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CHAPTER 1 Partial Derivatives

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CHAPTER 1 Partial Derivatives

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emada5212
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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CHAPTER 1

Partial Derivative
If f is a function of two variables x and y, suppose we let only x vary
while keeping y fixed , say y = b , where b is a constant. Then we
are really considering a function of a single variable x, namely,
g ( x ) = f ( x , b ) . If g has a derivative at a , then we call it the
partial derivative of f with respect to x at ( a , b ) and denote it by
f x ( a , b ) . Thus
f x ( a , b ) = g , ( a ) where g ( x ) = f ( x , b ) (1)
By the definition of a derivative, we have

Similarly, the partial derivative of f with respect to y at (a, b),


denoted by fy(a, b), is obtained by keeping x fixed (x = a ) and finding
the ordinary derivative at b of the function g(y) = f (a, y ):and so
Equation 1 becomes

There are many alternative notations for partial derivatives. For


instance, instead of f x we can write f1 or D1 f (to indicate
differentiation with respect to the first variable) or ꝺf / ꝺx .
Notations for Partial Derivatives If z = f ( x , y ) , we write

Rule for Finding Partial Derivatives of z = f (x, y)


1. To find f x , regard y as a constant and differentiate f ( x , y ) with respect to x.
2. To ind f y , regard x as a constant and differentiate f ( x , y ) with respect to y.

1
Example 1
If f ( x , y ) = x 3 + x 2 y 3 - 2y 2 , find f x ( 2 , 1) and f y ( 2 , 1 ) .

Solution
Holding y constant and differentiating with respect to x , we get
fx ( x , y ) = 3x2 + 2xy3 + 0 and so
fx ( 2 , 1) = 3 . 22 + 2 . 2 . 13 = 16
Holding x constant and differentiating with respect to y , we get
fy( x , y ) = 3x2 y2 - 4y
fy ( 2 , 1) = 3. 22 . 12 - 4 . 1 = 8

Example 2
If f ( x , y ) = 4 - x2 - 2y2 , find fx ( 1 , 1) and fy( 1 , 1) .

Solution We have
fx ( x , y ) = – 2x and fx ( 1 , 1) = – 2

fy( x , y ) = – 4y and fy ( 1 , 1) = – 4

2
Example 3

Solution
Using the Chain Rule for functions of one variable, we have

Example 4

Find ꝺz / ꝺx and ꝺz / ꝺy if z is deined implicitly as a function of x and


y by the equation x3 + y3 + z3 + 6xyz = 1

Solution
To find ꝺz / ꝺx , we differentiate implicitly with respect to x, being
careful to treat y as a constant:

Solving this equation for ꝺz / ꝺx , we obtain

Similarly, implicit differentiation with respect to y gives

Functions Of More Than Two Variables


Partial derivatives can also be defined for functions of three or more
variables. For example, if f is a function of three variables x , y , and z,
then its partial derivative with respect to x is defined as

3
and it is found by regarding y and z as constants and differentiating
f ( x , y , z ) with respect to x . If w = f ( x , y , z ) , then fx = ꝺw / ꝺx can
be interpreted as the rate of change of w with respect to x when y and z
are held fixed .

Example 5

Find fx , fy , and fz if f ( x , y , z ) = e x y ln z.

Solution
Holding y and z constant and differentiating with respect to x , we have
fx = y e x y ln z Similarly , fy = x e x y ln z and fz = e x y / z

Higher Derivatives
If f is a function of two variables, then its partial derivatives fx and fy
are also functions of two variables, so we can consider their partial
derivatives ( fx ) x , ( fx ) y , ( fy) x , and ( fy ) y , which are called the second
partial derivatives of f . If z = f (x, y) , we use the following notation:

Thus the notation fx y (or ꝺ2 f / ꝺx ꝺy ) means that we first differentiate


with respect to x and then with respect to y, whereas in computing fyx
the order is reversed.

