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Lecture 23total Derivative and Chain Rule

The document provides an overview of total differential, chain rule, implicit differentiation, and the Jacobian as they relate to multivariate calculus. Specifically: 1. It defines the total differential of a function z=f(x,y) and provides examples of calculating it. 2. It explains how to apply the chain rule to find derivatives of composite functions where the variables are functions of another variable. 3. It shows how to find derivatives of implicit functions using implicit differentiation. 4. It introduces the Jacobian determinant and explains how it can indicate functional relationships between variables in a transformation.

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0% found this document useful (0 votes)
69 views18 pages

Lecture 23total Derivative and Chain Rule

The document provides an overview of total differential, chain rule, implicit differentiation, and the Jacobian as they relate to multivariate calculus. Specifically: 1. It defines the total differential of a function z=f(x,y) and provides examples of calculating it. 2. It explains how to apply the chain rule to find derivatives of composite functions where the variables are functions of another variable. 3. It shows how to find derivatives of implicit functions using implicit differentiation. 4. It introduces the Jacobian determinant and explains how it can indicate functional relationships between variables in a transformation.

Uploaded by

James Prakash
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MTH165

Lecture-23

Total Differential and Chain Rule


Unit 4: Multivariate Functions

(Book: Advanced Engineering Mathematics By Jain and Iyengar, Chapter-2)

Learning Outcomes:

1. To calculate total differential of functions of two variables.

2. To find derivatives of composite functions using chain rule.

3. To find derivatives of Implicit functions.

4. To find functional relationship between variables (Using Jacobian)


Differentiability of 𝒛 = 𝒇(𝒙, 𝒚)
A function 𝑧 = 𝑓(𝑥, 𝑦) is said to be differentiable at a point 𝑃(𝑥, 𝑦) in
domain 𝐷, if 𝑓 has continuous first order partial derivatives 𝑓𝑥 , 𝑓𝑦 .
Total Differential
For a function 𝑧 = 𝑓(𝑥, 𝑦), total differential is written as:
𝑑𝑧 = 𝑓𝑥 𝑑𝑥 + 𝑓𝑦 𝑑𝑦
−1 𝑥
Problem 1. Find the total differential of the function 𝑧 = 𝑡𝑎𝑛
𝑦
−1 𝑥
Solution. Let 𝑓 𝑥, 𝑦 = 𝑡𝑎𝑛
𝑦
1 1 𝑦
⟹ 𝑓𝑥 = 𝑥 2 𝑦
=
1+ 𝑦 𝑥 2 +𝑦 2

1 𝑥 −𝑥
and 𝑓𝑦 = 𝑥 2
− 2 =
1+ 𝑦 𝑦 𝑥 2 +𝑦 2

So, total differential is given by:


𝑑𝑧 = 𝑓𝑥 𝑑𝑥 + 𝑓𝑦 𝑑𝑦
𝑦 𝑥
⟹ 𝑑𝑧 = 𝑑𝑥 − 2 2 (𝑑𝑦)
𝑥 2 +𝑦 2 𝑥 +𝑦
1
⟹ 𝑑𝑧 = (𝑦𝑑𝑥 − 𝑥𝑑𝑦) Answer.
𝑥 2 +𝑦 2
Problem 2. Find the total differential of the function 𝑧 = log 𝑥 2 + 𝑦 2
Solution. Let 𝑓 𝑥, 𝑦 = log 𝑥 2 + 𝑦 2
2𝑥
⟹ 𝑓𝑥 =
𝑥 2 +𝑦 2

2𝑦
and 𝑓𝑦 =
𝑥 2 +𝑦 2

So, total differential is given by:


𝑑𝑧 = 𝑓𝑥 𝑑𝑥 + 𝑓𝑦 𝑑𝑦

2𝑥 2𝑦
⟹ 𝑑𝑧 = 𝑑𝑥 + (𝑑𝑦)
𝑥 2 +𝑦 2 2
𝑥 +𝑦 2

2
⟹ 𝑑𝑧 = (𝑥𝑑𝑥 + 𝑦𝑑𝑦) Answer.
𝑥 2 +𝑦 2
Derivatives of composite functions

Let 𝑧 = 𝑓(𝑥, 𝑦) be a function of two independent variables 𝑥 and 𝑦.

Let variables 𝑥 and 𝑦 themselves are the functions of a variable 𝑡.


