Port Said University Faculty of Science Department of Math.

& Comp. Sci.

MatheMatical
analysis
(advanced differentiation
and integration )

Preparation
Dr. Moutaz Ramadan
1- Functions of Two Variables. …………………………...………..……… 5
2- Partial Differentiation. ………….……….……………………………….…… 15
3- Multiple Integrals. ……………………………………….………………….......… 40
4- Vector Integrations: Vector Line Integral, Green’s,
Stoke’s, Gauss Divergence Theorems …...............................…… 91
5- Orthogonal Curvilinear Coordinates ……...............................… 117
6- General Exercises. ………………………………………………………..…………… 139
7- References. …………………………………………..…………………………..…………… 143
Functions of Two Variables

Functions of Two Variables

In this chapter, we discuss domains, ranges and graphs of functions with

two variables.
Definition 1: A function f of the two variables x and y is a rule that
assigns a number f ( x, y) to each point ( x, y) in a portion or all of the xy -
plane. f ( x, y) is the value of the function at ( x, y) , and the set of points
where the function is defined is called its domain.
D f  {( x, y)   : z  f ( x, y)}

The range of the function f is an image of the set of its values f ( x, y) for
all ( x, y) in its domain.
R f  {z  : ( x, y)  Df such that z  f ( x, y)}

If a function z  f ( x, y ) is given by a formula, we assume that its domain

consists of all points ( x, y) for which the formula makes sense, unless a
different domain is specified.

Example 1
(a) What is the domain of f ( x, y )  x 2  y 2 ?
(b) What are the values f (2,3) and f (2, 3) of this function at (2,3) and
( 2, 3) ?
(c) What is its range?
Solution
(a) Because the expression x 2  y 2 is defined for all x and y , the domain
of f is the entire xy -plane.

(b) f (2,3)  22  32  13

and f (2, 3)  (2)2  (3)2  13

-5 -
Functions of Two Variables

(c) The values x 2  y 2 of the function are all nonnegative and for every

z  0 it has the value z at all points ( x, y) on the circle x 2  y 2  z .

Consequently, the range of f is the closed infinite interval [0, )

Example 2
Find the domain and range for the following functions

(i) z  1  x 2  y 2
1
(ii) z 
1  x2  y2

x
(iii) z  sin 1  xy
2
Solution
(i) The function is defined by ( x, y )    that satisfy the
condition
D f  {( x, y ) 2 :1  x 2  y 2  0}
 {( x, y ) 2 : x 2  y 2  1}
Then the range is the set of the points on the circle and the center
is the origin with radius equal one.
(ii) [By the student].
(iii) The function is defined by ( x, y )    that satisfy the condition
x
xy  0 and  1  1
2
i.e.
x
D f  {( x, y )    :  1   1 and xy  0}
2
 {( x, y )    :  2  x  2 and ( x  0, y  0 or x  0, y  0}
 {( x, y )    :  2  x  0 and y  0 or 0  x  2, y  0}
 {( x, y )    :  2  x  0 and y  0}  {( x, y )    : 0  x  2, y  0}

-6 -
Functions of Two Variables

Then the range is the region bounded by  2  x  0 and y  0 and

0  x  2, y  0 .

Definition 2 The graph of a function f with the two variables x and y is

the surface z  f ( x, y ) formed by the points ( x, y, z ) in xyz -space with
( x, y) in the domain of the function and z  f ( x, y ) .

For a point ( x, y) in the domain of the function, its value f ( x, y ) at ( x, y)

is determined by moving vertically (parallel to the z -axis) from ( x, y) in
the xy -plane to the graph and then horizontally (parallel to the xy -plane)
to f ( x, y) on the z -axis, as is shown in Figure 1.

Figure 1

-7 -
Functions of Two Variables

Neighborhoods

The set of all points ( x, y) such that x  x0   , y  y0   , where   0

is called a rectangular  neighborhood of ( x0 , y0 ) . Similar, can be

x  x    y  y0    2 , is a circular
2 2
defined other neighborhoods; e.g., 0

 neighborhood of ( x0 , y0 ) .

