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Unit-III - Multivariable Functions and Partial Differentiation (2024) (Updated)

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31 views42 pages

Unit-III - Multivariable Functions and Partial Differentiation (2024) (Updated)

maths rvce
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Department of Mathematics

Multivariable Functions and Partial Differentiation

Topic Learning Objectives:

To recognize the geometrical and physical quantities which depend


on more than one independent variable, evaluate the possible partial
changes due to change in any of these variables or total change due
to changes in all the variables. Study of applications of these
concepts in finding extreme points on a surface and Jacobian as a
transformation factor between different coordinate systems.

Introduction:

The physical quantities like displacement, density, temperature of


metal plates etc. depend on more than one variable. These quantities
vary with space and time, hence rate of change of these lead to
concepts of partial derivatives.

For example, the area of a rectangle of length ‘𝑙’ and breadth ‘𝑏’ is
given by 𝐴 = 𝑙𝑏. This can be represented as a general function 𝑢 =
𝑓 (𝑙, 𝑏). There are two types of changes possible with such a
function resulting in two first order partial changes and one total
differential.

The partial change in area of rectangle is due to changes in any one


of the variables either length or breadth. When there are changes in
both the variables at a time, it results in total change in area.
Partial change in area of rectangle due to change in only length
maintaining breadth at the same value:

Fundamentals of Linear Algebra, Calculus and Numerical Methods (MA211TC)


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Partial change in area of rectangle due to change in only breadth


maintaining length at same value:

Total change in area of rectangle due to changes in both length and


breadth:

These concepts can be formally expressed as definitions as follows.

Definition: Let 𝑧 = 𝑓(𝑥, 𝑦) be a function of two variables x and y.


𝜕𝑧
The first order partial derivative of z with respect to x, denoted by 𝜕𝑥
𝜕𝑓 𝜕𝑧 𝑓(𝑥+𝛿𝑥,𝑦)−𝑓(𝑥,𝑦)
or 𝜕𝑥or 𝑧𝑥 or 𝑓𝑥 or 𝒑 is defined as = 𝑙𝑖𝑚 provided
𝜕𝑥 𝛿𝑥→0 𝛿𝑥
the limit exists.

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𝜕𝑧
 (𝜕𝑥) is the partial derivative of z with respect to x, treating y as
constant.
The first order partial derivative of z with respect to y, denoted by
𝜕𝑧 𝜕𝑓 𝜕𝑧 𝑓(𝑥,𝑦+𝛿𝑦)−𝑓(𝑥,𝑦)
or 𝜕𝑦 or 𝑧𝑦 or 𝑓𝑦 or 𝒒 is defined as 𝜕𝑦 = 𝑙𝑖𝑚
𝜕𝑦 𝛿𝑦→0 𝛿𝑦
provided the limit exists.
𝜕𝑧
 (𝜕𝑦) is the partial derivative of z with respect to y, treating x as
constant.

Each of the first order partial derivatives being functions of (x, y),
they can be further differentiated partially with respect to both x and
y resulting in second order partial derivatives.
𝜕 𝜕𝑧 𝜕2𝑧 𝜕2𝑓
The partial derivatives𝜕𝑥 (𝜕𝑥) = 𝜕𝑥 2 or 𝜕𝑥 2or 𝑧𝑥𝑥 or 𝑓𝑥𝑥 or r
𝜕 𝜕𝑧 𝜕2𝑧 𝜕2 𝑓
( ) = 𝜕𝑦 2 or𝜕𝑦 2 or 𝑧𝑦𝑦 or 𝑓𝑦𝑦 or t
𝜕𝑦 𝜕𝑦
𝜕 𝜕𝑧 𝜕2𝑧
( ) = 𝜕𝑥𝜕𝑦or 𝑧𝑦𝑥 or 𝑓𝑦𝑥 or s
𝜕𝑥 𝜕𝑦
𝜕 𝜕𝑧 𝜕2𝑧
and 𝜕𝑦 (𝜕𝑥) = 𝜕𝑦𝜕𝑥or 𝑧𝑥𝑦 or 𝑓𝑥𝑦 or s
are second order Partial derivatives.
𝜕2𝑧 𝜕2𝑧
In most of the cases, it can be verified that = 𝜕𝑦𝜕𝑥
𝜕𝑥𝜕𝑦
(This is true at every point of continuity in any region of interest)

All the rules of differentiation applicable to functions of a single


independent variable are applicable in partial differentiation also, the
only difference is while differentiating partially with respect to one
independent variable all other independent variables are treated as
constants.

Examples:

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𝜕𝑧 𝜕𝑧
1. Evaluate 𝜕𝑥 and 𝜕𝑦, if
(a) 𝑧 = 𝑥 2 𝑦 − 𝑥 sin 𝑥𝑦 (c) 𝑧 = (sin 𝑥)𝑦
(b) 𝑥 + 𝑦 + 𝑧 = log 𝑧
Solution:
(a) Consider 𝑧 = 𝑥 2 𝑦 − 𝑥 𝑠𝑖𝑛 𝑥 𝑦
𝜕𝑧
Differentiating z with respect to x, keeping y as a constant, 𝜕𝑥 =
(2𝑥)𝑦 − {𝑥 𝑐𝑜𝑠(𝑥𝑦) (𝑦) + 𝑠𝑖𝑛(𝑥𝑦) (1)}
i.e., 𝑧𝑥 = 2𝑥𝑦 − 𝑥𝑦 𝑐𝑜𝑠 𝑥 𝑦 − 𝑠𝑖𝑛 𝑥 𝑦 = 𝑥𝑦(2 − 𝑐𝑜𝑠 𝑥 𝑦) − 𝑠𝑖𝑛 𝑥 𝑦
Similarly, differentiating z with respect to y keeping x as a constant,
𝜕𝑧
= 𝑥 2 (1) − {𝑥 𝑐𝑜𝑠 𝑥 𝑦(𝑥) + 𝑠𝑖𝑛(𝑥𝑦) (0)}
𝜕𝑦
i.e., 𝑧𝑦 = 𝑥 2 − 𝑥 2 𝑐𝑜𝑠 𝑥 𝑦 = 𝑥 2 (1 − 𝑐𝑜𝑠 𝑥 𝑦)

(b) Consider 𝑥 + 𝑦 + 𝑧 = 𝑙𝑜𝑔 𝑧


i.e., 𝑙𝑜𝑔 𝑧 − 𝑧 = 𝑥 + 𝑦
(1)
Differentiating (1) partially with respect to x, treating y as constant,
1 𝜕𝑧 𝜕𝑧 𝜕𝑧 1
− = 1 + 0 ⇒ ( ) ( − 1) = 1
𝑧 𝜕𝑥 𝜕𝑥 𝜕𝑥 𝑧
𝜕𝑧 1−𝑧 𝜕𝑧 𝑧
i.e., 𝜕𝑥 ( 𝑧 ) = 1 or𝜕𝑥 = (1−𝑧)

Similarly, differentiating (1) partially with respect to y, treating x as

1 𝜕𝑧 𝜕𝑧 𝜕𝑧 1 𝜕𝑧 𝑧
constant, 𝑧 𝜕𝑦 − 𝜕𝑦 = 1 + 0 𝑜𝑟 (𝜕𝑦) (𝑧 − 1) = 1  𝜕𝑦 = (1−𝑧)

𝜕𝑧 𝜕𝑧 𝑧
∴ 𝜕𝑥 = 𝜕𝑦 = (1−𝑧).

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(c) Consider 𝑧 = (sin 𝑥)𝑦


𝜕𝑧
= 𝑦(sin 𝑥)𝑦−1 cos 𝑥
𝜕𝑥
𝜕𝑧
= (sin 𝑥)𝑦 ln(sin 𝑥)
𝜕𝑦
𝒓𝟐
𝟏 𝝏 𝝏𝜽 𝝏𝜽
2. If 𝜽 = 𝒕𝒏 𝒆− 𝟒𝒕 find the value of n such that 𝒓𝟐 𝝏𝒓 (𝒓𝟐 𝝏𝒓) = .
𝝏𝒕
𝑟2
Solution: Consider 𝜃 = 𝑡 𝑛 𝑒 − 4𝑡 (1)
Differentiating (1) with respect to r, treating t as constant,
 𝑟2
−2𝑟 −𝑟 −𝑟2
= 𝑡 𝑛 𝑒 − 4𝑡 ( 4𝑡 ) = 2 𝑡 𝑛−1 𝑒 4𝑡
r
2
𝜕𝜃 𝑟 3 𝑛−1 −𝑟2
∴ 𝑟 =− 𝑡 𝑒 4𝑡
𝜕𝑟 2
𝜕 𝜕𝜃 −3𝑟 2 𝑛−1 −𝑟 2⁄ 𝑟3 −𝑟 2⁄ 2𝑟
Now 𝜕𝑟 (𝑟 2 𝜕𝑟 ) = 𝑡 𝑒 4𝑡 + (− ) 𝑡 𝑛−1 𝑒 4𝑡 (− 4𝑡 )
2 2
1 𝜕 𝜕𝜃 3 𝑟2 −𝑟 2
∴ 𝑟 2 𝜕𝑟 (𝑟 2 𝜕𝑟 ) = (− 2 𝑡 𝑛−1 + 4 𝑡 𝑛−2 ) 𝑒 ⁄4𝑡 (2)
Again, differentiating (1) with respect to t, treating r as constant,
𝑟2 −𝑟 2⁄ −𝑟 2⁄
𝜕𝜃 𝑟2 1
= 𝑛𝑡 𝑛−1 𝑒 − 4𝑡 + 𝑡𝑛 𝑒 4𝑡 (4𝑡 2 ) = (𝑛𝑡 𝑛−1 + 4 𝑟 2 𝑡 𝑛−2 ) 𝑒 4𝑡
𝜕𝑡

(3)
1 𝜕 𝜕𝜃 𝜕𝜃
Given 𝑟 2 𝜕𝑟 (𝑟 2 𝜕𝑟 ) = , equation (1) and (2) yield,
𝜕𝑡
3 𝑛−1 𝑟 2 𝑛−2 −𝑟2 𝑛−1
𝑟 2 𝑛−2 −𝑟 2⁄
(− 𝑡 + 𝑡 )𝑒 4𝑡 = (𝑛𝑡 + 𝑡 )𝑒 4𝑡
2 4 4
3 −𝑟 2⁄ 3 3
i.e.(𝑛 + 2) 𝑡 𝑛−1 𝑒 4𝑡 = 0 ⇒ (𝑛 + 2) = 0 𝑜𝑟 𝑛 = − 2

𝝏𝒛 𝝏𝒛
3. If 𝒛 = 𝒆𝒂𝒙+𝒃𝒚 𝒇(𝒂𝒙 − 𝒃𝒚), prove that 𝒃 𝝏𝒙 + 𝒂 𝝏𝒚 = 𝟐𝒂𝒃𝒛
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Solution: Consider 𝑧 = 𝑒 𝑎𝑥+𝑏𝑦 𝑓(𝑎𝑥 − 𝑏𝑦) (1)


Differentiating (1) with respect to x using product and chain rules,
𝜕𝑧
= {𝑒 𝑎𝑥+𝑏𝑦 𝑓 ′ (𝑎𝑥 − 𝑏𝑦)(𝑎)} + {𝑓(𝑎𝑥 − 𝑏𝑦)𝑒 𝑎𝑥+𝑏𝑦 (𝑎)}
𝜕𝑥
𝜕𝑧
= 𝑎𝑒 𝑎𝑥+𝑏𝑦 {𝑓(𝑎𝑥 − 𝑏𝑦) + 𝑓 ′ (𝑎𝑥 − 𝑏𝑦)} (2)
𝜕𝑥
Differentiating (1) with respect to y using product and chain rules,
𝜕𝑧
= {𝑒 𝑎𝑥+𝑏𝑦 𝑓 ′ (𝑎𝑥 − 𝑏𝑦)(−𝑏)} + {𝑓(𝑎𝑥 − 𝑏𝑦)𝑒 𝑎𝑥+𝑏𝑦 (𝑏)}
𝜕𝑦
𝜕𝑧
= 𝑏𝑒 𝑎𝑥+𝑏𝑦 {𝑓(𝑎𝑥 − 𝑏𝑦) − 𝑓 ′ (𝑎𝑥 − 𝑏𝑦)} (3)
𝜕𝑦
Multiplying equation (2) by b and equation (3) by a, and adding
𝜕𝑧 𝜕𝑧
𝑏 𝜕𝑥 + 𝑎 𝜕𝑦 = 𝑎𝑏𝑒 𝑎𝑥+𝑏𝑦 [𝑓 ′ (𝑎𝑥 + 𝑏𝑦) + 𝑓(𝑎𝑥 − 𝑏𝑦) +
𝑓(𝑎𝑥 − 𝑏𝑦) − 𝑓 ′ (𝑎𝑥 − 𝑏𝑦)] = 𝑎𝑏𝑒 𝑎𝑥+𝑏𝑦 [2𝑓(𝑎𝑥 − 𝑏𝑦)] =
2𝑎𝑏[𝑒 𝑎𝑥+𝑏𝑦 𝑓(𝑎𝑥 − 𝑏𝑦)] = 2𝑎𝑏𝑧.
4. If 𝒖 = 𝒆𝒓 𝒄𝒐𝒔 𝜽 𝒄𝒐𝒔(𝒓 𝒔𝒊𝒏 𝜽) , 𝒗 = 𝒆𝒓 𝒄𝒐𝒔 𝜽 𝒔𝒊𝒏(𝒓 𝒔𝒊𝒏 𝜽), prove that
𝝏𝒖 𝟏 𝝏𝒗 𝝏𝒗 𝟏 𝝏𝒖
= 𝒓 𝝏𝜽 & 𝝏𝒓 = − 𝒓 𝝏𝜽
𝝏𝒓
Solution: Consider 𝑢 = 𝑒 𝑟 𝑐𝑜𝑠 𝜃 𝑐𝑜𝑠(𝑟 𝑠𝑖𝑛 𝜃), differentiating u with
𝜕𝑢
respect to r and θ partially, 𝜕𝑟 = 𝑒 𝑟 𝑐𝑜𝑠 𝜃 {− 𝑠𝑖𝑛(𝑟 𝑠𝑖𝑛 𝜃) (𝑠𝑖𝑛 𝜃)} +
𝑐𝑜𝑠(𝑟 𝑠𝑖𝑛 𝜃) {𝑒 𝑟 𝑐𝑜𝑠 𝜃 (𝑐𝑜𝑠 𝜃)}
𝜕𝑢
i.e.,𝜕𝑟 = 𝑒 𝑟 𝑐𝑜𝑠 𝜃 {𝑐𝑜𝑠(𝑟 𝑠𝑖𝑛 𝜃) 𝑐𝑜𝑠 𝜃 − 𝑠𝑖𝑛(𝑟 𝑠𝑖𝑛 𝜃) 𝑠𝑖𝑛 𝜃}
𝜕𝑢
= 𝑒 𝑟 𝑐𝑜𝑠 𝜃 {𝑐𝑜𝑠(𝑟 𝑠𝑖𝑛 𝜃 + 𝜃)} (1)
𝜕𝑟
𝜕𝑢
= 𝑒 𝑟 𝑐𝑜𝑠 𝜃 {− 𝑠𝑖𝑛(𝑟 𝑠𝑖𝑛 𝜃) (𝑟 𝑐𝑜𝑠 𝜃)}
𝜕𝜃
+ 𝑐𝑜𝑠(𝑟 𝑠𝑖𝑛 𝜃) {𝑒 𝑟 𝑐𝑜𝑠 𝜃 (−𝑟 𝑠𝑖𝑛 𝜃)}
= −𝑟𝑒 𝑟 𝑐𝑜𝑠 𝜃 {𝑠𝑖𝑛(𝑟 𝑠𝑖𝑛 𝜃) 𝑐𝑜𝑠 𝜃 + 𝑐𝑜𝑠(𝑟 𝑠𝑖𝑛 𝜃) 𝑠𝑖𝑛 𝜃}