𝑥 = 𝑔 𝑡 , 𝑦 = ℎ(𝑡)

𝑑𝑧 𝑑𝑥 𝑑𝑦
= 𝑧𝑥 + 𝑧𝑦
𝑑𝑡 𝑑𝑡 𝑑𝑡
𝑑𝑧 𝑡 2 −1 𝑡
Problem 1. Find if 𝑧 = 𝑥2 + 𝑦2, 𝑥 = ,𝑦 = at 𝑡 = 1.
𝑑𝑡 𝑡 𝑡 2 +1

𝜕𝑧 𝑡 2 −1
Solution. 𝑧𝑥 = = 2𝑥 = 2
𝜕𝑥 𝑡

𝜕𝑧 𝑡
𝑧𝑦 = = 2𝑦 = 2
𝜕𝑦 𝑡 2 +1

𝑑𝑥 𝑡 2𝑡 −(𝑡 2 −1)(1) 𝑡 2 +1
= =
𝑑𝑡 𝑡2 𝑡2

𝑑𝑦 𝑡 2 +1 1 −𝑡(2𝑡) 1−𝑡 2
= =
𝑑𝑡 𝑡 2 +1 2 𝑡 2 +1 2
𝑑𝑧 𝑑𝑥 𝑑𝑦
= 𝑧𝑥 + 𝑧𝑦
𝑑𝑡 𝑑𝑡 𝑑𝑡

𝑑𝑧 𝑡 2 −1 𝑡 2 +1 𝑡 1−𝑡 2
⟹ =2 +2
𝑑𝑡 𝑡 𝑡2 𝑡 2 +1 𝑡 2 +1 2

𝑑𝑧 𝑡 4 −1 𝑡−𝑡 3
⟹ =2 +2
𝑑𝑡 𝑡3 𝑡 2 +1 3

At 𝑡 = 1,

𝑑𝑧 1−1 1−1
ቃ =2 +2 =0 Answer.
𝑑𝑡 (𝑡=1) 1 2 3
𝑑𝑓
Problem 2. Find if 𝑓 𝑥, 𝑦 = 𝑥 cos 𝑦 + 𝑒 𝑥 sin 𝑦 , 𝑥 = 𝑡 2 + 1, 𝑦 = 𝑡 3 + 𝑡 at 𝑡 = 0.
𝑑𝑡

𝜕𝑓
Solution. 𝑓𝑥 = = 𝑥 cos 𝑦 + 𝑒 𝑥 sin 𝑦
𝜕𝑥

𝜕𝑓
𝑓𝑦 = = −𝑥 sin 𝑦 + 𝑒 𝑥 cos 𝑦
𝜕𝑦

𝑑𝑥
= 2𝑡
𝑑𝑡

𝑑𝑦
= 3𝑡 2 + 1
𝑑𝑡

𝑑𝑓 𝑑𝑥 𝑑𝑦
= 𝑓𝑥 + 𝑓𝑦
𝑑𝑡 𝑑𝑡 𝑑𝑡
At 𝑡 = 0, 𝑥 = 1, 𝑦 = 0

𝑓𝑥 = 1 cos 0 + 𝑒 1 sin 0 = 1 , 𝑓𝑦 = −1 sin 0 + 𝑒 1 cos 0 = 𝑒

𝑑𝑥 𝑑𝑦
= 2𝑡 = 0, = 3𝑡 2 + 1 = 1
𝑑𝑡 𝑑𝑡

𝑑𝑓 𝑑𝑥 𝑑𝑦
So, = 𝑓𝑥 + 𝑓𝑦
𝑑𝑡 𝑑𝑡 𝑑𝑡

𝑑𝑧
ቃ =1 0 +𝑒 1 =𝑒 Answer.
𝑑𝑡 (𝑡=1)
Polling Quiz
If 𝑧 = 𝑓 𝑥, 𝑦 , 𝑥 = 𝑔 𝑡 , 𝑦 = ℎ(𝑡), then which of the following is correct:
𝑑𝑧 𝑑𝑥 𝑑𝑦
(A) = 𝑥𝑧 + 𝑦𝑧
𝑑𝑡 𝑑𝑡 𝑑𝑡
𝑑𝑧 𝑑𝑧 𝑑𝑧
(B) = 𝑧𝑥 + 𝑧𝑦
𝑑𝑡 𝑑𝑡 𝑑𝑡
𝑑𝑧 𝑑𝑥 𝑑𝑦
(C) = 𝑧𝑥 + 𝑧𝑦
𝑑𝑡 𝑑𝑡 𝑑𝑡

(D) None of these.


