18MAB101T- CALCULUS AND LINEAR ALGEBRA

Unit II - Function of several variables

Dr. E. NANDAKUMAR,
Assistant Professor,
Department of Mathematics,
Kattankulathur-603 203.

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTR

SRM Institute of Science and Technology 1 / 17
 In this ppt, we are going to see,
1 Variables
2 Function of several variables
3 Partial derivatives
4 Chain rule
5 Differentiation of Implict functions
6 Total differentiation
7 Total differential
8 Taylor’s series

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 2 / 17

 Function of several variables

INTRODUCTION
Definition 1: Independent variable
In a function, the values for the variable which are free to assign is
called independent variable.

Definition 2: Dependent variable

In a function, the values for the variable which depends on the value of
independent variable is called dependent variable.

Example
z = x2 + y2
Here x and y are independent variable and z is a dependent variable.

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 3 / 17

 Note: In a function, you have only one dependent variable and the
other variables are called independent variable.
Definition 3: Function of several variables
A function which has more than one independent variable is called
function of several variables.
Example: u(x, y, z) = x 2 + y 2 + 2xy − z 2 + xz
Definition 4: Partial derivative
The derivative of function of several variable with respect to
independent variable is called partial derivative and it is denoted by ∂

Example :
Z = x 3 − y 3 + 3x 2 y + 3xy 2
∂z
is called partial derivative with respect to independent variable x
∂x
∂z
= 3x 2 + 6xy + 3y 2
∂x
Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 4 / 17
 ∂z
In , differentiating z with respect to independent variable x and
∂x
treating the other independent variable as constants.
Example:
∂u ∂u ∂u
Find , and for U = ex sinycosz.
∂x ∂y ∂z

Solution:
∂u
= ex sinycosz
∂x
∂u
= ex cosycosz
∂y
∂u
= −ex sinysinz
∂z

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 5 / 17

 Definition: Chain rule
If z = f (x, y ) and x and y are function on t then,
dz ∂ z dx ∂ z dy
= · + ·
dt ∂ x dt ∂ y dt

dz
Example: Find where z = xy 2 + x 2 y, x = at 2 and y = 2at
dt

Solution:

dz ∂ z dx ∂ z dy
= · + ·
dt ∂ x dt ∂ y dt
∂z ∂z
= y 2 + 2xy = 2xy + x 2
∂x ∂x
dx dy
= 2at = 2a
dt dt

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 6 / 17

 dz
= (y 2 + 2xy)(2at) + (2xy + x 2 )(2a)
dt
Substituting x = at 2 and y = 2at we get
dz
= 16a3 t 3 + 10a3 t 4
dt
 
x du
If u = sin , x = et , y = t 2 Find
y dt

Solution:
du et
 t  
e 2
= 2 cos 2 1−
dt t t t

Differentiation of Implict Function

dy ∂ f /∂ x
Consider the implict function f (x, y) = 0 then =− .
dx ∂ f /∂ y

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 7 / 17

 dy
Example: Find if xe−y − 2yex = 1
dx

Solution:
Given f (x, y ) = xe−y − 2yex − 1 = 0

∂f ∂f
= e−y − 2yex = e−y − 2yex
∂x ∂y
dy −∂ f /∂ x e−y − 2yex
= =−
dx ∂ f /∂ y −xe−y − 2ex
−y
e − 2ye x
= −y
xe + 2ex

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 8 / 17

 dy
Find if (cosx)y = (siny )x
dx

Solution:
dy ytanx + log(siny )
= .
dx log(cosx) − xcoty
Total differentiation: If z = f (x1 , x2 , . . . , xn ) where x1 , x2 , . . . , xn are all
functions on 0 t 0 then,
dz ∂ f dx1 ∂ f dx2 ∂ f dxn
= · + · +···+ ·
dt ∂ x1 dt ∂ x2 dt ∂ xn dt

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 9 / 17

 Example:For z = f (x1 , x2 , x3 ) = x1 2 + x2 2 + x3 2 where x1 (t) = t 2 ,
dz
x2 (t) = 2t and x3 (t) = 3t 3 then find
dt

Solution:

∂f ∂f ∂f
= 2x1 = 2x2 = 2x3
∂ x1 ∂ x2 ∂ x3
dx1 dx2 dx3
= 2t =2 = 9t 2
dt dt dt
dz
= 2(t 2 )(2t) + 2(2t)(2) + 2(3t 2 )(qt 2 )
dt
= 4t3 + 8t + 54t 5
= 54t5 + 4t 3 + 8t.

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 10 / 17

 Total differential:
If u = f (x1 , x2 , · · · , xn ) then the total differential of u is given by
∂f ∂f ∂f
du = · dx1 + · dx2 + · · · + · dxn .
∂ x1 ∂ x2 ∂ xn

Example: A metal box without a top has inside dimensions 6ft, 4ft and
2ft. If the metal is 0.1ft thick. Find the approximate volume by using the
differential.
Solution: Let x, y, z be the dimensions of a metal box. Then its
volume is V = xyz From total differential we have
∂v ∂V ∂v
dV = · dx + · dy + · dz
∂x ∂y ∂z
= yzdx + xzdy + xydz
= 8(0.2)+12(0.2)+24(0.1)
= 6.4 cu.ft