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1 𝜕𝑢
i.e., − 𝑟 𝜕𝜃 = 𝑒 𝑟 𝑐𝑜𝑠 𝜃 {𝑠𝑖𝑛(𝑟 𝑠𝑖𝑛 𝜃 + 𝜃)} (2)
Again consider𝑣 = 𝑒 𝑟 𝑐𝑜𝑠 𝜃 𝑠𝑖𝑛( 𝑟 𝑠𝑖𝑛 𝜃)
Differentiating v with respect to r & θ partially,
𝜕𝑣
= 𝑒 𝑟 𝑐𝑜𝑠 𝜃 {𝑐𝑜𝑠(𝑟 𝑠𝑖𝑛 𝜃) 𝑠𝑖𝑛 𝜃} + 𝑠𝑖𝑛(𝑟 𝑠𝑖𝑛 𝜃) {𝑒 𝑟 𝑐𝑜𝑠 𝜃 (𝑐𝑜𝑠 𝜃)}
𝜕𝑟
= 𝑒 𝑟 𝑐𝑜𝑠 𝜃 {𝑠𝑖𝑛(𝑟 𝑠𝑖𝑛 𝜃) 𝑐𝑜𝑠 𝜃 + 𝑐𝑜𝑠(𝑟 𝑠𝑖𝑛 𝜃) 𝑠𝑖𝑛 𝜃}
𝜕𝑣
i.e., 𝜕𝑟 = 𝑒 𝑟 𝑐𝑜𝑠 𝜃 {𝑠𝑖𝑛(𝑟 𝑠𝑖𝑛 𝜃 + 𝜃)} (3)
𝜕𝑣
= 𝑒 𝑟 𝑐𝑜𝑠 𝜃 {𝑐𝑜𝑠(𝑟 𝑠𝑖𝑛 𝜃) (𝑟 𝑐𝑜𝑠 𝜃)}
𝜕𝜃
+ 𝑠𝑖𝑛(𝑟 𝑠𝑖𝑛 𝜃) {𝑒 𝑟 𝑐𝑜𝑠 𝜃 (−𝑟 𝑠𝑖𝑛 𝜃)}
= 𝑟𝑒 𝑟 𝑐𝑜𝑠 𝜃 {𝑐𝑜𝑠(𝑟 𝑠𝑖𝑛 𝜃) 𝑐𝑜𝑠 𝜃 − 𝑠𝑖𝑛(𝑟 𝑠𝑖𝑛 𝜃) 𝑠𝑖𝑛 𝜃}
1 𝜕𝑣
i.e., 𝑟 𝜕𝜃 = 𝑒 𝑟 𝑐𝑜𝑠 𝜃 {𝑐𝑜𝑠(𝑟 𝑠𝑖𝑛 𝜃 + 𝜃)} (4)
𝜕𝑢 1 𝜕𝑣
Thus, from equations (1) and (4), 𝜕𝑟 = 𝑟 𝜕𝜃, and from equations (2)
𝜕𝑣 1 𝜕𝑢
and (3) 𝜕𝑟 = − 𝑟 𝜕𝜃.

Examples:
𝝏𝟐 𝒖 𝝏𝟐 𝒖
For the following functions, verify that𝝏𝒙𝝏𝒚 = 𝝏𝒚𝝏𝒙, where 𝒖 =
𝒇(𝒙, 𝒚).
1.𝑢 = 𝑥 𝑦
𝑦
2.𝑢 = 𝑠𝑖𝑛−1 ( ⁄𝑥)
3.𝑢 = 𝑒 𝑥 (𝑥 𝑠𝑖𝑛 𝑦 − 𝑦 𝑠𝑖𝑛 𝑦)

Solution: 1. Differentiating𝑢 = 𝑥 𝑦 partially with respect to y,


𝜕𝑢 𝑑
= 𝑥 𝑦 𝑙𝑜𝑔 𝑥 (𝑠𝑖𝑛 𝑐 𝑒 (𝑎 𝑥 ) = 𝑎 𝑥 𝑙𝑜𝑔 𝑎)
𝜕𝑦 𝑑𝑥

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Differentiating the above equation partially with respect to x,


𝜕 𝜕𝑢 𝜕
( )= (𝑥 𝑦 𝑙𝑜𝑔 𝑥)
𝜕𝑥 𝜕𝑦 𝜕𝑥
𝜕2𝑢 1 𝜕2𝑢
i.e., 𝜕𝑥𝜕𝑦 = 𝑥 𝑦 (𝑥) + 𝑙𝑜𝑔 𝑥 (𝑦𝑥 𝑦−1 ) or = 𝑥 𝑦−1 (1 + 𝑦 𝑙𝑜𝑔 𝑥)
𝜕𝑥𝜕𝑦
(1)
𝜕𝑢
Again, differentiating 𝑢 = 𝑥 𝑦 partially with respect to 𝑥, =
𝜕𝑥
𝑦𝑥 𝑦−1 so that
𝜕 𝜕𝑢 𝜕
( )= (𝑦𝑥 𝑦−1 )
𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕2𝑢
i.e., 𝜕𝑦𝜕𝑥 = 𝑦(𝑥 𝑦−1 𝑙𝑜𝑔 𝑥) + 𝑥 𝑦−1 (1)or
(2)
𝜕2𝑢 𝜕2𝑢
From (1) and (2),𝜕𝑥𝜕𝑦 = 𝜕𝑦𝜕𝑥
𝑦
Solution: 2. Differentiating 𝑢 = 𝑠𝑖𝑛−1 ( ⁄𝑥) partially with respect
to x,
𝜕𝑢 1 −𝑦 −𝑦
= ( ⁄𝑥 2 ) =
𝜕𝑥 2 𝑥√𝑥 2 − 𝑦 2
√ 1 − (𝑦 )
𝑥

𝑥√𝑥 2 − 𝑦 2 (1) − 𝑦 {𝑥 (1⁄ ) (−2𝑦)}


𝜕 𝜕𝑢 2√𝑥 2 − 𝑦 2
∴ ( )=−
𝜕𝑦 𝜕𝑥 𝑥 2 (𝑥 2 − 𝑦 2 )
𝜕2𝑢 𝑥(𝑥 2 −𝑦 2 )+𝑥𝑦 2 𝑥
i.e., 𝜕𝑦𝜕𝑥 = − { 3 }=− 3
𝑥 2 (𝑥 2 −𝑦 2 ) ⁄2 (𝑥 2 −𝑦 2 ) ⁄2
(1)
𝑦⁄ −1
Again, differentiating𝑢 = 𝑠𝑖𝑛 ( 𝑥) partially with respect to y,
𝜕𝑢 1 1 1
= 2 ( ⁄𝑥 ) = 2 2
𝜕𝑦 √𝑥 −𝑦
√1−(𝑦⁄𝑥)

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1
√𝑥 2 −𝑦 2 (0)−(1) (2𝑥)
𝜕 𝜕𝑢 𝜕2𝑢 2√𝑥2−𝑦2 𝑥
∴ 𝜕𝑥 (𝜕𝑦) = 𝜕𝑥𝜕𝑦 = − =− 3 (2)
𝑥 2 −𝑦 2 (𝑥 2 −𝑦 2 )2
𝜕2𝑢 𝜕2𝑢
From (1) and (2), = 𝜕𝑦𝜕𝑥
𝜕𝑥𝜕𝑦
Solution: 3. Differentiating 𝑢 = 𝑒 𝑥 (𝑥 𝑠𝑖𝑛 𝑦 − 𝑦 𝑠𝑖𝑛 𝑦)with respect
𝜕𝑢
to y, 𝜕𝑦 = 𝑒 𝑥 (𝑥 𝑐𝑜𝑠 𝑦 − 𝑦 𝑐𝑜𝑠 𝑦 − 𝑠𝑖𝑛 𝑦)

Differentiating with respect to x,


𝜕 𝜕𝑢
( ) = 𝑒 𝑥 (𝑥 𝑐𝑜𝑠 𝑦 − 𝑦 𝑐𝑜𝑠 𝑦 − 𝑠𝑖𝑛 𝑦) + 𝑒 𝑥 𝑐𝑜𝑠 𝑦
𝜕𝑥 𝜕𝑦
𝜕2𝑢
or 𝜕𝑥𝜕𝑦 = 𝑒 𝑥 {(1 + 𝑥) 𝑐𝑜𝑠 𝑦 − 𝑦 𝑐𝑜𝑠 𝑦 − 𝑠𝑖𝑛 𝑦} (1)
differentiating 𝑢 with respect to 𝑥,
𝜕𝑢
= 𝑒 𝑥 {𝑥 𝑠𝑖𝑛 𝑦 − 𝑦 𝑠𝑖𝑛 𝑦} + 𝑒 𝑥 𝑠𝑖𝑛 𝑦
𝜕𝑥
𝜕𝑢
= 𝑒 𝑥 {(1 + 𝑥) 𝑠𝑖𝑛 𝑦 − 𝑦 𝑠𝑖𝑛 𝑦}
𝜕𝑥
Differentiating above expression with respect to y,
𝜕 𝜕𝑢 𝜕2𝑢
( ) = 𝜕𝑦𝜕𝑥 = 𝑒 𝑥 {(1 + 𝑥) 𝑐𝑜𝑠 𝑦 − 𝑦 𝑐𝑜𝑠 𝑦 − 𝑠𝑖𝑛 𝑦}
𝜕𝑦 𝜕𝑥
(2)
𝜕2𝑢 𝜕2𝑢
From (1) and (2), 𝜕𝑥𝜕𝑦 = 𝜕𝑦𝜕𝑥
Examples:
2𝑥𝑦 𝜕2𝑢 𝜕2 𝑢
1. If 𝑢 = 𝑡𝑎𝑛−1 (𝑥 2 −𝑦 2), prove that 𝜕𝑥 2 + 𝜕𝑦 2 = 0

2𝑥𝑦
Solution: Differentiating 𝑢 = 𝑡𝑎𝑛−1 (𝑥 2 −𝑦 2) partially with respect
to x,

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𝜕𝑢 1 (𝑥 2 − 𝑦 2 )(2𝑦) − 2𝑥𝑦(2𝑥)
= 2{ }
𝜕𝑥 2𝑥𝑦 (𝑥 2 − 𝑦 2 )2
1 + (𝑥 2 −𝑦 2)
𝜕𝑢 −2𝑦
i.e.𝜕𝑥 = (𝑥 2 +𝑦 2)
Differentiating this partially with respect to x,
𝜕 2𝑢 𝜕 −2𝑦 (𝑥 2 + 𝑦 2 )(0) − (−2𝑦)(2𝑥)
= ( ) =
𝜕𝑥 2 𝜕𝑥 𝑥 2 + 𝑦 2 (𝑥 2 + 𝑦 2 )2

𝜕2𝑢 4𝑥𝑦
i.e., 𝜕𝑥 2 = (𝑥 2+𝑦 2)2 (1)

2𝑥𝑦
Again differentiating 𝑢 = 𝑡𝑎𝑛−1 (𝑥 2 −𝑦 2) partially with respect to y,

𝜕𝑢 1 (𝑥 2 − 𝑦 2 )(2𝑥) − 2𝑥𝑦(−2𝑦)
= 2{ }
𝜕𝑦 2𝑥𝑦 (𝑥 2 − 𝑦 2 )2
1 + (𝑥 2 −𝑦 2)
𝜕𝑢 2𝑥
= (𝑥 2+𝑦 2) Differentiating partially this with respect to y,
𝜕𝑦
𝜕2𝑢 𝜕 2𝑥 (𝑥 2 −𝑦 2 )(0)−(2𝑥)(2𝑦)
= 𝜕𝑥 (𝑥 2 +𝑦 2) =
𝜕𝑥 2 (𝑥 2 +𝑦 2 )2
𝜕2 𝑢 −4𝑥𝑦
i.e., 𝜕𝑦 2 = (𝑥 2 +𝑦 2 )2
(2)
𝜕2𝑢 𝜕2 𝑢
Adding equations (1) and (2) we get + 𝜕𝑦 2 = 0, as desired.
𝜕𝑥 2
Note:
𝜕2𝑢 𝜕2𝑢
(a) The equation𝜕𝑥 2 + 𝜕𝑦 2 = 0 is known as Laplace’s equation in
two dimensions which has variety of applications in field theory.
𝜕2 𝑢 𝜕2𝑢 𝜕2𝑢
(b) The equation + 𝜕𝑦 2 + 𝜕𝑧 2 = 0 is known as Laplace’s
𝜕𝑥 2
equation in three dimensions where 𝑢 = 𝑢(𝑥, 𝑦, 𝑧).

