Module-2 MAT1001
Module-2 MAT1001
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
∂u lim f (x + h, y) − f (x, y)
= ux = h → 0
∂x h
Note:
∂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
Homogeneous Function
A function u = f (x, y) is said to be a Homogeneous function of degree ′ n′ if it can be
expressed in the form xn ϕ xy or y n ϕ xy , ϕ being any arbitrary function.
Example:1
u = 4x + 6y
h yi
=x 4+6
y x
= xϕ is a Homogeneous 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 Homogeneous 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 Homogeneous 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 = = u(say)
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 = = v(say)
3x + 4y
h 3
i
x3 1 + xy 3
=
x 3 + 4y
x
h i
y 3
1+ x
= x2
3 + 4 xy
y
2
=x ϕ
x
∂v ∂v
x +y = nv
∂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
dx
= et
dt
dy
= 2t
dt
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
dz
1. If z = x2 y, and x2 + xy + y 2 = 1, find dx
.
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
6
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
x ∂u z ∂u y ∂u x ∂u z ∂u y ∂u
∴ xux + yuy + zuz = − + − + −
y ∂p x ∂r 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
∂2u ∂2u 2
∂ u
3. If x + y = 2eθ cosϕ and x − y = 2ieθ sinϕ show that ∂θ2
+ ∂ϕ2
= 4xy ∂x∂y , where u = u(x, y).
Solution
Given
∂u ∂u ∂x ∂u ∂y
= . + .
∂θ ∂x ∂θ ∂y ∂θ
∂u ∂ θ iϕ ∂u ∂ θ −iϕ
= . ee + . ee
∂x ∂θ ∂y ∂θ
∂u θ iϕ ∂u θ −iϕ
= ee + ee
∂x ∂y
∂u ∂u ∂u ∂ ∂ ∂
=x +y i.e. =x +y
∂θ ∂x ∂y ∂θ ∂x ∂y
9
Again differentiating the above equation with respect to θ, we get
∂ 2u
∂ ∂u ∂u
= x +y
∂θ2 ∂θ ∂x ∂y
∂ ∂ ∂u ∂u
= x +y x +y
∂x ∂y ∂x ∂y
∂ ∂u ∂ ∂u ∂ ∂u ∂ ∂u
=x x +x y +y x +y y
∂x ∂x ∂x ∂y ∂y ∂x ∂y ∂y
2 2 2
2
∂ u ∂u ∂ u ∂ u ∂ u ∂u
=x x 2 + + xy + yx +y y 2 +
∂x ∂x ∂x∂y ∂y∂x ∂y ∂y
2 2 2 2
∂ u 2∂ u ∂u ∂ u 2∂ u ∂u ∂ 2u ∂ 2u
= x + x + 2xy + y + y w.k.t =
∂θ2 ∂x2 ∂x ∂x∂y ∂y 2 ∂y ∂x∂y ∂y∂x
∂u ∂u ∂x ∂u ∂y
= . + .
∂ϕ ∂x ∂ϕ ∂y ∂ϕ
∂u ∂ ∂u ∂
eθ eiϕ + eθ e−iϕ
= . .
∂x ∂ϕ ∂y ∂ϕ
∂u ∂u
ieθ eiϕ + −ieθ e−iϕ
=
∂x ∂y
∂u ∂u ∂u ∂ ∂ ∂
= ix − iy i.e. = ix − iy
∂ϕ ∂x ∂y ∂ϕ ∂x ∂y
∂ 2u
∂ ∂u ∂u
= ix − iy
∂ϕ2 ∂ϕ ∂x ∂y
∂ ∂ ∂u ∂u
= ix − iy ix − iy
∂x ∂y ∂x ∂y
∂ ∂u ∂ ∂u ∂ ∂u ∂ ∂u
= ix ix + ix −iy − iy ix − iy −iy
∂x ∂x ∂x ∂y ∂y ∂x ∂y ∂y
2 2 2
2
∂ u ∂u ∂ u ∂ u ∂ u ∂u
= i2 x x 2 + − i2 xy − i2 yx + i2 y y 2 +
∂x ∂x ∂x∂y ∂y∂x ∂y ∂y
2
∂ 2u ∂ 2u
2
∂ u ∂u ∂ u ∂u
= −x x 2 + + xy + yx −y y 2 + Where i2 = −1
∂x ∂x ∂x∂y ∂y∂x ∂y ∂y
2 2 2 2
∂ u ∂ u ∂u ∂ u ∂ u ∂u ∂ 2u ∂ 2u
2
= −x2 2 − x + 2xy − y2 2 − y w.k.t =
∂ϕ ∂x ∂x ∂x∂y ∂y ∂y ∂x∂y ∂y∂x
y−x z−x
4. If u = u xy
, xz , show that x2 ∂u
∂x
+ y 2 ∂u
∂y
+ z 2 ∂u
∂z
= 0.
