Chapter 5 – Function of Several Variables

Subject: Real Analysis Level: M.Sc. Source: Syed Gul Shah (Chairman, Department of Mathematics, US Sargodha) Collected & Composed by: Atiq ur Rehman (atiq@mathcity.tk), http://www.mathcity.tk v Introduction There is the basic difference between the calculus of functions of one variable and the calculus of functions of two variables. But there is a slight difference between the calculus of two variable and the calculus of functions of three, four or of many variables. Therefore we shall emphasise mainly on the study of functions of two variables. v Function of two variables If to each point ( x, y ) of a certain part of xy - plane, there is assigned a real number z , then z is known to be a function of two variable x and y . e.g.

z = x 2 - y 2 , z = x 2 + y 2 , z = xy etc.

v Neighbourhood (nhood) A neighbourhood of radius d of a point ( x0 , y0 ) of the xy - plane is the set of points which lies inside a circle with centre at ( x0 , y0 ) and has radius d .
2 2

centre at ( x0 , y0 , z0 ) and radius d .

Nd ( x0 , y0 ) = ( x - x0 ) + ( y - y0 ) < d 2 Similarly, a nhood of a radius d of a point ( x0 , y0 , z0 ) of a space is a sphere with
2 2 2

Nd ( x0 , y0 , z0 ) = ( x - x0 ) + ( y - y0 ) + ( z - z0 ) < d 2 This definition can be extended to the definition of a nhood of a point of a space of any dimension. v Open Set A set is known to be open set if each point ( x0 , y0 ) of the set has a nhood which totally lies inside the set. v Domain A set D which is not empty and open is known to be a domain, if any two points of the set can be joined by a broken line which lies completely with in D . v Region A domain D is known to be a region if some or all of the boundary points are contained in D . v Closed Region A region is known to be closed if it contains all the boundary points. e.g. i) x 2 + y 2 < 1 (Domain) ii) x y < 1 (Domain) 2 2 x + y = 1 (Boundary) xy=2 (Boundary)

x2 + y2 £ 1

(Closed region)

xy £ 1

(Closed Region)

v Limit & Continuity Let z = f ( x, y ) be a function of two variables defined in a domain D . Suppose there is a point ( x0 , y0 ) Î D or is a boundary point then lim f ( x, y ) = c It means that given e > 0 $ a d > 0 such that f ( x, y ) - c < e whenever ( x, y ) - ( x0 , y0 ) < d
x® x0 y ® y0

" ( x, y ) Î Nd ( x0 , y0 )

2

Chap 5 – Function of several variables

If limit of a function is equal to actual value of function then f is said to be continuous at the point ( x0 , y0 ) lim f ( x, y ) = f ( x0 , y0 )
x ® x0 y ® y0

If f is continuous at every point of D , then f is said to be continuous on D . v Theorem Let f ( x, y ) & g ( x, y ) be defined in a domain D and suppose that lim f ( x, y ) = u1 & lim g ( x, y ) = v1
x ® x0 y ® y0

a) then (i) (ii) (iii)

x ® x0 y ® y0

lim [ f ( x, y ) + g ( x, y )] = u1 + v1 lim [ f ( x, y ) × g ( x, y )] = u1v1 lim f ( x, y ) u1 = g ( x, y ) v1

x® x0 y ® y0

x ® x0 y ® y0

x ® x0 y ® y0

b) If f ( x, y ) & g ( x, y ) are defined in D , then lim f ( x, y ) = f ( x0 , y0 ) & lim g ( x, y ) = g ( x0 , y0 )
x ® x0 y ® y0

i.e. f ( x, y ) , g ( x, y ) are continuous at

( x0 , y0 ) then so are the functions
f ( x, y ) , provided g ( x, y ) ¹ 0 . g ( x, y )

x ® x0 y ® y0

f ( x, y ) + g ( x, y ) , f ( x, y ) g ( x, y ) and Proof a) (i) Q lim f ( x, y ) = u1 ,
x ® x0 y ® y0

x® x0 y ® y0

lim g ( x, y ) = v1

e > 0 $ a d1 , d 2 > 0 such that 2 e f ( x, y ) - u1 < " ( x, y ) Î Nd1 ( x0 , y0 ) 2 e & g ( x, y ) - v1 < " ( x, y ) Î Nd 2 ( x0 , y0 ) 2 then [ f ( x, y ) + g ( x, y )] - [u1 + v1 ] = [ f ( x, y ) - u1 ] + [ g ( x, y ) - v1 ]
\ given £ f ( x, y ) - u1 + g ( x, y ) - v1 e e < + " ( x, y ) Î Nd ( x0 , y0 ) 2 2 where d = min (d 1, d 2 )
Which show that lim [ f ( x, y ) + g ( x, y )] = u1 + v1
x ® x0 y ® y0

(ii)

f ( x, y ) × g ( x, y ) - u1v1 = f ( x, y ) × g ( x, y ) - u1 g ( x, y ) + u1g ( x, y ) - u1v1
= g ( x, y ) [ f ( x, y ) - u1 ] + u1 [ g ( x, y ) - v1 ] < g ( x, y ) £ g ( x, y ) [ f ( x, y ) - u1 ] + u1 [ g ( x, y ) - v1 ]

e e + u1 = e1 2 2

" ( x, y ) Î Nd ( x0 , y0 )

Chap 5 – Function of several variables

3

Þ lim f ( x, y ) × g ( x, y ) = u1v1
x ® x0 y ® y0

iii)

We prove that

x® x0 y ® y0

lim

1 1 = g ( x, y ) v1

1 1 v - g ( x, y ) = 1 g ( x, y ) v1 v1 g ( x, y )

e g ( x, y ) - v1 2 = < v1 g ( x, y ) v1 g ( x, y ) e e 2 2 < < v1 g ( x, y ) - v1 + v1 v1 ( g ( x, y ) - v1 + v1
< v1 Þ lim
x ® x0 y ® y0 x ® x0 y ® y0

)

(

2 e +v 2 1

e

)

= e1

" ( x, y ) Î Nd 2 ( x0 , y0 )

1 1 = g ( x, y ) v1
x® x0 y ® y0

Q Þ lim f ( x, y ) = u1 & lim g ( x, y ) = v1 By (ii) of theorem
x ® x0 y ® y0

lim f ( x, y ) ×

1 f ( x, y ) u1 = lim = g ( x, y ) x® x0 g ( x, y ) v1
y ® y0

b) Since it is given that the limiting values are the same as the actual values of the f ( x, y ) functions f ( x, y ) + g ( x, y ) , f ( x, y ) × g ( x, y ) and at the point ( x0 , y0 ) g ( x, y ) therefore these function are continuous on ( x0 , y0 ) . Note It is to be noted that there is a difference between i.e. lim f ( x, y ) = lim lim f ( x, y )
x ®a y ®b y ®b x ®a

( x , y ) ®( a ,b )

lim

f ( x, y ) and lim f ( x, y )

(

)

or

lim f ( x, y ) = lim lim f ( x, y )
x ®a y ®b x ®a y ®b

(

)

x ®a y ®b

Obviously in the two cases limits are taken first w.r.t one variable and then w.r.t other variable. These limits are called the repeated limits. Since these are taken along the special path, therefore repeated limits are the special cases of limits. lim f ( x, y ) exists if and only if limiting vales are not depend upon any path
( x , y ) ®( a ,b )

along which ( x, y ) ® (a, b) . v Example Consider f : ¡ 2 ® ¡ given by

Now

ì x2 y2 ï f ( x, y ) = í x 4 + y 4 ï î 0 lim f ( x, y ) = lim f ( x, y ) = 0
x®0 y ®0 y ®0 x ®0

, ( x, y ) ¹ (0,0) , ( x, y ) = (0,0)

However along the straight line y = mx , we have

4

Chap 5 – Function of several variables

m4 lim f ( x, y ) = ( x , y ) ®(0,0) 1 + m4 which is different for different values of m . Hence v Example Consider f : ¡ 2 ® ¡ given by

( x , y ) ®(0,0)

lim

f ( x, y ) does not exist.

ì x 2 cos x - y 2 cos y ï f ( x, y ) = í x2 + y 2 ï 0 î then lim élim f ( x, y ) ù = lim cos x = 1 ú x ®0 x ®0 ê y ®0 ë û and lim élim f ( x, y ) ù = lim(- cos y ) = -1 y ®0 ë x ®0 û y ®0 Þ lim f ( x, y ) does not exist.
x ®0 y ®0

, ( x, y ) ¹ 0 , ( x, y ) = 0

v Example Consider f : ¡ 2 ® ¡ given by

ì sin( x 2 + y 2 ) ï( x + y ) f ( x, y ) = í x2 + y2 ï 0 î

, ( x, y ) ¹ (0,0) , ( x, y ) = (0,0)

Use

sin x < 1 to get x f ( x, y ) - 0 £ x + y < x + y

Thus Take d =

f ( x, y ) - 0 < e

whenever

x <

e , 2 It follows that for given e > 0 , we can find d > 0 such that
f ( x, y ) - f (0,0) < e whenever

e , 2

y <

e 2

( x - 0)2 + ( y - 0)2 < d i.e. " ( x, y ) Î Nd (0,0) Limit of the function at (0,0) is equal to actual value of function at (0,0) . Hence f is continuous at (0,0) . v Partial Derivative Let z = f ( x, y ) be defined in a domain D of xy -plane and take ( x0 , y0 ) Î D , then f ( x, y0 ) is a function of x alone and its derivative may exist. If it exists then its value at ( x0 , y0 ) is known to be the partial derivative of f ( x, y ) at ( x0 , y0 ) and is ¶f ¶z denoted as or ¶x ( x0 , y0 ) ¶x ( x0 , y0 ) The other notations are z x , f x , f1 . ¶f f ( x + Dx, y0 ) - f ( x, y0 ) = lim ¶x ( x0 , y0 ) Dx®0 Dx ¶f We can define in the same manner. ¶y

