1.1 Partial Differentiation, Euler's Theorem
1.1 Partial Differentiation, Euler's Theorem
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
. 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
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
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:
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:
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
Multiplying by y, we get
2 2
z z z
xy y2 (n 1) y .......................(3)
x y y2 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
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:
Now, we can express z as s function of t alone by substituting the values of x and y in f(x, y).
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