EGM 211 - Functions of Several Variables - PPP
EGM 211 - Functions of Several Variables - PPP
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FUNCTIONS OF SEVERAL VARIABLES
LECTURE NOTES 4
Dr Matindih L. K. (Mr.)
2024/2025
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 1 / 159
Lecture Notes 4 Outline
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2 The Graph of a Function of Two Variables
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So far we have dealt only with functions of a single (independent) variable.
Many familiar quantities, however, are functions of two or more variables.
Here are three examples.
The notation for a function of two or more variables is similar to that for a
function of a single variable. Here are two examples.
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 3 / 159
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z =f (x , y ) = x 2 + xy Function of two variables
| {z }
2 variables
and
Dr
w = f (x , y , z) = x + 2y − 3z
| {z }
3 variables
Function of three variables
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each ordered pair (x , y ) in D there corresponds a unique real number
f (x , y ), then f is a function of two variables x and y . The set D is the
domain of f , and the corresponding set of values for f (x , y ) is the range
of f
{f (x , y ) : (x , y ) ∈ D}.
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A function of two variables is just a function whose domain is a subset of
R2 and whose range is a subset of R. One way of visualizing such a
function is by means of an arrow diagram (see Figure 1), where the
domain D is represented as a subset of the xy -plane.
Dr
Figure 1
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Similar definitions can be given for functions of three, four, or n variables,
where the domains consist of ordered triples (x1 , x2 , x3 ), ordered
quadruples (x1 , x2 , x3 , x4 ), and ordered n-tuples (x1 , x2 , . . . , xn ). In all
cases, the range is a set of real numbers. In this chapter, We will study
only functions of two or three variables.
Dr
As with functions of one variable, the most common way to describe a
function of several variables is with an equation, and unless it is otherwise
restricted, we can assume that the domain is the set of all points for which
the equation is defined. For instance, the domain of the function
f (x , y ) = x 2 + y 2
f (x , y ) = ln xy
is the set of all points (x , y ) in the plane for which xy > 0. This consists
of all points in the first and third quadrants
Dr
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 8 / 159
Example 2
Find the domain of each of the functions.
√
x 2 +y 2 −9 x
(i) f (x , y ) = (ii) g(x , y , z) = √
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x 9−x 2 −y 2 −z 2
Solution.
(i) The function f is defined for all points (x , y ) such that x 6= 0 and
x2 + y2 − 9 ≥ 0 ⇐⇒ x 2 + y 2 ≥ 9.
So, the domain is the set of all points lying on or outside the circle
Dr
x 2 + y 2 = 9 except those points on the y -axis, as shown in Figure ??.
x 2 + y 2 + z 2 < 9.
Consequently, the domain is the set of all points (x , y , z) lying inside
a sphere of radius 3 that is centered at the origin.
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 9 / 159
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Dr
√
x 2 +y 2 −9
Figure 2: Domain of f (x , y ) = x
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 10 / 159
Functions of several variables can be geometrically combined in the same
way as functions of single variables as the next theorem indicate
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Theorem 3
Let f (x , y ) and g(x , y ) be functions of several variables with domains Df
and Dg , then we define the sum, difference, product, and quotient of f
and g as
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Theorem 4 (Composition of Functions)
Let f (x , y ) be functions of several variables and g be a function of a sigle
variabrl such that f (x , y ) is in the domain of g for all (x , y ) in the domain
of f . Then the composition of the two functions, denoted by g ◦ f is the
function whose value at (x , y ) is given by
Dr (g ◦ f )(x , y ) = g[f (x , y )]. (1.1)
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q
h(x , y ) = 16 − 4x 2 − y 2
f (x , y ) = 16 − 4x 2 − y 2
The domain of this function is the set of all points lying on or inside the
ellipse 4x 2 + y 2 = 16.
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f (x , y ) = ak x m y n + ak−1 x n−1 y n−1 + ... + a2 x 2 y 2 + a1 xy + ao (1.2)
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Variables)
A rational function is a function defined by the quotient of two
polynomials:
P(x , y )
f (x , y ) = , (1.3)
Dr Q(x , y )
7x + y 3
f (x , y ) =
2x 2 + 5y − y 2
is a rational function of several variables.
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2. The Graph of a Function of Two Variables
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As with functions of a single variable, we can learn a lot about the
behavior of a function of two variables by sketching its graph.
Definition 8 (Graph of z = f (x , y ))
If f is a function of two variables with domain D, then the graph of f is
the set of all points (x , y , z) in R3 such that z = f (x , y ) and (x , y ) is in D.
Dr
Just as the graph of a function f of one variable is a curve C with
equation y = f (x ) so the graph of a function f of two variables is a
surface S with equation z = F (x , y ). We can visualize the graph S of f as
lying directly above or below its domain D in the xy -plane. See Figure 3.
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Solution.
The graph of f (x , y ) = 6 − 3x − 2y has the equation z = 6 − 3x − 2y or
3x + 2y + z = 6, which represents a plane. To graph the plane we first
find the intercepts. Putting
y =z =0
in the equation, we get as the x = 2 as the x -intercept.
Dr
Similarly, for x = z = 0, the y -intercept is 3 and letting x = y = 0, gives
the z-intercept to be 6.
This helps us sketch the portion of the graph that lies in the first octant.
See Figure 4
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f (x , y ) = ax + by + c
which is called a linear function. The graph of such a function has the
equation
z = ax + by + c or ax + by + −z + c = 0
Dr
so it is a plane. In much the same way that linear functions of one
variable are important in single-variable calculus, we will see that linear
functions of two variables play a central role in multivariable calculus
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Solution.
The graph has the equation
q
z= 9 − x 2 − y 2.
We square both sides of this equation to obtain
Dr z 2 = 9 − x 2 − y 2 , or x 2 + y 2 + z 2 = 9.
