Please read this disclaimer before proceeding:

This document is confidential and intended solely for the educational purpose of
RMK Group of Educational Institutions. If you have received this document
through email in error, please notify the system manager. This document
contains proprietary information and is intended only to the respective group /
learning community as intended. If you are not the addressee you should not
disseminate, distribute or copy through e-mail. Please notify the sender
immediately by e-mail if you have received this document by mistake and delete
this document from your system. If you are not the intended recipient you are
notified that disclosing, copying, distributing or taking any action in reliance on
the contents of this information is strictly prohibited.
 22MA101
MATRICES AND CALCULUS
Department: MATHEMATICS
Batch/Year:2023 - 2024/ I
Created by: Department of Mathematics
Date: 18.10.2023
 Table of Contents
S. No. Contents Page
1 Course Objectives 6

2 Prerequisites 7

3 Syllabus 8

4 Course Outcomes 9

5 CO - PO/PSO Mapping 10

6 Lecture Plan 11

7 Activity Based Learning 12

Lecture Notes : Unit III Multivariable Calculus 15

3.1 Partial derivatives 17

3.2 Total derivative 30

3.3 Differentiation of implicit functions 51

8
3.4 Jacobian and properties 55
3.5 Taylor’s series for functions of two variables 62

3.6 Maxima and minima of functions of two variables 72

9 Practice Quiz: Multivariable Calculus 83

10 Assignments 87

11 Part A Questions & Answers 89

12 Part B Questions 93

13 Supportive Online Certification Courses 95

14 Real Time Applications 96

15 Contents Beyond the Syllabus 99

16 Additional Resources 100

17 Mini Project 101

18 Prescribed Text Books & Reference Books 102

 Course Objectives

S. No. Course Objectives

The syllabus is designed to:

1 Explain the concepts of matrix algebra techniques needed

for practical applications

2 Determine the curvature of the curves.

Illustrate the simple applications of multivariable calculus

3 and vector calculus.

4 Make the students understand the concepts of vector

differentiation and integration.

5 Elaborate the concept and application of multiple integrals.

 Prerequisites

Subject Code: 22MA101

Subject Name: MATRICES AND CALCULUS

Prerequisites

To learn engineering mathematics one has to be strong in

mathematics including the basic concepts of algebra,
trigonometry, geometry and precalculus.

Definition of differentiation and integration from the first principle

and how to use some properties and rules to find the derivatives
and integration of more complicated functions.
 Syllabus
UNIT I MATRICES 15
Eigenvalues and Eigenvectors of a real matrix – Properties of Eigenvalues and Eigenvectors – Statement and
applications of Cayley-Hamilton Theorem – Diagonalization of matrices by orthogonal transformation – Reduction
of a quadratic form to canonical form by orthogonal transformation – Nature of quadratic forms. Theory : 9
Experiments using SCILAB:
1. Introduction to SCILAB through matrices and general syntax.
2. Finding the Eigen values and Eigenvectors.
3. Plotting the graph of a quadratic form. Laboratory: 6

UNIT II SINGLE VARIABLE CALCULUS 15

Curvature in Cartesian and Polar Co-ordinates – Centre and radius of curvature –
Circle of curvature–Evolutes. Theory : 9
Experiments using SCILAB:
1. Evaluating the radius of curvature.
2. Finding the coordinates of the center of curvature.
3. Tracing of Curves. Laboratory: 6

UNIT III MULTIVARIABLE CALCULUS 15

Partial derivatives (excluding Euler’s theorem) – Total derivative – Differentiation of implicit functions –
Jacobian and properties – Taylor’s series for functions of two variables – Maxima and minima of functions
of two variables. Theory : 9
Experiments using SCILAB:
1. Evaluating the maxima of functions of several variables.
2. Evaluating the minima of functions of several variables.
3. Evaluation of Jacobians. Laboratory: 6

UNIT IV MULTIPLE INTEGRALS 15

Double integrals – Change of order of integration – Area enclosed by plane curves – Triple integrals –
Volume of solids. Theory : 9
Experiments using SCILAB:
1. Evaluating area under a curve.
2. Evaluating area using double integral..
3. Evaluation of volume by integrals. Laboratory: 6

UNIT V VECTOR CALCULUS 15

Gradient, divergence and curl (excluding vector identities) – Directional derivative – Irrotational and
Solenoidal vector fields – Vector integration – Green’s theorem in a plane and Gauss divergence theorem
(Statement only) – Simple applications involving cubes and rectangular parallelopipeds. Theory : 9
Experiments using SCILAB:
1. Evaluating gradient.
2. Evaluating directional derivative.
3. Evaluating divergent and curl. Laboratory: 6

8
 Course Outcomes

Highest
Course Outcomes Cognitive
CO’s
Level

After the successful completion of the course, the student will be able to:

CO 1 Use the matrix algebra methods to diagonalize the K1, K2

matrix.

Determine the evolute of the curve.

CO 2 K3

Apply differential calculus ideas on the function of

CO 3 several variables. K1, K3

Evaluate the area and volume by applying

CO 4 the concept of multiple integration K3

CO 5 Utilize the concept of vector calculus in evaluating

K3
integrals.
 CCO-PO/CO-PSO Mapping

CO’s PO1 PO2 PO3 PO4 PO5 PO6 PO7 PO8 PO9 PO10 PO11 PO12

CO1 2 1 1 1 1 1 - - - - - 1

CO2 3 2 1 - - 1 - - - - - 1

CO3 2 1 1 1 1 - - - - 1

CO4 2 2 1 1 1 - - - - - - 1

CO5 3 2 1 1 1 1 - - - - - 1

CO’s PSO1 PSO2 PSO3

CO1 - - -

CO2 - - -

CO3 - - -

CO4 - - -

CO5 - - -

CO6 - - -
 Lecture Plan
Topics to be No. of Proposed Actual Pertain Taxonomy Mode of
S.No covered periods Date Date Level Delivery
-ing CO

PPT,
Partial 25.10.23 Chalk &
1 3 CO2 K2
derivatives
Talk

Total derivative Chalk

2 2 28.10.23 CO2
K2 and Talk

PPT,
Differentiation of 01.11.23 Chalk &
3 1 CO2 K2
implicit functions
Talk

4 PPT,
Jacobian and 02.11.23 Chalk &
2 CO2 K2
properties
Talk
Taylor’s series PPT,
for functions of
04.11.23 Chalk &
5 2 CO2 K2
two variables Talk

Maxima and PPT,

minima of 06.11.23 Chalk &
6 2 CO2 K3
functions of two
Talk
variables

11
 Activity Based Learning
Highest
Pertain-
S. No. Topic Cognitive Activity
ing CO’s
Level
Learning
through talking:
variables and
1. Partial differentiation CO3 K1
constants. Self
evaluation quiz

Practice
2. Total derivative CO3 K2 problems

Implicit
3. Partial differentiation differentiation
of implicit functions CO3 K2 handout with
solutions
Transformations
4. Jacobians CO3 K2 in the plane.

Taylor’s series for

5. functions of two Self evaluation
CO3 K2 MCQs
variables
Critical/Saddle
Maxima and minima of point calculator for
6. CO3 K3
functions of two variable f(x,y). Self
evaluation MCQs

12
 Activity Based Learning
1. Learning through talking: variables and constants,

Self evaluation quiz

https://quizizz.com/admin/quiz/5a705ffc6043b5001d319ff8/con
stant-coefficient-variable-term

https://www.softschools.com/quizzes/math/expressions_and_v
ariables/quiz815.html

2. Tutorial Module with answers

http://www.cse.salford.ac.uk/physics/gsmcdonald/M2_03_Homogeneous_
Functions.pdf

https://www.sanfoundry.com/engineering-mathematics-questions-
answers-euler-theorem-1/

3. Practice problems
https://tutorial.math.lamar.edu/classes/calciii/differentials.aspx

4. Self evaluation practice quiz

https://www.mathopolis.com/questions/q.html?id=1220&t=mif&qs=1220
_1221_85_577_578_1219_2255_2256_2257_7124&site=1&ref=2f616c67
656272612f6368616e67652d6f662d7661726961626c65732e68746d6c&titl
e=4368616e6765206f66205661726961626c6573

5. Implicit differentiation handout

https://calcworkshop.com/pdf/implicit-differentiation-practice-
problems.pdf

6. Transformations in the plane.

https://www.geogebra.org/m/kmbZBTwv

13
 Activity Based Learning

7. Self evaluation MCQs:

https://www.sanfoundry.com/differential-integral-calculus-questions-
answers-Taylors-theorem-two-variables/

8. Critical/Saddle point calculator for f(x,y)

https://www.wolframalpha.com/widgets/view.jsp?id=c3dca6eecdf620eb76
2db0179b82f5

https://www.sanfoundry.com/engineering-mathematics-questions-
answers-entrance-exams/

https://www.sanfoundry.com/engineering-mathematics-questions-
answers-maxima-minima-two-variables-3/

9. Self evaluation problems

https://tutorial.math.lamar.edu/Problems/CalcIII/LagrangeMultipliers.aspx

Note: To open the links select ‘Copy Selection’

14
 UNIT III

MULTIVARIABLE CALCULUS

15
Introduction
In the previous unit, we dealt with functions of a single independent variable.
We will now consider functions which depend on more than one independent variable;
such functions are called functions of several variables.

The distance of the point (x, y) from the origin in the xy − plane is an example
for a function of two independent variables x and y . Similarly, the distance of the
point (x, y, z) from the origin in three-dimensional space is an example of a function
of three independent variables x, y, z .

In many practical situations, we come across physical quantities which depend

on the values of two or more variables.

For example,

(i) the volume of a cylinder depends on its height and the radius of the base circle.

(ii) the volume of rectangular parallelepiped depends on its length, breadth and height.

(iii) In thermodynamics, temperature is a function of pressure and volume.

For more information on functions of several variables

Click here https://www.youtube.com/watch?v=P43qNhCj1Gg

Definition: Function of two variables

Let S be a subset of 2 (set of all ordered pairs of real numbers ). A function
f :S → is a rule which assigns to every (x, y)  S a unique real number in
denoted by f (x, y) . We say f (x, y) is a function of two independent variables x and
y , S is called the domain of the function f .

Note: In functions of two variables, a point will always be of the form (a, b) .

Neighbourhood of a point (a, b) in the plane

The  -neighbourhood of the point (a, b) is the disc (x, y) − (a,b)  

 (x − a)2 + ( y − b)2  
3.1 Partial derivatives
Let z = f (x, y) be a function of two independent variables x and y defined
and continuous in R.

The derivative of z with respect to x , keeping y as constant is called the partial

derivative of z with respect to x and is defined as

z f (x + x, y) − f (x, y)
= lim .
x x→0 x
The derivative of z with respect to y , keeping x as constant is called the partial
derivative of z with respect to y and is defined as

z f (x, y + y) − f (x, y)

= lim .
y y→0 y

Similarly, the partial derivatives of functions of more than two independent variables
are defined. Thus, if u = f (x, y, z) then

u
= Derivative of u with respect to x , with y and z kept as constants, and so on.
x

Notation
z f (x, y) f
The partial derivative is also denoted as , , f x, D xf .
x x x

z f (x, y) f
The partial derivative is also denoted as , , f y, D yf .
y y y

17
First order and second order partial derivatives
If u = f (x, y) then the possible first order partial derivatives are

u u
p= or u x , q = or u y .
x y

The second order partial derivatives of u = f (x, y) with respect to x and y are

 2u   u 
r= =   = u xx
x 2
x   x 

 2u   u 
s= =   = u xy
xy x   y 

 2u   u 
t= =   = u yy .
y 2
y   y 

The third and higher orders of the partial derivatives can be obtained similarly.

Note
1. If u = f (x, y) and its partial derivatives are continuous, the order of differentiation
2u 2u
is immaterial. i.e., = . i.e., uxy = uyx .
xy yx

2. In partial differentiation of a function of two or more variables, it is assumed that

only one of the variables varies at a time.

Rules of Partial Differentiation

The process of finding partial derivatives is called partial differentiation.
The rules of differentiation that are applicable to functions of a single independent
variable are also applicable for partial differentiation; the only difference is that while
differentiating partially with respect to one independent variable all other
independent variables are treated as constant.

Geometrical Interpretation of Partial Derivatives

In geometry, y = f (x) or f (x, y) = 0 represents a curve in a 2 − D plane represented
by two mutually perpendicular axes namely x − axis and y − axis . z = f (x, y) or
f (x, y, z) = 0 represents a surface S in 3 − D space represented by three mutually
orthogonal axes namely x − axis, y − axis and z − axis .

18
If f (a, b) = c , then the point P(a, b, c) lies on S . By fixing y = b , we are restricting
our attention to the curve C1 in which the vertical plane y = b intersects S .
Likewise, the vertical plane x = a intersects S in a curve C2 . Both of the curves C1
and C2 pass through the point P . (See the figure)

Notice that the curve C1 is the graph of the function g(x) = f (x, b) , so the
slope of its tangent T1 at P is g ' (a) = f x (a,b) . The curve C 2 is the graph of the
function G( y) = f (a, y) , so the slope of its tangent T2 at P is g(x) = f (x, b)
G ' (b) = f (a,b) .
y

Thus the partial derivatives f x (a, b) and f y (a,b) can be interpreted

geometrically as the slopes of the tangent lines at P(a, b, c) to the traces C1 and C2
of S in the planes y = b and x = a .

Partial derivatives are also interpreted as rate of change. If z = f (x, y) , then

z
represents the rate of change of z with respect to x when y is fixed. Similarly,
x
z
represents the rate of change of z with respect to y when x is fixed.
y

Example 1: If z = x 3 y 5 − 2x 2 y, find z , z and  z .

2

x y xy

Solution: Given z = x3 y5 − 2x2 y .

z
Differentiating z partially with respect to x , = 3x 2 y 5 − 4xy
x

z
Differentiating z partially with respect to y , = 5x3 y 4 − 2x2
y

19
 z
Differentiating partially with respect to x , we get
y
2 z   z  
= = (5x y
3 4
− 2x
2

)= 15x
2 4
y − 4x .
xy x  y  x

Example 2: Find the first and the second partial derivatives of z = x3 + y3 − 3axy.

Solution: Given z = x3 + y3 − 3axy .

z
Differentiating z partially with respect to x , = 3x2 + 0 − 3ay(1) = 3x2 − 3ay
x
z
Differentiating z partially with respect to y , = 0 + 3y 2 − 3ax(1) = 3y 2 − 3ax
y
z 2 z 
Differentiating partially with respect to x , 2 = (3x 2 − 3ay )= 6x
x x x

z 2 z 
Differentiating partially with respect to y , 2 = (3y 2 − 3ax )= 6 y
y y y

z 2 z 
Differentiating partially with respect to x , = (3y 2 − 3ax )= −3a
y xy x

z 2 z 
Differentiating
x
partially with respect to y ,
yx
=
y
3x 2 − 3ay = −3a ( )
2 z 2 z
It is observed that =
xy yx .