4
Example 6

Find the second partial derivatives of f ( x , y ) = x 3 + x 2 y 3 - 2y 2 ,


Solution
fx ( x , y ) = 3x2 + 2xy3 and fy( x , y ) = 3x2 y2 - 4y
Therefore

Partial derivatives of order 3 or higher can also be defined. For instance,

It can be shown that fx yy = f yx y = f yyx if these functions are continuous.


Example 7

Calculate f xxyz if f (x, y, z) = sin ( 3x + yz ) .


Solution
fx = 3 cos ( 3x + yz )
fxx = − 9 sin ( 3x + yz )
fxxy = − 9z cos ( 3x + yz )
fxxyz = − 9 cos (3x + yz ) + 9yz sin ( 3x + yz )

Example 8
Show that the function u(x, y) = ex sin y is a solution of Laplace’s
equation.

Solution
We first compute the needed second-order partial derivatives:
ux = ex sin y uy = ex cos y
uxx = ex sin y uyy = − ex sin y
So uxx + uyy = ex sin y − ex sin y = 0 ⸫
Therefore u satisies Laplace’s equation.

5
Example 9

Verify that the function u ( x , t ) = sin ( x – at )


satisies the wave equation.

Solution
ux = cos (x – at ) ut = – a cos (x – at )
uxx = – sin(x – at ) utt = – a2 sin (x – at ) = a2 uxx ⸫ utt = a2 uxx

So u satisies the wave equation.

EXERCISE 1
Find the first partial derivatives of the function

6
Find all the second partial derivatives.

( 31 ) If f (x, y) = 16 - 4x2 - y2 , find fx (1 , 2 ) and fy ( 1 , 2 )


( 32 ) If f (x, y) = , find fx (1 , 0 ) and fy ( 1 , 0 )
( 33 ) If f (x, y) = x4y2 - x3y ; Find fxxx , and fxyx
( 34 ) If f (x, y) = sin(2x + 5y) ; Find fyxy
( 35 ) If f (x, y) = e xyz 2 ; Find fxyz
( 35 ) If g (r, s, t) = e r sin(st) Find grst

( 36 ) If find

( 37 ) If find

( 38 ) If find

( 39 ) If f (x, y, z) = xy2 z3 + , find fxzy.


[ Which order of differentiation is easiest?]

( 40 ) If g(x, y, z) = find g xyz .

[ Use a different order of differentiation for each term.]

( 41 ) Verify that the function u = e – α2k2t sin kx is a solution of the


heat conduction equation ut =α 2 uxx .

( 42 ) Verify that the function is a solution of


the three-dimensional Laplace equation uxx + uyy + uzz = 0.

7
( 43 ) The gas law for a fixed mass m of an ideal gas at absolute
temperature T, pressure P, and volume V is PV − mRT, where
R is the gas constant. Show that

and

( 44 ) The kinetic energy of a body with mass m and velocity v is


K = ½ mv2. Show that

Stewart 920

8
The Chain Rule
the Chain Rule for functions of a single variable gives the rule for
differentiating a composite function: If y = f ( x ) and x = g ( t ) , where
f and g are differentiable functions,
then y is indirectly a differentiable function of t and

For functions of more than one variable, the Chain Rule has several
versions, each of them giving a rule for differentiating a composite
function.
The Chain Rule (Case 1)
Suppose that z = f ( x,y ) is a differentiable function of x and y , where
x = g ( t ) and y = h ( t ) are both differentiable functions of t . Then z is
a differentiable function of t and

EXAMPLE 1
If , z = x 2 y + 3 x y 4 where x = sin 2t and y = cos t , find dz/dt when t = 0 .
SOLUTION
The Chain Rule gives

It’s not necessary to substitute the expressions for x and y in terms of t.