We recognize this as an equation of the sphere with center the origin and
radius 3.
But, since z ≥ 0, the graph of g is just the top half of this sphere. Now,
when x = y = 0 then z = 3, when x = z = 0, then y = 3 and when
y = z = 0 then x = 3. See Figure 5.
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Dr
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Figure 5: The graph of g(x , y ) = 9 − x2 − y2
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f (x , y ) = 16 − 4x 2 − y 2 .
Proof. Dr
(i) The domain D implied by the equation of f is the set of all points
(x , y ) such that
16 − 4x 2 − y 2 ≥ 0.
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The range of f is all values z = f (x , y ) such that 0 ≤ z ≤ 16, or
0 ≤ z ≤ 4. Range of f
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Dr
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Figure 6: The graph of f (x , y ) = 16 − 4x 2 − y 2 is the upper half of an ellipsoid
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So far we have two methods for visualizing functions: arrow diagrams and
graphs. A third method, borrowed from mapmakers, is a contour map on
which points of constant elevation are joined to form contour curves, or
level curves.
Traces
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mountainous regions, such as the map in Figure 8. The level curves are
curves of constant elevation above sea level. If you walk along one of these
contour lines, you neither ascend nor descend.
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Dr
Figure 11 Figure 12
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This section is dedicated to studding limits of functions of several variables.
Dr
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 33 / 159
3.1 Neighborhoods in the Plane
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In this section, you will study limits and continuity involving functions of
two or three variables. The section begins with functions of two variables.
At the end of the section, the concepts are extended to functions of three
variables.
Dr
Our study of the limit of a function of two variables begins by defining a
two-dimensional analog to an interval on the real number line as below:
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(x , y ) and (xo , yo )
as shown in Figure 13. When this formula contains the less than inequality
sign, <, the disk is called open, and when it contains the less than or
equal to inequality sign, ≤, the disk is called closed. This corresponds to
the use of < and ≤ to define open and closed intervals.
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Let the region R be a set of points in the plane. A point (xo , yo ) in R is
said to be
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Definition 15 (Limit of a Function of Two Variables)
Let f be a function of two variables defined, except possibly at (xo , yo ), on
an open disk centered at (xo , yo ), and let L be a real number. Then we say
that the limit of f (x , y ) as (x , y ) approaches (xo , yo ) is L and we write
lim f (x , y ) = L
(x ,y )→(xo ,yo )
Dr
if for each ε > 0 there corresponds a δ > 0 such that
q
|f (x , y ) − L| < ε whenever 0 < (x − xo )2 + (y − yo )2 < δ.
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y −→yo
Notice that
|f (x , y ) − L|
is the distance between the point (x , y ) and the point (xo , yo ). Thus
Definition 15 says that the distance between f (x , y ) and L can be made
arbitrarily small by making the distance from (x , y ) to (xo , yo ) sufficiently
small (but not 0). Figure 15 illustrates Definition 15 by means of an arrow
diagram.
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If any small interval (L − ε, L + ε) is given around L, then we can find a
disk Dδ with center (xo .yo ) and radius δ such that f maps all the points in
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Dδ [except possibly (xo .yo )] into the interval.
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only two possible directions of approach, from the left or from the right.
lim f (x ) 6= lim + f (x ),
x −→xo− x −→xo
then lim f (x ) does not exist. For functions of two variables the situation
x −→xo Dr
is not as simple because we can let (x , y ) approach (xo , yo ) from an
infinite number of directions in any manner whatsoever, as long as (x , y )
stays within the domain of f , see Figure 16.
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small (but not 0). The definition refers only to the distance between (x , x )
and (xo , yo ). It does not refer to the direction of approach. Therefore, if
the limit exists, then f (x , y ) must approach the same limit no matter how
(x , y ) approaches (xo , yo ). Thus if we can find two different paths of
approach along which the function f (x , y ) has different limits, then it
follows that lim f (x , y ) does not exist: If the value of
(x ,y )→(xo ,yo )
Dr lim
(x ,y )−→(xo ,yo )
f (x , y )
is not the same for all possible approaches, or paths, to (xo , yo ), then the
limit does not exist.
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Let f be a function of two variables defined, except possibly at (xo , yo ), on
an open disk centered at (xo , yo ). If f (x , y ) −→ L1 as (x , y ) −→ (xo , yo )
along a path C1 , f (x , y ) −→ L2 as (x , y ) −→ (xo , yo ) along a path C2 ,
and f (x , y ) −→ L3 as (x , y ) −→ (xo , yo ) along a path C3 and
L1 6= L2 6= L3 , or L1 = L2 6= L3 or L1 6= L2 = L3 or L1 = L3 6= L2 ,
Dr
then, the limit lim f (x , y ) does not exit.
(x ,y )−→(xo ,yo )
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Solution.
Let f (x , y ) = x and L = a. We need to show that for each ε > 0, there
exists a δ-neighborhood about (a, b) such that
|f (x , y ) − L| = |x − a| < ε
Dr
whenever (x , y ) 6= (a, b) lies in the neighborhood.
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q
|f (x , y ) − L| = |x − a| = (x − a)2
q
≤ (x − a)2 + (y − b)2
< δ.
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lim f (x , y ) = L and lim g(x , y ) = M,
(x ,y )−→(xo ,yo ) (x ,y )−→(xo ,yo )
then
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f (x ,y ) L
5. Quotient Rule: lim = M
(x ,y )−→(xo ,yo ) g(x ,y )
The limit of a quotient of two functions is the quotient of their limits,
provided the limit of the denominator is not zero.
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5x 2 y
lim
(x ,y )→(1,2) x 2 + y 2
Proof.
