MAT211CT- Multivariable Functions and Partial Differentiation
MAT211CT- Multivariable Functions and Partial Differentiation
Introduction:
For example, the area of a rectangle of length ‘𝑙’ and breadth ‘𝑏’ is
given by 𝐴 = 𝑙𝑏. This can be represented as a general function 𝑢 =
𝑓 (𝑙, 𝑏). There are two types of changes possible with such a function
resulting in two first order partial changes and one total differential.
Examples:
𝜕𝑧 𝜕𝑧
1. Evaluate 𝜕𝑥 and 𝜕𝑦, if
(a) 𝑧 = 𝑥 2 𝑦 − 𝑥 𝑠𝑖𝑛 𝑥 𝑦
(b)𝑥 + 𝑦 + 𝑧 = 𝑙𝑜𝑔 𝑧
Solution:
(a) Consider 𝑧 = 𝑥 2 𝑦 − 𝑥 𝑠𝑖𝑛 𝑥 𝑦
𝜕𝑧
Differentiating z with respect to x, keeping y as a constant, 𝜕𝑥 =
(2𝑥)𝑦 − {𝑥 𝑐𝑜𝑠(𝑥𝑦) (𝑦) + 𝑠𝑖𝑛(𝑥𝑦) (1)}
i.e., 𝑧𝑥 = 2𝑥𝑦 − 𝑥𝑦 𝑐𝑜𝑠 𝑥 𝑦 − 𝑠𝑖𝑛 𝑥 𝑦 = 𝑥𝑦(2 − 𝑐𝑜𝑠 𝑥 𝑦) − 𝑠𝑖𝑛 𝑥 𝑦
Similarly, differentiating z with respect to y keeping x as a constant,
𝜕𝑧
= 𝑥 2 (1) − {𝑥 𝑐𝑜𝑠 𝑥 𝑦(𝑥) + 𝑠𝑖𝑛(𝑥𝑦) (0)}
𝜕𝑦
i.e., 𝑧𝑦 = 𝑥 2 − 𝑥 2 𝑐𝑜𝑠 𝑥 𝑦 = 𝑥 2 (1 − 𝑐𝑜𝑠 𝑥 𝑦)
Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT) 3
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1 𝜕𝑧 𝜕𝑧 𝜕𝑧 1 𝜕𝑧 𝑧
constant, 𝑧 𝜕𝑦 − 𝜕𝑦 = 1 + 0 𝑜𝑟 (𝜕𝑦) (𝑧 − 1) = 1 𝜕𝑦 = (1−𝑧)
𝜕𝑧 𝜕𝑧 𝑧
∴ 𝜕𝑥 = 𝜕𝑦 = (1−𝑧).
𝒓𝟐
𝟏 𝝏 𝝏𝜽 𝝏𝜽
2. If 𝜽 = 𝒕𝒏 𝒆− 𝟒𝒕 find the value of n such that 𝒓𝟐 𝝏𝒓 (𝒓𝟐 𝝏𝒓) = .
𝝏𝒕
𝑟2
Solution: Consider 𝜃 = 𝑡 𝑛 𝑒 − 4𝑡 (1)
Differentiating (1) with respect to r, treating t as constant,
𝑟2 2
𝑛 − 4𝑡 −2𝑟 −𝑟 𝑛−1 −𝑟
=𝑡 𝑒 ( 4𝑡 ) = 2 𝑡 𝑒 4𝑡
r
𝜕𝜃 𝑟3 −𝑟2
∴ 𝑟2 = − 𝑡 𝑛−1 𝑒 4𝑡
𝜕𝑟 2
𝜕 𝜕𝜃 −3𝑟 2 𝑛−1 −𝑟 2⁄ 𝑟3 −𝑟 2⁄ 2𝑟
Now (𝑟 2 )= 𝑡 𝑒 4𝑡 + (− ) 𝑡 𝑛−1 𝑒 4𝑡 (− )
𝜕𝑟 𝜕𝑟 2 2 4𝑡
1 𝜕 𝜕𝜃 3 𝑟2 −𝑟 2
∴ (𝑟 2 𝜕𝑟 ) = (− 2 𝑡 𝑛−1 + 4 𝑡 𝑛−2 ) 𝑒 ⁄4𝑡 (2)
𝑟 2 𝜕𝑟
Again, differentiating (1) with respect to t, treating r as constant,
(3)
1 𝜕 𝜕𝜃 𝜕𝜃
Given 𝑟 2 𝜕𝑟 (𝑟 2 𝜕𝑟 ) = , equation (1) and (2) yield,
