Using (1), = 2 ⇒ = a2 2
∂x 2
a ∂t ∂t ∂x
∂2 u ∂2 u
Example 5: Prove that + = 0, if *[NIT Kurukshetra, 2008]
∂x2 ∂y2
2xy
*(i) u = (tan–1a) [log(x2 + y2)] + b tan–1 (y/x), (ii) u = tan–1 2 .
x – y2
Solution: (i) From given, we get
∂u y
= ( tan−1 a ) 2
1 1
2x + b 2 x2 − 2
∂x (x + y )
2
x +y 2 x
∂u 2x
= ( tan−1 a ) ⋅ 2
by
− 2
∂ (x + y ) ( x + y )
or x 2 2
Further,
(x2 + y2 )2 − 2x(2x) (x2 + y2 )0 − y2x
∂2 u
2 =(
tan−1 a) ⋅ −b
∂x
( x2
+ y2
)2
( 2x2 + y2 )
2
Partial Derivatives and their Applications 267
2(y2 − x2 )
= ( tan−1 a ) 2
2bxy
2 2+ …(1)
( x + y ) ( x2
+ y2 )2
∂u 2y x2 1
Again, = ( tan−1 a ) 2 +b 2 .
∂y (x + y )
2
x + y2 x
2y
= ( tan−1 a ) 2
bx
2 +
(x + y ) ( x2
+ y2 )
∂2 u (x2 + y2 )2 − 2y ⋅ 2y b ⋅ x(−1)(2y)
= ( tan −1
a ) +
∂y2 (x2 + y2 )2 ( x2 + y2 ) …(2)
2
2(x2 − y2 ) 2bxy
= ( tan −1 a ) 2 2 2
− 2
(x + y ) (x + y )
2 2
∂2u ∂2u
Adding (1) and (2), we get + =0
∂x2 ∂y2
(ii) Let }
x = r cos θ
y = r sin θ
so that x2 + y2 = r2 and
y
θ = tan−1
x
∂2u −4xy
2 =
Similarly ∂y ( x + y2 )2
2 …(7)
∂2u ∂2u
On adding (6) and (7), + = 0.
∂ x2 ∂ y 2
Hence the result.
2
∂ ∂ ∂
– 3xyz], show that ∂x + ∂y + ∂ z- u = −9 (x + y + z)
-2
Example 6: If u = log[x3 + y3 + z3
∂u ∂u ∂u
Therefore first find, ∂x , ∂y , ∂z
∂u ∂
= log (x3 + y3 + z3 − 3xyz)
∂x ∂x
(i.e. partial derivative of u with respect to x keeping y and z– constant)
∂u 1 ∂ 3
= (x + y3 + z3 − 3xyz)
∂x x3 + y3 + z3 − 3xyz ∂x
∂u = 3x2 − 3yz
⇒ ∂x y , z x3 + y3 + z3 − 3xyz …(2)
Similarly we obtain
∂u 3y2 − 3xz
∂y = 3 …(3)
x,z x + y3 + z3 − 3xyz
∂u = 3z2 − 3xy
and ∂z x, y x3 + y3 + z3 − 3xyz …(4)
∂u ∂u ∂u 3 ( x + y + z − xy − yz − zx )
2 2 2
+ +
∂x ∂y ∂z =
x3 + y3 + z3 − 3xyz
∂u ∂u ∂u 3 ( x2 + y2 + z2 − xy − yz − zx )
∂x + ∂y + ∂z =
or ( x + y + z) ( x2 + y2 + z2 − xy − yz − zx )
∂u ∂u ∂u 3
⇒ ∂x + ∂y + ∂z = x + y + z
( ) …(5)
or U = 3(x + y+ z)–1
Likewise, obtain partial derivatives of expression (5) with respect to x, y, z respectively
∂ ∂
i.e. U= 3(x + y + z)−1
∂x ∂x
∂U
or = − 3(x + y + z)−2 …(6)
∂x
Similarly
∂U
= −3(x + y + z)−2 …(7)
∂y
∂U
and = − 3(x + y + z)−2 …(8)
∂z
Partial Derivatives and their Applications 269
∂ ∂ ∂
∂x + ∂y + ∂z U = −9(x + y + z)
−2
or
2
∂ ∂ ∂ −2
or ∂x + ∂y + ∂z u = −9(x + y + z)
∂z log z + z 1 ∂z = −1 ⋅ log x − x 1
∂x z ∂x x
∂z
i.e.
∂x
(1 + log z) = − (1 + log x ) …(3)
Differentiating both sides of (3) partially with respect to y
∂2 z
∂x∂y
(1 + log z) + ∂∂xz 1z ∂∂yz = 0
∂2 z 1 ∂z ∂z
∂ x∂ y (
log e z ) = − ⋅
z ∂x ∂y
1 ∂z ∂z
∂z2 z ∂x ∂y
=− …(4)
∂ x∂ y log e z
At x = y = z,
1
∂2 z ⋅1⋅1 ∂z ∂z
=− x = −(x log ex)−1 , since ∂x = 1 = ∂y at x = y = z
∂ x∂ y log e x
∂3 u ∂3 u
Example 8: If u = xy, show that =
∂ x2 ∂ y ∂ x ∂ y ∂ x
∂u Using d ax = ax log a, where a is constant
Solution: Given u = xy gives ∂ = xy ⋅ loge x dx
y
∂2 u ∂ ∂u 1
= = yxy −1 ⋅ loge x + xy ⋅ = xy −1(1 + y log x)
∂x∂y ∂x ∂y x
270 Engineering Mathematics through Applications
∂ ∂2 u ∂ y −1
= x ⋅ (1 + y log x)
∂x ∂x∂y ∂x
and …(1)
∂u ∂2u
Again = xy −1 and = 1 ⋅ xy −1 + y(xy −1 log x) = xy −1(1 + y log x) …(2)
∂x ∂y∂x
Using (2),
∂3 u ∂ ∂2 u ∂ y −1
= = x (1 + y log x)
∂x∂y∂x ∂x ∂y∂x ∂x …(3)
∂2 v ∂ ∂v (x2 + y2 + z2 ) ⋅ 1 − x ⋅ 2x (y2 + z2 − x2 )
And 2 = ∂x ∂x = 2 = 2 2 2 2 …(2)
∂x (x + y + z )
2 2 2 2
(x + y + z )
2
∂2 v (x2 + z2 − y2 )
Similarly = 2 (x2 + y2 + z2 )2 …(3)
∂y2
∂2v (x2 + y2 − z2 )
and 2 = 2 2 2 2 …(4)
∂z (x + y + z )
2
x2 y2 z2
Example 10: If + 2 + 2 = 1, prove that
a +u b +u c +u
2
2 2 2
∂u + ∂u + ∂u = 2 x ∂u + y ∂u + z ∂u
∂x ∂y ∂z ∂x ∂y ∂z [UP Tech, 2003]
Partial Derivatives and their Applications 271
x2 y2 z2
Solution: Differentiating + + 2 = 1 with respect to x
a +u b +u c +u
2 2
2x x2 ∂u y2 ∂u z2 ∂u
we get − 2 2 ∂x − 2 ∂x − 2 =0
a + u ( a + u)
2
(b + u)
2
(c + u)2 ∂x
2x x2 y2 z2 ∂u
= + +
i.e. a2 + u (a2 + u)2 (b2 + u)2 (c2 + u)2 ∂x
2x ∂u , x2 y2 z2
=K K= 2 + +
(a + u)2 (b2 + u)2 (c2 + u)2
i.e. where …(1)
a2 + u ∂x
2y ∂u
Similarly =K …(2)
b +u
2 ∂y
2z ∂u
and =K …(3)
c2 + u ∂z
On squaring (1), (2), (3) and adding, we get
x2 z2 2
∂u ∂u
2 2
y2 2 ∂u
+ + = + +
∂x ∂y ∂z
4 2 K
(a + u)
2
(b2 + u)2 (c2 + u)2
∂u 2 ∂u 2 ∂u
2
4 ∂u
2
∂u
2
∂u
2
or 4K = K 2 + + , i.e. = + + …(4)
∂x ∂y ∂z K ∂x ∂y ∂z
On multiplying both sides of (1) by 2x, (2) by 2y, (3) by 2z and adding,
x2 y2 z2 ∂u ∂u ∂u
4 2 + 2 + 2 = K ⋅ 2 x +y +z
a + u b + u c + u ∂x ∂y ∂z
Using the given relation and on simplification,
∂u ∂u ∂u 4 ∂u ∂u ∂u
4 = 2K x +y +z or = 2 x +y +z …(5)
∂x ∂y ∂z K ∂x ∂y ∂z
From (4) and (5), we get the desired result
2 2 2
∂u + ∂u + ∂u = 2 x ∂u + y ∂u + z ∂u
∂x ∂y ∂z ∂x ∂y ∂z
Example 11: Find the value of n so that the equation V = rn(3cos2θ – 1) satisfies the relation
∂ 2 ∂V 1 ∂ ∂V
r + sinθ = 0.
∂r ∂r sinθ ∂θ ∂θ
∂V
Solution: Given V = rn (3 cos2θ – 1) so that ∂r = n r (3 cos θ − 1)
n −1 2
θ
272 Engineering Mathematics through Applications
∂V = n +1(3 cos2 θ − 1)
and r2 nr …(1)
∂r
∂ 2 ∂V
Now r = n(n + 1) rn(3 cos2 θ − 1) = n(n + 1)V …(2)
∂r ∂r
∂V = n − ∂V
Further, r ( 6 cos θ sin θ) so that sin θ = − 6rn(cos θ sin2 θ) …(3)
∂θ r ∂θ
∂ ∂V
and sin θ = − 6rn (− sin θ sin2 θ + cos θ ⋅ 2 sin θ cos θ)
∂θ ∂θ
= –6rnsinθ(2 cos2θ – sin2θ) …(4)
1 ∂ ∂V
Implying sin θ ∂θ sin θ ∂θ = − 6r (2 cos θ − sin θ)
n 2 2
= –6rn(2cos2θ + cos2θ – 1)
= –6rn(3cos2θ –1) = – 6V, (using given relation) …(5)
On adding expressions (2) and (5), we get
n(n + 1)V – 6V = 0 or [n(n + 1) – 6]V = 0
which implies either (n2 + n – 6) = 0 or V = 0 (but V ≠ 0)
∴ n2 + 3n + 2n – 6 = 0 or (n + 3) (n - 2) = 0 or n = 2, –3.
∂u ∂2 u
Example 12: The equation = µ 2 refers to the conduction of heat along a bar without
∂t ∂x
–gx
radiation, show that if u = Ae sin(nt – gx), where A, g, n are positive constants, then
n
g=
2µ
∂u ∂2 u
Now =µ 2 ⇒ n Ae− gx cos(nt − gx) = 2µg2 A e− gx cos(nt − gx)
∂t ∂x
Partial Derivatives and their Applications 273
2µ 2µ
But A cos(nt – gx) ≠ 0 ∴ g2 = or g=
n n
ASSIGNMENT 1
1. Show that zxy = zyx if z = x3 + y3 – 3axy.
y x ∂2u x2 − y2
2. If u = x2 tan−1 − y2 tan−1 , show that = 2
x y ∂x∂y x + y2
∂2 z 2 ∂ z
2
3. If z = f(x + ct) + φ(x – ct), prove that = c
∂t2 ∂x2
1 ∂2 v ∂2 v ∂2 v
4. If v = (x2 + y2 + z2 ) 2 , prove that ∂x2 + ∂y2 + ∂z2 = 0
−
[Osmania, 2003; VTU, 2005]
∂3 u
5. If u = exyz, find the value of ∂x∂y∂z . [Osmania, 2003; Rajasthan, 2005]
+ , show that x ∂u + y ∂u + z ∂u = 0
y z
6. If u =
z x ∂x ∂y ∂z
2
∂z ∂z ∂z ∂z
7. If z(–x + y) = x2 + y2, show that ∂x − ∂y = 4 1 − ∂x − ∂y [VTU, 2003]
∂V ∂V ∂V
8. If V = log (tan x + tan y + tan z), find the value of sin 2x + sin 2y + sin 2z
∂x ∂y ∂z
(x2 + y2 )
, verify ∂ u = ∂ u .
2 2
9. If u = log [Hint: u = log(x2 + y2) – log xy]
xy ∂y∂x ∂x∂y
∂ ∂u ∂ 2 ∂u
(1 − x2 ) +
1
10. If u = (1 − 2xy + y2 )− 2 , prove that =0
∂x ∂y ∂y
y [MDU, 2006]
∂x
x y ∂u ∂u
11. If u = sin −1 + tan −1 , show that x +y =0
y x ∂x ∂y
12. Verify that fxy = fyx when f(x, y) = (log x )tan–1 (x2 + y2)
13. If Z = log (ex + ey), show that rt – s2 = 0, where r = Zxx, s = Zxy, t = Zyy.
−
r2 1 ∂ 2 ∂θ ∂θ
14. If θ = tne 4t , what value of n will make r = ? [KUK, 2006; UP Tech, 2006]
r2 ∂ r ∂ r ∂ t
274 Engineering Mathematics through Applications
} we get r = (x2 + y2 )2
1
For x = r cos θ
…(i), …(ii)
y = r sin θ y
θ = tan −1
x
The above relations clearly indicate that x is a function of (r, θ) in x = r cos θ and x is a
function of (r, y) in r2 = x2 + y2 or x2 = r2 – y2.
∂x
We find either from x = r cosθ (keeping θ constant) or from x2 = r2 – y2 (keeping y
∂r
constant).
∂x = cos θ and 2x ∂x = 2r ⇒ ∂x = r = r = 1
∴ ∂r θ ∂r y ∂r y x r cos θ cos θ
and there is no reason for them to be equal since we have to be specific while finding the
partial derivative that which variable is to be kept constant.
∂r ∂r
Likewise, we find
∂y
either from (i), r = y cosec θ, i.e. ∂y = cosec θ
θ
∂r y r sin θ
Or from (ii), r2 = (x2 + y2), i.e. ∂y = r = r = sin θ
x
Thus, when no indication is given regarding the variable to be kept constant, then by
∂ ∂ ∂ ∂
convention, we take means and means Likewise, ∂ means ∂
∂x ∂x y ∂y ∂y x ∂r ∂r θ
∂ ∂
and means .
∂θ ∂θ r
∂u ∂x = l2 , ∂y ∂v = (l2 + m2 )
∂x y ∂u v l2 + m2 ∂v u ∂y x l2
(lu + mv)
On adding the two (lu + mv) = (l2 + m2)x ⇒ x= …(1)
(l2 + m2 )
Again given implies
mu = mlx + m2y …(iii)
lv = lmx – l2y …(iv)
(mu − lv)
On subtracting (iv) from (iii), (mu – lv) = (l2 + m2)y ⇒ y= …(2)
(l2 + m2 )
Partial Derivatives and their Applications 275
∂ u = l ∂ v = −l
∂x y , ∂y …(3)
x
x2 = au + bv ∂u ∂x 1 ∂v ∂y
Example 14: If , prove that ∂x ∂u = 2 = ∂y ∂v
y = au − bv
2
y v x u
∂x = ⋅ + ⇒ ∂x = a
2x a 1 0 …(1)
∂u v ∂u v 2x
∂y ∂y b
and 2y = 0 − b ⋅ 1 ⇒ = − …(2)
∂v u ∂v u 2y
1 2
On adding the given equations, u = (x + y2 ) …(3)
2a
1 2
On taking difference of given equations, v = (x − y2 ) …(4)
2b
} ∂2r ∂2r 1 ∂r ∂r
2 2
x = r cosθ
Example 15: If , prove that (i) + = + ∂y
y = r sinθ ∂ x2 ∂ y2 r ∂x
∂2 θ ∂2 θ (x ≠ 0, y ≠ 0)
(ii) + =0 [ KUK, 2004, 2008; NIT Kurukshetra, 2006]
∂x2 ∂y2
Solution:
x = r cos θ
y = r sin θ } ⇒
r2 = x2 + y2
y
θ = tan−1
x
…(A)
…(B)
∂r ∂r x ∂r x
From (A), 2r = 2x or = or = …(1)
∂x ∂x r ∂x (x2 + y2 )1 2
276 Engineering Mathematics through Applications
x2
(x2 + y2 ) −
∂r (x + y2 ) 2 (x2 + y2 ) − x2
1
2 2
y2
= = 2 3 2 =
…(2)
∂x2 (x + y )
2 2
(x + y )
2
(x + y2 )3
2 2
∂y y
Similarly, = …(3)
∂r r
∂2 y x2
and 2 = …(4)
∂r (x2 + y2 )3 2
1 y2 x2
= (x2 + y2 ) + (x2 + y2 )
(x + y2 )1
2 2
1 ∂r ∂r
2 2
= +
r 2 ∂y ∂x , Using (1) and (3)
∂θ = 1 ∂ y x2 −y y
∂x y 2 ∂x
x = x2 + y2 ⋅ x2 = − x2 + y2
∴ y …(5)
1+
x
Again differentiating it partially with respect to ‘x’,
∂2θ 1 2xy
= −y(−1) 2 2 2 2x
= 2 …(6)
∂x2
(x + y ) (x + y2 )2
∂θ 1 ∂ y x2 1 x
∂y = 2 ∂y
x
= 2
+ 2 ⋅x = 2
+ y2
1 +
Similarly, x y x y x …(7)
x
∂2θ −x −2xy
and = ⋅ 2y = 2 …(8)
∂y2 (x2 + y)2 (x + y2 )2
2
∂r ∂2 r
= f"(r) + f'(r) 2 …(3)
∂x ∂x
2
∂2 u ∂r ∂2 r
2 = f"(r ) ∂y + f'(r ) ⋅
Similarly …(4)
∂y ∂y2
2
∂2u ∂r ∂2r
and 2 = f"(r ) ∂z + f'(r ) …(5)
∂z ∂z2
Adding (3), (4) and (5), we get
∂r ∂ 2 1 1 x
Now = (x + y2 + z2 ) 2 = ⋅ 2x =
∂x ∂x 2 12
2(x + y + z )
2 2 r
1 1
(x2 + y2 + z2 ) 2 ⋅1− x 1 ⋅ 2x
∂r
2 2(x + y2 + z2 )
2 2
Further =
∂x2 (x + y + z2 )
2 2
(x2 + y2 + z2 ) − x2 r2 − x 2
= 3 =
(x2 + y2 + z2 ) 2 r3
∂r x ∂2r r2 − x2
Precisely = , = ; …(7)
∂x r ∂x2 r3
∂r y ∂2r r2 − y2
= , =
∂y r ∂y2 r3 ; …(8)
∂r z ∂2 r r2 − z2
= , = …(9)
∂z r ∂z2 r3
278 Engineering Mathematics through Applications
On using results given by (7), (8), (9) into equation (6), we get
x2 + y2 + z2 3r2 − r2 2
= f"(r) + f'(r) = f"(r) + f'(r)
r 2
r 3 r
ASSIGNMENT 2
2 2
r
1. If x = r cos θ, y = r sin θ, show that (i) ∂ = ∂ (ii) 1 ∂ = r ∂θ , (iii) ∂ + ∂ = 1 .
r x x r
∂x ∂r r ∂θ ∂x ∂x ∂y
x = r cos θ
}
2. If u = f (r) and y = r sin θ , prove that
∂2 u ∂2 u
+
∂x2 ∂y2
1
= f"(r) + f'(r ) .
