Calculus
Calculus
18B11MA111
z x2 y 2
Gives the height of a point on paraboloid above xy-plane.
Definitions:
Let D be a set of n-tuples (x1, x2, x3’ ……, xn ) of real numbers. A real-
valued function f on D is a rule that assigns a real number
w f ( x1 , x2 , x3 ,......, xn )
to each n-tuple in D.
The set D is called domain.
The set of values w given by the rule f is the range of the function.
The symbol w is the dependent variable defined by f, where f is a
function of n independent variables x1, x2 , x3 , ……, xn .
If f is a function of two independent variables, they are usually taken
as x and y, the domain of f is a region in xy-plane. Dependent
variables is taken as z.
If f is a function of three independent variables, they are usually
taken as x, y and z, the domain of f is a region in space.
In application we use letters which remind us what the variables
represent.
To find the value of dependent variable corresponding to given set of
independent variables we substitute the values of independent
variables in the formula defining the function and calculate
corresponding value of dependent variable.
Example: Find the distance of the point (3, 0, 4) from origin.
Solution:
δ – ε Definition:
If for every number ε > 0 however small, there exists a corresponding
number δ > 0 such that for all (x, y) in the domain of f
0 ( x x0 )2 ( y y0 )2 f ( x, y) L
we say f approaches the limit L as (x, y) approaches (x0, y0), and
write lim f ( x, y) L
( x , y )( x0 , y0 )
The δ – ε requirement in the definition is equivalent to
0 | x x0 | , 0 | y y0 | f ( x, y) L
Thus while calculating limits we may consider the distance in the
plane or distance along coordinate axis.
The point (x, y) must be inside the domain the point (x0, y0) may be
inside the domain or on the boundary.
As in case of functions of single variables we have:
lim x x0 lim y y0 lim k k
( x , y )( x0 , y0 ) ( x , y )( x0 , y0 ) ( x , y )( x0 , y0 )
f ( x, y ) L
4. Quotient Rule : lim , M 0
( x , y ) ( x0 , y0 ) g ( x, y ) M
5. Power Rule If m and n are integers, then
[ f ( x, y )] L , provided L n is a real number.
m m m
lim n n
( x , y ) ( x0 , y0 )
x sin y
Example: Find lim
( x , y ) (1,0) x 2 1
x sin y
lim 0
( x , y ) (1,0) x 2 1
x2 y 2
Example: Find ( x , ylim
)(1,1) x y
x y
2 xy yz
Example: Find lim
( x , y , z ) (1, 1, 1) x 2 z 2
2(1)(1) (1)(1) 1
12 (1)2 2
In case of functions of single variables existence of limit is ensured
if right hand limit is equal to left hand limit.
In case of functions of two or more variables, a point can be
approached in more than two ways.
For example in case of functions of two variables some of the
approaches are: Y
.(x, y)
.
(x0, y0)
X
O
Two-Path test for the Non-existence of a limit :
If a function f(x, y) has two different limits along two different paths
as (x, y) approaches (x0, y0), then limit of the function does not
exist.
x
Example: Show that the function f ( x, y ) has no
limit as (x, y) (0, 0). x2 y 2
x
f ( x, y ) y mx
x2 y 2 y mx
x 1
x ( mx )
2 2
1 m2
3. lim f ( x, y) f ( x0 , y0 )
( x , y )( x0 , y0 )
0, ( x, y) (0, 0)
Solution: Along the curve y = k x2 , x ≠ 0, the function f(x, y)
changes to
2 x2 y 2 x 2
( kx 2
) 2kx 4
2k
f ( x, y ) y kx2 4 4 4
x y y kx2 x (kx )
2 2 2
x k x 2 4
1 k 2
Therefore
lim f ( x, y ) lim f ( x, y) 2 2 k
( x , y ) ( x0 , y0 ) ( x , y ) ( x0 , y0 ) y kx
1 k 2
along y kx 2
x 0 x x 0 x
f ( x, y y) f ( x, y) x( y y)2 xy 2
f y ( x, y) lim lim
y 0 y y 0 y
x[2 yy (y)2 ]
lim lim[2 xy y] 2xy
y 0 y y 0
f ( x, y ) z
or f x or
x x
x 2 f xx yx f xy
x x y x
f 2 f f 2 f
2 f yy f yx
y y y x y xy
fxy and fyx are called mixed second-order partial derivatives.
