Unit-3 Multivariable Fucntion and Partial Differentiation (Theory)
Unit-3 Multivariable Fucntion and Partial Differentiation (Theory)
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
The first order partial derivative of z with respect to y, denoted by 𝜕𝑦or
𝜕𝑓 𝜕𝑧 𝑓(𝑥,𝑦+𝛿𝑦)−𝑓(𝑥,𝑦)
or zy or fy or q is defined as𝜕𝑦 = 𝑙𝑖𝑚 provided the
𝜕𝑦 𝛿𝑦→0 𝛿𝑦
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 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).
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)
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MAT211AT)
4
Department of Mathematics
(3)
1 𝜕 𝜕𝜃 𝜕𝜃
Given 𝑟 2 𝜕𝑟 (𝑟 2 𝜕𝑟 ) = , equation (1) and (2) yield,
𝜕𝑡
3 𝑟2 −𝑟2 𝑟2 −𝑟 2
(− 𝑡 𝑛−1 + 𝑡 𝑛−2 ) 𝑒 4𝑡 = (𝑛𝑡 𝑛−1 + 𝑡 𝑛−2 ) 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. If𝒛 = 𝒆𝒂𝒙+𝒃𝒚 𝒇(𝒂𝒙 − 𝒃𝒚), prove that𝒃 𝝏𝒙 + 𝒂 𝝏𝒚 = 𝟐𝒂𝒃𝒛
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 1 (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: Consider𝑢 = 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)}
𝜕𝑟
(1)
𝜕𝑢
and𝜕𝜃 = 𝑒 𝑟 𝑐𝑜𝑠 𝜃 {− 𝑠𝑖𝑛(𝑟 𝑠𝑖𝑛 𝜃) (𝑟 𝑐𝑜𝑠 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}
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)}
𝜕𝑣
(3)𝜕𝜃 = 𝑒 𝑟 𝑐𝑜𝑠 𝜃 {𝑐𝑜𝑠(𝑟 𝑠𝑖𝑛 𝜃) (𝑟 𝑐𝑜𝑠 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), = , and from equations (2)
𝜕𝑟 𝑟 𝜕𝜃
𝜕𝑣 1 𝜕𝑢
and (3) 𝜕𝑟 = − 𝑟 𝜕𝜃.
Examples:
𝝏𝟐 𝒖 𝝏𝟐 𝒖
For the following functions, verify that𝝏𝒙𝝏𝒚 = 𝝏𝒚𝝏𝒙, where𝒖 =
𝒇(𝒙, 𝒚).
1.𝑢 = 𝑥 𝑦
𝑦
2.𝑢 = 𝑠𝑖𝑛−1 ( ⁄𝑥)
3.𝑢 = 𝑒 𝑥 (𝑥 𝑠𝑖𝑛 𝑦 − 𝑦 𝑠𝑖𝑛 𝑦)
𝜕 𝜕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. Differentiating𝑢 = 𝑠𝑖𝑛−1 ( ⁄𝑥) partially with respect to
x,
𝜕𝑢 1 −𝑦 −𝑦
= ( ⁄𝑥 2 ) =
𝜕𝑥 2 𝑥√𝑥 2 − 𝑦 2
√ 1 − (𝑦 )
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. If𝑢 = 𝑡𝑎𝑛−1 (𝑥 2 −𝑦 2), prove that 𝜕𝑥 2 + 𝜕𝑦 2 = 0
2𝑥𝑦
Solution: Differentiating𝑢 = 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 2 Differentiating partially this with respect to x,
𝜕𝑥 +𝑦 2 )
𝜕 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 2 𝜕𝑥 𝑥 2 +𝑦 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 + + = 0 is known as Laplace’s
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
equation in three dimensions where 𝑢 = 𝑢(𝑥, 𝑦, 𝑧).
(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
𝜕𝑢 𝜕2𝑢
3. If 𝑢 = 𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥, find the value of ‘c’ such that = 𝑐 2 𝜕𝑥 2
𝜕𝑡
−2𝑡
Solution: Differentiating𝑢 = 𝑒 𝑐𝑜𝑠 3 𝑥, partially with respect to t
𝜕𝑢 −2𝑡
= −2𝑒 𝑐𝑜𝑠 3 𝑥 (1)
𝜕𝑡
−2𝑡
Next, differentiating 𝑢 = 𝑒 𝑐𝑜𝑠 3 𝑥 partially with respect to x,
𝜕𝑢
= −3𝑒 −2𝑡 𝑠𝑖𝑛 3 𝑥
𝜕𝑥
Again, differentiating partially with respect to x,
𝜕 2𝑢 −2𝑡
2
= −9𝑒 𝑐𝑜𝑠 3 𝑥
𝜕𝑥
𝜕𝑢 𝜕2𝑢
∴ = 𝑐 2 𝜕𝑥 2 ⇒ −2𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥 = 𝑐 2 9𝑒 −2𝑡 𝑐𝑜𝑠 3 𝑥 ⇒ 𝑐 2 =
𝜕𝑡
2 2
(9)or𝑐 = √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.
