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EGM 211 - Functions of Several Variables - PPP

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52 views159 pages

EGM 211 - Functions of Several Variables - PPP

Uploaded by

MUTALE MUKUKA
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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EGM 211-ENGINEERING MATHEMATICS I

aft
FUNCTIONS OF SEVERAL VARIABLES

LECTURE NOTES 4

Dr Matindih L. K. (Mr.)

DEPARTMENT OF MATHEMATICS AND STATISTICS, MULUNGUSHI


UNIVERSITY

2024/2025
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 1 / 159
Lecture Notes 4 Outline

1 Definition and Properties of Functions of Several Variables

aft
2 The Graph of a Function of Two Variables

3 Limits and Continuity of Functions of Several Variables

4 Partial Derivatives of Functions of Several Variables


Dr
5 The Increments and Total Differential

6 The Multivariable Chain Rule - Differentiation

7 Chain Rule - With x and y Being Functions of t


Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 2 / 159
1. Definition and Properties of Functions of Several
Variables

aft
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.

1. The work done by a force, W = FD, is a function of two variables.

2. The volume of a right circular cylinder, V = πr 2 h,is a function of two


Dr
variables.

3. The volume of a rectangular solid, V = lwh,is a function of three


variables.

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
aft
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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 4 / 159


Definition 1 (Function of Two Variables)
Let D = {(x , y ) : x , y ∈ R} be a set of ordered pairs of real numbers. If to

aft
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}.

For the function


Dr z = f (x , y )
x and y are called the independent variables and z is called the dependent
variable.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 5 / 159


We often write z = f (x , y ) to make explicit the value taken on by f at the
general point (x , y ). The variables x and y are independent variables
and z is the dependent variable. [Compare this with the notation
y = f (x ) for functions of a single variable.]

aft
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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 6 / 159


If a function f is given by a formula and no domain is specified, then the
domain of f is understood to be the set of all pairs (x , y ) for which the
given expression is a welldefined real number.

aft
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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 7 / 159


aft
is the entire xy -plane R2 . Similarly, the domain of

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) = √

aft
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 ??.

(ii) The function g is defined for all points (x , y , z) such that

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
aft
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

aft
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

(i) Sum: (f + g)(x , y ) = f (x , y ) + g(x , y ) Domain: Df ∩ Dg

(ii) Difference: (f − g)(x , y ) = f (x , y ) − g(x , y )


Dr Domain: Df ∩ Dg

(iii) Multiplication: (f · g)(x , y ) = f (x , y )·g(x , y ) Domain: Df ∩ Dg


 
f (x ,y )
(iv) Quotient: gf (x , y ) = g(x ,y ) , g(x , y ) 6= 0, Domain:
Df ∩ Dg (g(x ) 6= 0)

(iv) Multiple: For some constant c, (cf )(x , y ) = cf (x , y )


Domain: Df .
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 11 / 159
We cannot also form the composite of two functions of several variables.
We can, however, form the composite function (g ◦ h)(x , y ), where g is a
function of a single variable and h is a function of two variables as in the
next Theorem.

aft
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)

The function defined by (g ◦ f )(x ) is also called the composite of f and g.


The domain of this composite function consists of all (x , y ) in the domain
of f such that f (x , y ) is in the domain of g.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 12 / 159


Example 5
The function

aft
q
h(x , y ) = 16 − 4x 2 − y 2

can be viewed as the composite of the function of two variables given by

f (x , y ) = 16 − 4x 2 − y 2

and the function of a single variable given by


Dr g(u) =

u.

The domain of this function is the set of all points lying on or inside the
ellipse 4x 2 + y 2 = 16.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 13 / 159


Definition 6 (Polynomial Function of Several Variables)
A function that can be written as a sum of functions of the form cx m y n
(where c is a real number and m and n are nonnegative integers) is called
a polynomial function of two variables:

aft
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)

where ak 6= 0, and k is a nonnegative integer. The numbers ai ,


i = 01, 2, ..., k are called the coefficients of f and are real numbers. The
number ao is the constant coefficient or constant term.
Dr
For instance, the functions

f (x , y ) = x 2 + y 2 − 2xy + x + 2 and g(x , y ) = 3xy 2 + x − 2

are polynomial functions of two variables.


Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 14 / 159
A rational function is the quotient of two polynomial functions. Similar
terminology is used for functions of more than two variables as follows:

Definition 7 (Rational Function of Functions of Several

aft
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 )

where P and Q are polynomial functions of several variables. The domain


of a rational function of several variables (1.3) consists of the set of order
pairs of real numbers except those ordered pairs of real numbers for which
Q(x , y ) = 0. For instance,

7x + y 3
f (x , y ) =
2x 2 + 5y − y 2
is a rational function of several variables.
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 15 / 159
2. The Graph of a Function of Two Variables

aft
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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 16 / 159


aft
Dr
Figure 3: Graph of a function z = f (x , y )

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 17 / 159


Example 9
Sketch the graph of the function f (x , y ) = 6 − 3x − 2y .

aft
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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 18 / 159


aft
Dr
Figure 4: The graph of f (x , y ) = 6 − 3x − 2y

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 19 / 159


The function in Example 9 is a special case of the function

aft
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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 20 / 159


Example 10
p
Sketch the graph of g(x , y ) = 9 − x 2 − y 2.

aft
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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 21 / 159


Proof Contin’d.

aft
Dr
p
Figure 5: The graph of g(x , y ) = 9 − x2 − y2

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 22 / 159


aft
Remark 1
An entire sphere can’t be represented by a single function of x and y . As
we have seen in Example 10, the upper hemisphere of the spherep
x 2 + y 2 + z 2 = 9 is represented by the function g(x , y ) = 9 − x 2 − y 2 .
The lower hemisphere
p is represented by the function
h(x , y ) = − 9 − x − y 2
Dr2

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 23 / 159


Example 11
Consider the function given by
q

aft
f (x , y ) = 16 − 4x 2 − y 2 .

(i) Find the domain and range of the function.

(ii) Describe the graph of f .

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.

So, D is the set of all points lying on or inside the ellipse


Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 24 / 159
Solution Cntin’d.
x2 y2
+ = 1. Ellipse in the xy -plane
4 16

aft
The range of f is all values z = f (x , y ) such that 0 ≤ z ≤ 16, or

0 ≤ z ≤ 4. Range of f

(ii) A point (x , y , z) is on the graph of f if and only if


q
Dr z= 16 − 4x 2 − y 2
z 2 = 16 − 4x 2 − y 2
4x 2 + y 2 + z 2 = 16
x2 y2 z2
+ + = 1, 0 ≤ z ≤ 4.
4 16 16

The graph of f is the upper half of an ellipsoid, as shown in Figure 6.


Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 25 / 159
Solution Contin’d.

aft
Dr
p
Figure 6: The graph of f (x , y ) = 16 − 4x 2 − y 2 is the upper half of an ellipsoid

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 26 / 159


1.2 Level Curves

aft
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.

Definition 12 (Level Curves)


Dr
The level curves of a function f of two variables are the curves with
equations f (x , y ) = k, where k is a constant (in the range of f ).

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 27 / 159


aft
A level curve f (x , y ) = k is the set of all points in the domain of f at
which f takes on a given value k. In other words, it shows where the
graph of f has height k. Basically, the level curves f (x , y ) = k are just the
traces of the graph of f in the horizontal plane z = k projected down to
the xy -plane. So if you draw the level curves of a function and visualize
them being lifted up to the surface at the indicated height, then you can
mentally piece together a picture of the graph. The surface is steep where
the level curves are close together. It is somewhat flatter where they are
farther apart.
Dr
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 28 / 159
aft
Dr
Figure 7: Level Curves and Horizontal
Figure 8: Topographic maps of
mountainous regions

Traces

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 29 / 159


One common example of level curves occurs in topographic maps of

aft
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.

Another common example is the temperature function introduced in the


opening paragraph of this section. Here the level curves are called
isothermals and join locations with the same temperature. Figure 9 shows
a weather map of the world indicating the average monthly temperatures.
Dr
The isothermals are the curves that separate the colored bands. In weather
maps for which the level curves represent points of equal pressure in the
atmospheric pressure, the level curves are called isobars, see Figure 10

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 30 / 159


aft
Figure 9: Level curves show the lines of Figure 10: Level curves show the lines
Dr
equal temperature (isotherms),
measured in degrees Fahrenheit.
of equal pressure (isobars), measured in
millibars.

Another common use of level curves is in representing electric potential


fields. In this type of map, the level curves are called equipotential lines.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 31 / 159


Contour maps are commonly used to show regions on Earth’s surface, with
the level curves representing the height above sea level. This type of map
is called a topographic map. For example, the mountain shown in Figure
11 is represented by the topographic map in Figure 12.

aft
Dr
Figure 11 Figure 12

A contour map depicts the variation of z with respect to x and y by the


spacing between level curves. Much space between level curves indicates
that z is changing slowly, whereas little space indicates a rapid change in
z. Furthermore, to produce a good three-dimensional illusion in a contour
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 32 / 159
3. Limits and Continuity of Functions of Several Variables

aft
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

aft
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:

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 34 / 159


Definition 13 (The δ-neighborhood about a Point (xo , yo ))
Using the formula for the distance between two points

aft
(x , y ) and (xo , yo )

in the plane, we define the δ-neighborhood about (xo , yo ) to be the disk


centered at (xo , yo ) with radius δ > 0
 q 
2 2
(x , y ) :
Dr (x − xo ) + (y − y0 ) < δ Open disk

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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 35 / 159


aft
Dr
Figure 13: An open disk
Figure 14: The boundary and interior
points of a region R

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 36 / 159


Definition 14 (Interior and Boundary Point if a Region)

aft
Let the region R be a set of points in the plane. A point (xo , yo ) in R is
said to be

(i) an interior point of R if there exists a δ-neighborhood about (xo , yo )


that lies entirely in R. See Figure 14. If every point in R is an interior
point, then R is an open region.