2 z 2 z 2 z
Example 3: If z = x 3 + y 3 − 3ax 2 y − 3bxy 2 , find , and .
x 2 y 2 xy

Solution: Given z = x3 + y3 − 3ax2 y − 3bxy 2 .

z
Differentiating z partially with respect to x , = 3x2 − 6axy − 3by2
x

z 2 z
Differentiating partially with respect to x , = 6x − 6ay
x x2

z
Differentiating z partially with respect to y , = 3y 2 − 3ax2 − 6bxy
y

20
 z 2 z
Differentiating partially with respect to y , 2 = 6 y − 6bx
y y

z 2 z
Differentiating partially with respect to x , = −6ax − 6by
y xy

x x y y x r
Example 4: If x = r cos , y = r sin  , find , , , . Also prove that = .
r  r  r x

Solution: Given x = r cos  and y = r sin 

x  r
(i) = (r cos  ) = (cos  ) = cos  ,
r r r
x  
= (r cos ) = r (cos ) = r(−sin  ) = −r sin 
  
y  r
= (r sin  ) = (sin  ) = sin 
r r r

y  
= (r sin  ) = r (sin  ) = r(cos  ) = r cos 
  

(ii) x2 = r 2 cos2  , y2 = r 2 sin 2 

x2 + y2 = r 2 cos2  + r 2 sin 2 
x 2 + y 2 = r 2 ( cos 2  + sin 2  )
= r 2 (1) [ cos 2  + sin 2  = 1]
x2 + y2 = r 2 − − − − − − − − − − − − − − → (1)

Differentiate (1) partially with respect to x , we can get

r
2x = 2r
x

r x
 =
x r

r r cos 
 = = cos 
x r

x r
 = .
r x

Note: If x = r cos , y = r sin  , then x2 = r2 cos2  , y2 = r2 sin2 

 x2 + y 2 = r 2 cos2  + r 2 sin 2 

21
 x 2 + y 2 = r 2 (cos 2  + sin 2  )
= r 2 (1) [ cos 2  + sin 2  = 1]
x2 + y 2 = r 2

 r = x2 + y2

y r sin  sin 
Now, = = = tan    = tan −1  y  .
x r cos  cos  x

y z u u u
Example 5: If u = + , find x +y +z .
z x x y z

y z
Solution: Given u = + .
z x

u z u 1 u y 1
 =− 2 , = , =− 2 +
x x y z z z x

u u u
= x  − 2  + y   + z − 2 + 
z 1 y 1
 x +y +z
x y z  x  z  z x
z y y z
=− + − +
x z z x

u u u
 x + y + z = 0.
x y z

2 f 2 f
Example 6: If f (x, y) = log x + y , show that
2 2
+ = 0.
x2 y2

( ) = log (x2 + y 2 ).
1
1
Solution: Given f (x, y) = log x + y = log x + y
2 2 2 2 2
2
f 1 1 x
= (2x ) = 2 2
x 2 x + y
2 2
x +y

2 f (x + y )(1) − x (2x )  u  vu − uv 

2 2

=  d  v  = v2 
x2 (x2 + y 2 )  
2
 

 2 f x 2 + y 2 − 2x 2 y2 − x2
= =
x2 (x2 + y 2 )2 (x2 + y 2 )2

22
 f 1 1 y
= (2 y ) = 2 2
y 2 x + y
2 2
x +y

2 f (x + y )(1) − y (2 y )  u  vu − uv 

2 2

=  d  v  = v2 
y2 (x2 + y 2 )  
2
 

2 f x2 + y2 − 2 y2 x2 − y2
= =
x2 (x2 + y 2 )2 (x2 + y 2 )2
2 f 2 f y 2 − x2 x2 − y 2
 + = +
x2 y2 (x 2 + y 2 )2 (x 2 + y 2 )2
y − x 2+ x 2− y 2
= 2
(x 2
+ y2 )
2

2 f 2 f
 + = 0.
x2 y2

x u u
Example 7: If u = sin−1   + tan−1   , then find the value of x + y .
y
y
   
x x y

x
Solution: Given u = sin−1   + tan−1   .
y
 y x

u 1 1 1  y 
=   + − 2 
x  x   y  1 + y2
2 2
 x 
1−   x
y

u 1 y
= −
x y2 − x2 x + y2
2

u 1  x  1 1
=  − 2 +
y y2  x 
 x   y  1+ 2  
2

1−   x
y

u 1x x
=−  + 2
y y −x  y x +y
2 2 2

u u  1 y  + y − 1  x  + x 
 x +y = x − 2  
x y  y 2 − x2 x + y 2   y2 − x2  y  x + y 
2 2
  

23
 x xy x xy
= − − +
y2 − x2 x + y2
2
y2 − x2 x + y2
2

u u
 x + y = 0.
x y

y x
u = x2 tan−1 − y2 tan−1 , then show that  2u x2 − y2
Example 8: If = and
x y xy x2 + y2
 2u  2u
= .
xy yx

y x
Solution: Given u = x2 tan−1 − y2 tan−1 .
x y

 
 
1  x 
u 1 
− 2 
1 −1 x
= x2 . −  2 y. tan + y 2
. 2 
y  y x 
2
y  x   y 
1+   1+  
x  
 y 

x3 x xy2
= − 2 y tan −1 + 2
x2 + y 2 y x + y2

x (x 2 + y 2 )
= − 2 y tanx−1 = x − 2 y tanx−1
x +y
2 2
y y

 2u  
=  x − 2 y tan −1 x 
xy x  y

11
= 1− 2 y.
x y
2

1+  
 y

2 y2
= 1−
x2 + y 2
x2 + y 2 − 2 y 2
=
x2 + y 2

 2u x2 − y 2
 =
xy x2 + y2

24
 u y 1 y 1 1
= 2x. tan −1 + x2 − 2 − y .
2

x y  x 
2 2
x y
1+  
x
1+  
x y

y − x2 y − y3
= 2x tan −1
x x 2 + y 2 (x 2 + y 2 )

=−
(
y x2 + y 2 ) + 2x tany−1
x +y2 2
x

y
= − y + 2x tan −1
x

 2u 
=  − y + 2x tan −1 
y
yx y  x

1 1
= −1+ 2x   2
y  x
1+  
x

2x 2 −x 2 − y 2 + 2x 2
= −1+ =
x2 + y 2 x2 + y2

2u x2 − y 2
=
yx x2 + y2

2u  2u
 = .
xy yx

    −9
2

Example 9: If u = log(x + y + z − 3xyz) , show that  + +  u =

3 3 3
.
 x y z  (x + y + z) 2

Solution: Given u = log(x3 + y3 + z3 − 3xyz) .

u  d
= 3 3 3
1
x x + y + z − 3xyz
(3x2 − 3yz ) 
 dx (log ax ) = ax (a) 
1

u
= 3 3 3
1
y x + y + z − 3xyz
(3y 2 − 3xz )

u
= 3 3 3
1
z x + y + z − 3xyz
(3z 2 − 3xy )

25
 u u u
+ + = 3
1
x y z x + y + z − 3xyz
3 3
( 3x 2 − 3yz )

+ 3
1
x + y + z 3 − 3xyz
3 (3y 2 − 3xz )
(3z 2 − 3xy )
1
+ 3
x + y + z 3 − 3xyz
3

3x 2 − 3yz + 3y 2 − 3xz + 3z 2 − 3xy

=
x3 + y 3 + z 3 − 3xyz

3 (x 2 + y 2 + z 2 − xy − yz − xz )
=
(x + y + z )(x 2 + y 2 + z 2 − xy − yz − xz )
u u u 3
+ + =
x y z ( x + y + z)

Now,   +  +   u =
3
 x y z  (x + y + z )
              3
 x + y + z  x + y + z  u =  x + y + 
    z  (x + y + z )

             
2
3 3 3
 x + y + z  u = x  x + y + z  + y  x + y + z  + z  x + y + z 
       

     −3 −3 −3
2

 + +  u= 2 ( ) 2 ( ) 2 ( )
1+ 1+ 1
 x y z  (x + y + z ) (x + y + z ) (x + y + z )

    −9
2

  + +  u= .
 x y z  (x + y + z )
2

Example 10: If u = x y , show that (i) u = u (ii) u =u .

xy yx xxy xyx

Solution: Given u = x y .

u  d a
x
= u x = yx y −1
 dx ( )
x = ax a−1 


  u   2u
=
y  x  yx
( )
= u = y x y−1 log x + x y−1 (1)
yx  d (uv ) = uv + vu

26
 y−1 y−1
 u yx = yx log x + x − − − − − −− → (1)

  2u  3u  y−1 1 y−2 

  = xyx = u xyx = y  x x + (log x) (y −1 )x  + ( y −1) x
y −2
x yx
   
 u xyx = y x y−2 + ( y −1) x y−2 (1+ y log x ) − − − − − −− → (2)

u  d x
y
= u y = x y log x ( )

 dx a = a log a 
x

  u   2u
= u xy = x y   + (log x) (yx y−1 )
1
  =
x  y  xy x
y−1 y−1
 u xy = x + yx log x − − − − − −− → (3)

  2u  3u   1 

x xy  = xxy = u xxy = ( y −1) x + y  (log x) ( y −1) x
y −2 y −2
+ x y −1  ( )
    x 
=( y −1) x y −2 + y ( y −1) x y −2 log x + yx y −2
 u xxy = y x y−2 + ( y −1) x y−2 (1+ y log x ) − − − − − −− → (4)

From (1) and (3), uxy = uyx . From (2) and (4), uxxy = uxyx .

2u 2u 2u

Example 11: If u = (x 2 + y 2 + z 2 ) 2 , prove that
−1
+ + = 0.
x2 y2 z2

Solution: Given u = (x 2 + y 2 + z 2 )
−1
2
.

u
1
= − (x 2 + y 2 + z 2 ) 2 (2x)
1 − −1

x 2
3
= −x (x 2 + y 2 + z 2 ) 2
−

  u    
( )
3
−
 = −x x + y + z
2 2 2

2
x  x  x  

 2u  3
) (2x )+ (x ) (−1)
5 3

(
− −
= −x  −  x2 + y2 + z 2 2 2
+ y2 + z 2 2
x 2
 2

2u
) (
5 3

( )
− −
= 3x 2
x 2
+ y 2
+ z 2 2 − x2 + y 2 + z 2 2
x2

27
  2u
( ) − (x )
5 3
− −
Similarly, = 3y 2 x 2 + y 2 + z 2 2 2
+ y2 + z 2 2
y2

2u
= 3z (x + y + z ) − (x + y + z )
5 3
− −
2 2 2 2 2 2 2 2 2
z2

2u 2u 2u

) (
5 3

( )
− −
+ + = 3x 2
x 2
+ y 2
+ z 2 2 − x2 + y 2 + z 2 2
x y
2 2
z 2

+ 3y 2 (x 2 + y 2 + z 2 ) 2 − (x 2 + y 2 + z 2 ) 2
5 3
− −

+ 3z 2 (x 2 + y 2 + z 2 ) 2 − (x 2 + y 2 + z 2 ) 2
5 3
− −

 2u  2u  2u
) (
5 3

( )( )
− −
+ + = 3 x 2
+ y 2
+ z 2
x 2
+ y 2
+ z 2 2 − 3 x2 + y 2 + z 2 2
x2 y2 z2

= 3 (x 2 + y 2 + z 2 ) 2 − 3 (x 2 + y 2 + z 2 ) 2
3 3
− −

2u 2u 2u

 + + =0
x2 y2 z2

2 z 2  z
2
Example 12: If z = f (x + ct )+ g (x − ct ), prove that = c 2.
t 2 x

Solution: Given z = f (x + ct )+ g (x − ct ) .

z = f  x + ct  x + ct + g x − ct  x − ct
( ) ( ) ( ) ( )
x x x

z = f  x + ct 1 + g x − ct 1
( )( ) ( )( )
x

z = f  x + ct + g x − ct
( ) ( )
x

2 z
= ( )+ ( − )
f x + ct g x ct
x2
z = f  x + ct  x + ct + g x − ct  x − ct
Now, ( ) ( ) ( ) ( )
t t t

z = f  x + ct c + g x − ct −c
( )( ) ( )( )
t

28
 2 z
= ( )( )( )+ ( − )(− )(− )
f x + ct c c g x ct c c
t2
2 z
= ( ) 2
+ ( − ) 2
f x + ct c g x ct c
t2
2 z
=
( f  (x + ct )+ g (x − ct ))
2
c
t 2

2 z 2 z 
2
 = c  2 
.
t 2  x 

Exercise:
x u u
1. If u = , prove that x +y = 0.
y x y

2. If u = log(x 2 + y 2 ) + tan −1   , prove that u xx + u yy = 0.

y
x

2 z 2 z
3. If z = x log y , verify that =
xy yx .

2 z 2 z
4. If u = x y + y x , verify that = .
xy yx

 y  y 2  u 2u 2  u
2 2
5. If u = xf   + g   , then show that x + 2xy + y = 0.
x  x x 2 xy y 2

u u
6. If u = eax−by sin (ax + by ) then show that b − a = 2abu .
x y

2 z 2  z
2
7. If z = cos(x + ay) + sin(x − ay) then prove that = a .
y2 x2

2 z 2  z
2
8. If z = sin(ax + y) + cos(ax − y) then prove that = a .
x2 y2

Activity:
Discuss the applications of partial derivatives in your discipline with at least
two examples.

29
3.2 Total derivative
If u = f (x, y ), where x =  (t ) and y =  (t ) , then u is a function of t alone
by substituting the values of x and y in f (x, y ) . Thus we can find the ordinary
du
derivative which is called the total derivative of u .
dt

without actually substituting the values of x and y in f (x, y ),

du
To find
dt
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

du u dx u dy u dz
=  +  + 
dt x dt y dt z dt

Total differential: If u = f (x, y ), where x and y are functions of some other

variables then the total differential of u is du = u dx + u dy

x y

If u = f (x, y, z ) where x, y, z are all functions of t . Then the total differential of u

is du = u dx + u dy + u dz
x y z

Watch this video on total differentiation

https://www.youtube.com/watch?v=41iIxeFfufA

dz
Example 1: If z = x2 + y 2 where x = t 3 , y = t 2 , find .
dt
Solution:
z = x2 + y 2 x = t3 y = t2
z z dx
= 2x , = 2y = 3t 2 dy
= 2t
x y dt dt
dz z dx z dy
= +
dt x dt y dt

= (2x)(3t 2 ) + (2 y)(2t)
= 2(t 3 )(3t 2 ) + 2(t 2 )(2t)
= 6t 5 + 4t 3 .

30
 dz
Example 2: If z = x2 − 3xy2 where x = et , y = e−t , find .
dt
Solution: Given z = x2 − 3xy 2 .
z = x 2 − 3xy 2 x = et y = e−t
z dx
= et dy
= 2x − 3y 2 = −e−t
x dt dt
z
= −6xy
y
dz z dx z dy
= +
dt x dt y dt
= (2x − 3y 2 )(et ) + (−6xy)(−e−t )
= (2et − 3e−2t )(et ) + (−6et e−t )(−e−t )
= 2e 2t − 3e −t + 6e −t
= 2e 2t + 3e −t .
du
Example 3: If u = log(x + y + z) where x = e−t , y = cost, z = sin t , find .
dt
Solution:
u = log(x + y + z) x = e−t y = cos t z = sin t
u 1 dx dy dz
= = −e−t = − sin t = cos t
x x + y + z dt dt dt
u 1
=
y x + y + z
u 1
=
z x + y + z
du u dx u dy u dz
= + +
dt x dt y dt z dt

=
1
x+ y+z
(
−e −t + (− sin t) + cos t )
−e −t − sin t + cos t
= .
e −t + cos t + sin t
du
Example 4: If u = xy + yz + zx where x = t, y = et and z = t 2 , find .
dt
Solution: Given u = xy + yz + zx .
u u u
= y+z = x+z = y+x
x y z
x=t y = et z = t2
dx dy
=1 = et dz
= 2t
dt dt dt

31
du u dx u dy u dz
= + +
dt x dt y dt z dt

= ( y + z)(1) + (x + z)et + ( y + x)(2t)

= (et + t 2 ) + (t + t 2 )(et ) + (et + t)(2t)

= 3t 2 + et (1+ 3t + t 2 ) .

du
Example 5: If u = x2 + y2 + z 2 where x = e2t , y = e2t cos 3t, z = e2t sin 3t , find .
dt
Solution: Given u = x2 + y2 + z 2 .
u u u
= 2x = 2y = 2z
x y z
x = e2t y = e2t cos 3t z = e2t sin 3t
dx
= 2e2t dy
= −3e2t sin 3t + 2e2t cos 3t
dz
= 3e2t cos 3t + 2e2t sin 3t
dt dt dt
du u dx u dy u dz
= + +
dt x dt y dt z dt

(
( ) ( ) ( ) ) ( ( )
du = 2x  2e2t + 2 y  e2t −3sin 3t + cos 3t 2e2t + 2z  e2t 3cos 3t + sin 3t 2e2t
dt
)
(( ) ( )
du = 2e2t  2e2t + 2e2t cos 3t  e2t −3sin 3t + cos 3t 2e2t
dt
)
+2e 2t
(
sin 3t  e2t (3cos 3t ) + sin 3t (2e2t ) )
du
= 4e4t − 6e4t sin 3t cos 3t + 4e4t cos2 3t + 6e4t sin 3t cos 3t + 4e4t sin2 3t
dt

= 4e4t + 4e4t (cos 2 3t + sin 2 3t )

du
dt

()
du = 4e4t + 4e4t 1
 cos 2 3t + sin 2 3t = 1
dt

du
 = 8e4t .
dt

 x du
Example 6: Given u = sin   , x = et and y = t 2 , find as a function of t . Verify
y dt
the result by direct substitution.