If f, fx, fy, fxy, and fyx are continuous on an open region, then fxy
= fyx at each point in the region.
So the order in which the differentiation is done does not matter.
Further Higher-order partial derivatives (for example fxxy) can also
be calculated.
If the subscript notation is used, the order of differentiation is from
left to right.
Thus we have
f
f xxy
y x x
Example: Find the second partial derivatives of
f ( x, y) x 2 4 xy 3
Solution:
f x ( x, y ) 2 x 4 y 3 f y ( x, y) 12 xy 2
f xx ( x, y) 2 f xy ( x, y) 12 y 2 f yy ( x, y ) 24 xy
x
Example: Find the value of at the point (1, -1, -3) if the
z
equation
xz y ln x x 2 4 0
defines x as function of two independent variables y and z and the
partial derivative exists.
Solution: As the equation defines x as function of two
independent variables y and z, therefore differentiating the equation
with respect to z, we get
x 1 x x
zx y 2x 0
z x z z
y x
( z 2 x) x 0
x z
x x 1
1
z y 1 6
z 2x 3 2 1
x 1
Example: Find the second order partial derivatives of f ( x, y) x
y
Solution:
y y 1 y x y ln x
f x ( x, y ) x yx f y ( x, y) x
x y
f xx ( x, y ) yx y 1 y( y 1) x y 2
x
f xy ( x, y ) yx y 1 x y 1 yx y 1 ln x x y 1 (1 y ln x)
y
y
f yy ( x, y ) x ln x x (ln x)
y 2
y
y y 1 y 1
f yx ( x, y ) x ln x yx ln x x x y 1 (1 y ln x)
x x
Which variable is taken as constant?
The cartesian coordinates (x, y) and polar coordinates (r, θ) are
related through the relations
x r cos y r sin r 2
x 2
y 2
x tan y
r
If we want to find an expression for
x 2 2 2
then we can use either x r cos or r x y
r
Taking constant, x r cos gives sec
x
Taking y constant, r 2 x2 y 2 gives r x
x r
Observe that two values obtained are not equal.
To avoid confusion we adopt the notation
r r x
sec
x x y r
r r
If no indication is given then represents
x x y
Example: If x = r cos θ and y = r sin θ, find
r x x
, , ,
x r x
Also find how they are related.
Solution:
r
To find y is taken constant, and we use the expression
x
r r x
r 2 x2 y 2 2r 2 x or
x x r
x
To find θ is taken constant, and we use the expression
r x
x r cos cos
r
r x x
cos
x r r
1
dw
Example: If w sin ( x y), x 3t and y 4t , find dt
3
using
partial derivatives and directly. Show that both procedures give
identical result in terms of t.
Solution: We have
dw w dx w dy
dt x dt y dt
dw 1 1
3 12t 2
dt 1 ( x y)2 1 ( x y)2
3 12t 2 3(1 4t 2 )
1 (3t 4t ) 3 2
1 9t 2 24t 4 16t 6
3(1 4t 2 ) 3(1 4t 2 )
(1 t )(1 8t 16t )
2 2 4
(1 t 2 )(1 4t 2 )2
3
1 t2
Case 2: Differentiation of implicit functions
If w = f(x, y) = c, where c is constant, we have an implicit relation
between x and y.
