Updated Module-2 MAT1001-3
Updated Module-2 MAT1001-3
Updated Module-2 MAT1001-3
Partial Derivatives
A partial derivative of a function of several variables is the ordinary derivative with respect
to one of the variables when all the remaining variables are held constant. The process of
finding the partial derivative of a given function is called partial differentiation. Let u be a
function of two independent variable x and y then partial derivative of u with respect to x is
Notes:
∂2u ∂2u ∂2u
1. p = ∂u
∂x
,q = ∂u
∂y
,r = ∂x2
,s = ∂x∂y
,t = ∂y 2
.
∂2u ∂2u
2. ∂x∂y = ∂y∂x
Homogenous Function
A function u = f (x, y) is said to
be a homogenous function of degree ’n’ if it can be ex-
y x
n
n
pressed in the form x ϕ x or y ϕ y , ϕ being any arbitrary function.
Example:1
u = 4x + 6y
h yi
=x 4+6
y x
= xϕ is a homogenous function of degree 1.
x
1
Example:2
u = x2 y + xy 2
y 2
3 y
=x +
x x
y
= x3 ϕ is a homogenous function of degree 3.
x
∂u ∂u
x +y = nu.
∂x ∂y
∂ 2u ∂ 2u 2
2∂ u
x2 + 2xy + y = n (n − 1) u.
∂x2 ∂x∂y ∂y 2
x 3 3
1. If u = √ +y prove that x ∂u + y ∂u = 52 u
x+y ∂x ∂y
Solution
Given
x3 + y 3
u= √
x+y
h i
3 y3
x 1 + x3
=q
x 1 + xy
h 3
i
x3 1 + xy 3
= √ q
x 1 + xy
h i
y 3
1
1 + x
= x3 x 2 q
1 + xy
5
y
= x2 ϕ
x
5
Therefore u is a homogenous function of degree n = 2
By Euler’s theorem
∂u ∂u
x +y = nu
∂x ∂y
∂u ∂u 5 5
x +y = u Here n =
∂x ∂y 2 2
2
3 3
2. If z = tan−1 xx+y
+y ∂z
prove that x ∂x ∂z
+ y ∂y = sin2z
Solution
Given
x3 + y 3
z = tan−1
x+y
3 3
x +y
tanz =
x+y
h 3
i
x3 1 + xy 3
=
x 1 + xy
h 3 i
1 + xy
= x2
1 + xy
y
= x2 ϕ
x
∂u ∂u
x +y = nu
∂x ∂y
∂ (tanz) ∂ (tanz)
x +y = 2 (tanz) Here n = 2
∂x ∂y
∂z ∂z sinz sinz
xsec2 z + ysec2 z =2 where tanz =
∂x ∂y cosz cosz
Dividing sec2 z on both sides, we get
∂z ∂z sinz 1
x +y =2
∂x ∂y cosz sec2 z
∂z ∂z sinz 1
x +y =2 cos2 z where = cos2 z
∂x ∂y cosz sec2 z
∂z ∂z
x +y = 2 sinz cosz
∂x ∂y
∂z ∂z
x +y = sin2z where sin2θ = 2sinθcosθ
∂x ∂y
x3 +y 3
3. Show that x ∂u
∂x
+ y ∂u
∂y
= 2ulogu where logu = 3x+4y
Solution
3
Given
x3 + y 3
logu =
3x + 4y
h 3
i
x3 1 + xy 3
=
x 3 + 4y
x
h i
y 3
1+ x
= x2
1 + 4 xy
y
2
=x ϕ
x
∂u ∂u
x +y = nu
∂x ∂y
∂ (logu) ∂ (logu)
x +y = 2 (logu) Here n = 2
∂x ∂y
1 ∂u 1 ∂u ∂ (logu) 1 ∂u
x +y = 2logu where =
u ∂x u ∂y ∂x u ∂x
Multiplying u on both sides, we get
∂u ∂u
x +y = 2ulogu
∂x ∂y
Practice Problems
x+y
1. Show that x ∂u∂x
+ y ∂u
∂y
= 12 tanu where u = sin−1 √x+√ .
y
2 2
2. If u = ex +y , show that x ∂u ∂x
+ y ∂u
∂y
= 2ulogu.