Solution
y−x 1
Let v = xy
= x
− y1 , w = z−x
xz
= 1
x
− 1
z
so that u = u (v, w).
10
Differentiating the above equations partially with respect to x, y and z, we get
∂v 1 1 ∂w 1 1
= − 2 − 0 = − 2, = − 2 − 0 = − 2,
∂x x x ∂x x x
∂v −1 1 ∂w
= 0 − 2 = 2, = 0 − 0 = 0,
∂y y y ∂y
∂v ∂w 1 1
= 0 − 0 = 0, = 0 − − 2 = 2,
∂z ∂z z z
∂u ∂u ∂v ∂u ∂w
= . + .
∂x ∂v ∂x ∂w ∂x
∂u 1 ∂u 1
= − 2 + − 2
∂v x ∂w x
∂u 1 ∂u ∂u
=− 2 +
∂x x ∂v ∂w
∂u ∂u ∂u
∴ x2 =− −
∂x ∂v ∂w
∂u ∂u ∂v ∂u ∂w
= . + .
∂y ∂v ∂y ∂w ∂y
∂u 1 ∂u
= + (0)
∂v y 2 ∂w
∂u 1 ∂u
= 2
∂y y ∂v
∂u ∂u
∴ y2 =
∂y ∂v
∂u ∂u ∂v ∂u ∂w
= . + .
∂z ∂v ∂z ∂w ∂z
∂u ∂u 1
= (0) +
∂v ∂w z 2
∂u 1 ∂u
= 2
∂z z ∂w
∂u ∂u
∴ z2 =
∂z ∂w
11
∂u ∂u ∂u ∂u ∂u ∂u ∂u
∴ x2 + y2 + z2 =− − + +
∂x ∂y ∂x ∂v ∂w ∂v ∂w
=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 .
1 ∂u 1 ∂u 1 ∂u
2. If u = f (2x − 3y, 3y − 4z, 4z − 2x), prove that 2 ∂x
+ 3 ∂y
+ 4 ∂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,v)
is called the Jacobian of u, v with respect to x, y and is written as ∂(x,y)
or J.
∂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
Given y1 = xx2 x1 3 , y2 = xx1 x2 3 , y3 = xx1 x3 2
Differentiating the above equations partially with respect to x1 ,x2 and x3 , we get
12
− 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.
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
∂x ∂y
= cos θ, = sin θ,
∂r ∂r
∂x ∂y
= −r sin θ, = r cos θ,
∂θ ∂θ
13
∂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
∂ (u, v)
= 4 r2 r
∴
∂ (r, θ)
= 4r3
3. In spherical polar coordinates, x = r sin θ cos ϕ, y = r sin θ sin ϕ, z = r cos θ, show that
∂(x,y,z)
∂(r,θ,ϕ)
= r2 sin θ.
