Functions of Several Variables
Functions of Several Variables
FUNCTIONS OF
SEVERAL VARIABLES
Index:
1. Outcomes
2. Introduction to functions of several variables
3. Partial Derivatives and chain rules
4. Partial derivative of Composite Function
5. Partial Derivatives when variables to be treated as constant
6. Total Derivative using Chain Rule
7. Euler’s Theorem on Homogeneous functions
8. Jacobian, properties of Jacobian and its applications
9. Maxima, and Minima of functions of two variables
10. Lagrange’s method of undetermined multipliers
Outcomes:
Determine the partial derivatives of functions of several
variables.
Discuss the applications of partial differentiations.
Function of Two Variables :
• A function of two variables 𝑧 = 𝑓 𝑥, 𝑦 maps each ordered pair 𝑥, 𝑦 in a
subset D of the real plane ℝ2 to a unique real number 𝑧. The set D is
called the domain of the function. The range of 𝑓 is the set of all real
numbers of z that has at least one ordered pair 𝑥, 𝑦 ∈ 𝐷 such that
𝑓 𝑥, 𝑦 = 𝑧 as shown in fig.
• The graph of the function 𝑧 = 𝑓 𝑥, 𝑦 consists of ordered triples 𝑥, 𝑦, 𝑧
i.e. 𝑥, 𝑦, 𝑓 𝑥, 𝑦 . The graph of a function 𝑧 = 𝑓 𝑥, 𝑦 of two variables is
called a surface.
Thus if 𝑥, 𝑦 coordinate system laying flat. Then, every point in the
domain of the function 𝑓 has a unique z – value associated with it. If z is
positive, then the graphed point is located above the xy – plane, if z is
negative, then the graphed point is located below the xy – palne. The set of
all the graphed points becomes the two-dimensional surface that is the
graph of the function f.
• For example, consider the function 𝑧 = 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑦 2
Function of Several Variables :
• Given a function 𝑓 𝑥, 𝑦, 𝑧 and a number c in the range of 𝑓, a level
surface of an equation of three variables is defined to be the set of points
satisfying the equation 𝑓 𝑥, 𝑦, 𝑧 = 𝑐.
• Likewise, a multivariable function of m-variables is a function 𝑓: 𝐷 → ℝ𝑛 ,
where the domain D is a subset of ℝ𝑚 . So, for each 𝑥1 , 𝑥2 , ⋯ , 𝑥𝑛 in D,
the value of 𝑓 is a vector 𝑓 𝑥1 , 𝑥2 , ⋯ , 𝑥𝑛 ∈ ℝ𝑛 .
Limit :
• The function 𝑓 𝑥, 𝑦 is said to tend to the limit 𝑙 as 𝑥 → 𝑎 and y → 𝑏 if
and only if the limit 𝑙 is independent of the path followed by the point
𝑥, 𝑦 as 𝑥 → 𝑎 and y → 𝑏. Then 𝑥→𝑎
lim 𝑓 𝑥, 𝑦 = 𝑙
y→𝑏
The function 𝑓 𝑥, 𝑦 in region R is said to tend to the limit limit 𝑙 as 𝑥 → 𝑎
and y → 𝑏 if and only if corresponding to a positive number 𝜀, there exists
another positive number 𝛿 such that
𝑓 𝑥, 𝑦 − 𝑙 < 𝜀 for 0 < 𝑥 − 𝑎 2 + 𝑦−𝑏 2 < 𝛿2
for every point 𝑥, 𝑦 in R.
Continuity :
• A function 𝑓 𝑥, 𝑦 is said to be continuous at a point 𝑎, 𝑏 if
lim 𝑓 𝑥, 𝑦 = 𝑓 𝑎, 𝑏
𝑥,𝑦 → 𝑎,𝑏
• Provides insights into the rate of change of the function in each direction
separately, essential for understanding its behavior in multidimensional
space.
First Order Partial Derivatives
First order partial derivatives are the rate of change of a function with
respect to one of its variables, while keeping the other variables constant.
𝜕𝑧 𝜕𝑓
• Denoted by: or or 𝑓𝑥 𝑥, 𝑦 or 𝐷𝑥 𝑓
𝜕𝑥 𝜕𝑥
𝜕𝑧 𝑓 𝑥+𝛿𝑥,𝑦 −𝑓(𝑥,𝑦)
• Definition: = lim
𝜕𝑥 𝛿𝑥→0 𝛿𝑥
Similarly,
If we keep 𝑥 as constant and vary 𝑦 alone, then 𝑧 is a function of 𝑦 only. The
derivative of 𝑧 with respect to 𝑦, treating 𝑥 as constant, is called the partial
derivative of 𝒛 with respect to 𝒚.
𝜕𝑧 𝜕𝑓
• Denoted by: or or 𝑓𝑦 𝑥, 𝑦 or 𝐷𝑦 𝑓
𝜕𝑦 𝜕𝑦
𝜕𝑧 𝑓 𝑥,𝑦+𝛿𝑦 −𝑓(𝑥,𝑦)
• Definition: = lim
𝜕𝑦 𝛿𝑦→0 𝛿𝑦
Graphical Interpretation of First Order Partial
Derivative:
If 𝑧 = 𝑓 𝑥, 𝑦 is
a) continuous and
b) possesses continuous partial derivatives
then second order mixed partial derivative follows the commutative
property.
