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Module-2 MAT1001

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31 views

Module-2 MAT1001

Uploaded by

amarjith9787
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Module-2

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

and partial derivative of u with respect to y is

∂u lim f (x, y + h) − f (x, y)


= uy = h → 0
∂y 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.


A function u = f (x, y, z) is said to be a Homogeneous function of degree ′ n′ if it can be


expressed in the form xn ϕ xy , xz or y n ϕ xy , yz or z n ϕ xz , yz .
 

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

Euler’s Theorem on Homogeneous Function


If function u = f (x, y) is said to be a Homogeneous function of degree ’n’ then

∂u ∂u
x +y = nu.
∂x ∂y

Euler’s Extension Theorem


If function u = f (x, y) is said to be a Homogeneous function of degree ’n’ then

∂ 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

Therefore tan z is a Homogeneous function of degree n = 2


By Euler’s theorem

∂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

Therefore logu is a Homogeneous function of degree n = 2


By Euler’s theorem

∂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

Differentiation of implicit function


If f (x, y) = c be an implicit relation between x and y which defines as a differentiable
function of x, then
∂f
dy ∂x ∂f
= − ∂f , when ̸= 0
dx ∂y
∂y

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)

Also given u = x logxy.


Differentiating the above equation partially with respect to x and y, we get
 
∂u 1
=x (y) + logxy
∂x xy
= 1 + logxy
 
∂u 1
=x (x)
∂y xy
x
=
y

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

x + y = 2eθ cosϕ (2)


x − y = 2ieθ sinϕ (3)

Adding (2) and (3), we get


2x = 2eθ cosϕ + 2ieθ sinϕ
⇒ x = eθ (cosϕ + isinϕ)
i.e. x = eθ eiϕ
Subtracting (2) and (3), we get
2y = 2eθ cosϕ − 2ieθ sinϕ
⇒ y = eθ (cosϕ − isinϕ)
i.e. y = eθ e−iϕ

Here u is a composite function of θ and ϕ.


Differentiating u with respect to θ, we get

∂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

Differentiating u with respect to ϕ, we get

∂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

Again differentiating the above equation with respect to ϕ, we get

∂ 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

∂y1 x2 x3 ∂y2 x3 ∂y3 x2


=− 2 , = , =
∂x1 x1 ∂x1 x2 ∂x1 x3
∂y1 x3 ∂y2 x1 x3 ∂y3 x1
= , =− 2 , =
∂x2 x1 ∂x2 x2 ∂x2 x3
∂y1 x2 ∂y2 x1 ∂y3 x1 x2
= , = , =− 2
∂x3 x1 ∂x3 x2 ∂x3 x3

∂y1 ∂y1 ∂y1


∂x1 ∂x2 ∂x3
∂ (y1 , y2 , y3 ) ∂y2 ∂y2 ∂y2
w.k.t = ∂x1 ∂x2 ∂x3
∂ (x1 , x2 , x3 ) ∂y3 ∂y3 ∂y3
∂x1 ∂x2 ∂x3

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


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

13
∂x ∂x
∂ (x, y) ∂r ∂θ
w.k.t = ∂y ∂y
∂ (r, θ) ∂r ∂θ

∂ (x, y) cos θ −r sin θ


∴ =
∂ (r, θ) sin θ r cos θ
= r cos2 θ − −r sin2 θ


= r cos2 θ + sin2 θ


= r (1)
=r

∂ (u, v) ∂ (u, v) ∂ (x, y)


w.k.t = .
∂ (r, θ) ∂ (x, y) ∂ (r, θ)
∂ (u, v)
= 4 x2 + y 2 r


∂ (r, θ)
Now,x2 + y 2 = r2 cos2 θ + r2 sin2 θ
= r2 cos2 θ + sin2 θ


= 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 sin3 θ (1) + r2 sin θ cos2 θ (1)


= r2 sin3 θ (1) + r2 sin θ cos2 θ (1)
= r2 sin θ sin2 θ + cos2 θ


= 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

Taylor’s Theorem For Functions Of Two Variables


The Taylor’s series expansion of f (x, y) in power of (x − a) and (y − b) is

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) ] + ...

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

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!

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

2. Expand x2 y + 3y − 2 in power of x − 1 and y + 2 using Taylor’s theorem.


Solution
Let f (x, y) = x2 y + 3y − 2
Here a = 1 and b = −2.