𝜕𝑡
3 𝑛−1 𝑟 2 𝑛−2 −𝑟2 𝑛−1
𝑟 2 𝑛−2 −𝑟 2⁄
(− 𝑡 + 𝑡 )𝑒 4𝑡 = (𝑛𝑡 + 𝑡 )𝑒 4𝑡
2 4 4
3 −𝑟 2⁄ 3 3
i.e.(𝑛 + 2) 𝑡 𝑛−1 𝑒 4𝑡 = 0 ⇒ (𝑛 + 2) = 0 𝑜𝑟 𝑛 = − 2
𝝏𝒛 𝝏𝒛
3. If𝒛 = 𝒆𝒂𝒙+𝒃𝒚 𝒇(𝒂𝒙 − 𝒃𝒚), prove that𝒃 𝝏𝒙 + 𝒂 𝝏𝒚 = 𝟐𝒂𝒃𝒛
Solution: Consider 𝑧 = 𝑒 𝑎𝑥+𝑏𝑦 𝑓(𝑎𝑥 − 𝑏𝑦) (1)
Differentiating (1) with respect to x using product and chain rules,
𝜕𝑧
= {𝑒 𝑎𝑥+𝑏𝑦 𝑓 1 (𝑎𝑥 − 𝑏𝑦)(𝑎)} + {𝑓(𝑎𝑥 − 𝑏𝑦)𝑒 𝑎𝑥+𝑏𝑦 (𝑎)}
𝜕𝑥
𝜕𝑧
= 𝑎𝑒 𝑎𝑥+𝑏𝑦 {𝑓(𝑎𝑥 − 𝑏𝑦) + 𝑓 ′ (𝑎𝑥 − 𝑏𝑦)} (2)
𝜕𝑥
Differentiating (1) with respect to y using product and chain rules,
𝜕𝑧
= {𝑒 𝑎𝑥+𝑏𝑦 𝑓 ′ (𝑎𝑥 − 𝑏𝑦)(−𝑏)} + {𝑓(𝑎𝑥 − 𝑏𝑦)𝑒 𝑎𝑥+𝑏𝑦 (𝑏)}
𝜕𝑦
𝜕𝑧
= 𝑏𝑒 𝑎𝑥+𝑏𝑦 {𝑓(𝑎𝑥 − 𝑏𝑦) − 𝑓 ′ (𝑎𝑥 − 𝑏𝑦)} (3)
𝜕𝑦
Multiplying equation (2) by b and equation (3) by a, and adding
𝜕𝑧 𝜕𝑧
𝑏 𝜕𝑥 + 𝑎 𝜕𝑦 = 𝑎𝑏𝑒 𝑎𝑥+𝑏𝑦 [𝑓 ′ (𝑎𝑥 + 𝑏𝑦) + 𝑓(𝑎𝑥 − 𝑏𝑦) + 𝑓(𝑎𝑥 −
𝑏𝑦) − 𝑓 ′ (𝑎𝑥 − 𝑏𝑦)] = 𝑎𝑏𝑒 𝑎𝑥+𝑏𝑦 [2𝑓(𝑎𝑥 − 𝑏𝑦)] =
2𝑎𝑏[𝑒 𝑎𝑥+𝑏𝑦 𝑓(𝑎𝑥 − 𝑏𝑦)] = 2𝑎𝑏𝑧.
4. If 𝒖 = 𝒆𝒓 𝒄𝒐𝒔 𝜽 𝒄𝒐𝒔(𝒓 𝒔𝒊𝒏 𝜽) , 𝒗 = 𝒆𝒓 𝒄𝒐𝒔 𝜽 𝒔𝒊𝒏(𝒓 𝒔𝒊𝒏 𝜽), prove that
𝝏𝒖 𝟏 𝝏𝒗 𝝏𝒗 𝟏 𝝏𝒖
= 𝒓 𝝏𝜽&𝝏𝒓 = − 𝒓 𝝏𝜽
𝝏𝒓
Examples:
𝜕2𝑢 4𝑥𝑦
i.e., 𝜕𝑥 2 = (𝑥 2+𝑦 2)2 (1)
2𝑥𝑦
Again differentiating 𝑢 = 𝑡𝑎𝑛−1 (𝑥 2 −𝑦 2) partially with respect to y,
𝜕𝑢 1 (𝑥 2 − 𝑦 2 )(2𝑥) − 2𝑥𝑦(−2𝑦)
= 2{ }
𝜕𝑦 2𝑥𝑦 (𝑥 2 − 𝑦 2 )2
1 + (𝑥 2 −𝑦 2)
𝜕𝑢 2𝑥
= (𝑥 2+𝑦 2) Differentiating partially this with respect to y,
𝜕𝑦
𝜕2𝑢 𝜕 2𝑥 (𝑥 2 −𝑦 2 )(0)−(2𝑥)(2𝑦)
2
= ( 2 2
) = (𝑥 2 +𝑦 2 )2
𝜕𝑥 𝜕𝑥 𝑥 +𝑦
2
𝜕 𝑢 −4𝑥𝑦
i.e., 𝜕𝑦 2 = (𝑥 2+𝑦 2)2 (2)
𝜕2𝑢 𝜕2 𝑢
Adding equations (1) and (2) we get + 𝜕𝑦 2 = 0, as desired.
𝜕𝑥 2
Note:
𝜕2𝑢 𝜕2𝑢
(a) The equation + = 0 is known as Laplace’s equation in
𝜕𝑥 2 𝜕𝑦 2
two dimensions which has variety of applications in field theory.
𝜕2 𝑢 𝜕2𝑢 𝜕2𝑢
(b) The equation 𝜕𝑥 2
+ 𝜕𝑦 2 + 𝜕𝑧 2 = 0 is known as Laplace’s
equation in three dimensions where 𝑢 = 𝑢(𝑥, 𝑦, 𝑧).