r
[Burdwan, 2003]
cos θ sin θ ∂y
3. If x = ,y = , show that ∂x ∂u + ∂u = 1 .
u u ∂u θ ∂x y ∂u θ ∂y x
y
Proof: u is a homogeneous function of degree n in x, y, i.e. u = xn φ .
x
∂u y y −1 y y
∴ = n xn −1 φ + xn φ′ y ⋅ 2 = n xn −1 φ − xn − 2 y φ′ …(1)
∂x x x x x x
∂u y 1 y
and = xn φ' = xn −1 φ' …(2)
∂y x x x
∂u ∂u y
From (1) and (2), x +y = n xn φ = nu . Hence the result.
∂x ∂y x
In general, if u be a homogeneous function of degree n in x1, x2, x3, … xn, then
∂u ∂u ∂u ∂u
x1 + x2 + x3 + … + xn = nu.
∂x1 ∂x2 ∂x3 ∂xn
∂u ∂u
Example 17: If u = sin–1x/y + tan–1y/x, prove that x +y = 0.
∂x ∂y
Solution: We have u = sin–1x/y + tan–1y/x
1
= x° sin−1 −1
+ tan (y / x) comparable to x f (y / x),
n
( y / x)
where n = 0
∴ u is a homogeneous function of order 0.
∂u ∂u
Hence Euler’s Theorem, x +y = nu = 0, (as n = 0).
∂x ∂y
(x2 + y2 ) ∂ψ ∂ψ
Example 18: If ψ( x, y) = log (x + y) , show that x +y = 1.
∂x ∂y
(x2 + y2 )
x2 1 + ( y / x)2
Solution: We have ψ(x, y) = log (x + y) = log
( ) (
1 + ( y / x )2
)
( ) = log x 1 + ( y / x )
( )
x + ( y x)
1 /
1 + ( y / x )2
ψ (x , y )
= x comparable to xn φ (y / x), where n = 1.
( )
So that e
1 + ( y / x )
∂ψ ∂ψ ∂ψ ∂ψ
⇒ x eψ(x , y) + y eψ(x , y ) = eψ(x, y) or x +y =1
∂x ∂y ∂x ∂y
280 Engineering Mathematics through Applications
(x2 y2 ) ∂u ∂u
Example 19: If sin u = , show that x +y = 3tan u
( x + y) ∂x ∂y
y y
2
2
x4
x x
Solution: sin u = = x3 = x3 φ y is a homogeneous function of degree
y
x 1 +
y x
x 1 + x
3 in x and y.
Therefore by Euler’s Theorem,
∂ ∂
x (sin u) + y (sin u) = 3 ⋅ sin u
∂x ∂y
∂u ∂u
⇒ x cos u + y cos u = 3 sin u
∂x ∂y
∂u ∂u
⇒ x +y = 3 ⋅ tan u
∂x ∂y
( x + y)
Example 20: If cos−1 = u, then show that x ∂u + y ∂u = − 1 cot u [VTU, 2004]
x+ y ∂x ∂y 2
(x + y) x+y
Solution: Here u = cos−1 or = cos u = z
x+ y x+ y
1
2
2
y 1 + y
x 1 + x
where z=
x+y
= x = x1 2 = x 2 φ y
1
x+ y y 1 2 x
y 2
1
x 1 + 1 + x
x
1
1 2 + y1 2 2
−1 x
Example 21: If u = cosec 1 1 ,
prove that
x 3 + y 3
∂2 u ∂2 u 2 ∂ u
2 tan u 13 tan2 u
x2 2 + 2 xy ∂x ∂y + y 2 = 12 12
+
12 [MDU, 2006]
∂x ∂y
Partial Derivatives and their Applications 281
1
x1 2 + y1 2 2
1 = z
Solution: Let 1 so that cosec u = z
x 3 +y 3
1 1
1 1 2
0
1 2
x 2 1 + y
1 2 y y 2
+ x
12
( ) 1
1 2
x + y2 x 1 1
−
2
x
Now z= 1 = = x 2 3
1
3 1 y 2
1 1 0
x + y3 y + y2
x2 1 + x x
x
1
y y
= x12 Function with all terms of the form = xn φ
x x
1
Clearly a homogeneous function of degree n = in x and y.
12
Therefore by Euler’s Theorem,
∂ ∂
x (z) + y (z) = nz
∂x ∂y
∂ ∂ 1
x (cos ec u) + y (cos ec u) = cosec u
∂x ∂y 12
∂u ∂u 1
x ⋅ − cos ec u ⋅ cot u + y ⋅ − cos ec u ⋅ cot u = cosec u
∂x ∂y 12
∂u ∂u −1
or x ∂x + y ∂y = 12 tan u …(1)
Now on differentiating (1) partially with respect to x and with respect to y respectively,
we get
∂ ∂u ∂u 1 ∂
+y =−
∂x ∂x
x (tan u)
∂y 12 ∂x
∂2u ∂u ∂2u 1 2 ∂u
2 + 1 ⋅ ∂x + y ∂x∂y = − 12 sec u ∂x
or x …(2)
∂x
∂ ∂u ∂u 1 ∂
and +y =−
∂y ∂x
x (tan u)
∂y 12 ∂y
∂2u ∂2u ∂u 1 ∂u
or x + y 2 + 1⋅ = − sec2 u …(3)
∂x∂y ∂y ∂y 12 ∂y
Multiply (2) by x and (3) by y and then add the two,
2 ∂2u ∂2u 2 ∂ u
2
∂u ∂u 1 2 ∂u ∂u
x ∂x2 + 2xy ∂x∂y + y ∂y2 + x ∂x + y ∂y = − 12 sec u x ∂x + y ∂y
282 Engineering Mathematics through Applications
2 ∂2 u ∂2 u 2 ∂ u
2
1 ∂u ∂u
x ∂x2 + 2xy ∂x∂y + y ∂y2 = − 12 sec u − 1 x ∂x + y ∂y
or 2
= − ( tan2 u + 1) − 1 −
1 tan u
12 12 On using (1)
∂2 z ∂2 z ∂2 z
Example 22: If z = x φ (y/x) + ψ (y/x), prove that x2 + 2xy + y2 2 = 0
∂x 2 ∂x ∂y ∂y
[UP Tech, 2006]
∂2 z1 ∂z1 ∂2 z1 ∂z1
Now differentiating (1) with respect to x, x + + y =
∂x2 ∂x ∂ x∂ y ∂ x
∂2 z1 ∂2 z1
⇒ x + y =0 …(3)
∂x 2 ∂ x∂ y
∂2 z1 ∂z1 ∂2 z ∂z
Differentiating (1) with respect to y, x ⋅ + + y 21 = 1
∂ y∂ x ∂ y ∂y ∂y
∂2 z1 ∂2 z
⇒ x⋅ + y 21 = 0 …(4)
∂y ∂x ∂y
Now multiply (3) by x and (4) by y and, add the two
∂2 z ∂2 z1 ∂2 z1 ∂2 z1
x x 21 + y + y x + y =0
∂x ∂x∂y
∂ y∂ x ∂y2
2 ∂2 z1 2 ∂ z1
2
∂2 z1
⇒ x ∂ x2 + y ∂ y2 + 2 xy ∂ x∂ y = 0 …(5)
∂2 z2 ∂z2 ∂2 z2
Similarly on differentiating (2) with respect to x, x + + y =0 …(6)
∂ x2 ∂ x ∂x∂y
Partial Derivatives and their Applications 283
∂2 z ∂2 z ∂ z2
Differentiating (2) with respect to y, x + y 22 + =0 …(7)
∂y ∂x ∂y ∂y
Multiply (6) by x and (7) by y and then add the two, we get
2 ∂2 z2 2 ∂ z2
2
∂2 z2 ∂z2 ∂z2
x ∂x2 + y ∂y2 + 2xy ∂x∂y + x ∂x + y ∂y = 0
2 ∂2 z2 2 ∂ z2
2
∂2 z2
⇒ x
∂x2 + y + 2xy = 0, using (2) …(8)
∂y2 ∂x∂y
Now adding (5) and (8),
∂2 z ∂2 z ∂2 z ∂2 z ∂2 z1 ∂2 z2
x2 21 + 22 + y2 21 + 22 + 2xy + =0
∂x ∂x ∂y ∂y ∂x∂y ∂x∂y
∂2 ∂2 ∂2
or x2 2 (z1
+ z2 ) + y2 2 (z1 + z2 ) + 2xy (z + z ) = 0
∂x ∂y ∂x∂y 1 2
∂2 z ∂2 z ∂2 z
Hence the desired result, x2 + y2 2 + 2xy = 0.
∂x 2
∂y ∂xy
Note: As here in this example, z = z1 + z2, is a sum of two homogeneous functions of diffferent degree of
homoginity. Hence apply Euler’s theorem on z1 and z2 separately upto second order and then finally add them
to have the desired result.
x3 + y3 ∂u ∂u
Example 23: If u = tan−1 , then show that x +y = sin 2x
x−y ∂x ∂y
∂2 u ∂2 u
+ y2 2 + 2xy ∂ u = sin 4u − sin 2u
2
and x2
∂x 2
∂y ∂x ∂y
[NIT Kurukshetra, 2004; VTU, 2005; SVTU, 2007; KUK, 2007-2009; PTU, 2009]
y
3
x3 1 +
(x3 + y3 ) (x3 + y3 ) x
Solution: u = tan−1 ⇒ tan u = = = x2 φ y
x+y (x + y) y x
x 1 +
x
Thus, tan u is a homogeneous function of degree 2 in x and y.
∂u ∂u sin u
x +y =2 × cos2 u = 2 sin u cos u
∂x ∂y cos u
284 Engineering Mathematics through Applications
∂u ∂u
x +y = sin 2u
∂x ∂y …(1)
Differentiating both sides of (1) partially with respect to x,
∂2u ∂u ∂2u ∂u
x 2 + ∂x + y ∂x∂y = 2 cos 2u ∂x
∂x
∂2u ∂2u ∂u
∴ x 2 + y ∂x∂y = (2 cos 2u − 1) ∂x …(2)
∂x
∂2u ∂2u ∂u
Similarly y +x = (2 cos 2u − 1) …(3)
∂y 2 ∂x∂y ∂y
∂2u ∂2u 2 ∂ u
2 ∂u ∂u
x2 2 + 2xy ∂x∂y + y = (2 cos 2u − 1) x
∂
+y
∂y
∂x ∂ y2 x
∂2u ∂2u 2 ∂ u
2
x2 + 2xy + y = (2 cos 2u − 1) [ sin 2u] , Using (1)
∂ x2 ∂x∂y ∂ y2
= [ 2 cos 2u sin 2u − sin 2u = sin 4u − sin 2u]
∂2 Z ∂2 Z ∂2 Z ∂Z y ∂Z = n2 Z
x2 + 2xy + y2 2 + x + ∂y
∂x 2 ∂ x∂ y ∂y ∂x
[NIT Kurukshetra, 2005; MDU, 2003, 2006; KUK, 2009]
∂Z2 ∂Z
and x + y 2 = −n Z2 …(2)
∂x ∂y
Now differentiating (1) partially with respect to x and y, we have
∂2 Z1 ∂Z1 ∂2 Z1 ∂Z
x + + y =n 1 …(3)
∂x2 ∂x ∂y∂x ∂x
∂2 Z1 ∂Z1 ∂2 Z ∂Z
and x + + y 21 = n 1 …(4)
∂y∂x ∂y ∂y ∂y
Partial Derivatives and their Applications 285
Now multiply (3) by x and (4) by y and, then add the two, we get
∂2 Z1 ∂Z1 ∂Z1 ∂2 Z1 2 ∂Z1 ∂Z ∂Z
x 2 + x ∂x + y ∂y + 2xy ∂y∂x + y = n x 1 + y 1
∂ ∂y
∂x ∂y2 x
∂2 Z1 ∂Z1 ∂Z1 ∂2 Z 2 ∂ Z1
2
⇒ x 2 + x ∂x + y ∂y + 2xy ∂y∂x + y = n nZ1 = n2 Z1 …(5)
∂x ∂y2
Similarly on differentiating (2) partially with respect to x (when y constant) and with
respect to y (when x constant),
∂2 Z2 ∂Z2 ∂2 Z2 ∂Z2
x 2 + ∂x + y ∂y∂x = −n ∂x …(6)
∂x
∂2 Z2 ∂Z2 ∂2 Z ∂Z
and x + + y 22 = −n 2 …(7)
∂ x∂ y ∂ y ∂y ∂y
On multiplying (6) by x and (7) by y and, then adding the two
∂2 Z2 ∂Z2 ∂Z2 ∂2 Z2 2 ∂ Z2
2
∂Z2 ∂Z2
x2 + x + y + 2xy + y 2 = −n x ∂x + y ∂y = −n(−n)Z2 = n Z2
2
…(8)
∂x 2
∂ x ∂ y ∂ x ∂ y ∂y
On adding (5) and (8), we have
∂2 Z ∂2 Z 2 ∂ Z
2 ∂Z ∂Z
x2 + + + x + y = n2 Z
∂y2 ∂x
2 xy y
∂ x2 ∂x∂y ∂y
∂2 u ∂2 u 2 ∂ u
2
2 + 2 xy ∂ x∂ y + y = 2u
Example 25: If u = x2tan–1(y/x) – y2tan–1(x/y), evaluate x2
∂x ∂ y2
[GJU, 2005]
∂u2 ∂u
and x+ y 2 = 2 ⋅ u2 …(2)
∂x ∂y
Differentiating (1) partially with respect to x and y
∂2u1 ∂u1 ∂2u1 ∂u1
x 2 + ∂x + y ∂x∂y = 2 ∂x …(3)
∂x
∂2u1 ∂u1 ∂2u ∂u
and x + + y 21 = 2 1 …(4)
∂y∂x ∂y ∂y ∂y
Now multiply (3) by x, (4) by y and, add the two
2 ∂2 u1 ∂2 u1 2 ∂ u1
2
∂ u1 ∂ u1
⇒ x ∂x2 + 2xy ∂x∂y + y ∂y2 = x ∂x + y ∂y = 2u1 , (using (1))
∂2u2 ∂2u2 2 ∂ u2
2
Similarly x ∂x2 + 2xy ∂x∂y + y ∂y2 = 2u2 , (using (2))
On adding the two, we get the desired result.