(ii) a boundary point of R if every open disk centered at (xo , yo ) contains


Dr
points inside R and points outside R. If R contains all its boundary
points, then R is a closed region.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 37 / 159


3.2. Limit of a Function of Two Variables

aft
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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 38 / 159


Other notations for the limit in Definition 15 are

lim f (x , y ) = L and f (x , y ) −→ L as (x , y ) −→ (xo .yo )


x →xo

aft
y −→yo

Notice that

|f (x , y ) − L|

is the distance between the numbers f (x , y ) and L, and


Dr q
(x − xo )2 + (y − yo )2

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.
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 39 / 159
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

aft
Dδ [except possibly (xo .yo )] into the interval.

Dr Figure 15: Limits of F (x , y ) being L

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 40 / 159


For functions of a single variable, when we let x approach xo , there are

aft
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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 41 / 159


aft
Dr
Figure 16

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 42 / 159


Definition 15 says that the distance between f (x , y ) and L can be made
arbitrarily small by making the distance from (x , x ) to (xo , yo ) sufficiently

aft
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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 43 / 159


Definition 16 (Existence of Limit of f (x , y ))

aft
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 )

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 44 / 159


Example 17 (Verifying a Limit by the Definition)
Show that lim x = a.
(x ,y )→(a,b)

aft
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.

Now we can first observe that from


q
0< (x − a)2 + (y − b)2 < δ

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Solution Contin’d.
it follows that

aft
q
|f (x , y ) − L| = |x − a| = (x − a)2
q
≤ (x − a)2 + (y − b)2
< δ.

So, you can choose δ = ε, and the limit is verified.


Dr
Limits of functions of several variables have the same properties regarding
sums, differences, products, and quotients as do limits of functions of
single variables as in the next theorem.

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Theorem 18 (Limit Laws of Functions of Several Variables)
If L, M, (xo , yo ) and k are real numbers and

aft
lim f (x , y ) = L and lim g(x , y ) = M,
(x ,y )−→(xo ,yo ) (x ,y )−→(xo ,yo )

then

1. Sum Rule: lim (f (x , y ) + g(x , y )) = L + M


(x ,y )−→(xo ,yo )
The limit of the sum of two functions is the sum of their limits.

2. Difference Rule: lim (f (x , y ) − g(x , y )) = L − M


Dr (x ,y )−→(xo ,yo )
The limit of the difference of two functions is the difference of their
limits.

3. Product Rule: lim (f (x , y ) · g(x , y )) = L · M


(x ,y )−→(xo ,yo )
The limit of a product of two functions is the product of their limits

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4. Constant Multiple Rule: lim (k · f (x , y )) = k · L
(x ,y )−→(xo ,yo )
The limit of a constant times a function is the constant times the
limit of the function.

aft
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.

6. Power Rule: If α and β are integers with no common factor and


s 6= 0 then
α α
Dr
provided that L
α
β
lim
(x ,y )−→(xo ,yo )
(f (x , y )) β = L β

is a real number. (If β is even, we assume that


L > 0).

The limit of a rational power of a function is that power of the limit


of the function, provided the latter is a real number.
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Example 19 (Finding a Limit)
Find the limit.

aft
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)

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aft
Solution Contin’d.
Because the limit of a quotient is equal to the quotient of the limits (and
the denominator is not 0), you have

5x 2 y 10
lim 2 2
= = 2.
Dr (x ,y )→(1,2) x + y 5

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Example 20 (Finding a Limit)
5x 2 y
Find the limit: lim 2 2
(x ,y )→(0,0) +y
x

aft
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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Solution Contin’d.
Then, in a δ-neighborhood about (0, 0), you have
q
0< x2 + y2 < δ

aft
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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Solution Contin’d.

aft
Dr
Figure 17
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aft
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

does not exist because the values of f (x , y ) increase without bound as


Dr
(x , y ) approaches (0, 0) along any path (see Figure 18).

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aft
Dr
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 55 / 159
aft
For other functions, it is not so easy to recognize that a limit does not
exist. For instance, the next example describes a limit that does not exist
because the function approaches different values along different paths.