Chap 5 – Function of several variables

5

slope of the tangent to the curve z = f ( x0 , y ) at y = y0 . If the point ( x0 , y0 ) varies, then f x & f y are themselves functions of x & y . In the case of functions of more than three variables it is necessary to indicate the variable held constant during the process of differentiation as a suffix to avoid the confusion. æ ¶z ö æ ¶z ö For example, z = f ( x, y, u , v) , then partial derivatives are written as ç ÷ , ç ÷ è ¶u ø x è ¶y øv and so on. We take an example: x = u + v , y = u - v æ ¶x ö æ ¶x ö æ ¶y ö æ ¶y ö ç ÷ = 1 , ç ÷ = 1 , ç ÷ = 1 , ç ÷ = -1 è ¶u øv è ¶v øu è ¶u øv è ¶v øu Also x + y = 2u and x = 2u - y , then æ ¶x ö æ ¶x ö = 2 & ç ÷ = -1 and so on. ç ÷ è ¶u ø y è ¶y øu v Total Differential In the case of partial derivative we have considered increments Dx & Dy separately. Now take ( x, y ) & ( x + Dx, y + Dy ) two points in the domain of definition of z then if ( z + Dz ) correspond to the point ( x + Dx, y + Dy ) we have Dz = f ( x + Dx, y + Dy ) - f ( x, y ) If the increment Dz can be expressed as Dz = aDx + bDy + e1Dx + e 2Dy and e1 , e 2 ® 0 as Dx, Dy ® 0 , then aDx + bDy is known to be the total differential of z denoted by dz , and we write Dz = dz + e1Dx + e 2 Dy In case when z is differentiable function dz gives very close approximation of Dz . v Theorem If z = f ( x, y ) has a total differential at a point ( x, y ) Î D , then ¶z ¶z a= & b= . ¶x ¶y Proof We have Dz = dz + e1Dx + e 2 Dy where e1 , e 2 ® 0 as Dx, Dy ® 0 Let us suppose that Dy = 0 then Dz = aDx + e1Dx Taking the limit as Dx ® 0 ¶z =a ¶x ¶z Similarly we can get =b. ¶y

v Geometrical Interpretation z = f ( x, y ) represents a surface in space. y = y0 is a plane. z = ( x, y0 ) is the curve ¶f which arises when y = y0 cuts the surface z = f ( x, y ) . Thus denotes the ¶x ( x0 , y0 ) ¶f slope of tangent to the curve z = f ( x, y0 ) at x = x0 . Similarly denotes the ¶y ( x0 , y0 )

6

Chap 5 – Function of several variables

v Theorem (Fundamental Lemma) If z = f ( x, y ) has a continuous first order partial derivative in D then z has total ¶z ¶z differential dz = Dx + Dy at every point ( x, y ) Î D . ¶x ¶y Proof Take a point ( x, y ) as a fixed point in the domain D . Suppose x changes alone. Then we have Dz = f ( x + Dx, y ) - f ( x, y ) = f x ( x1 , y )Dx ( x < x1 < x + Dx ) ( It is by M. V. Theorem) Q f x is continuous \ e1 = f x ( x1, y ) - f x ( x, y ) ® 0 as Dx ® 0 Þ f ( x + Dx, y ) - f ( x, y ) = f x ( x, y )Dx + e1Dx ………. (i) Now if both x, y changes, we obtain a change Dz in z as Dz = f ( x + Dx, y + Dy ) - f ( x, y ) = [ f ( x + Dx, y ) - f ( x, y ) ] + [ f ( x + Dx, y + Dy ) - f ( x + Dx, y )] that is we have expressed Dz as the sum of terms representing the effect of a change in x alone and subsequent change in y alone. Now f ( x + Dx, y + Dy ) - f ( x + Dx, y ) = f y ( x + Dx, y1 ) Dy ( y < y1 < y + Dy ) (It is by use of M.V. theorem) Q f y is given to be continuous

\ e 2 = f y ( x + Dx, y1 ) - f y ( x, y ) ® 0 as Dx, Dy ® 0 Þ f ( x + Dx, y + Dy ) - f ( x + Dx, y ) = f y ( x, y )Dy + e 2 Dy ……….. (ii) Using (i) & (ii), we have Dz = f x ( x, y )Dx + f y ( x, y )Dy + e1Dx + e 2Dy where e1 , e 2 ® 0 as Dx, Dy ® 0 which shows that the total differential dz of z exist & is given by dz = f x ( x, y )Dx + f y ( x, y )Dy ………….. (iii)

Note (a) For reasons to be explained later; Dx & Dy can be replaced by dx & dy in (iii). ¶z ¶z Thus we have dz = dx + dy ¶x ¶y Which is the customary way of writing the differential. The preceding analysis extends at once to functions of three or more variables. For example, if ¶w ¶w ¶w ¶w w = f ( x, y , u , v) , then dw = dx + dy + du + dv . ¶x ¶y ¶u ¶v (b) In the following discussion, the function and their Ist order partial derivatives will be considered to be continuous in their respective domain of definition. Example If z = x 2 - y 2 , then dz = 2 xdx - 2 ydy . Example: xy y x xy If w = , then dw = dx + dy - 2 dz z x z z

Chap 5 – Function of several variables

7

PROBLEMS 1) Evaluate a) b) c) ¶z ¶z and if ¶x ¶y x z= 2 x + y2 z = x sin xy

¶z y 2 - x2 = Ans: ¶x x2 + y 2

(

)

2

,

¶z -2 xy = ¶x x2 + y 2

(

)

2

x 3 + xy 2 - x 2 z + z 3 - 2 = 0

¶z ¶z = sin xy + xy cos xy , = x 2 cos xy ¶x ¶y ¶z 3 x 2 + y 2 - 2 xz ¶z e x +2 y - y = Ans: = , ¶y ¶x x 2 - 3z 2 e x+2 y - y 2 Ans:

2) Evaluate the indicated partial derivatives: æ ¶v ö æ ¶u ö a) ç ÷ and ç ÷ if u = x 2 - y 2 , v = x + 2 y è ¶x ø y è ¶y ø x æ ¶x ö æ ¶y ö ç ÷ and ç ÷ if u = x - 2 y , v = u + 2 y è ¶u ø y è ¶v øu 3) Find the differentials of the following functions x a) z = y b) b) c) d) z = log x 2 + y 2 æ yö z = tan -1 ç ÷ èxø 1 u= x2 + y2 + z 2 æ ¶x ö æ ¶y ö 1 Ans: ç ÷ = 1 , ç ÷ = è ¶u ø y è ¶v øu 2 ydx - xdy y2 xdx + ydy Ans: x2 + y2 - ydx + ydy Ans: x2 + y 2 -( xdx + ydy + zdz ) Ans: 3 ( x2 + y 2 + z 2 ) 2 Ans:

4) If z = x 2 + 2 xy , find Dz in terms of Dx , Dy for x = 1 , y = 1 . Ans: Dz = 4Dx + 2Dy + Dx 2 + 2DxDy , dz = 4Dx + 2Dy , dz = 4Dx + 2Dy .

…………………………………..

8

Chap 5 – Function of several variables

v Derivative and Differential of functions of functions In the following discussion, the function and their first order partial derivatives will be considered to be continuous in their respective domain of definitions. v Theorem (Chain Rule I) Let z = f ( x, y ) , x = g (t ) & y = h(t ) be defined in a domain D , then dz ¶z dx ¶z dy = × + × dt ¶x dt ¶y dt Proof Q z = f ( x, y ) , x = g (t ) , y = h(t ) are defined in D , are continuous and have Ist order partial derivatives. \ By using the fundamental lemma we have ¶z ¶z Dz = Dx + Dy + e1Dx + e 2 Dy ………… (i) ¶x ¶y where e1 , e 2 ® 0 as Dx, Dy ® 0 Also Dx = g (t + Dt ) - g (t ) Dy = h(t + Dt ) - h(t ) Dividing (i) by Dt , we get Dz ¶z Dx ¶z Dy Dx Dy = × + × + e1 + e2 Dt ¶x Dt ¶y Dt Dt Dt Take the limit as Dt ® 0 , we get dz ¶z dx ¶z dy as desired. = × + × dt ¶x dt ¶y dt v Theorem (Chain Rule II) Let z = f ( x, y ) , x = g (u , v) , y = h(u , v ) be defined in a domain D and have continuous first order partial derivative in D , then ¶z ¶z ¶x ¶z ¶y = × + × ¶u ¶x ¶u ¶y ¶u ¶z ¶z ¶x ¶z ¶y and = × + × ¶v ¶x ¶v ¶y ¶v Proof Q the functions are continuous having first order partial derivatives in D , therefore by the fundamental lemma, we have ¶z ¶z Dz = Dx + Dy + e1Dx + e 2 Dy ………… (i) ¶x ¶y where Dx = g (u + Du , v ) - g (u , v ) , Dy = h(u + Du , v) - h(u , v) and e1 , e 2 ® 0 as Dx, Dy ® 0 i.e. Du ® 0 Dividing (i) by Du throughout to have Dz ¶z Dx ¶z Dy Dx Dy = × + × + e1 + e2 Du ¶x Du ¶y Du Du Du Taking the limit as Du ® 0 i.e. Dx, Dy ® 0 , we have ¶z ¶z ¶x ¶z ¶y = × + × ¶u ¶x ¶u ¶y ¶u Similarly if Dx = g (u , v + Dv) - g (u , v) Dy = h(u , v + Dv) - h(u , v) Then dividing (i) by Dv throughout, we obtain

Chap 5 – Function of several variables

9

Dz ¶z Dx ¶z Dy Dx Dy = × + × + e1 + e2 Dv ¶x Dv ¶y Dv Dv Dv Taking the limit as Dv ® 0 , we have ¶z ¶z ¶x ¶z ¶y = × + × ¶v ¶x ¶v ¶y ¶v v Note We have proved in chain rule I, that if z = f ( x, y ) , x = g (t ) , y = h(t ) , then dz ¶z dx ¶z dy ……….. (i) = × + × dt ¶x dt ¶y dt The three functions of t considered here: x = g (t ) , y = h(t ) , z = f ( g (t ), h(t ) ) dx dy dz have differentials dx = Dt , dy = Dt , dz = Dt . dt dt dt From (i) we conclude that dz ¶z æ dx ö ¶z æ dy ö Dt = ç Dt ÷ + ç Dt ÷ dt ¶x è dt ø ¶y è dt ø ¶z ¶z Þ dz = dx + dy ………… (ii) ¶x ¶y ¶x ¶x Similarly, dx = Du + Dv ¶u ¶v ¶y ¶y dy = Du + Dv ¶u ¶v ¶z ¶z dz = Du + Dv ¶u ¶v are the corresponding differentials when z = f ( x, y ) , x = g (u , v) , y = h(u , v ) æ ¶z ¶x ¶z ¶y ö æ ¶z ¶x ¶z ¶y ö Þ dz = ç × + × ÷ Du + ç × + × ÷ Dv è ¶x ¶u ¶y ¶u ø è ¶x ¶v ¶y ¶v ø ¶z æ ¶x ¶x ö ¶z æ ¶y ¶y ö = ç Du + Dv ÷ + ç Du + Dv ÷ ¶x è ¶u ¶v ø ¶y è ¶u ¶v ø ¶z ¶z = dx + dy ¶x ¶y which is again (ii) The generalization of this permits to conclude that: The differential formula ¶z ¶z ¶z dz = dx + dy + dt + ...... ¶x ¶y ¶t which holds when z = f ( x, y , t ,....) and dx = Dx , dy = Dy , dt = Dt ,…..., remain the true when x, y , t ,..... , and hence z , are all functions of other independent variables and dx, dy, dt ,....., dz are the corresponding differentials. As a consequence we can conclude: Any equation in differentials which is correct for one choice of independent variables remains true for any other choice. Another way of saying this is that any equation in differentials treats all variables on an equal basis. 1 3 Thus, if dz = 2dx - 3dy at a given point, then dx = dz + dy is the 2 2 corresponding differentials of x in terms of y and z .