∂u ∂f y ∂f z
= n xn −1 f (s, t) + xn − 2 + − 2 using (1)
∂x ∂s x ∂t x
∂u ∂f ∂f
⇒ = n ⋅ xn −1 f (s, t) − xn − 2 y +z …(2)
∂x ∂ s ∂t
On multiplying (2) by x throughout, we get
∂u ∂f ∂f
x = n xn f (s, t) − xn −1 y +z …(3)
∂x ∂ s ∂t
Now on differentiating (1) partially with respect to y, we get
∂u ∂f ∂s ∂f ∂t
= xn +
∂y ∂s ∂y ∂t ∂y
∂u ∂f 1 ∂f ∂f
⇒ = xn + (0) = xn −1 …(4)
∂y ∂ s x ∂ t ∂s
On multiplying (4) by y throughout, we get
∂u ∂f
y = xn −1 ⋅ y …(5)
∂y ∂s
Similarly, on differentiating equation (1) with respect to z, we get
∂u ∂f ∂s ∂f ∂t
= xn +
∂z ∂s ∂z ∂t ∂z
Partial Derivatives and their Applications 287
∂f ∂f 1 ∂f
= xn ⋅ (0) + ⋅ = xn −1 …(6)
∂s ∂t x ∂t
On multiplying (6) by z throughout, we get
∂u ∂f
= xn −1 ⋅ z
z …(7)
∂z ∂t
Adding equations (3), (5) and (7), we get
∂u ∂u ∂u
x +y +z = n xn f (s, t) = nu.
∂x ∂y ∂z
Hence the proof.
ASSIGNMENT 3
x+y
1. If u = 2 , then prove that the order of u is –1.
x + y2
2. If u is a homogeneous function of nth degree in x, y, z,
x y z ∂u ∂u ∂u
(a) if u = + + , then x +y +z = 0.
y+z z+x x+ y ∂x ∂y ∂z
x3 + y3 + z3
(b) show that x ux + y uy + z uz = 2 tan u, where u = sin−1 ax + by + cz
xy + yz + zx
3. If u = cos 2 , prove that x ∂u + y ∂u + z ∂u = 0 .
x + y2 + z2 ∂x ∂y ∂z
y ∂2u ∂2u
4. If u = f (x, y) = log(x2 + y2 ) + tan−1 , prove that + = 0.
x ∂ x2 ∂ y 2
∂u ∂u x3 + y3
5. Show that x +y = 2u log u, where log u = .
∂x ∂y 3x + 4y
x + 2y + 3z ∂u ∂u ∂u
6. If u = sin−1 , find the value of x ∂x + y ∂y + z ∂z . [UP Tech, 2004]
x8 + y8 + z8
7. If –z is a homogeneous function of degree n in x and y, show that
∂2 z 2 ∂ z
2
∂2 z
x2 + y + 2 xy = n(n − 1)z. [Kottayam 2005; UP Tech, 2006; VTU, 2007]
∂x2 ∂y2 ∂x∂y
y−3x
, find x ∂u + y ∂u .
3
8. If u = x4 log 3 y+3x ∂x ∂y
3 y − 3 x
Hint : 3 y + 3 x is of degree 0 and u is of degree 4.
9. If z is a homogeneous function of degree n in x and y, and z is a function of u as z = f(u)
then
∂2 u ∂2 u ∂2 u x f (u)
x2 2 + 2xy + y2 2 = g(u) ( g'(u) − 1) , where g(u) =
∂x ∂x∂y ∂y f'(u)
288 Engineering Mathematics through Applications
−1
du
Example 27: If u = sin–1(x – y), x = 3t and y = 4t3, show that = 3(1 − t2 ) 2 [PTU, 2005]
dt
1 1
= = , …(2)
(1 − 4t ) (1 − t ) (1 − 4t ) (1 − t2 )
2 2 2 2
∂y 1 1
= = ,
∂y 1 − x − y + 2xy (1 − 4t ) 1 − t2
2 2 2 …(3)
dx dy
= 3, = 12 t2. (from given) …(4)
dt dt
dx dy
On substituting values of ux, uy, , in (1), we get
dt dt
du 1 3(1 − 4 t2 ) −
1
= [3 − 12 t2
] ≡ = 3(1 − t2 ) 2 .
dt (1 − 4t ) 1 − t
2 2 1
(1 − 4 t2 )(1 − t2 )2
Example 28: Find the total differential coefficient of x2y with respect to x when x and y
are connected by the relation x2 + xy + y2 = 1. [KUK, 2008; NIT Kurukshetra, 2008]
dz
Solution: Let z = x2y, then in this problem we need to find .
dx
290 Engineering Mathematics through Applications
dz ∂z dx ∂z dy dy
= + = 2xy + x2 …(1)
dx ∂x dx ∂y dx dx
Further, variables x and y are connected by an implicit relation, φ = x + xy + y = 0
2 2
comparable to φ(x, y) = 0
∂φ
2x + y
= − ∂x = −
dy …(2)
so that
dx ∂φ 2y + x
∂y
dy
On substituting value of from (2) in (1), we get
dx
dz 2x + y
= 2 xy − x2 .
dx 2y + x
∂f ∂φ dz ∂f ∂φ
Example 29: If f(x, y) = 0, φ(y, z) = 0, show that ∂y ∂z dx = ∂x ∂y .
∂φ
∂y
dz
Likewise for φ(y, z) = 0, dy = − …(2)
∂φ
∂z
∂φ ∂f
dz dz dx ∂y
dz ∂y ∂f ∂φ dz ∂f ∂φ
write, = ⋅ ⇒ − =− ⇒ ⋅ = .
dy dx dy ∂φ dx ∂f ∂y ∂z du ∂x ∂y
∂z ∂x
Example 30: At a given instant that sides of a rectangle are 4 ft and 3 ft respectively and
they are increasing at the rate of 1.5 ft/s and 0.5 ft/s respectively, find the rate at which the
area is increasing at that instant.
dy
Solution: Given x = 4 ft, y = 3 ft, and dx = 1.5 ft/s, = 0.5 ft/s
dt dt
Here z = f(x, y) = x · y (area of the rectangle)
dz ∂z dx ∂z dy ∂z ∂ ∂z
so that = + = y (1.5) + x (0.5) , as = (xy) = y and = x
dt ∂x dt ∂y dt ∂x ∂x ∂y
= 3(1.5) + 4(0.5) = 4.5 + 2.0 = 6.5 ft/s.
Example 31: If z = (2xy2 – 3x2y) and if x increases that the rate of 2 cm/s and it passes
through x = 3 cm, show that if y is passing through the value y = 1 cm, y must be decreasing
2
at the rate 2 15 cm/s in order that z shall remain constant.
Partial Derivatives and their Applications 291
dz ∂z dx ∂z dy
Solution: For z = (2xy2 – 3x2y), = +
dt ∂x dt ∂y dt
dx dy
= (2y2 − 6xy)+ (4xy − 3x2 )
dt dt
dx dz dy
Given = 2, so that = (2y2 − 6xy)2 + (4xy − 3x2 )
dt dt dt
dz dy
when x = 3, y = 1, then = −32 − 15
dt dt
dy
In order that –z remains constant, dz = 0 implies 0 = −32 − 15
dt dt
dy 32 2
or = =2 cm/s
dt 15 15
d2 y q2 r − 2 pqs + p2t
Example 32: If f(x, y) = 0, show that = − , [KUK, 2006]
dx2 q3
∂f ∂f ∂2 f ∂2 f ∂2 f
where p = , q= , r = 2 , s= , t= 2
∂x ∂y ∂x ∂x ∂y ∂y
Solution: For any function f(x, y), we have
d ∂ dx ∂ dy
f (x, y) = f (x, y) + f (x, y)
dt ∂x dt ∂y dt
In particular, when t = x,
d dy
f (x, y) = fx (x, y) ⋅ 1 + fy (x, y) …(1)
dx dx
Identically,
d dy
f (x, y) = fxx(x, y) + fxy(x, y) …(2)
dx x dx
d dy
and f (x , y) = fyx (x , y) + fyy (x , y) …(3)
dy y dx
As we are given that f(x, y) = 0, i.e. f(x, y) is an implicit function, therefore from (1), we get
d dy dy f (x, y)
0= f (x, y) = fx (x, y) + fy (x, y) or =− x …(4)
dx dx dx fy (x, y)
Thus,
d ( , ) d ( , )
d2 y d dy d fx fy fx x y − fx fy x y
dx dx
2 = dx =
dx dx fy
− =− 2
dx fy
Applying U formula for derivatives
V
=−
{
fy fxx + fyx
dy
dx} {
− fx fyx + fyy
2
dy
dx}, [on using (2),(3)]
fy
292 Engineering Mathematics through Applications
f f
fy fxx + fxy − x − fx fxy + fyy − x
y
f
fy
=− , [on using(4)]
fy2
=−
{ } {
fy fy fxx − fx fxy − fx fy fxy − fx fyy },
fy3
d2 y
Example 33: xn + yn = an, find .
dx2
Solution: xn + yn = an is an implicit relation for which
dy f
=− x =−
p d2 y q2 r − 2pqs + p2 t
dx fy q and 2 = − .
dx q3
Here p = fx = nxn –1, q = fy = nyn –1,
r = fxx = n(n – 1)xn –2, s = fxy = 0, t = n(n – 1)yn – 2.
d2 y 1 2
2 = − 3 (q r − 2pqs + p t)
2
∴ dx q
1
= n2 y2n − 2 ⋅ n(n − 1)xn − 2 − 2n2 xn −1 yn − 1 ⋅ 0 + n2 x2n − 2n(n − 1)yn − 2
n3 y3n − 3
n3 (n − 1) n − 2 2n − 2
= x ⋅ y + yn − 2 x2n − 2
n3 y3n− 3
−(n − 1)xn −2 yn −2 n
= y + xn
y3n − 3
xn − 2
= −(n − 1) an ⋅ .
y2n −1
dx dy dz
Example 34: If x2 + y2 + z2 – 2xyz = 1, show that + + =0
1−x 2
1−y 2
1 − z2
[NIT Kurukshetra, 2009]
Partial Derivatives and their Applications 293
dx dy dz
or + + =0
1 − x2 1 − y2 1 − z2
(Dividing throughout by (1 − x2 )(1 − y2 )(1 − z2 ) )
Example 35: If the three thermodynamical variable P, V, T are connected by the relation
f(P, V, T) = 0, show that
∂P ∂T ∂V
⋅ ⋅ = − 1.
∂T V ∂V P ∂P T
Solution: The function f(P,V,T) = 0 defines an implicit relation on the three variables
P(pressure), V(volume), T(temperature) such that each of them is a function of the other two.
∴ df = fx dP + fy dV + fz dT = 0
∂f
∂P = − ∂T
(i) if V is kept constant, i.e. dV = 0, then
∂T V ∂f …(1)
∂P
(i.e. change in one variable with respect to the other keeping the 3rd constant)
∂f
(ii) if P is kept constant, i.e. dP = 0, then
∂ T = − ∂V
∂V P ∂f …(2)
∂T
294 Engineering Mathematics through Applications
∂f
∂P
∂V
(iii) if T is kept constant, i.e. dT = 0, then =−
∂P T ∂f …(3)
∂V
∂P ∂T ∂V
On multiplying the three, ∂T ∂V ∂P = −1
V P T
Note: In case of implicit function with more than 2 variables, the differential coefficients involved are obviously
partial in nature instead of total.
Example 36: The pressure p, volume v and absolute temperature T of a gas are connected
by the relation pv = RT, where R is constant. If Q is a function of the state of a gas such
∂Q ∂Q ∂Q
that = p then show that = + R. Also find ∂Q .
∂v v,T ∂ T p,T ∂ T v,T ∂p p,T
two independent variables v and T, and its partial derivative is taken with v keeping T
constant.
For Q(v, T),
∂Q ∂Q
dQ = dv +
∂v ∂T
dT …(2)
Likewise for Q(p, T),
∂Q ∂Q
dQ = dp +
∂T p,T
dT
∂ p p, T …(3)
∂Q ∂Q ∂Q
or R + ∂T dT − v dp = ∂p dp + ∂T dT …(7)
v, T p, T p, T
ASSIGNMENT 4
du
1. If u = x2 + y2 + z2 with x = e2t , find and verify the result by direct substitution.
dt
y = e2t cos 3t,
z = e2t sin 3t
dy
2. Given a relation between x and y, (cos x)y = (sin y)x, find . [KUK, 2005]
dx
du
3. If u = sin(x2 + y2), where a2x2 + b2y2 = c2, find .
dx
du
4. If u = x logxy where x3 + y3 + 3xy = 1, find .
dx
5. If x increases at the rate of 2cm/sec at the instant when x = 3cm and y = 1cm, at what rate
must y be changing in order that the function (2xy – 3x2y) shall neither increasing nor
du
decreasing, i.e. = 0.
dt
∂f ∂φ ∂f ∂φ
6. If the curves f(x, y) = 0 and φ(x, y) = 0 touch, show that at the point of contact ∂y ∂x = ∂x ∂y
[Hint: The two curves touch means, at the point of contact, the tangent is common.]
∂y ∂z
7. Given that z3 + xy – y2z = 6, obtain expressions for , in terms of x, y, z and find
∂x ∂x
∂y fx ∂z fx
their values at the point (0, 1, 2). Hint : If (x, y, z) = 0, then ∂x = − f , ∂x = − f
z y y z
8. If ax2 + by2 + cz2 = 1 and lx + my + nz = 0, prove that
dx dy dz
= =
bny − cmz clz − anx amx − bly
∂ u ∂ u ∂ x ∂ u ∂y
and = + …(2)
∂t ∂x ∂t ∂y ∂t
Here ordinary derivatives have been replaced by partial derivatives, since x and y are
further functions of s and t (instead of one variable t as in the case of total derivatives, Article 4.5,
equation (1)).
∂u ∂u
On solving (1) and (2) as simultaneous equations in and ∂y , we get their values in
∂x
∂u ∂ u
terms of , , s, t which precisely means that if s and t are given as functions s = ξ(x, y)
∂s ∂t
and t = η(x, y), then we get
Dependent
∂u ∂u ∂s ∂u ∂t u = f(x, y)
= + …(3)
variable
∂x ∂s ∂x ∂t ∂x
∂u
∂u
∂u ∂u ∂s ∂u ∂t ∂x
and = + …(4)
∂y
∂y ∂s ∂y ∂t ∂y
as shown in chain rule Fig. 4.1. X Intermediate
Y
The chain rule may be extended to a function, variable
u = f(x, y, z) of three independent variable which
are further functions of the independent variables ∂x ∂y
∂s ∂s
s and t as follows:
∂u ∂u ∂x ∂u ∂y ∂u ∂z
= + + …(5)
∂s ∂x ∂s ∂y ∂s ∂z ∂s
Fig. 4.1
∂u ∂u ∂x ∂u ∂y ∂u ∂z
and = + + …(6)
∂t ∂x ∂t ∂y ∂t ∂z ∂t
as shown by chain rule, Fig. 4.2.
Dependent u = f (x , y , z )
u = f (x , y , z )
variable
∂u ∂u ∂u ∂u ∂u
∂x ∂y ∂z ∂u
∂x ∂z
∂y
y y
X Z Intermediate X Z
variable
∂y
∂y ∂x ∂t
∂x ∂t ∂z
∂s ∂z
∂s ∂t
∂s
s Independent L
variable
Fig. 4.2 (i ) Fig. 4.2 ( ii )
Partial Derivatives and their Applications 297
∂z ∂z ∂z ∂z
Example 37: If z = f(x, y) and x = eu + e− v prove that ∂u − ∂v = x ∂x − y ∂y . [VTU, 2006]
,
y = eu − ev
x(u, v) = eu + e−v
Solution: From given we get
y(u, v) = e−u − ev
∂x ∂x ∂y ∂y
= eu , = − e− v and = − e−u , = −ev
∂u ∂v ∂u ∂v
∂z ∂z ∂x ∂z ∂y ∂z ∂z
∴ = + = eu − e −u …(1)
∂u ∂x ∂u ∂y ∂u ∂x ∂y
∂z ∂z ∂x ∂z ∂y ∂z v ∂z
and = + = − e−v −e …(2)
∂v ∂x ∂v ∂y ∂v ∂x ∂y
∂z ∂z − v ∂z v ∂z ∂z ∂z
(1) – (2) gives, ∂u − ∂v = ( e + e ) ∂x − (e − e ) ∂y = x ∂x − y ∂y .
u −u
∂z 1 ∂z
(i) = fx cosθ + fy sinθ and = − fx sinθ + fy cosθ
∂r r ∂θ
2 2
∂z 1 ∂z
(ii) ∂r + r 2 ∂θ = fx + fy .
2 2
∂z ∂f ∂x ∂f ∂y
and = + = f (−r sin θ) + fy (r cos θ)
∂θ ∂x ∂θ ∂y ∂θ x
∂x ∂y
since x = r cos θ gives ∂θ = −r sin θ and y = r sin θ gives ∂θ = r cos θ
r r
1 ∂z
or = − fx sin θ + fy cos θ …(2)
r ∂θ
Squaring and adding (1) and (2),
( ) ( )
2 2
∂z + 1 ∂z = f cos θ + f sin θ 2 + − f sin θ + f cos θ 2
∂r r2 ∂θ x y x y
298 Engineering Mathematics through Applications
= (fx2 cos2θ + fy2 sin2θ + 2fx fysinθ cosθ) + (fx2 sin2θ + fy2 cos2θ – 2fxfy sinθ cosθ)
= (cos2θ + sin2θ) fx2 + (cos2θ + sin2θ) fy2 = fx2 + fy2.
