UNIT-1: DIFFERENTIAL CALCULUS

OF SEVERAL VARIABLES
PARTIAL DERIVATIVES
EULER’S THEOREM
MAXIMA-MINIMA
Consider the following functions:
V  r h 2

T  f ( x, y )
S  f ( x, y , z )
 f
The partial derivative x
at (x0,y0) gives the rate of change of
f with respect to x when y is held fixed at the value y 0.
This is the rate of change of f in the direction of i at (x 0,y0).
 Notations:

f
The partial derivative y at (x0,y0) gives the rate of change of
f with respect to y when x is held fixed at the value x 0.
This is the rate of change of f in the direction of j at (x 0,y0).
Chain Rule
 HOMOGENEOUS FUNCTIONS

2 2 4 2 3
x  2 xy  y ax  bx y  cy
An expression of the form
a0xn+ a1xn-1y+ a2xn-2y2+…+anyn
in which every term is of nth degree, is called a homogeneous
function of degree n.

real number
Euler’s theorem: Let u be a homogeneous function of degree
n in x and y, then
u u
x.  y.  nu
x y
u u x3  y3
Ex.: Show that x. x  y. y  2u log u ,where log u  .
3x  4 y
Put z=log u.

Then, 2  y 
3

x x   
 x  
z 
3  4 y 
 x

Thus, z is a homogeneous function of degree 2.

So, by Euler’s theorem,
z z
x.  y. 2 z
x y

(log u ) (log u )
 x.  y.  2 log u
x y

1 u 1 u
 x.  y.  2 log u
u x u y

u u
 x.  y.  2u log u
x y
 x  2 y  3z
Ex.: If u sin 1
, find the value of
x8  y8  z 8
u u u
x.  y.  z.
x y z

x  2 y  3z
Put w = sin u  8 8 8
x y z

7 1  2( y / x )  3( z / x )
x
1  ( y / x)8  ( z / x)8

Thus, w is a homogeneous function of degree -7 in x, y and z.

 Hence, by Euler’s theorem,
w w w
x.  y.  z.  7w
x y z
But,
w u w u w u
 cos u ,  cos u ,  cos u
x x y y z z

u u u
 x. cos u  y. cos u  z. cos u   7 sin u
x y z

u u u
Thus, x.  y.  z.   7 tan u
x y z
Example 3: If z = f(x, y) is a homogeneous function of x, y of
degree n, then
2 2 2
2∂ z ∂ z 2 ∂ z
x + 2 xy + y =n( n−1) z
∂x 2 ∂ x ∂ y ∂y 2

Differentiating
∂z ∂z (1)
x + y = nz
∂x ∂y
partially with respect to x and y separately, we obtain
2 2
and ∂z ∂ z ∂ z ∂z (2)
+ x 2+ y =n
∂x ∂x ∂x∂ y ∂x

2 2
∂ z ∂z ∂ z ∂z (3)
x + + y =n
∂ y∂z ∂ y ∂y 2 ∂y
 Multiplying (2), (3) by x, y respectively and adding, we
obtain
2 2 2
∂ z
2 ∂ z 2 ∂ z
x + 2 xy +y =n( n−1) z
∂x 2 ∂x∂ y ∂y 2

where we have assumed the equality of

2
∂ z 2 z
∂x∂ y and
yx
 COROLLARIES TO EULER’S THEOREM:
Corollary 1: If z = f(x, y) is a homogeneous function of x, y of
degree n, then
2 2 2
∂ z
2 ∂ z 2 ∂ z
x + 2 xy + y =n( n−1) z
∂x 2 ∂x∂ y ∂y 2

Corollary 2: If z = f(u) is a homogeneous function of x, y of

degree n, then
u u nf (u )
x +y =
x y f ' (u )