(c) Any function u(x, y) satisfying Laplace equation is called
harmonic function.
𝜕𝑢 𝜕2𝑢
3. If 𝑢 = 𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥, find the value of ‘c’ such that = 𝑐 2 𝜕𝑥 2
𝜕𝑡
Solution: Differentiating𝑢 = 𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥, partially with respect to t
Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT) 10
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𝜕𝑢 −2𝑡
= −2𝑒 𝑐𝑜𝑠 3 𝑥 (1)
𝜕𝑡
Next, differentiating 𝑢 = 𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥 partially with respect to x,
𝜕𝑢
= −3𝑒 −2𝑡 𝑠𝑖𝑛 3 𝑥
𝜕𝑥
Again, differentiating partially with respect to x,
𝜕 2𝑢 −2𝑡
2
= −9𝑒 𝑐𝑜𝑠 3 𝑥
𝜕𝑥
𝜕𝑢 𝜕2𝑢
∴ = 𝑐 2 𝜕𝑥 2 ⇒ −2𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥 = 𝑐 2 9𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥 ⇒ 𝑐 2 =
𝜕𝑡
2 2
(9)or𝑐 = √9
Note:
𝜕𝑢 𝜕2𝑢
The equation 𝜕𝑡 = 𝑐 2 𝜕𝑥 2 is called one-dimensional heat equation
𝜕𝑢 𝜕2𝑢 𝜕2𝑢 𝜕2 𝑢
and the equation = 𝑐 2 (𝜕𝑥 2 + 𝜕𝑦 2 + 𝜕𝑧 2 ) is known as three-
𝜕𝑡
dimensional heat equation. The constant c in the equation is called
dissipation coefficient.
𝜕2𝑢 𝜕2 𝑢
5. If 𝑢 = 𝑓(𝑟), where𝑟 = √𝑥 2 + 𝑦 2 + 𝑧 2 , show that 𝜕𝑥 2 + 𝜕𝑦 2 +
𝜕2𝑢 2
= 𝑓 11 (𝑟) + 𝑟 𝑓 1 (𝑟)
𝜕𝑧 2
Solution: By data 𝑟 2 = 𝑥 2 + 𝑦 2 + 𝑧 2 differentiating partially with
𝜕𝑟 𝜕𝑟 𝑥
respect to x, 2𝑟 𝜕𝑥 = 2𝑥 or 𝜕𝑥 = (𝑟 ).
𝜕𝑟 𝑦 𝜕𝑟 𝑧
Similarly, we get 𝜕𝑦 = (𝑟 ) and = (𝑟)
𝜕𝑧
Now, differentiating𝑢 = 𝑓(𝑟), partially with respect to x,
𝜕𝑢 𝜕𝑟 𝜕𝑟 𝑥
= 𝑓 1 (𝑟) 𝜕𝑥as𝜕𝑥 = (𝑟 ),
𝜕𝑥
𝜕𝑢 𝑥
= 𝑓 1 (𝑟) ( )
𝜕𝑥 𝑟
𝜕𝑢 𝑓 1 (𝑟)
Differentiating = 𝑥{ }partially with respect to x,
𝜕𝑥 𝑟
𝜕 2𝑢 𝜕 2𝑢 𝜕 2𝑢
+ +
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
𝑓 11 (𝑟) 2
= (𝑥 + 𝑦 2 + 𝑧 2 )
𝑟2
𝑓 1 (𝑟) 𝑥2 + 𝑦2 + 𝑧2
+ {3 − }
𝑟 𝑟2
11 (𝑟)
𝑓 1 (𝑟) 11 (𝑟)
𝑓 1 (𝑟)
=𝑓 + (3 − 1) = 𝑓 +2
