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upon more than one variable.

• Eg. Area of a rectangle depends upon its

length and breadth, hence we can say that

area is the function of two variables i.e. its

length and breadth.

• Thus, z is called a function of two variables

of x and y if z has one definite value for

every pair of x and y i.e. z = f ( x, y )

Partial Differentiation (Limits)

• Definition: The function f ( x, y ) is said to

tend to limit l as x → a and y → b iff the

limit l is independent of the path followed

by the point ( x, y ) as x → a and y → b then

lim f ( x, y ) = l

( x , y ) →( a ,b )

Partial Derivative (w.r.t. ‘x’)

• If z = f ( x, y ) be a function of two variables x

and y .

• The partial derivative of f ( x, y) with respect

to ‘ x ’ at a point ( x0 , y0 ) is

∂f d

= f ( x, y 0 )

∂x ( x0 , y0 ) dx ( x =x0 )

f ( x0 + h, y0 ) − f ( x0 , y0 )

= lim

h →0 h

provided the limit exists.

Partial Derivative (w.r.t. ‘y’)

• If z = f ( x, y ) be a function of two variables x

and y .

• The partial derivative of f ( x, y) with respect

to ‘y ’ at a point ( x0 , y0 ) is

∂f d

∂y

= f ( x0 , y )

( x0 , y0 ) dy ( y =y0 )

f ( x0 , y0 + h) − f ( x0 , y0 )

= lim

h →0 h

provided the limit exists.

Partial Derivative versus Continuity

• A function f ( x, y) can have partial derivatives

w.r.t. both x and y at a point without being

continuous there.

• While, it is different in case of functions of

a single variable.

• Conversely, if partial derivatives of f ( x, y)

exist and are continuous throughout a disk

centered at ( x0 , y0 ) , then f is continuous at

( x0 , y0 ) .

Chain Rule

• For functions of two independent variables:

• If w = f ( x, y ) is differentiable and x and y

are differentiable functions of ‘t ’, then w is

a differentiable function of t and

dw ∂f dx ∂f dy

= +

dt ∂x dt ∂y dt

• ||ly, for three independent variables:

dw ∂f dx ∂f dy ∂f dz

= + +

dt ∂x dt ∂y dt ∂z dt

Chain Rule

• Two independent and three intermediate

variables:

• Let w = f ( x, y, z ) , x = g (r , s) , y = h(r , s) and

z = k (r , s ) and all the four functions are differentiable

then we have

∂w ∂w ∂x ∂w ∂y ∂w ∂z

= + + and

∂r ∂x ∂r ∂y ∂r ∂z ∂r

∂w ∂w ∂x ∂w ∂y ∂w ∂z

= + +

∂s ∂x ∂s ∂y ∂s ∂z ∂s

Extension of Chain Rule

• Functions of many variables:

∂w ∂w ∂x ∂w ∂y ∂w ∂v

= + + ...... +

∂p ∂x ∂p ∂y ∂p ∂v ∂p

Euler’s Theorem

• The Mixed Derivative Theorem:

If f ( x, y ) and its partial derivatives

f x , f y , f xy and f yx

containing a point (a, b) and are all

continuous at (a, b) then

f xy (a, b) = f yx (a, b)

Euler’s Theorem

• If ‘ u ’ is a homogeneous function of degree

‘ n ’ in x and y

then, ∂u ∂u

x +y = nu

∂x ∂y

Implicit Function Theorem

• Let us consider a function F ( x, y ) which is

differentiable and that the equation F ( x, y ) = 0

defines y as a differentiable function of ‘ x’.

Then, at any point where F ≠ 0,

y

dy Fx

=− .

dx Fy

Total Derivatives

• One variable: y = f (x) , dy = f ( x)dx '

= ∂f ∂f

• Two variable: z f ( x , y ) , df = dx + dy

∂x ∂y

= f x ( x, y ) dx + f y ( x, y ) dy

• Three variables: w = f ( x, y, z )

∂f ∂f ∂f

df = dx + dy + dz

∂x ∂y ∂z

= f x ( x, y, z ) dx + f y ( x, y, z ) dy + f z ( x, y, z ) dz

Change of Variables

• If u = f ( x, y ) where

x =φ( s, t ) and y =ψ( s, t )

then using chain rule, we get

∂u ∂u ∂x ∂u ∂y

= * + *

∂s ∂x ∂s ∂y ∂s

∂u ∂u ∂x ∂u ∂y

= * + * , on solving these equations,

∂t ∂x ∂t ∂y ∂t

we get ' s' and ' t' in terms of x and y, hence

∂u ∂u ∂s ∂u ∂t

= * + *

∂x ∂x ∂x ∂t ∂y

∂u ∂u ∂s ∂u ∂t

= * + *

∂y ∂s ∂y ∂t ∂y

Jacobians

• Jacobian (or Jacobian Determinant) of the

coordinate transformation x = g (u, v) , y = h(u, v)

is ∂x ∂x

∂u ∂v ∂x ∂y ∂y ∂x

J (u , v) = = − .

∂y ∂y ∂u ∂v ∂u ∂v

∂u ∂v

also denoted by,

∂ ( x, y )

J(u, v) =

∂ (u , v)

and so on for more number of variables.