Total Derivatives
If u = f (x, y), where x = ϕ (t) and y = ψ (t), then we can express u as a function of t alone
by substituting the values of x and y in f (x, y). Thus we can find the ordinary derivative du dt
∂u ∂u
which is called as total derivative of u to distinguish it from the partial derivatives ∂x and ∂y .
Now to find dudt
without actually substituting the values of x and y in f (x, y), we establish
the following Chain rule:
du ∂u dx ∂u dy
= . + . (1)
dt ∂x dt ∂y dt
Corollary:
Taking t = x in equation (1) becomes
du ∂u ∂u dy
= + .
dx ∂x ∂y dx
4
x du
1. Given u = sin y
, x = et , y = t2 , find dt
as a function of t.
Solution
Given u = sin xy
Differentiating above equation with respect to x and y, we get
∂u 1 x
= cos
∂x y y
∂u x x
= − 2 cos
∂y y y
Also given x = et , y = t2
Differentiating above equation with respect to t we get
∂x
= et
∂t
∂y
= 2t
∂t
du ∂u dx ∂u dy
w.k.t = . + .
dt ∂x dt ∂y dt
du 1 x t x x
∴ = cos e − 2 cos 2t
dt y y y y
1 x t x x
= cos e − 2t 2 cos
y y y y
t t
t
1 e t e e
= 2 cos 2 e − 2t 2 cos
t t 2
(t ) t2
t
t−2 e
= et 3
cos 2
t t
du
1. If u = x logxy where x3 + y 3 + 3xy = 1 find dx
Solution
Let f (x, y) = x3 + y 3 + 3xy
5
Differentiating the above equation partially with respect to x and y, we get
∂f
= 3x2 + 0 + 3y(1)
∂x
= 3x2 + 3y
∂f
= 0 + 3y 2 + 3x(1)
∂y
= 3y 2 + 3x
∂f
dy ∂x
w.k.t = − ∂f
dx ∂y
dy 3x2 + 3y
=− 2
dx 3y + 3x
3 (x2 + y)
=−
3 (y 2 + x)
dy (x2 + y)
=− 2
dx (y + x)
du ∂u ∂u dy
Also w.k.t = + .
dx ∂x ∂y dx
(x2 + y)
du x
= (1 + logxy) + − 2
dx y (y + x)
2
x (x + y)
= 1 + logxy −
y (y 2 + x)
Practice Problems
d2 y 2 r−2pqs+p2 t
1. If f (x, y) = 0, show that dy 2
= −q q3
.
6
Change of Variables
If u = f (x, y), where x = ϕ (s, t) and y = ψ (s, t), it is often necessary to change expressions
involving u,x,y, ∂u , ∂u etc. to expressions involving u,s,t, ∂u
∂x ∂y
, ∂u etc. The necessary formula
∂s ∂t
for change of variables are
∂u ∂u ∂x ∂u ∂y
= . + .
∂s ∂x ∂s ∂y ∂s
∂u ∂u ∂x ∂u ∂y
= . + .
∂t ∂x ∂t ∂y ∂t
x y z
1. If u = f , ,
y z x
then prove that xux + yuy + zuz = 0.
Solution
Given
x y z
u=f , ,
y z x
x y z
u = f (p, q, r) where p = ,q= ,r=
y z x
∂u ∂u ∂p ∂u ∂q ∂u ∂r
ux = = . + . + .
∂x ∂p ∂x ∂q ∂x ∂r ∂x
∂u ∂ x ∂u ∂ y ∂u ∂ z
= . + . + .