Dr
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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

aft
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)

Case 1: Starting with the path y −→ 0 and then x −→ 0 we obtain


Dr " #
x2 − y2 x2 − y2 x2 − y2
lim = lim = lim lim 2 (3.1)
(x ,y )−→(0,0) x 2 + y 2 y −→0 x 2 + y 2 x −→0 y −→0 x + y 2
x −→0
x
= lim = lim (1) = 1
x −→0 x x −→0

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Solution contin’d.
Case 2: Starting with the path x −→ 0 and then y −→ 0, we get

aft
" #
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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aft
In Example 21, you could conclude that the limit does not exist because
you found two approaches that produced different limits. Be sure you
understand that when two approaches produce the same limit, you cannot
conclude that the limit exists. To form such a conclusion, you must show
that the limit is the same along all possible approaches
Dr
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 59 / 159
Example 22 (Finding Limits if it Exists)
Let f (x , y ) = x 2 + y 2 . Determine if lim √f (x ,y ) does exist.
(x ,y )−→(0,0) f (x ,y )

aft
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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Solution Contin’d.
Case 2: On the other hand, if we let (x , y ) approach 0 along the
y -axis, then (x , y ) = (0, y ) where the real number y is approaching 0.
For this approach we have:

aft
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)

Case 3: Thirdly, 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 . For
Dr
this approach we have:

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 .

aft
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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3.3. Continuity of a Function of Two Variables

aft
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

as (x , y ) → (1, 2) can be evaluated by direct substitution. That is, the


limit is f (1, 2) = 2. In such cases, the function f is said to be continuous
at the point (1, 2).

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Definition 23 (Continuity of a Function of Two Variables)

aft
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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The intuitive meaning of continuity is that if the point changes by a small
amount, then the value of changes by a small amount. This means that a
surface that is the graph of a continuous function has no hole or break. In

aft
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.
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Using the properties of limits, you can see that sums, differences,
products, and quotients of continuous functions are continuous on their

aft
domains as in the next theorem.

Theorem 24 (Algebra of Continuous Functions of Two


Variables)
If k is a real number and f (x , y ) and g(x, y)are continuous at (xo , yo ),
then the following functions are also continuous at (xo , yo ).
Dr
(i) Scalar multiple: kf (ii) Sum or difference: f ±g

(iii) Product: fg (iv) Quotient: f /g, g(xo , yo ) 6= 0

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Theorem 24 establishes the continuity of polynomial and rational functions
at every point in their domains. Furthermore, the continuity of other types
of functions can be extended naturally from one to two variables to more
than two variables. For instance, the functions whose graphs are shown in

aft
Figures 19 and 20 are continuous at every point in the plane.

Dr
Figure 19
Figure 20

The next theorem states conditions under which a composite function is


continuous
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Theorem 25 (Continuity of a Composite Function)

aft
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,

lim g(h(x , y )) = g (h (xo , yo )) .


(x ,y )→(xo −yo )

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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Example 26 (Testing for Continuity)
Discuss the continuity of each function.

aft
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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Solution Contin’d.

aft
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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Solution Contin’d.

aft
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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3.4. Continuity of a Function of Three Variables

aft
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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aft
Dr
Figure 23: Open sphere in space
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A point (xo , yo , zo ) in a region R in space is an interior point of R if there
exists a δ-sphere about (xo , yo , zo ) that lies entirely in R. If every point in
R is an interior point, then R is called open.

aft
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 ).

The function f is continuous in the open region R if it is continuous at


every point in R.

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Example 28 (Testing Continuity of a Function of Three
Variables)
Discuss the continuity of

aft
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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4. Partial Derivatives of Functions of Several Variables

In applications of functions of several variables, the question often arises,

aft
“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).

(ii) torque T = Iα, i.e. T = f (I, α).

aft
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.

We can use a similar procedure to determine the rate of change of a


function f with respect to one of its several independent variables. This
Dr
process is called partial differentiation. Generally, when differentiating a
function f having two or more variables, some of the variable(s) are kept
constant(s) and the differential coefficient of the other variable(s) is found
with respect to that variable. The differential coefficient obtained is called
a partial derivative of the function f with respect to the chosen
independent variable.

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4.1 First-Order Partial Derivatives

aft
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)

aft
Let w = f be a function of several variables. Now:

(i) If w = f (x , y ), then the first partial derivatives of f with respect to x


and y are the functions fx and fy defined by

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

provided the limits exist.

