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Multivariable Calculus

This document discusses multivariable calculus topics including: - Partial derivatives of functions with two or more variables. - Methods for finding maxima and minima (extreme values) of functions with two variables, including using necessary/sufficient conditions and Lagrange's method with constraints. - Gradient and directional derivatives, and how they relate to the tangent plane and normal line of a surface.

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0% found this document useful (0 votes)
54 views24 pages

Multivariable Calculus

This document discusses multivariable calculus topics including: - Partial derivatives of functions with two or more variables. - Methods for finding maxima and minima (extreme values) of functions with two variables, including using necessary/sufficient conditions and Lagrange's method with constraints. - Gradient and directional derivatives, and how they relate to the tangent plane and normal line of a surface.

Uploaded by

saketh.s.tandige
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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1BS 1401 Engineering Mathematics-I

4. Multivariable Calculus

Partial derivatives

Dr. Govardhana Reddy H G


Contents

▪ Introduction
Functions of two or more variables
▪ Partial derivatives
▪ Total derivative rule
▪ Maxima and Minima of functions of two variables 𝑧 = 𝑓(𝑥, 𝑦)
▪ Lagrange’s Method
▪ Gradient and directional derivatives
▪ Tangent plane and Normal line

https://au.icloudems.com/corecampus/index.php
Introduction
Functions of two or more variables
A symbol 𝑢 which has a definite value for every pair of values of 𝑥 and 𝑦 is called a
function of two independent variables 𝑥 and 𝑦 and we write 𝑢 = 𝑓(𝑥, 𝑦).
Examples:
i) The area of a rectangle depends on its length and breadth
𝐴=𝑙×𝑏
𝐴 = 𝑓(𝑙, 𝑏)

ii) Volume of a parallelopiped depends on its length, breadth and height. That is,
𝑉 =𝑙×𝑏×ℎ
𝑉 = 𝑓(𝑙, 𝑏, ℎ)

This topic deals with the differentiation of a function of many independent variables.
Partial derivatives
Let 𝑢 = 𝑓(𝑥, 𝑦) be a function of two independent variables 𝑥 and 𝑦.
First order partial derivatives:
𝜕𝑢 𝜕𝑢
𝑢𝑥 = , 𝑢𝑦 =
𝜕𝑥 𝜕𝑦
Second order partial derivatives:
𝜕 𝜕𝑢 𝜕2 𝑢 𝜕 𝜕𝑢 𝜕2 𝑢
𝑢𝑥𝑥 = = 𝑢𝑦𝑦 = =
𝜕𝑥 𝜕𝑥 𝜕𝑥 2 𝜕𝑦 𝜕𝑦 𝜕𝑦 2
𝜕 𝜕𝑢 𝜕2 𝑢 𝜕 𝜕𝑢 𝜕2 𝑢
𝑢𝑦𝑥 = = 𝑢𝑥𝑦 = =
𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦

In general: 𝑢𝑥𝑦 = 𝑢𝑦𝑥


Q1. Find the first and second order partial derivatives of 𝑢 = 𝑥 3 + 𝑦 3 + 3𝑎𝑥𝑦

𝜕2 𝑢 𝜕2 𝑢
Q2. If 𝑧 = 𝑥3 − 3𝑥𝑦 2 𝑥
+ 𝑥 + 𝑒 𝑐𝑜𝑠𝑦 + 1, show that 𝜕𝑥 2
+
𝜕𝑦 2
=0

𝑥 2 +𝑦 2
Q3. If 𝑢 = 𝑙𝑜𝑔 , show that 𝑥𝑢𝑥 + 𝑦𝑢𝑦 = 1
𝑥+𝑦

−1 𝑦 𝜕2 𝑢 𝜕2 𝑢
Q4. If 𝑢 = 𝑡𝑎𝑛 , verify that =
𝑥 𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦

𝜕𝑧 𝜕𝑧
Q5. Evaluate and , if
𝜕𝑥 𝜕𝑦
i) 𝑧 = 𝑥 2 𝑦 − 𝑥 sin(𝑥𝑦) ii) 𝑧 = log(𝑥 2 + 𝑦 2 ) iii) 𝑥 + 𝑦 + 𝑧 = log 𝑧
Symmetric function
A function 𝑓(𝑥, 𝑦) is said to be symmetric if 𝑓 𝑥, 𝑦 = 𝑓(𝑦, 𝑥) or 𝑓(𝑥, 𝑦, 𝑧) is
said to be symmetric if 𝑓 𝑥, 𝑦, 𝑧 = 𝑓 𝑦, 𝑧, 𝑥 = 𝑓(𝑧, 𝑥, 𝑦).

