Al-Iraqia University/ College of Engineering Electrical Engineering

Lecture 5

(Chain Rule and Gradient Vector)

1st Stage
2nd Semester

Mathematics II

Dr. Qasim Hadi

Electrical Engineering Department

2023-2024
Example: Find f xx , f yy , f yx and f xy if f ( x, y ) x cos y ye x
Solution:
f
( x cos y ye x )
x x
f
( x cos y ye x )
y y

2
f f
f xx 2
(cos y ye x ) ye x
x x x x
2
f f
f yy ( x sin y e x ) x cos y
y2 y y y
2
f f
f yx ( x sin y e x ) sin y e x
x y x y x
2
f f
f xy (cos y ye x ) sin y e x
y x y x y

H.W: Find f xx , f yy , f yx and f xy if f ( x, y ) x y xy

Partial derivatives of higher order:

Although we will deal mostly with first and second – order partial
derivatives, because these appear the most frequently in applications, there
is no theoretical limit to how many times we can differentiate a function as
long as the derivatives involved exist. Thus, we get third and fourth – order
derivatives by symbols like
3
f
f yyx
x y2
4
f
f yyxx
x2 y2

61
The chain Rule for functions of two variables:
The chain rule formula for function w f ( x, y ) when x x (t ) and
y y (t ) are both differentiable functions of t is given in the following
theorem.

If has continuous partial derivatives and and if

, are differentiable functions of , then the
composite is a differentiable function of and

or

dw w dx w dy
dt x dt y dt

62
Example: Use the chain rule to find the derivative of w xy with respect
to t along the path x cos t , y sin t . what is the derivatives
value at t
2

dw
Solution: we apply the chain rule to find as follows:
dt
dw w dx w dy
dt x dt y dt
( xy ) d ( xy ) d
. (cos t ) . (sin t )
x dt y dt
( y )( sin t ) ( x)(cos t )
(sin t )( sin t ) (cos t )(cos t )

sin 2 t cos 2 t

cos 2t

In this example, we can check the result with a more direct calculation. As
a function of t

1
w xy cos t sin t sin 2t
2
So
dw d 1 1
( sin 2t ) .2 cos 2t cos 2t
dt dt 2 2
At the given value of t:
dw
cos 2. cos 1
dt t 2
2

63
Example: Use the chain rule to find the derivative of w x 2 y 2 with
dw
respect to t , with x cos t , y sin t
dt
dw
Solution: we apply the chain rule to find as follows:
dt
dw w dx w dy
dt x dt y dt
d d
(x2 y 2 ). (cos t ) (x2 y 2 ). (sin t )
x dt y dt
(2 x )( sin t ) (2 y )(cos t )
(2 cos t )( sin t ) (2 sin t )(cos t )
2 cos t sin t 2 sin t cos t

For check:
w x2 y2 cos 2 t sin 2 t 1

dw
0
dt

H.W: Use the chain rule to find the derivative of w x 2 y 2 with

dw
respect to t , with x cos t sin t , y cos t sin t
dt

64
The chain rule for function of three variables:
If w f ( x, y, z ) is differentiable and x , y and z are differentiable function
of t , then w is a differentiable function of t and:

dw w dx w dy w dz
dt x dt y dt z dt

65
 dw
Example: Use the chain rule to find the derivative of w xy z
dt
dw
with x cos t , y sin t , z t , and determine the value of
dt
at t 0

Solution:

dw w dx w dy w dz
dt x dt y dt z dt
d d d
( xy z ). (cos t ) ( xy z ). (sin t ) ( xy z ). (t )
x dt y dt z dt
( y )( sin t ) ( x)(cos t ) (1)(1)
(sin t )( sin t ) (cos t )(cos t ) 1

sin 2 t cos 2 t 1

cos 2t 1

dw
cos(0) 1 2
dt t 0

dw y x
H.W: Use the chain rule to find the derivative of w
dt z z
1 dw
with x cos 2 t , y sin 2 t , z , and determine the value of
t dt
at t 3

66
 functions defined on surface
If we are interested in the temperature w f ( x, y, z ) at points ( x, y, z ) on a
globe in space, we might prefer to think of x , y , and z as functions of the
variables r and s that give the points longitudes and latitudes.
If x g (r , s ) , y h(r , s ) , and z k ( r , s ) we could then express the
temperature as a function of r and s with the composite function.
w f ( g (r , s ), h(r , s ), k (r , s ))
Under the right conditions, w would have partial derivatives with respect to
both r and s that could be calculated in the following way:

:
Suppose that , , and . If all
four functions are differentiable, the has partial derivatives with respect to
and given by the formulas:

67
If f is a function two variables instead of three, the equations becomes:

If , and , then

If f is a function of x alone, the equations becomes:

If , , then

w w x w y
r x r y r

68
 w w
Example: find and in term of r and s if:
r s
r
w x 2y z2 , x , y r 2 ln s , z 2r
s