10

Chap 5 – Function of several variables

v Example x2 - 1 2 xy dx - ( x 2 - 1)dy , then dz = If z = y2 y ¶z 2 x ¶z 1 - x 2 , Hence = = ¶x y ¶y y2 v Example If r 2 = x 2 + y 2 , then rdr = xdx + ydy æ ¶r ö x r y æ ¶x ö æ ¶r ö , ç ÷ = , ç ÷ = , etc. and ç ÷ = è ¶x ø y r è ¶y ø x r è ¶r ø y x v Example æ yö If z = tan -1 ç ÷ ( x ¹ 0) , then èxø 1 xdy - ydx æ yö .d ç ÷ = 2 dz = 2 x + y2 æ yö èxø 1+ ç ÷ èxø and hence ¶z y ¶z x , =- 2 = 2 ¶x x + y2 ¶y x + y 2 …………………………………..

Chap 5 – Function of several variables

11

v Implicit Function If F ( x, y, z ) is a given function of x, y & z , then the equation F ( x, y , z ) = 0 is a relation which may describe one or several functions z of x & y . Thus if x 2 + y 2 + z 2 - 1 = 0 , then z = 1 - x2 - y 2 or z = - 1 - x2 - y2 Where both functions being defined for x 2 + y 2 £ 1 . Either function is said to be implicitly defined by the equation x 2 + y 2 + z 2 - 1 = 0 . Similarly, an equation F ( x, y, z, w) = 0 may define one or more implicit functions w of x, y , z . If two such equations are given; F ( x, y , z , w) = 0 , G ( x, y , z , w) = 0 , It is in general possible (at least in theory) to reduce the equations by elimination to the form w = f ( x , y ) , z = g ( x, y ) i.e. to obtain two functions of two variables. In general, if m equations in n unknown are given (m < n) , it is possible to solve for m of the variables in terms of the remaining n - m variables; the number of dependent variables equals the number of equations v Example If 3 x + 2 y + z + 2w = 0 2x + 3y - z - w = 0 then w = f ( x, y ) = -5 x - 5 y

& z = g ( x, y ) = 7 x + 8 y

v Example Suppose that the functions w = f ( x, y ) & z = g ( x, y ) are implicitly defined by

2 x 2 + y 2 + z 2 - zw = 0 x 2 + y 2 + 2 z 2 - 8 + zw = 0 Then taking the differentials, we obtain 4 xdx + 2 ydy + 2 zdz - wdz - zdw = 0 ……… (i) wdz + zdw + 2 xdx + 2 ydy + 4 zdz = 0 ……… (ii) Eliminate dw between (i ) and (ii ) to have 6 xdx + 4 ydy + 6 zdz = 0 x 2y Þ dz = - dx dy z 3x ¶z x ¶z 2y Þ =, =¶x z ¶y 3z Eliminating of dz from (i ) and (ii ) gives
6 x ( 2 z + w ) dx + 4 y ( z + w ) dy - 6 z 2 dw = 0 Þ dw = x ( 2 z + w) 2 y ( z + w) dx + dy z2 3z 2 ¶w x (2 x + w) ¶w 2 y ( z + w) = , = 2 ¶x x ¶y z2

12

Chap 5 – Function of several variables

v Examples Suppose that the functions w = f ( x, y ) & z = g ( x, y ) are implicitly define by F ( x, y, z, w) = 0 and G ( x, y , z ) = 0 , then Fx dx + Fy dy + Fz dz + Fwdw = 0 and

Gx dx + Gy dy + Gz dz + Gwdw = 0
Gz dz + Gwdw = - éGx dx + G y dy ù ë û Fx =Gx Fz Gz Fw Fw Fy Fw

Þ Fz dz + Fwdw = - é Fx dx + Fy dy ù ë û and Then by crammer rule, we have Fx dx + Fy dy Fw Gx dx + G y dy Gw dz = Fz Fw Gz Gw Fx Þ Fw

G y Gw Gw dx dy Fw Fz Fw Gw Gz Gw

Fy

G y Gw G Gw ¶z ¶z =- x , =Fz Fw Fz Fw ¶x ¶y Gz Gw Gz Gw ¶( F , G) ¶( F , G ) ¶z ¶z ¶( F , G) ¶ ( x, w) ¶ ( y, w) , provided ==Þ ¹0 ¶( F , G) ¶( F , G ) ¶x ¶y ¶ ( z , w) ¶ ( z , w) ¶ ( z , w) Similarly, we have Fz Fx dx + Fy dy Fz Fw Gz Gw ¶w ¶w and we can find and in the same manner. ¶x ¶y v Particular Cases i) One equation in 2 unknowns i.e. F ( x, y ) = 0 Þ Fx dx + Fy dy = 0 Þ dy F =- x dx Fy dw = Gz Gx dx + G y dy

(F

y

¹ 0)

ii) One equation in 3 unknowns i.e. F ( x, y , z ) = 0 Fx dx + Fy dy + Fz dz = 0 F ¶z F ¶z =- x , = - y ( Fz ¹ 0) ¶x Fz ¶y Fz iii) 2 equations in 3 unknown F ( x, y , z ) = 0 , G ( x , y , z ) = 0 ¶( F , G ) ¶( F , G ) ¶z ¶z ¶ ( y, x ) ¶ ( w, y ) , ==¶( F , G ) ¶( F , G ) ¶x ¶y ¶ ( y, z ) ¶ ( z , w) Þ ………………………………

Chap 5 – Function of several variables

13

v Example Find the partial derivatives w.r.t x & y , when u + 2v - x 2 + y 2 = 0 2u - v - 2 xy = 0 Solution Take the differentials du + 2 dv - 2 x dx + 2 y dy = 0 ………… (i) 2 du - dv - 2 x dy - 2 y dx = 0 …………. (ii) Eliminating dv between (i ) and (ii ) , we have 5du - (2 x + 4 y )dx + (2 y - 4 x )dy = 0 1 1 Þ du = ( 2 x + 4 y ) dx - ( 2 y - 4 x ) dy 5 5 ¶u 1 ¶u 1 Þ = ( 2x + 4 y ) & = - (2 y - 4x ) ¶x 5 ¶y 5 Eliminating du between (i ) and (ii ) , we get 5dv - ( 4 x - 2 y ) dx + ( 4 y + 2 x ) dy = 0 1 1 Þ dv = ( 4 x - 2 y ) dx - ( 4 y + 2 x ) dy 5 5 ¶v 1 ¶v 1 Þ = (4x - 2 y ) & = - (4 y + 2x) ¶x 5 ¶y 5 v Question Give that

2 x + y - 3 z - 2u = 0 & x + 2y + z + u = 0

æ ¶x ö æ ¶y ö æ ¶z ö æ ¶y ö Find ç ÷ , ç ÷ , ç ÷ , ç ÷ è ¶y ø z è ¶x øu è ¶u ø x è ¶z ø x Solution Take the differentials 2 dx + dy - 3dz - 2du = 0 ………… (i) dx + 2dy + dz + du = 0 ………...… (ii) Eliminating du between (i) and (ii), we have 4 dx + 5dy - dz = 0 ………. (iii) 5 1 Þ dx = - dy + dz 4 4 æ ¶x ö 5 Þ ç ÷ =4 è ¶y ø z From (iii), we have 5dy = dz - 4dx 1 4 Þ dy = dz - dx 5 5 æ ¶y ö 1 Þ ç ÷ = è ¶z ø x 5 Eliminating dz between (i ) & (ii ) , we get 5dx + 7 dy + du = 0

14

Chap 5 – Function of several variables

5 1 Þ dy = - dx - du 7 7 5 æ ¶y ö Þ ç ÷ =7 è ¶x øu Now eliminating dy between (i ) & (ii ) , we get -3dx - 5dz - 3du = 0 3 3 Þ dz = - dx - du 5 5 3 æ ¶z ö Þ ç ÷ =5 è ¶u ø x v Question Given that x 2 + y 2 + z 2 - u 2 + v 2 = 1 …………... (i)

x 2 - y 2 + z 2 + u 2 + 2v 2 = 2 ………… (ii) a) Find du & dv in terms of dx, dy & dz at the point x =1 , y =1 , z = 2 , u = 3 & v = 2 .
æ ¶v ö æ ¶u ö b) Find ç ÷ , ç ÷ at the point given above. è ¶x ø( y , z ) è ¶y ø( x , z ) c) Find approximately the values of u & v for x = 1 × 1 , y = 1.2 , z = 1.8 Solutions Differential gives 2 xdx + 2 ydy + 2 zdz - 2udu + 2vdv = 0 ……… (iii) 2 xdx - 2 ydy + 2 zdz + 2udu + 2vdv = 0 ……… (iv) a) Putting x = 1 , y = 1 , z = 2 , u = 3 & v = 2 in (iii) & (iv), we obtain 2 dx + 2dy + 4dz - 6du + 4dv = 0 ………… (v) & 2 dx - 2dy + 4dz + 6du + 8dv = 0 ………… (vi) Adding gives 12dv = - ( 4dx + 8dz ) 1 Þ dv = - ( dx + 0 × dy + 2dz ) 3 Similarly eliminating dv between (v ) and (vi ) , we get 1 du = ( dx + 3dy + 2dz ) 9 1 b) Q du = ( dx + 3dy + 2dz ) 9 1 æ ¶u ö \ ç ÷ = è ¶x ø y , z 9 1 & Q dv = - ( dx + 0 × dy + 2dz ) 3 æ ¶v ö \ ç ÷ =0 è ¶y ø x , z …………………………………..