Examples:
𝑥 2 +𝑦 2
i) 𝑥 + 𝑦, 𝑥2 +𝑦 , 2 , 𝑥 2 + 𝑥𝑦 + 𝑦 2 , 𝑥2 + 𝑦2
𝑥+𝑦
ii) 𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥, log(𝑥 + 𝑦 + 𝑧), 𝑥 3 + 𝑦 3 + 𝑧 3 − 3𝑥𝑦𝑧 etc.
𝜕 𝜕 𝜕 2 −9
Q1. If 𝑢 = log(𝑥 3 + 𝑦3 + 𝑧3 − 3𝑥𝑦𝑧), show that + + 𝑢 =
𝜕𝑥 𝜕𝑦 𝜕𝑧 (𝑥+𝑦+𝑧)2

𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
Q2. If 𝑢 = 𝑙𝑜𝑔 𝑥 2 + 𝑦 2 + 𝑧 2 , show that (𝑥 2 + 𝑦2 + 2
𝑧 ) + + 2 =1
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧

𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
Q3. If 𝑢 = (𝑥 2 + 𝑦2 + 𝑧 2 )−1/2 , prove that + + 2 =0
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧
Total derivative rule

𝑑𝑢 𝜕𝑢 𝑑𝑥 𝜕𝑢 𝑑𝑦
= . + .
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡

If 𝑢 = 𝑓(𝑥, 𝑦, 𝑧) where 𝑥, 𝑦, 𝑧 are all functions of a variable 𝑡, then chain rule is


Q1. Find the total derivative of the following functions and also verify the result
by direct substitution.
i} 𝑢 = 𝑥𝑦 2 + 𝑥 2 𝑦, where 𝑥 = 𝑎𝑡 and 𝑦 = 2𝑎𝑡

𝜋
ii) 𝑢 = 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥 𝑥 = 𝑡 𝑐𝑜𝑠𝑡 , 𝑦 = 𝑡 𝑠𝑖𝑛𝑡, 𝑧 = 𝑡 at 𝑡 =
4

𝑥
iii) 𝑢 = 𝑠𝑖𝑛 , where 𝑥 = 𝑒 𝑡 and 𝑦 = 𝑡 2
𝑦

𝜕𝑢 𝜕𝑢 𝜕𝑢
Q2. If 𝑢 = 𝑓(𝑥 − 𝑦, 𝑦 − 𝑧, 𝑧 − 𝑥), then prove that + + =0
𝜕𝑥 𝜕𝑦 𝜕𝑧
Maxima and Minima of functions of two variables 𝑧 = 𝑓(𝑥, 𝑦)
Definitions:

A function 𝑓(𝑥, 𝑦) is said to have a maximum value at a point 𝑎, 𝑏 if there exists a


neighbourhood of the point (𝑎, 𝑏) say (𝑎 + ℎ, 𝑏 + 𝑘), ℎ and 𝑘 are small such that
𝑓 𝑎, 𝑏 > 𝑓(𝑎 + ℎ, 𝑏 + 𝑘).

Similarly, 𝑓 𝑎, 𝑏 < 𝑓(𝑎 + ℎ, 𝑏 + 𝑘) then 𝑓(𝑥, 𝑦) is said to have a minimum value at


(𝑎, 𝑏).

A maximum or minimum value of a function is called its extreme value


Considering 𝑧 = 𝑓(𝑥, 𝑦) as a surface, maximum value of 𝑧 occurs at top of an elevation
(ex, a dome) from which the surface descends in every direction and the minimum value
occurs at the bottom of a depression (ex, a bowl) from which the surface ascends in every
direction.
Notations for partial derivatives

Let 𝑧 = 𝑓(𝑥, 𝑦).

𝜕𝑧 𝜕𝑧 𝜕2𝑧 𝜕2𝑧 𝜕2𝑧


𝑝= , 𝑞= , 𝑟 = 2, 𝑠= , 𝑡= 2
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦
Necessary and sufficient conditions for 𝑓(𝑥, 𝑦) to be maximum or minimum

Necessary conditions:
𝑓𝑥 𝑎, 𝑏 = 0 and 𝑓𝑦 𝑎, 𝑏 = 0

Sufficient conditions:
𝑓 𝑎, 𝑏 is a maximum value if 𝑟𝑡 − 𝑠 2 > 0 and 𝑟 < 0

𝑓 𝑎, 𝑏 is a minimum value if 𝑟𝑡 − 𝑠 2 > 0 and 𝑟 > 0

Note: If 𝑟𝑡 − 𝑠 2 < 0, 𝑓(𝑎, 𝑏) is not an extreme value, 𝑓(𝑥, 𝑦) is neither a maximum nor a
minimum at the point 𝑎, 𝑏 and the point is called a saddle point.
Working rule to find maximum or minimum values of 𝑓(𝑥, 𝑦)

Step 1: Find the stationary points 𝑎, 𝑏 , 𝑐, 𝑑 … .such that 𝑓𝑥 = 0 and 𝑓𝑦 = 0.