32
 du u dx u dy
Solution: We know that = +
dt x dt y dt

du x1  x  x 
= cos    et + cos   − 2   2t
dt  y y  y  y 

du  et  et  et  et
 = cos  2   2 − 2 cos  2   3
dt t  t t  t

du  et  et  2
 = cos  2  2
1− t 
dt t t  

 et  e t
= cos  2  3 t − 2 .
du

dt t t
 x e 
, x = e t and y = t 2  u = sin t
Direct method: u = sin    2
y  t 

du  et   t 2et − et 2t 
= cos 2  
 t   (t 2 ) 
2
dt
 

du  et   te t (t − 2 ) 
 = cos  2  
dt t  t4 

 du = cos  e
t
 e t (t − 2 )
 .
dt t
2
 t3

View this to get clear idea about Total derivative

https://www.youtube.com/watch?v=WNBNaXRjoA4

Exercise:

1. If u = x 3 + y 3 , x = a cos t, y = b sin t , find du .

dt

2. If z = x n y m , x = cos at, y = sin bt , find dz .

dt

3. If u = x 2 y 3 , x = log t, y = e t , find du .
dt

33
4. Find du when u = x 2 y, x = t 2 , y = e t .
dt

1 du
5. If u = xy + yz + zx where x = , y = et and z = e−t , find .
t dt

du 3
6. If u = sin−1 (x − y) where x = 3t, y = 4t3 , show that = .
dt 1− t 2

Answers :

1. 3 sin t cos t (b 3 sin t − a 3 cos t ) 2. − cos n at sin m bt (an tan at − bm cot bt )

3t

3.
e log t
(2 + 3t log t ) 4. t 3 e t (4 + t )
t

5. 23 (t sinh t − cosh t )
t

34
Change of variables
If u = f (x, y ) where x =  (s,t ) and y =  (s,t ) it is often necessary to change
u u u u
expressions involving u, x, y, , etc. to expressions involving u, s, t, , etc.
x y s t
then,

u u x u y
=  + 
s x s y s

u u x u y
=  + 
t x t y t

If u = f ( x, y, z ) where x =  (r, s, t ) and y =  (r, s, t ) then

u u x u y u z
=  +  + 
r x r y r z r

u u x u y u z
=  +  + 
s x s y s z s

u u x u y u z
=  +  + 
t x t y t z t

x du
Example 1: Given u = sin   , x = e −t and y = t 2 , find as a function of t. Verify
y  dt
your result by direct substitution.
du u dx u dy
Solution: We know that =  + 
dt x dt y dt

du x1  x  x 
= − cos    e−t + cos   − 2   2t
dt  
y y  y  y 

du  e−t  e−t  e−t  e−t

= − cos  2 
 2 − 2 cos  2  3
dt t  t t  t

 e−t  e−t  2
= − cos  2  2 1+ 
du
 
dt  t  t  t

du  e−t  e−t
 = − cos 2  3 t + 2
dt t t

35
Direct method:

x  e−t 
u = sin   , x = e −t and y = t 2  u = sin  2 
y t 

du  e−t   t 2e−t + e−t 2t 

= cos  2 
 (t 2 ) 
2
dt t


du  e −t   te −t (t + 2 ) 
= cos  2 
dt t4 
 t  

du  e−t  e−t (t + 2 )
 = cos  2 
dt t  t3

du
Example 2: If u = x2 + y 2 +z 2 , where x = et , y = et cos t, z = et sin t , find
dt

Solution: Given u = x2 + y 2 +z 2 , x = et , y = et cos t, z = et sin t

du u dx u dy u dz
=  +  + 
dt x dt y dt z dt

du
dt
( ( ))+ 2z  (e (cos t )+ sin t (e ))
= 2x  e t + 2 y  e t (− sin t ) + cos t e t t t

du
dt
( ( )) ( ( ))
= 2e t  e t + 2e t cos t  e t (− sin t ) + cos t e t + 2e t sin t  e t (cos t ) + sin t e t

du
= 2e 2t − 2e 2t sin t cos t + 2e 2t cos 2 t + 2e 2t sin t cos t + 2e 2t sin 2 t
dt
du
dt
(
= 2e 2t + 2e 2t cos 2 t + sin 2 t )

= 2e2t + 2e2t (1)

du
 cos 2 t + sin 2 t = 1
dt

du
 = 4e2t
dt

du
Example 3: If u = x log xy where x 3 + y 3 + 3xy = 1 find
dx

Solution: Let f (x, y ) = x 3 + y 3 + 3xy = 1

f
= − x
dy
dx f
y 40
 dy 3x 2 + 3y x2 + y
=− =−
dx 3y 2 + 3x y2 + x

Now,
du u dx u dy
=  + 
dx x dx y dx

du  1   1   x2 + y 
=x y + (1) log xy  +  x x   − 2 
dx  xy   xy   y +x

du x (x 2 + y )
 = 1 + log xy −
dx y (y 2 + x )

dy
Example 4: If x y + y x = a b then find
dx

Solution: Let f (x, y ) = x y + y x − a b = 0

f
We know that,
dy
=− x
dx f
y
f f
= yx y −1 + y x log y , = x y log x + xy x −1
x y

dy  yx y −1 + y x log y 
 =− y x−1 
dx  x log x + xy 

 y−x z−x u u u
Example 5 : If u = f  ,  then prove that x 2 + y2 + z2 =0
 xy xz  x y z

 y−x z−x
Solution: Given u = f 
xz 
,
 xy

Let u = f (s,t ) here

y−x y x 1 1
s= = − s= − &
xy xy xy x y

z−x z x 1 1
t= = − t= −
xz xz xz x z

We know that
u u s u t
=  + 
x s x t x

37
 u u  −1  u  −1 
=  +   
x s  x 2  t  x 2 
u u u
x2 =− − − − − − − − −− → (1)
x s t

Similarly,
u u s u t
=  + 
y s y t y

u u  1  u
=  +  (0 )
y s  y2  t

u u
y2 = − − − − − − −− → (2)
y s

Also,
u u s u t
=  + 
z s z t z

u u u 1
=  (0 ) +   2 
z s t  z 
u u
z2 = − − − − − − −− → (3)
z t

Adding (1), (2) & (3) , we get

u u u u u u u
x2 + y2 + z2 =− − + +
x y z s t s t

u u u
 x2 + y2 + z2 =0
x y z

Example 6: If z = f (x, y ) where x = u2 − v2 , y = 2uv then prove that

,
2 z 2 z  2 z 2 z 
+ = 4 (u 2 + v 2 ) 2 + 2 
u2 v2  x y 

Solution: Given z = f (x, y ) , x = u 2 − v 2 , y = 2uv

z z x z y
=  + 
u x u y u

z z z
=  (2u ) +  (2v )
u x y

z  
=  2u + 2v   z
u  x y 
38
     
=  2u + 2v 
u  x y 

 2 z   z 
Now, =
u 2 u  u 

2 z     z z 
=  2u + 2v  2u + 2v 
u  x y  x y 
2

2 z 2  z
2
2 z 2 z 2  z
2
= 4u + 4uv + 4uv + 4v − − − − − − −− → (1)
u 2 x 2 xy yx y 2

Similarly,
z z x z y
=  + 
v x v y v

z z z
=  (−2v ) +  (2u )
v x y

z z z
= −2v + 2u
v x y

  
= −2v + 2u
v x y

 2 z   z 
Now, =
v 2 v  v 

2 z     z z 
=  −2v + 2u  −2v + 2u 
v 2
 x y  x y 

2 z 2  z
2
2 z 2 z 2  z
2
= 4v − 4uv − 4uv + 4u − − − − − − −− → (2)
v2 x2 xy yx y 2

Adding (1) & (2) , we get

2 z 2 z 2  z
2
2 z 2 z 2  z
2
+ = 4u + 4uv + 4uv + 4v
u2 v2 x2 xy yx y 2
2 z 2 z 2 z 2  z
2
+ 4v 2 − 4uv − 4uv + 4u
x2 xy yx y2

2  z 2 z 2 z 2 z
2
2 z 2 z + 4v2 + 4v2 + 4u2
+ = 4u
u2 v2 x2 y2 x2 y2

39
 2 z 2 z 2  z 2  z
( )x 2 ( )y 2
2 2
+ = 4 u 2
+ v + 4 u 2
+ v
u2 v2

2 z 2 z  2 z 2 z 
 + = 4 (u 2 + v 2 ) 2 + 2 
u2 v2  x y 

Example 7: If z = f ( x, y) , where x = r cos  , y = r sin  , show that

 z   z   z  1  z 
2 2 2 2

 x  +   =   + 2   .
   y   r  r   

Solution:

Given z = f ( x, y) and x = r cos  , y = r sin 

z z x z y
=  + 
r x r y r

z z z
=  cos  +  sin 
r x y

 z   z z 
2 2

 r  =  cos  x + sin  y 
   

 z   z   z   z   z 
2 2 2

 r  = cos 2
   + sin    + 2 cos  sin     − − − − − − −− → (1)
2

   x   y   x   y 

z z x z y
=  + 
 x  y 
z z z
=  (−r sin  ) +  r cos 
 x y

 z   z z 
2 2

   =  −r sin  x + r cos  y 
   

 z   z   z   z   z 
2 2 2

   = r 2
sin 2
   + r cos    − 2r cos  sin    
2 2 2

   x   y   x   y 

 z 
2   z 
2
 z 
2
 z   z  
   = r 2 2

sin   + cos 2
   − 2 cos  sin     
    x   y   x   y  


1  z 2  z   z   z   z 
2 2

 = sin    + cos    − 2 cos  sin     − − − − − − −− → (2)

2 2
2 
r     x   y   x   y 

40
Adding (1) & (2) , we get

 z  1  z  2  z   z   z   z 
2 2 2

  + 2   = cos 2
   + sin    + 2 cos  sin     
2

 r  r     x   y   x   y 
 z   z   z   z 
2 2

+ sin    + cos2    − 2 cos  sin     

2

 x   y   x   y 

 z  1  z   z   z 
2 2 2 2

  + 2 
 r  r   
 = cos 2
 + sin 2
(  + sin  + cos   
 x 
2 2
) ( )
 y 

 z   z   z  1  z 2
2 2 2

 +
    =  +    cos2  + sin 2  = 1
 x   y   r  r 2   
z z z
Example 8: If z = f ( x, y) and x = e u cos v, y = e u sin v , prove that x +y =e
2u

v u y

 z   z  = e−2u  z   z  
2 2 2 2
and   +     +   
 x   y   u   v  

Solution:

Given z = f ( x, y) and x = e u cos v, y = e u sin v

z z x z y
=  + 
u x u y u

z z z
= (e u
cos v )+ (e u
sin v ) − − − − − − −− → (1)
u x y

z z x z y
=  + 
v x v y v

z z z
= (−e u
sin v )+ (e u
cos v ) − − − − − − −− → (2)
v x y

z z  z z   z z 
x +y = (e u cos v ) −e u sin v + e u cos v  + (e u sin v ) e u cos v + e u sin v 
v u  x y   x y 

z z z z z z
x +y = −e 2u sin v cos v + e 2u cos2 v + e 2u sin v cos v + e 2u sin 2 v
v u x y x y

z z z
x +y = e 2u (cos 2
v + sin 2 v ).
v u y

z z z
 x +y = e 2u  cos2 v + sin 2 v = 1
v u y
41
Squaring (1) & (2) and adding, we get

+z  = eu  cos v z + sin v z  +eu  −sin v z + cos v z 

2 2
 z 
2 2

  y  y 
 u   v    x   x

 z 
+z   z z   z z 
2 2 2 2

  = e2u  cos v + sin v  + e2u  −sin v + cos v 

 u   v   x y   x y 

 z  z    z   z 
2
 z   z  
+v
2 2 2

   = e2u cos2 v   + sin2 v   + 2 cos v sin v   

 u      x   y   x   y  

 z   z  
2  z  2  z 
2

+e sin v  x  + cos v  y  − 2sin v cos v  x

2

 
2u

        y  

 z   z   
2  z  2  z  2  z  2  z 
2 2 2 2 2 2

  +   = e cos v   + sin v   + sin v   + cos v   

2u

 u   v    x   y   x   y  

 z   z 
2 2   z 
2
 z  
2

  +   = e (cos v + sin v )  +(sin v + cos v )  

2u 2 2 2 2

 u   v    x   y  

 z   z    z  
2u  z 
2 2 2 2

  +   = e   +     cos2 v + sin2 v = 1

 u   v   x   y  

 z   z  = e−2u  z   z  
2 2 2 2
     +     +
 x   y   u   v  

Activity:
Practice Problems
https://tutorial.math.lamar.edu/Classes/CalcI/ImplicitDiff.aspx
Exercise:

1. If u = x 3 + y 3 , x = a cos t, y = b sin t find du .

dt

2. Obtain du when u = log (xy ) if x 2 + y 2 = a 2 .

dx

3. Given the transformations u = ex cos y, v = ex sin y and that  is a function of u and

v and also of x and y . Prove that   +   = ( 2 + )  +    .

2 2 2 2
2

x2 y2
u v  u2 v2 


42
4. If (sin x) = (cos y) find dy .
y x

dx

5. If z is function of x and y , and u and v are other two variables such that u = lx + my ,
2 z 2 z 2  z 2 z 
( )
2
v = ly − mx , show that + = l 2
+ m +
 u2 v 2  .
x2 y2  

Answers:
y 2 − x2  y cot x − log cos y 
1. 3sin t cos t (b 3 sin t − a 3 cos t ) 2. 4. −  
xy2  logsin x + x tan y 

Composite functions
If z = f (x, y ) is a differentiable function of x and y where x =  (u, v) and y =  (u, v) are
differentiable functions of u and v . Then

z z x z y
= +
u x u y u
z z x z y
= +
v x v y v

Example 1: If z = f (x, y ) and x = eu + e−v , y = e −u − ev , show that

z − z = x z − y z .
u v x y

Solution: We have
z = z x + z y = z eu + z −e −u = z eu − z e −u
( ) ( )
u x u y u x y x y

z = z x + z y = z −e−v + z −ev = − z e −v − z ev
( ) ( )
v x v y v x y x y

43
 z z z z z z
Now, − = (e u
)
+ e−v − (e −u
)
− ev = x −y
u v x y x y

Example 2: If z = f ( x, y ) and has continuous second order partial derivatives and

z  2 z
x = r 2 + s 2 and y = 2rs find ,
r r2

z z x z y
Solution: = +
r x r y r

z z z
= 2r + 2s
r x y

 2 z   z    z z 
Now, =   =  2r + 2s 
r 2
r  r  r  x y 

Applying product rule we get,

2 z z  z   z 
= 2 + 2r   + 2s  
r 2
x r  x  r  y 

z     z  x     z  y      z  x     z  y 
=2 + 2r    +    + 2s     +     
x    
  x  x  r   y  x  r  x  y  r   y  y  r 

z  2 z 2 z   2 z 2 z 
=2 + 2r  2 (2r ) + (2s ) + 2s  (2r ) + 2 (2s )
x  x yx   xy y 

z 2 z 2 z 2 z 2 z
=2 + 4r 2 2 + 4rs + 4rs + 4s2 2
x x yx xy y

z 2  z
2
2 z 2  z
2
=2 + 4r + 8rs + 4s
x x2 yx y2

Example 3: If z = f ( x, y ) and x = eu sin v, y = eu cos v prove that

2 z 2 z  2 z 2 z 
+ = e2u  2 + 2 
u2 v2  x y 

44
Solution: We have,

z z x z y
So, = +
u x u y u

z z z
= (e u
)
sin v + (e u
cos v )
u x y

2 z   z    z  x   z  y
u 2 = u  u  = x  u  u + y  u  u
     

  z u z    z z 
= 
x  x
(e sin v )+ (eu cos v ) eu sin v +  (e u sin v )+ (e u cos v ) e u cos v
y y  x y
 

 2 z 2 z u   2 z u 2 z 
=  2 eu sin v + e cos v  e u sin v +  e sin v + 2 e u cos v  e u cos v
 x xy   yx y 

 2 z 2u 2  2 z 2u  2 z 2u  2 z 2u
= 2 e
sin v + e cos v sin v + e cos v sin v + 2 e cos2 v
x xy yx y

 2 z 2u 2  2 z 2u  2 z 2u
= e sin v + 2 e cos v sin v + 2 e cos 2 v (1)
x 2 xy y

z z x z y
Now, = +
v x v y v

z z z
= (e u
)
cos v + (−e u
sin v )
v x y

 2 z   z    z  x   z  y
v 2 = v v = x v v + y v v
     

  z u z    z z 
= 
x  x
(e cos v )+ (−eu sin v ) eu cos v −  (e u cos v )+ (−eu sin v ) e u sin v
y y  x y
 

 2 z 2 z u   2 z u 2 z 
=  2 eu cos v − e sin v  e u cos v −  e cos v − 2 e u sin v  e u sin v
 x xy   yx y 