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(ii) If w = f (x , y , z), then the first partial derivatives of f with respect to
x , y and z are the functions fx , fy and fz defined by

f (x + ∆x , y , z) − f (x , y , z)

aft
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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aft
This definition indicates that if z = f (x , y ), then to find fx , you consider y
constant and differentiate with respect to x . Similarly, to find fy , you
consider x constant and differentiate with respect to y and so on. Thus,
to find the partial derivative with respect to one of the variables for a
function of several variables, hold the other variables constant and
differentiate with respect to the given variable. The concept of a partial
derivative can be extended naturally to functions of three or more variables
Dr
For the function w = f containing more than one variable several, a ’curly
dee’, ∂, is used to denote a partial differential coefficient. For instance if

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(i) w = f (x , y ) the partial derivatives fx and fy are denoted by

aft
∂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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(ii) Similarly, for w = f (x , y , z) the partial derivatives fx , fy and fz are
denoted by

aft
∂ ∂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

The first partials evaluated at the point (a, b, c) are denoted by

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∂w ∂w
(a,b,c) = fx (a, b, c), (a,b,c) = fy (a, b, c)
∂x ∂y

aft
and

∂w
(a,b,c) = fz (a, b, c)
∂z

(iii) Generally, if w = f (x1 , x2 , . . . xn ), then the n partial derivatives are


∂xk
Dr
[f (x1 , x2 , . . . , xn )] = fxk (x1 , x2 , . . . , xn ) = wxk =
∂w
∂xk
,

for k = 1, 2, . . . , n.

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Example 30 (Finding Partial Derivatives)
Find fx and fy for the following functions

(i) f (x , y ) = 3x − x 2 y 2 + 2x 3 y (ii) f (x , y ) = (ln x )(sin x 2 y )

aft
Solution.
(i) For f (x , y ) = 3x − x 2 y 2 + 2x 3 y , to find

 fx consider y to be constant and differentiate with respect to x :

∂ ∂
[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 .

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 85 / 159


Solution Contin’d.
 fy , consider x to be constant and differentiate with respect to 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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 86 / 159


Solution Contin’d.
(ii) For the function f (x , y ) = (ln x ) sin x 2 y , to find


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

 To find fy , consider x to be constant and differentiate with respect to


y.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 87 / 159


Solution Contin’d.

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

and so, the partial derivative of f with respect to x at (1, ln 2) is


Dr

[f ((1, ln 2))] = fx (1, ln 2) = e ln 2 (2 ln 2) + e ln 2
∂x
= 2(2 ln 2) + 2
= 4 ln 2 + 2.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 89 / 159


Solution Contin’d.

aft
 y we get,

∂ 2 2
[f ((x , y ))] = fy (x , y ) = xe x y (x 2 ) = x 3 e x y
∂y

Hence, the partial derivative of f with respect to y at (1, ln 2) is


[f ((1, ln 2))] = fy (1, ln 2) = e ln 2 = 2.
Dr ∂y

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 90 / 159


Example 32
If z = sin xy show that

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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 91 / 159


Solution Contin’d.

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 92 / 159


Example 33
∂z ∂z
Determine ∂x and ∂y when

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 93 / 159


Solution Contin’d.
 −3

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

 By the function of a function rule the partial derivative with respect


to y (keeping x constant), we get

Dr ∂z
∂y
1  −3
= − x 2 + y 2 2 (2y ) = q
2
−y
(x 2 + y 2 )3

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 94 / 159


Example 34
Pressure p of a mass of gas is given by pV = mRT , where m and R are
constants, V is the volume and T the temperature. Find expressions for

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 95 / 159


The partial derivatives of a function of several variables, without-loss of
generality say, two variables, z = f (x , y ), have a useful geometric
interpretation. If y = yo , then z = f (x , yo ) represents the curve formed by

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

represents the slope of the curve given by the intersection of z = f (x , y )


and the plane x = xo at (xo , yo , f (xo , yo )), as shown in Figure 25.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 96 / 159


aft
Figure 24: ∂f
Dr
∂x -slope in x -direction Figure 25: ∂f
∂x -slope in y -direction

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 97 / 159


aft
Informally, the values of ∂f /∂x and ∂f /∂y at the point (xo , yo , zo ) denote
the slopes of the surface in the x - and y -directions, respectively.

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 .

So, in the x -direction, the slope is

1 1
 
fx ,1 = −
2 2

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 99 / 159


Solution Contin’d.
See Figure 26. And in the y -direction, the slope is

1
 
fy , 1 = −2

aft
2
See Figure 27

Dr
Figure 26 Figure 27

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 100 / 159


Example 36 (Finding the Slopes of a Surface)
Find the slopes of the surface

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).

So, at the point (1, 2, 1), the slope in the x -direction is

fx (1, 2) = −2(1 − 1) = 0

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 101 / 159


aft
Solution Contin’d.
and the slope in the y -direction is

fy (1, 2) = −2(2 − 2) = 0

as shown in Figure 28..


Dr
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 102 / 159
Solution Contin’d.