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(c) Any function 𝑢(𝑥, 𝑦) satisfying Laplace equation is called


harmonic function.
𝜕2𝑢 𝜕2𝑢
2. If 𝑢 = 𝑓(𝑥 + 𝑎𝑦) + 𝑔(𝑥 − 𝑎𝑦), show that = 𝑎2 𝜕𝑥 2 .
𝜕𝑦 2

Solution: Differentiating 𝑢 = 𝑓(𝑥 + 𝑎𝑦) + 𝑔(𝑥 − 𝑎𝑦), partially


with respect to x,
𝜕𝑢
= 𝑓 ′ (𝑥 + 𝑎𝑦)(1) + 𝑔′ (𝑥 − 𝑎𝑦)(1)
𝜕𝑥
Again differentiating partially with respect to x,
𝜕 2𝑢
= 𝑓 ″ (𝑥 + 𝑎𝑦)(1) + 𝑔″ (𝑥 − 𝑎𝑦)(1)
𝜕𝑥 2
𝜕2𝑢
𝑎2 𝜕𝑥 2 = 𝑎2 [𝑓 ″ (𝑥 + 𝑎𝑦) + 𝑔″ (𝑥 − 𝑎𝑦)] (1)
Next, differentiating 𝑢 = 𝑓(𝑥 + 𝑎𝑦) + 𝑔(𝑥 − 𝑎𝑦), partially with
respect to y
𝜕𝑢
= 𝑓 ′ (𝑥 + 𝑎𝑦)𝑎 + 𝑔.′ (𝑥 − 𝑎𝑦)(−𝑎)
𝜕𝑦
Again, differentiating partially with respect to y,
𝜕 2𝑢
= 𝑓 ″ (𝑥 + 𝑎𝑦)(𝑎2 ) + 𝑔″ (𝑥 − 𝑎𝑦)(𝑎2 )
𝜕𝑥 2
𝜕2 𝑢
i.e., 𝜕𝑦 2 = 𝑎2 [𝑓 ″ (𝑥 + 𝑎𝑦) + 𝑔″ (𝑥 − 𝑎𝑦)] (2)
𝜕2𝑢 𝜕2𝑢
From equations (1) and (2), 𝜕𝑦 2 = 𝑎2 𝜕𝑥 2
Note:
𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
(a) The equation = 𝑎2 or the equation = 𝑎2 is known
𝜕𝑦 2 𝜕𝑥 2 𝜕𝑡 2 𝜕𝑥 2
as one-dimensional wave equation.
𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
(b) The equation, = 𝑎2 ( + + ) is known as three-
𝜕𝑡 2 𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
dimensional wave equation
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(c) The solution of the type 𝑢 = 𝑓(𝑥 + 𝑎𝑦) + 𝑔(𝑥 − 𝑎𝑦) is called
D’Alembert’s solution of wave equation.

𝜕𝑢 𝜕2𝑢
3. If 𝑢 = 𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥, find the value of ‘𝑐’ such that = 𝑐 2 𝜕𝑥 2
𝜕𝑡
−2𝑡
Solution: Differentiating 𝑢 = 𝑒 𝑐𝑜𝑠 3 𝑥, partially with respect to
𝑡
𝜕𝑢
= −2𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥 (1)
𝜕𝑡
Next, differentiating 𝑢 = 𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥 partially with respect to x,
𝜕𝑢
= −3𝑒 −2𝑡 𝑠𝑖𝑛 3 𝑥
𝜕𝑥
Again, differentiating partially with respect to x,
𝜕 2𝑢 −2𝑡
= −9𝑒 𝑐𝑜𝑠 3 𝑥
𝜕𝑥 2
𝜕𝑢 𝜕2𝑢
∴ = 𝑐2 ⇒ −2𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥 = 𝑐 2 9𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥 ⇒ 𝑐 2 =
𝜕𝑡 𝜕𝑥 2
2 2
(9)or 𝑐 = √9
Note:
𝜕𝑢 𝜕2𝑢
The equation 𝜕𝑡 = 𝑐 2 𝜕𝑥 2 is called one-dimensional heat equation
𝜕𝑢 𝜕2𝑢 𝜕2𝑢 𝜕2 𝑢
and the equation = 𝑐 2 (𝜕𝑥 2 + 𝜕𝑦 2 + 𝜕𝑧 2 ) is known as three-
𝜕𝑡
dimensional heat equation. The constant c in the equation is called
dissipation coefficient.

4. If 𝑢 = 𝑙𝑜𝑔(𝑥 3 + 𝑦 3 + 𝑧 3 − 3𝑥𝑦𝑧), prove that


𝜕𝑢 𝜕𝑢 𝜕𝑢 3
(a) 𝜕𝑥 + 𝜕𝑦 + 𝜕𝑧 = (𝑥+𝑦+𝑧)
𝜕 𝜕 𝜕 2 9
(b) (𝜕𝑥 + 𝜕𝑦 + 𝜕𝑧) 𝑢 = − (𝑥+𝑦+𝑧)2

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Solution:
(a) Differentiating 𝑢 partially with respect to 𝑥, 𝑦, 𝑧
𝜕𝑢 3𝑥 2 −3𝑦𝑧
= 𝑥 3 +𝑦 3+𝑧 3−3𝑥𝑦𝑧 ,
𝜕𝑥
𝜕𝑢 3𝑦 2 −3𝑧𝑥
similarly, 𝜕𝑦 = 𝑥 3 +𝑦 3+𝑧 3−3𝑥𝑦𝑧 (u is symmetric function)
𝜕𝑢 3𝑧 2 −3𝑥𝑦
and 𝜕𝑧 = 𝑥 3+𝑦 3+𝑧 3−3𝑥𝑦𝑧
adding these partial derivatives
𝜕𝑢 𝜕𝑢 𝜕𝑢 3(𝑥 2 + 𝑦 2 + 𝑧 2 − 𝑥𝑦 − 𝑦𝑧 − 𝑧𝑥)
+ + =
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝑥 3 + 𝑦 3 + 𝑧 3 − 3𝑥𝑦𝑧
3(𝑥 2 + 𝑦 2 + 𝑧 2 − 𝑥𝑦 − 𝑦𝑧 − 𝑧𝑥)
=
(𝑥 + 𝑦 + 𝑧)(𝑥 2 + 𝑦 2 + 𝑧 2 − 𝑥𝑦 − 𝑦𝑧 − 𝑧𝑥)
3
=( )
𝑥+𝑦+𝑧

(b) By definition, we have


𝜕 𝜕 𝜕 2 𝜕 𝜕 𝜕 𝜕 𝜕 𝜕
( + + ) 𝑢=( + + )( + + )𝑢
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕 𝜕 𝜕 𝜕𝑢 𝜕𝑢 𝜕𝑢
= (𝜕𝑥 + 𝜕𝑦 + 𝜕𝑧) (𝜕𝑥 + 𝜕𝑦 + 𝜕𝑧 )
𝜕 𝜕 𝜕 3
=( + 𝜕𝑦 + 𝜕𝑧) (𝑥+𝑦+𝑧)
𝜕𝑥
𝜕 3 𝜕 3 𝜕 3
= ( )+ ( )+ ( )
𝜕𝑥 𝑥+𝑦+𝑧 𝜕𝑦 𝑥+𝑦+𝑧 𝜕𝑧 𝑥+𝑦+𝑧
−3 −3 −3 9
= ((𝑥+𝑦+𝑧)2)+((𝑥+𝑦+𝑧)2)+((𝑥+𝑦+𝑧)2)=− (𝑥+𝑦+𝑧)2

𝜕2𝑢 𝜕2 𝑢
5. If 𝑢 = 𝑓(𝑟), where 𝑟 = √𝑥 2 + 𝑦 2 + 𝑧 2 , show that 𝜕𝑥 2 + 𝜕𝑦 2 +
𝜕2𝑢 2
= 𝑓 ′′ (𝑟) + 𝑟 𝑓 ′ (𝑟)
𝜕𝑧 2

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Solution: By data 𝑟 2 = 𝑥 2 + 𝑦 2 + 𝑧 2 differentiating partially with


𝜕𝑟 𝜕𝑟 𝑥
respect to 𝑥, 2𝑟 𝜕𝑥 = 2𝑥 or 𝜕𝑥 = (𝑟 ).
𝜕𝑟 𝑦 𝜕𝑟 𝑧
Similarly, we get 𝜕𝑦 = (𝑟 ) and = (𝑟)
𝜕𝑧
Now, differentiating 𝑢 = 𝑓(𝑟), partially with respect to 𝑥,
𝜕𝑢 𝜕𝑟 𝜕𝑟 𝑥
= 𝑓 ′ (𝑟) 𝜕𝑥 as 𝜕𝑥 = (𝑟 ),
𝜕𝑥
𝜕𝑢 𝑥
= 𝑓 ′ (𝑟) ( )
𝜕𝑥 𝑟
𝜕𝑢 𝑓 ′ (𝑟)
Differentiating 𝜕𝑥 = 𝑥 { }partially with respect to x,
𝑟
𝜕 2𝑢 1 ′′ 𝜕𝑟 ′
1 𝜕𝑟 𝑓 ′ (𝑟)
= 𝑥 { 𝑓 (𝑟) + 𝑓 (𝑟) (− 2 ) } +
𝜕𝑥 2 𝑟 𝜕𝑥 𝑟 𝜕𝑥 𝑟
𝜕2𝑢 1 𝑥 1 𝑥 𝑓 ′ (𝑟)
i.e. 𝜕𝑥 2 = 𝑥 {𝑟 𝑓 ′′ (𝑟) (𝑟 ) + 𝑓 ′ (𝑟) (− 𝑟 2) (𝑟 )} + 𝑟
𝜕2 𝑢 𝑥 𝑓 ′′ (𝑟) 𝑓 ′ (𝑟) 𝑓 1 (𝑟)
or = 𝑥( ){ − }+
𝜕𝑥 2 𝑟 𝑟 𝑟2 𝑟
𝜕2𝑢 𝑥2 𝑓 ′ (𝑟) 𝑥2
= 𝑓 ′′ (𝑟) + {1 − } (1)
𝜕𝑥 2 𝑟2 𝑟 𝑟2
𝜕2𝑢 𝑦2 𝑓 ′ (𝑟) 𝑦2
= 𝑓 ′′ (𝑟) + {1 − } (2)
𝜕𝑦 2 𝑟2 𝑟 𝑟2
Similarly,
𝜕2𝑢 𝑧2 𝑓 ′ (𝑟) 𝑧2
= 𝑟 2 𝑓 ′′ (𝑟) + {1 − } (3)
𝜕𝑧 2 𝑟 𝑟2
Adding equations. (1), (2) and (3)
𝜕 2𝑢 𝜕 2𝑢 𝜕 2𝑢
+ +
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
𝑓 ′′ (𝑟) 𝑓 ′ (𝑟) 𝑥2 + 𝑦2 + 𝑧2
= 2 (𝑥 2 + 𝑦 2 + 𝑧 2 ) + {3 − }
𝑟 𝑟 𝑟2

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𝑓 ′ (𝑟) 𝑓 ′ (𝑟)
= 𝑓 ′′ (𝑟) + (3 − 1) = 𝑓 ′′ (𝑟) + 2
𝑟 𝑟
Exercise:
𝜕2 𝑧 𝜕2𝑧
1. Verify 𝜕𝑥𝜕𝑦 = 𝜕𝑦𝜕𝑥 where
(i) 𝑧 = 𝑥 3 + 𝑦 3 − 3𝑎𝑥𝑦 (ii) 𝑧 = 𝑡𝑎𝑛−1(𝑥 2 + 𝑦 2 )
𝑥+𝑦
(iii) 𝑧 = 𝑙𝑜𝑔(𝑥 𝑠𝑖𝑛 𝑦 + 𝑦 𝑠𝑖𝑛 𝑥) (iv) 𝑧 = 𝑥−𝑦
𝑦 𝜕2𝑢 𝑥 2 −𝑦 2
2. If 𝑢 = 𝑥 2 𝑡𝑎𝑛−1( ⁄𝑥) − 𝑦 2 𝑡𝑎𝑛−1 𝑥⁄𝑦 , prove that𝜕𝑦𝜕𝑥 = 𝑥 2 +𝑦 2
𝑥 2 +𝑦 2 𝜕𝑧 𝜕𝑧 2 𝜕𝑧 𝜕𝑧
3. If 𝑧 = , show that (𝜕𝑥 − 𝜕𝑦) = 4 (1 − 𝜕𝑥 − 𝜕𝑦)
𝑥+𝑦
𝜕𝑢 𝜕𝑢 𝜕𝑢
4. If 𝑢 = (𝑥 − 𝑦)(𝑦 − 𝑧)(𝑧 − 𝑥), show that 𝜕𝑥 + 𝜕𝑦 + 𝜕𝑧 = 0
𝜕2 𝑧 𝜕2𝑧 1 𝜕𝑧 2 𝜕𝑧 2
5. If 𝑧 = 𝑒 𝑥𝑦 , prove that + 𝜕𝑦 2 = 𝑧 [(𝜕𝑥) + (𝜕𝑦 2) ]
𝜕𝑥 2
𝑦 𝑧 𝜕𝑢 𝜕𝑢 𝜕𝑢
6. If 𝑢 = 𝑧 + 𝑥, prove that 𝑥 𝜕𝑥 + 𝑦 𝜕𝑦 + 𝑧 𝜕𝑧 = 0
𝜕2𝑟 𝜕2𝑟 1 𝜕𝑟 2
7. If 𝑥 = 𝑟 𝑐𝑜𝑠 𝜃 , 𝑦 = 𝑟 𝑠𝑖𝑛 𝜃, show that 𝜕𝑥 2 + 𝜕𝑦 2 = 𝑟 [(𝜕𝑥) +
𝜕𝑟 2
(𝜕𝑦) ]
8. The steady state temperature of a metal sheet is 𝑇(𝑥, 𝑦) = 𝑥 2 −
𝑎2 𝑦 2 . The values of ‘𝑎’ for which 𝑇(𝑥, 𝑦) satisfies the Laplace
equation 𝑇𝑥𝑥 + 𝑇𝑦𝑦 = 0 are ____________. (Ans: 𝑎 = ±1)
9. If 𝑢 = 𝑎𝑒 −𝑔𝑥 sin (𝑛𝑡 − 𝑔𝑥), where 𝑎, 𝑔 and 𝑛 are positive

𝜕𝑢 𝜕2𝑢 𝑛
constants and = 𝜇 𝜕𝑥 2 , show that 𝑔 = √2𝜇.
𝜕𝑡

10. The two-dimensional Laplace equation in polar coordinates


𝜕2𝑢 1 𝜕𝑢 1 𝜕2 𝑢
is given by 𝜕𝑟 2 + 𝑟 𝜕𝑟 + 𝑟 2 𝜕𝜃2 = 0. Any function 𝑢(𝑟, 𝜃)

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satisfying this equation called a harmonic function. Show that


𝑢 = 𝑒 𝑎𝜃 cos (𝑎 log 𝑟) is a harmonic function.