By using the properties of limits of products and sums, you obtain
lim 5x 2 y = 5 12 (2) = 10
and
Dr (x ,y )→(1,2)
lim x 2 + y 2 = 12 + 22 = 5.
(x ,y )→(1,2)
5x 2 y 10
lim 2 2
= = 2.
Dr (x ,y )→(1,2) x + y 5
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Solution.
In this case, the limits of the numerator and of the denominator are both
0, so we cannot determine the existence (or nonexistence) of a limit by
taking the limits of the numerator and denominator separately and then
dividing. From the graph of f in Figure 17, however, it seems reasonable
that the limit might be 0. So, you can try applying the definition to L = 0.
First, note that Dr q
|y | ≤ x2 + y2
and
x2
≤ 1.
x2 + y2
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and it follows that, for (x , y ) 6= (0, 0),
!
5x 2 y x2
|f (x , y ) − 0| = 2 = 5|y |
x + y2 x2 + y2
≤ 5|y |
q
≤ 5 x2 + y2
Dr
So, you can choose δ = ε/5 and conclude that
< 5δ.
5x 2 y
lim =0
(x ,y )→(0,0) x 2 + y 2
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Dr
Figure 17
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 53 / 159
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For some functions, it is easy to recognize that a limit does not exist. For
instance, it is clear that the limit
1
lim
(x ,y )−→(0,0) x 2 + y2
Dr
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 56 / 159
Example 21 (A Limit That Does Not Exist)
x 2 −y 2
Show that lim 2 2 does not exist.
(x ,y )−→(0,0) x +y
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Solution.
We show that this limit does not exist by finding at least two different
ways of letting (x , y ) approach (0, 0) that yield different values for
x 2 −y 2
lim x 2 +y 2
. Two cases arise
(x ,y )−→(0,0)
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" #
x2 − y2 x2 − y2 x2 − y2
lim = lim = lim lim 2 (3.2)
(x ,y )−→0 x 2 + y 2 x −→(0,0) x 2 + y 2 y −→0 x −→0 x + y 2
y −→0
−y
= lim (3.3)
y −→0 y
= lim (−1) = −1
y −→0
Dr
Since the values in (3.1) and (3.2) are not the same (i.e., as
(x , y ) −→ (0, 0) along two different paths we get different limits), we
2 −y 2
conclude that lim xx 2 +y 2 does not exist
(x ,y )−→0
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Solution.
We determine if this limit does exist by finding different ways of letting
(x , y ) approach (0, 0) that yield values for lim √f (x ,y ) .
(x ,y )−→0 f (x ,y )
Case 1: First, we let (x , y ) approach (0, 0) along the x -axis. That is,
we have numbers of the form (x , 0) where the real number y is
approaching 0. For these points we have:
lim
Dr x2 + y2
p = lim √
x 2 + 02
= lim
x2
= lim x = 0
(x ,0)−→(0,0) x 2 + y 2 x −→0 x 2 + 02 x −→0 |x | x −→0
(3.4)
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x2 + y2 02 + y 2 y2
lim p = lim p = lim = lim y = 0
(0,y )−→(0,0) x 2 + y 2 y −→0 02 + y 2 y −→0 |y | y −→0
(3.5)
x2 + y2 x2 + x2
lim p = lim √ (3.6)
(x ,x )−→(0,0) x 2 + y 2 (x ,x )−→(0,0) x 2 + x 2
2x 2 2x
= lim √ = lim √ = 0.
(x ,x )−→(0,0) 2|x | (x ,x )−→(0,0) 2
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Solution Contin’d.
Case 4: Finally, if we let (x , y ) approach 0 along the line y = −x ,
then (x , y ) = (x , −x ) where the real number y is approaching −x .
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For this approach we have:
x2 + y2 x 2 + (−x )2
lim p = lim q
(x ,−x )−→(0,0) x 2 + y 2 (x ,−x )−→(0,0) x 2 + (−x )2
2x 2 2x
= lim √ = lim √ = 0.
Dr (x ,x )−→(0,0) 2|x | (x ,x )−→(0,0) 2
(3.7)
Since as (x , y ) −→ (0, 0) along four different paths we get the some limits,
the values in (3.4), (3.5), (3.6) and (3.7), we conclude that
lim √f (x ,y ) = 0 does exist.
(x ,y )−→(0,0) f (x ,y )
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Recall that evaluating limits of continuous functions of a single variable is
easy. It can be accomplished by direct substitution because the defining
property of a continuous function is lim f (x ) = f (xo ). Continuous
x −→xo
functions of two variables are also defined by the direct substitution
property. Notice in Example 19 that the limit of
Dr f (x , y ) = 5x 2 y / x 2 + y 2
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A function f of two variables is continuous at a point (xo , yo ) in an open
region R if f (xo , yo ) is defined and is equal to the limit of f (x , y ) as (x , y )
approaches (xo , yo ). That is,
lim f (x , y ) = f (xo , yo ).
(x ,y )→(xo ,yo )
Dr
The function f is continuous in the open region R if it is continuous at
every point in R.
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Example 20, it was shown that the function
5x 2 y
f (x , y ) =
x2 + y2
is not continuous at (0, 0). Because the limit at this point exists, however,
you can remove the discontinuity by defining f at (0, 0) as being equal to
its limit there. Such a discontinuity is called removable. In Example 21,
Dr
the function
x2 + y2
f (x , y ) =
x2 − y2
was also shown not to be continuous at (0, 0), but this discontinuity is
non-removable.
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 65 / 159
Using the properties of limits, you can see that sums, differences,
products, and quotients of continuous functions are continuous on their
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domains as in the next theorem.
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Figures 19 and 20 are continuous at every point in the plane.