1 ∂u 1 ∂u 1 ∂u
Example 39: If u = f (2x – 3y, 3y – 4z
–, 4z
– – 2x), prove that + + =0
2 ∂x 3 ∂y 4 ∂z
[NIT Kurukshetra, 2002, 2004; Raipur, 2005; UP Tech, 2006]
∂ u ∂f ∂ r ∂f ∂ s
= +
∂x ∂r ∂x ∂s ∂x
∂ u ∂f ∂ r ∂f ∂ s
= + …(2)
∂y ∂r ∂y ∂s ∂y
∂ u ∂f ∂ r ∂f ∂ s
= +
∂z ∂r ∂z ∂s ∂z
∂r ∂r ∂r
and = 2x, = 2z, = 2y;
∂x ∂y ∂z
∂s ∂s ∂s …(3)
= 2z, = 2y, = 2x;
∂x ∂y ∂z
Partial Derivatives and their Applications 299
∂r ∂r ∂r ∂s ∂s ∂s
∴ On substituting values of ∂x , ∂y , ∂z , ∂x , ∂y , ∂z in equation (2), we get
∂u
= ( fr ⋅ 2x + fs ⋅ 2z)
∂x
∂u
= ( fr ⋅ 2z + fs ⋅ 2y)
∂y
…(4)
∂u
= ( fr ⋅ 2y + fs ⋅ 2x)
∂z
Using determinant method, eliminate fr and fs from (4),
∂u
2x 2z
∂x
∂u
2z 2y =0
∂y
∂u
2y 2x
∂z
∂u ∂u ∂u ∂u ∂u
or 2x 2y
∂z
− 2x + 2z 2y
∂y ∂y
− 2z +
∂z ∂x
( 2z ⋅ 2x − 2y ⋅ 2y ) = 0
On re-arrangement of terms, we get the desired result.
∂u ∂u ∂u
(y2 − zx) + (x2 − yz) + (z2 − xy) = 0.
∂x ∂y ∂z
∂2 u ∂2 u
Example 41: Transform the equation + = 0 into polar co-ordinates.
∂x2 ∂y2
[UP Tech. 2004; KUK, 2007]
∂2 u ∂2 u ∂u ∂u
Solution: For finding 2 and ∂y2 , we need to find first ∂x and ∂y .
∂x
∂r 1 1 x
= ⋅ 1 ⋅ 2x = = cos θ,
∂x 2 r
(x2 + y2 )2
∂r 1 1 y
= ⋅ 1 ⋅ 2y = = sin θ,
∂y 2 r
(x2 + y2 )2
∂θ 1 ∂ y x2 y y sin θ …(2)
= = − = − = − ,
∂x y ∂ x x x2 + y2 x2 r
2
r2
1 +
x
∂θ 1 ∂ y x2 1 = x = cos θ ,
= = ⋅
∂y y
2
∂ y x x2
+ y2
x r2
r
1+
x
300 Engineering Mathematics through Applications
Now,
∂u ∂u ∂r ∂u ∂θ
= +
∂x ∂r ∂x ∂θ ∂x
and ∂u ∂u ∂r ∂u ∂θ …(3)
= +
∂y ∂r ∂y ∂θ ∂y
∂u ∂u
On using equations (2), above terms and ∂y become as
∂x
∂u ∂u sin θ ∂u ∂ sin θ ∂
= cos θ − = cos θ − u …(4)
∂x ∂r r ∂θ ∂r r ∂θ
∂u ∂u cos θ ∂u ∂ cos θ ∂
and = sin θ + = sin θ + u …(5)
∂y ∂r r ∂θ ∂r r ∂θ
∂ ∂
From (4) and (5), we get the values of the operators and ∂y as:
∂x
∂ ∂ sin θ ∂ ∂ ∂ cos θ ∂
= cos θ − and = sin θ − …(6)
∂x ∂r r ∂θ ∂y ∂r r ∂θ
∂2u ∂ ∂u ∂2 u ∂ ∂u
Now to find , apply on and similarly, to find 2 , apply ∂y on ∂y ,
∂x2 ∂x ∂x ∂ y
∂2u 2 ∂ u
2
sin θ cos θ ∂2u sin θ cos θ ∂u sin2 θ ∂u sin2 θ ∂2u
⇒ 2 = cos θ 2 −2 ∂r∂θ
+2
∂θ
+
r ∂r
+ 2 …(7)
∂x ∂r r r2 r ∂θ2
∂2u ∂2u sin θ cos θ ∂2u 2 sin θ cos θ ∂u cos2 θ ∂u cos2 θ ∂2u
⇒ = sin2 θ 2 + 2 − + + …(8)
∂y 2
∂r r ∂r∂θ r2 ∂θ r ∂r r2 ∂θ2
On adding (7) and (8), we get
∂2 u ∂2 u ∂2 u 1 ∂u 1 ∂2 u
+ = + +
∂x2 ∂y2 ∂r2 r ∂r r2 ∂θ2
Hence the desired result.
Partial Derivatives and their Applications 301
Solution: This example is an another way of understanding the previous example. In the
∂2u ∂2u ∂2 u 1 ∂2 u 1 ∂u
previous example we have just proved that 2 + 2 = 0 transforms to 2 + 2 2 + r ∂r = 0
∂x ∂y ∂r r ∂θ
∂2u ∂2u
Means the expression, + which is in cartisian coordinate system has value
∂ x2 ∂ y 2
∂2u 1 ∂2u 1 ∂u
+ + in (r, θ) system.
∂r2 r2 ∂θ2 r ∂θ
In the previous example, under equation (3), we had
∂u
∂x
= cos θ(∂u sin θ ∂u
∂r
−
r ∂θ and ) ∂u
= sin θ
∂y
∂u cos θ ∂u
∂r
+
r ∂θ
On squaring and adding these two results, we get
2 2 2 2
∂u + ∂u = cos θ ∂u − sin θ ∂u + sin θ ∂u + cos θ ∂u
∂x ∂y ∂r r ∂θ ∂r r ∂θ
∂u
2
sin2 θ ∂u
2
sin θ cos θ ∂u ∂u
= cos2 θ + 2 − 2
∂r r ∂θ r ∂r ∂θ
∂u
2
cos2 θ ∂u
2
sin θ cos θ ∂u ∂u
+ sin2 θ + 2 + 2
∂ r r ∂θ r ∂r ∂θ
2 2 2 2
∂u ∂u ∂u 1 ∂u
= (cos2 θ + sin2 θ) + 2 (cos2 θ + sin2 θ) = + 2
1
∂r r ∂θ ∂r r ∂θ
φ, y = r cosθ
θ cosφ
Example 43: Given that u(x, y, z) where x = r cosθ θ sinφ
φ and z = r sinθ
θ, find
∂u ∂u
and . [NIT Kurukshetra, 2008]
∂θ ∂φ
Solution: Here by change of variable, we have
∂u ∂u ∂x ∂u ∂y ∂u ∂z
= + + …(1)
∂θ ∂ x ∂θ ∂ y ∂θ ∂z ∂θ
∂x
= −r sin θ cos φ,
x = r cos θ cos φ, ∂θ
∂y
Now y = r cos θ sin φ, ⇒ = −r sin θ sin φ,
z = r sin θ ∂θ …(2)
∂z
= r cos θ
∂θ
302 Engineering Mathematics through Applications
∂u
∴ = f '(x2 + y2 + z2 ) ⋅ 2x(−r cos θ sin φ) + f '(x2 + y2 + z2 ) · 2y(rcosθ cosφ
∂φ
+ f’(x2 + y2 + z2)2z = 0
= f ’(r2) 2 rcosθ cosφ (– rcosθ sinφ) + f ’(r2)2 rcosθ sinφ (rcosθ cosφ)
= 2r2 f ’(r2) [cosφ sinφ cos2θ – cosφ sinφ cos2θ] = 0
∂2 u ∂2 u ∂2 u
Example 44: If x + y = 2eθ cosφ
φ, x – y = 2ieθ sinφ
φ, show that + = 4 xy ∂ x2
∂θ2 ∂φ2
[UP Tech, 2002]
∂2u ∂2u ∂u ∂u
Solution: In order to find 2 and ∂φ2 , we need to find first ∂θ and ∂φ respectively.
∂θ
∂ u ∂ u ∂ x ∂ u ∂y
We know that = + …(1)
∂θ ∂x ∂θ ∂y ∂θ
∂ u ∂ u ∂ x ∂ u ∂y
and = + …(2)
∂φ ∂x ∂φ ∂y ∂φ
x + y = 2 eθ cos φ x = eθ+ i φ
Given implies …(3)
x − y = 2 i eθ sin φ y = eθ− i φ
Partial Derivatives and their Applications 303
∂x ∂x
So that = eθ + iφ ⋅ 1 = x; = eθ + iφ ⋅ i = ix;
∂θ ∂φ
∂y ∂y …(4)
= eθ − iφ ⋅ 1 = y; = eθ − iφ ⋅ − i = −iy
∂θ ∂φ
On using (4), (1) and (2) becomes
∂u ∂u ∂u ∂ ∂
= x + y = x +y u …(5)
∂θ ∂ x ∂y ∂x ∂y
∂u ∂u ∂u ∂ ∂
and = ix − iy = ix − iy u …(6)
∂φ ∂ x ∂y ∂ x ∂y
∂ ∂
Clearly from above two equations, the value of the operators and
∂θ ∂φ are
∂ ∂ ∂
= x +y
∂θ ∂ x ∂y
and ∂ ∂ ∂ …(7)
= ix − iy
∂φ ∂ x ∂ y
Therefore,
∂2u ∂ ∂u ∂ ∂ ∂u ∂u
2 = ∂θ ∂θ = x ∂x + y ∂y x ∂x + y ∂y
∂θ
∂ ∂u ∂ ∂u ∂ ∂u ∂ ∂u
= x x + x y + y x + y y
∂x ∂x ∂x ∂y ∂y ∂x ∂y ∂y
14444 4244444 3 14444 4244444 3
∂u ∂2 u ∂2u ∂2u ∂u ∂2 u
=x + x2 2 + xy + yx +y + y2 2
∂x ∂24444
x ∂x∂y ∂y∂x ∂y ∂3
y
14444 3 1444424444
∂2 u ∂2 u ∂2 u ∂u ∂u
= x2 2 + 2xy + y2 2 + x +y …(8)
∂x ∂x∂y ∂y ∂x ∂y
Likewise,
∂2u ∂ ∂u ∂ ∂ ∂u ∂u
= = ix − iy ix − iy
∂φ2 ∂φ ∂φ ∂x ∂y ∂x ∂y
∂2 u ∂2 u ∂2 u ∂u ∂u
= −x2 2 + 2xy − y2 2 − x +y …(9)
∂x ∂ x∂ y ∂y ∂ x ∂ y
On adding (8) and (9),
∂2u ∂2u ∂2u
+ 2 = 4xy
∂θ2
∂φ ∂ x∂ y
304 Engineering Mathematics through Applications
∂2 f ∂2 f ∂f ∂f
Solution: In order to find and ∂y 2 , we need to find first and ∂y respectively.
∂x 2 ∂x
Thus,
∂f ∂f ∂u ∂f ∂v
= + …(1)
∂x ∂u ∂x ∂v ∂x
∂f ∂f ∂u ∂f ∂v
and = + …(2)
∂y ∂u ∂y ∂v ∂y
But from the given, u(x, y) = x2 – y2 and v(x, y) = 2xy,
∂u ∂u
= 2x, = −2y
∂x ∂y
we have ∂v ∂v …(3)
= 2y, = 2x
∂x ∂y
On using (3), equations (1) and (2) become
∂f ∂f ∂f
= 2x + 2y
∂x ∂u ∂v
∂f ∂f ∂f
= −2 y + 2x
and ∂y ∂u ∂v
∂f ∂ ∂ ∂ ∂ ∂θ ∂θ
Rewrite = 2x + 2y f (x, y) = 2x + 2y θ(u, v) = 2x + 2y …(4)
∂x ∂u ∂v ∂u ∂v ∂u ∂v
∂f ∂ ∂ ∂ ∂ ∂θ ∂θ
and = −2y + 2x f (x, y) = −2y + 2x θ(u, v) = −2y + 2x
∂y ∂u ∂v ∂u ∂v ∂u ∂v
…(5)
From the above equations (4) and (5), we see that
∂f ∂θ ∂θ ∂f ∂θ ∂θ
= 2x + 2y = −2y + 2x
∂x ∂u ∂v ∂y ∂u ∂v
∂ ∂
and respectively
∂ ∂ ∂ ∂
= 2x + 2y = −2y + 2x
∂x ∂u ∂v ∂y ∂u ∂v
Now
∂2 f
∂x
∂ ∂f
( ∂ ∂
2 = ∂x ∂x = 2 x ∂u + 2 y ∂v )(2x ∂∂θu + 2y ∂θ∂v )
∂2 f 2 ∂ θ
2
∂2θ ∂2θ 2 ∂ θ
2
or 2 = 4x 2 + 4yx ∂v∂u + 4xy ∂u∂v + 4y …(6)
∂x ∂u ∂v2
Partial Derivatives and their Applications 305
∂2 f ∂ ∂f ∂ ∂ ∂θ ∂θ
Similarly = = −2y + 2x −2y + 2x
∂y2 ∂y ∂y ∂u ∂v ∂u ∂v
∂2 f 2 ∂ θ
2
∂2θ ∂2θ 2 ∂ θ
2
or 2 = 4y 2 − 4yx ∂v∂u − 4xy ∂u∂v + 4x …(7)
∂y ∂u ∂v2
Add (6) and (7), we get the desired result
∂2 f ∂2 f 2 ∂ θ
2
∂2 θ
2 + 2 = 4(x + y ) + 2
2
∂x ∂y ∂u 2
∂v
ASSIGNMENT 5
1. If u =f(r, s), r = x + at, s = y + bt, and x, y, t are independent variables, show that
∂u ∂u ∂u
=a +b .
∂t ∂x ∂y
∂u ∂u ∂u
2. If u = F(x – y, y – z, z – x), prove that ∂x + ∂y + ∂z = 0
x y z ∂u ∂u ∂u
3. If u = f(r, s, t) and r = , s = , t = , prove that x +y +z = 0 [Karnataka, 2006]
y z x ∂x ∂y ∂z
4. If x = u + v + w, y = uw + vw + uv and F is a function of x, y, z, show that
∂F ∂F ∂F ∂F ∂F ∂F
u +v +w =x + 2y + 3z .
∂u ∂v ∂w ∂x ∂y ∂z
∂2
5. If x = r cosθ, y = r sinθ, z = f(x, y), prove that ∂x∂y (r cos n θ) = −n(n − 1)r sin(n − 2) θ
n n−2
∂ ∂ sin θ ∂ ∂ ∂ cos θ ∂
Hint : Follow Ex. ∂x = cos θ ∂r − r ∂θ , ∂y = sin θ ∂r + r ∂θ
∂2u ∂2u −2r ∂ u
2
∂2u
6. If x = ercosθ, y = ersinθ; prove that 2 + 2 = e
∂r
+ 2
∂x ∂y 2
∂θ
∂ ∂ ∂ ∂ ∂ ∂
Hint: Use ∂r = x ∂x + y ∂y , ∂θ = −y ∂x + x ∂y
7. If z is a function of x and y and u = lx + my and v = ly – mx, then prove that
∂2 z ∂2 z 2 ∂ z
2
∂2 z
2 + 2 = (l + m ) + 2
2
∂x ∂y ∂u 2
∂v
∂y ∂x ∂y
8. If w = u(x, y), where x = x(u, v), y = y(u, v), ∂x = and = − , show that
∂u ∂v ∂v ∂u
∂2 w ∂2 w ∂2 w ∂2 w ∂x ∂x
2 2
2 + 2 = 2 + 2 ∂u + ∂v .