We simply observe that when t = 0 we have x = sin 0 = 0 and y = cos 0 = 1.
Therefore ,

9
EXAMPLE 2
The pressure P (in kilopascals), volume V (in liters), and temperature T
(in kelvins) of a mole of an ideal gas are related by the equation PV = 8.31T.
Find the rate at which the pressure is changing when the temperature is
300 K and increasing at a rate of 0.1 K/s and the volume is 100 L and
increasing at a rate of 0.2 L/s .

SOLUTION

If t represents the time elapsed in seconds, then at the given instant we have
T = 300 , dT/dt = 0.1 , V = 100 , dV/dt = 0.2 , , , . Since

the Chain Rule gives

The pressure is decreasing at a rate of about 0.042 kPa_/s .


--------------------------------------------------------------------------------------------
We now consider the situation where z = f (x, y) but each of x and y is a
function of two variables s and t : x = g ( s , t ) , y = h ( s , t ) . Then z is
indirectly a function of s and t and we wish to find ∂z/∂s and ∂z/∂t

The Chain Rule (Case 2)


Suppose that z = f (x, y) is a differentiable function of x and y , where
x = g ( s , t ) and y = h ( s , t ) are differentiable functions of s and t.
Then

EXAMPLE 3
If z = e x sin y ,where x = s t 2 and y = s 2 t , find ∂z/∂s and ∂z/∂t .

10
SOLUTION
Applying Chain Rule, we get

EXAMPLE 4
If , u = x4y + y2z3 where x = rse t , y = rs 2 e - t , and z = r 2 s sin t , find the
value of ∂u/∂s when r = 2 , s = 1 , t = 0 .

SOLUTION

EXAMPLE 5
If g ( s , t ) = f ( s 2 – t 2 , t 2 – s 2 ) and f is differentiable, show that g
satisfies the equation

SOLUTION
Let x = s 2 – t 2 and y = t 2 – s 2 . Then g ( s , t ) = f ( x , y ) and the Chain
Rule gives

Therefore

11
EXAMPLE 6

If z = f ( x , y ) has continuous second-order partial derivatives and


x = r 2 + s 2 and y = 2rs , find (a) ∂z/∂r and (b) ∂ 2z/ ∂r2 .
SOLUTION
( a ) The Chain Rule gives

( b ) Applying the Product Rule to the expression in part (a), we get

And

Therefore

12
Implicit Differentiation
stewart 937
suppose that is given implicitly as a function z = f ( x , y ) by an equation
of the form F ( x , y , z ) = 0 . This means that F ( x , y , f ( x , y )) = 0 for all
( x , y ) in the domain of f . If F and f are differentiable, then we can use
the Chain Rule to differentiate the equation F ( x , y , z ) = 0 as follows:

so this equation becomes

If ∂F/∂z ≠ 0 , we solve for ∂z/∂x ( ∂z/∂y is obtained in a similar manner )

.
EXAMPLE 7

SOLUTION
Let F ( x , y , z ) = x 2 + y 2 + z 2 + 6xyz – 1 , we have

13
Directional Derivatives and the Gradient Vector

Directional Derivatives
If f is a differentiable function of x and y , then f has a directional
derivative in the direction of any unit vector u = ˂ a , b ˃ of
Du f ( x , y) = fx (x , y )a + fy (x , y )b
stewart 943
If the unit vector makes an angle θ with the positive x-axis , then we
can write u = ˂ cos θ , sin θ ˃ and the last formula becomes

Du f ( x , y) = fx (x , y ) cos θ + fy (x , y ) sin θ

EXAMPLE 8 2
Find the directional derivative Du f ( x , y) if f ( x , y) =x 3 – 3 xy +4 y 2
and u is the unit vector given by angle θ = π / 6 . What is Du f ( 1 , 2) ?