Solution
Given x = r sin θ cos ϕ, y = r sin θ sin ϕ, z = r cos θ
Differentiating the above equation partially with respect to r, θ and ϕ, we get
∂x ∂x ∂x
= sin θ cos ϕ, = r cos θ cos ϕ, = −r sin θ sin ϕ
∂r ∂θ ∂ϕ
∂y ∂y ∂y
= sin θ sin ϕ, = r cos θ sin ϕ, = r sin θ cos ϕ
∂r ∂θ ∂ϕ
∂z ∂z ∂z
= cos θ, = −r sin θ, =0
∂r ∂θ ∂ϕ
∂x ∂x ∂x
∂r ∂θ ∂ϕ
∂ (x, y, z) ∂y ∂y ∂y
w.k.t = ∂r ∂θ ∂ϕ
∂ (r, θ, ϕ) ∂z ∂z ∂z
∂r ∂θ ∂ϕ
14
sin θ cos ϕ r cos θ cos ϕ −r sin θ sin ϕ
∂ (x, y, z)
∴ = sin θ sin ϕ r cos θ sin ϕ r sin θ cos ϕ
∂ (r, θ, ϕ)
cos θ −r sin θ 0
= sin θ cos ϕ (0 − (r sin θ cos ϕ) (−r sin θ))
− r cos θ cos ϕ (0 − (r sin θ cos ϕ) (cos θ))
− r sin θ sin ϕ ((−r sin θ) (sin θ sin ϕ) − (cos θ) (r cos θ sin ϕ))
= r2 sin3 θ cos2 ϕ + r2 sin θ cos2 θ cos2 ϕ + r2 sin3 θ sin2 ϕ + r2 sin θ cos2 θ sin2 ϕ
= r2 sin3 θ cos2 ϕ + sin2 ϕ + r2 sin θ cos2 θ cos2 ϕ + sin2 ϕ
= r2 sin θ (1)
= r2 sin θ
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
15
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
∵ e0 = 1
=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 xy (0, 0) = e
1+0
∵ e0 = 1
=1
The Taylor’s series expansion of f (x, y) in power of (x − a) and (y − b) upto second degree is
16
∴ 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
17
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!
1
+ (x − a)3 fxxx (a, b) + 3 (x − a)2 (y − b) fxxy (a, b) + 3 (x − a) (y − b)2 fxyy (a, b)
3!
+ (y − b)3 fyyy (a, b) ] + ...
∴ f (x, y) = f (1, −2) + [(x − 1) fx (1, −2) + (y + 2) fy (1, −2)]
1
+ (x − 1)2 fxx (1, −2) + 2 (x − 1) (y + 2) fxy (1, −2) + (y + 2)2 fyy (1, −2)
2
1
+ (x − 1)3 fxxx (1, −2) + 3 (x − 1)2 (y + 2) fxxy (1, −2)
6
+ 3 (x − 1) (y + 2)2 fxyy (1, −2) + (y + 2)3 fyyy (1, −2) ] + ...
= −10 + [(x − 1) (−4) + (y + 2) (4)]
1
+ (x − 1)2 (−4) + 2 (x − 1) (y + 2) (2) + (y + 2)2 (0)
2
1
+ (x − 1)3 (0) + 3 (x − 1)2 (y + 2) (2) + 3 (x − 1) (y + 2)2 (0) + (y + 2)3 (0) + ...
6
= −10 − 4 (x − 1) + 4 (y + 2) − 2 (x − 1)2 + 2 (x − 1) (y + 2) + (x − 1)2 (y + 2) + ...
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.
18
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 + 0.4615
= −0.0356
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 − 16 (x3 + 3xy 2 )
19
h h 2 i i
1
1 + (x + 1) + y − π4 + 12 (x + 1)2 − 2 (x + 1) y − π4 + y − π4
ii) √
2 2
+ ...
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
20
To find stationary point
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).
Maximum value of f (x, y) attains at (−1, −2) and the maximum value is
f (−1, −2) = (−1)3 + (−2)3 − 3 (−1) − 12 (−2) + 20 = 38
Minimum value of f (x, y) attains at (1, 2) and the minimum value 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 2 − 15x2 − 15y 2 + 72x
21
To find stationary point
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
22
Let f (x, y) = x3 + y 3 − 3axy
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 3 − a3 = 0
x = 0, x3 = a3
x = 0, x = a
(0, 0) (a, a)
A = 6x, 0 6a
B = −3a −3a −3a
C = 6y 0 6a
AC − B 2 −9a2 27a2
Conclusion Saddle point
23
If a > 0 then A > 0 and AC − B 2 = 27a2 > 0
∴ Minimum value of f (x, y) attains at (a, a) and the minimum value is
f (a, a) = a3 + a3 − 3a(a)(a) = −a3
If a < 0 then A < 0 and AC − B 2 = 27a2 > 0
∴ Maximum value of f (x, y) attains at (a, a) and the maximum value is
f (a, a) = a3 + a3 − 3a(a)(a) = −a3
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 .
∂F ∂F ∂F
∂x
= 0, ∂y
= 0, ∂z
=0
Working Role:
3. Solve the above equations together with ϕ (x, y, z) = 0. The values of x. y, z so obtained
will give the stationary value of f (x, y, z).
