Partial Derivatives
Partial Derivatives
(Semester - I)
US01CMTH02
(Partial Derivatives)
Prepared by Nilesh Y. Patel
Head,Mathematics Department,V.P.and R.P.T.P.Science College
US01CMTH02
UNIT-3
1. Partial derivatives
The concept of partial derivative plays a vital role in differential calculus. The different
ways of limit discussed in the previous section, yields different type of partial derivatives
of a function.
1.1. Definitions. Consider a real valued function z = f (x, y) defined on E ⊂ R2 such
that E contains a neighbourhood of (a, b) ∈ R2 . Let ∆a be a change in a. If the limit,
f (a + ∆a, b) − f (a, b)
lim
∆a→0 ∆a
exists, then it is called the partial derivative of f with respect to x at (a, b) and is denoted
by ∂f
∂x
or fx (a, b) or zx (a, b). Similarly, let ∆b be a change in b. If the limit,
(a,b)
Notations. If the partial derivatives fx and fy exist at each point of E, then they are
also the real valued functions on E. Further, we can obtain the partial derivatives of these
functions, if they are differentiable. In these cases, we fix up the following notations.
( ) ( )
∂2f ∂ ∂f ∂ 2f ∂ ∂f
fxx = 2 = , fyy = 2 = ,
∂x ∂x ∂x ∂y ∂y ∂y
( ) ( )
∂2f ∂ ∂f ∂ 2f ∂ ∂f
fyx = = ; and fxy = = .
∂x∂y ∂x ∂y ∂y∂x ∂y ∂x
The notations of derivatives of order greater than two should be clear from the above
pattern.
1.2. Remark. As we have seen in the above example, in general, fxy and fyx need not be
equal, even if they exist. The following proposition gives a sufficient condition for them to
be equal. We accept it without proof. However, we shall be dealing only with the functions
f for which these two are equal.
1
2
2. Homogeneous functions
Let us observe the following expressions carefully.
(1) f1 (x, y) = x2 y 4 − x3 y 3 + xy 5 .
(2) f2 (x, y) = x4 y 4 − x5 y 3 + x6 y 2 .
The combined degree of x and y in each term of the first expression is 6 and that in the
second expression is 8. Can we determine whether the combined degree of x and y in each
x
term of the expression x4 +y 4 is same or not? It seems difficult to determine. Let us develop
2.5. Remark. Now onwards we shall not mention the domain of the functions under
discussion. Also, whenever we use the derivatives of functions under discussion, we assume
them to be sufficiently many times differentiable.
2.6. Corollary. Let z = f (x, y) be a real valued function defined on E ⊂ R2 . Suppose that
f is a homogeneous function of degree n and that all the second order partial derivatives
of f exist and are continuous. Then prove that
∂ 2z ∂ 2z 2
2∂ z
x2 + 2xy + y = n(n − 1)z.
∂x2 ∂x∂y ∂y 2
Proof. Since z = f (x, y) is a homogeneous function of x, y of degree n, by Euler’s Theo-
rem,
∂z ∂z
x +y = nz. (2.6.1)
∂x ∂y
Differentiating (2.6.1) partially with respect to x, we have,
∂ 2z ∂z ∂2z ∂z
x 2
+ + y =n ,
∂x ∂x ∂x∂y ∂x
which, on multiplication by x, gives
∂2z ∂z ∂ 2z ∂z
x2 2
+ x + xy = nx .
∂x ∂x ∂x∂y ∂x
Hence,
∂ 2z ∂ 2z ∂z
2
+x2
xy = (n − 1)x . (2.6.2)
∂x ∂x∂y ∂x
Similarly, differentiating (2.6.1) partially with respect to y and then multiplying the result
by y, we get,
∂ 2z ∂ 2z ∂z
y 2 2 + xy = (n − 1)y .
∂y ∂y∂x ∂y
∂2z ∂2z
Since ∂x∂y
= ∂y∂x
, we get,
∂ 2z ∂ 2z ∂z
y2 2
+ xy = (n − 1)y . (2.6.3)
∂y ∂x∂y ∂y
By adding (2.6.2) and (2.6.3) we have,
∂ 2z ∂ 2z 2
2∂ z ∂z ∂z
x2 + 2xy + y = (n − 1)(x + y ) = n(n − 1)z.
∂x2 ∂x∂y ∂y 2 ∂x ∂y
This completes the proof.
2.9. Example. For the following functions, verify Euler’s Theorem and find
∂2z ∂2z 2 ∂2z
x2 ∂x 2 + 2xy ∂x∂y + y ∂y 2 .
( )
(1) z = xn log xy .
(2) z = sin−1 ( xy ) + tan−1 ( xy ).
∂z x xy
⇒x =√ − 2 .
∂x y 2 − x2 x + y 2
6
Also,
( ) ( )
∂z 1 −x 1 1 −x x
=√ + y2
= √ + 2
∂y 1− x2 y2 1+ x2
x y y 2 − x2 x + y 2
y2
∂z −x xy
⇒y =√ + 2 .
