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Partial Derivatives: Assistant Lecture Shrooq M. Azzo

The document discusses partial derivatives and their definitions. It provides examples of calculating partial derivatives of functions with respect to x and y. It also discusses second order partial derivatives, chain rules for partial derivatives, and examples of applying these concepts. The key topics covered are the definitions of partial derivatives, examples of calculating first and second order partial derivatives, and using the chain rule to calculate partial derivatives when variables are functions of other variables.

Uploaded by

Shaker Mahmood
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
39 views

Partial Derivatives: Assistant Lecture Shrooq M. Azzo

The document discusses partial derivatives and their definitions. It provides examples of calculating partial derivatives of functions with respect to x and y. It also discusses second order partial derivatives, chain rules for partial derivatives, and examples of applying these concepts. The key topics covered are the definitions of partial derivatives, examples of calculating first and second order partial derivatives, and using the chain rule to calculate partial derivatives when variables are functions of other variables.

Uploaded by

Shaker Mahmood
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Partial Derivatives

Assistant lecture
Shrooq M. Azzo
2020-2021
12/19/2020 [email protected] 1
Partial Derivatives

Def.: The partial derivative of the function 𝑓(𝑥, 𝑦) with respect to 𝑥 is defined as

𝜕 𝜕𝑓 𝑓 𝑥 + ℎ, 𝑦 − 𝑓(𝑥, 𝑦)
𝑓𝑥 = 𝑓 = = lim
𝜕𝑥 𝜕𝑥 ℎ→0 ℎ
Similarly, the partial derivative of the function 𝑓(𝑥, 𝑦) with respect to 𝑦 is defined as

𝜕 𝜕𝑓 𝑓 𝑥, 𝑦 + ℎ − 𝑓(𝑥, 𝑦)
𝑓𝑦 = 𝑓 = = lim
𝜕𝑦 𝜕𝑦 ℎ→0 ℎ

12/19/2020 [email protected] 2
Examples
𝜕𝑓 𝜕𝑓
Find and from the following functions
𝜕𝑥 𝜕𝑦
1) 𝑍 = 𝑓 𝑥, 𝑦 = 𝑥cos 𝑦 + 𝑦𝑒 𝑥
𝜕𝑓
Solution: = cos 𝑦 + 𝑦𝑒 𝑥
𝜕𝑥

𝜕𝑓
= −𝑥sin 𝑦 + 𝑒 𝑥
𝜕𝑦 3) 𝑍 = 𝑓 𝑥, 𝑦 = 𝑦 sin(𝑥𝑦)
2) 𝑍 = 𝑓 𝑥, 𝑦 = ln 𝑥 2 − 𝑦
𝜕𝑓
𝜕𝑓 2𝑥
Solution: = 𝑦 cos 𝑥𝑦 𝑦 = 𝑦 2 cos 𝑥𝑦
𝜕𝑥
Solution: =
𝜕𝑥 𝑥 2 −𝑦

𝜕𝑓 −1 𝜕𝑓
= = sin 𝑥𝑦 + 𝑦 𝑥 cos(𝑥𝑦)
𝜕𝑦 𝑥 2 −𝑦 𝜕𝑦

12/19/2020 [email protected] 3
Second order partial derivatives

Let 𝑍 = 𝑓(𝑥, 𝑦) be a function of 𝑥 and 𝑦, then


𝜕2 𝑍
= 𝑓𝑥𝑥 is the second derivative with respect to 𝑥
𝜕𝑥 2

𝜕2 𝑍
= 𝑓𝑦𝑦 is the second derivative with respect to 𝑦
𝜕𝑦 2

𝜕2 𝑍
= 𝑓𝑥𝑦 differentiate first with respect to 𝑥, and then with respect to 𝑦
𝜕𝑥𝜕𝑦

 Note: 𝑓𝑥𝑦 = 𝑓𝑦𝑥


 Laplace Equation:
The Laplace equation in two independent variables has the form
𝑓𝑥𝑥 + 𝑓𝑦𝑦 = 0

