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Chapter - Partial Derivatives

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Chapter - Partial Derivatives

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© © All Rights Reserved
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B

TOPIC:
PARTIAL DERIVATIVES

LECTURE NOTE FOR


ENGINEERING MATHEMATICS 2

Prepared by:
Dr Zaiton Mat Isa

Department of Mathematical Sciences,


Faculty of Science, UTM.
https://science.utm.my/mathematics

1
REVISION

Differentiation

2
Differentation rules

- Product rules, quotient rules, chain rules

Product d
Rule
u ( x)v( x)   u '( x)v( x)  u ( x)v '( x)
dx

Quotient d  u ( x )  u '( x )v ( x )  u ( x )v '( x )


   2
Rule dx  v ( x )   v( x) 

Chain d
Rule dx
 f  g ( x )   f '  g ( x )  g '( x )

3
PARTIAL DERIVATIVES

1. Partial derivatives (Explicit function)


1.1 First order partial derivatives
1.2 Higher order partial derivatives
2. Chain rules (Partial Derivatives of Composite
Functions)
3. Partial derivatives of an Implicit Function
4. Increments and Differential
5 Local Extrema

 Objective 

4
Introduction note
The function that we are dealing with in this topic
is a function with two or three independent
variables.

 f ( x)  2 x 3  ln x  sin x
- 1 independent variable which is x

 f ( x, y )  2 xy  y 3  e x
- 2 independent variables which are x and y

 f ( x, y, z )  3z  xy  sin( xz )
- 3 independent variables which are x , y and z
The dependent variable is not necessarily using the
letter f. It could be any available letter. e.g.
V  x, h   x 2  xh ,
ct
p (r , t )  4 (c is a constant)
r

5
1. Partial derivatives (Explicit function)
1.1 First order partial derivatives

The partial derivative of z = f (x, y ) with respect to x, is the


differentiation of f (x, y ) with respect to x by holding y as
constant.
Notation:

The partial derivative of z = f (x, y ) with respect to y, is the


differentiation of f (x, y ) with respect to y by holding x as
constant.
Notation:

Partial derivatives at a point  xo , yo :


f f f
f x  xo , yo  = ,  x o, yo 
x  xo , yo  x x xo , y  yo x

Note:
 The stylized “d” symbol in the notation is called
roundback d, curly d or del d.
 It is not the usual derivative d (dee) or  (delta ).
6
Remember
differentiate with respect to one of its
variables while keeping the other
variables fixed (treat as constant)

Example 1: Find f x and f y for the


following functions:
a) f ( x, y )  x3 y 2  x 2 y  4 x  5 y ,

4 x y
b) f ( x , y )  2 y sin x  7 e  6e

Example 2: Find f x (0,1) and f y (0,1) if


f ( x, y )  2 x 2  3 x 2 y  y 2  x  y  1

7
Example 3:
Determine the partial derivatives of the following
functions with respect to each of the independent
variables:
(a) f ( x, y)  xy 2 ln(x)

2 5
(b) z  ( x  3 y )

(c) z  x cos(2 x 2  5 y )

sin( x  2 y)
(d) f ( x, y ) 
(1  4 x  3 y)

(e ) f(x,y) = x2cos(x/y)
8
For a function of three independent variables, x,y,
and z, that is f ( x, y , z ) , there are three partial
derivatives:
f x , f y and f z
The partial derivative f x is calculated by holding
y and z constant. Likewise, for f y and f z .

Example 4:
2 x y 3
Let f ( x, y , z )  cos x  2  ye z , find:
y
(a) f x (b) f y (c) f z

9
1.2 Higher order Partial Derivatives
If f ( x, y ) is a function with two variables, then f x ( x, y)
and f y ( x, y ) are also functions with two variables.
Partial derivatives of f x ( x, y) and f y ( x, y ) are the
second-order partial derivatives of f ( x, y ) and they
are defined as
  f   2 f
 f x  x  f xx    2
x  x  x

  f   2 f
 f x  y  f xy   
y  x  yx

  f   2 f
 f y  x  f yx   
x  y  xy

  f   2 f
 f y  y  f yy    2
y  y  y

10
Example 5:
2 3y
f , f , f , f
Find xx xy yx yy of f ( x , y )  x e

Theorem 1 (Euler Theorem)

If f , f x , f y , f xy and f yx are continuous and


defined in an open space that contains a point
( a , b ) , then
f xy (a, b)  f yx (a, b) .