Total derivatives, Differentiation of Composite and Implicit


functions
Total differential and Total derivative:
Let 𝑧 = 𝑓(𝑥, 𝑦) be a differentiable function of two variables, x and y
then total differential (or exact differential) ‘dz’ is defined by
𝜕𝑓 𝜕𝑓
𝑑𝑧 = 𝜕𝑥 𝑑𝑥 + 𝜕𝑦 𝑑𝑦. (1)
Further, if 𝑧 = 𝑓(𝑥, 𝑦) where 𝑥 = 𝑥(𝑡),𝑦 = 𝑦(𝑡) i.e. x and y are
themselves functions of an independent variable t, then total
derivative of z is given by
𝑑𝑧 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑥
= 𝜕𝑥 𝑑𝑡 + 𝜕𝑦 𝑑𝑡 (2)
𝑑𝑡
Similarly, the total differential of a function 𝑢 = 𝑓(𝑥, 𝑦, 𝑧) is
defined by
𝜕𝑓 𝜕𝑓 𝜕𝑓
𝑑𝑢 = 𝜕𝑥 𝑑𝑥 + 𝜕𝑦 𝑑𝑦 + 𝜕𝑧 𝑑𝑧
(3)
Further, if 𝑢 = 𝑓(𝑥, 𝑦, 𝑧) and if 𝑥 = 𝑥(𝑡), 𝑦 = 𝑦(𝑡), 𝑧 = 𝑧(𝑡), then
𝑑𝑢 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦 𝜕𝑓 𝑑𝑧
the total derivative of u is given by = 𝜕𝑥 𝑑𝑡 + 𝜕𝑦 𝑑𝑡 + 𝜕𝑧 𝑑𝑡 .
𝑑𝑡
(4)
Differentiation of implicit functions:
An implicit function with x as an independent variable and y as the
dependent variable is generally of the form 𝑧 = 𝑓(𝑥, 𝑦) = 0. This
𝑑𝑧 𝑑𝑓
gives (𝑑𝑥) = (𝑑𝑥 ) = 0. Then, by virtue of expression (2) above,
𝑑𝑧 𝜕𝑓 𝜕𝑓 𝑑𝑦 𝑑𝑓 𝜕𝑓 𝜕𝑓 𝑑𝑦
= 𝜕𝑥 + 𝜕𝑦 𝑑𝑥 or = 𝜕𝑥 + 𝜕𝑦 𝑑𝑥
𝑑𝑥 𝑑𝑥

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𝜕𝑓⁄
𝜕𝑓 𝜕𝑓 𝑑𝑦 𝑑𝑦 ( 𝜕𝑥)
and hence 0 = 𝜕𝑥 + 𝜕𝑦 𝑑𝑥 , so that 𝑑𝑥 = − 𝜕𝑓 . (5)
( ⁄𝜕𝑦)

Differentiation of composite functions:


Let 𝑧 be function of 𝑥 and 𝑦 and that 𝑥 = 𝜑(𝑢, 𝑣) and 𝑦 = 𝜙(𝑢, 𝑣)
are functions of u and v then,

𝜕𝑧 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑧 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
= 𝜕𝑥 𝜕𝑢 + 𝜕𝑦 𝜕𝑢 & 𝜕𝑣 = 𝜕𝑥 𝜕𝑣 + 𝜕𝑦 𝜕𝑣 .
𝜕𝑢

Similarly, if 𝑧 = 𝑓(𝑢, 𝑣) are functions of 𝑢 and 𝑣 and if 𝑢 = 𝜑(𝑥, 𝑦)


and 𝑦 = 𝜙(𝑥, 𝑦) are functions of x and y then,
𝜕𝑧 𝜕𝑓 𝜕𝑢 𝜕𝑓 𝜕𝑣 𝜕𝑧 𝜕𝑓 𝜕𝑢 𝜕𝑓 𝜕𝑣
= 𝜕𝑢 𝜕𝑥 + 𝜕𝑣 𝜕𝑥 & 𝜕𝑦 = 𝜕𝑢 𝜕𝑦 + 𝜕𝑣 𝜕𝑦.
𝜕𝑥
Note:
1) The above formulae can be extended to functions of three or more
variables and expressions are called Chain rule for partial
differentiation.

2) The second and higher order partial derivatives of 𝑧 = 𝑓(𝑥, 𝑦)


can be obtained by repeated applications of the above expressions.

Examples:

1. Find the total differential of


(i) 𝑒 𝑥 [𝑥 𝑠𝑖𝑛 𝑦 + 𝑦 𝑐𝑜𝑠 𝑦] (ii) 𝑒 𝑥𝑦𝑧
Solution:
(i) Let 𝑧 = 𝑓(𝑥, 𝑦) = 𝑒 𝑥 [𝑥 𝑠𝑖𝑛 𝑦 + 𝑦 𝑐𝑜𝑠 𝑦] then
𝜕𝑧
= 𝑒 𝑥 [(1 + 𝑥) 𝑠𝑖𝑛 𝑦 + 𝑦 𝑐𝑜𝑠 𝑦]
𝜕𝑥
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𝜕𝑧
and 𝜕𝑦 = 𝑒 𝑥 [(1 + 𝑥) 𝑐𝑜𝑠 𝑦 − 𝑦 𝑠𝑖𝑛 𝑦]
𝜕𝑧 𝜕𝑧
Hence, using formula (1), 𝑑𝑧 = 𝜕𝑥 𝑑𝑥 + 𝜕𝑦 𝑑𝑦 = 𝑒 𝑥 [(1 +
𝑥) 𝑠𝑖𝑛 𝑦 + 𝑦 𝑐𝑜𝑠 𝑦]𝑑𝑥 + 𝑒 𝑥 [(1 + 𝑥) 𝑐𝑜𝑠 𝑦 − 𝑦 𝑠𝑖𝑛 𝑦]𝑑𝑦

(ii) Let 𝑢 = 𝑓(𝑥, 𝑦, 𝑧) = 𝑒 𝑥𝑦𝑧 Then


𝜕𝑢 𝜕𝑢 𝜕𝑢
= (𝑦𝑧)𝑒 𝑥𝑦𝑧 ;𝜕𝑦 = (𝑥𝑧)𝑒 𝑥𝑦𝑧 ; 𝜕𝑧 = (𝑥𝑦)𝑒 𝑥𝑦𝑧
𝜕𝑥
∴Total differential of 𝑧 = 𝑓(𝑥, 𝑦, 𝑧) is (see formula (3) above)
𝜕𝑢 𝜕𝑢 𝜕𝑢
𝑑𝑢 = 𝑑𝑥 + 𝑑𝑦 + 𝑑𝑧 = 𝑒 𝑥𝑦𝑧 (𝑦𝑧𝑑𝑥 + 𝑧𝑥𝑑𝑦 + 𝑥𝑦𝑑𝑧)
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑑𝑧
2. Find 𝑑𝑡 if
(i) 𝑧 = 𝑥𝑦 2 + 𝑥 2 𝑦,where 𝑥 = 𝑎𝑡 2 ,𝑦 = 2𝑎𝑡
𝑦
(ii) 𝑧 = 𝑡𝑎𝑛−1( ⁄𝑥),where 𝑥 = 𝑒 𝑡 − 𝑒 −𝑡 ,𝑦 = 𝑒 𝑡 + 𝑒 −𝑡
(iii) 𝑧 = 𝑒 𝑥 sin 𝑦, where 𝑥 = log 𝑡, 𝑦 = 𝑡 2
Solution:
(i) Consider 𝑧 = 𝑥𝑦 2 + 𝑥 2 𝑦
𝜕𝑧 𝜕𝑧
= 𝑦 2 + 2𝑥𝑦 & 𝜕𝑦 = 2𝑥𝑦 + 𝑥 2
𝜕𝑥
𝑑𝑥 𝑑𝑦
Since 𝑥 = 𝑎𝑡 2 &𝑦 = 2𝑎𝑡, = 2𝑎𝑡 & 𝑑𝑡 = 2𝑎
𝑑𝑡
Hence, using formula (2),
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= + = (𝑦 2 + 2𝑥𝑦)(2𝑎𝑡) + (2𝑥𝑦 + 𝑥 2 )(2𝑎)
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
𝑑𝑧
To get ( 𝑑𝑡 ) explicitly in terms of t, substitute
𝑑𝑧
𝑥 = 𝑎𝑡 2 &𝑦 = 2𝑎𝑡, to get (𝑑𝑡 ) = (4𝑎2 𝑡 2 + 4𝑎2 𝑡 3 )2𝑎𝑡 +
(2𝑎𝑡 2 × 2𝑎𝑡 + 𝑎2 𝑡 4 )2𝑎 = 2𝑎3 (8𝑡 3 + 5𝑡 4 )

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𝑦
(ii) Consider 𝑧 = 𝑡𝑎𝑛−1 ( ⁄𝑥)
𝜕𝑧 −𝑦 𝜕𝑧 𝑥
= 𝑥 2 +𝑦 2,𝜕𝑦 = 𝑥 2 +𝑦 2
𝜕𝑥
Since 𝑥 = 𝑒 𝑡 − 𝑒 −𝑡 &𝑦 = 𝑒 𝑡 + 𝑒 −𝑡 ,
dx 𝑑𝑦
= e t + e −t = y 𝑑𝑡 = 𝑒 𝑡 − 𝑒 −𝑡 = 𝑥
dt
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
Hence = + (see equation (2))
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
−𝑦 𝑥 𝑥2 − 𝑦2
=( 2 ) 𝑦 + ( ) 𝑥 = ( )
𝑥 + 𝑦2 𝑥2 + 𝑦2 𝑥2 + 𝑦2
Substituting 𝑥 = 𝑒 𝑡 − 𝑒 −𝑡 &𝑦 = 𝑒 𝑡 + 𝑒 −𝑡 ,
𝑑𝑧 −2
= 2𝑡
𝑑𝑡 𝑒 + 𝑒 −2𝑡
𝑥
(iii) Consider 𝑧 = 𝑒 sin 𝑦
𝜕𝑧 𝜕𝑧
= 𝑒 𝑥 sin 𝑦 , = 𝑒 𝑥 cos 𝑦
𝜕𝑥 𝜕𝑦
Since 𝑥 = log 𝑡, 𝑦 = 𝑡 2
𝑑𝑥 1 𝑑𝑦
= , = 2𝑡
𝑑𝑡 𝑡 𝑑𝑡
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
Hence 𝑑𝑡 = 𝜕𝑥 𝑑𝑡 + 𝜕𝑦 𝑑𝑡 = sin 𝑡 2 + 2𝑡 2 cos 𝑡 2 .
𝑑𝑢
3. If 𝑢 = 𝑥𝑦𝑧 where 𝑥 = 𝑒 −𝑡 , 𝑦 = 𝑒 −𝑡 𝑠𝑖𝑛2 𝑡 , 𝑧 = 𝑠𝑖𝑛 𝑡 , then find 𝑑𝑡 .
𝑑𝑢 𝜕𝑢 𝑑𝑥 𝜕𝑢 𝑑𝑦 𝜕𝑢 𝑑𝑧
Solution: = 𝜕𝑥 𝑑𝑡 + 𝜕𝑦 𝑑𝑡 + 𝜕𝑧 𝑑𝑡
𝑑𝑡
𝑑𝑢
= 𝑦𝑧(−𝑒 −𝑡 ) + 𝑥𝑧(−𝑒 −𝑡 𝑠𝑖𝑛2 𝑡 + 2e−t sin t cos t) + 𝑥𝑦 cos t
𝑑𝑡
𝒅𝒚
4. Find (𝒅𝒙) if
(i) 𝑥 𝑦 + 𝑦 𝑥 = c
(ii) 𝑥 + 𝑒 𝑦 = 2𝑥𝑦

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(iii) 𝑥 3 + 𝑦 3 = 6𝑥𝑦
(iv) 𝑒 𝑥 − 𝑒 𝑦 = 2𝑥𝑦
Solution:
(i) Let 𝑧 = 𝑓(𝑥, 𝑦) = 𝑥 𝑦 + 𝑦 𝑥 = Constant.
using formula (5)
𝜕𝑓⁄
𝑑𝑦 𝜕𝑥
=−
𝑑𝑥 𝜕𝑓
⁄𝜕𝑦

𝜕𝑓 𝜕𝑓
But 𝜕𝑥 = 𝑦𝑥 𝑦−1 + 𝑦 𝑥 𝑙𝑜𝑔 𝑦 and 𝜕𝑦 = 𝑥 𝑦 𝑙𝑜𝑔 𝑥 + 𝑥𝑦 𝑥−1
putting these in (1),
𝑑𝑦 𝑦𝑥 𝑦−1 + 𝑦 𝑥 𝑙𝑜𝑔 𝑦
= −{ 𝑦 }
𝑑𝑥 𝑥 𝑙𝑜𝑔 𝑥 + 𝑥𝑦 𝑥−1

(ii) Let 𝑧 = 𝑓(𝑥, 𝑦) = 𝑒 𝑥 + 𝑒 𝑦 − 2𝑥𝑦=Constant


𝜕𝑓 𝜕𝑓
Now, 𝜕𝑥 = 𝑒 𝑥 − 2𝑦and𝜕𝑦 = 𝑒 𝑦 − 2𝑥 Using this in (1),
𝜕𝑓⁄ 𝑥
𝑑𝑦 𝜕𝑥 } = − {𝑒 − 2𝑦}
= −{
𝑑𝑥 𝜕𝑓 𝑒 𝑦 − 2𝑥
⁄𝜕𝑦
(iii) Let 𝑧 = 𝑓(𝑥, 𝑦) = 𝑥 3 + 𝑦 3 − 6𝑥𝑦
𝑓𝑥 = 3𝑥 2 − 6𝑦, 𝑓𝑦 = 3𝑦 2 − 6𝑥
𝑑𝑦 𝑓𝑥 (𝑥 2 − 2𝑦)
=− =− 2
𝑑𝑥 𝑓𝑦 𝑦 − 2𝑥
𝑥 𝑦
(iv) Let 𝑧 = 𝑓(𝑥, 𝑦) = 𝑒 − 𝑒 − 2𝑥𝑦
𝑓𝑥 = 𝑒 𝑥 − 2𝑦, 𝑓𝑦 = −𝑒 𝑦 − 2𝑥
𝑑𝑦 𝑓𝑥 𝑒 𝑥 − 2𝑦
=− = 𝑦
𝑑𝑥 𝑓𝑦 𝑒 + 2𝑥
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5. (i) If 𝑧 = 𝑓(𝑥, 𝑦),where 𝑥 = 𝑟 𝑐𝑜𝑠 𝜃,𝑦 = 𝑟 𝑠𝑖𝑛 𝜃 show that


𝜕𝑧 2 𝜕𝑧 2 𝜕𝑧 2 1 𝜕𝑧 2
( ) +( ) = ( ) + 2( )
𝜕𝑥 𝜕𝑦 𝜕𝑟 𝑟 𝜕𝜃
(ii) If 𝑧 = 𝑓(𝑥, 𝑦),where𝑥 = 𝑒 + 𝑒 &𝑦 = 𝑒 −𝑢 − 𝑒 𝑣 , show that
𝑢 −𝑣

𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
− =𝑥 −𝑦
𝜕𝑢 𝜕𝑣 𝜕𝑥 𝜕𝑦
Solution:
(i) As 𝑥 = 𝑟 𝑐𝑜𝑠 𝜃 and𝑦 = 𝑟 𝑠𝑖𝑛 𝜃,
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
= 𝑐𝑜𝑠 𝜃,𝜕𝜃 = −𝑟 𝑠𝑖𝑛 𝜃; 𝜕𝑟 = 𝑠𝑖𝑛 𝜃&𝜕𝜃 = 𝑟 𝑐𝑜𝑠 𝜃.
𝜕𝑟
Using chain rule,
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧
( )= + = (𝑐𝑜𝑠 𝜃) + (𝑠𝑖𝑛 𝜃)
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟 𝜕𝑥 𝜕𝑦

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧
( )= + = (−𝑟 sin 𝜃) + (𝑟 cos 𝜃)
𝜕𝜃 𝜕𝑥 𝜕𝜃 𝜕𝑦 𝜕𝜃 𝜕𝑥 𝜕𝑦
Squaring on both sides and adding the above equations,
𝜕𝑧 2 𝜕𝑧 2 𝜕𝑧 2 𝜕𝑧 𝜕𝑧
( ) = ( ) 𝑐𝑜𝑠 𝜃 + ( ) 𝑠𝑖𝑛2 𝜃 + 2 ( ) ( ) 𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 𝜃
2
𝜕𝑟 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
2 2
1 𝜕𝑧 𝜕𝑧 𝜕𝑧 2
( ) = ( ) 𝑐𝑜𝑠 𝜃 + ( ) 𝑠𝑖𝑛2 𝜃
2
𝑟 2 𝜕𝜃 𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧
− 2 ( ) ( ) 𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 𝜃
𝜕𝑥 𝜕𝑦
Adding the above equations,
𝜕𝑧 2 1 𝜕𝑧 2 𝜕𝑧 2 𝜕𝑧 2
( ) + 2 ( ) = {( ) + ( ) } (𝑐𝑜𝑠 2 𝜃 + 𝑠𝑖𝑛2 𝜃)
𝜕𝑟 𝑟 𝜕𝜃 𝜕𝑥 𝜕𝑦
𝜕𝑧 2 𝜕𝑧 2
=(𝜕𝑥) + (𝜕𝑦) .
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(ii) Given 𝑥 = 𝑒 𝑢 + 𝑒 −𝑣 &𝑦 = 𝑒 −𝑢 − 𝑒 𝑣 ,


𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
= 𝑒 𝑢 ,𝜕𝑣 = −𝑒 −𝑣 ,𝜕𝑢 = −𝑒 −𝑢 &𝜕𝑣 = −𝑒 𝑣
𝜕𝑢
Using Chain rule (6)
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝑢 𝜕𝑧
( )= + = (𝑒 ) + (−𝑒 −𝑢 )
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧
( )= + = (−𝑒 −𝑣 ) + (−𝑒 𝑣 )
𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣 𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
 (𝜕𝑢) − (𝜕𝑣) = 𝜕𝑥 (𝑒 𝑢 + 𝑒 −𝑣 ) − 𝜕𝑦 (𝑒 −𝑢 − 𝑒 𝑣 )
𝜕𝑧 𝜕𝑧
= 𝑥− 𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑢 𝜕𝑢
6. (i) If 𝑢 = 𝑓(𝑥𝑧, 𝑦/𝑧) then show that 𝑥 𝜕𝑥 − 𝑦 𝜕𝑦 − 𝑧 𝜕𝑧 = 0
𝜕𝐻 𝜕𝐻 𝜕𝐻
(ii) If 𝐻 = 𝑓(𝑥 − 𝑦, 𝑦 − 𝑧, 𝑧 − 𝑥), show that 𝜕𝑥 + 𝜕𝑦 + =0
𝜕𝑧
Solution:
𝑦
(i) Let 𝑢 = 𝑓(𝑣, 𝑤), where 𝑣 = 𝑥𝑧 and𝑤 = ⁄𝑧
𝜕𝑣 𝜕𝑣 𝜕𝑣 𝜕𝑤 𝜕𝑤 𝜕𝑤 −𝑦
= 𝑧,𝜕𝑦 = 0,𝜕𝑧 = 𝑥 & 𝜕𝑥 = 0, 𝜕𝑦 = 1⁄𝑧, 𝜕𝑧 = ⁄𝑧 2
𝜕𝑥
Using chain rule,
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑤 𝜕𝑢 𝜕𝑢 𝜕𝑢
= + = (𝑧) + (0) = 𝑧
𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑤 𝜕𝑥 𝜕𝑣 𝜕𝑤 𝜕𝑣

𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑤 𝜕𝑢 𝜕𝑢 1 1 𝜕𝑢
= + = (0) + ( ⁄𝑧) =
𝜕𝑦 𝜕𝑣 𝜕𝑦 𝜕𝑤 𝜕𝑦 𝜕𝑣 𝜕𝑤 𝑧 𝜕𝑤
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑤 𝜕𝑢 𝜕𝑢 −𝑦 𝜕𝑢 𝑦 𝜕𝑢
= + = (𝑥) + ( ⁄𝑧 2 ) = 𝑥 −
𝜕𝑧 𝜕𝑣 𝜕𝑧 𝜕𝑤 𝜕𝑧 𝜕𝑣 𝜕𝑤 𝜕𝑣 𝑧 2 𝜕𝑤
From these,
𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝑦 𝜕𝑢 𝜕𝑢 𝑦 𝜕𝑢
𝑥 𝜕𝑥 − 𝑦 𝜕𝑦 − 𝑧 𝜕𝑧 = 𝑥𝑧 𝜕𝑣 − 𝑧 𝜕𝑤 − 𝑧 (𝑥 𝜕𝑣 − 𝑧 2 𝜕𝑤)= 0

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(ii) Let 𝐻 = 𝑓(𝑢, 𝑣, 𝑤) Where 𝑢 = 𝑥 − 𝑦, 𝑣 = 𝑦 − 𝑧, 𝑤 = 𝑧 − 𝑥


𝜕𝑢 𝜕𝑢 𝜕𝑢
Now 𝜕𝑥 = 1, 𝜕𝑦 = −1, 𝜕𝑧 = 0
𝜕𝑣 𝜕𝑣 𝜕𝑣
= 0, = 1, = −1
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕𝑤 𝜕𝑤 𝜕𝑢
= −1, = 0, =1
𝜕𝑥 𝜕𝑦 𝜕𝑧
Using Chain rule,
𝜕𝐻 𝜕𝐻 𝜕𝑢 𝜕𝐻 𝜕𝑣 𝜕𝐻 𝜕𝑤 𝜕𝐻 𝜕𝐻 𝜕𝐻
= + + = (1) + (0) + (−1)
𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑤 𝜕𝑥 𝜕𝑢 𝜕𝑣 𝜕𝑤
𝜕𝐻 𝜕𝐻 𝜕𝑢 𝜕𝐻 𝜕𝑣 𝜕𝐻 𝜕𝑤 𝜕𝐻 𝜕𝐻 𝜕𝑣
= + + = (−1) + (1) + (0)
𝜕𝑦 𝜕𝑢 𝜕𝑦 𝜕𝑣 𝜕𝑦 𝜕𝑤 𝜕𝑦 𝜕𝑢 𝜕𝑣 𝜕𝑤
𝜕𝐻 𝜕𝐻 𝜕𝑢 𝜕𝐻 𝜕𝑣 𝜕𝐻 𝜕𝑤 𝜕𝐻 𝜕𝐻 𝜕𝐻
= + + = (0) + (−1) + (1)
𝜕𝑧 𝜕𝑢 𝜕𝑧 𝜕𝑣 𝜕𝑧 𝜕𝑤 𝜕𝑧 𝜕𝑢 𝜕𝑣 𝜕𝑤
Adding the above equations,
𝜕𝐻 𝜕𝐻 𝜕𝐻
+ 𝜕𝑦 + = 0.
𝜕𝑥 𝜕𝑧
7. The length and breadth of a rectangle are increasing at the rate of
1.5 cm/sec and 0.5 cm/sec respectively. Find the rate at which the
area is increasing at the instant when length is 40 cm and breadth
is 30 cm respectively.
Solution: Let 𝑥 be the length, 𝑦 be the breadth, 𝑠 be the area at any
time 𝑡
So 𝑠 = 𝑥𝑦
𝑑𝑠
It is required to find 𝑑𝑡 when 𝑥 = 40𝑐𝑚and 𝑦 = 30𝑐𝑚, given that
𝑑𝑥 𝑑𝑦
= 1.5 𝑐𝑚/𝑠𝑒𝑐, = 0.5𝑐𝑚/𝑠𝑒𝑐
𝑑𝑡 𝑑𝑡

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𝑑𝑠 𝜕𝑠 𝑑𝑥 𝜕𝑠 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
𝑑𝑥 𝑑𝑦
=𝑦 +𝑥 = 30 × 1.5 + 40 × 0.5 = 65
𝑑𝑡 𝑑𝑡
Therefore increasing at the rate 65𝑐𝑚2 /𝑠𝑒𝑐.
8. If 𝑧 = 𝑓(𝑢, 𝑣) and 𝑢 = 𝑎𝑥 + 𝑏𝑦, 𝑣 = 𝑎𝑦 − 𝑏𝑥, show that

𝜕 2𝑧 𝜕 2𝑧 2 2
𝜕 2𝑧 𝜕 2𝑧
+ = (𝑎 + 𝑏 ) ( 2 + 2 )
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑢 𝜕𝑣
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣
Proof:𝜕𝑥 = 𝑎, 𝜕𝑦 = 𝑏, 𝜕𝑥 = −𝑏, 𝜕𝑦 = 𝑎
𝜕𝑧 𝜕𝑧 𝜕𝑢 𝜕𝑧 𝜕𝑣 𝜕𝑧 𝜕𝑧
= + = 𝑎− 𝑏
𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑢 𝜕𝑣
Apply chain rule 𝑧 → 𝜕𝑧⁄𝜕𝑥
𝜕 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑢 𝜕 𝜕𝑧 𝜕𝑣
( )= ( )⋅ + ( )⋅
𝜕𝑥 𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑥
𝜕 𝜕𝑧 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑧
= (𝑎 −𝑏 )⋅𝑎+ (𝑎 − 𝑏 ) ⋅ (−𝑏)
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢 𝜕𝑣
𝜕 2𝑧 2
𝜕 2
𝑧 𝜕 2
𝜕 2
2
𝜕 2𝑧
= 𝑎 − 𝑎𝑏 − 𝑎𝑏 + 𝑏
𝜕𝑥 2 𝜕𝑢2 𝜕𝑢𝜕𝑣 𝜕𝑣𝜕𝑢 𝜕𝑣 2
𝜕2𝑧 𝜕2 𝑧 𝜕2 𝜕2 𝜕2 𝑧
Similarly, 𝜕𝑦 2 = 𝑏 2 𝜕𝑢2 + 𝑎𝑏 𝜕𝑢𝜕𝑣 + 𝑎𝑏 𝜕𝑣𝜕𝑢 + 𝑎2 𝜕𝑣2
𝜕2𝑧 𝜕2 𝑧
𝐿𝐻𝑆 = (𝑎2 + 𝑏 2 ) ( + )
𝜕𝑢2 𝜕𝑣 2
𝑦−𝑥 𝑧−𝑥 𝜕𝑢 𝜕𝑢 𝜕𝑢
9. If 𝑢 = 𝑓 ( 𝑥𝑦 , ), prove that 𝑥 2 𝜕𝑥 + 𝑦 2 𝜕𝑦 + 𝑧 2 𝜕𝑧 = 0.
𝑥𝑧
𝑦−𝑥 𝑧−𝑥
Solution: Here 𝑢 = 𝑓(𝑠, 𝑡) where 𝑠 = ,𝑡 =
𝑥𝑦 𝑥𝑧
1 1 1 1
𝑠= − ,𝑡 = −
𝑥 𝑦 𝑥 𝑧

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𝜕𝑠 1 𝜕𝑠 1 𝜕𝑠
=− 2 , = 2 , =0
𝜕𝑥 𝑥 𝜕𝑦 𝑦 𝜕𝑧
𝜕𝑡 1 𝜕𝑡 𝜕𝑡 1
=− 2 , = 0, = 2
𝜕𝑥 𝑥 𝜕𝑦 𝜕𝑧 𝑧
Using chain rule,
𝜕𝑢 𝜕𝑢 𝜕𝑠 𝜕𝑢 𝜕𝑡 1 𝜕𝑢 𝜕𝑢
= + =− 2( + )
𝜕𝑥 𝜕𝑠 𝜕𝑥 𝜕𝑡 𝜕𝑥 𝑥 𝜕𝑠 𝜕𝑡
𝜕𝑢 𝜕𝑢 𝜕𝑠 𝜕𝑢 𝜕𝑡 1 𝜕𝑢
= + = 2
𝜕𝑦 𝜕𝑠 𝜕𝑦 𝜕𝑡 𝜕𝑦 𝑦 𝜕𝑠
𝜕𝑢 𝜕𝑢 𝜕𝑠 𝜕𝑢 𝜕𝑡 1 𝜕𝑢
= + = 2
𝜕𝑧 𝜕𝑠 𝜕𝑧 𝜕𝑡 𝜕𝑧 𝑧 𝜕𝑡
𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢
∴ 𝑥2 + 𝑦2 + 𝑧2 = −( + ) + + = 0.
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑠 𝜕𝑡 𝜕𝑠 𝜕𝑡

Exercise:
1. Find the total differentials of
(i) 𝑥𝑦𝑧 + (𝑥𝑦𝑧)−1 (ii) 𝑥 2 𝑦 + 𝑦 2 𝑧 + 𝑧 2 𝑥
1 2
ANS: (i) [1 − (𝑥𝑦𝑧)2 ] (𝑦𝑧𝑑𝑥 + 𝑧𝑥𝑑𝑦 + 𝑥𝑦𝑑𝑧), (ii) (2𝑥𝑦 + 𝑧 )𝑑𝑥 +
(2𝑦𝑧 + 𝑥 2 )𝑑𝑦 + (𝑦 2 + 2𝑥𝑧)
𝑑𝑢
2. Find ( 𝑑𝑡 ) If (i)𝑢 = 𝑥 2 − 𝑦 2 , 𝑥 = 𝑒 𝑡 𝑐𝑜𝑠 𝑡 , 𝑦 = 𝑒 𝑡 𝑠𝑖𝑛 𝑡
(ii) 𝑢 = 𝑠𝑖𝑛 𝑥 𝑦 2 , 𝑥 = 𝑙𝑜𝑔 𝑡 , 𝑦 = 𝑒 𝑡
(iii) 𝑢 = 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥, 𝑥 = 1⁄𝑡 , 𝑦 = 𝑒 𝑡 , 𝑧 = 𝑒 −𝑡
(iv)𝑢 = 𝑙𝑜𝑔(𝑥 + 𝑦 + 𝑧) , 𝑥 = 𝑒 −𝑡 , 𝑦 = 𝑠𝑖𝑛 𝑡 , 𝑧 = 𝑐𝑜𝑠 𝑡
(v)𝑢 = 𝑥𝑦𝑧, 𝑥 = 𝑒 −𝑡 , 𝑦 = 𝑒 −𝑡 sin2 𝑡 , 𝑧 = sin 𝑡
ANS:
2𝑡 2𝑡 1
(i) 2𝑒 (ii) 𝑒 [𝑡 + 2 𝑙𝑜𝑔 𝑡] 𝑐𝑜𝑠( 𝑒 2𝑡 𝑙𝑜𝑔 𝑡),