∂y y −x
2 2 x + y2
Hence,
∂z ∂z
x +y = 0.
∂x ∂y
Thus Euler’s Theorem is verified.
By the Corollary 2.6,
∂ 2z ∂ 2z 2
2∂ z
x2 + 2xy + y = n(n − 1)z = 0,
∂x2 ∂x∂y ∂y 2
as n = 0.
2.10. Example. If u = sin−1 ( x+y ), then prove the following.
x2 y 2
(1) x ∂u
∂x
+ y ∂u
∂y
= 3 tan u.
2 2 2
(2) x2 ∂∂xu2 + 2xy ∂x∂y
∂ u
+ y 2 ∂∂yu2 = 3 tan u(3 sec2 u − 1).
To extend Theorem 4.1 for functions of three variables, let u = f (x, y, z) be a function
of three variables with x = x(t), y = y(t) and z = z(t). Then
du ∂u dx ∂u dy ∂u dz
= + + .
dt ∂x dt ∂y dt ∂z dt
5. Change of variables
Like the composite functions we can also consider the following situation. Let z =
f (x, y) be function defined on E ⊂ R2 and let there be another domain F ⊂ R2 such that
for each (x, y) ∈ E, x = ϕ(u, v), y = ψ(u, v), (u, v) ∈ F ⊂ R2 . This is nothing but the
change of variable. In this case, the following theorem describes the partial derivatives of
f with respect to u and v.
Now we prove Euler’s Theorem for three variables. The homogeneous functions of
more than two variables are defined as in Definition 2.1. More explicitly, a function H =
f (x1 , x2 , . . . , xn ) of n variables is called homogeneous if there exists r ∈ R such that
for f (tx1 , tx2 , . . . , txn ) = tr f (x1 , x2 , . . . , xn ) for all t ∈ R. In this case, the degree of
homogeneity of H is r.
5.1. Theorem (Euler’s Theorem for Three variables). Let H = f (x, y, z) be a real valued
homogeneous function of three variables x, y, z of degree n defined on E ⊂ R3 . If fx , fy ,
fz exist on E, then prove that
∂H ∂H ∂H
x +y +z = nH. (5.1.1)
∂x ∂y ∂z
Proof. Since H = f (x, y, z) is homogeneous function of degree n,
(y z )
n
H=x φ , = xn φ(u, v),
x x
y z
where u = x and v = x . Hence,
[ ]
∂H n−1 n ∂φ ∂u ∂φ ∂v
= nx φ(u, v) + x +
∂x ∂u ∂x ∂v ∂x
[ ]
y ∂φ z ∂φ
= nx φ(u, v) + x − 2
n−1 n
−
x ∂u x2 ∂v
∂φ ∂φ
= nxn−1 φ(u, v) − xn−2 y − xn−2 z
∂u ∂v
∂H ∂φ ∂φ
⇒x = nxn φ(u, v) − xn−1 y − xn−1 z . (5.1.2)
∂x ∂u ∂v
Now,
[ ] [ ]
∂H n ∂φ ∂u ∂φ ∂v n 1 ∂φ ∂φ ∂φ
=x + =x +0 = xn−1
∂y ∂u ∂y ∂v ∂y x ∂u ∂v ∂u
∂H ∂φ
⇒y = xn−1 y . (5.1.3)
∂y ∂u
8
Similarly,
∂H ∂φ
z= xn−1 z . (5.1.4)
∂z ∂v
Adding (5.1.2), (5.1.3) and (5.1.4) we have,
∂H ∂H ∂H
x +y +z = nxn φ(u, v) = nH.
∂x ∂y ∂z
This completes the proof.
As noted in case of the functions of two variables, here also we recall that the converse
of Euler’s Theorem also holds. That is, if a function z = f (x, y) satisfies (5.1.1), on a certain
domain, then it must be homogeneous on that domain.
5.2. Example. Find dz
dt
when z = sin−1 (x − y), x = 3t, y = 4t3 . Also verify by the direct
substitution.
Solution.
dz ∂z dx ∂z dy
= +
dt ∂x dt ∂y dt
1 1
=√ ·3− √ · 12t2
1 − (x − y) 2 1 − (x − y)2
3(1 − 4t2 )
=√
1 − (x − y)2
3(1 − 4t2 )
=√
1 − (3t − 4t3 )2
3(1 − 4t2 )
=√
(1 − 3t + 4t3 )(1 + 3t − 4t3 )
3(1 − 4t2 ) 3
=√ =√ .
(1 − t2 )(1 − 4t2 )2 1 − t2
On the other hand, verifying directly by putting the values of x and y in z, we have
z = sin−1 (3t − 4t3 )
dz (3 − 12t2 ) 3(1 − 4t2 ) 3
⇒ =√ =√ =√ .
dt 1 − (3t − 4t3 )2 1 − (3t − 4t3 )2 1 − t2
5.3. Example. If z = f (x, y), x = r cos θ, y = r sin θ, then prove that
[ ]2 [ ]2 [ ]2 [ ]2
∂z ∂z ∂z 1 ∂z
+ = + 2 .