Derivative of Implicit Functions
A function of the form 𝑓 𝑥, 𝑦 = 𝑐 is called an Implicit function.
In such cases:
𝑑𝑦 𝑓𝑥 𝑑𝑥 𝑓𝑦
= − and =−
𝑑𝑥 𝑓𝑦 𝑑𝑦 𝑓𝑥

Similarly, if 𝑓 𝑥, 𝑦, 𝑧 = 𝑐
𝜕𝑦 𝑓𝑥
Then, = −
𝜕𝑥 𝑓𝑦

𝜕𝑧 𝑓𝑦
=−
𝜕𝑦 𝑓𝑧

𝜕𝑧 𝑓𝑥
= − etc.
𝜕𝑥 𝑓𝑧
𝑑𝑦
Problem 1. Using implicit differentiation, find when 𝑥 𝑦 + 𝑦 𝑥 = 𝛼.
𝑑𝑥

Solution. Here 𝑥 𝑦 + 𝑦 𝑥 = 𝛼
𝑓𝑥 = 𝑦𝑥 𝑦−1 + 𝑦 𝑥 log 𝑦
𝑓𝑦 = 𝑥 𝑦 log 𝑥 + 𝑥𝑦 𝑥−1

𝑑𝑦 𝑓𝑥
So, =−
𝑑𝑥 𝑓𝑦

𝑑𝑦 𝑦𝑥 𝑦−1 +𝑦 𝑥 log 𝑦
⟹ =− Answer.
𝑑𝑥 𝑥 𝑦 log 𝑥+𝑥𝑦 𝑥−1
𝑑𝑦 −1 𝑥
Problem 2. Using implicit differentiation, find when 𝑐𝑜𝑡 + 𝑦 3 + 1 = 0.
𝑑𝑥 𝑦

−1 𝑥
Solution. Here 𝑐𝑜𝑡 + 𝑦3 + 1 = 0
𝑦

−1 1 −𝑦
𝑓𝑥 = 𝑥 2 𝑦
=
1+ 𝑦 𝑥 2 +𝑦 2

−1 −𝑥 𝑥
𝑓𝑦 = 𝑥 2 𝑦2
+ 3𝑦 2 = + 3𝑦 2
1+ 𝑦 𝑥 2 +𝑦 2

𝑑𝑦 𝑓𝑥
So, = −
𝑑𝑥 𝑓𝑦

𝑑𝑦 𝑦
⟹ = Answer.
𝑑𝑥 𝑥+3𝑦 2 𝑥 2 +𝑦 2
Jacobian

Let 𝑧 = 𝑓(𝑥, 𝑦) be a function of two independent variables 𝑥 and 𝑦.

Let variables 𝑥 and 𝑦 themselves are the functions of a two variables 𝑢, 𝑣.


𝑥 = 𝑔 𝑢, 𝑣 , 𝑦 = ℎ(𝑢, 𝑣)

Then the determinant:

𝜕(𝑥, 𝑦) 𝑥𝑢 𝑥𝑣
𝐽= = 𝑦 𝑦𝑣
𝜕(𝑢, 𝑣) 𝑢

Is called Jacobian.

Note: If 𝐽 = 0, then variables are functionally related( Dependent on each other).

If 𝐽 ≠ 0, the variables are independent of any relation.


Problem 1. Check whether the variables in the following transformation are
functionally related:
𝑢 = 𝑥 + 3𝑧, 𝑣 = 𝑥 − 𝑦 − 𝑧, 𝑤 = 𝑦 2 + 16𝑧 2 + 8𝑦𝑧

𝑢𝑥 𝑢𝑦 𝑢𝑧
𝜕(𝑢,𝑣,𝑤)
Solution. Here 𝐽 = = 𝑣𝑥 𝑣𝑦 𝑣𝑧
𝜕(𝑥,𝑦,𝑧)
𝑤𝑥 𝑤𝑦 𝑤𝑧

1 0 3
= 1 −1 −1 = 1 −32𝑧 − 8𝑦 + 2𝑦 + 8𝑧 + 3 2𝑦 + 8𝑧 = 0
0 2𝑦 + 8𝑧 32𝑧 + 8𝑦
So, the variables are functionally related.
Polling Quiz
𝜕(𝑥,𝑦)
If 𝑥 = 𝑟 cos 𝜃, 𝑦 = 𝑟 sin 𝜃, the value of Jacobian is:
𝜕(𝑟,𝜃)

(A) 0
(B) 1
(C) 𝑟
(D) 𝜃

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