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−(𝑒 𝑡 +𝑒 −𝑡 ) 2 (𝑐𝑜𝑠 𝑡−𝑠𝑖𝑛 𝑡−𝑒 −𝑡 )


(iii) + 𝑡 , (iv) (𝑐𝑜𝑠 𝑡+𝑠𝑖𝑛 𝑡+𝑒 −𝑡 )
𝑡2
−𝑡
(v) 𝑒 sin2 𝑡 (3 cos 𝑡 − 2 sin 𝑡)
𝑑𝑦
3. Find (𝑑𝑥 ) each of the following cases:-
(i) 𝑥 𝑠𝑖𝑛(𝑥 − 𝑦) = (𝑥 + 𝑦) (ii) (𝑐𝑜𝑠 𝑥)𝑦 = (𝑠𝑖𝑛 𝑦)𝑥
(𝑥 𝑐𝑜𝑠(𝑥−𝑦)+𝑠𝑖𝑛(𝑥−𝑦)−1) 𝑦 𝑡𝑎𝑛 𝑥+𝑙𝑜𝑔𝑠𝑖𝑛 𝑦
ANS: (i) , (ii) 𝑙𝑜𝑔𝑐𝑜𝑠 𝑥−𝑥 𝑐𝑜𝑡 𝑦
𝑥 𝑐𝑜𝑠(𝑥−𝑦)+1
4. If 𝑧 = 𝑓(𝑥, 𝑦) and 𝑥 = 𝑢 − 𝑣, 𝑦 = 𝑢𝑣. Prove that
𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
(i) (𝑢 + 𝑣) 𝜕𝑥 = 𝑢 𝜕𝑥 − 𝑣 𝜕𝑣 (ii) (𝑢 + 𝑣) 𝜕𝑦 = 𝜕𝑢 + 𝜕𝑣
5. If 𝑢 = 𝑥 2 − 𝑦 2 , 𝑧 = 2𝑟 − 3𝑠 + 4, 𝑦 = −𝑟 + 8𝑠 − 5, Prove that
𝜕𝑢
= 4𝑥 + 2𝑦
𝜕𝑟
𝜕𝑢
6. If 𝑧 = 𝑓(𝑟, 𝑠), where 𝑟 = 𝑥 + 𝑎𝑡, 𝑦 = 𝑦 + 𝑏𝑡. Prove that =
𝜕𝑡
𝜕𝑢 𝜕𝑢
𝑎 𝜕𝑥 + 𝑏 𝜕𝑦.
𝜕2𝑧 𝜕2 𝑧
7. If 𝑧 = 𝑓(𝑢, 𝑣), 𝑢 = 𝑥 2 − 𝑦 2 , 𝑣 = 2𝑥𝑦. Show that 2
+ =
𝜕𝑥 𝜕𝑦 2
𝜕2𝑧 𝜕2𝑧
4(𝑥 2 + 𝑦 2 ) (𝜕𝑢2 + 𝜕𝑣 2 )
8.If 𝑢 = 𝑓(𝑥, 𝑦), 𝑥 + 𝑦 = 2𝑒 𝜃 𝑐𝑜𝑠 𝜑 , 𝑥 − 𝑦 = 2𝑖𝑒 𝜃 𝑠𝑖𝑛 𝜑 prove that
𝜕2𝑢 𝜕2𝑢 𝜕2𝑧
+ 𝜕𝜑2 = 4𝑥𝑦 𝜕𝑥𝜕𝑦.
𝜕𝜃2
𝑦−𝑥 𝑧−𝑥 𝜕𝑢 𝜕𝑢
𝜕𝑢
9. If 𝑢 = 𝑓 ( 𝑥𝑦 , ), prove that 𝑥 2
+ 𝑧 2 = 0.+ 𝑦2
𝑥𝑧 𝜕𝑦 𝜕𝑥
𝜕𝑧
𝜕𝑢 𝜕𝑢 𝜕𝑢
. 10. If 𝑢 = 𝑓(𝑥 − 𝑦, 𝑦 − 𝑧, 𝑧 − 𝑥), show that 𝜕𝑥 + 𝜕𝑦 + 𝜕𝑧 = 0.
∂z
. 11. If 𝑧 = 𝑧(𝑥, 𝑦), 𝑥 = 𝑒 𝑢 sin 𝑣 , 𝑦 = 𝑒 𝑢 cos 𝑣, then find .
∂𝑢
∂z ∂z ∂z
. Ans: ∂𝑢 = ∂𝑥 𝑒 𝑢 sin 𝑣 + ∂𝑦 𝑒 𝑢 cos 𝑣.

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Jacobians:

Carl Gustav Jacob Jacobi; 10


December 1804 – 18 February
1851) was a German
mathematician, who made
fundamental contributions to
elliptic functions, dynamics,
differential equations, and
number theory.

If ‘𝑢’ and ‘𝑣’ are functions of variables ‘𝑥’ and ‘𝑦’, then the
determinant
𝑢𝑥 𝑢𝑦
|𝑣 𝑣𝑦 | is called the Jacobian of 𝑢, 𝑣 with respect to 𝑥, 𝑦 and
𝑥
𝜕(𝑢,𝑣)
denoted by 𝜕(𝑥,𝑦). Likewise, it is possible to define Jacobian of more
variables in similar manner. These have an important application in
coordinate transformation from one system to another.

Note:
𝜕(𝑢,𝑣) 𝜕(𝑥,𝑦)
1. If 𝐽 = 𝜕(𝑥,𝑦) ≠ 0, then exists and is known as inverse of ‘𝐽’
𝜕(𝑢,𝑣)
with 𝐽𝐽 ′ = 1.
2. If 𝑢, 𝑣 are functions of 𝑟, 𝑠 and 𝑟, 𝑠 are functions of 𝑥, 𝑦
𝜕(𝑢,𝑣) 𝜕(𝑢,𝑣) 𝜕(𝑟,𝑠)
then 𝜕(𝑥,𝑦) = .
𝜕(𝑟,𝑠) 𝜕(𝑥,𝑦)
𝜕(𝑢,𝑣)
3. If 𝐽 = 𝜕(𝑥,𝑦) = 0, then 𝑢, 𝑣 are said to be functionally dependent.
In this case 𝑢 can be expressed as a function of 𝑣 and vice versa or
functional dependence can be expressed as 𝑓(𝑢, 𝑣) = 0.
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Examples:
𝜕(𝑥,𝑦)
1. If 𝑥 = 𝑟 cos 𝜃 , 𝑦 = 𝑟 sin 𝜃, find 𝜕(𝑟,𝜃).
Solution: By definition we have
𝜕(𝑥,𝑦) 𝑥𝑟 𝑥𝜃 cos 𝜃 −𝑟 sin 𝜃
𝐽 =𝜕(𝑟,𝜃) =|𝑦 𝑦 | = | |=𝑟
𝑟 𝜃 sin 𝜃 𝑟 cos 𝜃
The above are the transformations between Cartesian and polar
𝑠𝑐𝑑𝑠𝑑𝑎𝑎𝑎𝑎𝑣𝑣𝑣

coordinates. The inverse


2 2 −1 𝑦
transforms are 𝑟 = √𝑥 + 𝑦 and 𝜃 = tan (𝑥 ).
𝜕(r,θ)
It can be verified that the Jacobian 𝐽′ = of these functions is 1/r and
𝜕(x,y)
therefore 𝐽𝐽′ = 1.
2. If 𝑥 = 𝑟 𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 𝜙 𝑦 = 𝑟 𝑠𝑖𝑛 𝜃 𝑠𝑖𝑛 𝜙 𝑧 = 𝑟 𝑐𝑜𝑠 𝜃 find
𝜕(𝑥,𝑦,𝑧)
𝜕(𝑟,𝜃,𝜙)

𝑥𝑟 𝑥𝜃 𝑥𝜙
𝜕(𝑥,𝑦,𝑧)
Solution:𝐽=𝜕(𝑟,𝜃,𝜙)=|𝑦𝑟 𝑦𝜃 𝑦𝜙 |=
𝑧𝑟 𝑧𝜃 𝑧𝜙

𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 𝜙 𝑟 𝑐𝑜𝑠 𝜃 𝑐𝑜𝑠 𝜙 −𝑟 𝑠𝑖𝑛 𝜃 𝑠𝑖𝑛 𝜙


| 𝑠𝑖𝑛 𝜃 𝑠𝑖𝑛 𝜙 𝑟 𝑐𝑜𝑠 𝜃 𝑠𝑖𝑛 𝜙 𝑟 𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 𝜙 |
𝑐𝑜𝑠 𝜃 −𝑟 𝑠𝑖𝑛 𝜃 0

On expanding by the last row we get, J = 𝑟 2 𝑠𝑖𝑛 𝜃 (𝑐𝑜𝑠 2 𝜃 + 𝑠𝑖𝑛2 𝜃)


= 𝑟 2 𝑠𝑖𝑛 𝜃

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The above are the transformations between Cartesian and spherical


2 2 2
coordinates. The inverse transforms are 𝑟 = √𝑥 + 𝑦 + 𝑧 , 𝜃 =
𝑥 2 +𝑦 2 𝑦
tan−1 (√ )and 𝜑 = tan−1 ( ).
𝑧2 𝑥
𝜕(r,θ, φ)
It can be easily verified that the Jacobian 𝐽′= of these functions is
𝜕(x,y,z)
1
and therefore 𝐽𝐽′ = 1.
𝑟 2 𝑠𝑖𝑛𝜃
𝜕(𝑢,𝑣,𝑤)
3.If 𝑢 = 𝑥 + 3𝑦 2 − 𝑧 3 , 𝑣 = 4𝑥 2 𝑦𝑧, 𝑤 = 2𝑧 2 − 𝑥𝑦 find at
𝜕(𝑥,𝑦,𝑧)
(1, −1, 0).

1 6𝑦 −3𝑧 2
𝜕(𝑢,𝑣,𝑤)
Solution: 𝐽= 𝜕(𝑥,𝑦,𝑧) = |8𝑥𝑦𝑧 4𝑥 2𝑧 4𝑥 2 𝑦 |at (1,-1, 0)
−𝑦 −𝑥 4𝑧

1 −6 0
𝐽=|0 0 −4|=20
1 −1 0

4. If 𝑥 = 𝑢(1 − 𝑣), 𝑦 = 𝑢𝑣 then compute 𝐽 and 𝐽′ and verify that


𝐽 𝐽′ = 1.

𝜕(x, y) 𝑥𝑢 𝑥𝑣 1 − 𝑣 −𝑢
Solution: J = = |𝑦 𝑦𝑣 |=| 𝑣 | = 𝑢(1 − 𝑣) + 𝑢𝑣 =
𝜕(u,v) 𝑢 𝑢
𝑢.

To find 𝐽′, express u and v in terms of x and y.


𝑦
Given 𝑥 = 𝑢 − 𝑢𝑣 → 𝑥 = 𝑢 − 𝑦 → 𝑢 = 𝑥 + 𝑦, 𝑣 = x+y
𝜕(u, v) 𝑢𝑥 𝑢𝑦 1 1 1 1
𝐽′ = 𝜕(x, y) = | 𝑣 𝑣 |= | −𝑦 𝑥 |= = 𝑢.
𝑥 𝑦 (𝑥+𝑦)2 (𝑥+𝑦)2 𝑥+𝑦

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𝐽 𝐽′ = 1.

𝑥+𝑦 𝜕(u, v)
5. If 𝑢 = 1−𝑥𝑦 and 𝑣 = 𝑡𝑎𝑛−1 𝑥 + 𝑡𝑎𝑛−1 𝑦 find 𝜕(x, y).

𝜕(u, v) 𝑢𝑥 𝑢𝑦
Solution: 𝜕(x, y) = | 𝑣 𝑣𝑦 |
𝑥

1+𝑦2 1+𝑥 2
2 (1−𝑥𝑦)2
=|(1−𝑥𝑦)
1 1
| =0
1+𝑥 2 1+𝑦 2

Since Jacobian is zero, u and v are functionally dependent.

Relation between 𝑢 and 𝑣 is tan 𝑣 = 𝑢.


𝑥 ,𝑦
6. If 𝑥 = 𝑒 𝑢 sin 𝑣 , 𝑦 = 𝑒 𝑢 cos 𝑣 then find 𝐽 ( 𝑢,𝑣 ).
𝜕(x, y) 𝑥𝑢 𝑥𝑣 𝑒𝑢 sin 𝑣 𝑒𝑢 cos 𝑣
Solution: 𝐽 = = |𝑦 𝑦𝑣 | = | | = −𝑒2𝑢
𝜕(u,v) 𝑢 𝑒𝑢 cos 𝑣 −𝑒𝑢 sin 𝑣
𝜕(𝑥,𝑦) 𝜕(𝑥,𝑦) 1 𝜕(𝑢,𝑣)
7. If = 𝑣 sin 2𝑢 and = then compute .
𝜕(𝑢,𝑣) 𝜕(𝑟,𝜃) 4 𝜕(𝑟,𝜃)
𝜕(𝑢,𝑣) 𝜕(𝑢,𝑣) 𝜕(𝑥,𝑦) 1
Solution: 𝜕(𝑟,𝜃) = 𝜕(𝑥,𝑦).𝜕(𝑟,𝜃) = 4𝑣 sin 2𝑢

𝑥+𝑦 𝑥𝑦
8. If 𝑢 = ,𝑣 = (𝑥−𝑦)2 verify if 𝑢, 𝑣 are functionally dependent. If so
𝑥−𝑦
find the relation between them.
𝜕𝑢 2𝑦 𝜕𝑢 2𝑥 𝜕𝑣 𝑦(𝑥+𝑦) 𝜕𝑣 𝑥(𝑥+𝑦)
Solution: = − (𝑥−𝑦)2 , = (𝑥−𝑦)2 , = − (𝑥−𝑦)3 , = (𝑥−𝑦)3
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦

𝜕(u, v) 𝑢𝑥 𝑢𝑦 2𝑥𝑦(𝑥+𝑦) 2𝑥𝑦(𝑥+𝑦)


𝜕(x, y)
= |𝑣
𝑥 𝑣𝑦 | = − (𝑥−𝑦)5 + (𝑥−𝑦)5 = 0
Since Jacobian is zero, 𝑢 and 𝑣 are functionally dependent.
Relation between 𝑢 and 𝑣 is:

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(𝑥 + 𝑦)2 − (𝑥 − 𝑦)2 = 4𝑥𝑦


(𝑥 + 𝑦)2 4𝑥𝑦
2
−1=
(𝑥 − 𝑦) (𝑥 − 𝑦)2
∴ 𝑢2 − 1 = 4𝑣.

