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Partial Differentiation

Partial Differentiation

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0% found this document useful (0 votes)
46 views8 pages

Partial Differentiation

Partial Differentiation

Uploaded by

kinotic61
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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price may be a function of supply and demand.

In general, the cost


or profit depends upon a number of independent variables, for
example, prices of raw materials, wages on labour, market
conditions and so on. Thus a dependent variable y depends
on a number of independent variables x 1 , x 2 , x 3 ..x n . It is
denoted by y = f(x 1 , x 2 , x 3 ..x n ) and is called a function of n
variables. In this section, we will restrict the study to functions of
two or three variables and their derivatives only.
4.3.1. Definition
Let u = f(x, y) be a function of two independent variables x
and y. The derivative of f(x, y) with respect to x, keeping y
constant, is called partial derivative of u with respect to x and is
denoted by ∂u or ∂f or f x or ux. Similarly we can define partial
∂x ∂x
derivative of f with respect to y.
Thus we have
∂f f( x + ∆x, y) − f ( x, y)
= ∆xLt

=
∂x 0 ∆x
provided the limit exists.
(Here y is fixed and ∆x is the increment of x)
∂f f( x , y + ∆y ) − f ( x, y )
Also ∂ y = ∆ yLt
→0 = ∆y
provided the limit exists.
(Here x is fixed and ∆y is the increment of y).
4.3.2 Successive Partial Derivatives.
∂f ∂f
The partial derivatives and ∂ y are in general functions
∂x
∂f ∂f
of x and y. So we can differentiate functions and ∂ y partially
∂x
with respect to x and y. These derivatives are called second
order partial derivatives of f(x, y). Second order partial derivatives
are denoted
158
∂  ∂ f  = ∂ f = f
2
by
∂x  ∂ x  ∂x 2 xx

∂  ∂f  ∂ f
2

∂y  ∂ y 
 = = f yy
∂y 2
∂  ∂ f  = ∂ f = f
2

∂x  ∂ y  ∂ x∂ y xy

∂  ∂f  ∂2 f
 
∂y  ∂ x  = = f yx
∂ y∂ x
Note
If f, f x , f y are continuous then f xy= f yx
4.3.3 Homogeneous Function
A function f(x , y) of two independent variable x and y
is said to be homogeneous in x and y of degree n if
f(tx , ty)=t n f(x , y) for t > 0.
4.3.4 Euler’s Theorem on Homogeneous Function
Theorem : Let f be a homogeneous function in x and y of
degree n, then
∂f ∂f
x +y = n f.
∂x ∂y
Corrollary : In general if f(x 1 , x 2, x 3 ...xm ) is a homogeneous function
of degree n in variables x 1 , x 2 , x 3 ...x m , then,
∂f ∂f ∂f ∂f
x1 + x2 + x3 + ... + x m = n f.
∂x1 ∂ x2 ∂x3 ∂x m
Example 20
It u(x, y) = 1000 − x3 − y2 + 4x3 y6 + 8y, find each of the
following.
∂ 2u
(i) ∂u (ii) ∂u (iv) ∂ u2 (v) ∂ u (vi) ∂ u
2 2 2
(iii)
∂x ∂y ∂x 2 ∂y ∂ x∂ y ∂ y∂ x
Solution :
u(x, y) = 1000 − x 3 − y2 + 4x 3 y6 + 8y
159
(i) ∂u = ∂ (1000 − x 3 − y2 + 4x 3 y6 + 8y)
∂x ∂x
= 0 − 3x 2 − 0 + 4 (3x 2 )y6 + 0
= −3x 2 + 12x 2 y6 .
∂u ∂
(ii) ∂y = ∂ y (1000 − x 3 − y2 + 4x 3 y6 + 8y)
= 0 − 0 − 2y + 4x 3 (6y5 ) + 8
= −2y + 24x 3 y5 + 8
∂ 2u
(iii) = ∂  ∂ u 
∂x 2 ∂x  ∂ x 
= ∂ (−3x 2 + 12x 2 y6 )
∂x
= −6x +12(2x)y6
= −6x + 24xy 6.
∂ 2u ∂  
(iv) = ∂y  ∂u 
∂y 2  ∂y 

= ∂ y (−2y + 24x 3 y5 + 8)
= −2 + 24x 3 (5y4 ) + 0
=-2 + 120x 3 y4

(v) ∂ 2 u = ∂  ∂ u 
∂ x∂ y ∂ x  ∂y 

= ∂ (−2y + 24x 3 y5 + 8)
∂x
= 0 + 24(3x 2 )y5 + 0
= 72x 2 y5 .