∂u ∂v ∂x ∂y
9. If u = f(x, y, z) and x = r sinθ cosφ, y = r sinθ sinφ, z = r cosθ, then show that
2 2 2 2 2 2
∂f ∂f ∂f ∂f 1 ∂f 1 ∂f
+ + = + 2 + 2
∂x ∂y ∂z ∂r r ∂θ r sin 2 θ ∂φ
[Hint: Follow Example 42 (ii), Section 4.6]
306 Engineering Mathematics through Applications
10. By changing the independent variables u and v to x and y by means of the relation
∂2 z ∂2 z
x = (u cos α – v sin α), y = (u sin α + v cos α), show that + transforms to
∂ u2 ∂ v2
∂2 z ∂2 z
+ . [NIT Kurukshetra, 2007]
∂ x2 ∂ y2
∂u ∂ u ∂ x ∂ u ∂y
=1= +
∂u ∂x ∂u ∂y ∂u
∂u ∂ u ∂ x ∂ u ∂y
=0= +
∂v ∂x ∂v ∂y ∂v
∂v ∂ v ∂ x ∂ v ∂ y
=0= +
∂u ∂x ∂u ∂y ∂u
∂v ∂ v ∂ x ∂ v ∂y
=1= +
∂v ∂ x ∂ v ∂ y ∂ v
∂u ∂ u ∂x ∂x ∂u ∂u ∂x ∂y
∂(u, v) ∂(x, y) ∂x ∂y ∂ u ∂ v = ∂x ∂y ∂u ∂u = 1
JJ' = ⋅ = ⋅
implying ∂(x, y) ∂(u, v) ∂v ∂ v ∂y ∂y ∂v ∂v ∂x ∂y
∂x ∂y ∂ u ∂v ∂x ∂y ∂v ∂v
(interchange rows and columns of 2nd determinant)
*Jacob-Jacobi (1804–1851) was a German Mathematician who made far reaching contributions in mechanics,
p. d. e., astronomy, elliptic functions and calculus of variations.
Partial Derivatives and their Applications 307
II. Chain Rule: If u, v are functions of r, s and r, s are further functions of x, y then
∂(u, v) ∂(u, v) ∂(r, s)
= ⋅
∂(x , y) ∂(r, s) ∂(x , y)
∂u ∂u ∂r ∂r ∂u ∂u ∂r ∂s
∂(u, v) ∂(r , s)
⋅ = ∂r ∂s ⋅ ∂x ∂y
= ∂r ∂s
∂x ∂x
∂(r, s) ∂(x, y) ∂ v ∂v ∂s ∂s ∂v ∂v ∂r ∂s
∂r ∂s ∂x ∂y ∂r ∂s ∂y ∂y
(on inter changing rows and columns in 2nd determinant)
∂u ∂r ∂u ∂s ∂u ∂r ∂u ∂s ∂u ∂u
+ +
∂r ∂x ∂s ∂x ∂r ∂y ∂s ∂y ∂x ∂y ∂(u, v)
= = =
∂v ∂r ∂v ∂s ∂ v ∂y ∂ v ∂ s ∂v ∂v ∂(x, y)
+ +
∂r ∂x ∂s ∂x ∂r ∂y ∂s ∂y ∂x ∂y
∂(u, v)
Observations: If u, v are functions of two independent variables x and y then u, v are independent of ≠0
∂(x, y)
(identically), otherwise, they are dependent and this property is extenable to system of any number of variables.
Solution:
∂x ∂x
(i) For x = r cos θ, = cosθ, = −r sin θ
∂r ∂θ
308 Engineering Mathematics through Applications
∂y ∂y
y = r sin θ, = sinθ, = r cos θ
∂r ∂θ
∂x ∂x
∂(x, y) cos θ −r sin θ
= ∂r ∂θ = = r.
∴ ∂(r, θ) ∂y ∂y sin θ r cos θ
∂r ∂θ
∂x ∂x ∂x
(ii) For x = r cosθ, = cos θ, = −r sin θ, =0
∂r ∂θ ∂z
∂y ∂y ∂y
y = r sinθ, = sin θ, = r cos θ, =0
∂r ∂θ ∂z
∂z ∂z ∂z
z = z, = 0, = 0, =1
∂r ∂θ ∂z
∂x ∂x ∂x
∂ r ∂θ ∂ z cos θ −r sin θ 0
∂(x, y, z) ∂ y ∂ y ∂ y
∴ = = sin θ r cos θ 0 = r
∂(r, θ, z) ∂r ∂θ ∂z 0 0 1
∂z ∂z ∂z
∂ r ∂θ ∂ z
As z (3rd coordinates) remains –z, therefore, J becomes the same as in the case (i).
∂x ∂x ∂x
(iii) For x = r sinθ cosφ, = sin θ cos φ, = r cos θ cos φ, = −r sin θ sin φ;
∂r ∂θ ∂φ
∂y ∂y ∂y
y = r sinθ sinφ, = sin θ sin φ, = r cos θ sin φ, = r sin θ cos φ;
∂r ∂θ ∂φ
∂z ∂z ∂z
z = rcosθ, ∂r = cos θ, ∂θ = −r sin θ, ∂φ = 0;
∂x ∂x ∂x
∂r ∂θ ∂φ
sin θ cos φ r cos θ cos φ −r sin θ sin φ
∂(x, y, z) ∂ y ∂y ∂y
∴ = = sin θ sin φ r cos θ sin φ r sin θ cos φ
∂(r, θ, φ) ∂r ∂θ ∂φ cos θ −r sin θ 0
∂z ∂z ∂z
∂r ∂θ ∂φ
= r2[sinθcosφ (0 + sin2θcosφ) – cosθcosφ (0 – sinθcosθcosφ)
– sinθsinφ (–sin2θsinφ – cos2θ sinφ)]
= r2[sin3θ(cos2φ + sin2φ) – sinθcos2θ(cos2φ + sin2φ)]
= r2[sin3θ + sinθcos2θ] = r2sinθ(sin2θ + cos2θ) = r2sinθ
Example 47: If
x = u(1 − v)
y = uv }
, prove that J J’ = 1.
Solution: Given
x = u(1 − v)
y = uv }
gives
∂x
∂u
= (1 − v),
∂x
∂v
= −u
∂y ∂y
= v, =u
∂u ∂v
Partial Derivatives and their Applications 309
∂(x, y) 1 − v −u
so that J= = = u(1 − v) + uv = u. …(1)
∂(u, v) v u
Further x + y = u(1 − v) + uv = u u = (x + y)
implying y
and y = uv = (x + y) ⋅ v v=
x + y
∂u ∂v −y −uv
= 1;
u
= = 2 =− ;
∂x ∂x (x + y)2 u v
so that
∂u and ∂v x u(1 − v) 1 − v
=1 = = = .
∂y ∂y (x + y)2
u2 u
∂(u, v) 1 1
1− v v 1
J' = = −v 1− v = u + u = u
∂(x, y) …(2)
u u
1
∴ JJ' = − = 1. Hence the result.
u
x = a coshξ cosη ∂( x , y ) a
Example 48: If y = a sinhξ sinη , show that ∂(ξ , η) = 2 [ cos2ξ − cos2η ] [SVTU, 2007]
x = a cosh ξ cos η ∂x ∂x
Solution: gives ∂ξ = a sinh ξ ⋅ cos η, ∂η = −a cosh ξ ⋅ sin η
y = a sinh ξ sin η
∂y ∂y
= a cosh ξ ⋅ sin η, = a sinh ξ ⋅ cos η
∂ξ ∂η
∂x ∂x
∂(x, y) ∂ξ ∂η a sinh ξ ⋅ cos η −a cosh ξ ⋅ sin η
= =
∴ ∂(ξ, η) ∂y ∂y a cosh ξ ⋅ sin η a sinh ξ ⋅ cos η
∂ξ ∂η
(1 + cos 2η) (1 − cos 2η)
= a2 sinh2 ξ ⋅ cos2 η + cosh2 ξ ⋅ sin2 η = a2 sinh2 ξ + cosh2 ξ
2 2
a2
= (sinh2 ξ + cosh2 ξ) − (cosh2 ξ − sinh2 ξ)cos 2η
2
a2
= [cosh 2ξ − cos 2η] ; (using cosh2ξ + sinh2ξ = cosh2ξ, cosh2ξ – sinh2ξ = 1)
2
yz zx xy ∂(u, v, w)
Example 49: If u = x , v = y , w = z ; show that ∂(x , y, z) = 4.
yz zx xy
Solution: For given u = ,v = ,w = ,
x y z we know that
∂u ∂u ∂u −yz z y
∂x ∂y ∂z x2 x x
∂(u, v, w) ∂v ∂v ∂v z −zx x
= =
∂(x, y, z) ∂x ∂y ∂z y y2 y
∂w ∂w ∂w y x −xy
∂x ∂y ∂z z z z2
310 Engineering Mathematics through Applications
−yz zx xy −1 1 1
1 yz zx xy
= yz − zx xy = 1 −1 1 = 0 + 2 + 2 = 4.
x2 y2 z2 x2 y2 z2
yz zx xy 1 1 −1
x+y ∂(u, v)
Example 50: If u = , v = tan–1 x + tan–1y, then find ∂(x, y) . Are u and v functionally.
1 − xy
related? If so, find this relationship. [KUK, 2004, 2008]
x = tan θ θ = tan−1 x ∂θ 1 1
Solution: Take so that −1 and ∂x
= 2 = = cos2 θ
y = tan φ φ = tan y 1 + x 1 + tan 2
θ
…(1)
∂θ 1 1 2
= = = cos φ.
∂y 1 + y2 1 + tan2 φ
∂x ∂x ∂x
∂u ∂v ∂w
∂(x, y, z) ∂y ∂y ∂y
Now =
∂(u, v, w) ∂u ∂v ∂w …(2)
∂z ∂z ∂z
∂u ∂v ∂w
Partial Derivatives and their Applications 311
∂x ∂y ∂z
From (1), = (1 − v), = v(1 − w), = vw,
∂u ∂u ∂u
∂x ∂y ∂z
= −u, ; = u(1 − w), ; = uw,
∂v ∂v ∂v
∂x ∂y ∂z …(3)
=0 = −uv = uv
∂w ∂w ∂w
On using (3), we get
−v −u 0
∂(x, y, z)
= v(1 − w) u(1 − w) −uv
∂(u, v, w)
vw uw uv
= (1 – v) {u(1 – w) uv + uv uw} + u{(1 – w) uv + uv uw}
= (1 – v) {u2v – u2vw + u2uw} + u{uv2 – uv2w + uv2w}
= (1 – v) u2v + u2v2
= u2v.
Alternately: Let x + y + z = l = u …(4)
y + z = m = uv
z = n = uvw
∂x ∂x ∂x
= 1, = −1, = 0
x =l−m ∂l ∂m ∂n
So that
∂y ∂y ∂y
y = m − n and = 0, = 1, = −1
z=n ∂l ∂m ∂n …(5)
∂z ∂z ∂z
= 0, = 0, =1
∂l ∂m ∂n
∂(x, y, z) ∂(x, y, z) ∂(l, m, n)
Now employ the property ∂(u, v, w) = ∂(l, m, n) ⋅ ∂(u, v, w) …(6)
∂x ∂x ∂x
∂l ∂m ∂n 1 −1 0
∂(x, y, z) ∂ y ∂y ∂y
whereas = = 0 1 −1 = 1
∂(l, m, n) ∂l ∂m ∂n 0 0 1 …(7)
∂z ∂z ∂z
∂l ∂m ∂n
∂l ∂l ∂l
∂u ∂v ∂w 1 0 0
∂(l, m, n) ∂m ∂m ∂m
= = v u 0 = u2 v
and ∂(u, v, w) ∂u ∂ v ∂w …(8)
∂n ∂n ∂n vw uw uv
∂u ∂v ∂w
Using (7) and (8), we get
∂(x, y, z)
= 1 ⋅ u2 v = u2 v.
∂(u, v, w)
312 Engineering Mathematics through Applications
ASSIGNMENT 6
∂(x, y)
1. If x = u2 – v2, y = 2uv; obtain .
∂(u, v)
∂(F, G, H )
2. If F = xu + v – y, G = u2 + vy + w, H = zu – v + vw; obtain .
∂(u, v, w)
∂(u, v)
3. If u = 2xy, v = x2 – y2; x = r cos θ, y = r sinθ; find .
∂(r, θ)
∂(u, v)
4. If u = sin– 1x + sin– 1y and v = x 1 − y2 + y 1 − x2 ; find . Are u and v fuctionally
∂(x, y)
related? If so, find this relationship. [KUK, 2006]
5. If u = xy + yz + zx, v = x2 + y2 + z2 and w = x + y + z, determine whether there is a
functional relationship between u, v and w. If so, find it.
6. Show that the functions u = x + y + z, v = x2 + y2 + z 2 – 2xy – 2zx – 2yz and
w = x3 + y3 + z3 – 3xyz are functionally related. Find the relationships between them.
[Hint: Follow Example 51 taking x + y + z = r, xy + yz + zx = s, x2 + y2 + z2 = t2]
∂(x, y, z)
7. If u = x + y + z, v = xy + yz + zx, w = xyz; evalutate ∂(u, v, w) . [HINT: JJ’ = – 1]
x y z ∂(u, v, w)
8. If u = ,v= ,w= , find the value of
∂(x, y, z) [NIT Kurukshetra, 2007]
y−z z−x x−y
Further the expression (1) is valid for u being function of any number of variables say x, y,
z, t, … then,
∂u ∂u ∂u
δu = δx + δy + δz + … approximately …(2)
∂x ∂y ∂z
Note: For percentage error, it is always advisable to take log on both sides of the governing equation first and
then proceed as usually.
Example 52: How sensitive is the volume V = πr2h of a right circular cylinder to small
changes in its radius and height near the point (r0, h0) = (1, 3)?
Example 53: How sensitive is the change in V = πr2h related to the relative change in r and
h? How are the percentage changes related?
Example 54: If r is measured with an accuracy of ±1 percent and h with an accuracy of ±0.5
percent, about how accurately can we calculate V from the formula V = πr2h?
Solution: For V = πr2h or logV = log π + 2logr + log h, increment approximation implies
∆V ∆r ∆h
≈2 + . …(1)
V r h
∆r ∆r 1
× 100 = ±1, ≤ ,
r r 100
Given, ∆h 1 so that
∆h 1 …(2)
× 100 = ± 0.5 = ≤
h 2 h 200
∆V ∆r ∆h ∆r ∆h 2 1
∴ ≈ 2 + ≤2 + = + = 0.025 …(3)
V r h r h 100 200
∆V
Thus, the maximum percentage error (or change), viz. × 100, due to possible
V
percentage error (or change) in measurement of r and A will be about 2.5 per cent.
However, it is very difficult to answer such question for functions which involves two or
more independent variables because there could be several possible setting for errors in r
and h giving less than 2% error in V.
In such a case, we look for a reasonable square about the measured values (r0, h0) in which
V will not vary by more than the allowable value V0 = πr02ho.
Example 55: Find a reasonable square about the point (a, b) = (1, 3) in which the value of
V = πr2h will not vary more than ±0.1.
Example 56: The range R of a projectile which starts with a velocity v at an elevation α is
g
error of 0.5% in α. [KUK, 2009]
v2 sin2α
Solution: Given R = or logR = 2 logv + log sin 2α – log g.
g
Partial Derivatives and their Applications 315
2
Example 57: If the Kinetic energy K = wv , find approximately the change in the kinetic
2g
energy as w changes 49 to 49.5 and v changes from 1600 to 1590.
wv2
Solution: Here K = so that δK = 1 [v2δw + w2vδv] approx.
2g 2g
On putting,
v = 1600 f.p.s. units, w = 49 f.p.s units, δv = –10 f.p.s. units, δw = 0.5 f.p.s. units, g = 32.
1
δK = 0.5(1600)2 + 2 × 49 × 1600 × (−10) = −4500 units ( f .p.s.)
2 × 32
Example 58: Find the percentage error in the area of an ellipse. When an error of 1% is
made in measuring the major and minor axes.
Solution: Let x and y be the major and minor axes of the ellipse, then area A = πxy implying
logA = logπ + logx + logy.
By approximation,
δA δx δy δA × 100 = δx × 100 + δy × 100 = 1 + 1 = 2.
= +
y
or
A x y A x
Hence the percentage error in measurement of the area of the ellipse with the percentage
error of 1% each in measurement of major and minor axes is 2 percent.
Example 59: Find the possible percentage error in computing the resistance r from the
1 1 1
formula = + if r1, r2 are both in error by 2%. [UPTech, 2004]
r r1 r2
1 1 1
Solution: By error approximation, r = r + r gives
1 2
1 1
d ≈ d +
1 1 1 1
r
or − δr ≈ − 2 δr1 − 2 δr2
r1 r2 r2 r1 r2
316 Engineering Mathematics through Applications
1 δr 1 δr 1 δr
implying 1 δr 1 δr1 1 δr2
; + or × 100 ≈ 1 × 100 + 2 × 100
r r r1 r1 r2 r2 r r r1 r1 r2 r2
Hence in the percentage error in r is 2 percent when r1 and r2 has possible percentage error
of 2 percent in each.
Example 60: The height h and the semi-vertical angle α of a cone are measured and from
them ‘A’, the total area of the cone, including the base is calculated.
If h and α are in error by small quantities δh and δα respectively, find the corresponding
π
error in the area. Show further that if α = , an error of 1% in h will approximately
6
compensated by an error of –0.33° in α. A
8π I l
Example 61: The torsional rigidity of a length of a wire is from the formula N = . If l
t2 r 4
is decreased by 2%, r is increased by 2%, t is increased by 1.5%, show that the value of N
is diminished by 13% approximately.