24
1 1 1
Let ϕ (x, y, z) = x
+ y
+ z
−1
∂F ∂F ∂F
=0 =0 =0
∂x ∂y ∂z
−1 −1 −1
2a3 x + λ =0 2b3 y + λ =0 2c3 z + λ =0
x2 y2 z2
3 1 3 1 3 1
2a x = λ 2b y = λ 2c z = λ
x2 y2 z2
2a3 x3 = λ 2b3 y 3 = λ 2c3 z 3 = λ
λ λ λ
a3 x 3 = b3 y 3 = c3 z 3 =
2 2 2
3 3 3
λ λ λ
ax = by = cz =
2 2 2
∴ ax = by = cz = k(say)
k k k
x= , y= , z=
a b c
1 a 1 b 1 c
= , = , =
x k y k z k
1
Substituting x
= ka , 1
y
= kb , 1
z
= c
k
in 1
x
+ 1
y
+ 1
z
= 1, we get
a b c
+ + =1
k k k
a+b+c=k
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2. Show that the rectangular solid of maximum volume that can be inscribed in a sphere is
cube.
Solution
Let 2x, 2y, 2z be the length, breath and height of a rectangular solid respectively. So that its
volume is given by V = 8xyz.
Let r be the radius of the sphere so that x2 + y 2 + z 2 = r2 .
Then lagrangian function is
F (x, y, z) = 8xyz + λ(x2 + y 2 + z 2 − r2 )
To find stationary point
∂F ∂F ∂F
=0 =0 =0
∂x ∂y ∂z
8yz + 2xλ = 0 8xz + 2yλ = 0 8xy + 2zλ = 0
8yz = −2xλ 8xz = −2yλ 8xy = −2zλ
−4yz = xλ − 4xz = yλ − 4xy = zλ
−4xyz = x2 λ − 4xyz = y 2 λ − 4xyz = z 2 λ
−4xyz −4xyz −4xyz
= x2 = y2 = z2
λ λ λ
⇒x2 = y 2 = z 2 = −4xyz
λ
⇒x2 = y 2 = z 2
⇒x=y=z
3. Find the volume of the greatest rectangular parallelopiped that can be inscribed in a
2 2 2
ellipsoid xa2 + yb2 + zc2 = 1.
Solution
Let the edges of the parallelopiped be 2x, 2y, 2z.
Then its volume is given by V = 8xyz.
2 2 2
The parallelopiped can be inscribed in the ellipsoid xa2 + yb2 + zc2 = 1.
2 2 2
∴ Lagrangian function is F (x, y, z) = 8xyz + λ( xa2 + yb2 + zc2 − 1).
To find stationary point
26
∂F ∂F ∂F
=0 =0 =0
∂x ∂y ∂z
2x 2y 2z
8yz + λ 2 = 0 8xz + λ 2 = 0 8xy + λ 2 = 0
a b c
2x 2y 2z
8yz = −λ 8xz = −λ 8xy = −λ 2
a2 b2 c
x y z
4yz = −λ 2 4xz = −λ 2 4xy = −λ 2
a b c
x2 y2 z2
4xyz = −λ 2 4xyz = −λ 2 4xyz = −λ 2
a b c
2 2 2
−4xyz x −4xyz y −4xyz z
= 2 = 2 = 2
λ a λ b λ c
x2 y2 z2 −4xyz
⇒ a2
= b2
= c2
= λ
x2 y2 z2
⇒ a2
= b2
= c2
x2 y2 z2
⇒ a2
= b2
= c2
= K(say)
2
x2 2
⇒ a2
= K, yb2 = K, zc2 = K
2 y2
x2 2 x2 z2
Substitute a2
= K, yb2 = K, zc2 = K in a2
+ b2
+ c2
= 1, we get
K +K +K =1
3K = 1
1
K=
3
Therefore,
x2 1 y2 1 z2 1
= , = , =
a2 3 b2 3 c2 3
2 2
a b c2
x2 = , y 2 = , z 2 =
3 3 3
a b c
x= √ , y= √ , z= √
3 3 3
27
2. Given x + y + z = a, find the maximum value of xm y n z p .
m+n+p mm nn pp
Ans: Maximum value= a(m+n+p) m+n+p .
28