𝜕2𝑧 𝜕2𝑧
=
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
Type 1: Examples on Direct Differentiation
Find the first and second partial derivatives of following function:
𝑧 = 𝑥2 + 𝑥3𝑦2
Solution:
𝜕𝑧 𝜕𝑧
= 2𝑥 + 3𝑥 2 𝑦 2 = 2𝑥 3 𝑦
𝜕𝑥 𝜕𝑦
𝜕2𝑧 2
𝜕2𝑧 3
𝜕2𝑧
= 2 + 6𝑥𝑦 = 2𝑥 = 6𝑥 2 y
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑦𝜕𝑥
𝑦 𝜕3 u 𝜕3 𝑢
Ex: If 𝑢 = 𝑥 , show that = .
𝜕x2 𝜕y 𝜕𝑥𝜕𝑦𝜕𝑥
Solution:
𝜕𝑢
We have, = 𝑥 𝑦 log 𝑥
𝜕𝑦
Differentiating above with respect to 𝑥,
𝜕2𝑢 𝑥 𝑦
= 𝑦𝑥 𝑦−1 log 𝑥 + = 𝑥 𝑦−1 (𝑦 log 𝑥 + 1)
𝜕𝑥𝜕𝑦 𝑥
𝜕3 u 𝜕
∴ 2 = [𝑥 𝑦−1 (𝑦 log 𝑥 + 1)]
𝜕𝑥 𝜕𝑦 𝜕𝑥
𝜕𝑢 𝜕2 𝑢
Similarly, = 𝑦𝑥 𝑦−1 and = 𝑥 𝑦−1 (𝑦 log 𝑥 + 1)
𝜕𝑥 𝜕y𝜕𝑦𝑥
𝜕3u 𝜕 𝑦−1
∴ 2 = [𝑥 (𝑦 log 𝑥 + 1)]
𝜕𝑥 𝜕𝑦 𝜕𝑥
𝜕3u 𝜕3𝑢
∴ 2 =
𝜕x 𝜕y 𝜕𝑥𝜕𝑦𝜕𝑥
Examples on Direct Differentiation:
1. Find the first and second partial derivatives of following functions:
a) 𝑧 = 𝑥 2 𝑦 − 𝑥 sin 𝑥𝑦
b) 𝑢 = log(𝑥 2 + 𝑦 2 )
c) 𝑥 + 𝑦 = log 𝑧
𝜕3 𝑢
2. If 𝑢 = 𝑒 𝑥𝑦𝑧 , find the value of .
𝜕𝑥𝜕𝑦𝜕𝑧
𝜕2 𝑧 𝜕2 𝑧
Type 2: Examples on Verification of =
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
Solution:
𝜕𝑧 𝜕𝑧
= 2𝑥 + 2𝑦 and = 6𝑥𝑦 2
3
𝜕𝑥 𝜕𝑦
𝜕2 𝑧 2 𝜕2 𝑧
Therefore, = 6𝑦 and = 6𝑦 2
𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦
𝜕2𝑧 𝜕2𝑧
⇒ =
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
Examples on Verification:
𝜕2 𝑧 𝜕2 𝑧
For following functions, verify that =
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
1. z = 𝑥 cos 𝑦 + 𝑦 cos 𝑥
−1 𝑥
2. z = tan
𝑦
𝑥3
3. 𝑧 =
𝑥𝑦 2 +𝑦 3
Type 3: Examples on Composite functions
(𝑢 → 𝑟 → 𝑥, 𝑦 or 𝑧 → 𝑟 → 𝑥, 𝑦, 𝑧)
Let 𝑢 = 𝑓 𝑟 , where 𝑟 is again a function of two variables 𝑥 and 𝑦.
Then 𝑢 becomes composite function of 𝑥 and 𝑦.
𝑢
i.e. u → 𝑟 → 𝑥, 𝑦 𝑑𝑢
𝜕𝑢 𝑑𝑟
𝜕𝑢
𝜕𝑢 𝑑𝑢 𝜕𝑟 𝜕𝑢 𝑑𝑢 𝜕𝑟 𝜕𝑥 𝜕𝑦
Then, = . and = . 𝜕𝑟 𝑟 𝜕𝑟
𝜕𝑥 𝑑𝑟 𝜕𝑥 𝜕𝑦 𝑑𝑟 𝜕𝑦
𝜕𝑥 𝜕𝑥
𝑥 𝑦
Let 𝑣 = 𝑓 𝑟 , where 𝑟 is again a function of three variables 𝑥, y and 𝑧 .
Then 𝑣 becomes composite function of 𝑥, y and z.
i.e. v → 𝑟 → 𝑥, , z
𝑣
𝜕𝑣 𝑑v 𝜕𝑟 𝜕𝑣 𝑑𝑣 𝜕𝑟 𝜕𝑣 𝑑𝑣 𝜕𝑟 𝑑𝑣
Then, = . , = . and = . 𝜕𝑣 𝜕𝑣 𝜕𝑣
𝜕𝑥 𝑑𝑟 𝜕𝑥 𝜕𝑦 𝑑𝑟 𝜕𝑦 𝜕z 𝑑𝑟 𝜕𝑧 𝑑𝑟
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑟
𝜕𝑟 𝜕𝑟
𝜕𝑟
𝜕𝑥 𝜕𝑧
𝜕𝑦
𝑥 𝑦 𝑧
Which variable to be treated as constant?
Consider, 𝑥 = 𝑟 cos 𝜃 , 𝑦 = 𝑟 sin 𝜃
𝜕𝑟
To find , we need a relation between 𝑟 and 𝑥. Such relation will contain one
𝜕𝑥
more variable, either 𝜃 or 𝑦.