Chap 5 – Function of several variables

15

v Question Find the transformation of x = r cosq , y = r sin q from rectangular to polar coordinates. Verify the relations dx = cosq dr - r sinq dq a) dy = sin q dr + r cosq dq dr = cosq dx + sin q dy b) sin q cosq dq = dx + dy r r ¶ (r ,q ) 1 æ ¶x ö æ ¶x ö c) = ç ÷ = cosq , ç ÷ = secq , ¶ ( x, y ) r è ¶r øq è ¶r ø y Solutions Given that x = r cosq & y = r sin q a) Differential gives dx = cosq dr - r sinq dq ………. (i) dy = sin q dr + r cosq dq ………. (ii) b) Multiplying (i) by cosq & (ii) by sinq and adding, we get dr = cosq dx + sin q dy Now multiply (i) by sinq & (ii) by cosq and subtract to obtain sin q cosq dq = dx + dy r r c) Given x = r cosq æ ¶x ö Þ ç ÷ = cosq è ¶r øq We have already shown that dr = cosq dx + sin q dy dr - tan q dy Which can be written as dx = cosq æ ¶x ö Þ ç ÷ = secq è ¶r ø y ¶x ¶x cosq - r sin q ¶ ( x, y ) ¶r ¶q = = = r cos 2 q + r sin 2 q = r sin q r cosq ¶ (r ,q ) ¶y ¶y ¶r ¶q ¶r ¶r cosq sin q ¶x ¶y ¶ (r ,q ) 1 1 1 and = = sin q cosq = cos 2 q + sin 2 q = ¶ ( x, y ) ¶q ¶q r r r r r ¶x ¶y v Question Given that

x 2 - y 2 cos uv + z 2 = 0 x 2 + y 2 - sin uv + 2 z 2 = 2 and xy - sin u cos v + z = 0 p æ ¶x ö æ ¶x ö Find ç ÷ , ç ÷ at x = 1 , y = 1 , u = , v = 0 , z = 0 2 è ¶u øv è ¶v øu Solution Differential gives 2 x dx - 2 y cos uv dy + y 2 sin uv × udv + y 2 sin uv × vdu + 2 zdz = 0 ……. (i)

16

Chap 5 – Function of several variables

2 x dx + 2 y dy - cos uv × udv - cos uv × vdu + 4 zdz = 0 ……… (ii) & x dy + y dx - cos u × cos v du + sin u × sin v dv + dz = 0 ……... (iii) At the given point, these equations reduce to 2 dx - 2dy = 0 …………..…. (iv) p 2 dx + 2dy - dv = 0 ……… (v) 2 & dx + dy + dz = 0 …………... (vi) Adding (iv) & (v), we have p 4 dx - dv = 0 2 p æ ¶x ö p æ ¶x ö Þ dx = dv + 0 × du Þ ç ÷ = 0 , ç ÷ = 8 è ¶u øv è ¶v øu 8 v Question æ ¶u ö Find ç ÷ if x 2 - y 2 + u 2 + 2v 2 = 1 è ¶x ø y

x 2 + y 2 - u 2 - v2 = 2
Solution Taking the differentials, we have 2 x dx - 2 y dy + 2u du + 4v dv = 0 2 x dx + 2 y dy - 2u du - 2v dv = 0 Eliminating dv , we get 6 x dx + 2 y dy - 2u du = 0 3x y Þ du = dx + dy u u 3x æ ¶u ö Þ ç ÷ = è ¶x ø y u v Question Given the transformation x = u - 2v y = 2u + v a) Write the equations of the inverse transformation b) Evaluate the Jacobian of the transformation and that of the inverse transformation. Solution a) From the equations, we have 1 2 u= x+ y 5 5 2 1 v=- x+ y 5 5 which are the equations of the inverse transformation. ¶x ¶x ¶ ( x, y ) ¶u ¶v = b) Jacobian of the given transformation = ¶y ¶y ¶ (u , v) ¶u ¶v 1 -2 = =5 2 1

Chap 5 – Function of several variables

17

¶u ¶x ¶ (u , v) Jacobian of the inverse transformation = = ¶v ¶ ( x, y ) ¶x 1 2 1 5 5 = = 2 1 5 5 5 v Question

¶u ¶y ¶v ¶y

Given the transformation x = f (u , v) , y = g (u , v) with Jacobian J = that for the inverse transformation one has ¶u 1 ¶y ¶v 1 ¶y ¶u 1 ¶x ¶u 1 ¶x = , , =, == ¶x J ¶v ¶x J ¶u ¶y J ¶v ¶y J ¶u Solution The given equations are f (u , v ) - x = 0 ………. (i) g (u , v) - y = 0 ………. (ii) Differentiating w.r.t. x , we get ¶u ¶v fu + fv - 1 = 0 ¶x ¶x ¶u ¶v gu + gv -0=0 ¶x ¶x Solving these equations by Crammer’s rule, we have -1 f v ¶u =¶x 0 fu gu fu gv fv gv -1 = gv 1 ¶y = J J ¶v

¶ ( x, y ) , show ¶ (u , v)

æ ¶y ö = gv ÷ çQ è ¶v ø

g 0 ¶v g 1 ¶y =- u =- u =¶x J J J ¶u Differentiating (i) & (ii) w.r.t. y , we have ¶u ¶v fu + fv -0=0 ¶y ¶y ¶u ¶v gu + gv -1 = 0 ¶y ¶y Solving these equations by Crammer’s rule, we get 0 fv -1 g v f 1 ¶x ¶u ==- v =J J ¶v ¶y J fu 0 g -1 f 1 ¶x ¶v =- u = u = J J ¶u ¶y J

18

Chap 5 – Function of several variables

v Question Given the transformation x = u 2 - v2 y = 2uv a) Compute its Jacobian. æ ¶u ö æ ¶v ö b) Evaluate ç ÷ & ç ÷ è ¶x ø y è ¶x ø y Solution The given equations can be written as u 2 - v 2 - x = 0 ……….. (i) 2uv - y = 0 ……...…… (ii) Differentiating (i) & (ii) partially w.r.t. x , we have ¶u ¶v 2u - 2v - 1 = 0 …………. (iii) ¶x ¶x ¶u ¶v 2v + 2u - 0 = 0 …………. (iv) ¶x ¶x ¶x ¶x 2u -2v ¶ ( x, y ) ¶u ¶v J= = = = 4(u 2 + v 2 ) ¶y ¶y 2v 2u ¶ (u , v ) ¶u ¶v Solving (iii) & (iv) by Crammer’s rule, we have -1 -2v 0 2u æ ¶u ö ç ÷ =J è ¶x ø y 2u -1 = -2v 4(u 2 + v 2 ) = -v 2(u + v 2 )
2

=

2u 4(u + v 2 )
2

=

u 2(u + v 2 )
2

2v 0 æ ¶v ö ç ÷ =J è ¶x ø y Note

æ ¶u ö æ ¶v ö ç ¶y ÷ & ç ¶y ÷ can be determined in the same manner. è øx è øx v Question Prove that if F ( x, y , z ) = 0 , then æ ¶z ö æ ¶x ö æ ¶y ö ç ÷ × ç ÷ × ç ÷ = -1 è ¶x ø y è ¶y ø z è ¶z ø x Solution F ( x, y , z ) = 0 Þ Fx dx + Fy dy + Fz dz = 0 Þ dx = & dy = dz = Fy Fx dy Fz dz Fx F æ ¶x ö Þ ç ÷ =- y Fx è ¶y ø z F æ ¶y ö Þ ç ÷ =- z Fy è ¶z ø x F æ ¶z ö Þ ç ÷ =- x Fz è ¶x ø y

Fx F dx - z dz Fy Fy F Fx dx - y dy Fz Fz

Chap 5 – Function of several variables

19

Hence æ ¶z ö æ ¶x ö æ ¶y ö æ Fx ö æ Fy ç ÷ ×ç ÷ ×ç ÷ = ç - ÷×ç è ¶x ø y è ¶y ø z è ¶z ø x è Fz ø è Fx v Question Prove that, if x = f (u , v) , y = g (u , v) , then æ ¶x ö æ ¶u ö æ ¶y ö æ ¶v ö ç ÷ ç ÷ =ç ÷ ç ÷ è ¶u øv è ¶x ø y è ¶v øu è ¶y ø x and æ ¶x ö æ ¶v ö æ ¶u ö æ ¶y ö ç ÷ ç ÷ =ç ÷ ç ÷ è ¶v øu è ¶x ø y è ¶y ø x è ¶u øv æ ¶x ö æ ¶y ö also that ç ÷ ç ÷ = 1 è ¶y øu è ¶x øu ö æ Fz ÷×çç ø è Fy ö ÷ = -1 ÷ ø

Solution

Q f (u , v ) - x = 0 g (u , v) - y = 0 g æ ¶u ö \ ç ÷ = v , è ¶x ø y J

gu æ ¶v ö ç ÷ =J è ¶x ø y as already shown

æ ¶u ö æ ¶v ö fv f , ç ÷ = u ç ÷ =J è ¶y ø x è ¶y ø x J Taking differentials of the given equations, we have f u du + f v dv - dx = 0 g u du + g v dv - dy = 0 Þ dx = f u du + f v dv ………… (i) dy = g u du + g v dv ……..…. (ii) æ ¶x ö æ ¶x ö Þ ç ÷ = fu , ç ÷ = f v è ¶u øv è ¶v øu æ ¶y ö æ ¶y ö ç ÷ = gu , ç ÷ = gv è ¶u øv è ¶v øu Now æ ¶x ö æ ¶u ö æ ¶y ö æ ¶v ö ç ÷ ×ç ÷ = ç ÷ ×ç ÷ è ¶u øv è ¶x ø y è ¶v øu è ¶y ø x g f Þ f u × v = g v × u , which is true J J Similarly, we have the second relation. Eliminating dv between (i ) & (ii ) , we get ( fu × gv - fv × gu ) du - gv dx + f v dy = 0 f g - fv gu f Þ dx = u v × du + v dy gv gv f g - f v gu g and dy = v dx - u v du fv fv æ ¶x ö f g æ ¶y ö Þ ç ÷ = v & ç ÷ = v è ¶x øu f v è ¶y øu g v æ ¶x ö æ ¶y ö f g Þ ç ÷ ×ç ÷ = v × v =1 è ¶y øu è ¶x øu g v f v

20

Chap 5 – Function of several variables

v Question Given that x = f (u , v, w) , y = g (u , v, w) , z = h(u , v, w) with the Jacobian ¶ ( x, y , z ) , show that for the inverse transformation one has J= ¶ (u , v, w) ¶u 1 ¶ ( y, z ) ¶u 1 ¶ ( z, x ) ¶u 1 ¶ ( x, y ) i) , , = = = ¶x J ¶ (v, w) ¶y J ¶ (v, w) ¶z J ¶ (v, w) ¶v 1 ¶ ( y, z ) ¶v 1 ¶ ( z , x ) ¶v 1 ¶ ( x, y ) ii) , , = = = ¶x J ¶ ( w, u ) ¶y J ¶ ( w, u ) ¶z J ¶ ( w, u ) ¶w 1 ¶ ( y, z ) ¶w 1 ¶ ( z , x) ¶w 1 ¶ ( x, y ) iii) , , = = = ¶x J ¶ (u, v) ¶y J ¶ (u , v ) ¶z J ¶ (u , v ) Solution We have f (u , v, w) - x = 0 g (u , v, w) - y = 0 h (u , v, w) - z = 0 Differentiating w.r.t. to x , we get ¶u ¶v ¶w fu + fv + f w -1 = 0 ¶x ¶x ¶x ¶u ¶v ¶w gu + gv + gw -0=0 ¶x ¶x ¶x ¶u ¶v ¶w hu + hv + hw -0=0 ¶x ¶x ¶x By Crammer’s rule, we have -1 f v f w gv g w 0 gv g w 0 ¶u =¶x fu gu h ¶v =- u ¶x fu gu hv hw J -1 f w 0 gw = hv J gu gw = 1 ¶ ( g , h) 1 ¶( y, z) = J ¶ ( w, u ) J ¶ ( w, u ) hw = 1 ¶ ( g , h) 1 ¶( y, z) = J ¶ ( v, w) J ¶ (v, w)

0 hw h hw =- u J J f v -1 gv 0 gu g v

h hv 0 h hv ¶w 1 ¶ ( g , h) 1 ¶ ( y, z ) =- u = u = = ¶x J J J ¶ (u , v) J ¶ (u , v) We can find the other relations in the same way by differentiating given relation w.r.t. y and w.r.t. z respectively.