𝜕2𝑢 𝜕2 𝑢
5. If 𝑢 = 𝑓(𝑟), where𝑟 = √𝑥 2 + 𝑦 2 + 𝑧 2 , show that 𝜕𝑥 2 + 𝜕𝑦 2 +
𝜕2𝑢 2
= 𝑓 11 (𝑟) + 𝑟 𝑓 1 (𝑟)
𝜕𝑧 2
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, differentiating𝑢 = 𝑓(𝑟), partially with respect to x,
𝜕𝑢 𝜕𝑟 𝜕𝑟 𝑥
= 𝑓 1 (𝑟) 𝜕𝑥as𝜕𝑥 = (𝑟 ),
𝜕𝑥
𝜕𝑢 𝑥
= 𝑓 1 (𝑟) ( )
𝜕𝑥 𝑟
𝜕𝑢 𝑓 1 (𝑟)
Differentiating 𝜕𝑥 = 𝑥 { }partially with respect to x,
𝑟
2
𝜕 𝑢 1 11 𝜕𝑟 1
1 𝜕𝑟 𝑓 1 (𝑟)
= 𝑥 { 𝑓 (𝑟) + 𝑓 (𝑟) (− 2 ) } +
𝜕𝑥 2 𝑟 𝜕𝑥 𝑟 𝜕𝑥 𝑟
𝜕2𝑢 1 𝑥 1 𝑥 𝑓 1 (𝑟)
i.e. 𝜕𝑥 2 = 𝑥 {𝑟 𝑓 11 (𝑟) (𝑟 ) + 𝑓 1 (𝑟) (− 𝑟 2 ) (𝑟 )} + 𝑟
𝜕2 𝑢 𝑥 𝑓 11 (𝑟) 𝑓 1 (𝑟) 𝑓 1 (𝑟)
or 𝜕𝑥 2 = 𝑥 (𝑟 ) { − }+
𝑟 𝑟2 𝑟
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MAT211AT)
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𝜕2𝑢 𝑥2 𝑓 1 (𝑟) 𝑥2
= 𝑓 11 (𝑟) + {1 − } (1)
𝜕𝑥 2 𝑟2 𝑟 𝑟2
𝜕2𝑢 𝑦2 𝑓 1 (𝑟) 𝑦2
= 𝑓 11 (𝑟) + {1 − } (2)
𝜕𝑦 2 𝑟2 𝑟 𝑟2
Similarly,
𝜕2𝑢 𝑧2 𝑓 1 (𝑟) 𝑧2
= 𝑟 2 𝑓 11 (𝑟) + {1 − } (3)
𝜕𝑧 2 𝑟 𝑟2
Adding equations. (1), (2) and (3)
𝜕 2𝑢 𝜕 2𝑢 𝜕 2𝑢
+ +
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
𝑓 11 (𝑟) 2
= (𝑥 + 𝑦 2 + 𝑧 2 )
𝑟2
𝑓 1 (𝑟) 𝑥2 + 𝑦2 + 𝑧2
+ {3 − }
𝑟 𝑟2
𝑓 1 (𝑟) 𝑓 1 (𝑟)
= 𝑓 11 (𝑟) + (3 − 1) = 𝑓 11 (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 )
(iii)𝑧 = 𝑙𝑜𝑔(𝑥 𝑠𝑖𝑛 𝑦 + 𝑦 𝑠𝑖𝑛 𝑥)
𝑦 𝜕2𝑢 𝑥 2 −𝑦 2
2. If𝑢 = 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. If𝑧 = 𝑥 , show that (𝜕𝑥 − 𝜕𝑦) = 4 (1 − 𝜕𝑥 − 𝜕𝑦)
+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. If𝑢 = 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) ]
(5)
z f x f y &𝜕𝑧 = 𝜕𝑓 𝜕𝑥 + 𝜕𝑓 𝜕𝑦.
= + 𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣
u x u y u
Similarly, if 𝑧 = 𝑓(𝑢, 𝑣) are functions of u and v and if𝑢 = 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 .
= + 𝜕𝑦 𝜕𝑢 𝜕𝑦 𝜕𝑣 𝜕𝑦
x u x v x
Note:
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MAT211AT)
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Examples:
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 )
𝑦
(ii) Consider𝑧 = 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 𝑑𝑡 = 𝜕𝑥 𝑑𝑡 + 𝜕𝑦 𝑑𝑡 (see equation (2))
−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
𝒅𝒚
3. Find (𝒅𝒙) if
(i) 𝒙𝒚 + 𝒚𝒙 =c
(ii) 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
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MAT211AT)
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z z x z y z z
= + = (− r sin ) + (r cos )
x y x y
𝜕𝑧 𝜕𝑧
= 𝑥− 𝑦
𝜕𝑥 𝜕𝑦
𝝏𝒖 𝝏𝒖 𝝏𝒖
5. (i) If 𝒖 = 𝒇(𝒙𝒛, 𝒚/𝒛) then show that𝒙 𝝏𝒙 − 𝒚 𝝏𝒚 − 𝒛 𝝏𝒛 = 𝟎
𝜕𝐻 𝜕𝐻 𝜕𝐻
(ii) If 𝐻 = 𝑓(𝑥 − 𝑦, 𝑦 − 𝑧, 𝑧 − 𝑥), show that 𝜕𝑥 + 𝜕𝑦 + =
𝜕𝑧
0Solution:
𝑦
(i) Let 𝑢 = 𝑓(𝑣, 𝑤), where 𝑣 = 𝑥𝑧 and𝑤 = ⁄𝑧
𝜕𝑣
= 𝑧,
𝜕𝑣
= 0,
𝜕𝑣
= 𝑥 &
𝜕𝑤
= 0,
𝜕𝑤
= 1⁄ ,𝜕𝑤 = −𝑦⁄
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝑧 𝜕𝑧 𝑧2
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
𝜕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
6. The length and breadth of a rectangle are increasing at the rate of
1.5cm/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 𝑑𝑡 = 0.5𝑐𝑚/𝑠𝑒𝑐
dt
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.
