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Introduction to Partial Differentiation

• There exists some functions which depends


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

are defined throughout an open region


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 '

regard to u,v then


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

• An interior point of the domain of a


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:-

3. f has a saddle point at (a, b) if


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

Where these are differentiable, with ∇g1 not


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

Where λ1 and λ2 are Lagrange Multipliers.