Limits

Let f ( x, y ) be defined in neighborhood  of ( x0 , y0 ) [i.e., f ( x, y) may

be undefined at ( x0 , y0 ) ]. We say that l is the limit of f ( x, y ) as x
approaches x0 and y approaches y0 [or ( x, y) approaches ( x0 , y0 ) and
write
lim f ( x, y )  l
x  x0
y  y0

or
lim
( x , y )  ( x0 , y0 )
f ( x, y )  l

If for any positive number  , we can find some positive number 

(depending on ) such that f ( x, y )  l   whenever

0  x  x0   , 0  y  y0   .
We can use the  for a circular neighborhood open ball
0   x  x0    y  y0    2 , instead of  in rectangular neighborhood.
2 2

Example
If

3 xy if ( x, y )  (1,2)
f ( x, y )  
 0 if ( x, y )  (1,2)

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Functions of Two Variables

Prove that
lim
( x , y )  (1,2)
f ( x, y )  6

Solution
Let   0 such that f ( x, y )  l   whenever 0  x  x0   ,

0  y  y0   , then

3xy  6   , for all x 1   , y  2  

since
x 1   , y  2  
    x 1   ,    y  2  
    1  x    1,    2  y    2
  2  3  2  xy   2  3  2
 3 2  9  3 xy  6  3 2  9
But  2 is very small,  2   , therefore we get
  6  3 xy  6  12
  12  6  3 xy  6  12
 3xy  6  12  

Then,   is satisfies the previous relation.
12
 ( x , lim
y )  (1,2)
f ( x, y )  6

-9 -
Functions of Two Variables

Example:
Prove that
lim
( x , y ) (0,0)
( x 2
 y 2
)0

Solution

{ By the student [sol.   ]}
2

Example:
Prove that
lim ( x 2  2 y )  5
( x , y )  (1,2)

Solution

{By the student [sol.   ]}
5

Example:
Discuss the existence of the limit
y
lim tan 1 ( )
( x , y )  (0,1)
x
Solution
In this case we solve by two different paths,
y 1 y 
Firstly, lim tan 1 ( )  lim tan ( )  lim tan 1
(  ) 
x 0
y 1
x y 1
0 y 1
2

y 1 y 
Secondly, lim tan 1 ( )  lim tan ( )  lim tan 1
(  )  
x 0
y 1
x y 1
0 y 1
2

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Functions of Two Variables

y y
 lim tan 1 ( )  lim tan 1 ( )
x 0
y 1
x x0
y 1
x

y y
 lim tan 1 ( )  lim tan 1 ( ) does not exists.
( y , x )  (1,0)
x y 1
x 0
x
This example give different results..It follows that if two different
approaches give different values, the limit cannot exist.

Iterated Limits

The iterated limits lim{lim

x x y y
f ( x, y )} and lim{lim
y  y x x
f ( x, y )} are not
0 0 0 0

necessarily equal. Although they must be equal if lim

x x
f ( x, y ) is to
0
y  y0

exist, their equality does not guarantee the existence of this last limit. To
complete the solution, we use the second test.
The second test, we determine the limit of the function f ( x, y) about the
set of lines y  mx passes throw the origin point, therefore the limit is
dependent to m then the limit is not exist. But if the limit is independent
to m then the limit is exist.

Example
Find the limits (if exists) for the following functions
y
(i) lim tan 1 ( )
( x , y )(0,0)
x
2 xy
(ii) lim ( )
( x , y )  (0,0)
x  y2
2

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Functions of Two Variables

3x 2 y
(iii) lim ( 2 )
( x , y )  (0,0)
x  y4

Solution
y
(i) L1  lim{lim f ( x, y )}  lim{lim tan 1 ( )}
x 0 y 0 x 0 y 0
x
0
 lim{tan 1 ( )}  lim{0}  0
x 0
x x 0

y
L2  lim{lim f ( x, y )}  lim{lim tan 1 ( )}
y 0 x  0 y 0 x0
x
y  
 lim{tan 1 ( )}  lim{ } 
y 0
0 x0
2 2
 L1  L2
Then the limit does not exist.
2 xy
(ii) L1  lim{lim f ( x, y )}  lim{lim( )}
x 0 y 0 x 0 y 0
x  y2
2