∂p ∂x y ∂q ∂x z ∂r ∂x x
∂u 1 ∂u ∂u z
= + (0) + − 2
∂p y ∂q ∂r x
1 ∂u z ∂u
ux = + − 2
y ∂p x ∂r
x ∂u z ∂u
∴ xux = −
y ∂p x ∂r
∂u ∂u ∂p ∂u ∂q ∂u ∂r
uy = = . + . + .
∂y ∂p ∂y ∂q ∂y ∂r ∂y
∂u ∂ x ∂u ∂ y ∂u ∂ z
= . + . + .
∂p ∂y y ∂q ∂y z ∂r ∂y x
∂u x ∂u 1 ∂u
= − 2 + + (0)
∂p y ∂q z ∂r
1 ∂u x ∂u
uy = −
z ∂q y 2 ∂p
y ∂u x ∂u
∴ yuy = −
z ∂q y ∂p
7
∂u ∂u ∂p ∂u ∂q ∂u ∂r
uz = = . + . + .
∂z ∂p ∂z ∂q ∂z ∂r ∂z
∂u ∂ x ∂u ∂ y ∂u ∂ z
= . + . + .
∂p ∂z y ∂q ∂z z ∂r ∂z x
∂u ∂u y ∂u 1
= (0) + − 2 +
∂p ∂q z ∂r x
1 ∂u y ∂u
uz = − 2
x ∂r z ∂q
z ∂u y ∂u
∴ zuz = −
x ∂r z ∂q
y ∂u
x ∂u y ∂u x ∂u z ∂u y ∂u
∴ xux + yuy + zuz = − + − + −
z ∂q y ∂p z ∂q y ∂p x ∂r z ∂q
=0
2. If u = f (x − y, y − z, z − x) show that ux + uy + uz = 0.
Solution
Given
u = f (x − y, y − z, z − x)
u = f (p, q, r) where p = x − y, q = y − z, r = z − x
∂u ∂u ∂p ∂u ∂q ∂u ∂r
ux = = . + . + .
∂x ∂p ∂x ∂q ∂x ∂r ∂x
∂u ∂ ∂u ∂ ∂u ∂
= . (x − y) + . (y − z) + . (z − x)
∂p ∂x ∂q ∂x ∂r ∂x
∂u ∂u ∂u
= (1 − 0) + (0) + (0 − 1)
∂p ∂q ∂r
∂u ∂u
ux = −
∂p ∂r
∂u ∂u ∂p ∂u ∂q ∂u ∂r
uy = = . + . + .
∂y ∂p ∂y ∂q ∂y ∂r ∂y
∂u ∂ ∂u ∂ ∂u ∂
= . (x − y) + . (y − z) + . (z − x)
∂p ∂y ∂q ∂y ∂r ∂y
∂u ∂u ∂u
= (0 − 1) + (1 − 0) + (0)
∂p ∂q ∂r
∂u ∂u
uy = −
∂q ∂p
8
∂u ∂u ∂p ∂u ∂q ∂u ∂r
uz = = . + . + .
∂z ∂p ∂z ∂q ∂z ∂r ∂z
∂u ∂ ∂u ∂ ∂u ∂
= . (x − y) + . (y − z) + . (z − x)
∂p ∂z ∂q ∂z ∂r ∂z
∂u ∂u ∂u
= (0) + (0 − 1) + (1 − 0)
∂p ∂q ∂r
∂u ∂u
uz = −
∂r ∂q
∂u ∂u ∂u ∂u ∂u ∂u
∴ ux + uy + uz = − + − + −
∂p ∂r ∂q ∂p ∂r ∂q
=0
Practice Problems 2
∂z ∂z ∂z ∂z 2 ∂z
1. If z = f (x, y) and x = eu cosv, y = eu sinv, prove that x ∂v +y ∂u = e2u ∂y and ∂x
+ ∂y
=
h i
∂z 2 ∂z 2
e−2u ∂u
+ ∂v .
