Partial Differentiation and Its Applications
Partial Differentiation and Its Applications
ITS APPLICATIONS
´ Function of Several variables – Introduction
´ LIMITS:
The function z = 𝑓 𝑥, 𝑦 ∶ 𝑅×𝑅 → 𝑅 is said to tend to the limit 𝑙 as (𝑥, 𝑦) →
(𝑎,b) if for any 𝜖 > 0, there exists 𝛿 > 0 such that
𝑓 𝑥, 𝑦 − 𝑙 < 𝜖 whenever 𝑥, 𝑦 − (𝑎, 𝑏) <𝛿.
´ NOTE:
In most of the cases, the limit is the same irrespective of the path along
which the point 𝑥, 𝑦 approaches 𝑎, 𝑏 and
lim lim 𝑓(𝑥, 𝑦) = lim lim 𝑓(𝑥, 𝑦)
"→$ %→& %→& "→$
But it is not always so, as the following examples show:
"'%
lim as (𝑥, 𝑦) → (0,0) along the line 𝑦 = 𝑚𝑥
"(%
"'*" +'*
= lim = , which is different for lines with different slopes.
"→) "(*" +(*
Also,
𝒙'𝒚 𝒙 𝒙'𝒚 '𝒚
𝒍𝒊𝒎 𝒍𝒊𝒎 = 𝒍𝒊𝒎 = 𝟏, whereas 𝒍𝒊𝒎 𝒍𝒊𝒎 = 𝒍𝒊𝒎 = −𝟏.
𝒙→𝟎 𝒚→𝟎 𝒙(𝒚 𝒙→𝟎 𝒙 𝒚→𝟎 𝒙→𝟎 𝒙(𝒚 𝒚→𝟎 𝒚
(a) "→$
lim [𝑓 𝑥, 𝑦 ± 𝑔(𝑥, 𝑦)] = 𝑙 ± 𝑚
%→&
(b) "→$
lim 𝑓 𝑥, 𝑦 · 𝑔 𝑥, 𝑦 =𝑙·𝑚
%→&
(c) "→$
lim 𝑓 𝑥, 𝑦 /𝑔 𝑥, 𝑦 = 𝑙/𝑚 (𝑚 ≠ 0, 𝑔 𝑥, 𝑦 ≠ 0)
%→&
(zero)
"'%
2) If 𝑓 𝑥, 𝑦 = , show that lim lim 𝑓(𝑥, 𝑦) ≠ lim lim 𝑓(𝑥, 𝑦)
!"(% "→) %→) %→) "→)
Similarly,
23
Note: What is the geometrical meaning of ?
2"
In most of the Engineering applications,
PROBLEMS:
1) Find the first and second partial derivatives of 𝑧 = 𝑥 5 + 𝑦 5 − 3𝑎𝑥𝑦.
Solution:
23
= 3𝑥 ! − 3𝑎𝑦
2"
23
= 3𝑦 ! − 3𝑎𝑥
2%
2! 3
= 6𝑥
2"!
2! 3
= 6𝑦
2%!
2! 3 2! 3
Also observe that = .
2%2" 2"2%
2! 3 2 3!
2) If 𝑧 = 𝑓 𝑥 + 𝑐𝑡 + 𝜑 𝑥 − 𝑐𝑡 , prove that 26 !
= 𝑐 ! 2"!.
This is an important partial differential equation, known as wave equation.
2! 8 2! 8 2! 8
3) If 𝑣 = (𝑥 ! + 𝑦! + 𝑧 ! )'+/! , prove that + + = 0.
2"! 2%! 23 !
2 2 2 ! '9
4) If 𝑢 = log 𝑥 5 + 𝑦 5 + 𝑧 5 − 3𝑥𝑦𝑧 , show that ( + + ) 𝑢 = .
2" 2% 23 ("(%(3)!
%
Any function 𝑓 𝑥, 𝑦 which can be expressed in the form 𝑥 : 𝜑 , is called a
"
homogeneous function of degree 𝑛 in 𝑥 and 𝑦.
Give an example of an homogeneous function of degree −1.
CHAIN RULE:
COROLLARY:
where the ordinary derivatives have been replaced by the partial derivatives
because 𝑥, 𝑦 are functions of two variables 𝑠 and 𝑡.
Similarly, regarding 𝑠 as constant, we obtain
PROBLEMS:
B! % C! ;'!DC=(D! =
1) If 𝑓 𝑥, 𝑦 = 0, show that = − .