SOLUTION

The Gradient Vector

The directional derivative can be written as the dot product of


two vectors: Du f ( x , y) = fx (x , y )a + fy (x , y )b
= ˂ fx (x , y ) , fy (x , y ) ˃ . ˂ a , b ˃
= ˂ fx (x , y ) , fy (x , y ) ˃ . u

We give a special name (the gradient of f ) for the first vector and a
special notation ( grad f or  f , which is read “del f ” or nabla f ) .

14
Definition
If f is a function of two variables and , then the gradient of f is
the vector function  f defined by

EXAMPLE 9
If f ( x , y ) = sin x + e x y , Find  f ( the gradient of f ) at (0, 1)
SOLUTION
 f ( x , y ) = ˂ fx , fy ˃ = ˂ cos x + y e xy , x e xy ˃ then
 f(1,0)= ˂2,0˃
stewart 945
We can rewrite the expression of the gradient vector for the directional
derivative as

This expresses the directional derivative in the direction of u as the


scalar projection of the gradient vector onto u .
EXAMPLE 10
Find the directional derivative of the function f ( x , y) = x 2 y 3 – 4 y
at the point ( 2 , - 1 ) in the direction of the vector v = 2 i + 5 j .
SOLUTION
We first compute the gradient vector at ( 2 , - 1 ) :
 f ( x , y ) = 2 x y 3 i – (3 x 2 y 2 – 4 ) j
 f(2,– 1) =– 4i+8j

but since v is not a unit vector, then and the unit vector in the
direction of v is

⸫ D u f ( 2 , - 1 ) =  f ( 2 , - 1 ).u

15
Directional Derivatives of Functions of Three Variables
stewart 945
The functions of three variables have directional derivatives in a similar
manner. Therefore Du f ( x , y, z ) can be interpreted as the rate of change
of the function in the direction of a unit vector u.
If f ( x , y, z ) is differentiable and u = ˂ a , b , c ˃ , then the directional
derivative in the direction of any unit vector u = ˂ a , b , c ˃ is :
Du f ( x , y, z) = fx (x , y, z )a + fy (x , y, z )b + fz (x , y, z )b
For a function f of three variables, the gradient vector, denoted by  f
or grad f is  f ( x , y, z) = ˂ fx (x , y, z ) , fy (x , y, z ) , fz (x , y, z ) ˃ Or

then the directional derivative can be rewritten as

Du f ( x , y, z) =  f ( x , y, z) . u
EXAMPLE 11
If f ( x , y, z ) , (a) find the gradient of f and (b) find the directional
derivative of f at ( 1 , 3 . 0 )in the direction of v = i + 2 j – k .

SOLUTION
(a) The gradient of is

 f ( x , y, z) = ˂ fx (x , y, z ) , fy (x , y, z ) , fz (x , y, z ) ˃
= ˂ sin yz , xz cos yz , xy cos yz ˃
(b) At ( 1 , 3 . 0 ) we have  f ( 1 , 3 . 0 ) = ˂ 0 , 0 , 3 ˃ . The unit
vector in the direction of v = i + 2 j – k is

then the directional derivative


Du f ( 1 , 3, 0 ) =  f (1 , 3, 0 ) . u

16
EXERCISE 2 14.5 p 939 14.6 stewart 951

1 - Find ∂z/∂s and ∂z/∂t .


7 ( i ) z = x 2 + xy + y 2 , x= s+t , y = st

8 ( ii ) z = x / y , x = s et , y=1+s e–t

9 ( iii ) z = arctan ( 2x + y ) , x = s2t , y = s ln t

10 ( iv ) z = e x y tan y , x = s + 2t , y = s/t

11 (v ) z = e r cos θ , r = st , θ= s 2 t 2

2 - Find the indicated partial derivatives.


( i ) If z = x 2 + xy 3 , x = uv 2 + w 3 and , y = u + ve w .
Find ∂z/∂u , ∂z/∂v , ∂z/∂w when u = 2 , v = 1 , w = 0

( ii ) If u = r 2  s 2 , r = y + x cos t and , s = x + y sin t .