From above relations, we have 𝑟 = 𝑥 sec 𝜃 and 𝑟 = 𝑥 2 + 𝑦 2
𝜕𝑟
Thus, can be found using any one of the relation either by treating 𝜃 as a
𝜕𝑥
constant or 𝑦 as a constant. To be more clarified with our answer, we use
following notations.
𝜕𝑟
Notation: means the partial differentiation of 𝑟 with respect to 𝑥 by
𝜕𝑥 𝜃
treating 𝜃 as constant.
𝜕𝑟
means the partial differentiation of 𝑟 with respect to 𝑥 by treating 𝑦 as
𝜕𝑥 𝑦
constant.
Example:
If 𝑢 = 𝑓 𝑟 , and 𝑥 = 𝑟 cos 𝜃 , 𝑦 = 𝑟 sin 𝜃 ,
𝜕2 𝑢 𝜕2 𝑢 1 ′
prove that + = 𝑓 ′′ 𝑟 + 𝑓 𝑟 .
𝜕𝑥 2 𝜕𝑦 2 𝑟
Solution:
𝜕𝑢 𝑑𝑢 𝜕𝑟 𝜕𝑟
We have = . = 𝑓 ′ 𝑟
𝜕𝑥 𝑑𝑟 𝜕𝑥 𝜕𝑥
2 2
𝜕 𝑢 𝜕𝑟 𝜕2𝑟
∴ 2 = 𝑓 ′′ 𝑟 + 𝑓′(𝑟) 2
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕2 𝑢 ′′ 𝜕𝑟 2 𝜕2 𝑟
Similarly, =𝑓 𝑟 + 𝑓′(𝑟) 2
𝜕𝑦 2 𝜕𝑦 𝜕𝑦
From given, 𝑟 = 𝑥2 + 𝑦2
𝜕𝑟 𝑥 𝜕𝑟 𝑦
Thus, = and =
𝜕𝑥 𝑟 𝜕𝑦 𝑟
𝜕2 𝑟 𝑦2 𝜕2 𝑟 𝑥2
∴ = and =
𝜕𝑥 2 𝑟3 𝜕𝑦 2 𝑟3
𝜕2𝑢 𝜕2𝑢 ′′ 𝑟
𝑥 2 𝑦 2
′ 𝑟
𝑦 2 𝑥 2
2
+ 2
= 𝑓 2
+ 2
+ 𝑓 3
+ 3
𝜕𝑥 𝜕𝑦 𝑟 𝑟 𝑟 𝑟
′′
1
= 𝑓 𝑟 + 𝑓′(𝑟)
𝑟
Examples on composite functions:
In this case, 𝑢 may be expressed as 𝑢 = 𝑓{𝜙1 (𝑡), 𝜙2 (𝑡)} and may possess
𝑑𝑢
an ordinary differential coefficient , which is called as the total
𝑑𝑡
differential coefficient or total derivative of 𝑢 w.r.t. 𝑡 and is defined by
𝑑𝑢 𝜕𝑢 𝑑𝑥 𝜕𝑢 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑t
𝜕𝑢 𝜕𝑢
𝑑𝑢 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
Total Derivative
If 𝑢 = 𝑓(𝑥, 𝑦, 𝑧) is a function of three independent variables 𝑥, 𝑦 and 𝑧,
where 𝑥 = 𝜙1 (𝑡), 𝑦 = 𝜙2 (𝑡) and 𝑧 = 𝜙3 (𝑡), then the total derivative of 𝑢
𝑤.𝑟.𝑡. 𝑡 is denoted and defined by
𝑑𝑢 𝜕𝑢 𝑑𝑥 𝜕𝑢 𝑑𝑦 𝜕𝑢 𝑑𝑧
= + +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝜕𝑧 𝑑𝑡
𝜕𝑢 𝜕𝑢 𝜕𝑢
𝑑𝑢 = 𝑑𝑥 + 𝑑𝑦 + 𝑑𝑧
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑t
𝜕𝑧 𝑡 𝜕𝑧
= 2𝑥 = 2𝑒 cos𝑡 = −2𝑦 = −2𝑒 𝑡 sin 𝑡
𝜕𝑥 𝜕𝑦
𝑑𝑥 𝑑𝑦
= 𝑒𝑡 cos 𝑡 − sin 𝑡 = 𝑒 𝑡 cos 𝑡 + sin 𝑡
𝑑𝑡 𝑑𝑡
𝑑𝑧 𝜕𝑢 𝑑𝑥 𝜕𝑢 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
= 2𝑒 𝑡 {𝑐𝑜𝑠2𝑡 − 𝑠𝑖𝑛2𝑡}
Example
Find the total derivative of 𝑢 = 𝑥 2 + 𝑦 2 + 𝑧 2 and 𝑥 = 𝑒 2𝑡 , 𝑦 =
𝑒 2𝑡 cos 3𝑡 , and 𝑧 = 𝑒 2𝑡 sin 3𝑡
𝑑𝑢
Solution: The value of the total derivative is given by
𝑑𝑡
𝑑𝑢 𝜕𝑢 𝑑𝑥 𝜕𝑢 𝑑𝑦 𝜕𝑢 𝑑𝑧
= + +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑t 𝜕𝑧 𝑑t
𝜕𝑢 2𝑡
𝜕𝑢 2𝑡
𝜕𝑢
= 2𝑥 = 2𝑒 , = 2𝑦 = 2𝑒 cos 3𝑡 , = 2z = 2𝑒 2𝑡 sin 3𝑡
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑑𝑥 2𝑡
𝑑𝑦
= 2𝑒 , = 2e2𝑡 cos3t − 3e2t 𝑠in3t ,
𝑑𝑡 𝑑𝑡
𝑑𝑧
= 2e2𝑡 s𝑖𝑛3t + 3e2t 𝑐𝑜𝑠3t
𝑑𝑡
𝑑𝑢
∴ The total derivative of 𝑢 w.r.t. 𝑡 is = 8𝑒 4𝑡
𝑑𝑡
𝑑𝑧 𝜕𝑢 𝑑𝑥 𝜕𝑢 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
= 2𝑒 𝑡 {𝑐𝑜𝑠2𝑡 − 𝑠𝑖𝑛2𝑡}
Example
The altitude of a right circular cone is 15 cm and is increasing at 0.2 cm/sec.