Jacobians (Particular Case)

If u1 , u 2 .........u n are function of x1 , x 2 ,......., x n ,

Like,

u1 = f1 (x)

u 2 = f 2 (x1 , x 2 )

........................

u n = f n (x1 , x 2 ........, x n ).

∂ (u1 , u 2 ,......, u n ) ∂u1 ∂u 2 ∂u 3 ∂u n

Then = . . ...... .

∂ (x1 , x 2 ,......, x n ) ∂x1 ∂x 2 ∂x 3 ∂x n

Jacobians (Function of Function)

• Property I: If u1 , u2 , u3 ,....., un are functions of

the set of the variables y1 , y2 , y3 ,......, yn and

y1 , y2 , y3 ,......, yn are themselves functions of

x1 , x2 , x3 ,....., xn

∂(u1,u2 ,......,un ) then,

∂(u1,u2 ,......,un ) ∂(y1,y2 ,......,yn )

= ×

∂(x1,x2 ,......,xn ) ∂(y1,y2 ,......,yn ) ∂(x1,x2 ,......,xn )

Jacobians

• Property II :

• If ‘J ’ is the Jacobian of the system u,v with

regard to x,y and the Jacobian of x,y with

J '

JJ ' = I

Jacobians

• Property III:

Implicit functions : if u1 , u2 , u3 ,...., un and x1 , x2 , x3 ,..., xn

are connected as

f1 (u1 , u2 , u3 ,...., un , x1 , x2 , x3 ,..., xn ) = 0

f 2 (u1 , u2 , u3 ,...., un , x1 , x2 , x3 ,..., xn ) = 0

...........................................................

f n (u1 , u2 , u3 ,...., un , x1 , x2 , x3 ,..., xn ) = 0

Then,

∂ (u1 , u2 , u3 ,...., un ) n ∂ ( f1 , f 2 , f 3 ,...., f n ) ∂ ( f1 , f 2 , f 3 ,...., f n )

= (− 1) *

∂ ( x1 , x2 , x3 ,..., xn ) ∂ ( x1 , x2 , x3 ,..., xn ) ∂ (u1 , u2 , u3 ,...., un )

Jacobians

Property IV : If u1 , u2 , u3 be the functions

of x1 , x2 , x3 then necessary and sufficient

condition for the existence of a functional

relationship of the form f (u1 , u2 , u3 ) = 0 , is

u1 , u 2 , u3

J = 0

x1 , x2 , x3

Extreme Values

• Definitions: Let f ( x, y ) be defined on

region R containing the point (a, b) . Then

• f (a, b) is the local maximum value off if

f (a, b) ≥ f ( x, y ) for all domain points (x, y) in an

open disk centered at (a, b).

• f (a, b)is a local minimum value of f if

f (a, b) ≤ f ( x, y ) for all domain points (x, y) in an

open disk centered at (a, b).

Local Extreme Values

• First Derivative Test:

If f ( x, y ) has a local

maximum or minimum value at an interior

point (a, b) of its domain, and if the first

partial derivatives exist there, then

f x (a, b) = 0 and f y ( a, b) = 0

Critical Value

function f ( x, y ) where both f x and f y

are zero or where one or both f x and f y do

not exist is a critical point of f

Saddle Point

• A differentiable function f ( x, y ) has a

saddle point at a critical point (a, b) if in

every open disk centered at (a, b) there are

domain points ( x, y ) where f ( x, y ) > f (a, b)

or f ( x, y ) < f (a, b) . The corresponding

point ( a, b, f (a, b)) on the surface z = f ( x, y )

is called a saddle point of the surface.

Saddle Points

Local Extreme Values

• Second Derivative Test:

Suppose f(x,y) and its first and second partial

derivatives are continuous throughout a disk

centered at (a, b) and f x (a, b) = f y (a, b) = 0.Then

1. f has a local maximum at (a, b) if f xx < 0

2

and f xx f yy − f xy > 0 at (a, b).

2. f has a local minimum at (a, b) if f xx > 0

2

and f xx f yy − f xy > 0 at (a, b).

Local Extreme Values

• Cont:-

2

f xx f yy − f xy < 0 at (a, b).

2

4. Inconclusive at (a, b) if f xx f yy − f xy = 0 at (a, b).

The behaviour is determined by some other method.

Lagrange Multipliers

• It is a powerful method for finding extreme

values of constrained functions.

• It is used to solve max-min problems in

geometry.

• This method is important in economics, in

engineering (ex. In designing multistage

rockets) and in mathematics.

Method of Lagrange Multipliers

• Suppose that f ( x, y, z ) and g ( x, y, z ) are

differentiable. To find the local maxima and

minima values of f subject to the

constraint g ( x, y, z ) = 0 , find the values of x, y, z

and λthat simultaneously satisfy the

equations ∇f = λ∇g and g ( x, y, z ) = 0

• For functions of two independent variables

equations are

∇f = λ∇g and g ( x, y ) = 0

Lagrange Multipliers(Two Constraints)

• In the case of two constraints,

g1 ( x, y, z ) = 0 and g 2 ( x, y, z ) = 0

parallel to ∇g 2 , we have the equations

∇f = λ1∇g1 + λ2∇g 2 , g1 ( x, y, z ) = 0, g 2 ( x, y, z ) = 0

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