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1.1 Partial Differentiation, Euler's Theorem

This document covers the concept of partial differentiation, including how to differentiate functions with respect to multiple variables, and the continuity of functions of two variables. It provides definitions, examples, and theorems related to partial derivatives, including homogeneous functions and their properties. Additionally, it discusses the geometric representation of partial derivatives and includes various problems for practice.
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0% found this document useful (0 votes)
26 views12 pages

1.1 Partial Differentiation, Euler's Theorem

This document covers the concept of partial differentiation, including how to differentiate functions with respect to multiple variables, and the continuity of functions of two variables. It provides definitions, examples, and theorems related to partial derivatives, including homogeneous functions and their properties. Additionally, it discusses the geometric representation of partial derivatives and includes various problems for practice.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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PARTIAL DIFFERENTIATION

OBJECTIVES
At the end of this lesson students should be able to
understand the concept of partial differentiation.
differentiate a function partially with respect to each of its variables in turn.
homogeneous functions.
find the partial derivatives of implicit and composite functions.
apply the concept of partial differentiation in calculating the errors and approximations

1. INTRODUCTION
In many applications in science and engineering, a function of interest depends on multiple
variables. For instance, the ideal gas law p = RT states that the pressure p is a function of both
its density , and its temperature, T. (The gas constant R is a material property and not a

variable). Consider volume of a container in the shape of a right circular cone: V = 1 2


3
Here the volume V depends on the two quantities r and h, representing the base radius and
altitude of the cone respectively. These are simple example of a function of more than one
variable.
The process of taking the derivative, with respect to a single variable, and holding constant all
of the other independent variables, is called finding (or, taking) a partial derivative. Partial
derivatives are distinguished from ordinary derivatives by using a instead of a d.

2. FUNCTION OF TWO VARIABLES


Let D be a region in the xy plane. Suppose that f is a function that associates every (x, y) D,
with a unique real number z. We write z = f(x, y) and we call z, a function two variables x and
y. The variables x and y are called independent variables and z is called the dependent variable.

3. NEIGHBOURHOOD OF A POINT (a, b)


Let be any positive number. The points (x, y) such that a b y b
determine a square bounded by the lines x = a Its centre is at
the point (a, b). This square is called a neighbourhood of the point (a, b). Thus the set
x, y : a is a neighbourhood of the point (a, b).

4. CONTINUITY OF A FUNCTION OF TWO VARIABLES.


We shall briefly introduce the concept of a continuous function in two variables. A real valued
function w = f(x, y) defined on a region D of the xy-plane is said to be continuous at a point
(x0, y0) D if lim f x,y = f x 0 ,y0 .
x,y x 0 ,y0

If f is continuous at every point in D, it is said to be continuous on D.


xy
, if x,y 0,0
Example 1. Let f x,y = x 2 +y2
0, if x,y = 0,0

. Then
xy
rcos
x 2 +y2

xy
lim = 0 f 0,0 . Therefore, the function is continuous at the origin.
x,y 0,0
x 2 +y 2

xy
2
, if x,y 0,0
2
Example 2. Let f x,y = x +y
0, if x,y = 0,0

Suppose that (x, y) approaches (0, 0) along the line y = x. Then


1
lim f x,y = lim f x,x
x,y
y=x
0,0 x 0 2

1
lim f x,y = lim f x,-x
x,y
y= x
0,0 x 0 2

Therefore, the limit does not exist and the function is not continuous at the origin.
Remark: In order for the limit in lim f x,y = f x 0 ,y0 to exist, f(x, y) must approach
x,y x 0 ,y0

f(x0, y0) for each and every path of approach of (x, y) to (x0, y0).
5. PARTIAL DERIVATIVES
Let z = f (x, y) be a function of two variables x and y. Then
lim f a+h, b f a, b
,
h 0 h
if it exists, is said to be the first order partial derivative of f w.r.t x at (a, b) and is denoted by
z
or f x a, b .
x a, b

Similarly,
lim f a, b + k f a, b
,
k 0 k
if it exists, is said to be the first order partial derivative of f w.r.t y at (a, b) and is denoted by
z
or f y a,b .
y a,b

If the partial derivatives of f exist at each point in the domain of definition of f, then they are
given by
z lim f(x+ x, y) f(x, y) fx
x x 0 x
z lim f(x, y+ y) f(x, y) fy
y y 0 y
Example 3: Let z = f(x, y) = x3+ y3- 3xy. Then
z z
3x 2 3 y , 3 y 2 3x.
x y
We see that fx and fy are functions of x and y again and hence may be differentiable wr.t x and
w.r.t y. If the partial derivatives exist, they are called the second order partial derivatives ad are
given as follows:
2 2
z z z z
2
f xx , f xy ,
x x x y x y x
2 2
z z z z
f yx , 2
f yy .
x y x y y y y