………………………………….

Chap 5 – Function of several variables

21

v Partial Derivative of Higher Order Let a function z = f ( x, y ) be given. Then its two partial derivatives are themselves functions of x & y . ¶z ¶z i.e. = f x ( x, y ) , = f y ( x, y ) ¶x ¶y Hence each can be differentiable w.r.t. x & y . Thus, we obtain four partial derivatives ¶2 z ¶2z = f xy ( x, y ) = f xx ( x, y ) , ¶x ¶y ¶x 2 ¶2z = f yx ( x, y ) , ¶y ¶x ¶2z = f yy ( x, y ) ¶y 2

¶z ¶z & ¶x ¶y

¶2 z ¶z ¶2 z is the result of differentiating w.r.t. x , where is the result of ¶x 2 ¶x ¶y ¶x ¶z differentiating w.r.t. y . If all the derivatives concerned are continuous in the ¶x ¶2z ¶2z domain considered, then = i.e. order of differentiation is immaterial. ¶x ¶y ¶y ¶x Third and higher order partial derivatives are defined in the same manner and under appropriate assumptions of continuity the order of differentiation does not matter. v Laplacian of z If z = f ( x, y ) , then the Laplacian of z is denoted by Ñ 2 z is the expression ¶2 z ¶2 z Ñ z= 2 + 2 ¶x ¶y if w = f ( x, y , z ) , the Laplacian of w is the expression
2

¶ 2 w ¶ 2w ¶ 2w Ñ w= 2 + 2 + 2 ¶x ¶y ¶z The symbol “ Ñ ” is a vector differential operator define as ¶ ˆ ¶ ˆ ¶ ˆ Ñ= i + j+ k ¶x ¶y ¶x We then have symbolically ¶2 ¶2 ¶2 2 Ñ = Ñ×Ñ = 2 + 2 + 2 ¶x ¶y ¶z
2

v Harmonic Function If z = f ( x, y ) has continuous second order derivatives in a domain D and Ñ 2 z = 0 in D , then z is said to be Harmonic in D . The same term is used for the function of three variables which has continuous 2nd derivatives in a domain D in space and whose Laplacian is zero in D . The two equations for harmonic functions ¶2 z ¶2 z 2 Ñ z= 2 + 2 =0 ¶x ¶y ¶ 2 w ¶ 2 w ¶ 2w 2 Ñ w= 2 + 2 + 2 =0 ¶x ¶y ¶z are known as the Laplace equations in two and three dimensions respectively.

22

Chap 5 – Function of several variables

v Bi-Harmonic Equations Another important combination of derivatives occurs in the equation ¶4 z ¶4 z ¶4 z +2 2 2 + 4 =0 ¶x 4 ¶x ¶y ¶y which is known to be the Bi-harmonic equation. This combination can be expressed in terms of Laplacian as Ñ2 Ñ2 z = Ñ4 z = 0

(

)

The solutions of Ñ 4 z = 0 are termed as Pri-harmonic functions. v Higher Derivatives of Functions of Functions (1) Let z = f ( x, y ) and x = g (t ) , y = h(t ) so that z can be expressed in terms of t alone. Then dz ¶z dx ¶z dy ……….. (i) = + dt ¶x dt ¶y dt d 2 z d æ dz ö ¶z d 2 x dx d æ ¶z ö ¶z d 2 y dy d æ ¶z ö = ç ÷= + + ç ÷+ ç ÷ ……… (ii) dt 2 dt è dt ø ¶x dt 2 dt dt è ¶x ø ¶y dt 2 dt dt è ¶y ø Using (i), we have d æ ¶z ö ¶ 2 z dx ¶ 2 z dy + ç ÷= dt è ¶x ø ¶x 2 dt ¶y ¶x dt d æ ¶z ö ¶ 2 z dx ¶ 2 z dy + & ç ÷= dt è ¶y ø ¶x¶z dt ¶y 2 dt Putting these values in (ii ) , we have d 2 z ¶z d 2 x ¶ 2 z æ dx ö ¶ 2 z dx dy ¶ 2 z æ dy ö ¶z d 2 y = + × + ç ÷ +2 ç ÷ + ¶x ¶y dt dt ¶y 2 è dt ø ¶y dt 2 dt 2 ¶x dt 2 ¶x 2 è dt ø (2) If z = f ( x, y ) and x = g (u , v) , y = h(u , v ) , then ¶z ¶z ¶x ¶z ¶y ……….. (iii) = × + × ¶u ¶x ¶u ¶y ¶u ¶z ¶z ¶x ¶z ¶y ……….. (iv) = × + × ¶v ¶x ¶v ¶y ¶v ¶ 2 z ¶z ¶ 2 x ¶ æ ¶z ö ¶x ¶z æ ¶ 2 y ö ¶y ¶ æ ¶z ö = × + ç ÷× + ç × …………. (iv) ÷+ ¶u 2 ¶x ¶u 2 ¶u è ¶x ø ¶u ¶y è ¶u 2 ø ¶u ¶u ç ¶y ÷ è ø Using (iii), we have ¶ æ ¶z ö ¶ 2 z ¶x ¶ 2 z ¶y × + × ç ÷= ¶u è ¶x ø ¶x 2 ¶u ¶y ¶x ¶u ¶ æ ¶z ö ¶ 2 z ¶x ¶ 2 z ¶y and = + ç ¶u è ¶y ÷ ¶x ¶y ¶u ¶y 2 ¶u ø Putting these values in (iv ) , we get ¶ 2 z ¶z ¶ 2 x ¶ 2 z æ ¶x ö ¶ 2 z ¶x ¶y ¶ 2 z æ ¶y ö ¶z ¶ 2 y = + 2ç ÷+2 × + ç ÷ + × ¶u 2 ¶x ¶u 2 ¶x è ¶u ø ¶x ¶y ¶u ¶u ¶y 2 è ¶u ø ¶y ¶u 2 ¶2 z ¶2z We can find the values of & in the same manner. ¶u ¶v ¶v 2
2 2 2

………………………………………..

Chap 5 – Function of several variables

23

v The Laplacian in Polar, Cylindrical and Spherical Co-ordinate We consider first the two-dimensional Laplacian ¶ 2 w ¶ 2w 2 Ñ w= 2 + 2 ¶x ¶y and its expression in terms of polar co-ordinates r & q . Thus we are given w = f ( x, y ) and x = r cosq , y = r sin q and we wish to express Ñ 2 w in terms of r , q and derivatives of w with respect to r and q . The solution is as follows. One has ¶w ¶w ¶r ¶w ¶q = × + × ¶x ¶r ¶x ¶q ¶x ¶w ¶w ¶r ¶w ¶q by chain rule = × + × ¶y ¶r ¶y ¶q ¶y ¶r ¶q ¶r ¶q To evaluate , , , , we use the equations ¶x ¶x ¶y ¶y dx = cosq dr - r sin q dq dy = sin q dr + r cosq dq These can be solved for dr and dq by determinants or by elimination to give dr = cosq dx + sin q dy sin q cosq dq = dx + dy r r ¶r ¶q sin q ¶r ¶q cosq Hence = cosq , =and = sin q , = ¶x ¶x r ¶y ¶y r ¶w ¶w Putting these values above in expressions of & , we have ¶x ¶y ¶w ¶w sin q ¶w ü = cosq ¶x ¶r r ¶q ï ï .............. (i ) ¶w ¶w cosq ¶w ý ï = sin q + ¶y ¶r r ¶q ï þ These equations provide general rules for expressing derivatives w.r.t. x or y in terms of derivatives w.r.t. r and q . By applying the first equation to the function ¶w , one finds that ¶x ¶ 2 w ¶ æ ¶w ö ¶ æ ¶w ö sin q ¶ æ ¶w ö = ç ÷ = cosq ç ÷ç ÷ 2 ¶x ¶x è ¶x ø ¶r è ¶x ø r ¶q è ¶x ø By (i) this can be written as follows: ¶2w ¶æ ¶w sin q ¶w ö sin q ¶ æ ¶w sin q ¶w ö = cosq ç cosq ÷ç cosq ÷ 2 ¶x ¶r è ¶r r ¶q ø r ¶q è ¶r r ¶q ø The rule for differentiation of a product gives finally ¶2w ¶ 2 w 2sin q cosq ¶ 2 w sin 2 q ¶ 2 w 2 = cos q × 2 × + 2 × 2 ¶x 2 ¶r r ¶r ¶q r ¶q sin 2 q ¶w 2sin q cosq ¶w + × + × ……. (ii) r ¶q r2 ¶q In the same manner one finds ¶ 2 w ¶ æ ¶w ö ¶æ ¶w cosq ¶w ö cosq ¶ æ ¶w cosq ¶w ö = ç + ç sin q ÷ ÷ = sin q ¶r ç sin q ¶r + r ¶q ÷ + 2 ¶y ¶y è ¶y ø r ¶q è ¶r r ¶q ø è ø

24

Chap 5 – Function of several variables

¶ 2 w 2sin q cosq ¶ 2 w cos 2 q ¶ 2 w = sin q × 2 + × + × 2 ¶r r ¶r ¶q r2 ¶q
2

+

cos 2 q ¶w 2sin q cosq ¶w × × …… (iii) r ¶r r2 ¶q

Adding (ii) & (iii), we conclude ¶ 2 w ¶ 2 w ¶ 2 w 1 ¶ 2 w 1 ¶w 2 Ñ w= 2 + 2 = 2 + 2 + ………. (iv) ¶r r ¶q 2 r ¶r ¶x ¶y This is the desired result. Equation (iv) at once permits one to write the expression for the 3-demensional Laplacian in cylindrical co-ordinates for the transformation of coordinates x = r cosq , y = r sin q , z = z involves only x & y . In the same way as above, we have Ñ2w = ¶ 2 w ¶ 2w ¶ 2w + + ¶x 2 ¶y 2 ¶z 2 ¶ 2 w 1 ¶ 2 w 1 ¶w ¶ 2 w = 2 + 2 + + ¶r r ¶q 2 r ¶r ¶z 2

v Laplacian in Spherical Polar Coordinates The transformation form rectangular to spherical polar coordinates is x = r sin j cosq , y = r sin j sin q , z = r cos j Writing r = r sin j , we have x = r cosq , y = r sin q , z = z Which can be considered as a transformation from rectangular to cylindrical coordinates (r ,q , z ) We have ¶ 2 w 1 ¶ 2 w 1 ¶w ¶ 2 w Ñ2w = 2 + 2 + + ……….. (i) ¶r r ¶q 2 r ¶r ¶z 2 where z = r cos j ü ý ………. (ii) r = r sin j þ We have transformation from ( x, y ) to (r ,q ) as ¶ 2 w ¶ 2 w ¶ 2 w 1 ¶ 2 w 1 ¶w + = + + ¶x 2 ¶y 2 ¶r 2 r 2 ¶q 2 r ¶q Now if we take transformation from ( z , r ) to ( r ,j ) , then ¶ 2 w ¶ 2 w ¶ 2 w 1 ¶ 2 w 1 ¶w Þ + = + + ¶z 2 ¶r 2 ¶r 2 r 2 ¶j 2 r ¶j ¶w ¶w ¶r ¶w ¶j Also = × + × ¶r ¶r ¶r ¶j ¶r r Where r 2 = z 2 + r 2 , tan j = z ¶r ¶r r r sin j Þ 2r = 2r Þ = = = sin j ¶r ¶r r r ¶j 1 ¶j cos 2 j cos 2 j cos j & sec 2 j × = Þ = = = ¶r z ¶r z r cos j r ¶w ¶w ¶w cos j ………… (iv) Þ = × sin j + × ¶r ¶r ¶j r Substituting (iii) & (iv) in (i), we have