45
  2 z 2u  2 z 2u  2 z 2u  2 z 2u 2
= e cos 2
v − e cos v sin v − e cos v sin v + e sin v
x2 xy yx y2

 2 z 2u  2 z 2u  2 z 2u 2
= e cos 2
v − 2 e cos v sin v + e sin v (2)
x2 xy y2

 2 z  2 z  2 z 2u 2  2 z 2u  2 z 2u  2 z 2u 2
(1)+(2)  + = e sin v + e cos 2
v + e cos 2
v + e sin v
u2 v2 x2 y 2 x 2 y 2

 2 z  2 z  2 z 2u 2  2 z 2u 2
 + =
u2 v2 x 2
(e sin v + e 2u
cos 2
v )+
y 2
(e sin v + e2u cos2 v )
 2 z  2 z  2 z 2u  2 z 2u
 + =
u2 v2 x 2
(e )+
y 2
(e )
2 z 2 z  2 z 2 z 
Therefore, + = e2u  2 + 2 
u2 v2  x y 

Example 4: If z = f ( x, y ) where x = u 2 − v2 , y = 2uv prove that

2 z 2 z  2 z 2 z 
+ = 4 (u 2 + v 2 ) 2 + 2 
u2 v2  x y 

z z x z y
Solution: = +
u x u y u

z z
= (2u ) + z (2v )
u x y

 2 z   z    z  x   z  y
u 2 = u u = x u u + y u u
     

  z
=  (2u ) + z (2v ) 2u +   z (2u ) + z (2v )2v
x  x y  y  x y 

2 z 2 2 z 2 z 2 z
= 2 4u + 4uv + 4uv + 2 4v 2
x xy yx y

2 z 2 2 z 2 z 2
= 4u + 8uv + 4v (1)
x2 xy y2

z z x z y
Now, = +
v x v y v

z z
= (−2v ) + z (2u )
v x y 46
  2 z   z    z  x   z  y
v 2 = v v = x v v + y v v
     

  z
=  (−2v) + z (2u)(−2v) +   z (−2v) + z (2u)(2u)
x  x y  y  x y 

2 z 2 2 z 2 z 2 z 2
= 4v − 4uv − 4uv + 4u
x 2 xy yx y 2

2 z 2 2 z 2 z 2
= 2 4v − 8uv + 4u (2)
x xy y 2

(1)+(2)

2 z 2 z 2 z 2 2 z 2 2 z 2 2 z 2
 + = 2 4u + 2 4v + 2 4v + 2 4u
u2 v2 x y x y

2 z 2 z  2 z 2 z 
+ = 4  2 (u 2 + v 2 )+ 2 (u 2 + v 2 )
u 2
v 2
 x y 

2 z 2 z  2 z 2 z 
+ = 4 (u 2 + v2 ) 2 + 2 
u2 v2  x y 

Example 5: If z = f ( x, y ) and x = r cos  , y = r sin  show that

 z   z   z  1  z 
2 2 2 2

 x  +   =   + 2  
   y   r  r   

Solution: Here ,

z z x z y
= +
r x r y r

z z
= (cos  ) + z (sin  )
r x y


2
 z   z z
2

  =  (cos  ) + (sin  )
 r   x y 
47
 z   z   z  z z
2 2 2

  =   cos  +   sin  + 2 cos  sin  (1)

2 2

 r   x   y  x y

z z x z y
= +
 x  y 
z z
= (−r sin  ) + z (r cos )
 x y


2
 z   z z
2

  =  (−r sin  ) + (rcos )

    x y 

 z   z  2 2  z  2 2 z z
2 2 2

 =   r sin  +   r cos  − 2r cos  sin 

2

    x   y  x y

1  z 2  z 2  z  z z
2

 =   sin  +   cos  − 2 cos  sin  (2)

2 2
2 
r     x   y  x y

(1)+(2)

 z  1  z 2  z 2  z   z   z 
2 2 2 2

  + 2   =   cos  +   sin  +   sin  +   cos 

2 2 2 2

 r  r     x  y
   x  y
 

 z  1  z   z   z 
2 2 2 2

  + 2  =   (cos  + sin  )+   (cos  + sin  )

2 2 2 2

r
  r 
    x y
 

 z  1  z   z   z 
2 2 2 2

  + 2   =  + 
 r  r     x   y 

 y−x z−x  u u u
Example 6: If u = f  ,  show that x 2 + y2 + z2 =0
 xy xz  x y z

y−x z−x
Solution: Let r = , s=
xy xz

1 1 1 1
i.e; r = − ,s = −
x y x z

48
 u u r u s
= +
x r x s x

u u  −1  u  −1 
= +
x r  x 2  s  x 2 

u u u
x2 =− − (1)
x r s

u u r u  1 
= =
y r y r  y2 

u u
y2 = (2)
y r

u u s u  1 
= =  
z s z s  z 2 

u u s u
z2 = = (3)
z s z s

(1)+(2)+(3)
u u u u u u u
 x2 + y2 + z2 =− − + + =0
x y z r s r s

u u u
Example 7: If u = f ( y − z, z − x, x − y ) prove that + + =0
x y z

Solution: Let r = y − z, s = z − x,t = x − y

u u s u t
= +
x s x t x

u u
= (−1) + u (1) (1)
x s t

u u r u t
= +
y r y t y

49
 u u
= (1) + u (−1) (2)
y r t

u u r u s
= +
z r z s z
u u
= (−1) + u (1) (3)
z r s

u + u + u = − u + u + u − u − u + u = 0
x y z s t r t r s

Activity:
Practice with Composition of Functions
https://mathbitsnotebook.com/Algebra2/Functions/FNCompositionPractice.html

http://www.mesacc.edu/~scotz47781/mat120/notes/composition/composition_prac
tice.html

50
3.3 Differentiation of implicit functions

If f ( x, y ) = c be an implicit relation between x and y which defines as a differentiable function of x , then

df f dx f dy f f dy
=  +  0= +   f = c
dx x dx y dx x y dx

f
f
= − x , where
dy
 0
dx f y
y

If x and y are connected by a relation f ( x, y) = c , then it may not be possible to express y as a single valued function
of x explicitly. Such a functions are called as implicit functions. However differentiation of such functions can be carried
out by help of partial derivatives.

Activity:
Implicit Differentiation Calculator
https://byjus.com/implicit-differentiation-calculator/

dy
Example1: Using partial differentiation find , where x5 + 5x2 y2 + y5 +15x −15y + 25.
dx
Solution: Let z = f (x, y) = x 5 + 5x 2 y 2 + y 5 + 15x − 15y + 25

p=
f
= 5x 4 − 10xy 2 + 15 q = f = 10x2 y + 5y 4 − 15
x y
dy − p −(5x 4 − 10xy 2 + 15)
= =
dx q 10x 2 y + 5 y 4 − 15

−( x 4 − 2xy 2 + 3)
=
2x 2 y + y 4 − 3

51
 dy
Example 2: Find given that x cos y + y sin x = 1
dx

Solution: Let z = f ( x, y) = x cos y + y sin x − 1

f f
p= = cos y + y cos x q= = − x sin y + sin x
x y
dy − p −(cos y + y cos x) cos y + y cos x
= = =
dx q − x sin y + sin x x sin y − sin x

du
Example 3: If u = sin( x 2 + y 2 ) where x 2 + y 2 = a 2 , find .
dx

du u u dy
Solution: Given = +
dx x y dx
−x
= 2x cos( x 2 + y 2 ) + 2 y cos( x 2 + y 2 )
y
= 2 x cos( x 2 + y 2 ) − 2x cos( x 2 + y 2 )
=0

d2y
Example 4: Using partial differentiation find 2
where x 3 + y 3 − 3axy = 0
dx

Solution: Let z = f ( x, y) = x 3 + y 3 − 3axy

f f 2 f
p= = 3x 2 − 3ay q= = 3y 2 − 3ax r= = 6x
x y x2
2 f 2 f
s= = −3a t= = 6y
xy y2
dy − p −(3x2 − 3ay) −( x 2 − ay)
= = =
dx q 3y 2 − 3ax y 2 − ax

d2y − ((3x2 − 3ay)2 (6 y) − 2(3x2 − 3ay)(3y2 − 3ax)(−3a) + (3y2 − 3ax)2 (6x))

=
dx2 (3y 2 − 3ax)3
− 2(xy( x 3 + y 3 − 3axy) + a 3xy)
=
( y 2 − ax)3
2( xy(0) + a 3 xy)
=
(ax − y 2 )3

52
 = 2a3 xy
(ax − y 2 )3

du
Example 5: If u = x log xy and x 3 + y 3 + 3axy = 0 , find .
dx

du u u dy x dy
Solution: Let = + . = 1 + log( xy) + → (1)
dx x y dx y dx

dy dy
x 3 + y 3 + 3axy = 0  3x 2 + 3y 2 + 3a( x
+ y) = 0
dx dx
dy dy −(ay + x 2 )
(3y 2 + 3ax) = −3ay − 3x 2  = → (2)
dx dx ( y 2 + ax)

Sub (2) in (1) we get,

du = x (ay + x2 )
1 + log(xy) − .
dx y ( y2 + ax)

Exercise:

dy
Find using partial derivatives
dx

1. (Cos x ) = (Sin y ) 2. x y = y x 3. x 3 + 3x 2 y + 6 xy 2 + y 3 = 1
y x

2 2
x y
4. + =1 5. ax 2 + 2hxy + by 2 + 2gx + 2 fy + c = 0.
a2 b2

Answers:

1.
dy y sin x + sin y
= 2.
dy y x log y − yx y−1
= 3. dy = (
− x2 + 2xy + 2 y 2 )
dx cos x − x cos y dx x y log x − xy x−1 dx x2 + 4xy + y 2

4.
dy −xb2
= 5. dy = − (ax + hy + g )
dx ya2 dx hx + by + f

53
Practice Problems:
https://tutorial.math.lamar.edu/problems/calci/implicitdiff.aspx
Implicit differentiation review:
https://www.youtube.com/watch?v=x7bxkGH2rCU
https://www.youtube.com/watch?v=WNBNaXRjoA4&t=158s
References:
https://www.youtube.com/watch?v=btcSjC5z7WQ
https://youtu.be/OBELQIPH5xY

54
3.4 Jacobians and its properties

Introduction
Jacobian was introduced by the German mathematician Carl Gustav Jacob
Jacobi (10 December 1804 – 18 February 1851) who made fundamental
contributions to elliptic functions, dynamics, differential equations, determinants,
and number theory.

Definition: If u and v are functions of two independent variables x and y having first
order partial derivatives, then the Jacobian determinant or the Jacobian of u and
 (u, v)
v with respect to x and y is denoted by and defined by
 (x, y )
u u
 (u, v ) x y
= .
 (x, y ) v v
x y
If u, v and w are functions of three independent variables x, y and z having first
order partial derivatives, then the Jacobian of u, v and w with respect to x, y and z is
u u u
x y z
 (u, v, w )
and defined by (
 u, v, w ) v v v
denoted by = .
 (x, y, z )  ( x, y, z ) x y z
w w w
x y z
Applications
1. In the field of control engineering the use of Jacobian matrices allows the local
(approximate) linearisation of non-linear systems around a given equilibrium point
and so allows the use of linear systems techniques, such as the calculation of eigen
values (and thus allows an indication of the type of the equilibrium point).

2. The Jacobian can also be used to solve systems of differential equations at an

equilibrium point or approximate solutions near an equilibrium point.
Its applications include determining the stability of the disease-free equilibrium in
disease modelling.

Properties of Jacobians
Property 1: If J1 is the Jacobian of u , v with respect to x , y and J 2 is the Jacobian
 (u, v )  (x, y )
of x , y with respect to u , v then J 1J 2 = 1. i.e., = 1.
 ( x, y )  (u, v )

55
Property 2: If u and v are functions of r and s where r and s are functions of x and y,
 (u, v )  (r, s )  (u, v )
then = .
 (r, s )  ( x, y )  (x, y )
Property 3: If the functions u, v and w are dependent functions of three
 (u, v, w )
independent variables x, y and z, then = 0.
 ( x, y, z )
 ( x, y) (r, )
Example 1: If x = r cos , y = r sin  , find (i) (ii) .
 (r,  )  (x, y )

Solution:
x = r cos  , y = r sin  ,
x y
= cos , = sin
r r
x y
= −r sin  , = r cos 
 
xx
 ( x, y ) r  = cos −r sin 
(i) = = r cos2  + sin 2   = r.
 (r, ) y y sin  r cos 
r
 (x, y)  (r, )  (r, )  (r, ) 1
(ii) We know that =1  r =1 = .
 (r, )  (x, y)  (x, y )  (x, y ) r

 (u, v)
Example 2: If u = 2xy, v = x2 − y2 where x = r cos , y = r sin , find without
 (r, )
actual substitution.

Solution:
u u x x
 (u, v )  (u, v )  (x, y ) x y r 
= =
 (r,  )  (x, y )  (r, ) v v y y
x y r 

u = 2xy v = x2 − y2 x = r cos  y = r sin 

u v x y
= 2y = 2x = cos = sin
x x r r
u v x y
= 2x = −2 y = −r sin  = r cos 
y y  
 (u, v ) 2y 2x cos  −r sin 
=
 (r, ) 2x −2 y sin  r cos 
= − 4 (x 2 + y 2 )(r cos 2  + r sin 2  )= − 4r 2 (r ) = − 4r 3 .
56
 yz zx xy  (u, v, w)
Example 3: If u = , v = , w = , find .
x y z  ( x, y, z )

Solution:

u u u
x y z
 ( u, v, w ) v v v
=
 ( x, y, z ) x y z
w w w
x y z
zx
u=
yz v= w=
xy
x y z
u − yz v z w y
= 2 = =
x x x y x z
u z v −zx w x
= = 2 =
y x y y y z
u y v x w − xy
= = = 2
z x z y z z
− yz z y
x2 x x − yz zx xy
 (u, v, w ) z −zx x 1 1 1
= = 2  2  2 yz −zx xy
 ( x, y, z ) y y2 y x y z
yz zx xy
y. x − xy
z. z z2

−1 1 1
1
= 2 2 2 ( yz )(zx )(xy ) 1 −1 1 = 4.
x y z
1 1 −1

Example 4: Find the Jacobian of x = r sin cos, y = r sin sin, z = r cos , find
 ( x, y, z )
.
 (r, ,  )

Solution:
x x x
r  
 ( x, y, z ) y y y
=
 (r,  ,  ) r  
z z z
r  
57
 x = r sin  cos  y = r sin  sin  z = r cos 
x y z
= sin cos = sin  sin  = cos
r r r
x y z
= r cos cos = r cos sin  = −r sin 
  
x y z
= −r sin  sin  = r sin  cos =0
  
sin  cos  r cos cos −r sin  sin 
 (x, y, z )
= sin  sin  r cos sin  r sin  cos
 (r, ,  )
cos  −r sin  0

Expand using third row,

J = cos  r 2 cos sin  cos 2  + r 2 cos sin  sin 2  
+ r sin  r sin 2  cos 2  + r sin 2  sin 2  
= r 2 cos2  sin cos2  + sin2  + r 2 sin3  cos2  + s in2  
= r 2 cos2  sin  (1) + r 2 sin 3  (1)
= r 2 sin  (cos 2  + sin 2  ) = r 2 sin  .

Example 5: Prove u = x + y + z, v = x2 + y2 + z 2 , w = xy + yz + zx are functionally

dependent. Find the relationship between them.

Solution:
u u u
x y z
 (u, v, w ) v v v
=
 ( x, y, z ) x y z
w w w
x y z
u= x+ y+z v = x2 + y2 + z2 w = xy + yz + zx
u v w
=1 = 2x = y+z
x x x
u v w
=1 = 2y = x+z
y y y
u v w
=1 = 2z = y+x
z z z
1 1 1 1 1 1
 (u, v, w )
= 2x 2y 2z = 2 x y z
 (x, y, z )
y+z x+z y+x y+z x+z y+x

58
 1 1 1
=2 x+ y+z x+ y+z x+y+z R2 → R2 + R3
y+z x+z y+x
1 1 1
= 2 (x + y + z ) 1 1 1
y+z x+z y+x
= 0.

 u, v and w are functionally dependent. The relationship between them is

u 2 = (x + y + z )2
= x 2 + y 2 + z 2 + 2 (xy + yz + zx )
u 2 = v + 2w.

 (u, v, w)
Example 6: In u = x + 3y 2 − z 2 , v = 4x 2 yz , w = 2z 2 − xy , evaluate at
 (x, y, z )
(1, -1,0).