Corollary 3: If z = f(u) is a homogeneous function of x, y of

degree n, then
2 2u  2u 2
2  u
x 2
+ 2 xy +y 2
 g (u )[ g ' (u )  1],
x xy y
nf (u )
where g (u ) 
f ' (u )
 1 x+ y
Example 4. If u = cot
x+ y
show that
u u 1
x +y + sin2u = 0
x y 4
/Stationary point)
A saddle point on the graph of z=x2−y2 (in red)
Stationary points of many-variables functions
 Two-variable function about point (x0,y0)

f f
0 and 0
x y

(1) minimum : if both f xx and f yy are positive and f xy2  f xx f yy

(2) maximum : if both f xx and f yy are negative and f xy2  f xx f yy
(3) saddle point : if f xx and f yy have opposite sign or f xy2  f xx f yy
 Solve fx=0 and fy=0.
Let (a,b),(c,d),… be the pairs of values.
Let fxx=r, fxy=s, fyy=t for these
pairs.

rt-s <0
2 rt-s2=0
rt-s2>0

r<0 r>0
Saddle point
Cannot be judged,
Maximum Minimum further investigation
value value needed
Ex: Find the stationary points of the function

3 2 2
f ( x, y )  x exp(  x  y )

For stationary points, we have

f f
0 0
x y

 (3 x 2  2 x 4 ) exp(  x 2  y 2 )  0   2 yx 3 exp(  x 2  y 2 )  0

 x  0 or x   3 / 2  x  0 or y  0
 The stationary points are at ( 0,0), ( 3 / 2 ,0), (  3 / 2 ,0)

The second derivative s are f xx  ( 4 x 5  14 x 3  6 x ) exp(  x 2  y 2 )

f yy  x 3 ( 4 y 2  2) exp(  x 2  y 2 )

f xy  2 x 2 y ( 2 x 2  3) exp(  x 2  y 2 )
(1) at point (0 ,0)  f xx  f yy  f xy  0
(2) at points ( 3 / 2 ,0)  f xx  6 3 / 2 exp( 3 / 2),
f yy  3 3 / 2

Thus, ( 0,0) : an undetermin ed stationary point

( 3 / 2 ,0) : a maximum

(  3 / 2 ,0) : a minimum
 Stationary values under constraints
Find the maximum value of the differentiable function f ( x , y )
g ( x , y ) c
subject to the constraint
Lagrange’s undetermined multipliers method
f f
maximize f  df  dx  dy  0 and
x y
g g
dg  dx  dy  0
x y
f g f g
 d ( f  g )  (   )dx  (   )dy  0
x x y y

 : Lagrange undetermin ed multiplier

 dx and dy are dependent, we can choose  such that

f g
  0
x x

f g
  0
y y

 find  and the values of x and y at the stationary points

g ( x, y )  c
 Write F=f(x,y,z)+λg(x,y,z)

Obtain
F theequations
F F
 0,  0, 0
x y z

Solve the equations together

with g(x,y,z)=0.

(x,y,z): stationary point of f(x,y,z).

However, the nature of the stationary point
cannot be determined.
Ex: The temperature of a point (x,y) on a unit circle is
given by T(x,y)=1+xy. Find the temperature of the two
hottest points on the circle.
2 2
constraint g ( x, y )  c  x  y 1 - - - - - (1)
  2
(1  xy )   ( x  y 2 )  0  y  2x  0 - - - -(2)
x x
  2
(1  xy )   ( x  y 2 )  0  x  2y  0 - - - -(3)
y y
From (1) and (2),   1 / 2 and y  x
Put into (1)
y  x  x  1 / 2 , y  1 / 2  Tmax 3 / 2

y   x  x  1 / 2 , y  1 / 2  Tmin 1 / 2

 The stationary points of f(x,y,z) subject to the

constraints g(x,y,z)=c1, h(x,y,z)=c2.
 f g h
( f   g  h)    0
x x x x
 f g h
( f   g  h)    0
y y y y
 f g h
( f   g  h)    0
z z z z