Find ∂u/∂x , ∂u/∂y , ∂u/∂t when x = 1 , y = 2 , t = 0

( iii ) If R = ln ( u2 + v 2 + w 2 ) , u = x + 2 y , v = 2x – y and w = 2xy


Find ∂R/∂x , ∂R/∂y , when x = y = 1
2
( iv ) If M = x e y – z , x = 2uv , y = u – v and , z = u + v .
Find ∂M/∂u and ∂M/∂v , when u = 3 , and v = – 1

( v ) If u = x 2 + yz , x = p r cos θ , y = p r sin θ and z = p + r


Find ∂u/∂p , ∂u/∂r , ∂u/∂θ when p = 2 , r = 3 , θ = 0

( vi ) If Y = w tan – 1 ( uv ) , u = r + s , v = s + t and w = t + r
Find ∂Y/∂r , ∂Y/∂s , ∂Y/∂t when r = 1 , s = 0 , t = 1

3 - Find the directional derivative of f at the given point in the direction


indicated by the angle θ .

4 ( i ) f ( x , y ) = x 2 y 3 – y 4 at ( 2 , 1 ) , θ = π / 4
5 ( ii ) f ( x , y ) = ( 5x – 4 y ) 1/2 at ( 4 , 1 ) , θ = – π / 6
6 ( iii ) f ( x , y ) = x sin ( xy ) at ( 2 , 0 ) , θ = π / 3

17
4 - (a) Find the gradient of f .
(b) Evaluate the gradient at the point P .
(c) Find the rate of change of f at P in the direction of the Vector u .

( i ) f ( x , y ) = 5 x y 2 – 4x 3 y at P ( 1 , 2 ) , u = ˂ 5/13 , 12/13 ˃
( ii ) f ( x , y ) = y ln x at P ( 1 , – 3 ) , u = ˂ – 4/5 , 3/5 ˃
( iii ) f ( x , y , z ) = x e 2yz at P ( 3 , 0 , 2 ) , u = ˂ 2/3 , – 2/3 , 1/3 ˃
( iv ) f ( x , y , z ) = x  y at P ( 1 , 3 , 1 ) , u = ˂ 2/7 , 3/7 , 6/7 ˃

5 - Find the directional derivative of the function at the given point in the
direction of the vector .

6 – If u = f ( x , y ) ,where x = e s cos t and y = e s sin t , show that

7 – If z = f ( x , y ) ,where x = s + t and y = s - t , show that

18
VECTOR FIELD Calculus 10 p 1087
Definition
A vector field in a plane is a function that associates with each point P in
the plane a unique vector F( P ) parallel to the plane. Similarly, a vector
field in 3-space is a function that associates with each point P in 3-space
a unique vector F(P ) in 3-space.
Thus, the vector field F(P ) can be expressed as
F(x, y) = f(x, y)i + g(x, y)j
Similarly, in 3-space with an xyz-coordinate system, a vector field F(P )
can be expressed as
F(x, y, z) = f(x, y, z)i + g(x, y, z)j + h(x, y, z)k

GRADIENT FIELDS
If φ is a function of three variables, then the gradient of φ is defined as
∇φ = (∂φ /∂x) i +(∂φ /∂y) j +(∂φ /∂z) k
This formula defines a vector field in 3-space called the gradient field
of φ Similarly, the gradient of a function of two variables defines a
gradient field in 2-space.

CONSERVATIVE FIELDS AND POTENTIAL FUNCTIONS


If F(r) is an arbitrary vector field in 2-space or 3-space, we can ask
whether it is the gradient field of some function φ, and if so, how we
can find φ. However, there is some terminology for such fields that we
will introduce now.

Definition
A vector field F in 2-space or 3-space is said to be conservative in a region if
it is the gradient field for some function φ in that region, that is, if F = ∇φ
The function φ is called a potential function for F in the region.