The radius of the base is 10 cm and is decreasing at 0.3 cm/sec. How fast is
the volume changing?
Solution: Let 𝑥 be the radius and 𝑦 be the altitude of the cone. So volume V
1
of the right circular cone is V = 𝜋𝑥 2 𝑦.
3
Since 𝑥 and 𝑦 are changing w.r.t. time 𝑡, differentiate 𝑉 w.r.t. 𝑡.
𝑑𝑉 𝜕𝑉 𝑑𝑥 𝜕𝑉 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑t
1 𝑑𝑥 2 𝑑𝑦
= 𝜋(2𝑥𝑦 + x )
3 𝑑𝑡 𝑑t
𝑑𝑥 𝑑𝑦
It is given that at x = 10, y = 15, = −0.3 and = 0.2.
𝑑𝑡 𝑑t
Substituting these values,
𝑑𝑉 1
= 𝜋 2.10.15. −0.3 + 102 0.2
𝑑𝑡 3
70
= − 𝜋 𝑐𝑚3 /sec
3
70
i.e., volume is decreasing at the rate of 𝜋
3
Exercises
If 𝑢 = sin−1 (𝑥 − 𝑦) , where 𝑥 = 3𝑡 and 𝑦 = 4𝑡 3 , then evaluate the total
1
2 −2
differential coefficient of 𝑢 w.r.t. 𝑡. [Ans: 3 1 − 𝑡 ]
Find the total derivative of u = 𝑥 3 𝑦𝑒 𝑧 where 𝑥 = 𝑡 , 𝑦 = 𝑡 2 , and 𝑧 = ln 𝑡
at 𝑡 = 2. [Ans: 6𝑡 5 , 192 ]
𝑑𝑢 −1 𝑦
Find if 𝑢 = ta𝑛 ( ) and 𝑥 = 𝑒 𝑡 − 𝑒 −𝑡 and 𝑦 = 𝑒 𝑡 + 𝑒 −𝑡 .
𝑑𝑡 𝑥
2
[Ans: − 2𝑡 −2𝑡 ]
𝑒 +𝑒
Find the rate at which the area of a rectangle is increasing at a given
instant when the sides of the rectangle are 4 ft and 3 ft and are increasing
at the rate of 1.5 ft/sec and 0.5 ft/sec respectively. [Ans: 6.5 sq. ft/sec]
Euler's Theorem on
Homogeneous Functions
Definition of Homogeneous Functions
A function of the form 𝑓 𝑥, 𝑦 = 𝑎0 𝑥 𝑛 + 𝑎1 𝑥 𝑛−1 𝑦 + 𝑎2 𝑥 𝑛−2 + 𝑎3 𝑥 𝑛−3 +
⋯ + 𝑎𝑛 𝑦 𝑛 in which every term is of the 𝑛𝑡ℎ degree, is called as a
homogeneous function of degree 𝒏.
𝑦 𝑦 2 𝑦 3 𝑦 𝑛
𝑥 𝑛 𝑎0 + 𝑎1 + 𝑎2 + 𝑎3 + ⋯ + 𝑎𝑛
𝑥 𝑥 𝑥 𝑥
Homogeneous Function
A polynomial in 𝑥 and 𝑦 is said to be homogeneous if all its terms are of
the same degree.
E.g.: 3𝑥 2 − 2𝑥𝑦 + 15𝑦 2 is homogeneous of degree 2
Generalizing this property to include non-polynomials, a function
𝑓(𝑥, 𝑦) in two variables 𝑥 and 𝑦 is said to be a homogeneous function of
degree 𝑛 if for any positive number 𝜆,
𝑓 𝜆𝑥, 𝜆𝑦 = 𝜆𝑛 𝑓 𝑥, 𝑦
𝑥+ 𝑦 1
e.g.: is homogeneous of degree −
𝑥+𝑦 2
𝑦3 𝑦3
𝑥 3 +𝑦 3 𝑥3 1+ 3 1+ 3
𝑥
2. 𝑧 = = 𝑦 = 𝑥2 𝑥
𝑦 Thus, degree: 2
𝑥+𝑦 𝑥 1+𝑥 1+𝑥
𝑥2 𝑦2 2 1 𝑦2
3. 𝑧 = + =𝑥 + Thus, degree: 2
𝑎2 𝑏2 𝑎2 𝑏2 𝑥 2
𝑞2 𝑞4
4. 𝑢 = 𝑝4 + 𝑞 2 𝑝2 + 𝑞 4 = 𝑝4 1 + + Thus, degree: 4
𝑝2 𝑝4
Euler’s Theorem on Homogeneous functions :
Solution:
Given 𝑧 = 𝑥 3 𝑦 3 + 𝑦 2 𝑥 4 − 𝑦 4 𝑥 2 .