Dr
Figure 19
Figure 20
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If h is continuous at (xo , yo ) and g is continuous at h(xo , yo ), then the
composite function given by (g ◦ h)(x , y ) = g(h(x , y )) is continuous at
(xo , yo ). That is,
Remark 4
Dr
Note in Theorem 25 that h is a function of two variables and g is a
function of one variable.
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x −2y 2
(i) f (x , y ) = x 2 +y 2
(ii) g(x , y ) = y −x 2
Solution.
(i) Because a rational function is continuous at every point in its domain,
we can conclude that f is continuous at each point in the xy -plane
except at (0, 0), as the limit does not exists at this point as shown in
Figure 21. Dr
(ii) The function
2
g(x , y ) =
y − x2
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is continuous except at the points at which the denominator is 0 . These
points are given by the equation
y − x 2 = 0.
So, we can conclude that the function is continuous at all points except
those lying on the parabola y = x 2 . Inside this parabola, you have y > x 2 ,
Dr
and the surface represented by the function lies above the xy -plane, as
shown in Figure 22. Outside the parabola, y < x 2 , and the surface lies
below the xy -plane
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Dr
Figure 21: The function f is not
continuous at (0, 0).
Figure 22: The function g is not
continuous on the parabola y = x 2
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The preceding definitions of limits and continuity can be extended to
functions of three variables by considering points (x , y , z) within the open
sphere
(x − xo )2 + (y − yo )2 + (z − zo )2 < δ 2 .
Dr
The radius of this sphere is δ, and the sphere is centered at (xo , yo , zo ), as
shown in Figure 23.
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Definition 27 (Continuity of a Function of Three Variables)
A function f of three variables is continuous at a point (xo , yo , zo ) in an
open region R if f (xo , yo , zo ) is defined and is equal to the limit of
f (x , y , z) as (x , y , z) approaches (xo , yo , zo ). That is,
Dr lim
(x ,y ,z)−→(xo ,yo ,zo )
f (x , y , z) = f (xo , yo , zo ).
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1
f (x , y , z) = .
x2 + y2 − z
Solution.
The function f is continuous except at the points at which the
denominator is 0, which are given by the equation
x 2 + y 2 − z = 0.
Dr
So, f is continuous at each point in space except at the points on the
paraboloid
z = x 2 + y 2.
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“How will the value of a function be affected by a change in one of its
independent variables?” We can answer this by considering the
independent variables one at a time. For example, to determine the effect
of a catalyst in an experiment, a chemist could conduct the experiment
several times using varying amounts of the catalyst while keeping constant
other variables such as temperature and pressure.
Dr
In engineering on the other hand, it sometimes happens that the variation
of one quantity depends on changes taking place in two, or more, other
quantities. For example, the volame V of a cylinder is given by V = πr 2 h.
The volume will change if either radius r or height h is changed. The
formula for volume may be stated mathematically as V = f (r , h) which
means ’V is some function of r and h’. Some other practical examples
include:
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 76 / 159
q
T
(i) time of oscillation, t = 2π g i.e. t = f (l, g).
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mRT
(iii) pressure of an ideal gas p = V i.e. p = f (T , V ).
1
(iv) resonant frequency fr = √
2π LC
i.e. fr = f (L, C ), and so on.
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First order partial derivatives are used when finding the total differential,
rates of change and errors for functions of two or more variables, when
finding maxima, minima and saddle points for functions of two or more
variables, and with partial differential equations. We now start with:
Dr
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Definition 29 (Partial Derivatives of a Function of several
Variables)
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Let w = f be a function of several variables. Now:
f (x + ∆x , y ) − f (x , y )
fx (x , y ) = lim
∆x →0 ∆x
and Dr f (x , y + ∆y ) − f (x , y )
fy (x , y ) = lim
∆y →0 ∆y
f (x + ∆x , y , z) − f (x , y , z)
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fx (x , y , z) = lim ,
∆x →0 ∆x
f (x , y + ∆y , z) − f (x , y , z)
fy (x , y , z) = lim
∆y →0 ∆y
and
f (x , y , z + ∆z) − f (x , y , z)
fz (x , y , z) = lim
∆z→0 ∆z
Dr
(iii) In general, if w = f (x1 , x2 , . . . xn ), then there are n partial derivatives
denoted by
fxk (x1 , x2 , . . . , xn ), k = 1, 2, . . . , n.
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∂w ∂w
[f (x , y )] = fx (x , y ) = wx = Partial derivative with respect to x
∂x ∂x
and
∂w ∂w
[f (x , y )] = fy (x , y ) = wy = Partial derivative with respect to y
∂y ∂y
Dr
The first partials evaluated at the point (a, b) are denoted by
∂w ∂w
(a,b) = fx (a, b) and (a,b) = fy (a, b)
∂x ∂y
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∂ ∂w
[f (x , y , z)] = fx (x , y , z) = wx =
∂x ∂x
∂ ∂w
[f (x , y , z)] = fy (x , y , z) = wy =
∂y ∂y
and Dr ∂ ∂w
[f (x , y , z)] = fz (x , y , z) = wz =
∂y ∂z
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and
∂w
(a,b,c) = fz (a, b, c)
∂z
∂
∂xk
Dr
[f (x1 , x2 , . . . , xn )] = fxk (x1 , x2 , . . . , xn ) = wxk =
∂w
∂xk
,
for k = 1, 2, . . . , n.
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Solution.