0
 lim{( )}  lim{0}  0
x 0
x 0
2 x0

2 xy
L2  lim{lim f ( x, y )}  lim{lim( )}
y 0 x 0 y 0 x 0
x2  y 2
0
 lim{( )}  lim{lim(0)}  0
y 0
0  y2 y 0 x 0

Then, there exist the limit about the origin point. Applying the second test
We put y  mx , we get

2 xy 2 x ( mx )
lim ( )  lim( )
( y , x )  ( 0,0)
x y
2 2 x0
x  ( mx ) 2
2

2mx 2 2m 2m
 lim( 2 )  lim( )
x0
x m x2 2 x0
1 m 2
1  m2
The limit is depend on the constant m . Then, the limit does not exist.
-12-
Functions of Two Variables

3x 2 y
(iii) L1  lim{lim f ( x, y )}  lim{lim( )}
x0 y 0 x 0 y 0
x2  y4
0
 lim{( 2 )}  lim{0}  0
x0
x 0 x0

3x 2 y
L2  lim{lim f ( x, y )}  lim{lim( )}
y 0 x 0 y 0 x 0
x2  y 4
0
 lim{( )}  lim{lim(0)}  0
y 0
0  y4 y 0 x 0

Then, there exist the limit about the origin point. Applying the second test
We put y  mx , we get

3x 2 y 3 x 2 ( mx)
lim ( 2 )  lim( )
( y , x )  (0,0)
x  y4 x 0
x 2  ( mx) 4
3mx 3 2mx 0
 lim( 2 )  lim( )  0
x0
x (1  m 4 x 2 ) x 0
1  m4 x 2 1  0
The limit is not depend on the constant m . Then, the limit is exist and
3x 2 y
lim ( 2 )0
( x , y )  (1,1)
x  y4

Continuity

Let f ( x , y ) be defined at ( x0 , y0 ) . We say that f ( x , y ) is Continuous

at ( x0 , y0 ) if for any positive number  we can find some positive

number  [depending on  ] such that f ( x, y )  f ( x0 , y0 )  

whenever x  x0   , y  y0   . or, alternatively,

x  x    y  y0    2 .
2 2
0

-13-
Functions of Two Variables

Three conditions must be satisfied in order for f ( x , y ) to be continuous

at ( x0 , y0 )

 ( x , y )lim
( x , y )
f ( x, y )  l the limit exists as ( x , y )  ( x0 , y0 ) .
0 0

2. f ( x0 , y0 ) must exists; i.e., f ( x, y ) is defined at ( x0 , y0 )

3. l  f ( x0 , y0 )

Example
Discuss the continuity for the following functions at the point (0, 0)

 x2  y 2
 if ( x, y )  (0,0)
(i) f ( x, y )   x 2  y 2
 0 if ( x, y )  (0,0)

Solution
Using the definition of continuity, firstly we find the limit about the
point (0, 0)

x2  y 2
L1  lim{lim f ( x, y )}  lim{lim( 2 )}
x 0 y  0 x 0 y 0
x  y2
x2  0
 lim{( 2 )}  lim{1}  1
x 0
x 0 x0

x2  y 2
L2  lim{lim f ( x, y )}  lim{lim( )}
y 0 x 0 y 0 x 0
x2  y 2
0  y2
 lim{( )}  lim{lim( 1)}  1
y 0
0  y2 y 0 x 0

 L1  L2
Then the limit does not exist. Therefore the function is not continuous in
the point (0, 0) .