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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 104 / 159


Solution.
(i) To find the rate of change of the area with respect to a, hold b and θ
constant and differentiate with respect to a to obtain

aft
∂A
= b sin θ
∂a

Find partial derivative with respect to 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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 105 / 159


Solution Contin’d.
(ii) To find the rate of change of the area with respect to θ, hold a and b
constant and differentiate with respect to θ to obtain

aft
∂A
= ab cos θ
∂θ

Find partial derivative with respect to 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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 106 / 159


4.2. Higher-Order Partial Derivatives
As is true for ordinary derivatives, it is possible to take second, third, and

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.

(i) Differentiate twice with respect to x :

∂ ∂f ∂2f
 
= = fxx
Dr ∂x ∂x

(ii) . Differentiate twice with respect to y :


∂x 2

∂ ∂f ∂2f
 
= = fyy
∂y ∂y ∂y 2

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 107 / 159


(iii) Differentiate twice with respect to z :

∂ ∂f ∂2f
 

aft
= = fzz
∂z ∂z ∂z 2

(iv) Differentiate first with respect to x and then with respect to y :

∂ ∂f ∂2f
 
= = fxy
Dr ∂y ∂x ∂y ∂x

(v) Differentiate first with respect to y and then with respect to x :

∂ ∂f ∂2f
 
= = fyx
∂x ∂y ∂x ∂y

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 108 / 159


(vi) Differentiate first with respect to x , secondly with respect to y and

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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 109 / 159


Example 38 (Finding Second Partial Derivatives)
Find the second partial derivatives fxx , fyy , fxy and fyx of

aft
f (x , y ) = 3xy 2 − 2y + 5x 2 y 2

and determine the value of fxy (−1, 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

Then, differentiate each of these with respect to x and y .

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 110 / 159


Solution Contin’d.
fxx (x , y ) = 10y 2 and fyy (x , y ) = 6x + 10x 2

aft
fxy (x , y ) = 6y + 20xy and fyx (x , y ) = 6y + 20xy

At (−1, 2), the value of fxy is

fxy (−1, 2) = 12 − 40 = −28.


Dr
Notice in Example 38 that the two mixed partials are equal. Sufficient
conditions for this occurrence are given in Theorem .

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 111 / 159


Theorem 39 (Equality of Mixed Partial Derivatives)
If f is a function of

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,

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 112 / 159


fxyy (x , y , z) = fyxy (x , y ) = fyyx (x , y , z)

aft
fxzz (x , y , z) = fzxz (x , y ) = fzzx (x , y , z)

fyxx (x , y , z) = fxyx (x , y ) = fxxy (x , y , z)

fyzz (x , y , z) = fzyz (x , y ) = fzzy (x , y , z)


Dr fzxx (x , y , z) = fxzx (x , y ) = fxxz (x , y , z)

fzyy (x , y , z) = fyzy (x , y ) = fyyz (x , y , z).

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 113 / 159


aft
Theorem 39 also applies to a function f of more variables as long as all
second partial derivatives are continuous. For example, if

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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 114 / 159


Example 40 (Finding Higher-Order Partial Derivatives)
Show that fxz = fzx and fxzz = fzxz = fzzx for the function

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 115 / 159


Example 41
Given z = 4x 2 y 3 − 2x 3 + 7y 2 find
∂2z ∂2z ∂2z ∂2z
(i) ∂x (ii) ∂y (iii) (iv)

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 116 / 159


Solution Contin’d.
(ii)
∂z
= 12x 2 y 2 + 14y
∂y

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 118 / 159


Solution Contin’d.
   
∂z d

ln y
  (y ) 1 − (ln y )(1)  
1 − ln y

y
= (x ) = (x ) =x

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

In this section, the concepts of increments and differentials are generalized

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 .

Similar terminology is used for a function of more than one variable,


Dr
w = f (u, v , x , y , . . .). That is, ∆u, ∆v , ∆x , ∆y , . . . are the increments of
x and y , and the increment of z is

∆w = f (u + ∆u, v + ∆v , x + ∆x , y + ∆y , . . .) − f (u, v , x , y , . . .).

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 121 / 159


Generally, partial differentiation is introduced for the case where only one

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 + · · ·

Basically, we have the following Definition:

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 122 / 159


Definition 43 (Total Differential)
Let w = f be a function of several variables.

(i) If w = f (x , y ) and ∆x and ∆y are increments of x and y , then the

aft
differentials of the independent variables x and y are

dx = ∆x and dy = ∆y

and the total differential of the dependent variable w is

∂z ∂z
dw = dx + dy = fx (x , y )dx + fy (x , y )dy .
Dr ∂x ∂y

The total differential is the sum of the partial differentials with


respect to the independent variables.