12/19/2020 [email protected] 4
Examples

Find 𝑓𝑥𝑥 , 𝑓𝑦𝑦 and 𝑓𝑥𝑦 from the following function

𝑍 = 𝑓 𝑥, 𝑦 = sin 𝑥 − 𝑦 + sin(𝑥 + 𝑦)
𝜕𝑓
Solution: = 𝑓𝑥 = cos 𝑥 − 𝑦 + cos 𝑥 + 𝑦
𝜕𝑥

⟹ 𝑓𝑥𝑥 = − sin 𝑥 − 𝑦 − sin(𝑥 + 𝑦)

𝜕𝑓
= 𝑓𝑦 = −cos 𝑥 − 𝑦 + cos 𝑥 + 𝑦
𝜕𝑦

⟹ 𝑓𝑦𝑦 = − sin 𝑥 − 𝑦 − sin(𝑥 + 𝑦)

𝑓𝑥𝑦 = sin 𝑥 − 𝑦 − sin(𝑥 + 𝑦)


12/19/2020 [email protected] 5
Examples
If = 𝑓 𝑥, 𝑦 = 𝑥 3 − 3𝑥𝑦 2 , show that the solution of 𝑍 = 𝑓 𝑥, 𝑦 satisfy
the Laplace equation or not?

Solution: 𝑓𝑥 = 3𝑥 2 − 3𝑦 3 ⟹ 𝑓𝑥𝑥 = 6𝑥

𝑓𝑦 = −6𝑥𝑦 ⟹ 𝑓𝑦𝑦 = −6𝑥

∴ 𝑓𝑥𝑥 + 𝑓𝑦𝑦 = 6𝑥 − 6𝑥 = 0 so, its satisfy Laplace equation

12/19/2020 [email protected] 6
Chain rule for partial derivatives

1) If 𝑍 = 𝑓 𝑥, 𝑦 and 𝑥 = 𝑥 𝑡 and 𝑦 = 𝑦(𝑡) then


𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡

2) If 𝑊 = 𝑓 𝑥, 𝑦, 𝑧 and 𝑥 = 𝑥 𝑡 , 𝑦 = 𝑦 𝑡 , 𝑧 = 𝑧(𝑡) then


𝑑𝑊 𝜕𝑊 𝑑𝑥 𝜕𝑊 𝑑𝑦 𝜕𝑊 𝑑𝑧
= + +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝜕𝑧 𝑑𝑡

3) If 𝑍 = 𝑓 𝑥, 𝑦 and 𝑥 = 𝑥 𝑡, 𝑠 and 𝑦 = 𝑦(𝑡, 𝑠) then


𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠

12/19/2020 [email protected] 7
Example
𝑑𝑤
let 𝑊 = 𝑥𝑦 + 𝑧 with 𝑥 = cos 𝑡 , 𝑦 = sin 𝑡 and 𝑧 = 𝑡 find
𝑑𝑡

𝑑𝑊 𝜕𝑊 𝑑𝑥 𝜕𝑊 𝑑𝑦 𝜕𝑊 𝑑𝑧
Solution: = + + = 𝑦 − sin 𝑡 + 𝑥cos 𝑡 + 1
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝜕𝑧 𝑑𝑡

= −sin2 (𝑡) + cos2 𝑡 + 1

12/19/2020 [email protected] 8
Example
𝜕𝑧 𝜕𝑧
let 𝑧 = 𝑥 2 − 2𝑥𝑦 + 2𝑦 3 with 𝑥 = s2 ln 𝑡 and 𝑦 = 2𝑠𝑡 3 find 𝑎𝑛𝑑
𝜕𝑠 𝜕𝑡

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
Solution: = + = 2𝑥 − 2𝑦 2𝑠 ln(𝑡) + −2𝑥 + 6𝑦 2 2𝑡 3
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠

= 2s2 ln 𝑡 − 4𝑠𝑡 3 2𝑠 ln(𝑡) + −2s2 ln 𝑡 + 24𝑠 2 𝑡 6 2𝑡 3


And
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝑠2
= + = 2𝑥 − 2𝑦 + −2𝑥 + 6𝑦 2 6𝑠𝑡 2
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡 𝑡
𝑠2
= 2s 2 ln 𝑡 − 4𝑠𝑡 3 + −2s2 ln 𝑡 + 24𝑠 2 𝑡 6 6𝑠𝑡 2
𝑡