-14-
Partial Differentiation

PARTIAL DIFFERENTIATION

The purpose of this section is to show you how to find the derivative of a
function with respect to one of the independent variables while the other
variable(s) is/are held constant.
Let's consider a function with two variables
z  f ( x, y )
The goal is to differentiate the function with respect to one of the
variables in question while keeping the other variable constant.
z
Therefore, the partial derivative of f with respect to x , denoted by or
x
f x , or, f x ( x , y ) , is defined by

z f ( x  x, y )  f ( x, y )
fx   lim (1)
x x0 x
z
Similarly, the partial derivative of f with respect to y , denoted by
y
or f y or f y ( x, y ) , is defined by

z f ( x, y  y )  f ( x, y )
fy   lim , (2)
y y  0
y
provided the limit exists.
z
where the function in (1) obtained by differentiating f with respect to
x
z
x , treating y as a constant and the function in (2) obtained by
y
differentiating f with respect to y , treating x as a constant. The process
of taking partial derivative is called partial differentiation.
The above definitions can easily be extended to functions of three or
more variables.

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Partial Differentiation

Theorem1: (partial derivatives for sum of functions)

If F(x, y)  f1  f2  f3  , where f1 , f2 , f3 , are functions in to
variables, then
F f f f
 1  2  3  and
x x x x
F f f f
 1  2  3 
y y y y

Theorem2: (partial derivatives for product of functions)

If F(x, y)  f  g , where f , g are functions in to variables, then
F g f
f g
x x x
Theorem3: (partial derivatives for friction of functions)
f
If F(x, y)  , where f , g are functions in to variables and g  0, then
g
f g
f
g
F
 x 2 x ,
x g
f g
g f
F y y

y g 2

Example1: Find the partial derivatives fx and fy if

Z  f (x, y)  x2  2y2  3xy

Solution:
To find f x differentiate the function with respect to x , treating y as a
constant..
z
fx   2x  3y
x

-16-
Partial Differentiation

To find f y differentiate the function with respect to y , treating x as a

constant.
z
fy   4 y  3x
y

Example 2. Find the partial derivatives f x , f y , f x (2,3) and f y (2,3) if

Z  f ( x, y )  3x 2  2 xy 2  1
Solution:
z
fx   6x  2 y2 (Treating y as a constant)
x
z
fy   4 xy (Treating x as a constant)
y
 f x (2,3)  6(2)  2(3)2  12  18  6,
f y (2,3)  4(2) (3)  24

Note that the partial differentiation differs from the previous discussion
of differentiation is that we must hold ( n  1) independent variables
constant while allowing one variable to vary. Otherwise no new rules are
needed for the computation of partial derivatives.

3x1  2 x2
Example 3: Given y  , find the partial derivatives.
x12  3x2
Solution:
The partial derivatives can be found by applying the quotient rule. By
treating x2 as a constant

-17-
Partial Differentiation

y 3( x12  3x2 )  2 x1 (3 x1  2 x2 ) 3x12  9 x2  6 x12  4 x1 x2

f1   
x1 ( x12  3 x2 ) 2 ( x12  3x2 )2
3x12  4 x1 x2  9 x2

( x12  3x2 ) 2

By treating x1 as a constant

y 2( x12  3x2 )  3(3 x1  2 x2 ) 2 x12  6 x2  9 x1  6 x2

f2   
x2 ( x12  3 x2 )2 ( x12  3x2 ) 2
 x1 (2 x1  9)

( x12  3x2 ) 2
Example4: Find the partial derivatives for the following functions
(i) f ( x, y )  x cos y ,

y
(ii) f ( x, y)  x 2 y sec ,
x


(iii) f ( x, y )  tan 1 ln xy , 

Solution:
(i)
f 1
   xy sin xy  cos xy 
x 2 x cos xy
f 1

x 2 x cos xy
  x 2 sin xy 

(ii),(iii) [By the student].

Therefore, students can use the above techniques of partial differentiation

in order to find the partial derivatives of any form of functions.

-18-
Partial Differentiation

CONCEPT OF DIFFERENTIALS

Given a function y  f ( x) , then

 Change   rate of change of 

in y    y with respect to x   Change in x 
   
 y 
y    x
 x 
y
If ∆x is small, then y  dy and the difference quotient will turn in to
x
the derivative dy / dx . If we denote the infinitesimal changes in x and y ,
respectively, by dx and dy (in place of x and y ), the identity above
will become
 dy 
dy    dx or dy  f 1 ( x)dx
 dx 
dy and dx are called the differentials of y and x respectively.