𝑦3 𝑦2 𝑦4
∴ 𝑧 = 𝑥 3𝑦3 + 𝑦2𝑥 4 − 𝑦4𝑥 2 = 𝑥 6 3
+ 2− 4
𝑥 𝑥 𝑥
Therefore, it is a homogeneous function of degree 6.
Now, using Euler’s theorem of homogeneous function,
𝜕𝑧 𝜕𝑧
𝑥 +𝑦 = 𝑛𝑧
𝜕𝑥 𝜕𝑦
We get,
𝜕𝑧 𝜕𝑧
𝑥 +𝑦 = 6𝑧
𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧
𝑥 +𝑦 = 6(𝑥 3 𝑦 3 + 𝑦 2 𝑥 4 − 𝑦 4 𝑥 2 )
𝜕𝑥 𝜕𝑦
Exercise:
𝑥3 𝑧3 𝜕𝑢 𝜕𝑢
1. If 𝑢 = − , find 𝑥 + 𝑧 .
𝑧2 𝑥 2 𝜕𝑥 𝜕𝑧
𝜕𝑢 𝜕𝑢 𝜕𝑢 𝑥 2 𝑦+𝑦 2 𝑧+𝑧 2 𝑥
3. Find 𝑥 + 𝑦 +𝑧 , when 𝑢 = .
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝑥+𝑦+𝑧
𝜕𝑢 𝜕𝑢 3 2 3
−1 𝑥 +𝑦 𝑥+𝑦
4. Show that 𝑥 + 𝑦 = −2 tan 𝑢 , when 𝑢 = cos .
𝜕𝑥 𝜕𝑦 𝑥+𝑦
Deductions from Euler’s theorem
Solution:
𝑥+𝑦 1Τ 1+𝑦Τ𝑥 1Τ
Given sin u = ( ) =𝑥 2 [ ]= 𝑥 2 𝜑(𝑦Τ𝑥).
𝑥+ 𝑦 1+ 𝑦Τ𝑥
𝜕 2𝑢 𝜕2 𝑢 𝜕 2𝑢 𝜕𝑢 𝜕𝑢
𝑥2 2 + 2𝑥𝑦 + 𝑦2 2 + 𝑥 + 𝑦 at the point (1,2).
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑦
2
𝜕 𝑢 𝜕2 𝑢 2
𝜕 𝑢
2) Find 𝑥 2 + 2𝑥𝑦 + 𝑦 2 where
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2
i) u = log ( 𝑥 3 + 𝑦 3 − 𝑥 2 y−𝑥𝑦 2 )
2 2 1Τ3
ii) u = (𝑥 + 𝑦 )
Jacobian
If 𝑢 and 𝑣 are functions of two independent variables 𝑥 and 𝑦, then
the Jacobian of 𝑢, 𝑣 with respect to 𝑥, 𝑦 is
𝜕𝑢 𝜕𝑢
𝜕𝑥 𝜕𝑦
𝐽=
𝜕𝑣 𝜕𝑣
𝜕𝑥 𝜕𝑦
𝜕(𝑢,𝑣) 𝑢,𝑣
It is written as or 𝐽 . Remains same for the column
𝜕(𝑥,𝑦) 𝑥,𝑦
Examples on Jacobian
2 2 𝑥 𝜕(𝑢,𝑣)
1) Given 𝑢 = 𝑥 𝑦 + 𝑦 𝑥, and 𝑣 = 𝑒 sin 𝑦 . Find 𝐽, where 𝐽 = .
𝜕(𝑥,𝑦)
Proof : Let,
𝑢 = 𝑓(𝑥, 𝑦) and 𝑣 = 𝑔(𝑥, 𝑦) …(1)
be two given functions in terms of 𝑥 and 𝑦, which are transformations
from 𝑢, 𝑣 to 𝑥, 𝑦. Solving (1) for 𝑥 and 𝑦, we get 𝑥 and y as functions in
terms of the two independent variables 𝑢 and 𝑣 as
𝑥 = 𝜑(𝑢, 𝑣) and 𝑦 = 𝜓(𝑢, 𝑣) …(2)
known as inverse transformation from 𝑥, 𝑦 to 𝑢, 𝑣.
Differentiating partially w.r.t. 𝑢 and 𝑣, we get
𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦
1= = + = 𝑢𝑥 𝑥𝑢 + 𝑢𝑦 𝑦𝑢 … (3)
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢
𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦
0= = + = 𝑢𝑥 𝑥𝑣 + 𝑢𝑦 𝑦𝑢 … (4)
𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣
𝜕𝑣 𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦
0= = + = 𝑣𝑥 𝑥𝑢 + 𝑣𝑦 𝑦𝑢 … (5)
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢
𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦
1= = + = 𝑣𝑥 𝑥𝑣 + 𝑣𝑦 𝑦𝑣 … (6)
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢
𝑢𝑥 𝑢𝑦 𝑥𝑢 𝑥𝑣
𝐽 𝐽∗ = 𝑣 𝑣𝑦 𝑦𝑢 𝑦𝑣
𝑥
𝑢𝑥 𝑢𝑦 𝑥𝑢 𝑦𝑢
= 𝑣 𝑣𝑦 𝑥𝑣 𝑦𝑣
𝑥
i. 𝑢 = 𝑥 sin 𝑦, 𝑣 = 𝑦 sin 𝑥
So, 𝑢𝑥 = 𝑠𝑖𝑛 𝑦, 𝑢𝑦 = 𝑥 cos 𝑦, 𝑣𝑥 = 𝑦 cos 𝑥, 𝑣𝑦 = sin 𝑥
sin 𝑦 x cos 𝑦
J= = sin 𝑥 sin 𝑦 − 𝑥𝑦 cos 𝑥 cos 𝑦
y cos 𝑥 sin 𝑥
ii. u = ex sin y, v = x + log sin y
cos 𝑦
So, ux = ex sin y, uy = ex cos y, vx = 1, vy =
sin 𝑦
e x sin y ex cos y
𝜕 (u,v) x x
= 1
cos 𝑦 = e cos y − e cos y = 0
𝜕(x,y)
sin 𝑦
𝜕(𝑥, 𝑦, 𝑧) 2𝑦𝑧 3𝑧𝑥 4𝑥𝑦
Example 2: Calculate if u = ,v = , w= .