(vi) ∂ 2 u = ∂  ∂u 
∂ y∂ x ∂y  ∂x 

= ∂ y (−3x 2 + 12x 2 y6 )
= 0 + 12x 2 (6y5 ) = 72x 2 y5
160
Example 21
If f(x, y) = 3x 2 + 4y 3 + 6xy − x 2 y 3 + 5 find (i) f x (1, -1)
(ii) fyy (1, 1) (iii) fx y (2, 1)
Solution :
(i) f(x, y) = 3x 2 + 4y3 + 6xy − x 2 y3 + 5

f x = ∂ (f) = ∂ (3x 2 + 4y3 + 6xy − x 2 y3 + 5)


∂x ∂x
= 6x + 0 + 6(1)y − (2x)y3 + 0
= 6x + 6y − 2xy 3 .
f x(1, −1) = 6(1) + 6(−1) − 2(1)(−1) 3 = 2
∂ ∂
(ii) f y = ∂y (f) = ∂y (3x 2 + 4y3 + 6xy − x 2 y3 + 5)
= 12y2 + 6x − 3x 2 y2
∂  ∂f 
f yy = ∂y  ∂ y 
 

= ∂y (12y2 + 6x − 3x 2 y2 )
= 24y − 6x 2 y
∴ f yy (1, 1) = 18
 ∂f 
(iii)f xy = ∂  ∂ y  = ∂ (12y2 + 6x − 3x 2 y2 )
∂x   ∂x
= 6 − 6xy 2
∴ f xy (2, 1) = −6
Example 22

If u = log x 2 + y 2 + z 2 , then prove that


∂ 2u ∂ u ∂ 2u
2
1
2 + 2 + 2 = x2 + y2 + z 2
∂x ∂y ∂z
Solution :

We have u = 1 log (x 2 + y2 + z2 ) -----------(1)


2
161
Differentiating (1) partially with respect to x,
∂u = 1 2x x
2 =
∂x 2 x +y +z
2 2
x + y2 + z 2
2

∂ 2u
= ∂  ∂ u 
∂x 2 ∂x  ∂x 
∂  x  ( x 2 + y 2 + z 2 )(1) − x( 2 x)
= ∂ x  2 
2  =
x +y +z  (x 2 + y 2 + z2 )2
2

x2 + y2 + z2 − 2x2 − x2 + y 2 + z 2
= =
( x 2 + y 2 + z 2 )2 ( x 2 + y 2 + z 2 )2
Differentiating (1) partially with respect to y we get,
∂u x
∂y = x2 + y2 + z 2

∂ 2u ( x 2 + y 2 + z 2 )(1) − y (2 y ) − y2 + z2 + x2
= = 2
∂y (x 2 + y 2 + z 2 ) 2 ( x + y 2 + z 2 )2
2

Differentiating (1) partially with respect to z we get,


∂u z
= x2 + y2 + z 2
∂z
∂ 2u ( x 2 + y 2 + z 2 )(1) − z ( 2 z ) − z 2 + x2 + y 2
= =
∂z 2 (x 2 + y 2 + z 2 ) 2 ( x 2 + y 2 + z 2 )2

∂ 2u ∂ 2u ∂ 2u − x + y + z − y + z + x − z + x + y
2 2 2 2 2 2 2 2 2

+ + =
∂x 2 ∂y 2 ∂z 2 (x 2 + y 2 + z2 )2
x 2 + y2 + z 2 1
= 2 2 2 =
x + y2 + z 2
(x + y + z )
2 2

Example 23
Verify Euler’s theorem for the function
u(x, y) = x3 + y3 + x2 y.
Solution :
We have u(x, y) = x 3 + y3 + x 2 y ---------(1)
u(tx , ty)= t x + t y + t x (ty)
3 3 3 3 2 2