(i) For f (x , y ) = 3x − x 2 y 2 + 2x 3 y , to find
∂ ∂
[f (x , y )] = fx (x , y ) = [3x − x 2 y 2 + 2x 3 y ]
Dr∂x
=
∂x
∂
∂x
∂
[3x ] −
∂ 2 2
∂x
[x y ] +
∂
∂
∂x
∂
[2x 3 y ]
= 3 [x ] − y 2 [x 2 ] + y [2x 3 ]
∂x ∂x ∂x
= 3 − 2xy 2 + 6x 2 y .
aft
∂
[f (x , y )] = fy (x , y )
∂y
∂
= [3x − x 2 y 2 + 2x 3 y ]
∂y
∂ ∂ 2 2 ∂
= [3x ] − [x y ] + [2x 3 y ]
Dr ∂y ∂y ∂y
∂ ∂ ∂
= 3x [1] − x 2 [y 2 ] + 2x 3 [y ]
∂y ∂y ∂y
2 3
= −2x y + 2x
aft
To find fx , consider y to be constant and differentiate with respect to
x.
∂ ∂
[f (x , y )] = fx (x , y ) = = [(ln x )(sin x 2 y )]
∂x ∂x
∂ ∂
= (ln x ) [(sin x 2 y )] + (sin x 2 y ) [(ln x )]
∂x ∂x
sin x 2 y
= (ln x )(2xy )(cos x 2 y ) +
Dr x
aft
∂ ∂
[f (x , y )] = fy (x , y ) = [(ln x )(sin x 2 y )]
∂y ∂y
∂ ∂
= (ln x ) [(sin x 2 y )] + (sin x 2 y ) [(ln x )]
∂y ∂y
= (ln x )(x 2 )(cos x 2 y ) + (sin x 2 y )(0)
= (ln x )(x 2 )(cos x 2 y )
Dr
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 88 / 159
Example 31 (Finding and Evaluating Partial Derivatives)
2
For f (x , y ) = xe x y , find fx and fy , and evaluate each at the point (1, ln 2).
aft
Solution.
The partial Differentiating of f with respect to:
x we get,
∂ 2 2
[f (x , y )] = fx (x , y ) = xe x y (2xy ) + e x y
∂y
aft
y we get,
∂ 2 2
[f ((x , y ))] = fy (x , y ) = xe x y (x 2 ) = x 3 e x y
∂y
∂
[f ((1, ln 2))] = fy (1, ln 2) = e ln 2 = 2.
Dr ∂y
1 dz 1 dz
aft
=
y dx x dy
Solution.
Here,
dz
= y cos xy ,
dx
Dr
since y is kept constant. Similarly,
dz
= x cos xy ,
∂y
since x is kept constant.
aft
1 ∂z 1
= (y cos xy ) = cos xy
y ∂x y
and
1 ∂z 1
= (x cos xy ) = cos xy .
x ∂y x
Hence
Dr 1 ∂z
y ∂x
=
1 ∂z
x ∂y
aft
1
z=q
(x 2 + y 2 )
Solution.
First note that
1 −1
z=q = x2 + y2 2
(x 2 + y 2)
Dr
By the function of a function rule the partial derivative with respect
to x (keeping y constant), we get
aft
∂z 1 −x −x
= − x 2 + y 2 2 (2x ) = 3 =
q
∂x 2 (x 2 + y 2 ) 2 (x 2 + y 2 )3
Dr ∂z
∂y
1 −3
= − x 2 + y 2 2 (2y ) = q
2
−y
(x 2 + y 2 )3
aft
∂p ∂p
∂T and ∂V .
Solution.
Since pV = mRT then p = mRT V
∂p
To find ∂T , V is kept constant. Hence
∂p mR d mR
= (T ) =
Dr 3T V dT V
∂p
To find ∂V , T is kept constant. Hence
∂p d 1 −mRT
= (mRT ) = (mRT ) −V −2 =
∂V dV V V2
aft
intersecting the surface z = f (x , y ) with the plane y = yo , as shown in
Figure 24. Therefore,
f (xo + ∆x , yo ) − f (xo , yo )
fx (xo , yo ) = lim
∆x →0 ∆x
represents the slope of this curve at the point (xo , yo , f (xo , yo )). Note that
both the curve and the tangent line lie in the plane y = yo . Similarly,
Dr f (xo , yo + ∆y ) − f (xo , yo )
fy (xo , yo ) = lim
∆y →0 ∆y
Dr
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 98 / 159
Example 35 (Finding the Slopes of a Surface)
Find the slopes in the x -direction and in the y -direction of the surface
x2 25
− y2 +
aft
f (x , y ) = −
2 8
1
at the point 2 , 1, 2 .
Solution.
The partial derivatives of f with respect to x and y are
Dr fx (x , y ) = −x and fy (x , y ) = −2y .
1 1
fx ,1 = −
2 2
1
fy , 1 = −2
aft
2
See Figure 27
Dr
Figure 26 Figure 27
f (x , y ) = 1 − (x − 1)2 − (y − 2)2
aft
at the point (1, 2, 1) in the x -direction and in the y -direction.
Solution.
The partial derivatives of f with respect to x and y are
Dr
fx (x , y ) = −2(x − 1) and fy (x , y ) = −2(y − 2).
fx (1, 2) = −2(1 − 1) = 0
fy (1, 2) = −2(2 − 2) = 0
aft
Dr
Figure 28
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 103 / 159
Example 37
The area of a parallelogram with adjacent sides a and b and included
angle θ is given by A = ab sin θ, as shown in Figure 29.
aft
(i) Find the rate of change of A with respect to a for a = 10, b = 20,
and θ = π/6.
(ii) Find the rate of change of A with respect to θ for a = 10, b = 20,
and θ = π/6.
Dr
Figure 29: The area of the parallelogram is ab sin θ.
aft
∂A
= b sin θ
∂a
For a = 10, b = 20, and θ = π/6, the rate of change of the area with
respect to a is
Dr∂A π
= 20 sin = 10. Substitute for b and θ.
∂a 6
aft
∂A
= ab cos θ
∂θ
For a = 10, b = 20, and θ = π/6, the rate of change of the area with
respect to θ is
∂A
Dr π √
= 200 cos = 100 3. Substitute for a, b, and θ.