𝜕(𝑢, 𝑣, 𝑤) 𝑥 𝑦 𝑧
Solution: −2𝑦𝑧 2𝑧 2𝑦
𝑥𝑢 𝑥𝑣 𝑥𝑤 𝑥2 𝑥 𝑥
𝜕(𝑥, 𝑦, 𝑧) 3𝑧 3𝑧𝑥 3𝑥
= 𝑦𝑢 𝑦𝑣 𝑦𝑤 =
𝑦
− 2
𝑦 𝑦
𝜕(𝑢, 𝑣, 𝑤)
𝑧𝑢 𝑧𝑣 𝑧𝑤 4𝑦 4𝑥 4𝑥𝑦
− 2
𝑧 𝑧 𝑧
Expanding the determinant
−2𝑦𝑧 12𝑥 2 𝑦𝑧 12𝑥 2 2𝑧 −12𝑥𝑦𝑧 12𝑥𝑦 2𝑦 12𝑥𝑧 12𝑥𝑦
= 2 − − − + −
𝑥 𝑦2𝑧 2 𝑦𝑧 𝑥 𝑦𝑧 2 𝑦𝑧 𝑥 𝑦𝑧 𝑧𝑦 2
= 0 + 48 + 48 = 96
𝜕(𝑢,𝑣)
Example 3: Calculate , if 𝑢 = 2𝑎𝑥𝑦, 𝑣 = 𝑎(𝑥 2 − 𝑦 2 )
𝜕(𝑟,𝜃)
Similarly,
𝜕f2 𝜕f2 𝜕𝑢 𝜕f2 𝜕𝑣
+ + =0
𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑣 𝜕𝑥
𝜕f2 𝜕f2 𝜕𝑢 𝜕f2 𝜕𝑣
+ + =0
𝜕𝑦 𝜕𝑢 𝜕𝑦 𝜕𝑣 𝜕𝑦
𝜕f1 𝜕f1 𝜕𝑢 𝜕𝑢
𝜕 (f1 ,f2 ) 𝜕 (u,v) 𝜕𝑢 𝜕𝑣 𝜕𝑥 𝜕𝑦
= 𝜕f2 𝜕f2 𝜕𝑣 𝜕𝑣
𝜕(u, v) 𝜕(x,y)
𝜕𝑢 𝜕𝑣 𝜕𝑥 𝜕𝑦
𝜕f1 𝜕f1 𝜕𝑢 𝜕𝑣
𝜕𝑢 𝜕𝑣 𝜕𝑥 𝜕𝑥
= 𝜕f2 𝜕f2 𝜕𝑢 𝜕𝑣
𝜕𝑢 𝜕𝑣 𝜕𝑦 𝜕𝑦
Example 2) If 𝑢3 + v + w = x + 𝑦 2 + 𝑧 2 , u + 𝑣 3 + w = 𝑥 2 + y +
2 3 2 2 𝛛 (𝐮, 𝐯, 𝐰)
𝑧 , u + v + 𝑤 =𝑥 + 𝑦 + z, find
𝛛(𝐱, 𝐲, 𝐳)
Solution: Let,
𝒇𝟏 = 𝑢3 + v + w - x - 𝑦 2 − 𝑧 2
𝒇𝟐 = u + 𝑣 3 + w − 𝑥 2 − y − 𝑧 2
𝒇𝟑 = u + v + 𝑤 3 =𝑥 2 + 𝑦 2 + z
𝜕f1 𝜕f2 𝜕f3 𝜕f1 𝜕f2 𝜕f3 𝜕f1
= -1, = -2x, = -2x, = -2y, = -1 = -2y, = -2z
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑧
𝜕f2 𝜕f3
= -2z = -1
𝜕𝑧 𝜕𝑧
𝜕f1 𝜕f1 𝜕f1
𝜕𝑥 𝜕𝑦 𝜕𝑧
−1 −2𝑦 −2𝑧
𝛛 𝒇𝟏 ,𝒇𝟐 ,𝒇𝟑 𝜕f2 𝜕f2 𝜕f2
= 𝜕𝑥 𝜕𝑦 𝜕𝑧
= −2𝑥 −1 −2𝑧
𝛛(𝐱, 𝐲, 𝒛)
𝜕f3 𝜕f3 𝜕f3 −2𝑥 −2𝑧 −1
𝜕𝑥 𝜕𝑦 𝜕𝑧
1 2𝑦 2𝑧
= -1 2𝑥 1 2𝑧 = (-1)[1 – 4(xy + yz + zx) + 16xyz]
2𝑥 2𝑧 1
𝜕f1 2 𝜕f2 𝜕f3 𝜕f1 𝜕f2 𝜕f3
= 3𝑢 , =1, =1 , =1, = 3𝑣 2 , =1,
𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑣
𝜕f1 𝜕f2 𝜕f3
=1 =1 = 3𝑤 2
𝜕𝑤 𝜕𝑤 𝜕𝑤
𝜕f1 𝜕f1 𝜕f1
𝜕𝑢 𝜕𝑣 𝜕𝑤
𝛛 𝒇𝟏 ,𝒇𝟐 ,𝒇𝟑 𝜕f2 𝜕f2 𝜕f2
=
𝛛(𝐮, 𝒗, 𝐰) 𝜕𝑢 𝜕𝑣 𝜕𝑤
𝜕f3 𝜕f3 𝜕f3
𝜕𝑢 𝜕𝑣 𝜕𝑤
2
3𝑢 1 1
= 1 3𝑣 2 1 =27𝑢2 𝑣 2 𝑤 2 - 3(𝑢2 + 𝑣 2 +𝑤 2 ) + 2
1 1 3𝑤 2
𝜕 𝑓1 ,𝑓2 ,𝑓3
𝜕 (𝑢, 𝑣, 𝑤) 𝜕(𝑥, 𝑦, 𝑧)
= (−1)3 𝜕 (𝑓1 ,𝑓2 ,𝑓3 )
𝜕(𝑥, 𝑦, 𝑧)
𝜕(𝑢, 𝑣, 𝑤)