Chap 5 – Function of several variables

25

æ ¶ 2 w ¶ 2 w ö 1 ¶ 2 w 1 ¶w Ñ2w = ç 2 + 2 ÷ + 2 + ¶z ¶r ø r ¶q 2 r ¶r è ¶ 2 w 1 ¶ 2 w 1 ¶w 1 ¶ 2w 1 æ ¶w ¶w cos j ö = 2+ 2 + + 2 2 × 2 + ç ¶r sin j + ¶j r ÷ 2 r sin j è ¶r r ¶j r ¶r r sin j ¶q ø ¶2w = 2+ ¶r ¶2w = 2+ ¶r 1 r2 1 r2 ¶ 2w × 2+ ¶j ¶ 2w × 2+ ¶j 1 ¶w 1 × + 2 2 r ¶r r sin j 2 ¶w 1 × + 2 2 r ¶r r sin j ¶ 2 w 1 ¶w cot j ¶w × 2+ × + 2 × ¶q r ¶r r ¶j ¶ 2 w cot j ¶w × 2+ 2 × ¶q r ¶j

v Question If u & v are functions of x & y defined by the equations xy + uv = 1 , xu + yv = 1 ¶ 2u . then find ¶x 2 Solution y dx + x dy + v du + u dv = 0 ……… (i) u dx + v dy + x du + y dv = 0 ……... (ii) Eliminating dv between (i) & (ii) y 2 - u 2 dx + ( xy - uv ) dy + ( vy - ux ) du = 0

(

)

u 2 - y2 uv - xy dx + dy vy - ux vy - ux ¶u u 2 - y 2 u 2 - y 2 Þ = = ( using given eq. ) ¶x vy - ux 1 - 2ux ¶u ¶u ù é (1 - 2ux) × 2u × - (u 2 - y 2 ) ê(-2u ) - 2 x ú 2 ¶u ¶x ¶x û ë Þ = 2 2 ¶x (1 - 2ux ) Þ du = v Question ¶ 2w ¶ 2w Find , when ¶x 2 ¶y 2 1 i) w = x2 + y2 y ii) w = tan -1 x x2 - y 2 iii) w = e v Question Show that the following functions are harmonic in x & y i) e x cos y ii) x 3 - 3xy 2 iii) log x 2 + y 2 ………………………………………

26

Chap 5 – Function of several variables

v Sufficient Condition for the Validity of Reversal in the Order of Derivation We now prove two theorems which lay sufficient conditions for the equality of f xy and f yx . v Schawarz’s Theorem If (a, b) be a point of the domain of a function f ( x, y ) such that i) f x ( x, y ) exists in a certain nhood of (a, b) . ii) f xy ( x, y ) is continuous at (a, b) . then f yx (a, b) exists and is equal to f xy (a, b) . Proof The given conditions imply that there exists a certain nhood of (a, b) at every point ( x, y ) of which f x ( x, y ) , f y ( x, y ) and f xy ( x, y ) exist. Let (a + h, b + k ) be any point of this nhood. We write f (h, k ) = f (a + h, b + k ) - f (a + h, b) - f (a, b + k ) + f (a, b) g ( y ) = f (a + h, y ) - f (a, y ) so that f (h, k ) = g (b + k ) - g (b) ……….. (i) Q f y exists in a nhood of ( a, b ) , the function g ( y ) in derivable in [b, b + k ] , and, therefore, by applying the M.V. theorem to the expression on R.H.S of (i ) , we have f (h, k ) = kg ¢(b + q k ) ( 0 < q < 1) = k ( f y (a + h, b + q k ) - f y (a, b + q k ) ) ……….. (ii) Again since f xy exists in a nhood of (a, b) , the function f y ( x, b + q k ) of x is derivable w.r.t. x in interval (a, a + h) and, therefore, by applying the M.V. theorem to the right of (ii ) , we have f (h, k ) = hk f xy (a + q ¢h, b + q k ) ( 0 < q ¢ < 1) 1 æ f ( a + h, b + k ) - f ( a , b + k ) f ( a + h , b ) - f ( a , b ) ö ç ÷ = f xy (a + q ¢h, b + q k ) kè h h ø Since f x ( x, y ) exists in a nhood of (a, b) , this gives when h ® 0 , f x (a , b + k ) - f x ( a , b ) = lim f xy (a + q ¢h, b + q k ) h®0 k Let, now, k ® 0 . Since f xy ( x, y ) is continuous at (a, b) , we obtain f yx (a, b) = lim lim f xy (a + q ¢h, b + q k ) = f xy (a, b) or
k ®0 h ®0

v Young’s Theorem If (a, b) be a point of the domain of definition of a function f ( x, y ) such that f x ( x, y ) and f y ( x, y ) are both differentiable at (a, b) , then

f xy (a, b) = f yx (a, b)
Proof The differentiability of f x and f y at (a, b) implies that they exist in a certain nhood of (a, b) and that f xx , f yx , f xy , f yy exist at (a, b) . Let (a + h, b + h) be a point of this nhood. We write f (h, h) = f (a + h, b + h) - f (a + h, b) - f (a , b + h) + f (a, b) g ( y ) = f (a + h, y ) - f (a, y ) so that f (h, h) = g (b + h) - g (b) ………. (i )

Chap 5 – Function of several variables

27

Since f y exists in a nhood of (a, b) , the function g ( y ) is derivable in (b, b + h) , and, therefore, by applying the M.V. theorem to the expression on the right of (i ) , we have f (h, h) = h g ¢(b + q h) ( 0 < q < 1) = h ( f y (a + h, b + q h) - f y (a, b + q h) ) ……….. (ii ) Since f y ( x, y ) is differentiable at (a, b) , we have, by definition, f y (a + h, b + q h) - f y (a, b) = h f xy (a, b) + q h f yy (a, b) and where j1 , y 1 , y 2 all ® 0 as h ® 0 From (ii ) , (iii ) and (iv ) , we obtain f (h, h) = f xy (a, b ) + f1 (h, h) + qy 1 (h, h) - q y 2 (h, h) …..…. (v ) h2 By a similar argument and on considering g ( x ) = f ( x, b + k ) - f ( x, b ) We can show that f (h, h) = f yx (a, b) + y 3 (h, h) + q ¢j 2 (h, h) - q ¢j 3 (h, h) ……….. (vi ) h2 where j 2 , j 3 ,y 3 all ® 0 as h ® 0 Equating the right hand side of (v ) and (vi ) and making h ® 0 , we obtain f xy (a, b) = f yx (a, b) …………………………………. + h j1 (h, h) + q hy 1 (h, h) …… (iii) f y (a, b + q h) - f y (a, b) = q h f yy (a, b) + q hy 2 (h, h) ….….. (iv )

28

Chap 5 – Function of several variables

v Maxima and Minima for Functions of Two Variables Let ( x0 . y0 ) be the point of the domain of a function f ( x, y ) , then f ( x0 , y0 ) said to an extreme value of the function f ( x, y ) , if the expression Df = f ( x0 + h, y0 + h) - f ( x0 , y0 ) preserves its sign for all h and k . The extreme value of f ( x0 , y0 ) being called a maximum or a minimum value according as this difference is positive or negative respectively. Necessary Condition The Necessary Condition for f ( x0 , y0 ) to be an extreme value of function f ( x, y ) is that f x ( x0 , y0 ) = 0 = f y ( x0 , y0 ) , provided that these partial derivatives exist. It is to be noted that it is impossible to determine the nature of a critical point by studying the function f ( x, y0 ) and f ( x0 , y ) .

f ( x, y ) = 1 + x 2 - y 2 then f (0, y ) = 1 - y 2 Þ f ¢(0, y ) = -2 y = 0 Þ (0,0) is a turning point. Now f ¢¢(0, y ) = -2 Þ (0,0) is a point of maximum value. But f ( x,0) = 1 + x 2 Þ f ¢( x,0) = 2 x = 0 Þ x = 0 Þ (0,0) is the critical point Þ f ¢¢( x,0) = 2 > 0 Þ (0,0) is the maximum value Hence we fail to decide the nature of the critical point in this way.
e.g. Let Sufficient Condition Let z = f ( x, y ) be defined and have continuous 1st and 2nd order partial derivatives in a domain D . Suppose ( x0 , y0 ) is a point of D for which f x and f y are both zero. Let A = f xx ( x0 , y0 ) , B = f xy ( x0 , y0 ) , C = f yy ( x0 , y0 ) , then we have the following cases i) B 2 - AC < 0 and A + C < 0 Þ relative maximum at ( x0 , y0 ) . ii) B 2 - AC < 0 and A + C > 0 Þ relative minimum at ( x0 , y0 ) iii) B 2 - AC > 0 Þ saddle point at ( x0 , y0 ) iv) B 2 - AC = 0 Þ nature of the critical point is undetermined Proof By the application of M.V. theorem for function of two variables we have Df = hf x ( x0 + q h, y0 + q k ) + kf y ( x0 + q h, y0 + q k ) (0 < q < 1)

= h [ f x ( x0 + q h, y0 + q k ) - f x ( x0 , y0 ) ] + k é f y ( x0 + q h, y0 + q k ) - f y ( x0 , y0 ) ù ë û
= h éq hf xx ( x0 , y0 ) + q kf yx ( x0 , y0 ) + e1q h + e 2q k ù ë û where e1 , e 2 , e 3 & e 4 ® 0 as h, k ® 0

(it is because f x ( x0 , y0 ) = f y ( x0 , y0 ) = 0 , a turning point) + k éq hf xy ( x0 , y0 ) + q kf yy ( x0 , y0 ) + e 3q h + e 4q k ù ë û

Df = h 2 f xx ( x0 , y0 ) + 2hk f xy ( x0 , y0 ) + k 2 f yy ( x0 , y0 ) +e1h 2 + (e 2 + e 3 )hk + e 4k 2