Solution:

u u u
x y z
 ( u, v, w ) v v v
=
 ( x, y, z ) x y z
w w w
x y z

1 6y −2z
= 8xyz 4x z 4x 2 y
2

−y −x 4z

1 −6 0
 (u, v, w )
At the point (1, -1,0), = 0 0 −4
 ( x, y, z )
1 −1 0

= 4(-1+6)

= 20

59
Example 7: If u = x 1− y 2 + y 1− x 2 , v = sin−1 x + sin−1 y then show that u, v are
functionally related and find the relationship.

Solution:

Given u = x 1 − y 2 + y 1 − x 2 , v = sin −1 x + sin −1 y

1
u xy u = − xy 1− y2
= 1 − y2 − + 1 − x2
x 1 − x2 y 1 − y2

v 1 v 1
= =
x 1 − x2 y 1 − y2

u u
 ( u, v ) x y
=
 ( x, y ) v v
x y

xy − xy
1− y2 − + 1 − x2
1− x 2
1− y 2

= 1
1
1− y2
1 − x2

xy xy
=1- −1+
(1− x )(1− y )
2 2
(1− x )(1− y )
2 2

=0

Hence u and v are functionally related.

i.e., they are not independent.

We have

v = sin −1 x + sin −1 y

= sin −1  x 1 − y 2 + y 1 − x 2 
 

u = sin v

which is the required relationship between u and v.

60
Exercise:

(u, v, w)
1. If u, v, w are functions of independent variables x, y, z and = 4, find the
( x, y, z)
(2u, 2v, 2w)
value of .
( x, y, z)

, prove that (u, v) = a 

2

2. If u = a cosh x cos y, v = a sinh x sin y

−
cosh 2x cos 2 y
 (or)
( x, y) 2

Write down the functional determinant of (u, v ) with respect to (x, y ) .

3. If X = u (1 − v ) & Y = uv , prove that JJ ' = 1.

x2 x3 xx xx ( y1, y2, y3)

4. If y1 = , y2 = 3 1 , y3 = 1 2 , show that = 4.
x1 x2 x3 (x1, x2 , x3)

5. If u = x2 − 2 y2 , v = 2x2 − y2 where x = r cos , y = r sin then show that

 (u, v )
= 6r 3 sin 2.
 (r, )

Answer: 1.32

Activit :
Practice MCQs
https://www.sanfoundry.com/differential-integral-calculus-questions-
answers-jacobians/

https://tutorial.math.lamar.edu/Problems/CalcIII/ChangeOfVariables.aspx

Referenc :

How to approach Jacobian just watch this

https://www.youtube.com/watch?v=TutB0iJ2SEI

https://senior-zero.github.io/JacobianVisualization/

61
3.5 Taylor’s series for functions of two variables

The Taylor’s series of a function f (x, y ) about a point (a, b ) provides an approximation

of the function in the neighbourhood of (a, b) .For a function of single variable x, the

Taylor’s series expansion is

h 2 '' h3 '''
f (x + h ) = f (x ) + hf ' (x ) + f (x ) + f (x) + 
2! 3!

Let f (x, y) be a function of two independent variables ( x, y) defined in the region R of

the xy -plane and let (a, b ) be a point in R. Suppose f (x, y ) has all its partial

derivatives in a neighbourhood of (a, b) then

   1   1  
2 3

f (a + h,b + k )= f (a,b )+ h + k  f (a,b )+  h + k  f (a,b )+  h + k  f (a,b )+

 x y  2!  x y  3!  x y 

( ) ( 1
= f (a,b )+ h f x (a,b )+ k f y (a,b ) + h2 f xx (a,b )+ k 2 f yy (a,b )+ 2hk f xy (a,b )
2!
)
+ h3 f xxx (a,b)+ k f yyy (a,b)+ 3h k f xxy (a,b )+ 3hk f xyy (a,b) +
( )
1 3 2 2

3!

Put x = a + h, y = b + k then h = x − a, k = y − b .

Therefore Taylor’s series can be written as

(
f (x, y ) = f (a,b) + (x − a) f x (a,b) + (y − b) f y (a,b))
+
1
2!
(
(x − a )2 f xx (a,b)+ (y − b)2 f yy (a,b )+ 2 (x − a )(y − b ) f xy(a,b ))
1
(
2 2
)
+ (x − a )3 f xxx (a,b )+ (y − b )3 f yyy (a,b )+ 3(x − a ) (y − b ) f xxy (a,b )+ 3 (x − a )(y − b ) f xyy (a,b ) +...
3!
This is known as the Taylor’s series expansion of f (x, y ) in the neighbourhood of (a, b )

or about the point (a, b ) .

62
When a = 0,b = 0 we get,

f (x, y )= f (0, 0)+ (xf x (0, 0)+ yf y (0, 0))+

1 2
2!
(x f xx (0, 0)+ y2 f yy (0, 0)+ 2xyf xy (0, 0))
+
1 3
3!
(x f xxx (0, 0)+ y3 f yyy (0, 0)+ 3x2 yf xxy (0, 0)+ 3xy2 f xyy (0, 0))+
This is called Maclaurin's series of f (x, y)in powers of x and y.

Activity:
Taylor’s series calculator for one variable
https://www.wolframalpha.com/widgets/view.jsp?id=f9476968629e1163bd4a3b
a839d60925

https://www.symbolab.com/solver/taylor-maclaurin-series-
calculator/inflection%5C%3Apoints%5C%3Ax%5E%7B2%7D?or=related

Example 1: Expand the function ex cos y i) in powers of 

x and y ii)  0,  upto third
 2
degree terms.
Solution: Let f (x, y) = ex cos y

i). Taylor’s expansion in powers of x and y, i.e., at the point (0,0) of f (x, y) is given by

(
f (x, y) = f (0, 0) + xf x(0, 0) + yf y(0, 0) + ) 12 (x 2
f xx (0, 0) + 2xyf xy (0, 0) + y2 f yy(0, 0) )
1 3
+
3
(
x f xxx (0, 0) + 3x2 yf xxy (0, 0) + 3xy2 f xyy (0, 0) + y3 f yyy (0, 0) + )
1
( 1
)
= 1+ (x.1+ y.0) + x2.1+ 2xy.0 + y .(−1) +  x3.1+ 3x2 y.0 + 3xy2.(−1) + y3 (0) +
2
2

= 1+ x +
2
(
1 2 2 1 3
) (
x − y + x − 3xy2 +
6
)
x2 y2 x3
 f (x, y) = 1+ x + − + − 1 xy2 +
2 2 6 2

63
 At  0,  
Function At (0,0)  
 2
f (x, y) = ex cos y f ( 0, 0 ) = 1 f ( 0,  2 ) = 0
f x (x, y) = e x cos y f x (0, 0) = 1 f ( 0,  2 ) = 0
x

f y (x, y) = −e x sin y f y (0, 0) = 0 f ( 0,  2 ) = −1

y

f ( 0,  2 ) = 0
f xx (x, y) = e x cos y f xx (0, 0) = 1
xx

fxy (x, y) = −e x sin y f xy (0, 0) = 0 f ( 0, 2 ) = −1

xy

f yy (x, y) = −e x cos y f yy (0, 0) = −1 f ( 0,  2 ) = 0

yy

f xxx (x, y) = e xcos y f xxx (0, 0) = 1 f ( 0,  2 ) = 0

xxx

fxxy (x, y) = −e x sin y f xxy (0, 0) = 0 f ( 0,  2 ) = −1

xxy

fxyy (x, y) = −e x cos y f xyy (0, 0) = −1 f ( 0,  2 ) = 0

xyy

f yyy (x, y) = e x sin y f yyy (0, 0) = 0 f ( 0,  2 ) = 1

yyy


ii) Here a = 0 and b =
2

Taylor’s expansion at the point 0,  of f (x, y) is given by

 2
f (x, y) = f (a, b) + (x − a) f x (a, b) + ( y − b) f y (a, b)
1
+ (x − a) 2 f (a, b) + 2(x − a)( y − b) f (a, b) + ( y − b) 2 f (a, b) +
xx xy yy
2

( )
= 0 +  x.0 + y −  (−1) +  x2 .0 + 2x y −  (−1) + y −
 2
1
 2  2 (
2
) ( ) 2
(0) 


+
1 3
3 
( 2 ) ) (0) + (y −  2 ) (1)+
x .0 + 3x 2 y −  (−1) + 3x y − 
2 ( 2 3

= − (y −  )− x (y −  )+  −3x (y −  )+ (y −  ) +
1 2  3

2 2 3 2 2 

64
Example 2: Find Taylor’s expansion of  y
tan −1  
x
at the point (1,1) upto the second degree terms.

f (x, y) = tan−1  
y
Solution:
x

Function At (1,1)
f (1,1) = tan −1 (1)
f (x, y) = tan−1  
y
x =4

1  −y  −y f x (1,1) = −1 2
f x (x, y) =  2  = x2 + y 2
 y  x 
2

1+  
x
1 1 x f y (1,1) = 1 2
f y (x, y) =   = 2
 y x
2
x + y2
1+  
x

( )
 x 2 + y 2 .0 − y.2x  2xy f xx (1,1) = 1 2
f xx (x, y) = −  =

 (
x2 + y 2
2
) 
 (
x2 + y2 )2

 (x 2 + y 2 ).(−1) − (− y).2 y  f xy (1,1) = 0

= y −x
2 2
f xy (x, y) = 
 ( x 2
+ y )
2 2  (x 2 + y 2 )2
 
 (x 2 + y 2 ).0 − x.2 y  f yy (1,1) = −1 2
f yy (x, y) =   = −2xy

 (x2 + y 2 )2  (x2 + y 2 )2

Here a =1 and b = 1

Taylor’s expansion at the point (1,1) of f (x, y) is given by

f (x, y) = f (a,b) + (x

 − a) f x (a,b) + ( y − b) f y (a, b)
1 (x
+  − a) f xx (a,b) + 2(x − a)( y − b) f xy (a,b) + ( y − b) f yy(a,b) +
2 2

65
    −1   1  1  1 2  −1  
= +  (x −1)   + ( y −1)  +  (x −1) 2   + 2(x −1) ( y −1)(0 )+ ( y −1 )   +
4   2   2  2  2  2 
 1
 tan −1   = − (x −1) + ( y −1)+ (x −1) 2 − ( y −1) +
y 1 1 1 2

x 4 2 2 4 4

Example 3: Expand f (x, y ) = e x sin y in powers of (x +1) and  y −  upto terms of
 4

third degree.

Solution: Let f (x, y ) = e x sin y

f (x, y ) = e x sin y   e
−1
f xxx = e x sin y 
f xxx  −1,  =
1 1
f  −1,  = =
 4 2 e 2  4 e 2
f x = e x sin y  f xxy = ex cos y 
f x  −1,  = f xxy  −1,  =
1 1
 4 e 2  4 e 2
f y = ex cos y  f xyy = −ex sin y   −1
f y  −1,  =
1
f xyy  −1,  =
 4 e 2  4 e 2
f xx = e x sin y  f yyy = −ex cos y    −1
f xx  −1,  =
1
f yyy  −1,  =
 4 e 2  4 e 2
f xy = e x cos y 
f xy  −1,  =
1
 4 e 2
f yy = −ex sin y    −1
f yy  −1,  =
 4 e 2

f (x, y) = f (a,b) + ((x − a) fx (a,b) + (y − b) f y (a,b))

(
+ 1 (x − a )2 f xx (a,b)+ ( y − b)2 f yy (a,b)+ 2 (x − a )(y − b ) f xy (a,b )
2!
)
( )
+ 1 (x − a )3 f xxx (a,b )+ ( y − b )3 f yyy (a,b )+ 3(x − a )2 (y − b ) f xxy (a,b )+ 3(x − a )(y − b )2 f xyy (a,b) +...
3!

           
ex sin y = f −1,  + (x +1) f x  −1,  + y −  f y  −1, 
 4   4  4   4 
1      
2
     
+ (x +1) fxx  −1,  + y −  f yy  −1,  + 2(x +1) y −  fxy  −1, 
2

2!  4  4  4  4   4 
1    
3
  2     
2
  
+ (x +1) fxxx  −1,  +  y −  f yyy  −1,  + 3(x +1)  y −  fxxy  −1,  + 3(x +1) y −  fxyy  −1,  +...
3

3!  4  4  4  4  4  4  4 

66
 1  1   1  1 2 1   1
2
  1 
ex sin y = +  (x +1) + y −   +  (x +1) −  y −  + 2 (x +1) y − 
e 2  e 2  4  e 2  2! e 2  4 e 2  4  e 2 
1 3 1   1
3
2  1   1 
2
+ (x +1) − y −  + 3(x +1)  y −  − 3(x +1) y −  + ...
3!  e 2  4 e 2  4 e 2  4  e 2 

Example 4: Expand f (x, y) = ex log(1+ y) in powers of x and y upto terms of

third degree.

Solution: Let f (x, y ) = e x log (1+ y )

f ( x, y ) = e x log (1+ y ) f ( 0, 0 ) = 0
f xxx ( 0, 0 ) = 0
f x ( 0, 0 ) = 0 f = e x log (1+ y )
f = e x log (1+ y )
xxx

x ex f xxy ( 0, 0 ) = 1
x f y ( 0, 0 ) = 1 f xxy =
e 1+ y
fy =
1+ y −ex f xyy ( 0, 0 ) = −1
f xx ( 0, 0 ) = 0 f xyy =
f = ex log(1+ y) (1+ y )2
f yyy ( 0, 0 ) = 2
xx
ex f xy ( 0, 0 ) = 1 f yyy =
2ex
f xy =
1+ y (1+ y )3
−e x f yy ( 0, 0 ) = −1
f yy =
(1 + y )
2

By Maclaurin’s series we have,

f (x, y ) = f (0, 0 )+ (xf x (0, 0 ) + yf y (0, 0 ))+ (x f xx (0, 0 ) + y 2 f yy (0, 0 ) + 2xy f xy (0, 0 ))
1 2
2!
+
1 3
3!
(x f xxx (0, 0 ) + y 3 f yyy (0, 0 ) + 3x 2 y f xxy (0, 0 ) + 3xy 2 f xyy (0, 0 ))+

e x lo g (1 + y ) = 0 + ( x ( 0 ) + y (1 )) +
1
2!
( x 2 ( 0 ) + y 2 ( − 1 ) + 2 xy (1 ))

+
1
3!
( x 3 ( 0 ) + y 3 ( 2 ) + 3 x 2 y (1 ) + 3 xy 2 ( − 1 )) + 

y2 y3 2 2
e x log (1+ y ) = y − + xy + + x y − xy +
2 3 2 2

67
Example 5: Expand f (x, y) = x2 y + 3y − 2 in powers of (x −1) and ( y + 2) upto third degre
terms.

Solution: Let f (x, y ) = x 2 y + 3y − 2

f ( x, y ) = x 2 y + 3y − 2 f (1, −2 ) = −10
f x = 2xy f x (1, −2 ) = −4
f y = x2 + 3
f y (1, −2 ) = 4
f xx = 2 y f xx (1, −2 ) = −4
f xy = 2x f xy (1, −2 ) = 2
f yy = 0 f yy (1, −2 ) = 0
f xxx = 0 f xxx (1, −2 ) = 0
fxxy = 2 f xxy (1, −2 ) = 2
f xyy = 0 f xyy (1, −2 ) = 0
f yyy = 0 f yyy (1, −2 ) = 0

1  (x − a ) f xx (a,b)+ (y − b ) f yy (a,b )
2 2

(
f (x, y) = f (a,b) + (x − a) fx (a,b) + (y − b) f y (a,b) +  )
2! +2 (x − a )( y − b) f xy (a,b)


 
1  (x − a ) f xxx (a,b)+ (y − b) f yyy (a,b )+ 3(x − a ) (y − b ) f xxy (a,b )
3 3 2

+   + ...
3! +3(x − a )( y − b )2 f (a,b) 
 xyy 
(
f (x, y ) = f (1,−2) + (x −1) f x (1, −2) + ( y + 2) f y (1, −2) )
+
1
2!
((x −1)2 f xx (1, −2 )+ ( y + 2 )2 f yy (1, −2 )+ 2 (x −1)( y + 2 ) f (1, −2 ))
xy

1  (x −1) f xxx (1, −2 )+ ( y + 2 ) f yyy (1, −2 )+ 3 (x −1) ( y + 2 ) f xxy (1, −2 )

3 3 2

+  
3! +3 (x −1)( y + 2 )2 f (1, −2 ) 
 xyy 

x2 y + 3y − 2 = −10 + (x −1)(−4)+ ( y + 2)(4)

+
1
(x −1)2 (−4)+ ( y + 2)2 (0)+ 2 (x −1)(y + 2)(2)

2! 
+ (x −1)3 (0)+ ( y + 2)3 (0)+ 3 (x −1)2 ( y + 2)(2)+ 3 (x −1)( y + 2)2 (0) +
1
3!  