Extending the definition to a function of three or more variables, we


have
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 123 / 159
(ii) If w = f (x , y , z), then dx = ∆x , dy = ∆y , dz = ∆z, and the total
differential of w is

aft
∂w ∂w ∂w
dw = dx + dy + dz.
∂x ∂y ∂z

(iii) If w = f (x1 , x2 , . . . xn ), and ∆x1 , ∆x2 , . . ., ∆xn are increments of x1 ,


x2 , . . ., xn respectively, then the differentials of the independent
variables x1 , x2 , . . . xn are

dx1 = ∆x1 , dx2 = ∆x2 , ..., dxn = ∆xn ,


Dr
and the total differential of w is

∂w ∂w ∂w
dw = dx1 + dx2 + · · · dxn .
∂x1 ∂x2 ∂xn

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 124 / 159


Example 44 (Finding the Total Differential)
Find the total differential for each function.

(i) z = 2x sin y − 3x 2 y 2 (ii) w = x 2 + y 2 + z 2

aft
Solution.
Here,

(i) The total differential dz for z = 2x sin y − 3x 2 y 2 is

∂z ∂z    
dy = 2 sin y − 6xy 2 dx + 2x cos y − 6x 2 y dy .
dz =
∂x
Dr
dx +
∂y

(ii) The total differential dw for w = x 2 + y 2 + z 2 is

∂w ∂w ∂w
dw = dx + dy + dz = 2xdx + 2ydy + 2zdz.
∂x ∂y ∂z

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 125 / 159


Example 45
2x
If z = f (x , y ) and z = x 2 y 3 + y + 1, determine the total differential, dz.

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 126 / 159


Example 46
If z = f (u, v , w ) and z = 3u 2 − 2v + 4w 3 v 2 find the total differential, dz.

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

that is u and w are kept constant.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 127 / 159


Solution Contin’d.

aft
∂z
= 12w 2 v 2
∂w

that is u and v are kept constant.

Therefore
Dr    
dz = 6udu + 8vw 3 − 2 dv + 12v 2 w 2 dw

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 128 / 159


Example 47
The pressure p, volume V and temperature T of a gas are related by
pV = kT , where k is a constant. Determine the total differentials

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 129 / 159


Solution Contin’d.
k kT pV
Thus dp = V dT − V2
dV . Since pV = kT , then k = T . Hence

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 130 / 159


Solution Contin’d.
∂T V ∂T p
= and =

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 131 / 159


6. The Multivariable Chain Rule - Differentiation

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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 132 / 159


6.1 Chain Rule - With x and y being functions of t

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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 133 / 159


Theorem 48 (The Chain Rule for z = f (x , y ) = f (g(t), h(t))

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 135 / 159


Solution Contin’d.

aft
∂z ∂z dx ∂z dy
= +
∂t ∂x dt ∂y dt
(2xy + 3y )(2 cos 2t) + (x 2 + 12xy 3 )(− sin t)
4

It’s not necessary to substitute the expressions for x and y in terms of t.

We simply observe that when t = 0 we have x = sin 0 = 0 and


y = cos 0 = 1. Therefore,

∂z
∂x
Dr t=0
= (0 + 2)(2 cos 0) + (0 + 0)(−sin0) = 6

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 136 / 159


aft
The derivative in Example 49 can be interpreted as the rate of change of
xz with respect to t as the point 9x , y ) moves along the curve C with
parametric equations x = sin 2t and y = cot t. See Figure 30. In
particular, when t = 0, the point (x , y ) is (0.1) and dz
dt = 6 is the rate of
increase as we move along the curve through (0, 1). If, for instance,
z = T (x , y ) = x 2 y + 3xy 4 represents the temperature at the point (x , y ),
then the composite function z = T (sin 2t. cos t) represents the
temperature at points on C and the derivative dz dt represents the rate at
Dr
which the temperature changes along C .

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 137 / 159


aft
Dr
Figure 30: The curve x = sin 2t, y = cos t

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 138 / 159


Example 50
The pressure P (in kilopascals), volume V (in liters), and temperature T
(in kelvins) of a mole of an ideal gas are related by the equation
PV = 8.31T . Find the rate at which the pressure is changing when the

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

The pressure is decreasing at a rate of about 0.042kPa/s

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 140 / 159


6.2 Chain Rule - With x and y being functions of s and t
We now consider the situation where z = f (x , y ) but each of x and y is a

aft
function of two variables s and t:

x = g(s, t) and y = h(s, t).

Then z is indirectly a function of s and t and we wish to find ∂z ∂z


∂ and ∂t .
Recall that in computing ∂z∂t we hold s fixed and compute the ordinary
derivative of z with respect to t. Therefore, we can apply Theorem 48 to
obtain
Dr ∂z
∂t
=
∂z ∂x
∂x ∂t
+
∂z ∂y
∂y ∂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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 142 / 159


Example 52
∂z ∂z
If z = e x sin y , where x = st 2 and y = s 2 t, find ∂s and ∂t .

