Lecture Note - Week 3 Ssce 1993
Lecture Note - Week 3 Ssce 1993
Lecture Note - Week 3 Ssce 1993
Contents:
1. MULTIVARIABLE FUNCTIONS
1.1 Functions of One Variable
Examples
1.2 Functions of Two Variables
Examples
1.3 Functions of Three Variables
Examples
2. PARTIAL DERIVATIVES
2.1 Definition of Partial Derivatives
First Order Partial Derivatives
Second Order Partial Derivatives
2.2 Chain Rules (Partial Derivatives of
Composite Functions)
2.3 Partial Derivatives of an Implicit Function
y f x
The function of f is called a real-valued function of
one variable or simply: function of one variable.
Examples:
FUNCTION NAME
y ax b
y ax 2 bx c
y ax3 bx 2 cx d
1.2 Functions of Two Variables
z f x, y
The function of f is called a real-valued function of
two variables or simply: function of two variables.
w f x, y , z
The function of w is called a real-valued function of
three variables or simply: function of three
variables.
f ( x ) 2 x 3
ln x sin x
- 1 independent variable which is x
f ( x , y ) 2 xy y 3
e x
f ( x, y, z ) 3z xy sin( xz )
- 3 independent variables which are x, y and z
V x, h x 2 xh ,
ct
p(r , t ) 4
r (c is a constant)
PARTIAL
DERIVATIVES
2.1 Definition of Partial Derivative
f ( x , y y ) f ( x , y )
f y ( x, y ) lim
y 0 y
f f
Other notations: f x , fy
x y
f f f
f x xo , yo = , xo , yo
x xo , yo x x xo , y yo x
Note:
Recall: Differentiation
REMEMBER
f ( x, y ) 2 x 2 3 x 2 y y 2 x y 1
EXERCISE/TUTORIAL
y
Show that u ln( x 2 y 2 ) and v 2 tan 1 satisfy the equations
x
u v u v
and
x y y x
The rules for differentiating functions of a
single variable holds in calculating partial
derivatives.
- Product rules, quotient rules, chain rules
Recall:
Differentiation Rules
Constant d
Rule c 0, c constant
dx
Power Rule d n
x nx n1
dx
Product d
Rule u ( x)v( x) u '( x)v( x) u ( x)v '( x)
dx
Quotient
Rule d u ( x) u '( x)v( x) u ( x)v '( x)
dx v( x) v( x)2
Chain Rule d
dx
f g ( x) f ' g ( x) g '( x)
Example 3:
Determine the partial derivatives of the
following functions with respect to each of the
independent variables:
(a) f ( x, y ) xy 2 ln( x)
(b) z ( x 3 y)
2 5
(c) z x cos(2 x 2 5 y )
sin( x 2 y )
(d) f ( x, y )
(1 4 x 3 y )
For a function of three independent
variables x, y and z, that is f ( x, y, z ) ,
there are three partial derivatives:
fx and fy and fz
The partial derivative fx is calculated by
holding y and z constant. Likewise, for f y and
fz.
Example 4:
x
Let f ( x , y , z ) cos 2
x 2 ye y 3
z , find:
y
(a) fx
(b) fy
(c) f z
Higher Order Partial Derivatives
If f ( x, y ) is a function with two variables, then
f x ( x, y ) and f y ( x, y ) are also functions with
two variables. Partial derivatives of f x ( x, y )
and f y ( x, y ) are the second-order partial
derivatives of f ( x, y ) and they are defined as:
f 2 f
f x x f xx 2
x x x
f 2 f
f x y f xy
y x yx
f 2 f
f y x f yx
x y xy
f 2 f
f y y f yy 2
y y y
Example 5:
f , f , f , f
Find xx xy yx yy of f ( x , y ) x 2 3y
e
Theorem 1 (Euler Theorem)
If f , f x , f y , f xy and f yx are continuous
and defined in an open space that
contains a point (a, b) , then
f xy (a, b) f yx (a, b)
EXERCISE/TUTORIAL
x x
If z e t sin cos where c is a constant value, show that
c c
z 2 z
2
c .
t x 2
EXERCISE/TUTORIAL
f 2 f
2 0.
x y
EXERCISE/TUTORIAL
2 f
Find the derivative of if the function is given as
yx
f x, y xy ln xy 2 e x cos xy
2.2 Chain rules (Partial Derivatives of Composite
Functions)
For the case of z f (x, y) and at the same time,
x and y are functions of a single variable t,
dz
Thus, we can calculate the derivative given
dt
by the following theorem.
Theorem 2
If z f (x, y) is differentiable and x and y are
differentiable functions of t, then z is a
differentiable function of t and
dz z dx z dy x t
z
dt x dt y dt y t
Example 6:
z
Suppose that z x 3 y where x ln 2t and y t 2 cos t . Find .
t
EXERCISE/TUTORIAL
Find
dw by using the chain rule if w xyz with
dt
x t 3 , y t 2 and z t 4 .
Theorem 3
If z f (u , v ) , u g ( x, y ) and v h( x, y )
and the partial derivatives of f, g, and h
exist, then
z z u z v
x u x v x
z z u z v
y u y v y
Note: z
The alphabet/letter
used to represent the
variables could be
anything.
Chain rule can be extended to function with any
multiple variables.
If w f (u , v, r ) ,
u g ( x, y, z ), v h( x, y, z ) and
r s ( x, y , z ) , then
w w u w v w r
x u x v x r x
w w u w v w r
y u y v y r y
w w u w v w r
z u z v z r z
EXERCISE/TUTORIAL
ln y
If z f , show that
x
z x z
y 0.
y ln y x
EXERCISE/TUTORIAL
EXERCISE/TUTORIAL
EXERCISE/TUTORIAL
2.2 Implicit Function (Partial Derivatives)
Before this, we dealt with an explicit function
A function in which the dependent variable
can be written explicitly in terms of the
independent variable.
E.g: z ( x 2
3 y ) 5
Explicit Function
Theorem 4
If F ( x, y, z ) 0 implicitly defines a differentiable
function z as a function of two variables x and y,
then
z F ( x, y , z ) z Fy ( x, y, z )
x ,
x Fz ( x, y, z ) y Fz ( x, y, z )
a) xy 2 zy x sin y 3 2 z
b) e
xy
ln z x y
c) cos( x 2 z ) 3 y 2 ln y 2 xyz 0
EXERCISE/TUTORIAL
z
Find .
x
EXERCISE/TUTORIAL