11
 Other form of problems (Proving
questions)

Example 5a:
i. Final Sem 2 2017/18 Q1a

12
ii. Final Sem 1 2017/18 Q1b

iii. Test 1 Sem 2 2015/16 Q2a

13
2. Chain rules (Partial Derivatives of
Composite Functions)

For the case of z f (x, y) and at the same time


x and y are functions of a single variable t,
x x(t), y y(t)
Then z f (x(t), y(t)) is a composition function
of a parameter t.
��
Thus we can calculate the derivative given
��
by the following theorem.
Theorem 2

14
If z f (x, y) is differentiable and x and y
are differentiable functions of t, then z is a
differentiable function of t and
dz z dx z dy
 
dt x dt y dt

x t
z
y t
Example 6:
Suppose that � = �3 � where x  ln(2t ) and
2 ��
� = � ����. By using chain rule, find .
��

For 3 independent
variables, just add one
more term
15
Example 7:
dw
Find by using the chain rule if w  xyz with
dt
x  t 3 , y  t 2 and z  t 4 .

Theorem 3

If z  f (u , v ) , u  g ( x , y ) and
v  h( x, y ) and the partial derivatives of
f, g, and h exist, then
z z u z v
 
x u x v x

16
z z u z v
 
y u y v y

Other case (from many


x other cases): x
u y u y
z z
x x
v w
y v y
z

Note: The alphabet/letter used to represent the


variables could be anything
Chain rule can be extended to function with any
multiple variables.

If w  f (u , v , r ) , u  g( x, y, z), v  h( x, y, z)and
r  s ( x , y , z ) , then

17
w w u w v w r
  
x u x v x r x

w w u w v w r
  
y u y v y r y

w w u w v w r
  
z u z v z r z
x
u y
z
x
v y
w
z
r x
y
Example 8: Sample from past years questions
z
i. Test 1 Sem 2 2009/10 Q4

18
ii. Test 1 Sem 2 2012/13 Q3

iii. Test 1 Sem 2 2017/18 Q3

19
(iv)Final Sem 1 2017/18 Q1c

20
 Other form of problems (Proving
questions involving arbitrary function)

Example 8a: Sample from past years questions


i. Tutorial 1 Q10a

ii. Test 1 Sem 2 2016/17 Q3

21
iii. Final Sem 2 2012/13 Q1c

iv. Final Sem 1 2018/19 Q1b


22
v. Test 1 Sem 1 2019/20 Q3

23
vi. Final Sem 1 2019/20 Q1b

24
vii. Tutorial 1 Q10c

viii. Final Sem 2 2020/21 Q1b

25
3. Partial derivatives of an Implicit Function

Before this, we dealt with an explicit function


- a function in which the dependent variable
can be written explicitly in terms of the
independent variable.
2 5
e.g: z  ( x  3 y )  explicit function

What is implicit function?


z is a function of two variable x and y (z is dependent
variable, x and y are independent variables), but z
cannot be explicitly expressed in terms of x and y.
e.g: ��2 + �� =− � sin �  implicit function

How to find partial derivatives of an implicit


function??
26
OR
Differentiate both side
Use Theorem 4
with respected to the
intended independent
variable

Theorem 4
If F ( x, y , z )  0 implicitly defines a differentiable
function z as a function of two variables x and y, then

¶z Fx (x, y, z) ¶z Fy (x, y, z)
= - , =- *
¶x Fz (x, y, z) ¶y Fz (x, y, z)

*Proof can be found in reference books.

Example 9:

z z
Find x and  y if z is a function of two variable
x and y is implicitly defined as
27
a) ��2 + �� =− � sin (�3 + 2�)
b) e xy  ln z  x  y
c) cos( x  2 z )  3 y 2 ln y  2 xyz  0
d) ���ℎ(���) = � + � + 3�

28
4. Application: Increments and Differential
In here, we would like to apply partial derivatives
to estimate (approximate):
- error(increment/decrement), change, rate of
change, maximum change and maximum
percentage error

For the function z = f ( x , y ) , if x increases by dx


and y increases by dy , then z will increase by dz ,
where
dz = f (x + dx, y + dy ) - f (x, y ) .

29
From the differentiation definition, we know that
f ( x  x, y)  f ( x, y)
fx 
x
f ( x, y  y )  f ( x, y )
and fy  ,
y

which implies
� � + ��, � − �(�, �) ≈ �� �, � ��
� �, � + �� − �(�, �) ≈ �� �, � ��
If we take
z   f ( x  x, y)  f ( x, y)   f ( x, y  y)  f ( x, y)
then,
dz » fx (x, y)dx + fy (x, y)dy . (*)

If  x  0 and  y  0 (very small), then the


increment in �� is denote as dx, increment in ��
as dy, and increment in �� as dz. The dz is known
as the differential of z.
Therefore
dz » dz .
30
We know that f x  z x , f y  z y , hence (*) also can
be written as
dz » zx (x, y)dx + zy (x, y)dy

Note:
- d is also denoted as D (both is delta)
- Increment = change or error

4.1 Increment of a function with two (2)


independent variables
Suppose � = �(�, �). If �� and �� are increments
of x and y respectively, then an approximate
increment, �� of z is given by

 z  zx ( x, y) x  z y ( x, y) y

The symbol �� also can be denoted by dz and in


this case it is called as the differential

31
dz  z x ( x, y )dx  z y ( x, y )dy
where �� = �� and �� = ��.