𝑟 𝑟
Exercise:
𝜕2 𝑧 𝜕2𝑧
1. Verify 𝜕𝑥𝜕𝑦 = 𝜕𝑦𝜕𝑥 where
(i) 𝑧 = 𝑥 3 + 𝑦 3 − 3𝑎𝑥𝑦 (ii)𝑧 = 𝑡𝑎𝑛−1(𝑥 2 + 𝑦 2 )
(iii)𝑧 = 𝑙𝑜𝑔(𝑥 𝑠𝑖𝑛 𝑦 + 𝑦 𝑠𝑖𝑛 𝑥)
𝑦 𝜕2𝑢 𝑥 2 −𝑦 2
2. If𝑢 = 𝑥 2 𝑡𝑎𝑛−1( ⁄𝑥) − 𝑦 2 𝑡𝑎𝑛−1 𝑥⁄𝑦 , prove that = 2 2
𝜕𝑦𝜕𝑥 𝑥 +𝑦
𝑥 2 +𝑦 2 𝜕𝑧 𝜕𝑧 2 𝜕𝑧 𝜕𝑧
3. If𝑧 = 𝑥 , show that (𝜕𝑥 − 𝜕𝑦) = 4 (1 − 𝜕𝑥 − 𝜕𝑦)
+𝑦
Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT) 13
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𝜕𝑢 𝜕𝑢 𝜕𝑢
4. If 𝑢 = (𝑥 − 𝑦)(𝑦 − 𝑧)(𝑧 − 𝑥), show that 𝜕𝑥 + 𝜕𝑦 + 𝜕𝑧 = 0
𝜕2𝑧 𝜕2𝑧 1 𝜕𝑧 2 𝜕𝑧 2
5. If 𝑧 = 𝑒 𝑥𝑦 , prove that + 𝜕𝑦 2 = 𝑧 [(𝜕𝑥) + (𝜕𝑦 2) ]
𝜕𝑥 2
𝑦 𝑧 𝜕𝑢 𝜕𝑢 𝜕𝑢
6. If𝑢 = 𝑧 + 𝑥, prove that 𝑥 𝜕𝑥 + 𝑦 𝜕𝑦 + 𝑧 𝜕𝑧 = 0
𝜕2𝑟 𝜕2𝑟 1 𝜕𝑟 2
7. If 𝑥 = 𝑟 𝑐𝑜𝑠 𝜃 , 𝑦 = 𝑟 𝑠𝑖𝑛 𝜃, show that𝜕𝑥 2 + 𝜕𝑦 2 = 𝑟 [(𝜕𝑥) +
𝜕𝑟 2
(𝜕𝑦) ]
(3)
Further, if 𝑢 = 𝑓(𝑥, 𝑦, 𝑧) and if 𝑥 = 𝑥(𝑡),𝑦 = 𝑦(𝑡),𝑧 = 𝑧(𝑡), then the
𝑑𝑢 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦 𝜕𝑓 𝑑𝑧
total derivative of u is given by = 𝜕𝑥 𝑑𝑡 + 𝜕𝑦 𝑑𝑡 + 𝜕𝑧 𝑑𝑡 .
𝑑𝑡
(4)
Examples:
1. Find the total differential of
(i) 𝑒 𝑥 [𝑥 𝑠𝑖𝑛 𝑦 + 𝑦 𝑐𝑜𝑠 𝑦] (ii)𝑒 𝑥𝑦𝑧
Solution:
(i) Let 𝑧 = 𝑓(𝑥, 𝑦) = 𝑒 𝑥 [𝑥 𝑠𝑖𝑛 𝑦 + 𝑦 𝑐𝑜𝑠 𝑦] then
𝜕𝑧
= 𝑒 𝑥 [(1 + 𝑥) 𝑠𝑖𝑛 𝑦 + 𝑦 𝑐𝑜𝑠 𝑦]
𝜕𝑥
𝜕𝑧 𝑥 [(1
and𝜕𝑦 = 𝑒 + 𝑥) 𝑐𝑜𝑠 𝑦 − 𝑦 𝑠𝑖𝑛 𝑦]
𝜕𝑧 𝜕𝑧
Hence, using formula (1), 𝑑𝑧 = 𝜕𝑥 𝑑𝑥 + 𝜕𝑦 𝑑𝑦 = 𝑒 𝑥 [(1 +
𝑥) 𝑠𝑖𝑛 𝑦 + 𝑦 𝑐𝑜𝑠 𝑦]𝑑𝑥 + 𝑒 𝑥 [(1 + 𝑥) 𝑐𝑜𝑠 𝑦 − 𝑦 𝑠𝑖𝑛 𝑦]𝑑𝑦
𝑦
(ii) Consider𝑧 = 𝑡𝑎𝑛−1( ⁄𝑥)
𝜕𝑧 −𝑦 𝜕𝑧 𝑥
= 𝑥 2 +𝑦 2,𝜕𝑦 = 𝑥 2 +𝑦 2
𝜕𝑥
Since 𝑥 = 𝑒 𝑡 − 𝑒 −𝑡 &𝑦 = 𝑒 𝑡 + 𝑒 −𝑡 ,
dx 𝑑𝑦
= e t + e −t = y 𝑑𝑡 = 𝑒 𝑡 − 𝑒 −𝑡 = 𝑥
dt
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
Hence 𝑑𝑡 = 𝜕𝑥 𝑑𝑡 + 𝜕𝑦 𝑑𝑡 (see equation (2))
−𝑦 𝑥 𝑥2 − 𝑦2
=( 2 ) 𝑦 + ( ) 𝑥 = ( )
𝑥 + 𝑦2 𝑥2 + 𝑦2 𝑥2 + 𝑦2
Substituting 𝑥 = 𝑒 𝑡 − 𝑒 −𝑡 &𝑦 = 𝑒 𝑡 + 𝑒 −𝑡 ,
𝑑𝑧 −2
= 2𝑡
𝑑𝑡 𝑒 + 𝑒 −2𝑡
𝒅𝒚
3. Find ( ) if
𝒅𝒙
(i) 𝒙𝒚 + 𝒚𝒙 =c
(ii) 𝑥 + 𝑒 𝑦 = 2𝑥𝑦
Solution:
(i) Let 𝑧 = 𝑓(𝑥, 𝑦) = 𝑥 𝑦 + 𝑦 𝑥 = Constant.