It defines y a differentiable function of x and the relation
dw w dx w dy
dt x dt y dt
takes the form dw w w dy
0
dx x y dx
w
x
dy
Hence we have
dx w
y
If w = f(x, y) and x and y are related by an implicit relation g(x, y) =
c, where c is constant, then g
dw w w dy w w x
dx x y dx x y g
y
Example:
Find the total differential coefficient of sin( x 2 y 2 ) with respect to x,
when x and y are related by the relation x2 xy y 2 1.
Solution:
d 2 d
sin( x y ) cos( x y ) ( x 2 y 2 )
2 2 2
dx dx
dy
(2 x 2 y ) cos( x 2 y 2 )
dx
Differentiating the relation x 2 xy y 2 1 with respect to x, we get
dy dy dy 2x y
2x y x 2 y 0 or
dx dx dx x 2y
d 2x y
Therefore sin( x 2
y 2
) (2 x 2 y )cos( x 2
y 2
)
dx x 2y
x2 y 2
2 cos( x 2
y 2
)
x 2y
Example:
At a particular instant base of triangle is 4 cm and height is 3 cm and
they are increasing at the rate of 1.5 cm and 0.5 cm respectively. Find
the rate at which the area is increasing at that instant.
Solution: The area A of triangle with base b and height h is
1
A bh
2
The rate of change in area
dA 1 db 1 dh
h b
dt 2 dt 2 dt
At the given instant of time
db dh
b 4cm, h 3cm, 1.5cm / s, 0.5cm / s
dt dt
Therefore dA 1 1
1.5 3 4 0.5 2.25 1.0 3.25sq cm / s
dt 2 2
Jacobian
If u = (x, y) and v = (x, y) are partially differentiable functions
of x and y, then the determinant
u u
x y u v v u
v v x y x y
x y
is called Jacobian of u and v with respect to x and y.
It is denoted by
(u , v) u, v
or J or J x, y
( x, y ) x , y
or simply J, if there is no confusion about the variables involved.
Some Properties Jacobian
(u, v) ( x, y )
1. If J and J then JJ 1.
( x, y ) (u, v)
2. If u, v are functions of r, s and r, s are function of x, y then
(u, v) (u, v) (r , s)
( x, y) (r , s) ( x, y)
Proof:
1. Let u ( x, y ) and v ( x, y ).
Then
u x y u x y
1 0
u x u y u v x v y v
v x y v x y
0 1
u x u y u v x v y v
Therefore
(u, y ) ( x, y ) ( , ) ( x, y)
JJ
( x, y ) (u, v) ( x, y) (u, v)
x x
x y u v
y y
x y u v
x y x y
x u y u x v y v
x y x y
x u y u x v y v
1 0
1
0 1
(u, v) (u, v) (r , s)
2.
( x, y ) (r , s) ( x, y )
u u r r
(u, v) (r , s) r s x y
(r , s) ( x, y) v v s s
r s x y
u r u s u r u s
r x s x r y s y
v r v s v r v s
r x s x r y s y
u u
x y (u , v)
v v ( x, y )
x y
Example: If (x, y) are Cartesian coordinates and (r, θ) are polar
Coordinates of a point in plane, find
( x, y )
( r , )
Solution: We have
x r cos y r sin
x x
( x, y ) r cos r sin
( r , ) y y sin r cos
r
r cos 2 r sin 2 r
( r , )
?
( x, y )
Example: If (x, y, z) are Cartesian coordinates, (ρ, θ, z) are
cylindrical Coordinates and (r, ø, θ) are spherical coordinates of
a point in space, find
( x, y, z ) ( x, y , z )
( , , z ) ( r , , )
Solution: The coordinate systems are defined as shown in figure.
Z
Therefore we have
x r cos sin ,
r
z
y r sin sin , O Y
z r cos ρ x
A y B
X
x x x
r
( x, y , z ) y y y
( r , , ) r
z z z
r
( x, y , z )
( , , z )
Series Representation of a function of single variable
We know that sin x, cos x, e x
can be represented by infinite power series
x3 x5 x 7
sin x x .............
3! 5! 7!
x 2 x 4 x6
cos x 1 .............
2! 4! 6!