162
= t 3 (x 3 + y3 + x 2 y) = t 3 u(x, y)
∴ u is a homogeneous function of degree 3 in x and y.
∂u
We have to verify that x ∂u +y ∂ y = 3u.
∂x
Differentiating (1) partially with respect to x, we get
∂u = 3x 2 + 2xy
∂x
∴ x ∂u = 3x 3 + 2x 2 y
∂x
Differentiating (1) partially with respect to y, we get
∂u
∂y = 3y2 + x 2
∂u
∴ y ∂ y = 3y3 + x 2 y
∂u
∴ x ∂u + y ∂ y = 3x 3 + 2x 2 y + 3y3 + x 2 y
∂x
= 3(x 3 + x 2 y + y3 ) = 3u
Thus Euler’s Theorem is verified, for the given function.
Example 24
x4 + y 4
Using Euler’s theorem if u = log x − y
∂u
show that x ∂ u + y ∂ y = 3.
∂x
Solution :
x 4 + y4
u = log x − y
x 4 + y4
⇒ eu = x−y
This is a homogeneous function of degree 3 in x and y
∴ By Euler’s theorem,

x ∂ (eu ) + y ∂y (eu ) = 3eu
∂x

163
∂u
x eu ∂u + ye u ∂ y = 3eu
∂x
∂u
dividing by eu we get x ∂u + y ∂ y = 3
∂x
Example 25
Without using Euler’s theorem prove that
∂u
x ∂ u + y ∂ y + z ∂∂uz = 4u, if u = 3x2 yz + 4xy 2 z + 5y4
∂x
Solution :
We have u = 3x 2 yz + 4xy 2 z + 5y4 --------(1)
Differentiating partially with respect to x, we get
∂u = 3(2x)yz + 4(1)y2 z + 0
∂x
= 6xyz + 4y2 z
Differentiating (1) partially with respect to y, we get
∂u
∂y = 3x 2 (1)z + 4x(2y)z + 20y3
= 3x 2 z + 8xyz + 20y3
Differentiating (1) partially with respect to z, we get
∂u = 3x 2 y(1) + 4xy 2 (1) + 0
∂z
= 3x 2 y + 4xy2
∂u
∴ x ∂u + y ∂ y + z ∂u
∂x ∂z
= 6x yz + 4xy z + 3x 2 yz + 8xy 2 z + 20y4 + 3x 2 yz + 4xy 2 z
2 2

= 12x 2 yz + 16xy 2 z + 20y4


= 4 (3x 2 yz + 4xy 2 z+ 5y4 ) = 4u.
Example 26
The revenue derived from selling x calculators and y
adding machines is given by R(x, y) = − x2 +8x−
− 2y2 +6y+2xy+ 50.
If 4 calculators and 3 adding machines are sold, find the
marginal revenue of selling (i) one more calculator (ii) one
more adding machine.
164
Solution :
(i) The marginal revenue of selling one more calculator is Rx.
Rx = ∂ (R) = ∂ (−x 2 + 8x − 2y2 + 6y + 2xy + 50)
∂x ∂x
= −2x + 8 − 0 + 0 + 2(1)(y)
Rx(4, 3) = −2(4) + 8 + 2(3) = 6
∴ At (4, 3), revenue is increasing at the rate of Rs.6 per
caculator sold.
∴ Marginal revenue is Rs. 6.
(ii) Marginal Revenue of selling one more adding machine is Ry

Ry = ∂y (R) = ∂ (−x 2 + 8x − 2y2 + 6y + 2xy + 50)
∂y
= 0 + 0 − 4y + 6 + 2x(1)
= −4y + 6 + 2x
Ry (4, 3) = -4(3) + 6 + 2(4) = 2
Thus at (4, 3) revenue is increasing at the rate of
approximately Rs.2 per adding machine.
Hence Marginal revenue is Rs.2.
EXERCISE 4.3

If u = 4x2 − 3y2 + 6xy, find ∂u and


∂u
1) .
∂x ∂y

2) If u = x3 + y3 + z3 − 3xyz, prove that x ∂u +y ∂u + z ∂u = 3u


∂x ∂y ∂z
3) If z = 4x6 − 8x3 − 7x + 6xy + 8y + x3 y5 , find each of the follwoing
∂2 z ∂2z ∂2 z ∂2z
(i) ∂u (ii) ∂u (iii) (iv) (v) ∂ x∂ y (vi) ∂ y∂ x
∂x ∂y ∂x 2 ∂y 2

4) If f(x, y) = 4x2 − 8y3 + 6x5 y 2 + 4x + 6y + 9, evaluate the


following.
(i) f x (ii) f x(2, 1) (iii) f y (iv) f y (0, 2)
(v) f xx (vi) f xx(2, 1) (vii) f yy (viii) f yy (1, 0)
(ix) f xy (x) f xy (2, 3) (xi) f yx(2, 3)

165

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