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 11 / 17

 TAYLOR SERIES
The Taylor series expansions of f (x, y) in powers of (x − a) and (y − b)
is given by  
f (x, y ) = f (a, b) + (x − a)fx (a, b) + (y − b)fy (a, b)
1
(x − a)2 fxx (a, b) + 2(x − a)(y − b)fxy (a, b) + (y − b)2 fyy (a, b)

+
2!
1
+ (x − a)3 fxxx (a, b) + 3(x − a)2 (y − b)fxxy (a, b)
3!
+3(x − a)(y − b)2 fxyy (a, b) + (y − b)3 fyyy (a, b) + . . .
∂f ∂f
Where fx = fy =
∂x ∂y
∂ 2f ∂ 2f ∂ 2f
fxx = f xy = f yy =
∂ x2 ∂ x∂ y ∂y2
3
∂ f 3
∂ f ∂ 3f ∂ 3f
fxxx = f xxy = f xyy = and f yyy = and so on.
∂ x3 ∂ x 2∂ y ∂ x∂ y 2 ∂y3

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 12 / 17

 Note: If a = 0 and b = 0 then the Taylor’s series is reduce to
Macularian’s series  in two variables 
f (x, y ) = f (0, 0) + xfx (0, 0) + yfy (0, 0) +
1 2
x fxx (0, 0) + 2xyfxy (0, 0) + y 2 fyy (0, 0) +

2!
1 3
x fxxx (0, 0) + 3x 2 yfxxy (0, 0) + +3xy 2 fxyy (0, 0) + y 3 fyyy (0, 0) + . . .

3!

Problems on Taylor’s series

Expand x 2 y + 3y − 2 in power of (x − 1) and (y + 2) using Taylor series

upto terms of third degree.

Solution: The Taylor series expansion of f (x, y ) in power of (x − a)

and (y − b) is given  by 
f (x, y ) = f (a, b) + (x − a)fx (a, b) + (y − b)fy (a, b)
1
(x − a)2 fxx (a, b) + 2(x − a)(y − b)fxy (a, b) + (y − b)2 fyy (a, b) + . . .

+
2!
Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 13 / 17
 Here a = 1 and b = −2
f (x, y ) = x 2 y + 3y − 2 f (1, −2) = −10
fx = 2xy fx (1, −2) = −4
fy = x 2 + 3 fy (1, −2) = 4
fxx = 2y fxx (1, −2) = −4
fxy = 2x fxy (1, −2) = 2
fyy = 0 fyy (1, −2) = 0
fxxx = 0 fxxx (1, −2) = 0
fxxy = 2 fxxy (1, −2) = 2
fxyy = 0 fxyy (1, −2) = 0
fyyy = 0 fyyy (1, −2) = 0
Substituting the values we get
1
f (x, y) = −10 + ((x − 1)(−4) + (y + 2)(4))
1!
1  1
(x − 1)2 (−4) + 2(x − 1)(y + 2)(2) + 3(x − 1)2 (y + 2)(2) + . . .

+
2! 3!
= −10 − 4(x − 1) + 4(y + 2) − 2(x − 1)2 + 2(x − 1)(y + 2) + (x − 1)2 (y +
2) + . . .
Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 14 / 17
 Expand ex cosy in power of x and y as for as the term of the third
degree

Solution: f (x, y ) = ex cosy a = 0 and b = 0

f (x, y ) = ex cosy f (0, 0) = 1
fx = ex cosy fx (0, 0) = 1
fy = −ex siny fy (0, 0) = 0
fxx = ex cosy fxx (0, 0) = 1
fxy = −ex siny fxy (0, 0) = 0
fyy = −ex cosy fyy (0, 0) = −1
fxxx = ex cosy fxxx (0, 0) = 1
fxxy = −ex siny fxxy (0, 0) = 0
fxyy = −ex cosy fxyy (0, 0) = −1
fyyy = ex siny fyyy (0, 0) = 0
Substituting these values in the Taylor series we get,
x x 2 − y 2 x 3 − 3xy 2
f (x, y) = 1 + + + +...
1! 2! 3!
Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 15 / 17
 (x + y)2 (x + y )4
Using Taylor series verify that cos(x + y) = 1 − + −...
2! 4!

f (x, y ) = cos(x + y ) f (0, 0) = 1

fx = fy = −sin(x + y) =⇒ fx (0, 0) = fy (0, 0) = 0
fxx = fxy = fyy = −cos(x + y) =⇒ fxx (0, 0) = fxy (0, 0) = fyy (0, 0) = −1
fxxx = fxxy = fxyy = fyyy = sin(x + y) =⇒ fxxx (0, 0) = fxxy (0, 0) =
fxyy (0, 0) = fyyy (0, 0) = 0
fxxxx = fxxxy = fxxyy = fxyyy = fyyyy = cos(x + y ) =⇒ fxxxx (0, 0) =
fxxxy (0, 0) = fxxyy (0, 0) = fxyyy (0, 0) = fyyyy (0, 0) = 1
Substituting these values we get
(x + y)2 (x + y )4
cos(x + y) = 1 − + −...
2! 4!

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 16 / 17

 Problems for practice
1 Using Taylor’s series expand ex log(1 + y) upto term of the third
degree about (0,0)
2 Find the Taylor series expansion of exy at (1,1) upto third degree
terms.
3 Find the expansions for cosxsiny on powers of x and y upto terms
of third degree.

Dr. E. NANDAKUMAR, Dept. of Mathematics, KTRUnit II-Function of several variables 17 / 17