using formula (5)
𝜕𝑓⁄
𝑑𝑦 𝜕𝑥
=−
𝑑𝑥 𝜕𝑓
⁄𝜕𝑦
𝜕𝑓 𝜕𝑓
But 𝜕𝑥 = 𝑦𝑥 𝑦−1 + 𝑦 𝑥 𝑙𝑜𝑔 𝑦 and 𝜕𝑦 = 𝑥 𝑦 𝑙𝑜𝑔 𝑥 + 𝑥𝑦 𝑥−1
putting these in (1),
𝑑𝑦 𝑦𝑥 𝑦−1 + 𝑦 𝑥 𝑙𝑜𝑔 𝑦
= −{ 𝑦 }
𝑑𝑥 𝑥 𝑙𝑜𝑔 𝑥 + 𝑥𝑦 𝑥−1
𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
− =𝑥 −𝑦
𝜕𝑢 𝜕𝑣 𝜕𝑥 𝜕𝑦
Solution:
(i) As 𝑥 = 𝑟 𝑐𝑜𝑠 𝜃 and𝑦 = 𝑟 𝑠𝑖𝑛 𝜃,
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
= 𝑐𝑜𝑠 𝜃, = −𝑟 𝑠𝑖𝑛 𝜃; = 𝑠𝑖𝑛 𝜃& = 𝑟 𝑐𝑜𝑠 𝜃.
𝜕𝑟 𝜕𝜃 𝜕𝑟 𝜕𝜃
Using chain rule,
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧
( )= + = (𝑐𝑜𝑠 𝜃) + (𝑠𝑖𝑛 𝜃)
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟 𝜕𝑥 𝜕𝑦
z z x z y z z
= + = (− r sin ) + (r cos )
x y x y
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑤 𝜕𝑢 𝜕𝑢 1 1 𝜕𝑢
= + = (0) + ( ⁄𝑧) =
𝜕𝑦 𝜕𝑣 𝜕𝑦 𝜕𝑤 𝜕𝑦 𝜕𝑣 𝜕𝑤 𝑧 𝜕𝑤
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑤 𝜕𝑢 𝜕𝑢 −𝑦 𝜕𝑢 𝑦 𝜕𝑢
= + = (𝑥) + ( ⁄𝑧 2 ) = 𝑥 −
𝜕𝑧 𝜕𝑣 𝜕𝑧 𝜕𝑤 𝜕𝑧 𝜕𝑣 𝜕𝑤 𝜕𝑣 𝑧 2 𝜕𝑤
From these,
𝝏𝟐 𝒛 𝝏𝟐 𝒛 𝟐 𝟐
𝝏𝟐 𝒛 𝝏𝟐 𝒛
+ = (𝒂 + 𝒃 ) ( 𝟐 + 𝟐 )
𝝏𝒙𝟐 𝝏𝒚𝟐 𝝏𝒖 𝝏𝒗
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣
Proof:𝜕𝑥 = 𝑎, 𝜕𝑦 = 𝑏, 𝜕𝑥 = −𝑏, 𝜕𝑦 = 𝑎
𝜕𝑧 𝜕𝑧 𝜕𝑢 𝜕𝑧 𝜕𝑣 𝜕𝑧 𝜕𝑧
= + = 𝑎− 𝑏
𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑢 𝜕𝑣
Apply chain rule 𝑧 → 𝜕𝑧⁄𝜕𝑥
𝜕 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑢 𝜕 𝜕𝑧 𝜕𝑣
( )= ( )⋅ + ( )⋅
𝜕𝑥 𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑥
𝜕 𝜕𝑧 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑧
= (𝑎 −𝑏 )⋅𝑎+ (𝑎 − 𝑏 ) ⋅ (−𝑏)
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢 𝜕𝑣
2 2 2 2
𝜕 𝑧 2
𝜕 𝑧 𝜕 𝜕 2
𝜕 2𝑧
= 𝑎 − 𝑎𝑏 − 𝑎𝑏 + 𝑏
𝜕𝑥 2 𝜕𝑢2 𝜕𝑢𝜕𝑣 𝜕𝑣𝜕𝑢 𝜕𝑣 2
𝜕2𝑧 𝜕2 𝑧 𝜕2 𝜕2 𝜕2 𝑧
Similarly, 𝜕𝑦 2 = 𝑏 2 𝜕𝑢2 + 𝑎𝑏 𝜕𝑢𝜕𝑣 + 𝑎𝑏 𝜕𝑣𝜕𝑢 + 𝑎2 𝜕𝑣2
𝜕2𝑧 𝜕2 𝑧
𝐿𝐻𝑆 = (𝑎2 + 𝑏 2 ) ( + )
𝜕𝑢2 𝜕𝑣 2
Exercise:
1. Find the total differentials of
(i) 𝑥𝑦𝑧 + (𝑥𝑦𝑧)−1 (ii) 𝑥 2 𝑦 + 𝑦 2 𝑧 + 𝑧 2 𝑥