and so on …
Example 1) If u = xyz, v = 𝑥 2 + 𝑦 2 + 𝑧 2 , w = x + y + z
𝜕𝑥
find
𝜕𝑢
Solution: Let, f1 = u - xyz
f2 = v - 𝑥 2 − 𝑦 2 - 𝑧 2
f3 = w - x - y - z
𝜕f1 𝜕f1 𝜕f1
𝜕𝑢 𝜕𝑦 𝜕𝑧
𝛛 𝒇𝟏 ,𝒇𝟐 ,𝒇𝟑 𝜕f2 𝜕f2 𝜕f2
1 −𝑥𝑧 −𝑥𝑦
= 𝜕𝑢 𝜕𝑦 𝜕𝑧
= 0 −2𝑦 −2𝑧 = 2y – 2z
𝛛(𝐮, 𝒚, 𝐳)
𝜕f3 𝜕f3 𝜕f3 0 −1 −1
𝜕𝑢 𝜕𝑦 𝜕𝑧
𝛛 𝒇𝟏 ,𝒇𝟐 ,𝒇𝟑
= 2(y – z)
𝛛(𝐮, 𝒚, 𝐳) 𝜕f1 𝜕f1 𝜕f1
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕f2 𝜕f2 𝜕f2
−𝑦𝑧 −𝑥𝑧 −𝑥𝑦
𝛛 𝒇𝟏 ,𝒇𝟐 ,𝒇𝟑
= 𝜕𝑥 𝜕𝑦 𝜕𝑧
= −2𝑥 −2𝑦 −2𝑧
𝛛(𝐮, 𝒚, 𝐳)
−1 −1 −1
𝜕f3 𝜕f3 𝜕f3
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝛛𝒙 1
=-
𝛛𝒖 (x – y)(z−x)
EXERCISE:
Example 1) If u = x + y + z, v = 𝑥 2 + 𝑦 2 + 𝑧 2 , w = x + y + z= 𝑥 3 +
3 3 𝜕𝑥 (𝑦 −𝑧)
𝑦 + 𝑧 find =
𝜕𝑢 (𝑥 −𝑦)(𝑧 −𝑥)
Step III:
(i) If 𝒓𝒕 − 𝒔𝟐 > 0 and r < 0 (or t < 0) at (a, b) then f(x, y) is
máximum at (a, b) and the máximum value of the functions is
f(a, b)
(ii) If 𝒓𝒕 − 𝒔𝟐 > 0 and r > 0 (or t > 0) at (a, b) then f(x, y) is
minimum at (a, b) and the minimum value of the functions is
f(a, b)
(iii) If 𝒓𝒕 − 𝒔𝟐 < 0 at (a, b) then f(x, y) is neither máximum nor
minimum at (a, b) such a point is known as saddle point.
(iv) If 𝒓𝒕 − 𝒔𝟐 = 0 at (a, b) then no conclusion can be made about
the extreme values of f(x, y) and further investigation is required.
Example 1 : Discuss the maxima and minima of the function
𝑥 2 + 𝑦 2 +6𝑥 + 12
Solution: Let, f(x, y) = 𝑥 2 + 𝑦 2 +6𝑥 + 12
Step I : For extreme values,
𝜕𝑓
= 0 ⇒ 2x + 6 = 0 ⇒ 2(x + 3) = 0 ⇒ x + 3 = 0 ⇒ x = - 3
𝜕𝑥
⇒x=-3
𝜕𝑓
= 0 ⇒ 2y = 0 ⇒ y = 0
𝜕𝑦
⇒y=0
Stationary point is (−3, 0)
𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
Step II: r = 𝜕2 𝑥
=2,s=
𝜕𝑥 𝜕𝑦
= 0, t = 2
𝜕 𝑦
= 2.