12/19/2020 [email protected] 9
Example
𝑠
If 𝑧 = 𝑓 𝑥, 𝑦 = 𝑥2 + 𝑥𝑦 + 𝑦2, with 𝑥 = 𝑠𝑡 and 𝑦 =
𝑡

𝜕𝑧 𝜕𝑧 𝜕𝑧
Show that: 𝑠 +𝑡 = 2𝑥
𝜕𝑠 𝜕𝑡 𝜕𝑥
Solution:

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 1
= + = 2𝑥 + 𝑦 𝑡 + 𝑥 + 2𝑦
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠 𝑡

𝑠 𝑠 1
= 2𝑠𝑡 + 𝑡 + 𝑠𝑡 + 2
𝑡 𝑡 𝑡
𝜕𝑧 2
𝑠 2
𝑠
= 2𝑠𝑡 + 𝑠 + 𝑠 + 2 2 = 2𝑠𝑡 + 2𝑠 + 2 2
𝜕𝑠 𝑡 𝑡
12/19/2020 [email protected] 10
Example
𝜕𝑧 𝑠 𝑠2
𝑠 =𝑠 2𝑠𝑡 2 + 2𝑠 +2 2 = 2𝑠 2 𝑡 2 + 2𝑠 2 + 2 2
𝜕𝑠 𝑡 𝑡

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 −𝑠
= + = 2𝑥 + 𝑦 𝑠 + 𝑥 + 2𝑦
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡 𝑡2

𝜕𝑧 𝑠 𝑠 −𝑠 2 𝑠2 𝑠2 𝑠2
= 2𝑠𝑡 + 𝑠 + 𝑠𝑡 + 2 = 2𝑠 𝑡 + − −2 3
𝜕𝑡 𝑡 𝑡 𝑡2 𝑡 𝑡 𝑡

𝑠2
= 2𝑠 2 𝑡 − 2 3
𝑡

𝜕𝑧 𝑠2
𝑡 = 2𝑠 2 𝑡 2 − 2 2
𝜕𝑡 𝑡

12/19/2020 [email protected] 11
Example
𝜕𝑧 𝜕𝑧 𝑠2 𝑠2
Now, 𝑠 + 𝑡 = 2𝑠 2 𝑡 2 + 2𝑠 2 +2 2 + 2𝑠 2 𝑡 2 − 2 2 = 4𝑠 2 𝑡 2 + 2𝑠 2
𝜕𝑠 𝜕𝑡 𝑡 𝑡

… (1)
𝜕𝑧 𝑠
And, = 2𝑥 + 𝑦 = 2𝑠𝑡 +
𝜕𝑥 𝑡

𝜕𝑧 𝑠 𝑠
2𝑥 = 2𝑥 2𝑠𝑡 + = 2𝑠𝑡 2𝑠𝑡 + = 4𝑠 2 𝑡 2 + 2𝑠 2 … (2)
𝜕𝑥 𝑡 𝑡

From (1) and (2), we have:


𝜕𝑧 𝜕𝑧 𝜕𝑧
𝑠 +𝑡 = 2𝑥
𝜕𝑠 𝜕𝑡 𝜕𝑥

12/19/2020 [email protected] 12
Matrices

Index

 Some types of matrices

 Determinant of matrix

 Inverse of matrix

 Some operation of matrix

12/19/2020 [email protected] 13
Matrices
Definition: a matrix A is a rectangular array or table of numbers of 𝑀 × 𝑁 𝑚𝑢𝑚𝑏𝑒𝑟𝑠
where, 𝑀 is a row and 𝑁 is a column.

𝑎11 , 𝑎12 , 𝑎13 … 𝑎1𝑛 or, 𝐴 = 𝑎𝑖𝑗


𝑚×𝑛
𝑎21, 𝑎22, 𝑎23 …. 𝑎2𝑛
𝐴 = 𝑎31, 𝑎32, 𝑎33 …. 𝑎3𝑛 where i=1, 2, 3, 4, ….. m,
⋮ ⋮ and j= 1, 2, 3, 4, ….n
𝑎𝑚1, 𝑎𝑚2, 𝑎𝑚3 …. 𝑎𝑚𝑛 𝑚×𝑛

12/19/2020 [email protected] 14
Some types of matrices
1) Square matrix: is a 𝑚 × 𝑛 matrix with 𝑚 = 𝑛
1 2 1 2 0
𝐴= 𝐵= 2 3 5
3 4 2×2
10 1 3 3×3
2) Zero matrix: is a 𝑚 × 𝑛 matrix with all components equal to zero.