1 2
ANS: (i) [1 − (𝑥𝑦𝑧)2 ] (𝑦𝑧𝑑𝑥 + 𝑧𝑥𝑑𝑦 + 𝑥𝑦𝑑𝑧), (ii) (2𝑥𝑦 + 𝑧 )𝑑𝑥 +
(2𝑦𝑧 + 𝑥 2 )𝑑𝑦 + (𝑦 2 + 2𝑥𝑧)
𝑑𝑢
2. Find ( 𝑑𝑡 ) If
(i)𝑢 = 𝑥 2 − 𝑦 2, 𝑥 = 𝑒 𝑡 𝑐𝑜𝑠 𝑡 , 𝑦 = 𝑒 𝑡 𝑠𝑖𝑛 𝑡
(ii) 𝑢 = 𝑠𝑖𝑛 𝑥 𝑦 2 , 𝑥 = 𝑙𝑜𝑔 𝑡 , 𝑦 = 𝑒 𝑡
(iii) 𝑢 = 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥, 𝑥 = 1⁄𝑡 , 𝑦 = 𝑒 𝑡 , 𝑧 = 𝑒 −𝑡
(iv)𝑢 = 𝑙𝑜𝑔(𝑥 + 𝑦 + 𝑧) , 𝑥 = 𝑒 −𝑡 , 𝑦 = 𝑠𝑖𝑛 𝑡 , 𝑧 = 𝑐𝑜𝑠 𝑡
Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT) 21
Department of Mathematics
2𝑡 1 −(𝑒 𝑡 +𝑒 −𝑡 ) 2
ANS: (i) 2e 2t , (ii) 𝑒 [ 𝑡 + 2 𝑙𝑜𝑔 𝑡] 𝑐𝑜𝑠( 𝑒 2𝑡 𝑙𝑜𝑔 𝑡),(iii) + 𝑡,
𝑡2
(𝑐𝑜𝑠 𝑡−𝑠𝑖𝑛 𝑡−𝑒 −𝑡 )
(iv) (𝑐𝑜𝑠 𝑡+𝑠𝑖𝑛 𝑡+𝑒 −𝑡 )
𝑑𝑦
3. Find (𝑑𝑥 ) each of the following cases:-
(i) 𝑥 𝑠𝑖𝑛(𝑥 − 𝑦) = (𝑥 + 𝑦) (ii) (𝑐𝑜𝑠 𝑥)𝑦 = (𝑠𝑖𝑛 𝑦)𝑥
(𝑥 𝑐𝑜𝑠(𝑥−𝑦)+𝑠𝑖𝑛(𝑥−𝑦)−1) 𝑦 𝑡𝑎𝑛 𝑥+𝑙𝑜𝑔𝑠𝑖𝑛 𝑦
ANS: (i) , (ii) 𝑙𝑜𝑔𝑐𝑜𝑠 𝑥−𝑥 𝑐𝑜𝑡 𝑦
𝑥 𝑐𝑜𝑠(𝑥−𝑦)+1
4. If 𝑧 = 𝑓(𝑥, 𝑦) and 𝑥 = 𝑢 − 𝑣, 𝑦 = 𝑢𝑣 Prove that
𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
(i) (𝑢 + 𝑣) 𝜕𝑥 = 𝑢 𝜕𝑥 − 𝑣 𝜕𝑣 (ii) (𝑢 + 𝑣) 𝜕𝑦 = 𝜕𝑢 + 𝜕𝑣
5. If 𝑢 = 𝑥 2 − 𝑦 2 , 𝑧 = 2𝑟 − 3𝑠 + 4, 𝑦 = −𝑟 + 8𝑠 − 5, Prove that
𝜕𝑢
= 4𝑥 + 2𝑦
𝜕𝑟
𝜕𝑢
6. If 𝑧 = 𝑓(𝑟, 𝑠), where 𝑟 = 𝑥 + 𝑎𝑡, 𝑦 = 𝑦 + 𝑏𝑡 Prove that =
𝜕𝑡
𝜕𝑢 𝜕𝑢
𝑎 𝜕𝑥 + 𝑏 𝜕𝑦.
𝜕2𝑧 𝜕2𝑧
7. If 𝑧 = 𝑓(𝑢, 𝑣), 𝑢 = 𝑥 2 − 𝑦 2 , 𝑣 = 2𝑥𝑦 Show that + 𝜕𝑦 2 =
𝜕𝑥 2
𝜕2𝑧 𝜕2𝑧
4(𝑥 2 + 𝑦 2 ) (𝜕𝑢2 + 𝜕𝑣 2 )
If 𝑢 = 𝑓(𝑥, 𝑦), 𝑥 + 𝑦 = 2𝑒 𝜃 𝑐𝑜𝑠 𝜑 , 𝑥 − 𝑦 = 2𝑖𝑒 𝜃 𝑠𝑖𝑛 𝜑 prove that
𝜕2𝑢 𝜕2𝑢 𝜕2𝑧
+ 𝜕𝜑2 = 4𝑥𝑦 𝜕𝑥𝜕𝑦.
𝜕𝜃2
Jacobians:
If ‘𝑢’ and ‘𝑣’ are functions of variables ‘𝑥’ and ‘𝑦’, then the
determinant
𝑢𝑥 𝑢𝑦
|𝑣 𝑣𝑦 | is called the Jacobian of 𝑢, 𝑣 with respect to 𝑥, 𝑦 and
𝑥
𝜕(𝑢,𝑣)
denoted by 𝜕(𝑥,𝑦). Likewise, it is possible to define Jacobian of more
variables in similar manner. These have an important application in
coordinate transformation from one system to another.