In a similar way one can define third and higher order partial derivatives.
Note: The two second partial derivatives fxy and fyx above, the ones with one partial derivative
with respect to x and one with respect to y, are called mixed partial derivatives. If the partial
order derivatives are continuous then the mixed partial derivatives are equal i.e., the order in
which we differentiate f is immaterial. For instance
fxy= fyx; fxxy= fxyx= fyxx, fxyy= fyyx= fyxy.
Remark: Just because the order of partial differentiation doesn't (typically) matter as far as the
final resulting higher-order partial derivative is concerned, that doesn't mean that calculating
the partial derivatives in different orders is equally easy. For example, consider

5y
e x cos x tan 1 x
f ( x, y ) xe
1 log x
If you want to calculate the second partial derivative of f, once with respect to x and once with
respect to y, it would be a painful waste of time to calculate f/ x first. If this isn't obvious to
you, you should think about it until it's clear.
What you want to do is calculate the partial derivative with respect to y first, since, then, the
entire right-hand ugly expression will disappear. Hence, we find that
2
f f
5 xe5 y 5e5 y .
y x x y x

6. GEOMETRICAL REPRESENTATION OF PARTIAL DERIVATIVES OF THE


FIRST ORDER.
The derivative of a one-variable function can be interpreted graphically as the slope of the
tangent line. Is there also a way to interpret the partial derivatives graphically? Yes.
Geometrically the function z = f(x,y) represents a surface. Then fx(a,b) denotes the tangent of
the angle which the tangent to the curve , in which the plane y = b parallel to the ZX plane cuts
the surface at the point P(a,b, f(a,b)), makes with X-axis.
Similarly, fy(a, b) denotes the tangent of the angle which the tangent to the curve, in which the
plane x = a parallel to the ZY plane cuts the surface at the point P(a,b, f(a,b)), makes with Y-
axis.
Example 4: Find z/ x and z / y if xy + yz + zx = 1.
Solution: xy + yz + zx 1= 0 (1)
Differentiating (1) partially w.r.to x, we get
z z
y+y z x 0
x x
z y z
x x y

Differentiating (1) partially w.r.to y, we get


z z
x+y z x 0
y y

z x z
y x y
2 2
u u 1 x
Example 5 : Verify where u sin
x y y x y
2
u x u y
Solution : , 3
y y y 2
x 2 x y
y2 x2 2

2
u 1 u y
, 3
x y 2
x 2 y x 2 2 2
y x
2 2
u u
x y y x

z z
Example 6 : If z = e ax+by f ax by prove that b a 2abz.
x y
z
Solution : aeax+by f ax by ae ax+by f ax by
x
z
beax+by f ax by beax+by f ax by
y
z z
b a 2abz.
x y
2 2
2 2 2 u u 1
Example 7 : If u = f r where r = x + y prove that 2 f r f r
x y2 r
u u r x
Solution : f r
x r x r
2
u 1 x2 f r x2 f r
f r
x2 r r3 r2
2
u 1 y2 f r y2 f r
similarly, f r
y2 r r3 r2
2 2
u u 1
f r f r
x2 y2 r

Example 8: If
y x
u x 2 tan 1
y 2 tan 1
; xy 0
x y

prove that
2
u x2 y2
.
x y x2 y2

Solution:
u 1 1 x 1 x
x2 2 y tan 1
y2
y y2 x y 2
x y2
1 2 1 2
x y
x3 xy 2 1 x
= 2 2
2 y tan
x y x2 y2 y
1 x
=x 2 y tan .
y
2
u u
x y x y
1 1 x2 y2
= 1 2y .
x2 y x2 y2
1+ 2
y

PROBLEMS:

z z 1 x2 y2
1. Find and if z tan
x y x y
1
- u u 2 3
2. If u = 1-2xy+y 2 2 , prove that x y yu
x y
y z x u u u
3. If u = + + show that x y z 0
z x y x y z
2 2
u u x2 y2
4. Verify where u log
x y y x xy
2
2 2 z z z z
5. If z x + y = x + y show that 4 1
x y x y

7. HOMOGENEOUS FUNCTIONS:

A function z = f(x, y) is said to be a homogeneous function of degree n in x and y if we can

write

y x
z xn yn .
x y
Example 1:
x 3 y3
Let f(x, y) = . Then .
x y
3
3 y
x 1
x 3
y 3 x y
f ( x, y ) x2
x y y x
x 1
x
Thus f(x, y) is a homogeneous function of degree 2.