B"! C"
B@
2) If 𝑢 = 𝑥 ! + 𝑦 ! + 𝑧 ! and 𝑥 = 𝑒 !6 , 𝑦 = 𝑒 !6 cos 3𝑡 , 𝑧 = 𝑒 !6 sin 3𝑡. Find as a
B6
total derivative and verify the result by direct substitution.
3) If the curves 𝑓 𝑥, 𝑦 = 0 and φ 𝑥, 𝑦 = 0 touch, show that at the point
24 2E 24 2E
of contact · = ·
2" 2% 2% 2"
2! @ 2! @
4) Transform the equation + ! = 0 into polar coordinates.
2"! 2%
2! @ + 2@ + 2! @
(The transformed equation is + + ! ! = 0.)
2; ! ; 2; ; 2?
5) If by the substitution 𝑢 = 𝑥 ! − 𝑦 ! , 𝑣 = 2𝑥𝑦, 𝑓 𝑥, 𝑦 = 𝜃 𝑢, 𝑣 , show that
2! 4 2! 4 2! ? 2! ?
+ = 4(𝑥 ! + !
𝑦 )( ! + ).
2"! 2%! 2@ 28!
JACOBIANS:
If 𝑢 and 𝑣 are functions of two independent variables 𝑥 and 𝑦, then the
determinant is called the Jacobian of 𝑢, 𝑣 with
PROBLEMS:
2(",%)
(1)In polar coordinates 𝑥 = 𝑟𝑐𝑜𝑠𝜃, 𝑦 = 𝑟𝑠𝑖𝑛𝜃, show that = 𝑟.
2(;,?)
then
FUNCTIONAL RELATIONSHIP:
If 𝑢+ , 𝑢! , 𝑢5 be functions of 𝑥+ , 𝑥! , 𝑥5 then the necessary and sufficient
condition for the existence of a functional relationship of the form
𝑓 𝑢+ , 𝑢! , 𝑢5 = 0, is
PROBLEMS:
2(",%,3)
1) If 𝑢 = 𝑥𝑦𝑧, 𝑣 = 𝑥 ! + 𝑦 ! + 𝑧 ! , 𝑤 = 𝑥 + 𝑦 + 𝑧, 𝑓𝑖𝑛𝑑 .
2(@,8,I)
2(",%,3)
( = 1/2(𝑥 − 𝑦)(𝑦 − 𝑧)(𝑧 − 𝑥))
2(@,8,I)
Sometimes the maximum or minimum value may for a ridge such that the
surface descends or ascends n all directions except that of the ridge.
Besides these, we have such a point of the surface, where the tangent plane
is horizontal and the surface looks like leather seat on the horse’s back which
falls for displacement in certain directions and rises for displacements in
other directions. Such a point is called a saddle point.
For small values of ℎ and 𝑘, the second and higher order terms are still smaller
and hence they neglected. Thus
Taking ℎ = 0 we see that the right hand side changes sign when 𝑘 changes
sign. Hence 𝑓 𝑥, 𝑦 cannot have a maximum or minimum at (𝑎, 𝑏) unless
𝑓% 𝑎, 𝑏 = 0.
Similarly, taking k= 0 we find that 𝑓 𝑥, 𝑦 cannot have a maximum or minimum
at 𝑎, 𝑏 unless 𝑓" 𝑎, 𝑏 = 0.
Hence the necessary conditions for 𝑓 𝑥, 𝑦 to have a maximum or minimum at
(𝑎, 𝑏) are that
For small values of ℎ and 𝑘,
where
Thus
STATIONARY VALUE:
𝑓(𝑎, 𝑏) is said to be a stationary value of 𝑓(𝑥, 𝑦) if 𝑓" 𝑎, 𝑏 = 0 and 𝑓% 𝑎, 𝑏 = 0
i.e., the function is stationary at 𝑎, 𝑏 .
Working rule to find the maximum and minimum values of 𝑓(𝑥, 𝑦)
24 24
1) Find and and equate each to zero. Solve these as simultaneous
2" 2%
equations in 𝑥 and 𝑦. Let 𝑎, 𝑏 , 𝑐, 𝑑 , … be the pairs of values.
2! 4 2! 4 2! 4
2) Calculate the value of 𝑟 = , 𝑠= , 𝑡= for each pair of values.
2"! 2"2% 2%!