Note:
𝜕(𝑢,𝑣) 𝜕(𝑥,𝑦)
1. If J =𝜕(𝑥,𝑦) ≠ 0, then exists and is known as inverse of ‘J’
𝜕(𝑢,𝑣)
with JJ '=1.
2. If 𝑢, 𝑣 are functions of 𝑟, 𝑠 and 𝑟, 𝑠 are functions of 𝑥, 𝑦 then
(u, v) 𝜕(𝑢,𝑣) 𝜕(𝑟,𝑠)
= .
( x, y) 𝜕(𝑟,𝑠) 𝜕(𝑥,𝑦)
𝜕(𝑢,𝑣)
3. If J =𝜕(𝑥,𝑦)= 0, then u,v are said to be functionally dependent. In
this case 𝑢 can be expressed as a function of 𝑣 and vice versa or
functional dependence can be expressed as 𝑓(𝑢, 𝑣) = 0.
Examples:
𝜕(𝑥,𝑦)
1. If 𝑥 = 𝑟 𝑐𝑜𝑠𝜃, 𝑦 = 𝑟 𝑠𝑖𝑛𝜃 find𝜕(𝑟,𝜃).
Solution: By definition we have
xr x cos − r sin
𝜕(𝑥,𝑦)
J =𝜕(𝑟,𝜃)= = =r
yr y sin r cos
The above are the transformations between Cartesian and polar
𝑠𝑐𝑑𝑠𝑑𝑎𝑎𝑎𝑎𝑣𝑣𝑣
coordinates. The inverse
2 2 −1 𝑦
transforms are 𝑟 = √𝑥 + 𝑦 and 𝜃 = tan (𝑥 ).
𝑥𝑟 𝑥𝜃 𝑥𝜙
𝜕(𝑥,𝑦,𝑧)
Solution:J=𝜕(𝑟,𝜃,𝜙)=| 𝑦𝑟 𝑦𝜃 𝑦𝜙 |=
𝑧𝑟 𝑧𝜃 𝑧𝜙
1 6𝑦 −3𝑧 2
𝜕(𝑢,𝑣,𝑤)
Solution: J= 𝜕(𝑥,𝑦,𝑧) = |8𝑥𝑦𝑧 4𝑥 2 𝑧 4𝑥 2 𝑦 |at (1,-1, 0)
−𝑦 −𝑥 4𝑧
1 −6 0
J=|0 0 −4|=20
1 −1 0
𝜕(x, y) 𝑥𝑢 𝑥𝑣 1 − 𝑣 −𝑢
Solution: J = 𝜕(u,v) = |𝑦 𝑦𝑣 |=| 𝑣 | = 𝑢(1 − 𝑣) + 𝑢𝑣 = 𝑢.
𝑢 𝑢
𝑥+𝑦 𝜕(u, v)
5. If 𝑢 = 1−𝑥𝑦 and 𝑣 = 𝑡𝑎𝑛−1 𝑥 + 𝑡𝑎𝑛−1 𝑦 find 𝜕(x, y).
𝜕(u, v) 𝑢𝑥 𝑢𝑦
Solution: 𝜕(x, y) = | 𝑣 𝑣𝑦 |
𝑥
1+𝑦2 1+𝑥 2
2 (1−𝑥𝑦)2
=|(1−𝑥𝑦)
1 1
| =0
1+𝑥 2 1+𝑦 2
𝜕(𝑢,𝑣)
5. If 𝑢 = 2𝑥𝑦, 𝑣 = 𝑥 2 − 𝑦 2 , 𝑥 = 𝑟 𝑐𝑜𝑠 𝜃 , 𝑦 = 𝑟 𝑠𝑖𝑛 𝜃 , 𝑓𝑖𝑛𝑑 𝜕(𝑟,𝜃).
𝑒 2𝑥
Answers: 1. − , 4. u2v, 5. - 4r3.
2
Necessary condition:
Consider a function f = f(x, y) where x and y are independent real
variables. Suppose this function is continuous and has continuous
partial derivatives of second order in a region R in the x y – plane. Let
(a, b) be a point in the region. Then (a, b) is called a extremum point
of f(x, y), if f(x, b) is extremum at x=a and f(a, y) is extremum at y=b.
Since f(x, b) is a function of a single variable x, a necessary condition
𝜕𝑓
for the zero at x = a that is (𝑎, 𝑏) = 0. Similarly a necessary
𝜕𝑥
𝜕𝑓
condition for f(a, y) to be extremum at y = b is that (𝑎, 𝑏) = 0.
𝜕𝑦
Thus, we have the following result.
1. Find 𝑝, 𝑞, 𝑟, 𝑠, 𝑡
2. Solve 𝑝 = 0, 𝑞 = 0 simultaneously
3. Let the points be (𝑥1 , 𝑦1 ), (𝑥2 , 𝑦2 ) … .. .At each such point find
𝑟 𝑡 − 𝑠2.