0 0
𝐴=
0 0 2×2
3) Diagonal matrix: is a square with 𝑎𝑖𝑗 = 0, if 𝑖 ≠ 𝑗

2 0 0
𝐴= 0 3 0
0 0 6 3×3
12/19/2020 [email protected] 15
Some types of matrices
4) Identity matrix 𝐼𝑚×𝑛 : is a diagonal matrix, ones down the main diagonal and zero
everywhere else.

1 2 1 0
𝐴= → 𝐼2×2 =
3 4 2×2 0 1

1 2 0 1 0 0
𝐵= 2 3 5 → 𝐼3×3 = 0 1 0
10 1 3 3×3 0 0 1

12/19/2020 [email protected] 16
Some types of matrices
5) Transpose of matrix 𝐴𝑇 : is a 𝑚 × 𝑛 matrix obtained by writing the rows of A are order as
columns.
1 −1 1
𝑇 1 2 3
𝐴= 2 0 → 𝐴 = 𝐵= 2 → 𝐵𝑇 = 1 2 3
−1 0 4 3
3 4

 properties of transpose
If A and B are any two matrices , then:
a) 𝐴𝑇 𝑇 = 𝐴
b) 𝐴 ± 𝐵 𝑇 = 𝐴𝑇 ± 𝐵𝑇
c) 𝐴𝐵 𝑇 = 𝐴𝑇 𝐵𝑇
d) 𝑘𝐴 𝑇 = 𝐾𝐴𝑇 , where k is any constant.
12/19/2020 [email protected] 17
Some types of matrices
6) Symmetric matrix: a square matrix A is called symmetric matrix if 𝐴 = 𝐴𝑇

1 2 4 1 2 4
𝐴= 2 7 −3 → 𝐴𝑇 = 2 7 −3
4 −3 0 4 −3 0

7) Skew symmetric matrix: a square matrix A is called skew symmetric matrix if 𝐴 = −𝐴𝑇

0 −1 𝑇 0 1 0 −1
𝐴= → 𝐴 = → − 𝐴 𝑇=
1 0 −1 0 1 0

12/19/2020 [email protected] 18
Some types of matrices

8) Conjugate of matrix: If A is a 𝑚 × 𝑛 matrix, then the Conjugate of A is obtained by


taking the complex conjugate of each entry in A and it is denoted by 𝐴 .

3+𝑖 𝑖 1−𝑖 3−𝑖 −𝑖 1+𝑖


𝐴= 0 −1 5 → 𝐴= 0 −1 5
2+𝑖 0 2−𝑖 3×3 2−𝑖 0 2+𝑖 3×3

12/19/2020 [email protected] 19
Determinant of matrix
If 𝐴 = 𝑎𝑖𝑗 be a square matrix of order n, then det(A) or 𝐴 is called determinant of
𝑛×𝑛
matrix A.
a) determinant of 2 × 2 matrix
𝑎11 𝑎12 𝑎11 𝑎12
If 𝐴 = 𝑎 𝑎22 , then det A = 𝑎21 𝑎22 = 𝑎11 𝑎22 − 𝑎12 𝑎21
21
b) determinant of 3×3 matrix
𝑎11 𝑎12 𝑎13
If 𝐵 = 𝑎21 𝑎22 𝑎23 , then
𝑎31 𝑎32 𝑎33
𝑎22 𝑎23 𝑎21 𝑎23 𝑎21 𝑎22
det 𝐵 = 𝑎11 𝑎32 𝑎33 − 𝑎12 𝑎31 𝑎33 + 𝑎13 𝑎31 𝑎32

= 𝑎11 𝑎22 𝑎33 − 𝑎23 𝑎32 − 𝑎12 𝑎21 𝑎33 − 𝑎23 𝑎31 + 𝑎13 𝑎21 𝑎32 − 𝑎22 𝑎31
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Example
1 0 2
If 𝐴 = −1 3 4 , find det(A)
0 5 −2
Solution:
3 4 −1 4 −1 3
𝐴 =1 −0 +2
5 −2 0 −2 0 5
= 1 −6 − 20 − 0 2 − 0 + 2 −5 − 0 = −26 − 10 = −36

 Singular matrix:

If A is a square matrix of order n, then A is called singular matrix if det 𝐴 = 0


and non-singular otherwise.