Solution:
w w x w y w z
r x r y r z r
1
(1) (2)(2r ) (2 z )(2)
s
1
4r (4r )(2)
s
1
4 r 8r
s
1
12r
s

w w x w y w z
s x s y s z s
r 1
(1) (2)( ) (2 z )(0)
s2 s
r 2 2 r
0
s2 s s s2

69
 w w
Example: find and in term of r and s if:
r s
w x2 y2 , x r s , y r s

Solution:
w w x w y
r x r y r
(2 x)(1) ( 2 y )(1)
2x 2 y
2( r s ) 2( r s)
2r 2s 2r 2s
4r

w w x w y
s x s y s
(2 x )( 1) (2 y )(1)
2x 2 y
2(r s ) 2( r s)
2r 2 s 2r 2s
4s

z z
H.W: find and as functions of u and v if:
u v
z 4e x ln y , x ln(u cos v) , y u sin v

70
Directional derivatives and gradient vectors:
Suppose that the function f ( x, y ) is defined throughout a region R in the
xy – plane, that Po ( xo , yo ) is a point in R and that u u1i u 2 j is a unit
vector. Thus the equations:
x xo su1 , y yo su 2
Parameterize the line through P o parallel to u. if the parameter s measures
arc length from P o in the direction of u , we find the rate of change of f
df
P o in the direction of u by calculating at P o at
ds

The derivative of at in the direction of the unit

vector is the number

The directional derivative is also denoted by:

( Du f ) P
o
"the derivative of f at P o in the direction of u"

71
Example: find the derivative of f ( x, y ) x 2 xy at Po (1,2) in the
1 1
direction of the unit vector u i j
2 2

Solution:
df f ( xo su1 , yo su 2 ) f ( xo , y o )
lim
ds u , P s 0
o
s

1 1
f (1 S . ,2 s. ) f (1,2)
2 2
lim
s 0 s

2
s s s
1 1 2 ((1) 2 (1)(2))
2 2 2
lim
s 0 s

2s s2 s 2s s2
1 2 (1 2)
2 2 2 2 2
lim
s 0 s

2s s2 3s s2
1 2 3
2 2 2 2
lim
s 0 s

5s 2s 2 5s
s2
2 2 2 5 5 5
lim lim lim s 0
s 0 s s 0 s s 0 2 2 2

The rate of change of f ( x, y ) x 2 xy at Po (1,2) in the direction

1 1 5
u i j is
2 2 2

72
Gradient vector:

The gradient vector (gradient) of at a point is

the vector:

obtained by evaluating the partial derivatives of f at

The notation f is read ( grad f ) as well as ( gradient f ) and ( del f ).

The symbol by itself is read (del)

The directional derivatives

If has continuous partial derivatives at and is

a unit vector, then the derivative of at in the direction of is:

Which is the scalar product of the gradient of at and

73
Example: find the derivative of f ( x, y, z ) x 3 xy 2 z at Po (1,1,0)
in the direction of vector A 2i 3 j 6k
Solution:
A
u
A

A ( 2) 2 ( 3) 2 (6) 2 4 9 36 49 7
A 2i 3 j 6k 2 3 6
u i j k
A 7 7 7 7
The partial derivatives of f at P o are
f
fx ( x3 xy 2 z)
x x
f x (1,1,0) (3)(1) 2 (1) 2 3 1

f
fy ( x3 xy 2 z)
y y
f y (1,1,0) ( 2)(1)(1)

f
fz ( x3 xy 2 z)
z z
f z (1,1,0)
The gradient of f at P o is:
f (1,1, 0 )
f x (1,1,0)i f y (1,1,0) j f z (1,1,0)k 2i 2 j k

The derivative of f at P o in the direction A is therefore:

( Du f ) (1,1,0) f (1,1, , 0 )
.u

2 3 6
(2i 2 j k ). i j k
7 7 7
2 3 6 4 6 6
(2) ( 2) ( 1)
7 7 7 7 7 7
74
Example: find the derivative of f ( x, y ) xe y cos( xy ) at the point
(2 , 0) in the direction of v 3i 4 j

Solution: the direction of v is the unit vector obtained by dividing v by its

length:
v
u
v

v (3) 2 ( 4) 2 9 16 25 5
3i 4 j 3 4
u i j
5 5 5
f
fx ( xe y cos( xy ))
x x
f x ( 2,0) e0 (0) sin( 2)(0)) e0 0

f
fy ( xe y cos( xy ))
y y

f y ( 2,0) ( 2)(e 0 ) ( 2) sin( 2)(0)) 2e 0 ( 2)(0) ( 2)(1) 0

The gradient of f at (2 , 0) is:

f ( 2, 0 )
f x (2,0)i f y (2,0) j i 2j

The derivative of f at (2 , 0) in the direction v is therefore:

( Du f ) ( 2,0) f ( 2, 0 )
.u

3 4
(i 2 j ). i j
5 5
3 4
(1) (2)
5 5
3 8 5
5 5 5

75