Þ Df = h 2 A + 2hkB + k 2C + e1h2 + (e 2 + e 3 )hk + e 4 k 2 The sign of Df depends upon the quadratic d 2 f = h2 A + 2hk B + k 2C i & ii) Let B 2 - AC < 0 , ( A ¹ 0) 1 2 Þ d2 f = h A + 2hk AB + k 2 AC A

(

)

Chap 5 – Function of several variables

29

1 2 2 h A + 2hk AB + k 2 B 2 + (k 2 AC - k 2 B 2 ) A 1 = (hA + kB )2 + k 2 ( AC - B 2 ) A Since (hA + kB )2 is positive and AC - B 2 (supposed) is +ive, therefore the sign of =

(

)

(

)

d 2 f depends upon the sign of A . Þ Df > 0 if A > 0 & Df < 0 if A < 0 Again, since B 2 - AC < 0 Þ B 2 < AC Þ AC > 0 Þ A and C are either both +ive or both –ive. If A > 0 , C > 0 then A + C > 0 and if A < 0 , C < 0 then A + C < 0 . Hence we have the following result a) Df > 0 when A + C > 0 Þ ( x0 , y0 ) is a point of minimum value. b) Df < 0 when A + C < 0 Þ ( x0 , y0 ) is a point of maximum value. iii) Let B 2 - AC > 0 , then 1 d2 f = (hA + kB) 2 + k 2 ( AC - B 2 ) A 1 = (hA + kB )2 - k 2 ( B 2 - AC ) A which may be +ive or –ive for certain value of h & k , therefore ( x0 , y0 ) is a saddle point. iv) Let B 2 - AC = 0 , A ¹ 0 1 2 Þ d 2 f = ( hA + kB ) A which may vanish for certain values of h and k , implies that nature of the point remain undetermined.

(

)

(

)

v Question Test for maxima and minima z = 1 - x2 - y2 Solution ¶z = -2 x = 0 Þ x = 0 ¶x ¶z = -2 y = 0 Þ y = 0 ¶y Þ (0,0) is the only critical point. ¶2z ¶2z ¶2z A = 2 = -2 , B = = 0 , C = 2 = -2 ¶x ¶x ¶y ¶y 2 B - AC = 0 - 4 = -4 < 0 and A + C = -2 - 2 = -4 < 0 Þ the function has maximum value at (0,0) . v Question Test for maxima and minima z = x 3 - 3xy 2 Solution ¶z = 3x 2 - 3 y 2 = 0 Þ x = - y & x = y ¶y ¶z = -6 xy = 0 Þ xy = 0 ¶y

30

Chap 5 – Function of several variables

Þ (0,0) is the critical point. ¶2 z A = 2 = 6 x = 0 at (0,0) ¶x ¶2 z = -6 y = 0 at (0,0) B= ¶x¶y ¶2z C = 2 = -6 x = 0 at (0,0) ¶y 2 B - 4 AC = 0 also A + C = 0 Therefore we need further consideration for the nature of point Dz = z (0 + h,0 + k ) - z (0,0) = z (h, k ) - z (0,0) For h = k Dz = h 3 - 3h3 = -2h3 Þ Dz > 0 if h < 0 & Dz < 0 if h > 0 Hence (0,0) is a saddle point. v Question Examine the function z = f ( x, y ) = x 2 y 2 Solution f x = 0 Þ 2 xy 2 = 0 f y = 0 Þ 2 yx 2 = 0 implies that (0,0) is the critical point = h 3 - 2hk 2

A = f xx = 2 y 2 = 0 at (0,0) B = f xy = -4 xy = 0 at (0,0)
C = f yy = 2 x 2 = 0 at (0,0) Since B 2 - 4 AC = 0 and also A + C = 0 Therefore we need further consideration for the nature of point. Df = f (h, k ) - f (0,0) = h 2k 2 Df > 0 for all h & k Hence (0,0) is the point where function has minimum value.

……………………………………..

Chap 5 – Function of several variables

31

v Lagrange’s Multiplier (Maxima & Minima for Function with Side Condition) A problem of considerable importance for application is that of maximizing and minimizing of function (optimization) of several variables where the variables are related by one or more equations, which are turned as side condition. e.g. the problem of finding the radius of largest sphere inscribable in the ellipsoid x 2 + 2 y 2 + 3z 2 = 6 is equivalent to minimizing the function w = x 2 + y 2 + z 2 with the side condition x 2 + 2 y 2 + z 2 = 6 . To handle such problem, we can, if possible, eliminate some of the variables by using the side conditions and reduce the problem to an ordinary maximum and minimum problem such as that consider previously. This procedure is not always feasible and following procedure often is more convenient which treat the variable in more symmetrical manner, so that various simplifications may be possible. Consider the problem of finding the extreme values of the function f ( x1, x2 ,...., xn ) when the variable are restricted by a certain number of side conditions say g1 ( x1, x2 ,...., xn ) = 0 g 2 ( x1, x2 ,...., xn ) = 0 …………………… ………………….... …………………… g m ( x1, x2 ,...., xn ) = 0 We then form the linear combination j ( x1 ,..., xn ) = f ( x1 ,..., xn ) + l1g1 ( x1 ,..., xn ) + l2 g 2 ( x2 ,..., xn ) + ....... + lm g m ( x1,..., xn ) where l1 , l2 ,...., lm are m constants. We then differentiate j w.r.t. each coordinate and consider the following system of n + m equations. Drj ( x1 , x2 ,...., xn ) = 0 , r = 1,2,...., n g k ( x1, x2 ,...., xn ) = 0 , k = 1, 2,...., m Lagrange discovered that if the point ( x1, x2 ,...., xn ) is a solution of the extreme problem then it will also satisfy the system of n + m equation. In practise, we attempt to solve this system for n + m unknowns, which are l1 , l2 ,...., lm & x1, x2 ,...., xn The point so obtain must then be tested to determine whether they yield a maximum, a minimum or neither. The numbers l1 , l2 ,...., lm , which are introduced only to help to solve the system for x1, x2 ,...., xn are known as Lagrange’s multiplier. One multiplier is introduced for each side condition. v Question Find the critical points of w = xyz , subject to condition x 2 + y 2 + z 2 = 1 . Solution We form the function j = xyz + l ( x 2 + y 2 + z 2 - 1) then ¶j = yz + 2l x = 0 ¶x ¶j = xz + 2l y = 0 ¶y

32

Chap 5 – Function of several variables

¶j = xy + 2l z = 0 ¶z & x2 + y 2 + z 2 -1 = 0 Multiplying the first three equations by x, y & z respectively, adding and using the fourth equation, we find 3x y z l=2 using this relation we find that ( 0,0, ±1) , ( 0, ±1,0 ) , ( ±1,0,0 ) and 1 1 ö æ 1 ,± ,± ç± ÷ are the critical points. 3 3 3ø è v Question Find the critical points of w = xyz , where x 2 + y 2 = 1 & x - z = 0 . Also test for maxima and minima. Solution Consider F = xyz + l1 x 2 + y 2 + 1 + l2 ( x - z )

(

)

For the critical points, we have Fx = yz + 2l1 x + l2 = 0 ……….. (i) Fy = xz + 2l1 y = 0 ………...….. (ii) Fz = xy - l2 = 0 …………...….. (iii)

x 2 + y 2 = 1 ………...….…. (iv) x - z = 0 …………………. (v) xz From (iii ) , l2 = xy & from (ii ) l1 = 2y Use these values in equation (i ) to have
and x2 z yz + xy = 0 y Þ y 2 z - x 2 z + xy 2 = 0 Q x = z from (v ) \ y 2 x - x 3 + xy 2 = 0 Þ 2 xy 2 - x 3 = 0 But y 2 = 1 - x 2 , from (iv ) \ 2 x 1 - x 2 - x3 = 0

(

)

Þ 2 x - 3 x3 = 0

Þ x=0 , ±

2 3

æ 2 1 2ö æ 2 1 2ö This implies the critical points are ç ± , ,± , ç ± ,,± ÷ ÷, 3 3 3ø è 3 3ø 3 è ( 0,1,0 ) , ( 0, -1,0 ) A = Fxx = 2l1 B = Fxy = z C = Fyy = 2l1

B 2 - AC = z 2 - 4l12
2

z2 y 2 - x2 x2 z 2 = z -4 2 = 4y y2 æ 2 1 2ö (i) At ç ± , ,± ÷ , we have 3 3 3ø è

(

)

Chap 5 – Function of several variables

33

2æ1 2ö ç - ÷ 3è3 3ø 2 B - AC = <0 1 3 æ 2 ö xz & A = Fxx = 2l1 = - = - ç 3 ÷ < 0 ç 1 ÷ y ç ÷ 3ø è æ 2 1 2ö Þ function has maximum value at ç ± , , ± ÷ 3 3 3ø è Similarly, we can show that F is also maximum at (0, -1,0) and is minimum at remaining points. (Check yourself) v Question Find the point of the curve x 2 - xy + y 2 - z 2 = 1 , x 2 + y 2 = 1 which is nearest to the origin. Solution Let a point on a given curve be ( x, y, z ) Implies that we are to minimize the function f = d 2 = x2 + y 2 + z 2 subject to the conditions x 2 - xy + y 2 - z 2 = 1 x2 + y2 = 1 Consider F = x 2 + y 2 + z 2 + l1 x 2 - xy + y 2 - z 2 - 1 + l2 x 2 + y 2 - 1

(

)

(

)

For the critical points Fx = 2 x (1 + l1 + l2 ) - l1 y = 0 ……….. (i )

Fy = 2 y (1 + l1 + l2 ) - l1x = 0 ……….. (ii ) Fz = 2 z (1 - l1 ) = 0 ………… (iii )

x 2 - xy + y 2 - z 2 = 1 ………… (iv ) x 2 + y 2 = 1 ………….. (v ) From equation (iii ) , we have z = 0 and l1 = 1 Put z = 0 in equation (iv ) , gives x 2 - xy + y 2 - 1 = 0 Þ xy = x 2 + y 2 - 1 Þ xy = 0 by (v ) Þ x = 0 or y = 0 or both are zero. z = 0 , x = 0 in (v ) gives, y 2 = 1 Þ y = ±1 Þ ( 0, ±1,0 ) are the critical points. z = 0 , y = 0 Þ x = ±1 Þ ( ±1,0,0 ) are the critical points. We can not take x = 0 , y = 0 at the same time, because it gives ( 0,0,0 ) which is origin itself as a critical point. Q d 2 = 1 at all these four points. \ these are the required point at which function is nearest to origin.

