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Partial Derivatives

This document introduces the concepts of partial differentiation and related topics: 1) Partial differentiation allows us to take the derivative of functions with multiple variables with respect to one variable, while holding the others constant. 2) The chain rule extends to functions of multiple variables. Total derivatives can be found by taking partial derivatives with respect to each variable. 3) Critical points where the first partial derivatives are zero may be maxima, minima, or saddle points depending on the second derivatives. 4) The method of Lagrange multipliers can be used to find extrema of functions subject to constraints. It involves finding solutions where the gradient of the function is parallel to the gradient of the constraint.

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Anik
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2K views

Partial Derivatives

This document introduces the concepts of partial differentiation and related topics: 1) Partial differentiation allows us to take the derivative of functions with multiple variables with respect to one variable, while holding the others constant. 2) The chain rule extends to functions of multiple variables. Total derivatives can be found by taking partial derivatives with respect to each variable. 3) Critical points where the first partial derivatives are zero may be maxima, minima, or saddle points depending on the second derivatives. 4) The method of Lagrange multipliers can be used to find extrema of functions subject to constraints. It involves finding solutions where the gradient of the function is parallel to the gradient of the constraint.

Uploaded by

Anik
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Introduction to Partial Differentiation

• There exists some functions which depends


upon more than one variable.
• Eg. Area of a rectangle depends upon its
length and breadth, hence we can say that
area is the function of two variables i.e. its
length and breadth.
• Thus, z is called a function of two variables
of x and y if z has one definite value for
every pair of x and y i.e. z = f ( x, y )
Partial Differentiation (Limits)
• Definition: The function f ( x, y ) is said to
tend to limit l as x → a and y → b iff the
limit l is independent of the path followed
by the point ( x, y ) as x → a and y → b then
lim f ( x, y ) = l
( x , y ) →( a ,b )
Partial Derivative (w.r.t. ‘x’)
• If z = f ( x, y ) be a function of two variables x
and y .
• The partial derivative of f ( x, y) with respect
to ‘ x ’ at a point ( x0 , y0 ) is
 ∂f  d 
  = f ( x, y 0 ) 
 ∂x ( x0 , y0 )  dx ( x =x0 )
f ( x0 + h, y0 ) − f ( x0 , y0 )
= lim
h →0 h
provided the limit exists.
Partial Derivative (w.r.t. ‘y’)
• If z = f ( x, y ) be a function of two variables x
and y .
• The partial derivative of f ( x, y) with respect
to ‘y ’ at a point ( x0 , y0 ) is
 ∂f  d 
 
 ∂y  
= f ( x0 , y ) 

 ( x0 , y0 )  dy ( y =y0 )
f ( x0 , y0 + h) − f ( x0 , y0 )
= lim
h →0 h
provided the limit exists.
Partial Derivative versus Continuity
• A function f ( x, y) can have partial derivatives
w.r.t. both x and y at a point without being
continuous there.
• While, it is different in case of functions of
a single variable.
• Conversely, if partial derivatives of f ( x, y)
exist and are continuous throughout a disk
centered at ( x0 , y0 ) , then f is continuous at
( x0 , y0 ) .
Chain Rule
• For functions of two independent variables:
• If w = f ( x, y ) is differentiable and x and y
are differentiable functions of ‘t ’, then w is
a differentiable function of t and
dw ∂f dx ∂f dy
= +
dt ∂x dt ∂y dt
• ||ly, for three independent variables:
dw ∂f dx ∂f dy ∂f dz
= + +
dt ∂x dt ∂y dt ∂z dt
Chain Rule
• Two independent and three intermediate
variables:
• Let w = f ( x, y, z ) , x = g (r , s) , y = h(r , s) and
z = k (r , s ) and all the four functions are differentiable

then we have
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + + and
∂r ∂x ∂r ∂y ∂r ∂z ∂r
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + +
∂s ∂x ∂s ∂y ∂s ∂z ∂s
Extension of Chain Rule
• Functions of many variables:

∂w ∂w ∂x ∂w ∂y ∂w ∂v
= + + ...... +
∂p ∂x ∂p ∂y ∂p ∂v ∂p
Euler’s Theorem
• The Mixed Derivative Theorem:
If f ( x, y ) and its partial derivatives
f x , f y , f xy and f yx

are defined throughout an open region


containing a point (a, b) and are all
continuous at (a, b) then
f xy (a, b) = f yx (a, b)
Euler’s Theorem
• If ‘ u ’ is a homogeneous function of degree
‘ n ’ in x and y
then, ∂u ∂u
x +y = nu
∂x ∂y
Implicit Function Theorem
• Let us consider a function F ( x, y ) which is
differentiable and that the equation F ( x, y ) = 0
defines y as a differentiable function of ‘ x’.
Then, at any point where F ≠ 0,
y

dy Fx
=− .
dx Fy
Total Derivatives
• One variable: y = f (x) , dy = f ( x)dx '

= ∂f ∂f
• Two variable: z f ( x , y ) , df = dx + dy
∂x ∂y
= f x ( x, y ) dx + f y ( x, y ) dy
• Three variables: w = f ( x, y, z )
∂f ∂f ∂f
df = dx + dy + dz
∂x ∂y ∂z
= f x ( x, y, z ) dx + f y ( x, y, z ) dy + f z ( x, y, z ) dz
Change of Variables
• If u = f ( x, y ) where
x =φ( s, t ) and y =ψ( s, t )
then using chain rule, we get
∂u ∂u ∂x ∂u ∂y
= * + *
∂s ∂x ∂s ∂y ∂s
∂u ∂u ∂x ∂u ∂y
= * + * , on solving these equations,
∂t ∂x ∂t ∂y ∂t
we get ' s' and ' t' in terms of x and y, hence
∂u ∂u ∂s ∂u ∂t
= * + *
∂x ∂x ∂x ∂t ∂y
∂u ∂u ∂s ∂u ∂t
= * + *
∂y ∂s ∂y ∂t ∂y
Jacobians
• Jacobian (or Jacobian Determinant) of the
coordinate transformation x = g (u, v) , y = h(u, v)
is ∂x ∂x
∂u ∂v ∂x ∂y ∂y ∂x
J (u , v) = = − .
∂y ∂y ∂u ∂v ∂u ∂v
∂u ∂v
also denoted by,
∂ ( x, y )
J(u, v) =
∂ (u , v)
and so on for more number of variables.
Jacobians (Particular Case)
If u1 , u 2 .........u n are function of x1 , x 2 ,......., x n ,
Like,
u1 = f1 (x)
u 2 = f 2 (x1 , x 2 )
........................
u n = f n (x1 , x 2 ........, x n ).
∂ (u1 , u 2 ,......, u n ) ∂u1 ∂u 2 ∂u 3 ∂u n
Then = . . ...... .
∂ (x1 , x 2 ,......, x n ) ∂x1 ∂x 2 ∂x 3 ∂x n
Jacobians (Function of Function)
• Property I: If u1 , u2 , u3 ,....., un are functions of
the set of the variables y1 , y2 , y3 ,......, yn and
y1 , y2 , y3 ,......, yn are themselves functions of
x1 , x2 , x3 ,....., xn
∂(u1,u2 ,......,un ) then,
∂(u1,u2 ,......,un ) ∂(y1,y2 ,......,yn )
= ×
∂(x1,x2 ,......,xn ) ∂(y1,y2 ,......,yn ) ∂(x1,x2 ,......,xn )
Jacobians
• Property II :
• If ‘J ’ is the Jacobian of the system u,v with
regard to x,y and the Jacobian of x,y with
J '