Exercise:
𝑢,𝑣
1. If 𝑢 + 𝑣 = 𝑒 𝑥 𝑐𝑜𝑠 𝑦 , 𝑢 − 𝑣 = 𝑒 𝑥 𝑠𝑖𝑛 𝑦, find 𝐽 (𝑥,𝑦).
𝑒𝑥 𝑒𝑥
[Hint: Start from 𝑢 = 2 (𝑐𝑜𝑠 𝑦 + 𝑠𝑖𝑛 𝑦) and𝑣 = 2 (𝑐𝑜𝑠 𝑦 − 𝑠𝑖𝑛 𝑦)
2. If 𝑢 = 𝑥𝑦𝑧, 𝑣 = 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥, 𝑤 = 𝑥 + 𝑦 + 𝑧, show that
𝜕(𝑢,𝑣,𝑤)
= (𝑥 − 𝑦)(𝑦 − 𝑧)(𝑧 − 𝑥).
𝜕(𝑥,𝑦,𝑧)
3. If 𝑥 = 𝑒 𝑢 𝑠𝑒𝑐 𝑣 , 𝑦 = 𝑒 𝑢 𝑡𝑎𝑛 𝑣, show that
𝜕(𝑥,𝑦) 𝜕(𝑢,𝑣)
× = 1.
𝜕(𝑢,𝑣) 𝜕(𝑥,𝑦)
𝜕(𝑥,𝑦,𝑧)
4 .If 𝑥 + 𝑦 + 𝑧 = 𝑢, 𝑦 + 𝑧 = 𝑣, 𝑧 = 𝑢𝑣𝑤, find the value of .
𝜕(𝑢,𝑣,𝑤)

𝜕(𝑢,𝑣)
5. If 𝑢 = 2𝑥𝑦, 𝑣 = 𝑥 2 − 𝑦 2 , 𝑥 = 𝑟 𝑐𝑜𝑠 𝜃 , 𝑦 = 𝑟 𝑠𝑖𝑛 𝜃 , 𝑓𝑖𝑛𝑑 𝜕(𝑟,𝜃).
𝑒 2𝑥
Answers: 1. − 2 , 4. 𝑢2 𝑣, 5. − 4𝑟 3 .
6. If 𝑥 = 𝑒 𝑣 sec 𝑢, 𝑦 = 𝑒 𝑣 tan 𝑢, then verify that 𝐽′ = 1 .

𝜕(𝑢,𝑣,𝑤)
7. For 𝑢 = 𝑥𝑦𝑧, 𝑣 = 𝑦𝑧 + 𝑧𝑥 + 𝑥𝑦, 𝑤 = 𝑥 + 𝑦 + 𝑧, find .
𝜕(𝑥,𝑦,𝑧)
Answer:(𝑦 − 𝑧)(𝑧 − 𝑥)(𝑥 − 𝑦)
Maxima and Minima of f(x, y):
In mathematics, the maximum and minimum (plural: maxima and
minima) of a function, known collectively as extrema (singular:
extremum), are the largest and smallest value that the function takes
at a point within a given neighborhood.

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A function 𝑓 (𝑥, 𝑦) is said to have a Maximum value at (𝑎, 𝑏) if


there exists a neighborhood point of (𝑎, 𝑏) (say (𝑎 + ℎ, 𝑏 + 𝑘)) such
that 𝑓 (𝑎, 𝑏) > 𝑓 (𝑎 + ℎ, 𝑏 + 𝑘).
Similarly, a function 𝑓 (𝑥, 𝑦) is said to have a Minimum value at
(𝑎, 𝑏) if there exists a neighborhood point of (𝑎, 𝑏) (say (𝑎 + ℎ, 𝑏 +
𝑘)) such that 𝑓 (𝑎, 𝑏) < 𝑓 (𝑎 + ℎ, 𝑏 + 𝑘).

Necessary condition:
Consider a function 𝑓 = 𝑓(𝑥, 𝑦) where x and y are independent real
variables. Suppose this function is continuous and has continuous
partial derivatives of second order in a region R in the 𝑥 𝑦 – plane.
Let (𝑎, 𝑏) be a point in the region. Then (𝑎, 𝑏) is called a extremum
point of 𝑓(𝑥, 𝑦), if 𝑓(𝑥, 𝑏) is extremum at 𝑥 = 𝑎 and 𝑓(𝑎, 𝑦) is
extremum at 𝑦 = 𝑏. Since 𝑓(𝑥, 𝑏) is a function of a single variable
𝜕𝑓
𝑥, a necessary condition for the zero at 𝑥 = 𝑎 that is (𝑎, 𝑏) = 0.
𝜕𝑥
Similarly a necessary condition for 𝑓(𝑎, 𝑦) to be extremum at 𝑦 =
𝜕𝑓
𝑏 is that 𝜕𝑦 (𝑎, 𝑏) = 0. Thus, we have the following result.

A necessary condition for 𝑓(𝑥, 𝑦) to have an extremum at a point


𝜕𝑓 𝜕𝑓
(𝑎, 𝑏) is that 𝜕𝑥 (𝑎, 𝑏) = 0and (𝑎, 𝑏) = 0.
𝜕𝑦
An extremum point of 𝑓(𝑥, 𝑦) is also called a stationary point or a
critical point.

Working procedure for finding Maxima and Minima of 𝒇(𝒙, 𝒚):

Given 𝒇 (𝒙, 𝒚)
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1. Find 𝑝, 𝑞, 𝑟, 𝑠, 𝑡
2. Solve 𝑝 = 0, 𝑞 = 0 simultaneously
3. Let the points be (𝑥1 , 𝑦1 ), (𝑥2 , 𝑦2 ) … .. .At each such point find
𝑟 𝑡 − 𝑠2.
4. At (𝑥1 , 𝑦1 )
𝑟 𝑡 − 𝑠 2 > 0, 𝑟 > 0 → point of minima and 𝑓(𝑥1 , 𝑦1 ) is
minimum value of the function
𝑟 𝑡 − 𝑠 2 > 0, 𝑟 < 0 → point of maxima and 𝑓(𝑥1 , 𝑦1 ) is
maximum value of the function
𝑟 𝑡 − 𝑠 2 < 0 → 𝑓(𝑥1 , 𝑦1 )is neither maximum nor minimum
and (𝑥1 , 𝑦1 ) is called saddle point
𝑟 𝑡 − 𝑠 2 = 0 → further investigation needed

Example
1. Show that 𝑧(𝑥, 𝑦) = 𝑥𝑦(𝑎 − 𝑥 − 𝑦), 𝑎 > 0, is maximum at the
point (𝑎/3, 𝑎/3).
Solution: For the given function,
𝜕𝑓 𝜕𝑓
we have 𝑝 = 𝜕𝑥 = 𝑦(𝑎 − 2𝑥 − 𝑦)𝑎𝑛𝑑 𝑞 = 𝜕𝑦 = 𝑥(𝑎 − 𝑥 − 2𝑦)
Solving 𝑝 = 0, 𝑞 = 0, we get (𝑎/3, 𝑎/3). Hence (𝑎/3, 𝑎/3) is a
critical point.
𝜕 2𝑓 𝜕 2𝑓
𝑟 = 2 =-2y, 𝑠 = =𝑎 − 2𝑥 − 2𝑦,
𝜕𝑥 𝜕𝑥𝜕𝑦
𝜕 2𝑓
𝑡 = 2 = −2𝑥 𝑎𝑛𝑑 𝑟𝑡 − 𝑠 2 = 4𝑥𝑦 − (𝑎 − 2𝑥 − 2𝑦)2
𝜕𝑦
𝑎 𝑎
At the point (3 , 3), 𝑟 < 0, and 𝑟𝑡 − 𝑠 2 > 0.

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𝑎 𝑎
It follows that 𝑓(𝑥, 𝑦) is maximum at the point (3 , 3). The
1
maximum value is (27) 𝑎3 .

2. Examine the following functions for extreme values 𝑓 = 𝑥 4 +


𝑦 4 – 2𝑥 2 + 4𝑥𝑦 – 2𝑦 2 .
Solution: Given 𝑓 = 𝑥 4 + 𝑦 4 – 2𝑥 2 + 4𝑥𝑦 – 2𝑦 2 .
𝑓𝑥 = 4𝑥 3 – 4𝑥 + 4𝑦, 𝑓𝑦 = 4𝑦 3 – 4𝑥 – 4𝑦
𝑓𝑥𝑦 = 4, 𝑓𝑥𝑥 = 12 𝑥 2 – 4, 𝑓𝑦𝑦 = 12𝑦 2 – 4
Solving 𝑓𝑥 = 0, 𝑓𝑦 = 0,
4𝑥 3 – 4𝑥 + 4𝑦 = 0 → (1) and 4𝑦 3 + 4𝑥 – 4𝑦 = 0 → (2)
Adding (1) & (2), we get 4 (𝑥 3 + 𝑦 3 ) = 0 ⇒ 𝑥 3 + 𝑦 3 = 0 so,
𝑦 = −𝑥
Substitute 𝑦 = −𝑥 in (1), we get
4𝑥 3 – 4𝑥 – 4𝑥 = 0 ⇒ 4𝑥 3 – 8𝑥 = 0
⇒ 𝑥 3 – 2𝑥 = 0 ⇒ 𝑥 (𝑥 2 – 2) = 0
⇒ 𝑥 = 0 & 𝑥2 – 2 = 0
⇒ 𝑥 = 0 & 𝑥 = ±√2 and 𝑦 = 0 & 𝑦 = ∓√2
∴ The critical points are (0,0), (+√2, −√2) and ( −√2 , +√2)

At (0,0):
𝑟 = 𝑓𝑥𝑥 (0,0) = − 4, 𝑠 = 𝑓𝑥𝑦 (0,0) = 4, 𝑡 = 𝑓𝑦𝑦(0,0)
= −4 𝑎𝑛𝑑 𝑟𝑡 − 𝑠 2 = (−4) (−4) − 16 = 0
⇒ further investigation needed.
At (±√𝟐,∓ √𝟐 ):
𝑟 = 𝑓𝑥𝑥(±√2, ∓ √2 ) = 24– 4 = 20 , 𝑠 = 𝑓𝑥𝑦(±√2, ∓ √2 )
= 4 > 0 𝑎𝑛𝑑 𝑡 = 𝑓𝑦𝑦(±√2, ∓ √2 ) = 20
2
∴ 𝑠 – 𝑟𝑡 = 16 – (20) (20) = 16 – 400 = −384 < 0
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MA211TC)
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⇒The function is minimum at (±√2, ∓ √2 ) and 𝑓𝑚𝑖𝑛 =


𝑓(±√2, ∓ √2 ) = −8

3. Find Maximum and Minimum of 2(𝑥 2 − 𝑦 2 ) − 𝑥 4 + 𝑦 4 .

Solution: Let 𝑢 = 2(𝑥 2 − 𝑦 2 ) − 𝑥 4 + 𝑦 4


𝜕𝑢 𝜕𝑢
For the stationary points = 0 and = 0.
𝜕𝑥 𝜕𝑦
𝑢𝑥 = 4𝑥 − 4𝑥 3 = 0 ⇒ 4𝑥(1 − 𝑥 2 ) = 0 ⇒ 𝑥 = 0, 1, −1
𝑢𝑦 − 4𝑦 + 4𝑦 3 = 0 ⇒ −4𝑦(1 − 𝑦 2 ) = 0 ⇒ 𝑦 = 0, 1, −1
Stationary points are
(0,0), (0,1), (0, −1), (1,0), (1,1), (1, −1), (−1,0), (−1,1) and
(−1, −1)
𝑟 = 𝑢𝑥𝑥 = 4 − 12𝑥 2 , 𝑠 = 𝑢𝑥𝑦 = 0, 𝑡 = 𝑢𝑦𝑦 = −4 + 12𝑦 2

Point 𝑟 𝑠 𝑡 𝑟𝑡 − 𝑠 2 𝑟 Nature of
the point
(0,0) 4 0 −4 < 0 >0 𝑆𝑎𝑑𝑑𝑙𝑒 𝑝𝑡
(0,1) 4 0 8 >0 >0 𝑀𝑖𝑛 𝑝𝑡
(0, −1) 4 0 8 >0 >0 𝑀𝑖𝑛 𝑝𝑡
(1,0) −8 0 −4 >0 <0 𝑀𝑎𝑥 𝑝𝑡
(1,1) −8 0 8 <0 <0 𝑆𝑎𝑑𝑑𝑙𝑒 𝑝𝑡
(1, −1) −8 0 8 <0 <0 𝑆𝑎𝑑𝑑𝑙𝑒 𝑝𝑡
(−1,0) −8 0 −4 >0 <0 𝑀𝑎𝑥 𝑝𝑡
(−1, 1) −8 0 8 <0 <0 𝑆𝑎𝑑𝑑𝑙𝑒 𝑝𝑡
(−1, −1) −8 0 8 <0 <0 𝑆𝑎𝑑𝑑𝑙𝑒 𝑝𝑡

𝑢 is maximum at (1,0), (−1,0), Maximum value is 1. 𝑢 is minimum


at (0,1), (0, −1), minimum value is −1
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MA211TC)
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4. A rectangle box, open at the top to have a volume of 32 cubic


units, what must be the dimension so that total surface area of the
box is a minimum.
Solution: Let 𝑥, 𝑦 and 𝑧 be the dimension of the box. (Length,
breadth and height of the box) Then Volume 𝑉 = 𝑥𝑦𝑧
Surface area is 𝑠 = 𝑥𝑦 + 2𝑦𝑧 + 2𝑧𝑥 = 192
32
Given 𝑉 = 32 so that 𝑥𝑦𝑧 = 32 ⇒ 𝑧 = 𝑥𝑦
32 32 64 64
𝑠 = 𝑥𝑦 + 2𝑦 + 2𝑥 = 𝑥𝑦 + + = 𝑓(𝑥, 𝑦)
𝑥𝑦 𝑥𝑦 𝑥 𝑦
64 64 64
𝑓𝑥 = 𝑦 − 𝑥 2 , 𝑓𝑦 = 𝑥 − 𝑦 2 , 𝑓𝑥 = 0, 𝑓𝑦 = 0 ⇒ 𝑦 − 𝑥 2 = 0, 𝑥−
64
=0
𝑦2
𝑥 2 𝑦 = 64, 𝑦 2 𝑥 = 64
⇒ 𝑥 2 𝑦 = 𝑦 2 𝑥 ⇒ 𝑥 = 𝑦 ⇒ 𝑥 2 𝑦 = 𝑥 3 = 64 ⇒ 𝑥 = 𝑦 = 4
Therefore (4, 4) is critical point.
128 128
𝑟 = 𝑓𝑥𝑥 = 3 𝑠 = 𝑓𝑥𝑦 = 1 𝑡 = 𝑓𝑦𝑦 = 3
𝑥 𝑦
At (4, 4)𝑟 = 2, 𝑠 = 1, 𝑡 = 2
𝑟𝑡 − 𝑠 2 = 4 − 1 = 3 > 0, r > 0.Therefore (4, 4) is minimum point.
Minimum volume 𝑓(4, 4) = 48.
Then dimensions of box which make surface area minimum are 𝑥 =
4, 𝑦 = 4 and 𝑧 = 2
5. Find Maximum and Minimum of 𝑥 3 + 𝑦 3 − 63(𝑥 + 𝑦) + 12𝑥𝑦.