68
Example 6: Find the Taylor series expansion of f (x, y ) = x3 + y 3 + xy 2 in powers of

(x −1)and ( y − 2 )upto third degree terms.

Solution: Let f (x, y ) = x3 + y 3 + xy 2

f ( x, y ) = x3 + y3 + xy 2 f (1, 2 ) = 13 fxxx = 6 f xxx (1, 2 ) = 6

f x = 3x 2 + y f x (1, 2 ) = 7 f xxy = 0 f xxy (1, 2 ) = 0

2

f y = 3y 2 + 2xy f y (1, 2 ) = 16 f xyy = 2 f xyy (1, 2 ) = 2

fxx = 6x f xx (1, 2 ) = 6 f yyy = 6 f yyy (1, 2 ) = 6
f xy = 2y f xy (1, 2 ) = 4
f yy = 6y + 2x f yy (1, 2 ) = 14

f (x, y) = f (a, b) + ((x − a) fx (a,b) + ( y − b) f y (a,b))

(
+ 1 (x − a )2 f xx (a,b)+ ( y − b)2 f yy (a,b )+ 2 (x − a )(y − b) f xy(a,b )
2!
)
( )
+ 1 (x − a )3 f xxx (a,b )+ ( y − b)3 f yyy (a,b )+ 3(x − a )2 ( y − b ) f xxy (a,b )+ 3(x − a )(y − b )2 f xyy (a,b) +...
3!

x3 + y3 + xy 2 = f (1, 2 )+ ((x −1) f (1, 2 )+ ( y − 2 ) f (1, 2 ))

x y

(
+ 1 (x −1)2 f xx (1, 2) + ( y − 2)2 f yy (1, 2) + 2 (x −1)( y − 2 ) f xy (1, 2 )
2!
)
( )
+ 1 (x −1)3 f xxx (1, 2)+ ( y − 2)3 f yyy (1, 2 )+ 3 (x −1)2 ( y − 2 ) f xxy (1, 2 )+ 3 (x −1)( y − 2 )2 f xyy (1, 2 ) +...
3!

x 3 + y 3 + xy 2 = 13 + ( x − 1)(7 ) + ( y − 2 )(16 )

+ 1 ( x − 1)2 (6 ) + ( y − 2 )2 (14 ) + 2 ( x − 1)( y − 2 )(4 )

2!  

+ 1 ( x − 1)3 (6 ) + ( y − 2 )3 (6 ) + 3 ( x − 1)2 ( y − 2 )(0 ) + 3 ( x −1)( y − 2 )2 (2 ) + ...

3!  

x3 + y3 + xy2 =13+7(x −1)+16(y −2)+3(x −1)2 +7(y −2)2 + 4(x −1)(y −2)+(x −1)3 +(y −2)3 +(x −1)(y −2)2 +...

69
Example 7: Expand e xy in powers of (x −1) and ( y −1) upto third degree terms, by
Taylor’s series.

Solution: Let f (x, y) = e xy .The Taylor’s series for f (x, y) about (a, b) is

f (x, y) = f (a, b) +{(x − a) f x (a,b) + ( y − b) f y (a, b)}

1
+ {(x − a)2 f xx (a, b) + 2(x − a)( y − b) f xy (a, b) + ( y − b) 2 f yy (a, b)}
2!
1
+ {(x − a)3 f xxx (a, b) + 3(x − a) 2 ( y − b) f xxy (a, b) + 3(x − a)( y − b) 2 f xyy (a, b) + ( y − b)3 f yyy (a, b)} + ...
3!
Here (a, b) = (1,1)

f (x, y) = f (1,1) +{(x −1) f x (1,1) + ( y −1) f y (1,1)}

1
+ {(x −1)2 f xx (1,1) + 2(x −1)( y −1) f xy (1,1) + ( y −1) 2 f yy (1,1)}
2!
1
+ {(x −1)3 f xxx (1,1) + 3(x −1)2 ( y −1) f xxy (1,1) + 3(x −1)( y −1) 2 f xyy (1,1) + ( y −1)3 f yyy (1,1)}+ ...
3!

f (x, y) = exy f (1,1) = e f yy = xe xy  x = x 2e xy f yy (1,1) = e

f x = e xy  y f x (1,1) = e f xxy = y 2e xy  x + e xy  2 y f xxy (1,1) = 3e

f y = e xy  x f y (1,1) = e f xyy = e xy (x) + (xy +1)e xy  x f xyy (1,1) = 3e

f xx = y  e xy y = y e2 xy f xx (1,1) = e f xxx = y 2e xy y = y 3 exy f xxx (1,1) = e

f xy = y  e xy  x + e xy 1 = e xy(xy +1) f xy (1,1) = 2e f yyy = x 2e xy  x = x 3 exy f yyy (1,1) = e

 Taylor’s series becomes

1
f (x, y) = e + (x −1)e + ( y −1)e + {(x −1)2 e + 2(x −1)( y −1)2e + ( y −1)2 e}
2!
1
+ {(x −1)3 e + 3(x −1)2 ( y −1)3e + 3(x −1)( y −1)2 3e + ( y −1)3 e} + ...
3!
 1
e xy = e 1+ (x −1) + ( y −1) +  (x −1) 2 + 4(x −1)( y −1) + ( y −1) 2 
 2
1 
+  (x −1) 3 + 9(x −1) 2 ( y −1) + 9(x −1)( y −1) 2 + ( y −1) 3 + ... 

6 

Activity:
Taylor’s series calculator for two variable
https://www.solumaths.com/en/math-apps/calc-online/taylor_series_expansion

70
Exercise:
1. Expand f (x, y) = e− x log y as a Taylor’s series in powers of x and y −1 upto third

degree terms.

 
2. Expand f (x, y ) = e x cos y near the point 1,  by Taylor series as far as
 4

quadratic terms.


3. Find the Taylor series expansion of f (x, y) = sin(xy) near the point 0, upto
 2

second degree terms.

4. Find the expansion of cos x cos y in powers of x and y upto third degree terms using
Taylor’s series.

1
5. Find the Taylor’s series expansion of in powers of x and y upto second
1+ x − y
degree terms using Taylor’s series.

Answers:
1 1
1. e − x log y = y −1+ −2x( y −1) − ( y −1)2 + 3x2 ( y −1) + 3x( y −1)2 + 2( y −1)3 + ...
2! 3!
e e − y −   e
2. e x cos y = + ( x −1) 
2 2  4  2
1   2 e  e 
(x −1) − 2 (x −1) y − 
2 e
+ − y −   + ...
2!  2  4 2  4  2 
 
3. sin(xy) = x   + x  y −  + ...
2  2
2 2
x y
4.cos x cos y = 1− − +
2 2
1
5. = 1− x + y + x 2 − 2xy + y 2 +
1+ x − y

71
3.6 Maxima and Minima of functions of two variables
We have seen how to find the maxima and minima of a function of single variable in
the first unit. But in real life situations function of single variable will not be helpful
always, so an extension of that is needed, which we are going to see now. Maxima and
Minima of functions of several variables can be obtained. In this session we are going
to see

1. What is the Maxima & minima of function of two variables?

2. Why it is needed?
3. How to find the Maxima and Minima of function of two variables?

Before going into the Mathematical part, we will spare some

time to watch the video:
https://www.youtube.com/watch?v=ux7EQ3ip2DU&feature=
youtu.be

Hope now you would have a clear idea about the question 1 & 2 raised above and a
light has been thrown on the procedure also.

Yes, you got it, Slope of the tangent plane.

Now we will move into the mathematical definitions and procedure to find the maxima
and minima of function of two variables.

Definition:

A function of two variables has a local maximum at (a, b) if f (x, y)  f (a, b) when ( x, y)

is near (a, b) . The number f (a, b) is called a local maximum value. If f (x, y)  f (a, b)

then f has a local minimum at (a, b) and f (a, b) is called a local minimum value.

If the inequalities in the above definition hold for all points ( x, y) in the domain of f ,

then f has an absolute Maxima (or absolute minima) at (a, b) .

72
Theorem:

If f has a local maximum or minimum at (a, b) and the first order partial derivatives of
f exist there then f x (a, b) = 0 and f y (a,b) = 0. .

The geometric interpretation of the above theorem is that if the graph of f has a
tangent plane at local maximum or minimum, then the tangent plane must be
horizontal.

Definition:

A point (a, b) is called a critical point (or stationary point) of f if f x (a, b) = 0 and
f y (a,b) = 0 or if one of these partial derivatives does not exist.

NOTE:

By the above theorem if f has a local maximum or minimum at (a, b) , then (a, b) is a
critical point of f . In multivariable calculus at a critical point, a function may have a
local maximum or a local minimum or neither.

Second Derivative Test:

Suppose the second order partial derivative of f are continuous on a disk with center
(a, b) , and suppose that f x (a, b) = 0 [ (a, b) is a critical point].
Let D = D (a, b) = f xx (a,b) f yy (a,b) −[ f xy (a,b)] 2

(a) If D >0 and fxx (a, b)  0 , then f (a, b) is a local minimum.

(b) If D >0 and fxx (a, b)  0 , then f (a, b) is a local maximum.
(c) If D <0, then f (a, b) is not a local maximum or minimum.
(d) If D =0, the test gives no information.

Procedure for finding Maximum or Minimum value of f (x, y) :

f f f f
1) Find , and equate to zero. By solving the equations = 0& = 0 , find the
x y x y
roots (x1 , y1 ) (x2 , y2 )......[Critical points]
2 f 2 f 2 f
2) Find the values of r = 2 , s = , t = 2 at these points
x xy y

73
 3) Find D = rt − s 2

4.(i) If D >0, and r >0 at a certain point, then the function has minimum value at
that point.
(ii)If D >0, and r <0 at a certain point, then the function has maximum value at
that point.
(iii)If D <0 for a certain point, then the function has neither maximum value nor
minimum value at that point. This point is known as saddle point.
(iv)If D =0 at certain point, then nothing can be said whether the function is
maximum or minimum at that point. In this case further investigation is
needed.

Activity:
Critical/Saddle point calculator for f (x, y)
https://www.wolframalpha.com/widgets/view.jsp?id=c3dca6eecdf620eb762db0179b8
2f5

https://www.emathhelp.net/calculators/calculus-1/critical-points-extrema-calculator/

Practice:
https://tutorial.math.lamar.edu/Problems/CalcIII/RelativeExtrema.aspx

Example 1: Find the critical point(s) of function f defined by f (x, y) = x 2 + y 2 .

Solution: Given f (x, y) = x 2 + y 2
The first order partial derivatives are given by
f f
= 2x & = 2 y
x y
f f
We now solve the equations = 0 & = 0 simultaneously.
x y
(ie) 2x = 0 & 2 y = 0 , which gives x = 0, y = 0
Therefore the critical point of the given function is (0,0).

74
Below is the graph of the function it looks like the function is having a minimum at
(0,0).

Source: https://www.analyzemath.com/calculus/Problems/First_second_derivative.html

Example 2: Find the maximum and minimum values of the function

f (x, y) = x 3 + y 3 + 3xy .

Solution: Given f (x, y) = x 3 + y 3 + 3xy

f = 3x 2 + 3 y & f = 3y 2 + 3x
x y

2 f 2 f 2 f
r= = 6x t= = 6y s= =3
x2 y 2 yx

f f
At the maximum or minimum points =0 & =0
x y

 x 2 + y = 0 → (1)
y 2 + x = 0 → (2)

Solve these equations from (1), y = −x 2

Substituting in (2) x 4 + x = 0,

x(x 3 +1) = 0

Therefore x = 0, x = −1[Rejecting the imaginary roots]

75
 x =0 y =0
x = −1 y = −1
The critical points are (0, 0) & (−1, −1)

Critical point D = rt − s 2 𝒓 Conclusion Value of 𝒇

(0,0) -9<0 0 Saddle Point 𝑓(0,0) = 0

(-1,-1) 27>0 -6<0 Maximum Point 𝑓(−1, −1) = 1

Example 3: Find the maximum and minimum of the function x4 + y 4 − 2x 2 + 4xy − 2 y 2 .

Solution: Let f (x, y) = x 4 + y 4 − 2x 2 + 4xy − 2 y 2

f f
Then we have = 4x 3 − 4x + 4 y = 4 y 3 + 4x − 4 y
x y

2 f 2 f 2 f
r= = 12x 2 − 4 s= =4 t= = 12 y 2 − 4
x 2
xy y 2

f f
At the maximum or minimum points = 0& =0
x y

 4x3 − 4x + 4 y = 0 − − − −(1)
4 y + 4x − 4 y = 0 − − − −(2)
3

Adding (1) & (2), we have

x3 + y 3 = 0

 x3 = − y 3  x = −y

Substituting the value y = −x in (1)

x3 − 2x = 0  x(x 2 − 2) = 0  x = 0,  2

x = 0  y = 0, x = 2  y = − 2, x = − 2  y = 2

76
 Therefore the stationary points are (0, 0), ( 2, − 2), ( − 2, 2)

Critical
D = rt − s 2 𝒓 Conclusion Value of 𝒇
point
Further Investigation is
(0,0) 0 - 𝑓(0,0) = 0
needed
( 2, − 2) 384>0 20>0 Minimum Point 𝑓 ( 2, − 2) =-8
(− 2, 2) 384>0 20<0 Minimum Point 𝑓 (− 2, 2) =-8

Example 4: Find the maximum and minimum for the function x3 y 2 (12 − x − y ) .

Solution: Let f ( x, y ) = 12 x3 y 2 − x 4 y 2 − x 3 y 3

f
Then we have = 36 x 2 y 2 − 4 x3 y 2 − 3x 2 y 3
x

f
= 24 x3 y − 2 x 4 y − 3x3 y 2
y

2 f 2 f
r= = 72 xy 2 − 12 x 2 y 2 − 6 xy 3 s= = 72 x 2 y − 8 x3 y − 9 x 2 y 2
x 2
xy
2 f
t = 2 = 24 x3 − 2 x 4 − 6 x3 y
y

f f
At the maximum or minimum points =0 & =0
x y

f f
=0  36 x 2 y 2 − 4 x 3 y 2 − 3 x 2 y 3 = 0 =0  24 x3 y − 2 x 4 y − 3 x3 y 2 = 0
x y
 x 2 y 2 (36 − 4 x − 3 y ) = 0  x 3 y (24 − 2 x − 3 y ) = 0
 x = 0 → (1),  x = 0 → (4),
y = 0 → (2), y = 0 → (5),
36 − 4 x − 3 y = 0 → (3) 24 − 2 x − 3 y = 0 → (6)

Solving equation (1) & (4), we have x=0, y=0

Solving equation (1) & (6), we have x=0, y=8

77
Solving equation (2) & (6), we have y=0, x=12

Solving equation (3) & (4), we have x=0, y=12

Solving equation (3) & (5), we have y=0, x=9

Solving equation (3) & (6), we have x=6, y=4

Therefore the critical points are given by (0,0), (0,8), (12,0),(0,12), (9,0), (6,4)

Critical
D = rt − s 2 𝒓 Conclusion Value of 𝒇
point
Further Investigation is
(0,0) 0 - 𝑓(0,0)=0
needed
Further Investigation is
(0,8) 0 - 𝑓(0,0)=0
needed
Further Investigation is
(12,0) 0 - 𝑓(0,0)=0
needed
Further Investigation is
(0,12) 0 - 𝑓(0,0)=0
needed
Further Investigation is
(9,0) 0 - 𝑓(0,0)=0
needed
(6,4) 29,85,984>0 2304<0 Maximum 𝑓(6,4)=6912

Example 5: Find the maximum and minimum of the function

f ( x, y ) = sin x sin y sin( x + y ) , 0  x   , 0  y   .

Solution: Given f ( x, y ) = sin x sin y sin( x + y )

Then we have

f f
= sin y[sin x cos( x + y ) + cos x sin( x + y )] = sin x[sin y cos( x + y ) + cos y sin( x + y )]
x y
= sin y sin(2 x + y ) = sin x sin( x + 2 y )
2 f 2 f
r= = 2sin y cos(2 x + y ) t= = 2sin x cos( x + 2 y )
x 2 y 2

78
 2 f
s= = sin(2x + y) cos y + sin y cos(2x + y)
xy
= sin(2x + 2 y)

f f
At the maximum or minimum points =0 & =0
x y

f
= 0  sin y sin(2x + y) = 0 → (1)
x
f
= 0  sin x sin(x + 2 y) = 0 → (2)
y

(1)  sin y = 0,sin(2x + y) = 0

sin y = 0  y = n , n = 0, 1,....but 0  y  

sin(2x + y) = 0  2x + y = n , n = 0, 1, 2,...