Both �� and dz can be used to to estimate


(approximate): error/change

4.2 Increment of a function with three (3)


independent variables
Suppose � = �(�, �, �). If ��, �� and �� are
increments of x,y and z respectively, then an
approximate increment �� of w is given by

 w  wx ( x, y , z ) x  wy ( x, y , z ) y  wz ( x, y , z ) z

32
The symbol �� also can be denoted by dz and in
this case it is called as the differential

dw  wx ( x , y , z )dx  w y ( x , y , z )dy  wz ( x , y , z )dz

where �� = ��, �� = �� and �� = ��.

Example 10:
If z  f ( x, y )  x 2e x  xy , approximate the
change in � �, � as (�, �) varies from the point
2,3 to the point  2.02,2.99 .

33
Example 10a:
Test 1 Sem 1 201920 Q5

34
Example 11:
Let the measurements of a cuboid vary from 9 cm,
6 cm and 4 cm to 9.02, 5.97 and 4.01 cm.
Approximate the change in the volume.

Example 11a:
Test 1 Sem 2 2009/10 Q5

35
4.3 Rate of change, maximum error and
maximum percentage error
Two (2) independent variables
Let � = �(�, �), then
dz
 rate of change is given by where
dt
dz dx dy
 zx  z y
dt dt dt

 maximum change/ maximum error is given


by �� where

dz = zxdx + zydy

36
 maximum percentage change/maximum
percentage error is given by
dz
´ 100% where
z
dz 禳
镲zxdx zydy

´ 100% = 睚 + ´ 100%
z 镲
镲 z z

Three (3) independent variables
Let � = �(�, �, �), then
dw
 rate of change is given by where
dt
dw dx dy dz
 wx  wy  wz
dt dt dt dt

 maximum change/ maximum error is given


by �� where

dw = wxdx + wydy + wzdz

37
 maximum percentage change/ maximum
percentage error is given by
dw
´ 100% where
w



dw
´ 100% = 镲wxdx + wydy + wzdz ´ 100%

w 镲
镲 w w w

Example 12: Sample from past years questions

i. Final Sem 2 2014/15 Q1c

38
ii. Test 1 Sem 2 2016/17 Q4

39
iii. Final Sem 1 2019/20 Q1c

40
iv. Test 1 Sem 1 2017/18 Q3

v. Test 1 Sem 2 2018/19 Q5

41
vi. Test 1 Sem 2 2020/21

42
5. Local Extrema
Extrema refers to either maximum or minimum.

maximum
43
minimum

44
45
Sometimes, a function also can have a saddle
point.

Point (a,b,f(a,b)) is a saddle point

*Saddle point: The name derives from the fact that the
prototypical example in two dimensions is a surface that curves
up in one direction, and curves down in a different direction,
resembling a saddle or a mountain pass.

46
How do we find the local extrema point(s)?
Theorem 5
A surface is given by � = �(�, �). If f x and f y exist
at ( a , b ) , then
f x (a, b)  0 and f y ( a , b )  0

note: The reverse statement of the theorem is not necessarily


true.

A pair (�, �) such that �� �, � = 0 and �� �, � =


0 is called a critical point or stationary point

STEP 1: From the given f ( x, y ) , find f x and f y .


STEP 2: Let both f x and f y equal to zero and solve
simultaneously to find (�, �).

fx  0 Solve this will give us the value(s)


fy  0 of x and y. Note that
( x, y )  ( a, b)  critical point

47
STEP 3:
Second Derivatives Test
Suppose that �(�, �) is a function of two variables
that has continuous second partial derivatives on a
region R and (�, �) is a critical point in R.

Let 2
� �, � = ��� �, � ��� �, � − ��� (�, �)

or
��� (�, �) ��� (�, �)
�(�, �) =
��� (�, �) ��� (�, �)

Then

(a) �(�, �)is a local maximum if � �, � > 0 and


��� �, � < 0.

(b) �(�, �)is a local minimum if � �, � > 0 and


��� �, � > 0.

(c) �, �, �(�, �) is a saddle point if � �, � < 0.


48
(d) No conclusion can be made if � �, � = 0.

DON’T DO THIS DO THIS


15 x 4  60 x 2  0 15 x 4  60 x 2  0
15 x 4  60 x 2 15 x 2 ( x 2  4)  0

In Step x2  4 x 2  0 and x2  4
2  x  2, 2  x  0, 2, 2

Example 13:
Find the critical point(s) of the following
functions and determine the nature of those points.
.
(i) � �, � = 2�3 − 6�� − �2

�3
(ii) � �, � = − �2 − �
3

49
(iii) � �, � = �4 + 16�� + �4

50
51
Example13a: Test 1 Sem 1 2017/18 Q5

52
Application example

Example 14:
If an open rectangular box is to have a fixed
volume of 500m3, what relative dimensions will
make the surface area minimum?

53
Example 15: Sample from past years
questions

Final Sem 1 2017/18 Q1d

54
55

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