∴ f (1, −2) = (1)2 (−2) + 3 (−2) − 2 = −2 − 6 − 2 = −10


fx (x, y) = 2xy
∴ fx (1, −2) = 2 (1) (−2) = −4
fxx (x, y) = 2y
∴ fxx (1, −2) = 2 (−2) = −4
fxxx (x, y) = 0
∴ fxxx (1, −2) = 0
fy (x, y) = x2 + 3
∴ fy (1, −2) = (1)2 + 3 = 4
fyy (x, y) = 0
∴ fyy (1, −2) = 0
fyyy (x, y) = 0
∴ fyyy (1, −2) = 0
fxy (x, y) = 2x
∴ fxy (1, −2) = 2 (1) = 2
fxyy (x, y) = 0
∴ fxyy (1, −2) = 0
fxxy (x, y) = 2
∴ fxxy (1, −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.

∴ f (0.9, −1.2) = tan−1 (0.9 ∗ −1.2) = −0.8238


 
1
fx (x, y) = y
1 + (xy)2
 
1
∴ fx (0.9, −1.2) = (−1.2) = −0.5539
1 + (0.9 ∗ −1.2)2
!
1
fxx (x, y) = − 2 (2xy (y)) y
1 + (xy)2
!
1 3

= − 2 2xy
1 + (xy)2

!
1 3
∴ fxx (0.9, −1.2) = − 2 2 ∗ 0.9 ∗ (−1.2) = 0.6627
1 + (0.9 ∗ −1.2)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

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 (x, y) = 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) + ...


= −0.8238 + [(x − 0.9) (−0.5539) + (y + 1.2) (0.4154)]


1
+ (x − 0.9)2 (0.6627) + 2 (x − 0.9) (y + 1.2) (−0.0356)
2
+ (y + 1.2)2 (0.3728) + ...


= −0.8238 − 0.5539 (x − 0.9) + 0.4154 (y + 1.2)


+ 0.3313 (x − 0.9)2 − 0.0356 (x − 0.9) (y + 1.2) + 0.1864 (y + 1.2)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 − 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
+ ...

2. Expand f (x, y) = tan−1 xy in power of (x − 1) and (y − 1) upto third degree terms.




Hence compute f (1.1, 0.9) approximately.


Ans:
y π 1 1
tan−1 − [(x − 1) − (y − 1)] + (x − 1)2 − (y − 1)2

=
x 4 2 4
1 
(x − 1)3 + 3 (x − 1)2 (y − 1) − +3 (x − 1) (y − 1)2 − (y − 1)3 ,


12
f (1.1, 0.9) = 0.6857.

Maxima and Minima For Functions Of Two Variables


A function f (x, y) is said to have a maximum value at a point(a, b) if there exists a neighbor-
hood of the point (a, b) say (a + h, b + k), h and k are small such that f (a, b) > f (a + h, b + k).
A function f (x, y) is said to have a minimum value at a point(a, b) if there exists a neighbor-
hood of the point (a, b) say (a + h, b + k), h and k are small such that f (a, b) < f (a + h, b + k).
Also f (a, b) is said to be an extreme value of f (x, y) if it is a maximum value or a minimum
value.
If f (a, b) is not an extreme value, then (a, b) is called saddle point.

Procedure for finding extreme value of f (x, y)

1. Find the stationary (x, y) such that fx = 0 and fy = 0.

2. Find second order partial derivatives A = fxx ,B = fxy , C = fyy .

3. Compute AC − B 2 for the stationary point (x0 , y0 )

ˆ If AC − B 2 > 0 and A < 0, then f (x0 , y0 ) is a maximum value.


ˆ If AC − B 2 > 0 and A > 0, then f (x0 , y0 ) is a minimum value.
ˆ If AC − B 2 < 0 then (x0 , y0 ) is a saddle point.
ˆ If AC − B 2 = 0 then no condition can be drawn.

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) = 3x2 + 0 − 3 − 0 + 0 = 3x2 − 3, fy (x, y) = 0 + 3y 2 − 0 − 12 + 0 = 3y 2 − 12


A = fxx (x, y) = 6x, B = fxy (x, y) = 0, C = fyy (x, y) = 6y

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).