Geometric Interpretation of Differentials

The approximation of y by its differential dy has a simple geometric

interpretation. Approximation of y by the differential dy .
dy
The slope of the tangent is . The differential dy is the change in the
dx
height of the tangent corresponding to a change from x to x + ∆x, i.e.,
dy
dy  x . On the other hand y is the change in the height of the
dx
curve corresponding to a change in x . Hence, approximating y by the
differential dy is the same as approximating the change in height of a

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Partial Differentiation

curve by the change in height of its tangent. If x is small, this

approximation will be very close to the actual change in y .

Example1: Find the differential dy , given

y  x3  3x
Solution:
dy
dy  dx or f ( x)dx
dx
dy  (3 x 2  3)dx  3( x 2  1)dx

Let's assume that x changes from 9 to 9.01, then x  9 and dx  0.01 .

Substituting these numbers in to the above differential, we get
dy  3(92  1) (0.01)  2.46
The actual change in y can be calculated as follows:
Before change: y  x3  3x  y  93  3(9)  756

After change: y  x 3  3x  y  (9.01)3  3(9.01)  758.462701

The true change in y is therefore 758.462701  756  2.462701

Therefore dy  2.46 is an approximation for the true change 2.462701.
The error we made in calculation is 2.462701  2.46  0.002701

Note that the error will be large when change in x is large and it will be
small when change in x is small and becomes a good approximation for
the actual change in y .

-20-
Partial Differentiation

TOTAL DIFFERENTIALS

In the above discussion you learned how to use the differential of a

function to approximate the change in the function resulting from a small
change in its independent variable. Now we extend this concept of
differential to a function of two or more independent variables.

Let z be a function of two variables x and y and the function is smooth

and differentiable everywhere.
z  f ( x, y )
If x and y denote a small change in x and y respectively then the
change in z is given as
z z
z  dx  dy
x y
z
The partial derivative measures the rate of change of z with respect to
x
z
an infinitesimal change in x . Similarly measures the rate of change
y
of z with respect to an infinitesimal change in y . Hence the change in z
z
due to a change in x may be represented by the expression dx and
x
z
dy for that of a change in y .
y
Therefore the total change in z will be equal to the sum of these two
partial changes.
z z
dz  dx  dy
x y

-21-
Partial Differentiation

The process of finding such a total differential is called total

differentiation.
The more general case of a function of n independent variables can be
exemplified by
Z  f ( x1 , x2 , x3 ,..., xn ).
Then the total differential of this function can be written as
f f f
dz  dx1  dx2    dxn
x1 x2 xn
or

dz  f1dx1  f 2 dx2      f n dxn

This shows dz or the total change in z is the sum of the n partial

changes resulting from all possible sources of change.

Examples 1: Find the total differential of the function

z  3 x 2  xy - 2 y 3

Solution: Applying the approximation formula

z z
dz  dx  dy
x y
we get

dz  (6 x  y )dx  ( x  6 y 2 ) dy

Example 2: Find the total differential of the function

x1
y
x1  x2

Solution: Applying the approximation formula

-22-
Partial Differentiation

y y
dy  dx1  dx2 ,
x1 x2
We obtain
1( x  x )  x (1)   0( x  x )  x (1) 
dy   1 2 2 1  dx1   1 2 2 1  dx2
 ( x1  x2 )   ( x1  x2 ) 
 x2    x1 
dy   2 
dx1   2 
dx2
 ( x1  x2 )   ( x1  x2 ) 
 x2   x1 
dy   2 
dx   ( x  x ) 2  dx2
 ( x1  x2 ) 
1
 1 2 

RULES OF DIFFERENTIALS

We found the total differential dy , given a function y  f ( x1 , x2 ) by

finding the partial derivatives f1 and f 2 and substitute these in to the
equation
dy  f1dx1  f1dx2
But sometimes it may be more convenient to apply certain rules of
differentials.
Let c be a constant and u and v be two functions of the variables x1 and

x2 .
1. dc  0
2. d (cu n )  cnu n1du
3. d (u  v)  du  dv
4. d (uv )  vdu  udv

 u  vdu  udv
5. d   
v v2

-23-
Partial Differentiation

Example1: Find the total differential of the function y  3x12  x1 x22 by

applying the above rules of differentials

Solution:
dy  d (3x12 )  d ( x1 x22 ) (by rule 3).