∂θ 6
aft
higher-order partial derivatives of a function of several variables, provided
such derivatives exist. Higher-order derivatives are denoted by the order in
which the differentiation occurs. For instance, the function w = f (x , y , z)
has the following second partial derivatives.
∂ ∂f ∂2f
= = fxx
Dr ∂x ∂x
∂ ∂f ∂2f
= = fyy
∂y ∂y ∂y 2
∂ ∂f ∂2f
aft
= = fzz
∂z ∂z ∂z 2
∂ ∂f ∂2f
= = fxy
Dr ∂y ∂x ∂y ∂x
∂ ∂f ∂2f
= = fyx
∂x ∂y ∂x ∂y
aft
then with respect to z:
∂ ∂ ∂f ∂3f
= = fxyz
∂z ∂y ∂x ∂x ∂y ∂z
The third, fourth and fifth cases are called mixed partial derivatives.
Second order partial derivatives are used in the solution of partial
Dr
differential equations, in waveguide theory, in such areas of
thermodynamics covering entropy and the continuity theorem, and when
finding maxima, minima and saddle points for functions of two variables.
aft
f (x , y ) = 3xy 2 − 2y + 5x 2 y 2
Solution.
Begin by finding the first partial derivatives with respect to x and y .
Dr
fx (x , y ) = 3y 2 + 10xy 2 and fy (x , y ) = 6xy − 2 + 10x 2 y
aft
fxy (x , y ) = 6y + 20xy and fyx (x , y ) = 6y + 20xy
aft
(i) x and y such that fxy and fyx are continuous on an open disk R, then,
for every (x , y ) in R,
fxy (x , y ) = fyx (x , y ).
(ii) x , y and z such that fxyz and fzyx are continuous on an open sphere
R, then, for every (x , y , z) in R,
Dr
fxyz (x , y , z) = fxzy (x , y ) = fyxz (x , y , z) = fyzx (x , y )
= fzxy (x , y ) = fzyx (x , y )
Also,
aft
fxzz (x , y , z) = fzxz (x , y ) = fzzx (x , y , z)
w = f (x1 , x2 , . . . xn ), n∈N
and all the second partial derivatives are continuous in an open region R,
then at each point in R, the order of differentiation in the mixed second
partial derivatives is irrelevant. If the third partial derivatives of f are also
Dr
continuous, then the order of differentiation of the mixed third partial
derivatives is irrelevant.
f (x , y , z) = ye x + x ln z
aft
Solution.
First partials:
x
fx (x , y , z) = ye x + ln z, fz (x , y , z) =
z
Second partials (note that the first two are equal):
Dr 1 1 x
, fzx (x , y , z) = , fzz (x , y , z) = − 2
fxz (x , y , z) =
z z z
Third partials (note that all three are equal):
1 1 1
fxzz (x , y , z) = − , fzxz (x , y , z) = − , fzzx (x , y , z) = −
z2 z2 z2
aft
2 2 ∂x ∂y ∂y ∂x
Solution.
From z = 4x 2 y 3 − 2x 3 + 7y 2 , we have
(i)
∂z
Dr = 8xy 3 − 6x 2
∂x
∂2z ∂ ∂z ∂
3 2
= = 8xy − 6x
∂x 2 ∂x ∂x ∂x
3
= 8y − 12x
aft
∂2z ∂ ∂z ∂
2
= = 12x 2 y 2 + 14y
∂y ∂y ∂y ∂y
2
= 24x y + 14
∂2z ∂ ∂z ∂
12x 2 y 2 + 14y = 24xy 2
(iii) ∂x ∂y = ∂x ∂y = ∂x
(iv)
Dr ∂2z
∂y ∂x
=
∂
∂y
∂z
∂x
=
∂
∂y
8xy 3 − 6x 2 = 24xy 2
It is noted that
∂2z ∂2z
= .
∂x ∂y ∂y ∂x
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 117 / 159
Example 42
x
Show that if z = y ln y , then
aft
∂z ∂ z2 ∂2z
(i) ∂y = x ∂y ∂x (ii) Evaluate ∂y 2
when x = −3 and y = 1.
Solution.
x
From z = y ln y :
∂z
(i) To find ∂x , yDr is kept constant. Hence
∂z 1 d 1
= ln y (x ) = ln y
∂x y dx y
∂z
To find ∂y , x is kept constant. Hence
aft
∂y dy y y2 y2
x
= (1 − ln y )
y2
and so, using the quotient rule,
1
∂2z ∂
∂z
∂
ln y
(y ) y − (ln y )(1)
= = =
∂y ∂x
Dr
∂y ∂x ∂y y
=
1
y2
y2
(1 − ln y )
Hence
∂2z x ∂z
x 2
= 2 (1 − ln y ) = .
∂y x y ∂y
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 119 / 159
Solution Contin’d.
(ii) Here, we have using the quotient rule that
aft
∂2z ∂ ∂z ∂ x
2
= = (1 − ln y )
∂y ∂y ∂y ∂y y2
d 1 − ln y
= (x )
dy y2
y 2 − 1 − (1 − ln y )(2y )
y
= (x )
y4
x
= [−y − 2y + 2y ln y ]
Dr y4
xy
y y
x
= 4 [−3 + 2 ln y ] = 3 (2 ln y − 3)
When x = −3 and y = 1,
∂2z (−3)
2
= (2 ln 1 − 3) = (−3)(−3) = 9.