34

Chap 5 – Function of several variables

v Question Find the point on the curve x2 + y 2 + z 2 = 1 which is farthest from the point (1,2,3) Solution We are the maximize the function 2 2 2 f = ( x - 1) + ( y - 2 ) + ( z - 3 ) subject to the condition x2 + y 2 + z 2 = 1 Let 2 2 2 F = ( x - 1) + ( y - 2 ) + ( z - 3) + l x 2 + y 2 + z 2 - 1

(

)

For the critical points, we have x - 1 + l x = 0 …………. (i ) y - 2 + l y = 0 …..…..… (ii ) z - 3 + l z = 0 ………… (iii ) & x 2 + y 2 + z 2 = 1 ……….. (iv ) 1 2 1 Þ x= , y= , z= 1+ l 1+ l 3+l Putting in (iv )
2 æ 1 ö ç ÷ (1 + 4 + 9 ) = 1 Þ (1 + l ) = 14 Þ l = -1 ± 14 è1+ l ø 1 2 3 , y= , z= Þ x= ± 14 ± 14 ± 14 Þ critical points are 2 3 ö æ 1 ,± ,± ç± ÷ 14 14 ø è 14 Its clear that the required point which is farthest from the point (1,2,3) is 2 3 ö æ 1 ,,ç÷ 14 14 ø è 14 2

………………………………………

Chap 5 – Function of several variables

35

v Directional Derivative i) Let f : V ® ¡ , where V Ì ¡ n , is nhood of a Î ¡ n . Then the directional f a + hb - f ( a )

derivative Db f at a in the direction of b Î ¡ n , is defined by the limit, if it exists, h ii) The directional derivative of f ( x1, x2 ,..., xi ,..., xn ) at a = ( a1 , a2 ,..., ai ,..., an ) in Db f (a ) = lim
h ®0

(

)

the direction of the unit vector ( 0,0,...,1,0,0,...,0 ) is called partial derivative of f at a w.r.t. the ith component xi and is denoted by ¶f ( a ) Di f ( a ) or or f xi (a) ¶x f ( a1, a2 ,..., ai + h,..., an ) - f ( a1, a2 ,..., ai ,..., an ) where Di f ( a ) = lim h®0 h v Example Let f ( x, y ) = x 2 + y 2 + x + y , then f has a directional derivative in every direction and at every point in ¡ 2 . Since, if b = ( a, b ) Î ¡ 2 , we have + ( y + hb ) + ( x + ha ) + ( y + hb ) - x 2 - y 2 - x - y Db f ( x, y ) h®0 h 2 2 = lim 2ax + 2by + ha + hb + a + b
2 2

( x + ha ) = lim
h ®0

(

)

= 2 ( ax + by ) + a + b
v Exercise ì xy x 2 - y 2 ï Let f ( x, y ) = í x 4 + y 4 ï 0 î Note that if b = ( a, b ) Î ¡ 2 ,

(

)

; ;

x4 + y 4 ¹ 0

( x, y ) ¹ (0,0)
2 2

( 0 + ah )( 0 + bh ) é( 0 + ah ) - ( 0 + bh ) ë Db f (0,0) = lim 4 4 h ®0 h é( 0 + ah ) + ( 0 + bh ) ù ë û
= lim
h ®0

ù û

ab a 2 - b 2
4

This limit obviously exists only if b = (1,0 ) or ( 0,1) . Hence the directional derivatives of f at ( 0,0 ) that exists are the partial derivatives f x and f y given by fx = 0 , fy = 0. v Example Let ì xy 2 ; ( x, y ) = ( 0,0 ) ï f ( x, y ) = í x 4 + y 4 ; ( x, y ) ¹ ( 0,0 ) ï 0 î It is discontinuous at ( 0,0 ) . To see it, note that
( x , y ) ®(0,0)

( h(a

+ b4

) )

lim

f ( x, y ) is zero along y = 0 and is

1 along y 2 = x . 2

36

Chap 5 – Function of several variables

However, if b = ( a, b ) , then

( 0 + ah )( 0 + bh ) f b ( 0,0 ) = lim 2 4 h ®0 é h ( 0 + ah ) + ( 0 + bh ) ù ë û
2

= lim

ab 2 ah × b 2 h 2 = lim 2 h ®0 h é a 2 h 2 + b 4 h 4 ù h ®0 a + h 2b 4 ë û

ì 2 ïb a , a ¹ 0 =í ï 0 , a=0 î Hence the directional derivative of f at ( 0,0 ) exists in every direction. v Question Let z = f ( x, y ) , x = u 2 - v 2 , y = 2uv . Then show that 1 æ ¶z ö æ ¶z ö ç ÷ +ç ÷ = è ¶x ø è ¶y ø 4 u 2 + v 2
2 2

(

)

ìæ ¶z ö2 æ ¶z ö2 ü ï ï íç ÷ + ç ÷ ý ïè ¶u ø è ¶v ø ï î þ

Solution We have

¶x = 2u , ¶u 1 = 2u

¶x = -2v , ¶v ,

¶y ¶y = 2v , = 2v ¶u ¶v

Also

¶u ¶v - 2v ¶y ¶y ¶u ¶v and , 1 = 2v + 2u ¶y ¶y ¶u ¶v ¶u ¶v , , & , we get Solving these four equations for ¶x ¶x ¶y ¶y ¶u u ¶v -v , = = ¶x 2 u 2 + v 2 ¶x 2 u 2 + v 2 0 = 2u

¶u ¶v - 2v ¶x ¶x ¶u ¶v 0 = 2v + 2u ¶x ¶x

( (

) )

( (

)

¶u v = 2 ¶y 2 u + v 2 And

,

¶v u = 2 ¶y 2 u + v 2

)

¶z ¶z ¶u ¶z ¶v = × + × ¶x ¶u ¶x ¶v ¶x 1 ¶z ù é ¶z = u× -v× ú 2 2 ê ¶v û 2 u + v ë ¶u

( (

) )

&

¶z ¶z ¶u ¶z ¶v = × + × ¶y ¶u ¶y ¶v ¶y 1 ¶z ù é ¶z = v× +u× ú ¶v û 2 u 2 + v 2 ê ¶u ë 1 æ ¶z ö æ ¶z ö ç ÷ +ç ÷ = è ¶x ø è ¶y ø 4 u 2 + v 2
2 2

Hence

(

)

ìæ ¶z ö2 æ ¶z ö2 ü ï ï íç ÷ + ç ÷ ý ïè ¶u ø è ¶v ø ï î þ

…………………………………………………..

Chap 5 – Function of several variables

37

v Question Let f : ¡ 2 ® ¡ be given by

ì xy ; ( x, y ) ¹ ( 0,0 ) ï f ( x, y ) = í x 2 + y 2 ; ( x, y ) = ( 0,0 ) ï 0 î Show that f x , f y exist at ( 0,0 ) but f is discontinuous at ( 0,0 ) . f b ( 0,0 ) = lim = lim

Solution

( ah )( bh ) 2 2 h®0 é h ( ah ) + ( bh ) ù ë û

where b = ( a, b )

ab h ®0 h a + b 2

Which exists only when b = (1,0 ) or ( 0,1) . Þ f x & f y exist at ( 0,0 ) Now xy lim f ( x, y ) = lim ( x , y ) ®(0,0) ( x , y ) ®(0,0) x 2 + y 2 Let y = mx , then xy mx 2 lim = lim 2 ( x , y ) ®(0,0) x 2 + y 2 x ®0 x + m 2 x 2 m = lim x ®0 1 + m 2 Which is different for different m . Þ f ( x, y ) is discontinuous at ( 0,0 ) . v Question Let f : ¡ 2 ® ¡ be given by ì x2 y ; ( x, y ) ¹ ( 0,0 ) ï f ( x, y ) = í x 4 + y 2 ; ( x, y ) = ( 0,0 ) ï 0 î Show that f x , f y exist at ( 0,0 ) but f is discontinuous at ( 0,0 ) . Solution f b ( 0,0 ) = lim
h®0

(

2

)

( a h ) ( bh )
2 2

h é a 4 h 4 + b 2h 2 ù ë û

, b = ( a, b )

a 2b = lim 4 2 h ®0 a h + b 2 ì a2 , b¹0 ï =í b ï 0 , b=0 î Now
( x , y ) ®(0,0)

lim

f ( x, y ) is zero along x = 0 and is

Þ it is discontinuous at (0,0) . …………………………………..

1 along y = x 2 2

38

Chap 5 – Function of several variables

v Question Find the greatest volume of the box contained in the ellipsoid 3x 2 + 2 y 2 + z 2 = 18 , when each of its edges is parallel to one of the coordinate axes. Solution V = volume of the box = (12 x )( 2 y )( 2 z ) = 8xyz We need to find maximum of V subject to 3x 2 + 2 y 2 + z 2 - 18 = 0 Consider j ( x, y, z ) = 8 xyz + l 3 x 2 + 2 y 2 + z 2 - 18 = 0 Then

(

)

j x = 8 yz + 6l x = 0 j y = 8 xz + 4l y = 0 j z = 8 xy + 2l z = 0 Þ 4 xyz + 3l x 2 = 0 2 xyz + l y 2 = 0 4 xyz + l z 2 = 0
Þ l 3x 2 - 2 y 2 = 0
2

( l (3x
2

- z2 = 0

)

)

2 y2 z2 Þ x = = 3 3 Substituting these values in 3x 2 + 2 y 2 + z 2 - 18 = 0 We get Þ 9 x 2 = 18 3 x 2 + 3 x 2 + 3 x 2 = 18

Þ x = 2 , y = 3 and z = 6 Which gives f ( x, y , z ) = 8 xyz = 48
……………………………………..

Chap 5 – Function of several variables

39

v Definition If f : ¡ n ® ¡ , a Î ¡ n then
n

Ñf ( a ) = å

¶f ( a ) ¶f ( a ) ¶f ( a ) ¶f ( a ) = + + .... + ¶x1 ¶x2 ¶xn k =1 ¶xk

v Definition Let f : G ® ¡ , G is an open set in ¡ n . i) f is said to have a local maximum at a Î G , if there is a nhood Ve ( a ) such that

f ( x ) £ f ( a ) " x ÎVe . ii) f is said to have a local minimum at a Î G , if there is a nhood Ve ( a ) such that f ( x ) ³ f ( a ) " x ÎVe .

v Theorem Let f : G ® ¡ , G is an open set in ¡ n . If f has a local extremum at a Î G , then Ñf ( a ) = 0 . Proof ¶(a) = 0 , i = 1,2,3,...., n It is clear that Ñf ( a ) = 0 iff ¶xi Write f ( xi + t ) = f ( x1 , x2 ,...., xi + t ,...., xn ) = f ( x ) If f has a local maximum at a , then f ( ai + t ) - f ( ai ) £ 0 if t > 0 t f ( ai + t ) - f ( ai ) Þ lim £ 0 if t > 0 t ®0 t ¶f ( a ) So that £ 0 ¶xi Similarly, f ( ai + t ) - f ( ai ) lim ³ 0 if t < 0 t ®0 t ¶f ( a ) So that ³0 ¶xi ¶f ( a ) Hence = 0 , i = 1,2,3,...., n ¶xi Þ Ñf ( a ) = 0 Note There are situations when Ñf ( a ) = 0 but f has no local maximum or minimum at

a . If so and if the sign of f ( x ) - f ( a ) depends upon the direction of x and a , f is said to have a saddle point at a .

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