2. If u = f (2x − 3y, 3y − 4z, 4z − 2x), prove that 21 ∂u∂x
+ 13 ∂u
∂y
+ 1 ∂u
4 ∂z
= 0.
y−x z−x
3.If u = u xy , xz , show that x2 ∂u ∂x
+ y 2 ∂u
∂y
+ z 2 ∂u
∂z
= 0.
Jacobians
∂u ∂u
∂x ∂y
If u and v are functions of two independent variables x and y, then the determinant ∂v ∂v
∂x ∂y
∂u ∂u ∂u
∂x ∂y ∂z
∂(u,v,w) ∂v ∂v ∂v
Similarly the Jacobian of u, v and w with respect to x, y and z is ∂(x,y,z)
= ∂x ∂y ∂z
.
∂w ∂w ∂w
∂x ∂y ∂z
Properties of Jacobians
′ ′
1. If J = ∂(u,v)
∂(x,y)
∂(x,y)
and J = ∂(u,v) then JJ = 1.
∂(u,v) ∂(u,v) ∂(r,s)
2. If u, v are functions of r, s and r, s are functions of x, y then ∂(x,y)
= .
∂(r,s) ∂(x,y)
Problems
x2 x3 x1 x3 x1 x2
1. If y1 = x1
, y2 = x2
, y3 = x3
, show that the Jacobian of y1 ,y2 ,y3 with respect to x1 ,x2 ,x3
is 4.
Solution
x2 x3 x1 x3 x1 x2
Given y1 = x1
, y2 = x2
, y3 = x3
9
Differentiating the above equations partially with respect to x1 ,x2 and x3 , we get
− xx2 x2 3 x3
x1
x2
x1
1
∂ (y1 , y2 , y3 ) x3
∴ = x2
− xx1 x2 3 x1
x2
∂ (x1 , x2 , x3 ) 2
x2 x1
x3 x3
− xx1 x2 2
3
x2 x3 x1 x3 x1 x2 x1 x1
=− 2 − 2 − 2 −
x1 x2 x3 x2 x3
x3 x1 x2 x3 x1 x2
− − 2 −
x1 x3 x2 x2 x
3
x2 x3 x1 x1 x3 x2
+ − − 2
x1 x2 x3 x2 x3
2 2
x2 x3 x1 x2 x3 x1 x3 x1 x2 x3 x1
=− 2 2 2
− − − 2
−
x1 x2 x3 x 2 x3 x1 x 2 x3 x3
x2 x1 x 1 x2 x3
+ + 2
x1 x2 x2 x3
= −1 + 1 + 1 + 1 + 1 + 1
=4
∂(u,v)
2. If u = x2 − y 2 , v = 2xy and x = r cos θ, y = r sin θ, find ∂(r,θ)
.
Solution
Given u = x2 − y 2 and v = 2xy
10
Differentiating the above equation partially with respect to x and y, we get
∂u ∂v
= 2x − 0 = 2x, = 2y,
∂x ∂x
∂u ∂v
= 0 − 2y = −2y, = 2x,
∂y ∂y
∂u ∂u
∂ (u, v) ∂x ∂y
w.k.t = ∂v ∂v
∂ (x, y) ∂x ∂y
∂ (u, v) 2x −2y
∴ =
∂ (x, y) 2y 2x
= 4x2 − −4y 2
= 4 x2 + y 2
Also given x = r cos θ and y = r sin θ Differentiating the above equation partially with respect
to r and θ, we get
∂x ∂y
= cos θ, = sin θ,
∂r ∂r
∂x ∂y
= −r sin θ, = r cos θ,
∂θ ∂θ
∂x ∂x
∂ (x, y) ∂r ∂θ
w.k.t = ∂y ∂y
∂ (r, θ) ∂r ∂θ
= r cos2 θ + sin2 θ
= r (1)
=r
= r2 (1)
x2 + y 2 = r 2
11
∂ (u, v)
= 4 r2 r
∴
∂ (r, θ)
= 4r3
Practice Problems
1. If u = x + 3y 2 − z 3 , v = 4x2 yz, w = 2z 2 − xy, evaluate ∂(u,v,w)
∂(x,y,z)
at (1, −1, 0).