 6 x1dx1  x22 dx1  2 x1 x2 dx2 (by rule 2 and rule 4)

 (6 x1 +x22 )dx1  2 x1 x2 dx2

The above total differential can be found directly by finding the partial
derivatives
dy  f1dx1  f1dx2
since
f f
f1   6 x1  x2 2 and f 2   2 x1 x2
x1 x2
 dy  (6 x1 +x22 )dx1  2 x1 x2 dx2

Therefore students may use a method, which they think is simpler to find
the total differential dy .

Example 2. Find the total differential dy for the function

z  f ( x, y )  3 x 3  x 2 y  y  17
Solution:
dz  d (3x 3 ) - d ( x 2 y )  dy  d (17) (by rule 3)

 9 x 2 dx - x 2 dy - yd ( x 2 )  dy ( by rule 1, 2 and
4)
 9 x 2 dx - x 2 dy - y (2 x ) dx  dy (by rule 2)

= (9 x 2 - 2 xy ) dx - ( x 2 -1) dy

-24-
Partial Differentiation

TOTAL DERIVATIVES

Let's consider the following function y = f ( x, r ) and x and r are

related, i.e. x  h(r ) . The question is how we can find the rate of change
of y with respect to r . The concept of total derivative will enable us to
answer this question.
In the above function the variable r can affect y in two ways:

1. Directly via the function f

 f 
You can use the partial derivative   f r  in order to find the direct
 r 
effect of r on y .

2. Indirectly, via the function h and then f .

To obtain the total derivative, we first differentiate y totally, to get the
total differential.
dy  f x dx  f r dr
Dividing both sides by dr , we obtain
dy dx dr
 fx  fr
dr dr dr
dy dx
 fx  fr
dr dr
dr
(Since  1)
dr
dx
where, f x is the indirect effect of r on y and f r is the direct effect of
dr
dy
r on y . Therefore is the total derivative.
dr

-25-
Partial Differentiation

dy
The process of finding the total derivative is called total differentiation
dr
of y with respect to r .

Example 1: Find the total derivative dy / dr for a given function

y  f ( x, r )  5 x 2 - 3r  1
where x  h(r )  2r
dy dx
Solution: The total derivative  fx  fr
dr dr
dy
 10 x (2)  (-3)  20 x  3
dr
Substituting x  2 r , we get
dy
 20 (2r ) - 3  40r - 3
dr

Example 2: Find the total derivative, dz , for the function

dt
Z  f ( x, t )  ( x  t ) ( x  2t ),
where x  h (t )  2  7t

Solution:
dz dx f dx f
 fx  ft  . 
dt dt x dt t
f
 1( x  2t )  ( x  t )(1)  ,
x
dx f
 7 ,  1( x  2t )  ( x  t )(2)
dt t
Therefore,

-26-
Partial Differentiation

dz
 1( x  2t )  ( x  t )(1)  (7)  1( x  2t )  ( x  t )(2)
dt
dz
 ( x  2t  x  t )(7)  x  2t  2 x  2t
dt
dz
 (2 x  t )(7)  x  4t  14 x  7t  x  4t
dt
dz
 15 x  3t
dt
By Substituting by
x  2  7t ,
we get
dz
 15(2  7t )  3t  108t  30
dt
Note that in the above examples you can check the results obtained by
substituting the function x  h( r ) and h(t ) in the function y and z
respectively.

DERIVATIVES OF IMPLICIT FUNCTIONS

Explicit versus Implicit Function

An equation of the form y  f ( x) in which the dependent variable y
on the left is expressed explicitly by an expression on the right involving
the independent variable is called an explicit function.