Since, 0  x   , 0  y   , we have

2x + y = 0 → (3)
2x + y =  → (4)
2x + y = 2 → (5)

(2)  sin x = 0,sin(x + 2 y) = 0

sin x = 0  x = n , n = 0, 1,....but 0  x  

sin(x + 2 y) = 0  x + 2 y = n , n = 0, 1, 2,...

x + 2 y = 0 → (6)
x + 2 y =  → (7)
x + 2 y = 2 → (8)

79
Solving the above sets of equations we get the critical points which are valid for the
  2 2
given range of x & y as (0, 0), ( , ), ( , )
3 3 3 3

Critical
D = rt − s 2 𝒓 Conclusion Value of 𝒇
point
Further investigation is
(0,0) 0 - 𝑓(0,0)=0
needed
    3 3
( , ) 9/4>0 - 3 <0 Maximum Point 𝑓( , )=
3 3 3 3 8
2 2 2 2 3 3
( , ) 9/4>0 3 >0 Minimum Point 𝑓( , ) =-
3 3 3 3 8

Example 6: A flat circular plate is heated so that the temperature at any point ( x, y )
is u ( x, y ) = x 2 + 2 y 2 − x . Find the coldest point on the plate.

Solution: Given u ( x, y ) = x 2 + 2 y 2 − x

U x = 2x −1 Uy = 4y r = U xx = 2 s = U xy = 0 t = U yy = 4

At the maximum or minimum points U x = 0, U y = 0

Ux = 0  2x −1 = 0  x = 1/ 2
Uy = 0  4y = 0  y=0

Therefore the critical point is given by (1/2, 0).

At (1/2, 0),

D = rt − s 2 = 8  0
r =20

Therefore the point (1/2, 0) is a minimum point.

The point (1/2, 0) is the coldest point in the plate.

80
7. Find the maximum and minimum of the function x3 + y 3 −12x − 3y + 20 .

Solution: Let f (x, y) = x3 + y 3 −12x − 3y + 20

f f
Then we have = 3x 2 −12 = 3y 2 − 3
x y

2 f 2 f 2 f
r= = 6x s = =0 t = = 6y
x 2 xy y 2

f f
At the maximum or minimum points =0 & =0
x y

f
= 0  3x2 −12 = 0  x2 − 4 = 0  x = 2
x
f
= 0  3y 2 − 3 = 0  y2 −1 = 0  y = 1
y

Therefore the critical points are given by (2, 1), (-2, 1), (2,-1), (-2, -1).

Critical
D = rt − s 2 𝒓 Conclusion Value of 𝒇
point
(2,1) 72>0 12>0 Minimum Point 𝑓(2,1)=2
(-2,1) -72<0 - Saddle Point -
(2,-1) -72<0 - Saddle Point -
(-2,-1) 72>0 -12<0 Maximum Point 𝑓(-2,-1)=38

Exercise

1. Find the maxima and minima for the function x 2 + y 2 + 4x + 8.

2. Find the maxima and minima for the function x3 + y 3 − 3axy.

3. Find the maximum and minimum for the function x2 y2 (1− x − y).

4. Find the maximum and minimum for the function x3 + 3xy2 −15x2 −15y 2 + 72x.

1 1
5. Find the maximum and minimum for the function x2 + xy + y2 + + .
x y

81
6. Find the maximum and minimum for the function x2 + y2 + 6x +12.

7. Find the maximum and minimum for the function x3 + xy2 + 21x −12x2 − 2 y2 .

Answers:
1. Minimum point (−2, 0) , Minimum value f (−2, 0) = 4.

2.Minimum point at (a, a) if a>0, Minimum value f (a, a) = −a3 ,Maximum point at
(a, a) if a<0, Maximum value f (a, a ) = −a 3

1 1
3. Maximum point at  ,  , Maximum value f  ,  =
1 1 1
.
 2 3   2 3  324
4.Minimum point (6, 0) , Minimum value f (6, 0) = 108 &Maximum point (4, 0 ) ,
Maximum value f (4, 0 ) = 112.

  1  13  1  13    1  13  1  13  1
5. Minimum point    ,    , Minimum value f    ,    = 3(3) 3 .
 3 3   3 3 
         
6. Minimum point (−3, 0) , Minimum value f (−3, 0) = 3.

7.Minimum point (7, 0) , Minimum value f (7, 0) = −98 &Maximum point (1, 0) ,
Maximum value f (1, 0) = 10.

Practice Quiz:
https://www.sanfoundry.com/engineering-mathematics-questions-answers-
maxima-minima-two-variables-3/
Reference:
http://www.ccs.neu.edu/home/lieber/courses/algorithms/cs4800/f10/lectures/1
1.4.Maximizing.pdf
https://mathworld.wolfram.com/SecondDerivativeTest.html
https://www.ukessays.com/essays/engineering/usefulness-of-maxima-and-
minima-of-functions-engineering-essay.php

82
 Practice Quiz
Multiple Choice Questions

u
If u = x3 y 2 − x cos ( xy ) then is given by
y
(a) 2x3 y − x cos ( xy ) (b) 2x3 y − x 2 sin ( xy )
1.
(c) 2x3 y + x 2 sin ( xy ) (d) 3x 2 y 2 + xy sin ( xy ) − cos ( xy )

2 z
If = 4
+ 4
− 2 2 2
, then is
z x y 4a x y
xy
2.
(a) −16a 2 xy (b) 16a 2 xy (c) −8a 2 xy (d) 8a 2 xy

u
If u = x 2 y 3 z 4 then is
x
3.
(a) 2xy 3 z 4 (b) 3x 2 y 2 z 4 (c) 2x (d) 2 y 3 z 4

2u
If = 5 4 − 2 3 then is
u x y 3x y
xy
4.
(a) 5x 4 y 4 − 6xy 3 (b) 20x 4 y 3 −18xy 2 (c) 4x 5 y 4 − 9x 3 y 2 (d)
20x3 y 4 − 6 y 3

z
If z = sinh 2x + 3y , then is
y

cosh 2x + 3y 3cosh 2x + 3y
(a) (b)
5. 2 2x + 3 y 2 2x + 3y

3cosh 2x + 3y cosh 2x + 3y
(c) (d)
2x + 3y 2x + 3y

83
 If f ( x, y ) = x 2 + xyz + z , then f at (1, 1, 1) is
x

6.
(a) 0 (b) 1 (c) 3 (d) -1

If f ( x, y ) = sin ( xy ) + x 2 ln ( y ) , then f at  0,   is
yx  2
7.  
(a) 33 (b) 0 (c) 3 (d) 1

(
sin y + yx 2 )
If f ( x, y ) = , then the value of f xy at ( 0,1) is
8. 1 + x2
(a) 0 (b) 1 (c) 67 (d) 90

(
sin xy + x3 y )
If f ( x, y ) = then f xy at ( 0,1) is
x + x3
9.
(a) 2 (b) 5 (c) 0 (d) undefined

x+ y f f
If f ( x, y ) = , then x +y is
y x y
10.
(a) 0 (b) 1 (c) 2 (d) 3

u u
If u = log(x 2 + xy+ y2 ) , then x +y =
11. x y
(a)1 (b) 0 (c) 2 (d) 4
x z u u u
If u = + , then x +y +z =
12. z x x y z
(a) 0 (b) 1 (c) 2 (d) 3

84
 If f ( x, y) = x 2 + y 3 ; x = t 2 + t 3 ; y = t 3 + t 9 then
df
at t =1 is
13. dt
(a) 0 (b) 1 (c)-1 (d) 164
If f ( x, y) = sin x + cos y + xy 2 ; x = cos t; y = sin t , then
df
at
dt

14. t= is
2

(a) 2 (b)-2 (c) 1 (d) 0

If
f ( x, y, z, t ) = xy + zt + x 2 yzt; x = k 3 ; y = k 2 ; z = k; t = k

15. then
df
at k = 1 is
dt
(a) 34 (b) 16 (c) 32 (d) 61
du du du
If u = xx + y y + z z , find + + at x = y = z = 1 is
16. dx dy dz

(a) 1 (b) 0 (c) 2u (d) u

The Taylors series expansion of x 2 y 2 + 2x 2 y + 3xy 2 in powers of
(x +1) and ( y −1) is
17. (a) 9x + 4 y +16 +… (b) −9x − 4 y +16 +…
(c) −9x + 4 y −16 +… (d) 9x − 4 y −16 +…

85
 T h e expan s io n of t h e function f (x, y) = tan (xy) at (1, −1) is
−1

−
+ −( x − 1 ) + ( y − 1 )  +
1 1 
( x − 1 ) + ( y + 1 )  .Th e appr o xim at e valu e of
2 2

4 2 4
f (0.9, −1.2) is
18.
(a) - 0 .8 2 2 9 (b) - 0 .8 2 2 2 (c) 0 . 8 2 2 5 (d) - 0 .8 2 3 3

T h e co-efficient of x 2 in t h e Taylor’s series for f ( x ) = e − x abo u t x = 0 is

19. (a) ¼ (b) - 1 (c) ½ (d) - 2

S u p p o s e (1,1) is a critical po in t of a f u n c tio n with c o n t in u o u s s e c o n d

derivatives. In e a c h c as e, w h a t c a n y o u s ay abo u t f ?
(i ) f x x (1,1) = 4, f x y (1,1) = 1, f y y (1,1) = 2
(ii) f x x (1,1) = 4 , f x y (1,1) = 3, f y y (1,1) = 2
20.
( a ) A t (1,1) f h a s a local m i n i m u m for (i) & f h a s a s addle point for (ii)
( b ) A t (1,1) f h a s a local m a x i m u m for (i) & f h a s a s addle point for (ii)
( c ) A t (1,1) f h a s a S addle point (i) & f h a s a local m i n i m u m for (ii)
( d ) A t (1,1) f h a s a S addle point (i) & f h a s a local m a x i m u m for (ii)
If r t − s = 0 at t h e critical point ( a , b ) ,t h en t h e point ( a , b ) will b e a
2

21. ( a ) Lo c al M a x i m u m ( b ) Lo c al M i n i m u m
(c) Saddle point (d ) none of the above
a,a
If
 3 3  is a maximum point on xy(a − x − y) , the maximum is
22.
 
(a) 3a (b) −3a (c) a 3 (d ) −a 3
27 27 27 27

Answers:
1. (c) 2. (a ) 3. (a ) 4. ( b ) 5. ( b )
6. (c) 7. ( d ) 8. (a ) 9. (c) 1 0 . (a )
1 1 . (c) 1 2 . (a ) 13. (d) 14. (b) 15. (b)
16. (d) 1 7 . (c) 1 8 . (a ) 19. (b) 2 0 . (a )
21. (d) 2 2 . (c)

86
 Assignments
Assignment -1

2
d y
1. If x 3 + y 3 − 3axy = 0 , find dy and .
dx dx2

z z z z
2. If z = f (x, y) and x = e u + e − v , y = e − u − e v , prove that − =x −y .
u v x y

1 u 1 u 1 u
3. If u = f (2x − 3y,3y − 4z, 4z − 2x) , prove that + + = 0.
2 x 3 y 4 z

2 z 2 z 2  z 2 z 
( ) u2 v 2  .
2
4. If z = f (u, v)where u = x − y , v = 2xy , show that + = + +
2 2 2
4 x y
x 2 y2  

x+ y xy
5. Examine the functional dependence of the functions u = and v = .
x− y ( x − y )2
If they are dependent, find the relation between them.

x+ y
6. Are the functionsU = and V = tan−1 x + tan−1 y functionally dependent? If so,
1 − xy

find the relation between them.

 (x, y)
7. If x = eu sec v, y = eu tan v find J = . Also prove that JJ ' = 1 .
 (u, v )

Answers:

ay − x 2 ; 2a 3 xy
1. 5. u 2 = 4v + 1 6. u = tan v
(
y 2 − ax ax − y 2 )
3

87
 Assignment - 2

1.Expand the function sin(xy) about the point 1,   upto second degree terms
 2
using Taylor’s series.
 
2. Expand xy 2 + cos(xy) at  1,  upto second degree terms using Taylor’s series.
 2
1
3. Find the Taylor’s series expansion of in powers of x and y upto second
1+ x − y
degree terms using Taylor’s series.

4. Find the Taylor series expansion of f (x, y ) = 1+ x + y 2 in powers of (x −1) and

y upto second degree terms.

5. Find the extrema of the function x3 y 2 (1− x − y) .

a3 a3
6. Find the maxima and minima of the function xy + + .
x y

Answers:
1  − 2     2 
1. sin(xy) = 1+  (x −1) −  (x −1)  y −  −  y −   +
2

2  4  2  2  
2   2       1     
2
2. xy2 +cos(xy) = + (x −1) −  + y − ( −1) + 2(x −1) y − ( −1) +2 y −   +
4   4 2  2  2   2  2  
1
3. = 1− x + y + x 2 − 2xy + y 2 +
1+ x − y

4. f (x, y ) = 2 1+ x −1 − (
x −1) y2 
2

+ +
 4 32 4 
1 1
5. Maximum point at  1 , 1  , Maximum value f  ,  =
1
.
2 3  2 3  432
6. Minimum point at (a, a) , Minimum value f (a, a) = 3a2 .

88
 Part A
K
Q. No Questions CO
level
State the Condition for the stationary point (a, b)of f (x, y) to
be (i) a maximum point (ii) a minimum point.
Solution: (i) Condition for Maximum Point:
  2 f   2 f    2 f   2 f 
2

1. at (a, b),  2  2  −    0 and  x2   0. K1 CO3

 x  y   xy   
(ii) Condition for Minimum Point:
  2 f   2 f    2 f   2 f 
2

at (a, b),  2  2  −    0 and  x 2   0 .

 x  y   xy   
Find the minimum point of f (x, y) = x + y + 6x +12.
2 2

Solution: Given f ( x, y ) = x 2 + y 2 + 6x +12

f
Let = 0  2x + 6 = 0  x = −3
x
f
Let = 0  2y = 0  y = 0
y
2. 2 f 2 f 2 f K1 CO3
= 2, = 2 & =0
x2 y2 xy
 2 f  2 f   2 f 
2

Now  2  2  −  xy  = 4 − 0 = 4  0
 x  y   
 2 f 
and  . The minimum point is (− )
 x 2  0  3, 0 .
 
Find the possible extreme point of f (x, y ) = x2 + y 2 + + .
2 2
x y
Solution: Given f ( x, y ) = x 2 + y 2 + + .
2 2
x y
3. f 2 K1 CO3
= 0  2x − = 0  x 3 = 1  x = 1
x x2
f 2
= 0 2 y − = 0  y 3 = 1  y = 1.
y y 2

The extreme point is (1, 1).

Find the nature of the stationary point (1, 1) of the function
f ( x, y ) if f = 6xy3 , f = 9x 2 y 2 and f = 6x3 y.
xx xy yy

4. Solution: At (1,1) , f xx = 6, f xy = 9, f yy = 6 K1 CO3

Let fxx f yy −( fxy )2 = (6)(6) − 9 = 36 - 81 = - 45 < 0.
2

The point (1,1) is a saddle point.

89
 Part A
Given f xx = 6x, f xy = 0, f yy = 6y, find the nature of the stationary
point (1, 2) of the function f ( x, y ) .
5. Solution: At (1, 2), f xx = 6, f xy = 0, f yy =12 K1 CO3
Let f xx f yy − ( f xy )2 = (6) (12) − 0 = 72  0 and f =60
xx

The point (1, 2) is minimum point.

A flat circular plate is heated so that the temperature at any
point ( x, y ) is u = x 2 + 2 y 2 − x. Find the coldest point on the
plate.
Solution: Given u = x 2 + 2 y 2 − x
 ux = 2x −1, uy = 4y, r = uxx = 2, s = uxy = 0 & t = u yy = 4
1
u = 0  2x −1 = 0  x =
x
2
6. and u y = 0  4y =0  y = 0 K2 CO3
 The stationary point is  , 0  .
1
2 
 
At  1 
, 0 , rt − s 2 = 8 0 and r = 2  0.
2 
 
 1 
 , 0 is a minimum point.
2 
 
 ( x, y )
If x = r cos  , y = r sin  then find .
 ( r, )
x x
( x, y) r  
Solution: W.K.T. =
(r, ) y y
r 
7. Given x = r cos , y = r sin  K1 CO3
x y x y
 = cos , = sin  , = −r sin  & = r cos
r r  
 ( x, y ) cos  − r sin 
= = r cos 2  + r sin 2 
 ( r,  ) sin  r cos 
( )
= r cos2  + sin 2  = r (1) = r.