Example 2:
y
Let f(x, y) = x 3 y3 log y y 3 log x x 2 y sin . Then
x
y y
f ( x, y ) x3 y 3 log x 2 y sin
x x
3
y y y y
= x3 1 log sin
x x x x
y
= x3 .
x

8 HOMOGENEOUS FUNCTIONS:

Statement: If z = f(x, y) is a homogeneous function of degree n in x and y then


z z
x y nz , x, y in the domain of of f.
x y

Proof: Since z is a homogeneous function of degree n in x and y, we can express it in the form
y
z xn
x .

z y 1 y
xn ' y 2
nx n 1
x x x x
z y 1
xn ' .
y x x
Hence,
z z y
x y nx n xn 1
y ' y ' nz .
x y x

Corollary: If z is a homogeneous function of degree n, then


2 2 2
z z z
x2 2
2 xy y2 n(n 1) z.
x x y y2
Proof:

Since z is a homogeneous function of degree n, we have


z z
x y nz ...........................(1)
x y

Differentiate equation (1) partially with respect to x, we get


2 2
z z z z
x 2
y n .
x x x y x
Multiplying by x, we get
2 2
z z z
x2 2
xy (n 1) x .................(2)
x x y x

Differentiate equation (1) partially with respect to y, we get


2 2
z z z z
x y 2
n
x y y y y

Multiplying by y, we get
2 2
z z z
xy y2 (n 1) y .......................(3)
x y y2 y

Adding equation (1) and (2), we get


2 2 2
2 z z 2 z z z
x 2
2 xy y 2
(n 1) x y n(n 1) z.
x x y y x y

Example 1:

1 x 1 y
z sin tan .
y x

Solution:

1 y y
z x0 sin 1
tan 1
x0 .
y x x
x
Hence z is homogeneous function of degree n = 0.
z 1 1 1 y
. 2
. 2
x x
2 y y x
1 1
y x

1 y
2
.
y 2
x 2 x y2

Similarly,
z 1 x x
2
y y 2
x 2 y x y2
z z
x y 0 nz.
x y
Hence verified.

Example 2: If

1 x y
u sin
x y

show that
z z 1
x y tan u.
x y 2

Solution:
Let z sin u. Then
y
x 1
x y x 1 y
z x 2 .
x y y x
x 1
x

z z 1
x y nz sin u.
x y 2
(sin u ) (sin u ) 1
x y sin u.
x y 2
u u 1
cos u x cos u y sin u.
x y 2
u u 1
x y tan u.
x y 2

Example 3: If
1
2
1 x y
u cos ec 3
x 3 y

prove that
2 2 2
u u u tan u 13 tan 2 u
x2 2 xy y2 .
x2 x y y2 12 12 12

Solution: Let

z z 1
x y z
x y 12
u u 1
x cos ecu cot u y cos ecu cot u cos ecu
x y 12
u u 1 cos ecu 1
x y tan u ................(1)
x y 12 cos ecu cot u 12

Differentiate equation (1) partially with respect to x, We get


2 2
u u 1 u
x y 1 sec2 u
x2 x y 12 x
Multiplying by x, we get
2 2
2 u u 1 u
x xy 1 sec2 u x ...................(2)
x2 x y 12 x
Differentiate equation (1) partially with respect to y, We get
2 2
u u 1 u
x y 1 sec2 u .
x y y2 12 y
Multiplying by y, we get
2 2
u 2 u 1 u
xy y 1 sec2 u . y ...................(3)
x y y2 12 y
Adding equation (2) and (3), we get
2 2 2
2 u u 2 u 1 u u
x 2 xy y 1 sec2 u x y
x2 x y y2 12 x y

1 1
1 1 tan 2 u tan u
12 12
1 13 tan 2 u
tan u
12 12 12

Exercise :

1.
(i) z = ax2 + 2hxy + by2 (ii) z = (x2 + xy + y2)-1.
x2 y2 u u
2. If u log then show that x y 1.
x y x y
1 x3 y 3 u u
3. If u tan then show that x y sin 2u.
x y x y

1 x3 y3 2
u u 2 2
u
4. If u tan then show that x 2 2 2 xy y2 1 4sin 2 u sin 2u.
x y x x y y2
1 x3 y3 2
2
u u 2
2
2
u 1
5. If u tan then show that x 2 xy y tan3 u tan u .
x y x2 x y y2 4

9. TOTAL DERIVATIVES:

Let z = f(x, y).Then the total differential dz is defined as


z z
dz dx dy.
x y
10. COMPOSITE FUNCTIONS:

A function of a function is called a composite function.

Let z = f(x, y) where x = (t) and y = (t).

Now, we can express z as s function of t alone by substituting the values of x and y in f(x, y).

Then z is a composite function of t.

Thus the ordinary derivative dz/dt which is called the total derivative of and is given by,
dz z dx z dy
.
dt x dt y dt

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