7. If 𝑧 = 𝑓(𝑢, 𝑣) and 𝑢 = 𝑎𝑥 + 𝑏𝑦, 𝑣 = 𝑎𝑦 − 𝑏𝑥, show that
𝝏𝟐 𝒛 𝝏𝟐 𝒛 𝟐 𝟐
𝝏𝟐 𝒛 𝝏𝟐 𝒛
+ = (𝒂 + 𝒃 ) ( 𝟐 + 𝟐 )
𝝏𝒙𝟐 𝝏𝒚𝟐 𝝏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
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 denoted
𝑥
𝜕(𝑢,𝑣)
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 then
(u , v) 𝜕(𝑢,𝑣) 𝜕(𝑟,𝑠)
= .
( 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.
Examples:
𝜕(𝑥,𝑦)
1. If x = r cosθ, y = r sinθ find𝜕(𝑟,𝜃).
Solution: By definition we have
xr x cos − r sin
𝜕(𝑥,𝑦)
J =𝜕(𝑟,𝜃)= = =r
yr y sin r cos
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 J1 = of these functions is 1/r and
𝜕(x,y)
therefore JJ1 =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
𝜕(𝑢,𝑣,𝑤)
3.If𝑢 = 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
𝜕(x, y) 𝑥𝑢 𝑥𝑣 1 − 𝑣 −𝑢
Solution: J = 𝜕(u,v) = |𝑦 𝑦𝑣 |=| 𝑣 | = u(1-v) + uv = u.
𝑢 𝑢
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
(1−𝑥𝑦)2 (1−𝑥𝑦)2
=| 1 1
| =0
1+𝑥 2 1+𝑦 2
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)
× 𝜕(𝑥,𝑦) = 1.
𝜕(𝑢,𝑣)
𝜕(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. − , 4. u2v, 5. - 4r3.
2
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 x, a necessary condition
𝜕𝑓
for the zero at x = a that is (𝑎, 𝑏) = 0Similarly a necessary
𝜕𝑥
𝜕𝑓
condition for f(a, y) to be extremum at y = b is that (𝑎, 𝑏) = 0.
𝜕𝑦
Thus, we have the following result.
Given f (x, y)
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 - s2 > 0, r > 0 → point of minima and f(x1, y1) is
minimum value of the function
r t - s2 > 0, r < 0 → point of maxima and f(x1, y1) is
maximum value of the function
r t - s2 < 0 → f(x1, y1) is neither maximum nor minimum and
(x1, y1) is called saddle point
r t - s2 = 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 𝜕 2𝑓
𝑟 = 2 =-2y, 𝑠 = =a-2x-2y, t= 2 = −2𝑥 𝑎𝑛𝑑 𝑟𝑡 − 𝑠 2
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦
2
= 4𝑥𝑦 − (𝑎 − 2𝑥 − 2𝑦)
At the point (a/3,a/3), r < 0, and rt - s2> 0.
It follows that f(x, y) is maximum at the point (a/3,a/3). The
maximum value is (1/27) a3.
At (0,0):
r = fxx (0,0) = - 4, s = fxy (0,0) = 4, t = fyy(0,0) = -4 and rt - s2 = (-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
∴ s2 – rt = 16 – (20) (20) = 16 – 400 = -384 < 0
⇒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 .
Point 𝑟 𝑠 𝑡 𝑟𝑡 𝑟 Nature of
− 𝑠2 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
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
Exercise:
Examples:
∅(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + 𝑧 2 − 1
Fundamentals of Linear Algebra, Calculus and Numerical Methods (MAT211AT)
34
Department of Mathematics
1 1 1
Solving (2),(3),(4), we get 𝑥 = ± , 𝑦 = ± ,𝑧 = ±
2 √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 that
𝑥2 𝑦2 𝑧2
can be enclosed in the ellipsoid 𝑎2 + 𝑏2 + 𝑐 2 = 1 using
Lagrange’s multiplier method.
ℎ 𝑎 𝑏 𝑐
ANS: 1. 𝑥 = √5ℎ, 𝑦 = 2 2. 𝑥 = ,𝑦 = ,𝑧 = .
√3 √3 √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