Step 2: Calculate the value of 𝑟 = 𝑓𝑥𝑥 , 𝑠 = 𝑓𝑥𝑦 , 𝑡 = 𝑓𝑦𝑦 for each pair of stationary
points and compute 𝑟𝑡 − 𝑠 2 .

Step 3:
i) If 𝑟𝑡 − 𝑠 2 > 0 and 𝑟 < 0 at (𝑎, 𝑏), 𝑓(𝑎, 𝑏) is a maximum value.
ii) If 𝑟𝑡 − 𝑠 2 > 0 and 𝑟 > 0 at (𝑎, 𝑏), 𝑓(𝑎, 𝑏) is a minimum value.
iii) If 𝑟𝑡 − 𝑠 2 < 0 at (𝑎, 𝑏), 𝑓(𝑎, 𝑏) is not an extreme value, that is (𝑎, 𝑏) is a saddle point
iv) If 𝑟𝑡 − 𝑠 2 = 0 at (𝑎, 𝑏), the case is doubtful and needs further investigation.

Step 4: Similarly examine the other stationary points one by one.


Q1. Find the maximum and minimum values of the function
𝑥 3 + 3𝑥𝑦 2 − 15𝑥 2 − 15𝑦 2 + 72𝑥

Q2. Find the extreme values of the function 𝑓 𝑥, 𝑦 = 𝑥 3 + 𝑦 3 − 3𝑥 − 12𝑦 + 20

Q3. Find the extreme values of 𝑓 𝑥, 𝑦 = 𝑥 3 𝑦 2 (1 − 𝑥 − 𝑦)

Q4. Show that 𝑓 𝑥, 𝑦 = 𝑥 3 + 𝑦 3 − 3𝑥𝑦 + 1 is minimum at (1, 1)

Q5. Examine the following function for extreme values


𝑓 𝑥, 𝑦 = 𝑥 4 + 𝑦 4 − 2𝑥 2 + 4𝑥𝑦 − 2𝑦 2
Q6. Examine the function f 𝑥, 𝑦 = 1 + sin(𝑥 2 + 𝑦 2 ) for extreme values
Page No: 227-229 Problems: 5.10 (Q1, Q2, Q3 and Q4)
Higher Engineering Mathematics, Dr. B. S. Grewal (43 rd Edition)
Answers:
Q1.
𝑓𝑀𝑎𝑥 4, 0 = 112
𝑓𝑀𝑖𝑛 6, 0 = 108

Q2.
𝑓𝑀𝑎𝑥 −1, −2 = 38
𝑓𝑀𝑖𝑛 1, 2 = 2

Q3.
1 1 1
𝑓𝑀𝑎𝑥 , =
2 3 432
Lagrange’s Method:

𝐹 = 𝑢 𝑥, 𝑦, 𝑧 + 𝜆 𝜑(𝑥, 𝑦, 𝑧)

Q1. Find the minimum value of 𝑥 2 + 𝑦 2 + 𝑧 2 when 𝑥 + 𝑦 + 𝑧 = 3𝑎

Q2. Find the minimum value of 𝑥 2 + 𝑦 2 + 𝑧 2 subject to the condition


𝑎𝑥 + 𝑏𝑦 + 𝑐𝑧 = 𝑝
Note: The directional derivative of a scalar function 𝜑 at any point is maximum
along ∇𝜑 and its maximum value is ∇𝜑
Q1. If 𝜑 𝑥, 𝑦, 𝑧 = 3𝑥 2 𝑦 − 𝑦 3 𝑧 2 , find ∇𝜑 at the point (1, -2, -1)

Q2. Find a unit normal to the surface 𝑥 2 𝑦 + 2𝑥𝑧 = 4 at the point (2, −2, 3)

Q3. Find the directional derivative of 𝜑 = 𝑥 2 𝑦𝑧 + 4𝑥𝑧 2 at (1, −2, −1) in the
direction 2𝑖 − 𝑗 − 2𝑘

Q4. In which direction, the directional derivative of 𝑥 2 𝑦𝑧 3 is maximum at (2, 1, −1)


and find the magnitude of this maximum
.
Q1. Find the equation of the tangent plane and the normal line to the surface 𝑧 2 =
4(1 + 𝑥 2 + 𝑦 2 ) at (2, 2, 6)

Q2. Find the equation of the tangent plane and the normal line to the surface
2𝑥 2 + 𝑦 2 = 3 − 2𝑧 at (2, 1, −3)
Thank You

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