Solution: Let 𝑓 = 𝑥 3 + 𝑦 3 − 63(𝑥 + 𝑦) + 12𝑥𝑦


𝑓𝑥 = 3𝑥 2 − 63 + 12𝑦, 𝑓𝑦 = 3𝑦 2 − 63 + 12𝑥
𝑠 = 𝑓𝑥𝑦 = 12, 𝑟 = 𝑓𝑥𝑥 = 6𝑥, 𝑡 = 𝑓𝑦𝑦 = 6𝑦
Solving fx= 0, fy = 0,
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𝑥 2 + 4𝑦 − 21 = 0 → (1) and 𝑦 2 + 4𝑥 − 21 = 0 → (2)


Subtracting, we get 𝑥 = 𝑦, 𝑥 + 𝑦 = 4
Putting 𝑥 = 𝑦 in (1), we obtain 𝑦 = −7, 3
Since 𝑥 = 𝑦, (−7, −7) and (3, 3) are stationary points.
Put 𝑥 = 4 − 𝑦 in (1) to obtain 𝑦 = 5, −1
Since 𝑥 = 4 − 𝑦, (−1, 5) and (5, −1) are stationary points.
Point 𝑟 𝑠 𝑡 𝑟𝑡 − 𝑠 2 𝑟 Nature of
the point
(−7, −7) −42 12 −42 > 0 >0 𝑀𝑎𝑥 𝑝𝑡
(3,3) 18 12 18 >0 >0 𝑀𝑖𝑛 𝑝𝑡
(−1,5) −6 12 30 <0 >0 𝑠𝑎𝑑𝑑𝑙𝑒
(5, −1) 30 12 −6 <0 <0 𝑠𝑎𝑑𝑑𝑙𝑒
∴ 𝑓 is maximum at (−7, −7) and the maximum value is 784.

𝑓 is minimum at (3, 3) and the minimum value is −216.

Exercise:

1) Find the extreme values of 𝑓 = 𝑥 3 𝑦 2 (1 – 𝑥 – 𝑦)


2) Examine the function 𝑓(𝑥, 𝑦) = 1 + 𝑠𝑖𝑛( 𝑥 2 + 𝑦 2 ) for
extremum.
3) Find the maxima and minima of the functions 𝑓 (𝑥, 𝑦) = 𝑥 3 +
𝑦 3 – 3𝑎𝑥𝑦, 𝑎 > 0 is a constant.
4) The temp T at any point (𝑥, 𝑦, 𝑧) in space is 𝑇 = 400𝑥𝑦𝑧 2 . Find
the highest temp on the surface of the unit sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 1.
5) Find the extreme values of 𝑓 = 𝑥 4 + 𝑦 4 − 2(𝑥 − 𝑦)2
6) Find the extreme values of 𝑓 = sin 𝑥 + sin 𝑦 + sin(𝑥 + 𝑦)
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MA211TC)
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1 1 1
ANS: (1) Maximum at (2 , 3), maximum value =432 .

(2) Minimum at (0,0), minimum value =1


(3) Minimum at (𝑎, 𝑎), minimum value = − 𝑎3
(4) 50
(5) Minimum at (√2, − √2), (−√2, √2), minimum value =
−8
𝜋 𝜋 3√3
6) Maximum at (3 , 3 ), maximum value = .
2

Lagrange Multiplier method or Constrained Extrema

In practical situations one often comes across problems of


determining extrema of functions of many variables with the
variables constrained by certain conditions. In other words one
requires maxima or minima of functions where the variables satisfy
certain equality or inequality conditions, called constraints.

This is a special method of obtaining stationary values of a function


of three independent variables when the variables are subject to
some conditions. Suppose it is required to find extrema of 𝑓(𝑥, 𝑦, 𝑧)
subject to the condition that 𝜑(𝑥, 𝑦, 𝑧) = 0

To find the values of 𝑥, 𝑦, 𝑧 for which 𝑓(𝑥, 𝑦, 𝑧) is stationary


(maximum or minimum):

1. Find an auxiliary function 𝐹(𝑥, 𝑦, 𝑧) defined by 𝐹(𝑥, 𝑦, 𝑧) =


𝑓(𝑥, 𝑦, 𝑧) + 𝜆𝜑(𝑥, 𝑦, 𝑧), where 𝜆 is a constant.

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𝜕𝐹 𝜕𝐹 𝜕𝐹
2. Determine the partial derivatives 𝜕𝑥 , 𝜕𝑦 , 𝜕𝑧 and equate each of
these to zero. Thus we obtain three equations of the form
𝐹1 (𝑥, 𝑦, 𝑧, 𝜆) = 0, 𝐹2 (𝑥, 𝑦, 𝑧, 𝜆) = 0, 𝐹3 (𝑥, 𝑦, 𝑧, 𝜆) = 0.
These equations together with the constrain gives a value for 𝜆. For
this value of 𝜆, find 𝑥, 𝑦, 𝑧. Then (𝑥, 𝑦, 𝑧) is a stationary point and
the corresponding value is the stationary value. This method of
obtaining stationary values of 𝑓(𝑥, 𝑦, 𝑧) is called the Lagrange’s
method of multipliers.

Examples:

1. The temperature at any point (𝑥, 𝑦, 𝑧) in space = 400𝑥𝑦 2 𝑧 . Find


the highest temperature at the surface of unit sphere 𝑥 2 + 𝑦 2 + 𝑧 2 =
1 using Lagrange’s method of undetermined multipliers.
Solution: Let 𝑓(𝑥, 𝑦, 𝑧) = 400𝑥𝑦 2 𝑧

∅(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + 𝑧 2 − 1
𝐹(𝑥, 𝑦, 𝑧) = 𝑓(𝑥, 𝑦, 𝑧) + 𝜆𝜑(𝑥, 𝑦, 𝑧)
𝐹(𝑥, 𝑦, 𝑧) = 400𝑥𝑦 2 𝑧 + 𝜆(𝑥 2 + 𝑦 2 + 𝑧 2 − 1) (1)
200𝑦 2 𝑧
𝐹𝑥 = 400𝑦 2 𝑧 + 2𝜆𝑥 = 0 ⟹ = −𝜆 (2)
𝑥
400𝑥𝑦𝑧
𝐹𝑦 = 800𝑥𝑦𝑧 + 2𝜆𝑦 = 0 ⟹ = −𝜆 (3)
𝑦
200𝑥𝑦 2
𝐹𝑧 = 400𝑥𝑦 2 + 2𝜆𝑧 = 0 ⟹ = −𝜆 (4)
𝑧

1 1 1
Solving (2),(3),(4), we get 𝑥 = ± 2 , 𝑦 = ± ,𝑧 = ±2
√2

1 1 1
The highest temperature is 𝑇 = 400𝑥𝑦 2 𝑧 = 400 × 2 × 2 × 2 = 50.

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2. A tank is in the form of a rectangular box open at the top. Find its
dimensions if its inner surface area is 192 m2 and maximum
capacity.

Solution: Let the length, breadth and height of the box be 𝑥, 𝑦, 𝑧


meters respectively. Then volume 𝑉 = 𝑥𝑦𝑧 . It is given that 𝑥𝑦 +
2𝑦𝑧 + 2𝑧𝑥 = 192.
To determine 𝑥, 𝑦, 𝑧 so that 𝑉, subject to the condition, is maximum.

𝑉 = 𝑥𝑦𝑧 + 𝜆(𝑥𝑦 + 2𝑦𝑧 + 2𝑧𝑥 − 192)


𝜕𝑉 𝜕𝑉 𝜕𝑉
At the stationary points, 𝜕𝑥 = 0, 𝜕𝑦 = 0, 𝜕𝑧 = 0.
𝑦𝑧 + 𝜆(𝑦 + 𝑧) = 0 (1)
𝑧𝑥 + 𝜆(𝑦 + 2𝑧) = 0 (2)
𝑥𝑦 + 𝜆(2𝑦 + 2𝑥) = 0 (3)
𝑥𝑦 + 2𝑦𝑧 + 2𝑧𝑥 = 192 (4)
Solving (1), (2), (3) we get 𝑥 = −4𝜆, 𝑦 = −4𝜆, 𝑧 = −2𝜆,
from (4), 𝜆 = −2, 𝑥 = 8, 𝑦 = 8, 𝑧 = 4;
(𝜆 = −2 is not admissible because this give 𝑥, 𝑦, 𝑧 < 0).
Thus, for 𝑉 to be maximum, length = 8m, breadth = 8, and height =
4m with volume = 256m3.

3) A rectangle box open at the top to have volume of 32 cubic units,


what must be dimension so that total surface area of the box is a
minimum?
Solution:
𝑓(𝑥, 𝑦, 𝑧) = (𝑥𝑦 + 2𝑦𝑧 + 2𝑧𝑥) + 𝜆(𝑥𝑦𝑧 − 32)
𝜕𝑓 𝜕𝑓 𝜕𝑓
At the stationary points, 𝜕𝑥 = 0, 𝜕𝑦 = 0, 𝜕𝑧 = 0.
𝑦 + 2𝑧 + 𝜆(𝑦𝑧) = 0, 𝑥 + 2𝑧 + 𝜆(𝑥𝑧) = 0, 2𝑦 + 2𝑥 + 𝜆(𝑥𝑦) = 0
Solving the above equations, we get 𝑥 = 𝑦 = 2𝑧
Given: 𝑉 = 𝑥𝑦𝑧 = 32⇒𝑥 3 = 64 ⇒ 𝑥 = 4
∴ 𝑦 = 4, 𝑧 = 2
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MA211TC)
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Department of Mathematics

4) In economics, a Cobb-Douglas equation is used to compute total


production 𝑌 as a function of labor input 𝐿 and capital input 𝐾. One
such equation is 𝑌 = 32𝐿0.6 𝐾 0.4 . Maximize production subject to
the constraint 4𝐿 + 2𝐾 = 50.
Solution: 𝑓(𝐿, 𝐾) = 32𝐿0.6 𝐾 0.4 , 𝜙(𝐿, 𝐾) = 4𝐿 + 2𝐾 − 50
𝐹(𝐿, 𝐾) = 32𝐿0.6 𝐾 0.4 + 𝜆(4𝐿 + 2𝐾 − 50) − −(1)
𝐹𝐿 = 32 × 0.6 𝐿−0.4 𝐾 0.4 + 4𝜆 = 0 ⇒ 4.8𝐿−0.4 𝐾 0.4 = −𝜆 → (2)
𝐹𝐾 = 32 × 0.4 𝐿0.6 𝐾 −0.6 + 2𝜆 = 0 ⇒ 6.4𝐿0.6 𝐾 −0.6 = −𝜆 → (3)
4
Equating (2) and (3) and solving we get 𝐾 = 3 𝐿
8
Substituting in constraint we get 4𝐿 + 3 𝐿 = 50 ⇒ 𝐿 = 7.5
4
⇒𝐾 = 3 𝐿 = 10.
Thus maximum occurs at 𝐾 = 10, 𝐿 = 7.5 . Maximum production
is 𝑓(7.5, 10) = 269.27 units

Exercise:
1. A tent on a square base of side x has its four sides vertical, of
height y and top in the form of a regular pyramid of height h.
If the capacity of the tent is given, find 𝑥 and 𝑦 in terms of h
in order that the canvas required for its construction is to be a
minimum using Lagrange’s multiplier method.
2. Find the dimensions of the largest rectangular parallelepiped
𝑥2 𝑦2 𝑧2
that can be enclosed in the ellipsoid 𝑎2 + 𝑏2 + 𝑐 2 = 1 using
Lagrange’s multiplier method.
3. Find the maximum and minimum distances of the point
(3,4,12) from the sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 1.
4. An aquarium with rectangular sides and bottom, open at the
top is to hold 108 litres of water. Using Lagrange’s
multiplier method estimate the dimensions of the same so

Fundamentals of Linear Algebra, Calculus and Numerical Methods (MA211TC)


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Department of Mathematics

that it will use the least amount of material for its


construction.
ℎ 𝑎 𝑏 𝑐
ANS: 1. 𝑥 = √5ℎ, 𝑦 = 2 2. 𝑥 = ,𝑦 = ,𝑧 = .
√3 √3 √3
3. Min distance =12, Max distance=14
4. 𝑥 = 𝑦 = 0.6, 𝑧 = 0.3

Video Links:
1. Partial derivatives
https://www.youtube.com/watch?v=P43qNhCj1Gg
https://www.youtube.com/watch?v=Q8mbXy0oJj8

2. Jacobian
https://www.khanacademy.org/math/multivariable-
calculus/multivariable-derivatives/jacobian/v/the-jacobian-matrix

3. Multivariable Maxima and Minima


https://www.khanacademy.org/math/multivariable-
calculus/applications-of-multivariable-derivatives/optimizing-
multivariable-functions-videos/v/multivariable-maxima-and-minima

4. Lagrange Multipliers
https://www.youtube.com/watch?v=ry9cgNx1QV8
https://www.youtube.com/watch?v=hSmQNtlE4wI&list=PLpklq
hIbn1jr99Mjs8fUhKLSQ9uR-Pf35

Disclaimer: The content provided is prepared by department of


Mathematics for the specified syllabus by using reference books
mentioned in the syllabus. This material is specifically for the use of
RVCE students and for education purpose only.

Fundamentals of Linear Algebra, Calculus and Numerical Methods (MA211TC)


42

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