2 3 4
x x x
e x 1 x .............
2! 3! 4!
The functions are continuous and have derivatives of all orders.
These series hold for all values of x.
Near x = 0 the values of functions up to the desired accuracy can be
calculated by taking suitable number of terms.
Taking a hint from these representations, we assume that a
function f(x) having the similar properties can be expressed as
f ( x) a0 a1 ( x x0 ) a2 ( x x0 ) 2 a3 ( x x0 )3 ...... an ( x x0 ) n .......
Note that above three series can be obtained from this form if we
take x0 = 0 and appropriate values of coefficients on right hand side.
Differentiating both sides repeatedly with respect to x, we get
f ( x) a1 2a2 ( x x0 ) 3a3 ( x x0 ) 2 ...... nan ( x x0 ) n 1 .......
f ( x) 2a2 3.2a3 ( x x0 ) ...... n(n 1)an ( x x0 ) n 2 .......
f ( x) 3.2a3 ...... n(n 1)(n 2)an ( x x0 ) n 3 .......
......................................................
f (n)
( x) n(n 1)(n 2)......3.2an (n 1)n(n 1)(n 2)......3.2an 1 ( x x0 ) .....
......................................................
Now taking x = x0, we obtain f ( x0 ) a0 f ( x0 ) a1 f ( x0 ) 2a2
x 360 10 3 5
0.815
Series Representation of a function of two variables
If f(x, y) is partially differentiable function, then taking a hint from
the linear approximation, we write
f ( x, y ) a0 a11 ( x x0 ) a12 ( y y0 )
a21 ( x x0 ) 2 a22 ( x x0 )( y y0 ) a23 ( y y0 ) 2
a31 ( x x0 )3 a32 ( x x0 ) 2 ( y y0 ) a33 ( x x0 )( y y0 ) 2 a34 ( y y0 )3
........................
where f ( x0 , y0 ) a0 f ( x0 , y0 ) a11 f ( x0 , y0 ) a12
x y
2 2 2
f ( x0 , y0 ) 2a21 f ( x0 , y0 ) a22 f ( x0 , y0 ) 2a23
x 2
xy y 2
3 3 3
f ( x0 , y0 ) 6a31 f ( x0 , y0 ) 2a32 f ( x0 , y0 ) 2a33
x 3
x y
2 xy 2
3
f ( x0 , y0 ) 6a34
y 3
Therefore
f f
f ( x, y ) f ( x0 , y0 ) ( x x0 ) ( y y0 )
x y
1 2 f 2
f 1 2
f
( x x ) 2
( x x )( y y ) ( y y ) 2
2 x 2 xy 2 y 2
0 0 0 0
1 3 f 1 3 f
( x x ) 3
( x x ) 2
( y y0 )
6 x 2 x y
3 0 2 0
1 3 f 1 3
f
( x x )( y y ) 2
( y y ) 3
...................
2 xy 6 y
2 0 0 3 0
3! x x y
3 f 3 f 3
3 ( x x0 )( y y0 ) 3 ( y y0 )
2
xy 2
y
........................
3! x x y xy 2
y
........................
Problem:
Use Taylor’s series at origin (Maclaurin series) to find the liner,
quadratic and cubic approximations for the function
f ( x, y) xe y
Solution:
f ( x, y) xe y f (0,0) 0
f x ( x, y) e y f x (0,0) 1 f y ( x, y) xe y f y (0,0) 0
f xx ( x, y) 0 f xx (0,0) 0 f xy ( x, y) e y f xy (0,0) 1
f yy ( x, y) xe y f yy (0,0) 0
3! x x y xy 2
y
........................
1 1
f ( x, y ) x 3 xy 2 .......................
2 xy
2! 3!
1 2
f ( x, y ) x xy xy .......................
2
Therefore linear approximation is P1 ( x, y) x
Quadratic approximation is P2 ( x, y) x xy
1 2
Cubic approximation is P3 ( x, y ) x xy xy
2