4. At (𝑥1 , 𝑦1 )
𝑟 𝑡 − 𝑠 2 > 0, r > 0 → point of minima and 𝑓(𝑥1 , 𝑦1 ) is
minimum value of the function
r t - s2 > 0, r < 0 → point of maxima and 𝑓(𝑥1 , 𝑦1 ) is
maximum value of the function
r t - s2 < 0 → 𝑓(𝑥1 , 𝑦1 ) is neither maximum nor minimum and
(𝑥1 , 𝑦1 ) is called saddle point
r t - s2 = 0 → further investigation needed
Example
1. Show that z(x, y) = xy(a-x-y), a> 0, is maximum at the point
(a/3,a/3).
Solution: For the given function,
𝜕𝑓 𝜕𝑓
we have 𝑝 = 𝜕𝑥 = 𝑦(𝑎 − 2𝑥 − 𝑦)𝑎𝑛𝑑 𝑞 = 𝜕𝑦 = 𝑥(𝑎 − 𝑥 − 2𝑦)
Solving p = 0, q = 0, we get (a/3,a/3). Hence (a/3,a/3) is a critical
point.
𝜕 2𝑓 𝜕 2𝑓 𝜕 2𝑓
𝑟 = 2 =-2y, 𝑠 = =a-2x-2y, t= 2 = −2𝑥 𝑎𝑛𝑑 𝑟𝑡 − 𝑠 2
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦
2
= 4𝑥𝑦 − (𝑎 − 2𝑥 − 2𝑦)
At the point (a/3,a/3), r < 0, and rt - s2> 0.
Point 𝑟 𝑠 𝑡 𝑟𝑡 𝑟 Nature of
− 𝑠2 the point
(0,0) 4 0 −4 < 0 >0 𝑆𝑎𝑑𝑑𝑙𝑒 𝑝𝑡
(0,1) 4 0 8 >0 >0 𝑀𝑖𝑛 𝑝𝑡
(0, −1) 4 0 8 >0 >0 𝑀𝑖𝑛 𝑝𝑡
(1,0) −8 0 −4 >0 <0 𝑀𝑎𝑥 𝑝𝑡
(1,1) −8 0 8 <0 <0 𝑆𝑎𝑑𝑑𝑙𝑒 𝑝𝑡
(1, −1) −8 0 8 <0 <0 𝑆𝑎𝑑𝑑𝑙𝑒 𝑝𝑡
(−1,0) −8 0 −4 >0 <0 𝑀𝑎𝑥 𝑝𝑡
(−1, 1) −8 0 8 <0 <0 𝑆𝑎𝑑𝑑𝑙𝑒 𝑝𝑡
(−1, −1) −8 0 8 <0 <0 𝑆𝑎𝑑𝑑𝑙𝑒 𝑝𝑡
Examples:
∅(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + 𝑧 2 − 1
𝐹(𝑥, 𝑦, 𝑧) = 𝑓(𝑥, 𝑦, 𝑧) + 𝜆𝜑(𝑥, 𝑦, 𝑧)
𝐹(𝑥, 𝑦, 𝑧) = 400𝑥𝑦 2 𝑧 + 𝜆(𝑥 2 + 𝑦 2 + 𝑧 2 − 1) (1)
200𝑦 2 𝑧
𝐹𝑥 = 400𝑦 2 𝑧 + 2𝜆𝑥 = 0 ⟹ = −𝜆 (2)
𝑥
400𝑥𝑦𝑧
𝐹𝑦 = 800𝑥𝑦𝑧 + 2𝜆𝑦 = 0 ⟹ = −𝜆 (3)
𝑦
1 1 1
Solving (2),(3),(4), we get 𝑥 = ± 2 , 𝑦 = ± ,𝑧 = ±2
√2
1 1 1
The highest temperature is 𝑇 = 400𝑥𝑦 2 𝑧 = 400 × 2 × 2 × 2 = 50.
2. A tank is in the form of a rectangular box open at the top. Find its
dimensions if its inner surface area is 192 m2 and maximum capacity.
Exercise:
1. A tent on a square base of side x has its four sides vertical, of height
y and top in the form of a regular pyramid of height h. If the capacity
of the tent is given, find x and y in terms of h in order that the canvas
required for its construction is to be a minimum using Lagrange’s
multiplier method.
2. Find the dimensions of the largest rectangular parallelepiped that
𝑥2 𝑦2 𝑧2
can be enclosed in the ellipsoid 𝑎2 + 𝑏2 + 𝑐 2 = 1 using
Lagrange’s multiplier method.
ℎ 𝑎 𝑏 𝑐
ANS: 1. 𝑥 = √5ℎ, 𝑦 = 2 2. 𝑥 = ,𝑦 = ,𝑧 = .
√3 √3 √3
Video Links:
1. Partial derivatives
https://www.youtube.com/watch?v=P43qNhCj1Gg
https://www.youtube.com/watch?v=Q8mbXy0oJj8
2. Jacobian
https://www.khanacademy.org/math/multivariable-
calculus/multivariable-derivatives/jacobian/v/the-jacobian-matrix