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Lecture Notes - Partial Differentiation

The document discusses various topics in partial differentiation including: 1) Defining partial derivatives and finding first and second partial derivatives of functions. 2) Euler's theorem which relates the sum of partial derivatives of a homogeneous function to the degree of homogeneity. 3) The total differentiation formula which expresses the total differential of a function in terms of partial derivatives. 4) The chain rule for partial differentiation which expresses derivatives of a function with respect to variables that are themselves functions of other variables.

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Yasiru Pandigama
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43 views

Lecture Notes - Partial Differentiation

The document discusses various topics in partial differentiation including: 1) Defining partial derivatives and finding first and second partial derivatives of functions. 2) Euler's theorem which relates the sum of partial derivatives of a homogeneous function to the degree of homogeneity. 3) The total differentiation formula which expresses the total differential of a function in terms of partial derivatives. 4) The chain rule for partial differentiation which expresses derivatives of a function with respect to variables that are themselves functions of other variables.

Uploaded by

Yasiru Pandigama
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Mathematical Fundamentals for

Engineers
IS1402

Dr. Mihirini Wagarachchi

Department Interdisciplinary Studies


Faculty of Engineering
University of Ruhuna
May 30, 2022
Partial Differentiation

Let 𝑧 = 𝑓(𝑥, 𝑦) .

So that, 𝑧 is a function of both independent variables 𝑥 and 𝑦.

Then
𝜕𝑧 𝜕𝑓 𝑓 𝑥 + 𝛿𝑥, 𝑦 − 𝑓(𝑥, 𝑦)
= = lim
𝜕𝑥 𝜕𝑥 𝛿𝑥→0 𝛿𝑥

is said to be derivative of 𝑧 with respect to 𝑥.


Partial Differentiation
Similarly

𝜕𝑧 𝜕𝑓 𝑓 𝑥, 𝑦 − 𝑓(𝑥, 𝑦 + 𝛿𝑦)
= = lim
𝜕𝑦 𝜕𝑦 𝛿𝑦→0 𝛿𝑦

is said to be derivative of 𝑧 with respect to 𝑦.

Also
𝜕2𝑧 𝜕2𝑧 𝜕2𝑧 𝜕2𝑧
2
, 2, ,
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥

are known as second partial derivatives of 𝑧.


Partial Differentiation
Example: If 𝑧 = 𝑥 2 𝑦 − 𝑦 sin 𝑥, find the first and second partial derivatives of 𝑧.
𝑧 = 𝑥 2 𝑦 − 𝑒 𝑥 sin 𝑦
𝜕𝑧 𝑥
𝜕𝑧
= 2𝑥𝑦 − 𝑒 sin 𝑦, = 𝑥 2 − 𝑒 𝑥 cos 𝑦
𝜕𝑥 𝜕𝑦

𝜕2𝑧 𝑥 sin 𝑦 ,
𝜕2𝑧 𝑥 sin 𝑦
= 2𝑦 − 𝑒 = 𝑒
𝜕𝑥 2 𝜕𝑦 2

𝜕2𝑧 𝜕2𝑧
= 2𝑥 − 𝑒 𝑥 cos 𝑦 , = 2𝑥 − 𝑒 𝑥 cos 𝑦
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥

Note that
𝜕2𝑧 𝜕2𝑧
=
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
Euler’s Theorem

If 𝑧 = 𝑓(𝑥, 𝑦) is a homogeneous function of order 𝑛, then

𝜕𝑧 𝜕𝑧
𝑥 +𝑦 = 𝑛𝑧
𝜕𝑥 𝜕𝑦
Euler’s Theorem

Proof:
Let 𝑧 = 𝑓(𝑥, 𝑦) is a homogeneous function of order 𝑛, then

𝑧 = 𝑓(𝑥, 𝑦) = 𝑎0 𝑥 𝑛 + 𝑎1 𝑥 𝑛−1 𝑦 + 𝑎2 𝑥 𝑛−2 𝑦 2 + ⋯ + 𝑎𝑛−1 𝑥𝑦 𝑛−1 + 𝑎𝑛 𝑦 𝑛

𝑦 𝑦 2 𝑦 𝑛−1 𝑦 𝑛
= 𝑥𝑛 𝑎0 + 𝑎1 + 𝑎2 + ⋯ + 𝑎𝑛−1 + 𝑎𝑛
𝑥 𝑥 𝑥 𝑥

𝑦
= 𝑥𝑛 𝑓
𝑥
Euler’s Theorem
Then
𝜕𝑧 𝑛−1
𝑦 𝑛 ′
𝑦 −𝑦
= 𝑛𝑥 𝑓 +𝑥 𝑓 . 2
𝜕𝑥 𝑥 𝑥 𝑥
𝜕𝑧 𝑛 ′
𝑦 1
=𝑥 𝑓 .
𝜕𝑦 𝑥 𝑥

𝜕𝑧 𝑛
𝑦 𝑛−1 ′
𝑦
𝑥 = 𝑛𝑥 𝑓 −𝑥 𝑦𝑓 −− −(1)
𝜕𝑥 𝑥 𝑥
𝜕𝑧 𝑛−1 ′
𝑦
𝑦 =𝑥 𝑦𝑓 −−− −(2)
𝜕𝑦 𝑥
By (1)+(2)
𝜕𝑧 𝜕𝑧
𝑥 +𝑦 = 𝑛𝑓 𝑥, 𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧
𝑥 +𝑦 = 𝑛𝑧
𝜕𝑥 𝜕𝑦
Euler’s Theorem
If
𝑥5 + 𝑦5
𝑢 = sin−1
𝑥𝑦 2

Show that
𝜕𝑢 𝜕𝑢
𝑥 +𝑦 = 2 tan 𝑢
𝜕𝑥 𝜕𝑦
Euler’s Theorem
Solution

Let
𝑥5 + 𝑦5
𝑢 = sin−1
𝑥𝑦 2

Then
𝑥5 + 𝑦5
sin 𝑢 = 2
= 𝑧 (𝑠𝑎𝑦)
𝑥𝑦

Then 𝑧 is homogeneous function of order 2.