Partial Derivatives and their Applications 317
Solution: Given,
δl
l is decreased by 2% i.e.× 100 = −2
l
δr
r is increased by 2% i.e. × 100 = 2
r
δt 3
t is increased by 1.5% i.e. × 100 = 1.5 =
t 2
8πI l
Torsional rigidity, N(l, t, r) =
t2 r4
implies log N = log(8πI) + logl – 2logt – 4logr …(1)
Taking differentials on both sides,
δN δ l δt δr
= −2 −4
N l t r
or
δN × 100 = δ l × 100 − 2 δ t × 100
N l t (δr
−4 r × 100 )
3
= −2 − 2 ×
− 4 × 2 = −13
2
Hence N diminishes by 13% if with the above given percentage changes in l, r, t.
Example 62: At a distance of 50 metres from the foot of the tower the elevation of its top is
30°. If the possible errors in measuring the distance and elevation are 2 cm and 0.05 degrees,
find the approximate error in calculating the height. [NITK, 2002; UPTech, 2004]
A(top)
Solution: The given problem with h as height of the top
(point A) from the bottom (point B) and α the elevation of
the top with the ground is α° as explained in Fig. 4.5. From h = x tanα
the figure, it is apparant that height h is a function of the
elevation, α and the distance of point of elevation from
α
bottom, x, i.e. C B(bottom)
x = 50 cm
h(x, α) = x tanα …(1)
Fig. 4.5
so that δh = hxδx + hαδα = tan α δx + x sec2α δα …(2)
2 5 π
For given x = 50, δx = 2 cm = mt; α = 30°, δα = 0.05° = radians,
100 100 180
2
2 5 π 1 2 2 5 π
δh = (tan 30 °) ⋅ + 50 ⋅ sec2 30° ⋅ = + 50 ⋅
100 100 180 3 100 3 100 180
Example 63: If the sides and angles of a triangle ABC vary in such a way that its circum-
da db dc
radius remains constant. Prove that + + =0
cos A cos B cos C
318 Engineering Mathematics through Applications
= 2R dA … (i)
da
implying da = 2R cosA dA or
cos A
db
= 2R dB … (ii)
cos B
dc
= 2R dC … (iii)
cos C
b 1 c 1
Given, × 100 = , × 100 = ; …(3)
δb 4 δc 4
δA π
or δA = A =
1 1 1
and = 1' = × 60 = 1 ° = radians …(4)
A 60 ° 60 60 180
Partial Derivatives and their Applications 319
∆ 1 1 π 1 1 22 1
Using (3, 4), × 100 = + + cot 60 ° ⋅ × 100 = + × × 100
δ∆ 4 4 180 2 3 7 180
= 0.5 + (1.74603)
1
1.732050
Miscellaneous Problems
Example 65: How accurately should length (l) and time of vibration (T) of a pendulum
should be measured in order that the computed value of g be correct to 0.01%.
l l
T = 2π or g = 4π2 …(1)
g T2
Means g is a function of l, the length of the pendulum and T, the time period of oscillations.
∂ g 4π2 ∂g 8π2l
From (1), = 2 and =− 3 …(2)
∂l T ∂T T
We know that, inversely to find errors in x1, x2, …, xn when X = f(x1, x2, …, xn) is to have
a desired accuracy
i.e. if ∆X is the error in X, we have to determine errors ∆x1, ∆x2, …, ∆xn in x1, x2, … , xn as
∂X ∂X ∂X
∆X = ∆ x1 + ∆ x2 + … + ∆ xn …(3)
∂x1 ∂x2 ∂xn
However, on using the principal of equal effects, viz.
∂X ∂X ∂X
∆x1 = ∆x2 = … = ∆xn …(4)
∂x1 ∂x2 ∂xn
equation (3) results in
1 ∆X 1 ∆X 1 ∆X … (5)
∆x1 = , ∆x2 = , ∆xn =
n ∂X n ∂X n ∂ X
∂x1 ∂x2 ∂xn
1 ∆g 1 ∆g
∆l = and ∆T =
∂
2 g ∂
2 g
…(6)
∂l keeping T constant ∂T keeping l constant
320 Engineering Mathematics through Applications
∆l 1 1 ∆g 1 ∆g
× 100 = × 100 = × 100 , (using (2))
l l 2 ∂g 2l 4π2
2
∂l T
1 ∆g 1 ∆g 1
= 2 × 100 = × 100 = × 0.01 = 0.005
2 4π l 2 g 2 …(7)
T2
and percentage error in T viz.
∆T 1 1 ∆g 1 ∆g
× 100 = × 100 = × 100
T T 2 ∂g 2T − 8π2l
3
∂T T
− 1 ∆g − 1 ∆g −1
= 2 × 100 = × 100 = × 0.01 = 0.0025
4 4π l 4 g 4 …(8)
2
T
Hence in order to have a percentage error in g by 0.01%, percentage errors in l and T must
not exceed by 0.005 and 0.0025, respectively.
r2 h
Example 66: The percentage error in R which is given by R = + , is not allowed in r
2h 2
and h when r = 4.5 cm and h = 5.5 cm.
∆R
Solution: The percentage error in R = × 100 = 0.2 …(1)
R
100 ∆R 100 h ∆R
= =
r 2 ( r h) 2r2
∆h
Percentage error in h = × 100
h
100 ∆R
=
h r2 1
2− 2 +
2h 2
100 ∆ R
=
r2
− + h
2h
100 50.50 × .002
= × = 5.05
20 11
11
ASSIGNMENT 7
1. Find the percentage error in the area of a rectangle when an error of 1% is made in
measuring its length and breadth.
proportional to
S2D 3
. Find approximately the increase of work necessary when the
t2
displacement is increased by 1%, the time is diminished by 1% and the distance is
diminished by 2%.
7. The indicated horse power l of an engine is calculated from the formula
l = PLAN/33,000, where A = π d . Assuming that the error of r percernt may have been
2
4
made in measuring P, L, N and d, find the greatest possible error in l.
322 Engineering Mathematics through Applications
8. The length of the side c of a triangle is calculated from the rest two sides a, b and the
included angle C. Show that the total error in c due to errors δa, δb, δC in a, b, C is given
by δacosB + δbcosA + aδCsinB
[Hint: Take c2 = a2 + b2 – 2ab cos C, Use b cos C + c cos B = a]
9. Two sides a, b of a triangle and including angle C are measured. Show that the error δc
in the computed length of the 3rd side c due to small errors in the angle C is given by
aδC sin B ·
a2 + b2 − c2
Hint : Use cos C = with a, b both constant
2ab
10. If ∆ be the area of a triangle, prove that the error in ∆ resulting from small error in c is
given by
1 −1
δ∆ = ∆[s + (s − a)−1 + (s − b)−1 − (s − c)−1 ] δ c.
4
Hint : ∆ = s(s − a)(s − b)(s − c) where s = a + b + c
2
11. In a plane triangle ABC if the sides a and b be kept constant, show that the variation of
its angle are given by the relation
dA dB dC
= =
a2 − b2 sin2 A b2 − a2 sin2 B −c
n+1
1 ∂ ∂
Rn = h +k f (a + θh, b + θk), 0 < θ < 1 …(2)
n + 1 ∂x ∂y
If this remainder Rn → 0 as h → ∞, then the Taylor’s Theorem becomes Taylor’s Infinite
series as:
2
∂ ∂ 1 ∂ ∂
f (a + h, b + k) = f (a, b) + h + k f (a, b) + h + k f (a, b) + ……∞ …(3)
∂x ∂y 2 ∂x ∂y
Proof: Let x = a + ht, y = b + kt, where t is the parameter which takes the values in the interval
[0, 1]. Define a function
F(t) = f(x, y) = f(a + ht, b + kt) …(4)
Then by chain rule on (1),
d ∂ f dx ∂ f dy ∂ f ∂f
F(t) = F'(t) = + = h +k
dt ∂ x dt ∂ y dt ∂ x ∂y
Precisely, ∂ ∂
F'(t) = h +k f,
∂x ∂y
2
∂ ∂
F"(t) = h + k f,
∂x ∂y
....................................
....................................
n+1
…(5)
n +1 ∂ ∂
F (t) = h +k f
∂x ∂y
On using Taylor’s Theorem for functions of one variable, when t = 1, a = 0, we obtain
1 n 1
F(1) = F(0) + F'(0) + … + F (0) + Fn+ 1(0) …(6)
n n+1
where F(1) = f (a + h, b + k )
F(0) = f (a, b)
∂ ∂
F'(0) = f h + k f (a, b)
∂x ∂y
2
∂ ∂
F"(0) = h + k f (a, b)
x ∂ ∂ y …(7)
………………………………
………………………………
n+1
∂ ∂
Fn +1(0) = h +k f (a + θh, b + θk ), 0 < θ < 1
∂x ∂y
With above values of F(1), F(0), F’(0), …, F (n + 1) (0), in (6), we get the Taylor’s Theorem for
functions of two variables given by equations (1) and (2) in the statement.
324 Engineering Mathematics through Applications
n
∂ ∂
+…… + (x − a) + (y − b) f (a, b) + Rn …(1)
∂x ∂y
n +1
1 ∂ ∂
where Rn = (x − a) + (y − b) f (ξ, η) …(2)
n + 1 ∂x ∂y
and ξ = (1 – θ)a, η = (1 – θ)b, 0 < θ < 1.
Further, if Rn → 0 as n → ∞, Taylor’s theorem becomes Taylor’s infinite series as below:
∂ ∂
f (a + h, b + k) = f (a, b) + (x − a) + (y − b) f (a, b)
∂ x ∂ y
2
1 ∂ ∂
+ ( x − a) + (y − b) f (a, b) + ……∞
2 ∂x ∂y …(3)
Note: 1. Expansion of f(x, y) as given in (3) is known as Taylor’s expansion of f(x, y) about the point (a, b).
Expansion of f(x, y) as given in (3) is also known as Taylor’s expansion of f(x, y) in powers of (x
– a) and (y – b).
2. If we put x = 0, y = 0 and replace h = x, k = y in (3), we arrive at the extension of Maclaurin’s Theorem
for two independent variables.
1
+
[(x − a)2 fxx( a, b) +2(x − a)(y − b) fxy (a, b) + (y − b)2 fyy (a, b)] + …
2
is Taylor’s expansion of f(x, y) in powers of (x – a) and (y – b).
Example 68: Expand f(x, y) = tan–1 (y/x) in powers of (x – 1) and (y – 1) upto 3rd degree
terms. Hence Compute F(1.1, 0.9) approximately.
Solution: Taylor’s Expansion of f(x, y) in terms of (x – a) and (y – b) (or about (a, b)) is given
as:
f(x, y) = f(a + b, b + c) = f(a, b) + [(x – a)fx + (y – b)fy]
1
+ [(x − a)2 fxx + 2(x − a)(y − b) fxy + (y − b)2 fyy ] + …
2
x − a = x − 1
but here y − b = y − 1 so that (a, b) = (1, 1)
y
f (x, y) = tan−1 , f(1, 1) = tan–1 = π/4;
x
−y 1
fx (x, y) = , fx (1,1) = − ;
x + y2
2
2
x 1
fy (x, y) = , fy (1,1) = ;
x + y2
2
2
2xy 1
fxx (x, y) = , fxx (1,1) = ;
(x2 + y2 )2 2
y2 − x2
fxy (x, y) = , fxy(1, 1) = 0;
(x2 + y2 )2
−2xy 1
fyy (x, y) = , fyy (1,1) = − ;
(x + y2 )2
2
2
2y3 − 6x2 y 1
fxxx (x , y) = , fxxx (1,1) = − ;
(x2 + y2 )3 2
326 Engineering Mathematics through Applications
2x3 − 6xy2 1
fxxy (x , y) = , fxxy (1,1) = − ;
(x2 + y2 )3 2
6x2 y − 2y3 1
fxyy (x , y) = , fxyy (1,1) = ;
(x2 + y2 )3 2
6xy2 − 2x3 1
fyyy (x , y) = , fyyy (1,1) = ;
(x2 + y2 )3 2
1
+ (x − 1)2 fxx (1, 1) + 2(x − 1)(y − 1) fx (1, 1) + (y − 1)2 fyy (1, 1)
2
1
+ [(x − 1)3 fxxx (1, 1) + 3(x − 1)2(y − 1) fxxy (1,1) + 3(x − 1)(y − 1)2 fxyy + (y − 1)3 fyyy ] + …
3
π 1 1 1
+ (x − 1) − + (y − 1) + (x − 1)2 + 2(x − 1)(y − 1) ⋅ 0 + (y − 1)2 −
1 1
=
4 2 2 2 2 2
1 1
(x − 1)3 − + 3(x − 1)2(y − 1) − + 3(x − 1)(y − 1)2 + (y − 1)3 +…
1 1 1
+
3 2 2 2 2
π 1 1
= − (x − 1) − (y − 1) + (x − 1)2 − (y − 1)2
4 2 4
1
(x − 1)3 + 3(x − 1)2(y − 1) −3(x − 1)(y − 1)2 − (y − 1)3
−
12
For, f(1.1, 0.9) which is comparable to f (a + h, b + k),
π 1
4 2[
− 0.1 − (−0.1)] + (0.1)2 − (−0.1)2
1
∴ f (x, y) = f (1.1, 0.9) =
4
1
(0.1)3 + 3(0.1)2(−0.1) − 3(0.1)(−0.1)2 − (−0.1)3 + …
+
12
= 0.7854 – 0.0967 = 0.6887.
Example 69: Expand exsiny in powers of x and y as far as terms of 3rd degree.
x2 y y3
= y + xy + − (upto 3rd degree)
2 6
1 1
Example 70: Evaluate log (1.03)3 + (0.98)4 − 1 approximately
1 1
1 1
Solution: Let f (x, y) = log x 3 + y 4 − 1 which is comparable to log (1.03)3 + (0.98)4 − 1 .
Now f(x, y) = f(a + h, b + k) = f(a, b) + [h fx(a, b) + k fy(a, b)]
1 2
+ h fxx(a, b) + 2hk fxy(a, b) + k2 fyy(a, b) + …
2
Here in the problem,
x = a + h = 1.03 = 1 + 0.03 so that (a, b) = (1, 1)
y = b + k = 0.98 = 1 − 0.02 (h, k) = (0.03, –0.02)
1 1
f (x, y) = log x 3 + y 3 − 1 , f(1, 1) = log[1 + 1 – 1] = log 1 = 0;
−2
1 3 1
x
fx (x, y) = 3 , 3 1
1 1 fx (1,1) = = ;
x3 + y4 − 1 1+1−1 3
−3
1 4 1
y
fy (x, y) = 4 , 4 1
1 1 fy (1,1) = = ;
x3 + y 4 − 1 1+1−1 4
328 Engineering Mathematics through Applications
1 1
∴ f (x, y) = log (1.03)3 + (0.98) 4 − 1 ; f (1, 1) + 0.03 fx (1, 1) + (−0.02) fy (1, 1) + …
1
= 0 + 0.03 − 0.02 = 0.005 approx.
1
3 4
ASSIGNMENT 8
π
1. Expand excosy about the point 1, 4 by Taylor’s Theorem.
π
2. Expand f(x, y) = sin xy in powers of (x – 1) and y − 2 upto the second degree term.
3. If f(x, y) = tan–1xy, compute f(0.9, –1.2) approximately.
4. Expand sin x sin y in powers of x and y as far as terms of third degree.
5. Expand ex·log(1 + y) in powers of x and y upto terms of third degree. [PTU, 2009]
( )
f (a + h, b + k) = f (a, b) + h fx (a, b) + k fy(a, b) +
1 2
2
( )
h fxx (a, b) + 2hkfxy (a, b) + k 2 fyy (a, b) + … …(1)
Partial Derivatives and their Applications 329
As h and k are very small, neglecting second and higher order terms, we get
∆ = h fx(a, b) + k fy(a, b). …(2)
From above, sign of ∆ depends on the sign of h fx(a, b) + k fy(a, b) which is a function of h
and k. Letting h → 0, we observe that ∆ changes sign when k changes sign. Therefore, the
function cannot extreme unless fy = 0.
Similarly, letting k → 0, we see that f(x, y) cannot have extremum unless fx = 0.
Hence the necessary condition for f(x, y) to have a maximum or minimum at (a, b) is
fx(a, b) = 0 and fy(a, b) = 0
If fx(a, b) = 0 = fy(a, b), then f(a, b) is called the stationary value of f(x, y) at (a, b).
In (3), (hr + ks)2 is always positive and k2(rt – s2) can be made positive if (rt – s2) > 0.
Thus with the condition that (rt – s2) > 0, ∆ changes sign with the change in sign of r.
Hence, if (rt – s2) > 0, f(x, y) has a Maximum or Minimum according as r < 0 or r > 0.
If (rt – s2) < 0, then sign of ∆ in (3) depends on sign of h and k, and hence no maximum or
minimum of f can occur at (a, b), i.e. it is a saddle point.
If, rt – s2 = 0 or r = t = s = 0, no conclusion can be made and further investigation is required
under such circumstances.