(1, 2) (1, −2) (−1, 2) (−1, −2)


A = 6x, 6>0 6>0 −6 < 0 −6 < 0
B=0 0 0 0 0
C = 6y 12 -12 12 -12
2
AC − B 72 > 0 −72 < 0 −72 < 0 72 > 0
Conclusion Minimum point Saddle point Saddle point Maximum point

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

fx (x, y) = 3x2 + 3y 2 − 30x + 72, fy (x, y) = 6xy − 30y


A = fxx (x, y) = 6x − 30, B = fxy (x, y) = 6y, C = fyy (x, y) = 6x − 30

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

Substitute y = 0 in x2 + y 2 − 10x + 24 = 0, we get


x2 + 0 − 10x + 24 = 0
x2 − 10x + 24 = 0
(x − 4) (x − 6) = 0
x = 4, x = 6
ie. (4, 0) and (6, 0) are stationary points.
Substitute x = 5 in x2 + y 2 − 10x + 24 = 0, we get
52 + y 2 − 10(5) + 24 = 0
y2 − 1 = 0
y2 = 1
y = ±1
ie. (5, 1) and (5, −1) are stationary points.

(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
AC − B 2 36 > 0 36 > 0 −36 < 0 −36 < 0
Conclusion Maximum point Minimum point Saddle point Saddle point

Maximum value of f (x, y) attains at (4, 0) and the maximum value is


f (4, 0) = (4)3 + 3(4)(0)2 − 15(4)2 − 15(0)2 + 72(4) = 112
Minimum value of f (x, y) attains at (6, 0) and the minimum value is
f (6, 0) = (6)3 + 3(6)(0)2 − 15(6)2 − 15(0)2 + 72(6) = 108

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


Solution

22
Let f (x, y) = x3 + y 3 − 3axy

fx (x, y) = 3x2 − 3ay, fy (x, y) = 3y 2 − 3ax


A = fxx (x, y) = 6x, B = fxy (x, y) = −3a, C = fyy (x, y) = 6y

To find stationary 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 3 − a3 = 0


x = 0, x3 = a3
x = 0, x = a

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
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 .


Lagrange’s method of undetermined multipliers


In many problems, we need to find the maximum or minimum values of a function of three
or more variables. When the variables are not independent but they are connected by some
given relations. Hence we have Lagrange’s method.
Let u = f (x, y, z) be a function of three variables x, y, z which are connected by the relation
ϕ (x, y, z) = 0.
The Lagrangian function can be written as

F (x, y, z) = f (x, y, z) + λϕ (x, y, z)

The necessary condition for finding stationary point of F (x, y, z) is

∂F ∂F ∂F
∂x
= 0, ∂y
= 0, ∂z
=0

Working Role:

1. Write F = f (x, y, z) + λϕ (x, y, z).


∂F ∂F ∂F
2. Obtain the equations ∂x
= 0, ∂y
= 0, ∂z
= 0.

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).

1. Find the stationary value of a3 x2 + b3 y 2 + c3 z 2 subject to the fulfillment of the condition


1
x
+ y1 + z1 = 1.
Solution
Let f (x, y, z) = a3 x2 + b3 y 2 + c3 z 2

24
1 1 1
Let ϕ (x, y, z) = x
+ y
+ z
−1

Now Lagrange’s function is


F (x, y, z) = f (x, y, z) + λϕ (x, y, z)
 
3 2 3 2 3 2 1 1 1
F (x, y, z) = a x + b y + c z + λ + + −1
x y z

To find stationary point

∂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

k a+b+c k a+b+c k a+b+c


∴ The stationary points are x = a
= a
, y= b
= b
, z= c
= c
.

∴ The stationary value of f (x, y, z) at ( a+b+c


a
, a+b+c
b
, a+b+c
c
) is

a+b+c a+b+c a+b+c a+b+c 2 a+b+c 2 a+b+c 2


f( , , ) = a3 ( ) + b3 ( ) + c3 ( )
a b c a b c
= a(a + b + c)2 + b(a + b + c)2 + c(a + b + c)2
= (a + b + c)(a + b + c)2
= (a + b + c)3

25
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

If x = y = z, we get minimum volume.


That is, the rectangular solid is a cube.

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

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∂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

When x = 0, the parallelopiped is just a rectangular sheet as such its volume V = 0. As x


increases, volume must also increase continuously.
Thus V must be greatest at the the stage given by x = √a3 , y = √b3 , z = √c3 .
Hence the greatest volume is V = 8( √a3 )( √b3 )( √c3 ) = 8abc
√ .
3 3
Practice Problems
1. A rectangular box open at the top is to have volume of 32 cubic feet. Find the dimension of
the box requering least material for its construction.
Ans: The dimension is 4,4,2.

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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 .

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