∂y (1)3
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 120 / 159
5. The Increments and Total Differential
aft
to functions of two or more variables. Recall from the introduction of
Calculus that for y = f (x ), the differential of y was defined as dy 0
dx = f (x )
from which we get
dy = f 0 (x )dx .
aft
variable changes at a time, the other variables being kept constant. In
practice, variables may all be changing at the same time. If
w = f (u, v , x , y , . . .), then the total differential, dw , is given by the sum
of the separate partial differentials of w :
∂u ∂v ∂x ∂y
dw = du + dv + dx + dy + · · ·
Dr∂u ∂v ∂x ∂y
= fu (u, v , x , y , . . .)du + fv (u, v , x , y , . . .)dv + · · ·
aft
differentials of the independent variables x and y are
dx = ∆x and dy = ∆y
∂z ∂z
dw = dx + dy = fx (x , y )dx + fy (x , y )dy .
Dr ∂x ∂y
aft
∂w ∂w ∂w
dw = dx + dy + dz.
∂x ∂y ∂z
∂w ∂w ∂w
dw = dx1 + dx2 + · · · dxn .
∂x1 ∂x2 ∂xn
aft
Solution.
Here,
∂z ∂z
dy = 2 sin y − 6xy 2 dx + 2x cos y − 6x 2 y dy .
dz =
∂x
Dr
dx +
∂y
∂w ∂w ∂w
dw = dx + dy + dz = 2xdx + 2ydy + 2zdz.
∂x ∂y ∂z
aft
Solution.
The total differential is the sum of the partial
∂z ∂z
differentials,dz = ∂x dx + ∂y dy . Now,
∂z 2
= 2xy 3 +
∂x y
That is y is kept constant.
Dr ∂z 2x
= 3x 2 y 2 − 2
∂y y
That is, x is kept constant. Hence
2 2x
3
dz = 2xy + dx + 3x 2 y 2 − 2 dy .
y y
aft
Proof.
∂z ∂z ∂z
The total differential dz = ∂u du + ∂v dv + ∂w dw .
Thus,
∂z
= 6u
∂u
That is, v and w are kept constant.
Dr ∂z
∂v
= −2 + 8w 3 v
aft
∂z
= 12w 2 v 2
∂w
Therefore
Dr
dz = 6udu + 8vw 3 − 2 dv + 12v 2 w 2 dw
aft
(i) dp and (ii) dT in terms of p, V and T .
Solution.
(i) Total differential
∂p ∂p
dp = dT + dV .
Dr ∂T ∂V
kT
Since pV = kT then p = V hence
∂p k ∂p kT
= and = − 2.
∂T V ∂V V
aft
pV pV
T T T
dp = dT − dV
V V2
Thus,
p p
dp = dT − dV .
T V
∂T ∂T
Dr
(ii) Total differential dT = ∂p dp +
pV = kT ,
∂V dV . Since
T =
pV
k
Hence
aft
∂p k ∂V k
Thus dT = V
k dp + kp dV and substituting k = pV
T gives:
V p
dT = dpn + dV
pV pV
T T
Thus,
Dr dT =
T
p
T
dp + dV .
V
aft
We recall that the Chain Rule for functions of a single variable gives the
rule for differentiating a composite function: If y = f (x ) and x = g(t),
where f and g are differentiable functions, then y is indirectly a
differentiable function of t and
dy dy dx
= · (6.1)
dt dx dt
Dr
For functions of more than one variable, the Chain Rule has several
versions, each of them giving a rule for differentiating a composite
function as given below.
aft
The first version (Theorem 48) deals with the case where z = f (x , y ) and
each of the variables x and y is, in turn, a function of a variable t. This
means that z is indirectly a function of t,
z = f (g(t), h(t)),
Dr
and the Chain Rule gives a formula for differentiating z as a function of t.
We assume that f is differentiable. Recall that this is the case when fx
and fy are continuous.
aft
Suppose that z = f (x , y ) is a differentiable function of x and y , where x
and y are both differentiable functions of t. Then z is a differentiable
function of t and
dz ∂z dx ∂z dy ∂f dx ∂f dy
= + = + (7.1)
dt ∂x dt ∂y dt ∂x dt ∂y dt
Proof.
Left as an exercise
Dr
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 134 / 159
Example 49
aft
∂z
If z = x 2 y + 3xy 4 , where x = sin 2t and y = cot t, find ∂t when t = 0.
Solution.
∂z ∂z dx ∂z dy
Fro the Chain Rule ∂t = ∂x dt + ∂y dt , we note that
∂z dx ∂z dy
= 2xy + 3y 4 , = 2 cos 2t, = x 2 + 12xy 3 , = − sin t
∂x
As a result, we have
Dr dt ∂y dt
aft
∂z ∂z dx ∂z dy
= +
∂t ∂x dt ∂y dt
(2xy + 3y )(2 cos 2t) + (x 2 + 12xy 3 )(− sin t)
4
∂z
∂x
Dr t=0
= (0 + 2)(2 cos 0) + (0 + 0)(−sin0) = 6
aft
temperature is 300K and increasing at a rate of 0.1K /s and the volume is
100L and increasing at a rate of 0.2L/s
Solution.
If T represents the time elapsed in seconds, then at the given instant we
have
Since
T = 3000,
Dr dT
dt
= 0.1, V = 100,
dT
dt
= 0.2L/s
T
P = 8.21
V
the chain rule gives
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 139 / 159
Solution Contin’d.
aft
dP ∂P dT ∂P dV 8.31 dT 8.31 dV
= + = − 2
dt ∂T dt ∂V dt V dt V dt
8.31 8.31T
= (0.1) − (0.2)
V V2
8.31 8.31(300)
= (0.1) − (0.2)
100 1002
Dr = 0.04155
aft
function of two variables s and t:
∂z
A similar argument holds for ∂s and so we have proved the following
version of the Chain Rule
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 141 / 159
Theorem 51 (The Chain Rule For z = f (x , y ) = f (g(s, t), h(s, t))
Suppose that z = f (x , y ) is a differentiable function of x and y , where
aft
x = g(s, t) and y = h(s, t) are both differentiable functions of s and t.