Step III: At (-3, 0)
𝐫𝐭 − 𝐬𝟐 = 2(2) – 0 = 4 > 0 and r > 0
Hence, f(x, y) is minimum at (-3, 0)
𝑓𝑚𝑖𝑛 = (−3)2 + 0 + 6 −3 + 12 = 3
Example 2)Find the extreme values of sin x + sin y + sin (x + y)
Solution: f(x, y) = sin x + sin y + sin (x + y)
: Let, f(x, y) = 𝑥 2 + 𝑦 2 +6𝑥 + 12
Step I : For extreme values,
𝜕𝑓
= 0 ⇒ cos x + cos (x + y) = 0 … (1)
𝜕𝑥
𝜕𝑓
𝜕𝑦
=0
⇒ cos y + cos (x + y)= 0 … (2)
Equating Eqs (1) and (2)
cos x + cos (x + y) = cos y + cos (x + y)
cos x = cos y
x=y
Substituting y = x in equation (1)
cos x + cos 2x = 0
cos x = - cos 2x
cos x = cos (𝜋 - 2x) or cos (𝜋 + 2x)
x = 𝜋 - 2x or 𝜋 + 2x
𝜋 𝜋
x=3,- 𝜋 and y= 3,- 𝜋
𝜋 𝜋
Stationary points are ,
3 3
, − 𝜋 ,− 𝜋
𝜕2 𝑓
Step II: r = 2 = - sin x – sin (x + y)
𝜕 𝑥
,
𝜕2 𝑓
s= = - sin (x + y),
𝜕𝑥 𝜕𝑦
𝜕2 𝑓
t= 2
𝜕 𝑦
= - sin y - sin (x + y)
Step III:
(x, y) r s t 𝐫𝐭 − 𝐬 𝟐 Conclusion
𝜋 𝜋 − 3 − 3 − 3 9 Maximum
, > 0 and r < 0
3 3 2 4
− 𝜋 ,− 𝜋 0 0 0 0 No Conclusion
π π
Hence f (x, y) is máximum at ,
3 3
π π 2π 3 3 3 3 3
𝑓𝑚𝑎𝑥 = sin +sin + sin = + + =
3 3 3 2 2 2 2
EXERCISE:
Example 1) Find the maximum and minimum values of
f (𝑥, 𝑦) = 𝑥 3 + 3𝑥𝑦 2 − 15𝑥 2 − 15𝑦 2 +72𝑥.
Stationary points are (6, 0),(4, 0),(5, 1),(5, −1)
Example 2) Find the extrema of
2
f (𝑥, 𝑦) = (𝑥 2 2
+ 𝑦 )𝑒 6𝑥+ 2𝑥
Ex.2. Use Lagrange’s method to find the minimum distance from origin
to the plane 3𝑥 + 2𝑦 + 𝑧 = 12.
Solution: Let 𝑃(𝑥, 𝑦, 𝑧) be any point on the plane 3𝑥 + 2𝑦 + 𝑧 = 12
distance between origin O and point P is
𝑑 𝑂𝑃 = 𝑥 2 + 𝑦 2 + 𝑧 2 ⟹ [𝑑 𝑂𝑃 ]2 = 𝑥 2 + 𝑦 2 + 𝑧 2
Let 𝑢 = 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 + 𝑦 2 + 𝑧 2 _________(1)
under the condition 𝜙 = 3𝑥 + 2𝑦 + 𝑧 − 12 = 0 _________(2)
Construct the function 𝐹 = 𝑢 + 𝜆𝜙
𝐹 = 𝑥 2 + 𝑦 2 + 𝑧 2 + 𝜆 (3𝑥 + 2𝑦 + 𝑧 − 12)
Form the equation:
𝜕𝐹
= 0 ⟹ 2x + 3𝜆 = 0 _________(3)
𝜕𝑥
𝜕𝐹
= 0 ⟹ 2𝑦 + 2𝜆 = 0 _________(4)
𝜕𝑦
𝜕𝐹
= 0 ⟹ 2z + 𝜆 = 0 _________(5)
𝜕𝑧
we eliminate x, y, z and 𝜆 using equations (1) to (5)
From (3) (4) and (5)
2𝑥 3𝑘 𝑘
= 𝑦 = 2𝑧 = k (say) ⟹ 𝑥 = ,𝑦 = 𝑘, 𝑧 =
3 2 2
Substituting in (2) we get
3𝑘 𝑘 12
+ 2𝑘 + = 12 ⟹ 𝑘 =
2 2 7
18 12 6
⟹ 𝑥= ,𝑦 = ,𝑧 =
7 7 7
18 2 12 2 6 2 504
⟹ 𝑑 𝑂𝑃 = + + =
7 7 7 7
Ex.2. As the dimensions of triangle ABC are varied show that the
maximum value of cos 𝐴 cos 𝐵 cos 𝐶 is obtained when the
triangle is equilateral.
𝑥2 𝑦2 𝑧2
Ex.3. If 𝑢 = + + , where 𝑥 + 𝑦 + 𝑧 = 1
𝑎3 𝑏3 𝑐3
then Prove that the stationary values of u is given by
𝑎3 𝑏3 𝑐3
𝑥= ,𝑦 = ,𝑧
= 3 3 3
𝑎3 +𝑏 3 +𝑐 3 𝑎3 +𝑏 3 +𝑐 3 𝑎 +𝑏 +𝑐
Ex.4. Show that the stationary value of 𝑎3 𝑥 2 + 𝑏 3 𝑦 2 + 𝑐 3 𝑧 2 , where
1 1 1 𝑎+𝑏+𝑐 𝑎+𝑏+𝑐 𝑎+𝑏+𝑐
+ + = 1 is given by 𝑥 = ,𝑦 = ,𝑧 =
𝑥 𝑦 𝑧 𝑎 𝑏 𝑐