Observations: The sufficient condition for a critical point (a, b) may be taken as:
point of maximum if (rt – s2) > 0 and t < 0
point of minimum if (rt – s2) > 0 and t < 0
Since whenever extremum exists, then (rt – s2) > 0 and both r and t have the same sign either positive or
negative.
∂f
and = 3y2 − 3ax = 0 …(2)
∂y
x2
From (1), y = , on substituting into (2),
a
x – a x = 0 or x(x – a)(x2 + ax + x2) = 0
4 3
Example 72: Examine the function f(x, y) = x4 + y4 – 2x2 + 4xy – 2y2 for extreme values.
Hence the possible points for extreme values are (0, 0), ( )(
2, − 2 − 2, )
2 .
Example 73: Locate the stationary points of x2y2 – 5x2 – 8xy – 5y2. Discuss their nature.
∂u ∂u ∂u
∴ dx + dy + dz = du(x, y, z) = 0 …(4)
∂x ∂y ∂z
Also from (2),
∂φ ∂φ ∂φ
dx + dy + dz = dφ = 0 …(5)
∂x ∂y ∂z
We see that (3) + λ(4) results in
∂u ∂φ ∂u ∂φ ∂u ∂φ
+ λ dx + + λ dy + + λ dz = 0 …(6)
∂x ∂x ∂y ∂y ∂z ∂z
but this will hold true only if
∂u ∂φ
+λ = 0, (i)
∂x ∂x
∂u ∂φ
+λ = 0, (ii) …(7)
∂y ∂y
∂u ∂φ
+λ = 0, (iii)
∂z ∂z
whence these three equation of (7) taken together with (2) will determine those x, y, z and λ
for which u is a stationary.
Observation: Though this method is very simple in its approach, but it fails to determine the nature of the
stationary points whether they are points of maximum or minimum or saddle points.
Partial Derivatives and their Applications 333
Working Rule:
1. Write an auxiliary function F(x, y, z) = u(x, y, z) + λφ(x, y, z).
∂F ∂u ∂φ
=0= + λ ,
∂x ∂x ∂x
∂F ∂u ∂φ
2. Meet necessary conditions viz =0= + λ ,
. ∂y ∂y ∂y
∂F ∂u ∂φ
=0= +λ
∂z ∂z ∂z
3. Solve the above equations together with φ(x, y, z) = 0.
Example 74: Find the dimensions of a rectangle box, open at the top, of maximum capacity
whose surface is 432 sq.cm. [MDU, 2004]
Solution: Let x, y, z be the three dimension of the box so that Volume, V(x, y, z) = xyz
Now our object is to find such values of x, y, z for which V(x, y, z) is maximum with the given
condition that
Surface area, S(x, y, z) = xy + 2yz + 2zx = 432 sq. cm …(1)
Define Lagrange’s Function,
F(x, y, z) = V(x, y, z) + λ S(x, y, z) = xyz + λ(xy + 2yz + 2zx – 432) …(2)
For stationary values, dF = 0, i.e.
∂F
= 0 i.e. yz + λ(y + 2z) = 0 (i)
∂x
∂F
= 0 i.e. xz + λ(x + 2z) = 0 (ii)
∂y …(3)
∂F
= 0 i.e. xy + λ(2x + 2y) = 0 (iii)
∂z
(y + 2z) = 0 (iv)
x
1−
288
y
1− (x + 2z) = 0 (v)
288 …(5)
z
1− (2x + 4z) = 0 (vi)
288
72
From (iv) and (v), we get x = y, which on putting in (vi) gives, z = .
y
334 Engineering Mathematics through Applications
72
Now putting x = y, z = , into (iv),
y
y 72
1− y + 2 ⋅ = 0 or 288 – (y2 + 144) = 0 or y2 = 144 means y = 12 cm
288 y
72 72
y = 12 means so is x = 12 and = z=
= 6 cm
y 12
Hence x = 12 cm, y = 12 cm, z = 6 cm gives the maximum volume.
Example 75: If u = a3x2 + b3y2 + c3z2, where x–1 + y–1 + z–1 = 1, show that the stationary value
Solution: Consider
F(x, y, z) = u(x, y, z) + λ φ(x, y, x) = (a3x2 + b3y2 + c3z2) + λ(x–1 + y–1 + z–1) …(1)
Then for stationary values,
∂F ∂u ∂φ λ
= +λ =0 2a3 x + = 0 or 2a3 x3 = λ, (i)
∂x ∂x ∂x x2
∂F ∂u ∂φ λ
= +λ =0 2b3 y + 2 = 0 or 2b3 x3 = λ , (ii)
∂y ∂y ∂y y …(2)
∂F ∂u ∂φ λ
= +λ =0 2c3 z + 2 = 0 or 2c3 z3 = λ, (iii)
∂z ∂z ∂z z
From (i), (ii), (iii),
1
λ
ax = by = cz =
3
2a3x3 = 2b3y3 = 2c3z3 = λ or = k (say)
2
(i)
k
x=
a
k
y= (ii)
or b …(3)
k
z= (iii)
c
1 1 1 a b c
so that + + = 1 gives + + = 1 implying (a + b + c) = k …(4)
x y z k k k
k a + b + c ∑a k ∑a k ∑a
Therefore, from (3), x = = = , y= = , z= = ,
a a a b b c c
Example 76: Find the volume of the greatest rectangular parallelopiped that can be
x2 y2 z2
inscribed inside the ellipsoid + + =1
a2 b2 c2
Partial Derivatives and their Applications 335
Solution: Let edges of the parallelopiped be 2x, 2y, 2z parallel to the coordinate axes so that
volume,
V = 8xyz …(1)
Our object is to maximise V(x, y, z) subject to the condition,
x2 y2 z2 x2 y2 z2
+ + = 1 or φ(x, y , z) = + + −1= 0 …(2)
a2 b2 c2 a2 b2 c2
Define function,
x2 y2 z2
F(x, y, z) = V + λφ = 8xyz + λ 2 + 2 + 2 − 1 …(3)
a b c
So that for stationary values,
∂F 2x
= 8yz + λ 2 = 0 …(i)
∂x a
∂F 2y
= 8xz + λ 2 = 0 …(ii)
∂y b …(4)
∂F
…(iii)
2z
= 8xy + λ 2 = 0
∂z c
Equating the values of λ from (i) and (ii); (i) and (iii), we get
x2 y2 x2 z2
= and =
a2 b2 a2 c2
x2 y2 z2 1 using x2 = y = z2
2
= = = a2 b2 c2
implying thereby ; in (2) …(5)
a2 b2 c2 3
a b c
or x= , y= , z=
3 3 3
When x = 0, the parallelopiped mearly becomes a rectangular sheet and in that case the
volume, V = 0.
a b c 8 abc
Hence V is maximum when x = ,y= ,z= and VMaxi = 8xyz = .
3 3 3 3 3
Example 77: Find the maximum value of the function cosA cosB cosC.
π
Here f = cosA cosB cosC is maximum at A = B = C = and fMaxi = (cos 60°)3 = 1 .
3 8
π π
Together, (11) and (12) gives A = B = as A = is not possible and so is the third angle C.
3 2
Further find r = fAA, s = fAB , t = fBB and observe signs of (rt – s2) and r to ascertain,
π
A=B=C= .
3
Example 78: Find the maximum and minimum distances from the origin to the curve
5x2 + 6xy + 5y2 – 8 = 0.
Solution: Here we need to determine the extreme values of the function f(x, y) = x2 + y2
Example 79: Prove that the rectangular solid of maximum volume that can be inscribed in
a given sphere is a cube.
Now the condition for the volume of the rectangular solid to be maximum is that
∂V ∂S ∂V ∂S ∂V ∂S
+λ = 0, +λ = 0, +λ =0 …(3)
∂x ∂x ∂y ∂y ∂z ∂z
yz + 2λx = 0 …(i)
i.e. zx + 2λy = 0 …(ii) …(4)
xy + 2λz = 0 …(iii)
Multiply (i) by x, (ii) by y, (iii) by z and equate them
From (i) and (ii), we get
x=y
From (i) and (iii), we get x = z }
i.e. x = y = z …(5)
Hence the given rectangular solid would be of maximum volume if it is a cube.
∂z x2 y x2
Now Vx (x, y, z) = 1 ⋅ yz + xy = yz − = yz − = 0 …(7)
∂x z z
∂z xy2 y2
and Vy(x, y, z) = 1 ⋅ xz + xy = xz − = x z − = 0 …(8)
∂y z z
(7) and (8) collectively implies x = y = z.
Further to check whether these points are the points of maxima, we find vxx, vxy, vyy.
∂z 2 x
∂z
2zx − x2
∂ x x 2zx − x − z − xy(x2 + 3z2 )
From (7), r = y − = y − z − = = −4x
∂x z2 z2 z3
(at x = y = z) …(9)
x2 ∂z x2 ∂z x2 y x2 y
From (7), s = 1 z − + y + 2 = z − + y − + 2 − = −2x ,
z ∂y z ∂y z z z z
(at x = y = z) …(10)
−xy(y2 + 3z2 )
From (8), t= = −4x, (at x = y = z) …(11)
z3
rt – s2 = (–4x)(–4x) – (–2x)2 = 12x2 > 0 and r = –2x < 0 for all x.
Hence x = y = z is the point of maximum, V(x, y, z) = xyz = x3, i.e. a cube.
Partial Derivatives and their Applications 339
Example 80: Find the stationary values of (x2 + y2 + z2) subject to ax2 + by2 + cz2 = 1 and
lx + my + nz = 0
l2 m2 n2
As µ ≠ 0, + + = 0, …(7)
af − 1 bf − 1 cf − 1
This is a quadratic in f from which we can obtain its extreme values.
Further, the surface ax2 + by2 + cz2 = 1 is an ellipsoid or a hyperboloid and lx + my + nz = 0
is a plane. Therefore point (x, y, z) satisfying both these equations lies on the conic of their
intersection and the expression (x2 + y2 + z2) gives us the square of the distance of (x, y, z)
from the origin.
The maximum and minimum values of this distance are the major and minor axes of the
same conic of intersection. Hence the equation (7) gives the squares the lengths of the semi-
axes of the conic of intersection.
340 Engineering Mathematics through Applications
E F
Solution: Let the tent (with cuboid ABCD, EFGH and
Pyramid T EFGH atop) be made on a square base ABCD with
side x (as in Fig. 4.6). y
Here V(x, y, h) = Volume of the box (cuboid) + Volume
D
due to elevated Portion (pyramid) C
x h = x2 y +
1 2 h x
= x2 y + …(1)
3 3 A x B
and S(x, y, h) = Area of the four faces of the cuboid + Area Fig. 4.6
of the four faces of the pyramid.
2
1 x 2 x
= 4xy + 4 ⋅ base × length TM = 4xy + 4 ⋅ h + = 4xy + x x2 + 4h2 …(2)
2 2 2
Define Lagrange’s Function,
h
F(x , y, h) = S(x, y , h) + λV(x , y, z) = 4xy + x x2 + 4h2 + λ x2 y + …(3)
3
For surface area to be minimum (subject to given capacity),
∂F h
⋅ 2x + λ 2x y +
1 1
= 4y + x2 + 4h2 + x = 0 …( i)
∂x 2 x + 4h
2 2
3
∂F
= 4x + λ ⋅ x2 = 0 …(ii) …(4)
∂y
∂F 4hx x2
= +λ =0 …(iii)
∂h x + 4h
2 2 3
4 4hx 4x
4(ii) gives λ = − which on putting in 4(iii) gives − or x2 = 5h2
x x + 4h
2 2 3
4 4
On putting into 4(i), x = 5 h and λ=− =− , we get
x 5h
1 1 4 h
4y + 5h + 4h + 5 h 2 ⋅ 2 5 h − 2 5h y +
2 2
5h + 4h
2 2
5 h 3
4y + 3h + 5 h − 8 y + h = 0 or –4y + 2h = 0, i.e. y =
h
3 3 2
Partial Derivatives and their Applications 341
x2 h
V−
3 = V − xh
V = x2 y + = x(xy) +
2
h xh
or xy = …(5)
3 3 x x 3
1
S = 4xy + x x2 + 4h2 = 4 − + x (x2 + 4h2 )2
V xh
x …(6)
3
Thus by elimination of y, surface area S has been made a function of two variables x and
h only.
Now for minimum surface area, Sx = 0 = Sh.
Therefore, Sx (x, h) = −4V ⋅ 2 − h + x2 + 4h2 + x2
1 4
2
=0 …(7)
x 3 x + 4h
2
4 4xh
and Sh (x, h) = − x + =0 …(8)
3 x + 4h2
2
4 4xh
From(8) − x+ =0 or (x2 + 4h2) = 9h2 or x = 5h
3 x2 + 4h2
4 2 h 4 5h2 2 h
− 2 x y + − h + 3h + = 0, as V = x y +
x 3 3 3h 3
4 4 5 h
or −4y − h − h + 3h + h = 0 or − 4y − 2h = 0 ⇒ y = .
3 3 3 2
ASSIGNMENT 9
1. Find the maximum and minimum values of
a3 a3
(i) xy + + (ii) 2(x2 – y2) – x4 + y4 [NIT Kurukshetra, 2005]
x y
2. Find the minimum value of x2 + y2 + z2, given that ax + by + cz = p
3. Find the dimensions of a rectangle box without top with a given capacity so that the
material used is minimum.
4. Determine the maxima of the function given by u = (x + 1)(y + 1)(z + 1)
subject to the condition xaybzc = k.
[Hint: Take log of both functions]
5. Divide 24 into three parts such that the continued product of the first, square of the
second and the cube of the third may be maximum.
6. Given x + y + z = a, find the maximum value of xm yn zp. [KUK, NIT Kurukshetra, 2004]
7. Find the point on the surface z2 = xy + 1 nearest to the origin.
342 Engineering Mathematics through Applications
8. The temperature T at any point (x, y, z) in space is T = 40xyz2. Find the highest temperature
on the surface of the unit sphere x2 + y2 + z2 = 1.
9. Find a point within a triangle such that the sum of the squares of its distances from the
three vertices is minimum.
or
Find the point upon the plane ax + by + cz = 0 at which the function φ = x2 + y2 + z2 has a
minimum value and find this minimum φ.
x2 y2 z2
10. Show that stationary values of u = + + , where lx + my + nz = 0 and
a4 b4 c4
x2 y2 z2 l2 a4 m2 b4 n2 c4
+ + = 1 are the roots of the equation + + = 0.
a2 b2 c2 1 − a u 1 − b u 1 − c2u
2 2
11. Show that if the parameter of a triangle is constant, its area is a maximum when it is
equilateral. [NIT kurukshetra, 2008]
[Hint: f = ∆ = s(s – a)(s – b)(s – c), where a + b + c = 2s (s const.)]
2
r2
Hint : Take Area S( A, B, C) = (sin 2A + sin 2B + sin 2C) ⋅ 2 , where A + B + C = π
∫
b
between the limits a and b, then f (x, α) dx will be a function of α: F(α), say.
a
d b
∫
d
To find F(α) = f (x, α) dx , when it exists, it is not always possible to find the
d α α
d a
integral first and then to find its derivative. Such problems are handled by the following
rules:
Leibnitz’s Rule* 1: (When Limits of integration are constant)
∂
Statement: If f(x, α) and f (x, α) be continous function of x and a, then
∂α
d
∫ ∂
b
∫
b
Poof: Let f (x, α)dx, then for small change α to α + δα,
a
b b b
F(α + δα) − F(α) = ∫ f (x, α + δα) dx –∫ f (x, α) dx =∫ f (x, α + δα) − f (x, α) dx
a a a
∂
∫ ∂α f (x, α + θh) dx
b
We get, F(α + δα) − F(α) = δα ⋅
a
∂
∫ ∂α f (x, α) dx
b
d
or F(α) =
dα a
d ψ(α)
ψ( α )
∂ f (x, ) dx dψ f ( ), dφ
∫ ∫ ( ψ α α) − f ( φ(α), α )
d
F(α) = f ( x, α) dx = α +
dα dα φ(α) φ(α) ∂α dα dα
provided φ(α) and ψ(α) possesses continuous first order derivatives with respect to α.
∫
x
1 1 x
Example 82: Differentiating dx = tan−1 under the integral sign, find the value
0 x2 + a2 a a
∫
x
1
of dx
0 (x2 + a2 )2
= tan−1 ∫
x
dx 1 x
Solution: Differentiating both sides of
0 (x + a )
2
a a 2
1 ∂ x ∂ 1
∫
x
1 x
− ⋅ 2a dx = tan−1 + ⋅ tan−1
implying 0 (x2 + a2 )2 a ∂a a ∂a a a
−x
∫
x
1 1 x
i.e. − 2a ⋅ dx = − 2 tan−1
0 (x + a )
2 2 2
a(a + x ) a
2 2
a
Dividing throughout by –2a,
∫
x
1 1 x x
dx = 3 tan −1 + 2 2
0 (x2 + a2 )2 2a a 2a (a + x2 )
∞
e− ax sinmx
∫
m
Example 83: Prove that if a > 0, dx = tan−1 .