90
 Part A
State any two Properties of Jocobians.
Solution :
(i) If u and v are functions of x and y, then
 ( u, v )  ( x, y )
 =1
 ( x, y )  ( u, v )
8. K1 CO3
(ii) If u and v are the functions of r and s, where r and s are
functions of x and y then
 ( u, v )  ( u, v )  ( r, s )
=  .
 ( x, y )  ( r, s )  ( x, y )
 (u, v)
If u = 2xy, v = x 2 − y 2 , x = r cos and y = r sin  , find .
 ( r,  )
 ( u, v )  ( u, v )  ( x, y )
Solution: =  (By Property)
 ( r, )  ( x, y )  ( r, )
u u x x
x y r 
= 
9. v v y y K1 CO3
x y r 
2y 2x cos  − r sin 
= 
2x − 2 y sin  r cos 
( ) (
= −4 y 2 − 4x 2  r cos2  + r sin 2  )
= −4 ( x2 + y 2 ) r (1) = −4r ( r ) = −4r .
2 3

y2 x2  (x, y)
If u = , v= , find .
x y (u, v)
− y2 2y
 (u, v) x2 x
Solution: J= = = 1− 4 = −3
10.  ( x, y ) 2x −x 2 K1 CO3
2
y y
We know that JJ = 1 '

1 1  (x, y) −1
J ' = = −  = .
J 3 (u, v) 3
x+ y
If u = , v = tan−1 x + tan−1 y, then prove that u and v are
1− xy
functionally related.
 (u, v)
11. Solution: To find . K2 CO3
(x, y)
(1− xy).1−(x + y).(− y) 1+ y2
ux = = ,
(1− xy)2 (1− xy)2

91
 Part A
(1− xy).1−(x + y).(−x) 1+ x2
uy = =
(1− xy)2 (1− xy)2
1 1
v = and v =
x 2 y
1+ x 1+ y2
1+ y2 1+ x2
 (u, v) u x u y (1− xy)2 (1− xy)2
= =
(x, y) vx vy 1 1
1+ x2 1+ y2
1 1
= − = 0.
(1− xy) (1− xy)2
2

 u and v are functionally related.

Find the Taylor’s series expansion of x y near the point (1,1)
up to the first degree terms.
Solution:
Taylor’s series of f (x, y) near the point (a, b) is
1
f (x, y) = f (a, b) + (x − a) f (a, b) + ( y − b) f (a, b) + ...
x y
1!
f (x, y) = x y f (1, 1) = 1
12. f = yx y−1
f (1, 1) = 1 K1 CO3
x x
f y = x y log x f (1, 1) = 0
y

 f (x, y) = 1+
1
(x −1).1+ ( y −1).0 + ...
1!
1
x y = 1+ (x −1) + ...
1!

when f (x, y) = log(x2 + y 2 ) + tan −1  .

dy y
Find
dx x
 
dy p
Solution: W.K.T =−
dx q
f 1 1  − y  2x − y
p = x = x2 + y2 . 2x + 2. 2  = 2
 y  x  x +y
2

1+  
13. x K1 CO3
f 1 1  1  = 22y + x2
q = y = x2 + y2 . 2 y + 2. 
 y   x x + y
1+  
x
dy p
=− =−
( 2x − y ) = y − 2x .
dx q (2 y + x) 2 y + x

92
 Part B
Q. No Questions K level CO
−1
 2u  2u  2u
1. If u = ( x 2 + y 2 + z 2 ) 2 prove that + + = 0. K3 CO3
x 2 y 2 z 2
Given the transformation u = e x cos y and v = e x sin y and that 0
is a function of u and v and also of x and y prove that
2. K3 CO3
 2 0  2 0 2  0   2 0 
2
+
x 2 y 2
( )
= u + v  2 + 2 .
2

 u v 
du
Find , if u = x 3 y 2 + x 2 y 3 , where x = at 2 , y = 2at .
dt
3. du K2 CO3
Ans: = 8a5t 6 ( 4t + 7 ) .
dt

d2y h2 − ab
4. If ax 2 + 2hxy + by 2 = 1, show that = . K2 CO3
dx 2 ( hx + by )3

 
Expand e 2 x cos 2 y in the neighbourhood of  0,  .
 2
5. K2 CO3
 2
( 
)
Ans: f ( x, y ) = −1 − 2 x + 2  − x + y −  2  + ...
2

 
Expand e x log (1 + y ) in powers x & y using Taylor’s series.
y2
6. Ans: f ( x, y ) = y + xy − + ... K2 CO3
2

−1  y 
Expand tan   about (1,1) upto the second degree
x
7. terms. K2 CO3
 1 1
Ans: f ( x, y ) = + ( y − x ) + ( x − 1) − ( y − 1)  + ...
2 2

4 2 4  
If u = xy + yz + zx, v = x 2 + y 2 + z 2 and w = x + y + z , determine
whether there is a functional relationship between u , v & w
and if so, find it.
8. K3 CO3
 ( u , v, w )
Ans: Since = 0, u, v and w are functionally
 ( x, y , z )
dependent and w2 = v + 2u

93
 Part B
K
Q. No Questions CO
Level

Find the Jacobian of y1 , y2 , y3 with respect to x1 , x2 , x3 , if

x2 x3 xx xx
y1 = , y2 = 3 1 , y3 = 1 2 .
9. x1 x2 x3 K2 CO3
 ( y1 , y2 , y3 )
Ans: = 4.
 ( x1 , x2 , x3 )
Examine if the following functions are functionally
dependent. If they are, find also the functional relationship,
u = sin −1 x + sin −1 y ; v = x 1 − y 2 + y 1 − x 2 .
10. K3 CO3
 ( u, v )
Ans: Since = 0 , u and v are functionally dependent
 ( x, y )
and sin u = v .
Find the relative maximum and minimum values of
x 3 + y 3 − 3 x − 12 y + 20 .
Ans: The points are (1, 2 ) , (1, −2 ) , ( −1, 2 ) & ( −1, −2 ) .
11. (1, 2 ) → Minimum point, (1, −2 ) & ( −1, 2 ) are the saddle K3 CO3
points, ( −1, −2 ) → Maximum point.
Minimum value =2, maximum value=38.

Examine the following function for extreme values of

f ( x, y ) = x + y 4 − 2 x 2 + 4 xy − 2 y 2 .
4

12. Ans: The extreme points are ( )( )

2, − 2 , − 2, 2 & ( 0, 0 ) K3 CO3

( ) (
2, − 2 & − 2, 2 ) are the minimum points. At (0,0),
further investigation is needed.
Find the maximum and minimum values of

sin x sin y sin( x + y ), 0  x, y  .
13. 2 K3 CO3
3 3 3 3
Ans: , − .
2 2

94
Supportive Online Certification Courses

❖ Online Course: SWAYAM

Course Name: Engineering Mathematics - I
Course Instructor: Prof. Jitendra Kumar , IIT Kharagpur
Duration :12 weeks
https://onlinecourses.nptel.ac.in/noc20_ma37/preview

❖ Online Course: MITOPENCOURSEWARE

Topic Name: Partial Derivatives
Course Instructor: Massachusetts Institute of Technology
https://ocw.mit.edu/courses/mathematics/18-02sc-multivariable-
calculus-fall-2010/2.-partial-derivatives

❖ Online Course: NPTEL

Course Name: Multivariable Calculus (Units:1-4)
Course Instructor: Dr. Sanjeev Kumar, IIT Roorkee
Duration : 7 weeks

https://www.coursera.org/learn/introduction-to-calculus

❖ Online Course: SWAYAM

Course Name: Calculus of Several Real Variables (Units:2-4)
Course Instructor: Prof. Joydeep Dutta, IIT Kanpur
Duration : 8 weeks
https://onlinecourses.nptel.ac.in/noc19_ma19/preview

95
 Real Time Applications
Constrained Optimisation Problems: Lagrange Multiplier with
two constraints
Many optimization problems have restrictions, or constraints, on the values that
can be used to produce the optimal solution. Such constraints tend to complicate
optimization problems because the optimal solution can occur at a boundary point of
the domain. In this section, you will study an ingenious technique for solving such
problems. It is called the Method of LagrangeMultipliers.
Economists call the Lagrange multiplier obtained in a production function the
marginal productivity of money. For instance, the marginal productivity of money is
 and x represents the units of labor and y represents the units of capital then the
marginal productivity of money at x = 250 and y = 50 is
1 1 1 1
− −

 = x y = (250) (50)  0.334

4 4 4 4

2 2

which means that for each additional dollar spent on production, an additional 0.334
unit of the product can be produced.

For optimization problems involving two constraint functions g and h, a second

Lagrange multiplier, µ (the lowercase Greek letter mu), is introduced and then the
equation f = g + h is solved.

f = g + h gives three equations, one for each component of the vectors, but
now in five unknowns, x, y, z, , and  . Since there are two constraint functions,
there are total of five equations in five unknowns whose solution can be obtained in
an usual manner.

Example 1:Let T (x, y, z ) = 20 + 2x + 2 y + z 2 represent the temperature at each

point on the sphere x2 + y 2 + z 2 = 11 . Find the extreme temperatures on the
curve formed by the intersection of the plane x + y + z = 3 and the sphere.

Solution:The two constraints are g(x, y, z) = x2 + y2 + z 2 = 11and

h(x, y, z) = x + y + z = 3 .

We have T (x, y, z) = 2i + 2 j + 2zk ,

g (x, y, z) = 2 xi + 2 y j + 2 zk

h(x, y, z) = i +  j +  k

T = g + h 110

 2i + 2 j + 2zk = 2 xi + 2  y j + 2  zk + i +  j + k
= (2 x +  )i + (2 y +  ) j + (2 z +  )k

 2 = 2 x +  → (1)
2 = 2 y +  → (2)
2 z = 2 z +  → (3)

(2) - (1) gives  (x − y) = 0   = 0 or x = y.

(3)  2 z(1−  ) −  = 0

g(x,y,z): x2 + y2 + z 2 = 11

h(x,y,z): x + y + z = 3

If  = 0 , the critical points are (3, -1, 1) and (-1, 3, 1).

If   0 then x = y and we have 3  2 ,

3 3 4 3.
3 3

To find the optimal solutions, let us compare the temperatures at the four critical
points.

T (3, −1,1) = T (−1, 3,1) = 25

 3 − 2 3 3 − 2 3 3 + 4 3  91
T
3
,
3
,
3  = 3  30.33
 
 3 + 2 3 3 + 2 3 3 − 4 3  91
T
3
,
3
,
3  = 3  30.33
 

91
Hence, T = 25 is the minimum temperature and T = is the maximum temperature
3
on the curve.

Example 2: The plane x + y − z = 1 intersects the cylinder x 2 + y 2 = 1 in an ellipse.

Find the points on the ellipse closest to and farthest from the origin.

Solution: Here we have to find the extreme values of f = x2 + y2 + z 2 subject to

the constraints g = x2 + y2 = 1 and h = x + y − z = 1 . To simplify, we use f = x2 + y2 + z 2
since this has a maximum or minimum value at exactly the points at which
f = x2 + y2 + z 2 does.

97
We have

f = 2xi + 2 y j + 2zk
g = 2xi + 2 y j
h = i + j − k

f = g + h

 2xi + 2 y j + 2zk = 2 xi + 2 y j + i +  j −  k
= (2 x +  )i + (2 y +  ) j −  k

 2x = 2 x +  → (1)
2 y = 2 y +  → (2)
2 z = − → (3)

g = x2 + y 2 = 1

h = x + y − z =1

(2) – (1) gives 2 y − 2x =  (2 y − 2x) , so

either  = 1 or x = y.

If  = 1 then  = 0, so z = 0 . The last

two equations are x 2 + y 2 = 1 and x + y = 1. Solving these gives x=1, y=0,
or x=0, y=1, so the points of interest are (1,0,0) and (0,1,0), which are both
distance 1 from the origin.

If x = y , the fourth equation is 2x 2 = 1 giving x = y = 1/ 2 , and from the fifth

equation we get z = −1 2 .

 1 , 1 , −1+ 2  = 4 − 2 2  1.08 and the distance

The distance from the origin to  
 2 2 
 1 , − 1 , −1− 2  = 4 + 2 2  2.6 .
from the origin to  − 
 2 2 

 1 , − 1 , −1−
Thus, the points (1,0,0), (0,1,0) are closest to the origin and − 2 
 2 2 
is farthest from the origin.

98
 Contents Beyond the Syllabus
Image Processing: Algorithm uses partial derivatives to improve edge
detection:

❖ https://www.vision-systems.com/boards-software/article/16749606/image-
processing-algorithm-uses-partial-derivatives-to-improve-edge-detection

❖ https://www.youtube.com/watch?v=iTOKNFEloL8

The Jacobian matrix:

❖ https://www.khanacademy.org/math/multivariable-calculus/multivariable-
derivatives/jacobian/v/the-jacobian-matrix

Application of Taylors series:

❖ http://sces.phys.utk.edu/~moreo/mm08/fosso.pdf (case study)

Why you're learning Taylor Series:

❖ https://youtu.be/eX1hvWxmJVE

Applications of Maxima and Minima:

❖ http://www.math.utep.edu/Faculty/tuesdayj/math2301/2301Ch12Sec2.pdf

Real life Application of maximum and minimum:

❖ https://www.slideshare.net/NiloyBiswas13/real-life-application-of-maximum-
and-minimum

99
 Additional Resources
Application of Partial Derivative in Engineering:
In image processing edge detection algorithm is used which uses partial derivatives to improve edge
detection. Grayscale digital images can be considered as 2D sampled points of a graph of a function
u(x, y) where the domain of the function is the area of the image.

❖ https://www.academia.edu/19818360/Applications_of_partial_derivatives_in_daily_life?aut
o=download
❖ http://dio-soft.ru/journal/xdvz7.php?kyot=applications-of-partial-derivatives-in-
engineering

100
 Mini Project

Project 1:

Calculate the limits of functions of two variables by using the mathematical

tools MATLAB, SCILAB or Geogebra.List out the limits of all standard
functions when approaching from different points. Use the following link
to do your project.

https://www.youtube.com/watch?v=riDY-_DQnvo

https://www.symbolab.com/solver/multi-var-limit-calculator

Project 2:

Calculate the derivatives of functions of two variables and give the analysis
for behavior of each function using Geogebra or Desmos. Use the following
link to do your project.

https://sirius14000.wixsite.com/desmos/multivariable-calculus

https://www.youtube.com/watch?v=JlCnwYA6eao

101
 Prescribed Text Books & Reference Books

MATRICES AND CALCULUS

22MA101

S. No. TEXT BOOKS

Erwin Kreyszig, “Advanced Engineering Mathematics”, John

1 Wiley and Sons, 10th Edition, New Delhi, 2016.

B.S. Grewal, “Higher Engineering Mathematics”, Khanna

2
Publishers, New Delhi, 43rd Edition, 2014.

REFERENCES :

M. K. Venkataraman, “Engineering Mathematics, Volume I”,

1
4thEdition, The National Publication Company, Chennai, 2003.

Sivaramakrishna Dass, C. Vijayakumari, “Engineering

2
Mathematics”, Pearson Education India, 4thEdition 2019.

H. K. Dass, and Er. Rajnish Verma, ”Higher Engineering

3
Mathematics”, S. Chand Private Limited, 3rd Edition 2014.

B.V. Ramana, “Higher Engineering Mathematics”, Tata McGraw

4
Hill Publishing Company,6th Edition, New Delhi, 2008.

5 S.S. Sastry, “Engineering Mathematics", Vol.I &II, PHI Learning

6 James Stewart, “Calculus: Early Transcendentals”, Cengage

Learning, 7th Edition, New Delhi, 2015.
 Thank you

Disclaimer:

This document is confidential and intended solely for the educational purpose of RMK Group of
Educational Institutions. If you have received this document through email in error, please notify the
system manager. This document contains proprietary information and is intended only to the
respective group / learning community as intended. If you are not the addressee you should not
disseminate, distribute or copy through e-mail. Please notify the sender immediately by e-mail if you
have received this document by mistake and delete this document from your system. If you are not
the intended recipient you are notified that disclosing, copying, distributing or taking any action in
reliance on the contents of this information is strictly prohibited.