Ans: 20
∂(x,y,z)
2. In cylinderical coordinates, x = ρ cos ϕ, y = ρ sin ϕ, z = z, show that ∂(ρ,ϕ,z) = ρ.
Ans: ρ
12
Problems
1. Expand ex log (1 + y) in power of x and y upto terms of second degree.
Solution
Let f (x, y) = ex log (1 + y)
Here a = 0 and b = 0.
∴ f (0, 0) = e0 log (1 + 0)
= 1 ∗ log1
=0 [∵ log1 = 0]
f x (x, y) = ex log (1 + y)
∴ fx (0, 0) = e0 log (1 + 0)
= 1 ∗ log1
=0 [∵ log1 = 0]
f xx (x, y) = ex log (1 + y)
∴ fxx (0, 0) = e0 log (1 + 0)
= 1 ∗ log1
=0 [∵ log1 = 0]
1
f y (x, y) = ex
1+y
0 1
∴ f y (0, 0) = e
1+0
0
=1 ∵e =1
x 1
f yy (x, y) = e −
(1 + y)2
0 1
∴ f yy (0, 0) = e −
(1 + 0)2
0
= −1 ∵e =1
x 1
f xy (x, y) = e
1+y
0 1
∴ f y (0, 0) = e
1+0
0
=1 ∵e =1
The Taylor’s series expansion of f (x, y) in power of (x − a) and (y − b) upto second degree is
13
∴ f (x, y) = f (0, 0) + [(x − 0) fx (0, 0) + (y − 0) fy (0, 0)]
1
(x − 0)2 fxx (0, 0) + 2 (x − 0) (y − 0) fxy (0, 0) + (y − 0)2 fyy (0, 0) + ...
+
2!
1
= 0 + [(x) (0) + (y) (1)] + (x)2 (0) + 2 (x) (y) (1) + (y)2 (−1) + ...
2
1
= y + 2xy − (y)2 + ...
2
1
= y + xy − (y)2 + ...
2
14
3. If f (x, y) = tan−1 (xy), compute f (0.9, −1.2) approximately upto second degree.
Solution
Let f (x, y) = tan−1 (xy)
Here a = 0.9 and b = −1.2.
1
fy (x, y) = x
1 + (xy)2
1
∴ fy (0.9, −1.2) = (0.9) = 0.4154
1 + (0.9 ∗ −1.2)2
!
1
fyy (x, y) = − 2 (2xy (x)) x
1 + (xy)2
!
1 3
= − 2 2x y
1 + (xy)2
!
1 3
∴ fyy (0.9, −1.2) = − 2 2 (0.9) (−1.2) = 0.3728
1 + (0.9 ∗ −1.2)2
!
−1 1
fxy (x, y) = 2 (2xy (x)) y +
1 + (xy)2 1 + (xy)2
!
1 2 2
1
=− 2 2x y +
1 + (xy)2 1 + (xy)2
!
1 2 2 1
∴ fxy (0.9, −1.2) = − 2 2 (0.9) (−1.2) +
1 + (0.9 ∗ −1.2)2 1 + (0.9 ∗ −1.2)2
= −0.4971 + 0.2131
= −0.2840
15
f (x, y) = f (a, b) + [(x − a) fx (a, b) + (y − b) fy (a, b)]
1
(x − a)2 fxx (a, b) + 2 (x − a) (y − b) fxy (a, b) + (y − b)2 fyy (a, b) + ...
+
2!