0 x a
∞ − ax
∫
e sin mx
Solution: Let F(m) = dx …(1)
0 x
344 Engineering Mathematics through Applications
By Leibnitz’s Rule 1,
∞ ∞
∂ e−ax sin mx ∂ e−ax
∫ ∫
d
F(m) = dx = (sin mx) ⋅ dx
dm 0 ∂m x 0 ∂m x
∞
e−ax ∞
=
∫ 0
x(cos mx)
x
dx = ∫
0
e− ax cos mx dx
∞
dF e−ax a
= ( − a cos mx + m sin mx) = 2 …(2)
dm (−a) + m
2 2 +
0 a m
2
∞
∫
eax
using eax cos bx dx = (a cos bx + b sin bx)
0 (a + b )
2 2
Integrating both sides with respect to x,
∫
e sin mx m
∴ dx = tan−1 .
0 x a
∞ −x
∫
e
Example 84: Prove that (1 − e−ax )dx = log(1 + a), (a > – 1)
0 x
∞ −x
∫
e
Solution: Let I = (1 − e−ax ) dx …(1)
0 x
∞ ∞ −x
∂ e−x ∞
∫ ∫ ∫
dI e
so that = (1 − e−ax ) dx = ⋅ e−ax (−x) dx = e−x e−ax dx
da 0 ∂a x 0 x 0
∞
∞ e−(1+ a)x
∫
dI 1
= e−(1+ a)x dx = = (1 + ) , a > − 1
da 0 −(1 + a) 0 a
On integration,
I = log (1 + a) + C …(2)
∞ −x
∫
e
Now when a = 0 then from (1), I = (1 − 1) dx = 0 thereby implying C = 0
0 x
from (2), I = log(1 + 0) + C = C
∴ I = log (1 + a), a > – 1.
π/2 log (1 + y sin2 x)
Example 85: Show that ∫ 0 sin2 x
dx = π ( 1+ y −1 ) [NIT Kurukshetra, 2002]
Partial Derivatives and their Applications 345
π
log (1 + y sin2 x)
∫
2
Solution: Let I= dx …(1)
0 sin2 x
By Leibnitz’s Rule 1,
π π
2 ∂ log (1 + y sin2 x) ∂
∫ ∫
dI 2 1 1
= dx = ⋅ (y sin2 x) dx
da 0
∂y sin2 x 0 sin x (1 + y sin x ) ∂y
2 2
π π
∫ ∫
2 1 2 1
= dx = dx
0 (1 + y sin2 x) 0 cos x + sin2 x + y sin2 x
2
π π
∫ ∫
2 1 2 sec2 x
= dx = dx …(2)
0 cos x + (1 + y)sin2 x
2 0 1 + (1 + y)tan2 x
∫ ∫
dI 1 1 1 1 1 t
= dt = dt = tan−1
∴ da 0 1 + (1 + y) t2
(1 + y) 0 1
2
(1 + y) 1 1
1+ y
1+ y + t
2
1 + y
0
π
1
dI 1 −
= tan−1 ∞ − tan−1 0 = (1 + y) 2 …(3)
dy 1+ y 2
Integrating (3) with respect to y,
1
π (1 + y) 2 1
I= = π(1 + y) 2 +C
2 1 …(4)
2
When y = 0 from (1), I(0) = 0, thereby implying C = –π
from (4) I(0) = π + C
1
Hence I = π(1 + y) 2 − π = π 1 + y − 1 .
π
Example 86: Evaluate ∫ 0
log (1 + a cos x) dx using the method of differentiation under
integral sign.
OR
π
π
1 + a cos x − 1 π π
∫ ∫ ∫
1 1 1 1
= dx = dx − dx
a 0 1 + a cos x a 0 a 0 1 + a cos x
π π β + α cos x
∫ ∫
1 1 1
dx, use dx = cos−1 taking α = 1, β = a.
For 0 1 + a cos x 0 α + β cos x α −β
2 2 α + β cos x
π
dI π 1 1 −1 a + 1cos x π 1 1
∴ = − cos 1 + a cos x = a − a 1 − a2 cos (− 1) − cos 1
−1 −1
da a a 1 − a2 0
π 1 1 π 1
= − (π − 0) = 1 − .
a a 1− a2 a 1 − a2
Integrating both sides with respect to a,
π
∫ a da − π∫ a
1 1
I=π da + C
1 − a2
= π log a − π∫
1
dt + C = π log a − π∫ cosec t dt + C
sin t
= π loga + π log (cosec t + cot t)
1 + cos t 1 + 1 − sin2 t
= π log a + π log + C = π log a + π log +C
sin t sin t
I = π log a + π log
1 + 1 − a2
a
+ C = π log 1 + 1 − a2 + C ( )
When a = 0, from above I(0) = π log 2 + C
implying C = – π log2.
from given integral, I(0) = 0
1 + 1 − a2
∴ (
I = π log 1 + 1 − a2 − π log 2 = π log
) 2
∞
π − α4 ∞
π α
2 2
∫ ∫
−
e− x cosαx dx = x ex sinαx dx =
αe 4
2 2
Example 87: Prove that e and
0 2 0 4
[NIT Kurukshetra, 2005; KUK, 2009]
∞
∫ e− x cos αx dx =I(α)
2
Solution: Let …(1)
0
∞
∂ −x2
∫
dI
so that = (e cos αx) dx
dα 0 ∂x
∞
=∫ e−x (− sin αx) x dx
2
0
Partial Derivatives and their Applications 347
( )
∞
∫
dI 1 (sin αx)(−2x e−x ) dx, write − 2xe−x = d e−x
=
2 2 2
dα 2 0
I II
On integrating right hand expression by parts, we get
{ } −∫
1 ∞
dI ∞
= sin αx (e−x ) α cos αx ( e−x ) dx
2 2
dα 2 0 0
1 ∞
∫
dI
= 0 − α e−x cos αx dx
2
⇒
dα 2 0
dI α
⇒ =− I …(2)
dα 2
dI
⇒ dα = − α
I 2
α2 α 2
∫
− f'(x)
log I = −+ log C or I = C e 4 using dx = log f (x) …(3)
4 f (x)
But when α = 0, then from (1),
∞
π (Gama function)
I= ∫ e−x dx =
2
…(4)
0 2
π
From (3), when α = 0, we get C = …(5)
2
π2
π −4
and I=
e …(6)
2
Thus the given integral
∞ α2
π −4
∫ e−x cos α x dx =
2
e …(7)
0 2
On differentiating both sides with respect to α, we get
π − α4 α
2
∞
∞ α2
π
∫
−
x e −x sin α x dx = αe
2
i.e. 4
0 4
Hence the result.
∞
tan−1ax π
Example 88: Show that ∫ 0 x(1 + x )
2
dx = log(1 + a), a ≥ 0
2
[KUK, 2000, 2005; NIT Kurukshetra, 2004]
348 Engineering Mathematics through Applications
∞
tan−1 ax
Solution: Let I= ∫0 x(1 + x2 )
dx …(1)
∂ ∞
tan−1 ax
∫
dI
= dx
da ∂ a 0 x(1 + x2 )
∞
∂ tan −1
∫
1
= ax dx
0 x(1 + x2 ) ∂a
∫
1 x
= ⋅ dx
0 x(1 + x ) 1 + a2 x2
2
∫
dI 1
= dx …(2)
da 0 (1 + a2 x2 )(1 + x2 )
Dealing the integrand by making partial fractions on taking x2 = t, we get
1 A B
= +
(1 + a2 t)(1 + t) (1 + t) (1 + a2 t)
⇒ 1 = A(1 + a2t) + B(1 + t) …(3)
a 1− a
1
When 1 + t = 0, we get 1 = A(1 – a2), i.e. A =
(1 − a2 )
Therefore on substituting values of (A) and (B) in (3), we get
1 1 1 a2
= − , 2
(1 + a t) (1 + t) (1 − a )(1 + t) (1 + a t)(1 − a2 ) t = x
2 2 2 …(4)
∞ ∞
1
∫ ∫
dI 1 1
= dx − dx
da (1 − a2 ) 0 (1 + x2 ) 0
2
1 + 2
or x
a
( tan−1 x ) − ( a tan−1 ax )
1 ∞ ∞
= 2
(1 − a ) 0 0
1 π π (1 − a) π π
− 0 − a − 0 =
dI
= 2
=
da (1 − a ) 2 2 (1 − a2 ) 2 2(1 + a)
Partial Derivatives and their Applications 349
0 − a + t2 0 − t2 + a
2 2
− 2at2 − a
∫e ∫e
d t2 t2
∴ F(a) = 2 ⋅ 2 ⋅ dt = 2 dt
da ∞ a t ∞
∞ − x2 + a
2
∫
dF(a) x2 dF(a)
= −2 e dx = −2F(a) or = −2 da …(2)
da 0 F(a)
On integration,
log F(a) = – 2a + logC or logF(a) = log e– 2a + logC
implying F(a) = Ce– 2a …(3)
∞ − x2 + a
2
π −2 a
Using (4), F(a) = ∫ 0
e x2 dx = Ce−2 a =
2
e .
α log(1 + αx)
Solution: Let F(α) = ∫ 0 (1 + x2 )
dx …(1)
By Leibnitz’s Rule 2,
α
∂ log(1 + α2 ) log(1 + α2 )
∫
dF d
= dx + (α)
dα ∂x 1 + α (1 + α2 )
2
0 dx
α log(1 + α2 )
∫
x
= dx + …(2)
0 (1 + α x)(1 + x2 ) 1 + α2
Resolving the integrand into partial fractions:
x A Bx + C
= +
(1 + αx)(1 + x ) 1 + αx 1 + x2
2
−1 −1 −α
, we get α = A 1 + 2
1
Putting 1 + αx = 0 i.e. x= or A=
α α 1 + α2
−A 1
Comparing coefficients of x2, 0 = A + αB or B= =
α 1 + α2
α
Comparing constant terms, 0 = A + C or C = −A =
1 + α2
α
1 α −α α α
∫ ∫ ∫ ∫
x 1 2x 1
dx = dx + dx + α
(1 + α2 )
∴ dx
0 (1 + αx)(1 + x )
2 0 1 + αx 2 0 (1 + x2 ) 0 1+ x2
α
1 −α log(1 + αx) 1
= + log(1 + x2 ) + α tan− 1 x
(1 + α2 ) α 2 0
α
1
∫ − log(1 + α2 ) + log(1 + α2 ) + α tan− 1 α
x 1
dx =
0 (1 + αx)(1 + x2 ) (1 + α2 ) 2 …(3)
With the above integral value, (2) on cancellation of some terms reduces to
dF 1 log(1 + α2 ) α
= + tan −1 α …(4)
dα 2 (1 + α )
2
(1 + α )
2
Integrating (4) with respect to a,
α
∫ ⋅ log(1 + α2 ) dα + ∫
1 1
F(α) = (tan−1 α) dα + C (Integration by parts)
2 (1 + α2 ) 1 + α2
1 α α
= log(1 + α2 )(tan−1 α) − ⋅ 2α tan− 1 α d α +
∫ −1
(tan α) d α + C
2 1+ α 2 1 + α2
Partial Derivatives and their Applications 351
1
F(α) = log(1 + α2 ) ⋅ (tan−1 α) + C …(4)
2
α log(1 + αx)
∫
1
Hence dx = log(1 + α2 ) ⋅ (tan−1 α) …(5)
0 (1 + x2 ) 2
1 log(1 +αx) π
∫
1
Putting α = 1 in (5), dx = log 2(tan−1 1) = loge 2
0 (1 + x ) 2
2 8
a2
∫
d x 1
Example 91: Show that tan−1 dx = 2a tan−1 a − log (a2 + 1) .
da 0 a 2
tan −1 x dx
a2
Solution: Let F(a) = ∫0 a
so that
a2
∂ x a2 d 0
∫
d d
F(a) = tan−1 dx + (a2 )tan−1 − (0) ⋅ tan−1
da 0 ∂a a da a da a
(By Leibnitz’s Rule II.)
a2
d x −1 a2
∫ ∫
1 2x
= dx + 2a tan− a = dx + 2a tan−1a
1
2
a2 + x2
1 + x
0 da a 2 0
a
1 a2 1
= − log(a2 + x2 ) 0 + 2a tan−1 a = 2a tan−1 a − log(1 + a2 ) …(3)
2 2
x
Verification: Put = tan θ so that dx = a sec2θ dθ and limits for x = 0, θ = 0,
a
−1
for x = a , θ = tan a
2
a2 tan −1 a tan −1 a
∫ ∫ ∫
x tan −1 a
∴ tan−1 dx = a θ ⋅ sec2 θ dθ = a (θ ⋅ tan θ)0 − 1 ⋅ tan θ dθ …(4)
0 a 0 0
( )
tan−1 a tan−1 a
∫ tan θ dθ = ( log cos θ )0 = ( − log sec θ )0
tan−1 a tan−1 a
whereas = − log 1 + tan2 θ
0 0
∫
x a
implying tan−1 dx = a2 tan−1 a − log(1 + a2 ) …(6)
0 a 2
∫
x
Example 92: If y = f (t)sin k(x − t)dt , prove that y satisfies the differential equation.
0
d2 y
+ k2 y = k f (x ).
dx2
∫
x
Solution: Given y= f (t)sin k(x − t) dt , x is parameter …(1)
0
By Leibnitz’s Rule 2,
∫
dy x
d
= f (t)cos k(x − t) ⋅ k dt + (x) f (x) ⋅ sin k(x − x) − 0
dx 0 dx
∫
x
=k f (t)cos k(x − t) dt + 0 …(2)
0
d2 y
∫
x
d dy d
∴ 2
= =k f (t) − sin k( x − t) k dt + k (x) f (x) ⋅ cos k(x − x) − 0
dx dx dx 0 dx
∫
x
= −k 2 f (t)sin k(x − t) dt + k ⋅ 1 ⋅ f (x)
0
d2 y
= −k2 y + k f (x)
dx2
d2 y
Hence + k 2 y = k f (x)
dx2
ASSIGNMENT 10
xα − 1
∫
1
1. Evaluate dx, α ≥ 0 [MDU 2004; KUK, 2004]
0 log x
2. By differentiating under the integral sign or otherwise show that
π log(1 + sin α ⋅ cos x)
∫
x
dx = πα Hint : Take tan = t [NIT Kurukshetra, 2007]
0 cos x 2
∞ − ax
∫
e sin x
3. By differentiating under the integral sign, evaluate the integral dx
0 x
∞
π
∫
sin x
Hence show that dx =
0 x 2
α2
tan−1 x dx
4. Verify Leibnitz rule for differentiation under integral sign if F(α) = ∫ 0 α
∫
1
∫ x (log x) dx
1 1
5. By successive differentiation of xm dx = with respect to m, evaluate m n
0 m+1 0
Partial Derivatives and their Applications 353
ANSWERS
Assignment 1
5. (1 + 3xyz + x2y2z2) exyz 8. 2
Assignment 3
x
6. – 7 tanu 8. 6x4 y2 sin−1
y
Assignment 4
log(sin y) + y tan x
1. 8 e4t 2. log(cos x) − x cot y
a2 x2 + y
3. 2 1 − 2 x cos(x + y ) 4. 1 + log xy − x
2 2
b y2 + x
32 y 1 y 1
5. − cm/sec. 7. 2yz − x , 4 ; y2 − 3z2 , − 11
21
Assignment 6
1. 4(u2 + v2) 2. x(u – 1 – vy) + 2uv – z
3. – 4r3; r2 = x2 + y2 4. 0; sin u = v
u
5. w2 = 2u + v2 6. w = 4 (u2 + 3v)
−1
7. (x − y)(y − z)(z − x) J' = (x − y)(y − z)(z − x)
Assignment 7
1. 2% 5. (p – 3q – 4r)%
4
6. − % 7. 5r
3
12. – 1
Assignment 8
1. ex cos y = e + (x − 1) e + y − π − e
2 2 4 2
354 Engineering Mathematics through Applications
1 2 e y − π − e + y − π − e + …
2
+ (x − 1) + 2(x − 1)
2 2 4 2 4 2
Hint : For a = 1, b = π ; x − a = h = x − 1, y − b = k = y − π
4 4
2
π2 π π π
(x − 1)2 − (x − 1) y − − y −
1
2. 1 −
8 2 2 2 2
1 2 1 2 1
3. 2.306 4. xy 5. y + xy − y + (x y − xy2 ) + y3 + …
2 2 3
Assignment 9
1. (i) Min at (a, a) (ii) Max at (± 1, 0); Min at (0, ± 1)
2. p2/(a2 + b2 + c2) 3. x = y = 2z
mm nn pp am + n + p
5. x = 12, y = 8, z = 4 6. (m + n + p)m + n + p 7. (0, 0, ±1)
x1 + x2 + x3 y +y +y
8. 50 9. x= , y= 1 2 3
3 3
−2r2 π
12. Areamaxi = at A = B = C =
3 3
Assignment 10
(−1)n n
1. [log(1 + α)] 5. ( n +1
m + 1)