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Inverse of matrix:
If A and B are two matrices such that 𝐴𝐵 = 𝐵𝐴 = 𝐼, then each side is inverse to the another
𝑎𝑑𝑗(𝐴)
side, and denoted by 𝐴−1 , and defined as 𝐴−1 = , where adj(A) is adjoin of A.
𝐴
a) If 𝐴 is 2 × 2 matrix:

1 2
Example: If 𝐴 = , find the inverse of A (𝐴−1 )
3 4
Solution:
𝐴 = 1 ∗ 4 − 2 ∗ 3 = 4 − 6 = −2
4 −2
𝑎𝑑𝑗 𝐴 =
−3 1
4 −2 −2 1
4 −2
𝑎𝑑𝑗(𝐴) 1 = −2 −2
𝐴−1 = = −3 = 3 −1
𝐴 −2 −3 1
−2 −2 2 2

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Inverse of matrix:
b) If 𝐴 is 3 × 3 matrix:
The cofactor of the element 𝑎𝑖𝑗 is defined by 𝐶𝑖𝑗 = −1 𝑖+𝑗 𝑀𝑖𝑗 , where 𝑀𝑖𝑗 is a new
matrix (sub-matrix) obtained by deleting the row i and the column j.
𝑇
and 𝑎𝑑𝑗 𝐴 = 𝐶𝑖𝑗

Example:

1 2 3
If 𝐴 = 0 4 5 , find the inverse of A
1 0 6
Solution:
𝐴 =1 4∗6 − 5∗0 −2 0∗6 − 5∗1 +3 0∗0 − 4∗1

= 1 24 − 0 − 2 0 − 5 + 3 0 − 4 = 24 + 10 − 12 = 22
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Inverse of matrix:
24 5 −4
𝐶𝑖𝑗 = −12 3 2
−2 −5 4

𝑇
24 − 12 −2
and 𝑎𝑑𝑗 𝐴 = 𝐶𝑖𝑗 = 5 3 −5
−4 2 4

24 −12 −2
5 3 −5 24 − 12 −2
𝑎𝑑𝑗 𝐴 −4 2 4 1
𝐴−1 = = = 5 3 −5
𝐴 22 22
−4 2 4

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Some operation of matrix:

𝑎 𝑏 𝑒 𝑓
Let 𝐴 = , 𝐵= , be any two matrices, then:
𝑐 𝑑 𝑔 ℎ

𝑎±𝑒 𝑏±𝑓
1) 𝐴 ± 𝐵 =
𝑐±𝑔 𝑑±ℎ

𝑎𝑒 + 𝑏𝑔 𝑎𝑓 + 𝑏ℎ
2) 𝐴 ∗ 𝐵 =
𝑐𝑒 + 𝑑𝑔 𝑐𝑓 + 𝑑ℎ
𝑘𝑎 𝑘𝑏
3) 𝑘 ∗ 𝐴 = , where k is any scalar.
𝑘𝑐 𝑘𝑑

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Some operation of matrix:
Notes:

1) 𝐴2 = 𝐴 ∗ 𝐴, 𝐴3 = 𝐴 ∗ 𝐴 ∗ 𝐴
2) 𝐴 + 𝐵 = 𝐵 + 𝐴
3) 𝐴 − 𝐵 ≠ 𝐵 − 𝐴
4) 𝐴 ∗ 𝐵 ≠ 𝐵 ∗ 𝐴
5) 𝐴−𝑛 = 𝐴𝑛 −1
, 𝐴−2 = 𝐴2 −1
, 𝐴−3 = 𝐴3 −1

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Example

1 2 1 0
If 𝐴 = and 𝐵 = , find
3 4 2 1
1) 𝐴 + 𝐵
2) 𝐴 − 𝐵
3) 𝐴 ∗ 𝐵
4) 𝐴−3
5) 𝐴−1 + 2𝐴 + 𝐼2×2

12/19/2020 [email protected] 27

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