∂x ∂y ∂r r ∂θ
Solution. Here x, y are functions of r, θ. Hence z is a composite function of r, θ. Thus,
∂z ∂z ∂x ∂z ∂y ∂z ∂z
= + = cos θ + sin θ
∂r ∂x ∂r ∂y ∂r ∂x ∂y
[ ]2 [ ]2 [ ]2
∂z ∂z ∂z ∂z ∂z
⇒ = cos θ2
+ 2 sin θ cos θ 2
+ sin θ . (5.3.1)
∂r ∂x ∂x ∂y ∂y
5. Change of variables 9
Also,
∂z ∂z ∂x ∂z ∂y ∂z ∂z
= + = −r sin θ + r cos θ
∂θ ∂x ∂θ ∂y ∂θ ∂x ∂y
[ ]2 [ ]2 [ ]2
∂z ∂z ∂z ∂z ∂z
⇒ 2
= r sin θ2
− 2r sin θ cos θ
2 2
+ r cos θ2
∂θ ∂x ∂x ∂y ∂y
[ ]2 [ ]2 [ ]2
1 ∂z ∂z ∂z ∂z ∂z
⇒ 2 = sin2 θ − 2 sin θ cos θ + cos2 θ . (5.3.2)
r ∂θ ∂x ∂x ∂y ∂y
Adding (5.3.1) and (5.3.2) we get,
[ ]2 [ ]2 [ ]2 [ ]2
∂z 1 ∂z ∂z ∂z
+ 2 = + .
∂r r ∂θ ∂x ∂y
5.4. Example. If H = f (2x − 3y, 3y − 4z, 4z − 2x), then prove that
1 ∂H 1 ∂H 1 ∂H
+ + = 0.
2 ∂x 3 ∂y 4 ∂z
Solution. Let u = 2x − 3y, v = 3y − 4z, w = 4z − 2x. Then H = f (u, v, w). Hence H
is a composite function of x, y, z. Therefore,
∂H ∂H ∂u ∂H ∂v ∂H ∂w ∂H ∂H ∂H ∂H ∂H
= + + =2 +0 −2 =2 −2 . (5.4.1)
∂x ∂u ∂x ∂v ∂x ∂w ∂x ∂u ∂v ∂w ∂u ∂w
Also,
∂H ∂H ∂u ∂H ∂v ∂H ∂w ∂H ∂H ∂H ∂H ∂H
= + + = −3 +3 +0 = −3 +3 . (5.4.2)
∂y ∂u ∂y ∂v ∂y ∂w ∂y ∂u ∂v ∂w ∂u ∂v
Finally,
∂H ∂H ∂u ∂H ∂v ∂H ∂w ∂H ∂H ∂H ∂H ∂H
= + + =0 −4 +4 = −4 +4 . (5.4.3)
∂z ∂u ∂z ∂v ∂z ∂w ∂z ∂u ∂v ∂w ∂v ∂w
Hence,
1 ∂H 1 ∂H 1 ∂H ∂H ∂H ∂H ∂H ∂H ∂H
+ + = − − + − + = 0.
2 ∂x 3 ∂y 4 ∂z ∂u ∂w ∂u ∂v ∂v ∂w
∂f
5.5. Example. If z = f (x, y) and u = ex cos y, v = ex sin y. Then prove that ∂x
=
u ∂f
∂u
+ v ∂f
∂v
.
Solution. u = ex cos y, v = ex sin y. Hence,
√ 1
u2 + v 2 = e2x ⇒ ex = u2 + v 2 ⇒ x = log (u2 + v 2 ).
2
Also,
v
= tan y ⇒ y = tan−1 ( uv ).
u
Thus x, y are functions of u, v, and so, z is a composite function of u, v. Now,
[ ] [ ]
∂f ∂f ∂x ∂f ∂y ∂f u ∂f −v
= + = +
∂u ∂x ∂u ∂y ∂u ∂x u2 + v 2 ∂y u2 + v 2
10
[ ] [ ]
∂f u2 ∂f uv ∂f
⇒u = 2 − . (5.5.1)
∂u u + v 2 ∂x u2 + v 2 ∂y
Similarly, [ ] [ ]
∂f v2 ∂f uv ∂f
v = 2 2
+ 2 2
. (5.5.2)
∂v u + v ∂x u + v ∂y
Adding (5.5.1) and (5.5.2) we get, u ∂f
∂u
+ v ∂f
∂v
= ∂f
∂x
.
Proof. (1) Let f (x, y) = x sin(x−y)−(x+y). Since f (x, y) = 0, by the previous theorem,
we have,
dy fx x cos(x − y) + sin(x − y) − 1
=− =−
dx fy x cos(x − y)(−1) − 1
x cos(x − y) + sin(x − y) − 1
= .
x cos(x − y) + 1
12
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