Then z is a differentiable function of s and t and
∂z ∂z ∂x ∂z ∂y
= + (8.1)
∂s ∂x ∂s ∂y ∂s
∂z ∂z ∂x ∂z ∂y
Dr ∂t
=
∂x ∂t
+
∂y ∂t
(8.2)
Proof.
Proof is left as an exercise
Solution.
aft
Applying Theorem 51 of the Chain Rule, we get
∂z ∂z ∂x ∂z ∂y
= + = (e x sin y )(t 2 ) + (e x cos y )(2st)
∂s ∂x ∂s ∂y ∂s
2 2
= t 2 e st sin (s 2 t) + 2ste st cos (s 2 t)
and Dr
∂z ∂z ∂x ∂z ∂y
= + = (e x sin y )(2st) + (e x cos y )(s 2 )
∂t ∂x ∂t ∂y ∂t
2 2
= 2ste st sin (s 2 t) + s 2 e st cos (s 2 t)
aft
find the product of the partial derivatives along each path from z to s and
then add these products:
∂z ∂z ∂x ∂z ∂y
= +
∂s ∂x ∂s ∂y ∂s
Dr
Similarly, we find ∂z
∂s by using the paths from z to t.
aft
Suppose that w is a differentiable function of the n variables, x1 , x2 , . . . xn
and each xi is a differentiable function of the m variables t1 , t2 . . . tn . Then
z is a function of t1 , t2 . . . tn and
Proof.
Dr
Proof is left as an exercise
aft
Solution.
We apply Theorem 53 with n = 4 and m = 2. Figure ?? shows the tree
diagram.
Dr
Figure 32
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 148 / 159
Solution Contin’d.
Although we haven’t written the derivatives on the branches, it’s
aft
understoodthat if a branch leads from to , then the partial derivative for
that branch is ∂y
∂u . With the aid of the tree diagram we can now write the
required expressions
∂w ∂w ∂x ∂w ∂y ∂w ∂z ∂w ∂t
= + + +
∂u ∂x ∂u ∂y ∂u ∂z ∂u ∂t ∂u
and
Dr
∂w
∂v
=
∂w ∂x
∂x ∂v
+
∂w ∂y
∂y ∂v
+
∂w ∂z
∂z ∂v
+
∂w ∂t
∂t ∂v
aft
Solution.
With the help of the tree diagram in Figure 33,
Dr
Figure 33
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 150 / 159
Solution Contin’d.
we have
aft
∂u ∂u ∂x ∂u ∂y ∂u ∂z
= + +
∂s ∂x ∂s ∂y ∂s ∂z ∂s
= (4x y )(re ) + (x + 2yz 3 ) + (2rse −t )(3y 2 z 2 )(r 2 sin t)
3 t 2
∂u
Dr
|(r = 2, s = 1, t = 0) = (62)(2) + (16)(4) + (0)(0) = 192.
∂s
aft
The Chain Rule can be used to give a more complete description of the
process of implicit differentiation that was introduced for functions of
single variables We suppose that an equation of the form F (x , y ) = 0
defines y implicitly as a differentiable function of x , that is, y = f (x ),
where F (x , f (x )) = 0 for all x in the domain of f . If F is differentiable, we
can apply Case 1 of the Chain Rule to differentiate both sides of the
equation F (x , y ) = 0 with respect to x . Since both x and y are functions
of x , we obtain Dr ∂F dx ∂F dy
+ =0
∂x dx ∂y dx
dx ∂F dy
But dx = 1, so if ∂y 6= 0 we solve for dx and obtain
aft
Solution.
The given equation can be written as
F (x , y ) = x 3 + y 3 − 6xy = 0
aft
use the Chain Rule to differentiate the equation F (x , y , z) = 0 as follows:
∂F ∂x ∂F ∂y ∂F ∂z
+ + =0
∂x ∂x ∂y ∂x ∂z ∂x
But
∂ ∂
Dr
so this equation becomes
∂x
[x ] = 1 and
∂x
[y ] = 0
∂F ∂F ∂z
+ =0
∂x ∂z ∂x
aft
∂F ∂F
∂z ∂z ∂z ∂y
= − ∂F = − ∂F (9.2)
∂x ∂z
∂y ∂z
aft
Solution.
The given equation can be written as
F (x , y , z) = x 3 + y 3 z 3 + 6xyz − 1 = 0
so Equation 9.2 gives
dz Fx 3x 2 + 6yz x 2 + 2yz
=− =− 2 =− 2 .
And also
Dr dx Fz 3z + 6xy z + 2xy
dz Fx 3y 2 + 6xz y 2 + 2xz
=− =− 2 =− 2 .
dy Fz 3z + 6xy z + 2xy
aft
[1] Goodman, A. W. (1969), Analytic Geometry and the Calculus, Second Edition,
Collier-Macmillan.
[2] Zill D. E. (1985), Calculus with Analytic Geometry. Prindle Welber and Shmidt,
Boston
[3] Larson B and B Edwards (2014), Calculus with CalcChart and CalcView. 11th
Edition, Cengage Learning, Boston-USA
[4] Larson R. and Bruce H. E. (2010), Calculus, 9th Edition Brooks/Cole, Belmont,
USA.
[5] Bird J.(2006), Higher Engineering Mathematics, 5th Edition. Elsevier Ltd
Dr
[6] Bird J.(2010), Higher Engineering Mathematics, 6th Edition. Elsevier Ltd
[7] Goodman A. W. (1969) Analytic Geometry and Calculus, 2nd Ed. Collier
Macmillan.
[8] Finney R. L. and G. B. Thomas (1983) Analytic Geometry and the Calculus, 2nd
Ed. Addison - Wesley.
aft
END OF LECTURE NOTES 3.
Dr
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 159 / 159