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)

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 143 / 159


aft
Case 2 of the Chain Rule contains three types of variables: s and t are
independent variables, x and y are called intermediate variables, and z
is the dependent variable. Notice that Theorem 3 has one term for each
intermediate variable and each of these terms resembles the
one-dimensional Chain Rule in Equation 6.1.

To remember the Chain Rule it is helpful to draw the tree diagramin


Dr
Figure 31.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 144 / 159


aft
Dr
Figure 31

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 145 / 159


We draw branches from the dependent variable z to the intermediate
variables x and y to indicate that z is a function of x and y . Then we
draw branches from x and y to the independent variables s and t. On
each branch we write the corresponding partial derivative. To find ∂z
∂s we

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.

Now we consider the general situation in which a dependent variable z is a


function of n intermediate variables x1 , x2 , . . . xn each of which is, in turn,
a function of m independent variables t1 , t2 . . . tn . Notice that there are
terms, one for each intermediate variable. The proof is similar to that of
Case 1
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 146 / 159
Theorem 53 (The Chain Rule-General Version)

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

∂w ∂w ∂x1 ∂w ∂x2 ∂w ∂xn


= + + ··· + (8.3)
∂ti ∂x1 ∂ti ∂x2 ∂ti ∂xn ∂ti

Proof.
Dr
Proof is left as an exercise

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 147 / 159


Example 54
Write out the Chain Rule for the case where w = f (x , y , z, t) and
x = x (u, v ), y = y (u, v ), z = z(u, v ) and t = t(u, v ).

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 149 / 159


Example 55
If u = x 4 y + y 2 z 3 where x = rse t , y = rs 2 e −t and z = r 2 s sin t, find the
value of ∂u
∂s when r = 2, s = 1 and t = 0

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

Now, when r = 2, s = 1 and t = 0 we have x = 2, y = 2 and z = 0. Thus

∂u
Dr
|(r = 2, s = 1, t = 0) = (62)(2) + (16)(4) + (0)(0) = 192.
∂s

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 151 / 159


7. The Multivariable Implicit Differentiation

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 152 / 159


aft
∂F
dy ∂x Fx
= ∂F
=− . (9.1)
dx ∂y
Fy

To derive this equation we assumed that F (x , y ) defines y implicitly as a


function of x . The Implicit Function Theorem, proved in advanced
calculus, gives conditions under which this assumption is valid. It states
Dr
that if F is defined on a disk containing (a, b), where F (a, b) = 0,
Fy (a, b) 6= 0 and Fx and Fy are continuous on the disk, then the equation
F (x , y ) = 0 defines y as a function of x near the point (a, b) and the
derivative of this function is given by Equation 9.1.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 153 / 159


Example 56
Find y 0 if x 3 + y 3 = 6xy .

aft
Solution.
The given equation can be written as

F (x , y ) = x 3 + y 3 − 6xy = 0

so Equation 9.1 gives


Dr dy
dx
=−
Fx
Fy
3x 2 − 6y
=− 2
3y − 6x
x 2 − 2y
=− 2
y − 2x
.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 154 / 159


Now we suppose that z is given implicitly as a function z = f (x , y ) by an
equation of the form F (x , y , z) = 0. This means that F (x , y , f (x , y )) = 0
for all (x , y ) in the domain of f . If F and f are differentiable, then we can

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 155 / 159


If ∂F ∂z
∂z 6= 0, we solve for ∂x and obtain the first formula in Equations 9.2.
∂z
The formula for ∂y is obtained in a similar manner.

aft
∂F ∂F
∂z ∂z ∂z ∂y
= − ∂F = − ∂F (9.2)
∂x ∂z
∂y ∂z

Again, a version of the Implicit Function Theorem gives conditions under


which our assumption is valid. If F is defined within a sphere containing
Dr
(ab, c), where F (a, b, c) = 0, Fz (a, b, c) 6= 0 and Fx , Fy and Fz are
continuous inside the sphere, then the equation F (x , y , z) = 0 defines z as
a function of x and y near the point (a, b, c) and the partial derivatives of
this function are given by (9.2).

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 156 / 159


Example 57
∂z ∂z
Find ∂x and ∂x if x 3 + y 3 + z 3 + 6xyz = 1.

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

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 157 / 159


References

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.

Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 158 / 159


.

aft
END OF LECTURE NOTES 3.
Dr
Matindih L. K. (Mr.) (MU/SNAS/DMS) EGM 211-ENGINEERING MATHEMATICS I 2024/2025 159 / 159

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