regard to u,v then


JJ ' = I
Jacobians
• Property III:
Implicit functions : if u1 , u2 , u3 ,...., un and x1 , x2 , x3 ,..., xn
are connected as
f1 (u1 , u2 , u3 ,...., un , x1 , x2 , x3 ,..., xn ) = 0
f 2 (u1 , u2 , u3 ,...., un , x1 , x2 , x3 ,..., xn ) = 0
...........................................................
f n (u1 , u2 , u3 ,...., un , x1 , x2 , x3 ,..., xn ) = 0
Then,
∂ (u1 , u2 , u3 ,...., un ) n ∂ ( f1 , f 2 , f 3 ,...., f n ) ∂ ( f1 , f 2 , f 3 ,...., f n )
= (− 1) *
∂ ( x1 , x2 , x3 ,..., xn ) ∂ ( x1 , x2 , x3 ,..., xn ) ∂ (u1 , u2 , u3 ,...., un )
Jacobians
Property IV : If u1 , u2 , u3 be the functions
of x1 , x2 , x3 then necessary and sufficient
condition for the existence of a functional
relationship of the form f (u1 , u2 , u3 ) = 0 , is
 u1 , u 2 , u3 
J   = 0
 x1 , x2 , x3 
Extreme Values
• Definitions: Let f ( x, y ) be defined on
region R containing the point (a, b) . Then
• f (a, b) is the local maximum value off if
f (a, b) ≥ f ( x, y ) for all domain points (x, y) in an
open disk centered at (a, b).
• f (a, b)is a local minimum value of f if
f (a, b) ≤ f ( x, y ) for all domain points (x, y) in an
open disk centered at (a, b).
Local Extreme Values
• First Derivative Test:
If f ( x, y ) has a local
maximum or minimum value at an interior
point (a, b) of its domain, and if the first
partial derivatives exist there, then
f x (a, b) = 0 and f y ( a, b) = 0
Critical Value

• An interior point of the domain of a


function f ( x, y ) where both f x and f y
are zero or where one or both f x and f y do
not exist is a critical point of f
Saddle Point
• A differentiable function f ( x, y ) has a
saddle point at a critical point (a, b) if in
every open disk centered at (a, b) there are
domain points ( x, y ) where f ( x, y ) > f (a, b)
or f ( x, y ) < f (a, b) . The corresponding
point ( a, b, f (a, b)) on the surface z = f ( x, y )
is called a saddle point of the surface.
Saddle Points
Local Extreme Values
• Second Derivative Test:
Suppose f(x,y) and its first and second partial
derivatives are continuous throughout a disk
centered at (a, b) and f x (a, b) = f y (a, b) = 0.Then
1. f has a local maximum at (a, b) if f xx < 0
2
and f xx f yy − f xy > 0 at (a, b).
2. f has a local minimum at (a, b) if f xx > 0
2
and f xx f yy − f xy > 0 at (a, b).
Local Extreme Values
• Cont:-

3. f has a saddle point at (a, b) if


2
f xx f yy − f xy < 0 at (a, b).
2
4. Inconclusive at (a, b) if f xx f yy − f xy = 0 at (a, b).
The behaviour is determined by some other method.
Lagrange Multipliers
• It is a powerful method for finding extreme
values of constrained functions.
• It is used to solve max-min problems in
geometry.
• This method is important in economics, in
engineering (ex. In designing multistage
rockets) and in mathematics.
Method of Lagrange Multipliers
• Suppose that f ( x, y, z ) and g ( x, y, z ) are
differentiable. To find the local maxima and
minima values of f subject to the
constraint g ( x, y, z ) = 0 , find the values of x, y, z
and λthat simultaneously satisfy the
equations ∇f = λ∇g and g ( x, y, z ) = 0
• For functions of two independent variables
equations are
∇f = λ∇g and g ( x, y ) = 0
Lagrange Multipliers(Two Constraints)
• In the case of two constraints,
g1 ( x, y, z ) = 0 and g 2 ( x, y, z ) = 0

Where these are differentiable, with ∇g1 not


parallel to ∇g 2 , we have the equations
∇f = λ1∇g1 + λ2∇g 2 , g1 ( x, y, z ) = 0, g 2 ( x, y, z ) = 0

Where λ1 and λ2 are Lagrange Multipliers.

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