∴ f (0.9, −1.2) = f (0.9, −1.2) + [(x − 0.9) fx (0.9, −1.2) + (y + 1.2) fy (0.9, −1.2)]
1
+ (x − 0.9)2 fxx (0.9, −1.2) + 2 (x − 0.9) (y + 1.2) fxy (0.9, −1.2)
2
+ (y + 1.2)2 fyy (0.9, −1.2) + ...
Practice Problems
1. Expand the following functions as far as terms of third degree (i) sin x cos y, (ii) ex sin y at
(−1, π4 ), (iii) xy 2 + cos xy about (1, π2 ).
Ans:
i) x − 16h(x3 + 3xy 2 )
1
π
1 h 2 π
i
π 2
i
ii) 2 2 1 + (x + 1) + y − 4 + 2 (x + 1) − 2 (x + 1) y − 4 + y − 4
√ + ...
16
2. Find second order partial derivatives A = fxx ,B = fxy , C = fyy .
Problems
1. Find the extreme values of the function f (x, y) = x3 + y 3 − 3x − 12y + 20.
Solution
Given f (x, y) = x3 + y 3 − 3x − 12y + 20
fx (x, y) = 0 fy (x, y) = 0
3x2 − 3 = 0 3y 2 − 12 = 0
3 x2 − 1 = 0 3 y2 − 4 = 0
x2 − 1 = 0 y2 − 4 = 0
x2 = 1 y2 = 4
x = ±1 y = ±2
x = 1, −1 y = 2, −2
The stationary points are (1, 2), (1, −2), (−1, 2) and (−1, −2).
17
Maximum value of f (x, y) at (−1, −2) is
f (−1, −2) = (−1)3 + (−2)3 − 3 (−1) − 12 (−2) + 20
= 38
Minimum value of f (x, y) at (1, 2) is
f (1, 2) = (1)3 + (2)3 − 3 (1) − 12 (2) + 20
=2
2. Find the maximum and minimum values of the function f (x, y) = x3 + 3xy 2 − 15x2 −
15y 2 + 72x.
Solution
Given f (x, y) = x3 + 3xy − 15x2 − 15y 2 + 72x
fx (x, y) = 0 fy (x, y) = 0
3x2 + 3y 2 − 30x + 72 = 0 6xy − 30y = 0
3 x2 + y 2 − 10x + 24 = 0
6y (x − 5) = 0
x2 + y 2 − 10x + 24 = 0 y = 0, x−5=0
x2 + y 2 − 10x + 24 = 0 y = 0, x=5
18
(4, 0) (6, 0) (5, 1) (5, −1)
A = 6x − 30, −6 < 0 6>0 0 0
B = 6y 0 0 6 -6
C = 6x − 30 -6 6 0 0
2
AC − B 36 > 0 36 > 0 −36 < 0 −36 < 0
Conclusion Maximum point Minimun point Saddle point Saddle point
fx (x, y) = 0 fy (x, y) = 0
3x2 − 3ay = 0 3y 2 − 3ax = 0
3 x2 − ay = 0 3 y 2 − ax = 0
x2 − ay = 0 y 2 − ax = 0 → (4)
x2
y=
a
x2
Substitute y = in (4), we get
a
2 2
x
− ax = 0
a
x 4 − a3 x = 0
x x 4 − a3 = 0
x = 0, x4 = a3
x = 0, x = a
19
Substitute x = 0 in (4), we get y = 0
ie. (0, 0) is stationary point.
Substitute x = a in (4), we get y = a
ie. (a, a) is stationary point.
(0, 0) (a, a)
A = 6x, 0 6a
B = −3a -3a -3a
C = 6y 0 6a
2 2
AC − B −9a 27a2
Conclusion Saddle point
Practice Problems
1. Examine the function f (x, y) = 1 + sin(x2 + y 2 for extremum.
Ans:Minimum value of f (x, y) at (0, 0) is 1.
2. Examine the function sinx + siny + sin(x + y) for extreme values.
√
Ans:Maximum value of f (x, y) at π3 , π3 is 3 2 3 .
20