DIVERGENCE AND CURL


We will now define two important operations on vector fields in 3-space—the
divergence and the curl of the field. These names originate in the study of fluid flow,
in which case the divergence relates to the way in which fluid flows toward or away
from a point and the curl relates to the rotational properties of the fluid at a point.

19
Definition
If F(x, y, z) = f(x, y, z) i + g(x, y, z) j + h(x, y, z) k , then we define the
divergence of F , written div F , to be the function given by

div F = (∂f/∂x) + (∂g/∂y) + (∂h/∂z)


Definition
If F(x, y, z) = f(x, y, z)i + g(x, y, z)j + h(x, y, z)k , then we define the
curl of F, written curl F , to be the vector field given by

Note that div F has scalar values, whereas curl F has vector values
(i.e., curl F is itself a vector field).
it is useful to note that the formula for the curl can be expressed in the
determinant form

Example 1
Find the divergence and the curl of the vector field
F(x, y, z) = x 2 y i + 2y 3 z j + 3z k
Solution.

20
THE ∇ OPERATOR
Thus far, the symbol ∇ that appears in the gradient expression ∇φ is called the
del operator and has not been given a meaning of its own. However, it is often
convenient to view ∇ as an operator

which when applied to φ (x, y, z) produces the gradient

This is analogous to the derivative operator d/dx, which when applied to f ( x )


produces the derivative f ‘ ( x ) .
The del operator allows us to express the divergence of a vector field
F = f(x, y, z)i + g(x, y, z)j + h(x, y, z)k
in dot product notation as

and the curl of this field in cross-product notation as

THE LAPLACIAN ∇ 2
The operator that results by taking the dot product of the del operator with
itself is denoted by ∇ 2 and is called the Laplacian operator. This operator
has the form

When applied to φ (x, y, z) the Laplacian operator produces the function

Note that ∇ 2 φ can also be expressed as div ( ∇φ ).


The equation ∇ 2 φ = 0 or , equivalently,

is known as Laplace’s equation.

21
EXERCISE 3 calculus 10 1092
Confirm that φ is a potential function for F(r) on some region, and state
the region.
15. 1 . ( a) φ(x, y) = tan −1 x y

( b ) φ(x, y, z) = x 2 − 3y 2 + 4 z 2
F(x, y, z) = 2xi − 6y j + 8zk
16. (a) ( c ) φ(x, y) = 2y 2 + 3x 2y – xy 3
F(x, y) = (6xy – y 3)i + (4y + 3x 2 − 3xy 2)j
(b) ( d ) φ(x, y, z) = x sin z + y sin x + z sin y
F(x, y, z) = (sin z + y cos x)i + (sin x + z cos y)j +(sin y + x cos z)k
2 . Find div F and curl F.

17. ( a) F(x, y, z) = x 2 i − 2 j + y z k
18. (b) F(x, y, z) = x z 3 i + 2 y 4 x 2 j + 5 z 2 y k
19. ( c) F(x, y, z) = 7y 3 z 2 i − 8x 2z 5 j − 3xy 4k
20. (d) F(x, y, z) = e x y i − cos y j + sin 2 z k
22. ( e) F(x, y, z) = ln x i + e xyz j + tan −1 (z/x) k

3 . Find ∇ . ( F × G ).

23. ( a) F(x, y, z) = 2xi + j + 4yk


G(x, y, z) = xi + y j – zk

24. ( b) F(x, y, z) = y z i + x z j + x y k
G(x, y, z) = x y j + x y z k

4 . Find ∇ . ( ∇ × F ).

25. ( a) F(x, y, z) = sin x i + cos (x − y) j + z k


26. ( b) F(x, y, z) = e x z i + 3xe y j – e y z k

5 . Find ∇ × (∇ × F).

27. ( a) F(x, y, z) = x y j + x y z k
28. ( b) F(x, y, z) = y 2x i − 3 y z j + x y k

22

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