By Euler’s theorem
𝜕𝑧 𝜕𝑧
𝑥 +𝑦 = 2𝑧 −−− −(1)
𝜕𝑥 𝜕𝑦
Euler’s Theorem
But 𝑧 = sin 𝑢

Then
𝜕𝑧 𝜕𝑧 𝜕𝑢 𝜕𝑢
= . = cos 𝑢
𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑥
and
𝜕𝑧 𝜕𝑧 𝜕𝑢 𝜕𝑢
= . = cos 𝑢
𝜕𝑦 𝜕𝑢 𝜕𝑦 𝜕𝑦
Therefore by (1)

𝜕𝑢 𝜕𝑢
𝑥 cos 𝑢 + 𝑦 cos 𝑢 = 2 sin 𝑢
𝜕𝑥 𝜕𝑦

𝜕𝑢 𝜕𝑢
𝑥 +𝑦 = 2 tan 𝑢
𝜕𝑥 𝜕𝑦
Total Differentiation
If 𝑧 = 𝑓 𝑥, 𝑦 , then

𝜕𝑧 𝜕𝑧
𝑑𝑧 = . 𝑑𝑥 + . 𝑑𝑦
𝜕𝑥 𝜕𝑦

Proof:
Let 𝑧 = 𝑓 𝑥, 𝑦 , then 𝑧 + 𝛿𝑧 = 𝑓(𝑥 + 𝛿𝑥, 𝑦 + 𝛿𝑦)

𝛿𝑧 = 𝑓 𝑥 + 𝛿𝑥, 𝑦 + 𝛿𝑦 − 𝑓 𝑥, 𝑦
= 𝑓 𝑥 + 𝛿𝑥, 𝑦 + 𝛿𝑦 − 𝑓 𝑥, 𝑦 + 𝛿𝑦 + 𝑓 𝑥, 𝑦 + 𝛿𝑦 − 𝑓 𝑥, 𝑦

𝑓 𝑥 + 𝛿𝑥, 𝑦 + 𝛿𝑦 − 𝑓 𝑥, 𝑦 + 𝛿𝑦 𝑓 𝑥, 𝑦 + 𝛿𝑦 − 𝑓 𝑥, 𝑦
= . 𝛿𝑥 + . 𝛿𝑦
𝛿𝑥 𝛿𝑦
When limit 𝛿𝑥 → 0 and 𝛿𝑦 → 0, limit 𝛿𝑧 → 0
Total Differentiation

𝑓 𝑥 + 𝛿𝑥, 𝑦 + 𝛿𝑦 − 𝑓 𝑥, 𝑦 + 𝛿𝑦
lim 𝛿𝑧 = lim 𝛿𝑥
𝛿𝑧→0 𝛿𝑥→0 𝛿𝑥

𝑓 𝑥 + 𝛿𝑥, 𝑦 + 𝛿𝑦 − 𝑓 𝑥, 𝑦 + 𝛿𝑦 𝑓 𝑥, 𝑦 + 𝛿𝑦 − 𝑓 𝑥, 𝑦
= lim lim 𝛿𝑥 + lim . 𝛿𝑦 lim 𝛿𝑦
𝛿𝑥→0 𝛿𝑥 𝛿𝑥→0 𝛿𝑦→0 𝛿𝑦 𝛿𝑥→0

𝜕𝑧 𝜕𝑧
⇒ 𝑑𝑧 = . 𝑑𝑥 + . 𝑑𝑦
𝜕𝑥 𝜕𝑦
Chain Rule

If 𝑧 = 𝑓(𝑥, 𝑦) and 𝑥 and 𝑦 are functions of 𝑢 and 𝑣

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢

and
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣
Chain Rule
If 𝑧 = 𝑓(𝑥, 𝑦) where 𝑥 = 𝑟 cos 𝜃 and 𝑦 = 𝑟sin 𝜃, find 𝜕𝑧 and 𝜕𝑧
𝜕𝑟 𝜕𝜃

𝜕𝑥 𝜕𝑦
= cos 𝜃 = sin 𝜃
𝜕𝑟 𝜕𝑟

𝜕𝑥 𝜕𝑥
= −𝑟sin 𝜃 = 𝑟cos 𝜃
𝜕𝜃 𝜕𝑦

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= + = +
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟 𝜕𝜃 𝜕𝑥 𝜕𝜃 𝜕𝑦 𝜕𝜃

𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
= cos 𝜃 + sin 𝜃 = − 𝑟sin 𝜃 + 𝑟cos 𝜃
𝜕𝑟 𝜕𝑥 𝜕𝑦 𝜕𝜃 𝜕𝑥 𝜕𝑦

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