Unit-III - Multivariable Functions and Partial Differentiation (2024) (Updated)
Unit-III - Multivariable Functions and Partial Differentiation (2024) (Updated)
Introduction:
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.
𝜕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)
Examples:
𝜕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)
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).
(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
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MA211TC)
5
Department of Mathematics
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)
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)
2𝑥𝑦
Solution: Differentiating 𝑢 = 𝑡𝑎𝑛−1 (𝑥 2 −𝑦 2) partially with respect
to x,
𝜕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).
(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.
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
𝜕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
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
𝜕𝑓⁄
𝜕𝑓 𝜕𝑓 𝑑𝑦 𝑑𝑦 ( 𝜕𝑥)
and hence 0 = 𝜕𝑥 + 𝜕𝑦 𝑑𝑥 , so that 𝑑𝑥 = − 𝜕𝑓 . (5)
( ⁄𝜕𝑦)
𝜕𝑧 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑧 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
= 𝜕𝑥 𝜕𝑢 + 𝜕𝑦 𝜕𝑢 & 𝜕𝑣 = 𝜕𝑥 𝜕𝑣 + 𝜕𝑦 𝜕𝑣 .
𝜕𝑢
Examples:
𝜕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
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
(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
𝜕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) .
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MA211TC)
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𝜕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
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
𝜕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),
Jacobians:
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.
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MA211TC)
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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
𝑥𝑟 𝑥𝜃 𝑥𝜙
𝜕(𝑥,𝑦,𝑧)
Solution:𝐽=𝜕(𝑟,𝜃,𝜙)=|𝑦𝑟 𝑦𝜃 𝑦𝜙 |=
𝑧𝑟 𝑧𝜃 𝑧𝜙
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
𝜕(x, y) 𝑥𝑢 𝑥𝑣 1 − 𝑣 −𝑢
Solution: J = = |𝑦 𝑦𝑣 |=| 𝑣 | = 𝑢(1 − 𝑣) + 𝑢𝑣 =
𝜕(u,v) 𝑢 𝑢
𝑢.
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
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
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.
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.
Given 𝒇 (𝒙, 𝒚)
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MA211TC)
32
Department of Mathematics
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.
𝑎 𝑎
It follows that 𝑓(𝑥, 𝑦) is maximum at the point (3 , 3). The
1
maximum value is (27) 𝑎3 .
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)
34
Department of Mathematics
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
Exercise:
1 1 1
ANS: (1) Maximum at (2 , 3), maximum value =432 .
𝜕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:
∅(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.
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.
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
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
4. Lagrange Multipliers
https://www.youtube.com/watch?v=ry9cgNx1QV8
https://www.youtube.com/watch?v=hSmQNtlE4wI&list=PLpklq
hIbn1jr99Mjs8fUhKLSQ9uR-Pf35