Example1. y  f ( x)  2 x  1

x2  1
Example 2. y  f ( x) 
x3

Example 3. y  f ( x)  1  x2 are all functions in explicit form.

-27-
Partial Differentiation

If the above equations are written in the form F ( y, x )  0 then the

function is called an implicit function.

If the function y is not written explicitly in terms of the independent

variable x , for instance y  2 x  1  0 , the function y is said to be in
implicit form.

An explicit function can always be transformed in to an implicit function

by simply transposing the f ( x ) expression to the left side of the equals
sign, but the converse is not always possible.

Implicit Differentiation

The direct use of an equation that defines a function implicitly to find the
derivative of the dependent variable with respect to the independent
variable is called implicit differentiation.

The importance of implicit differentiation is that there are many equations

of the form F ( y, x )  0 that cannot be solved for y explicitly.

Therefore, given F ( y, x)  0 , if an implicit function y  f ( x) exists,

then the derivative is
dy F dF dF
  x , Fy  0 where Fx  and Fy 
dx Fy dx dy

Generalizing the above for many variables such as F ( y , x1 , x2 ,..., xn )  0

then the partial derivatives of f are

-28-
Partial Differentiation

y F
  i , (i  1,2,3,...,n) , Fy  0
xi Fy
F F
where Fi  and Fy 
xi y

Example 4: Find dy / dx for the implicit function 3x 2  y  2  0

Solution: The equation takes the form of F ( y, x) . By applying the

above rule, we get

dy F F F
  x but Fx   6 x and Fy  1
dx Fy x y
dy 6x
  6 x
dx 1

In this case the implicit function can easily be converted to an explicit

form, that is y = 2 – 3x2. Therefore, the student can check or verify the
answer obtained above by taking the derivative.

dy
Example 5: Find for the implicit function x2 + y2 – 25 = 0
dx
Solution:
F F
Fx   2 x and F y   2y
x y

dy F 2x x
Hence  x    , ( y  0)
dx Fy 2y y

-29-
Partial Differentiation

EXTREME VALUES OF A FUNCTION OF TWO VARIABLES

As stated above in this section you will learn how to use the concept of
partial derivatives that we have discussed to find the extreme values of
functions of the type z  f ( x, y ) . Before going to the discussion, let us
see how to find the second order partial derivatives of a function.

Second Order Partial Derivatives

Let f be a function of the two variables x and y .

f f
The first partial derivatives of f denoted by f x or and f y or were
x y
discussed in previous section. Now we want to find the partial
derivatives of f x and f y . The second order partial deviates are

f xx , f yy , f xy and f yx .

  Z   z
2
  z   2 z
f xx    2 , f yy     2
x  X  x y  y  y
  Z   2 Z   Z   2 Z
f xy    , f yx  
y  x  yx x  y  xy
Students can use any one of the notations which they like is convenient.
Let's consider a function with two variables
z  f ( x, y )
The goal is to differentiate the function with respect to one of the
variables in question while keeping the other variable constant.
Therefore, the second partial derivative of f with respect to x , denoted
by f xx is defined by

2 f f ( x  x , y )  f x ( x , y )
f xx   lim x
x 2 x  0
x

-30-
Partial Differentiation

Similarly, the second partial derivative of f with respect to y , denoted

by f yy is defined by

2 f f ( x, y  y )  f y ( x, y )
f yy   lim y ,
y 2 y0
y
provided the limit exists.

f xx measures the rate of change of f x with respect to x , while y remains

fixed.
f yy denotes the rate of change of f y with respect to y , while x is heed

constant.

The other two second order partial derivatives ( f xy and f yx ) are called the

cross or mixed partial derivatives and each measures the rate of change of
one first-order partial derivative with respect to the other variable, are
defined by
2 f 2 f ( x, y  y)  f x ( x, y)
f yx   ( f x )  lim x
yx y y 0
y
2 f  f ( x  x, y )  f y ( x, y )
f xy   ( f y )  lim y
xy x x 0
x
If f xy  f yx , then the function f ( x, y ) is homogenous function.

Now let us see the following examples on how to find the four second
order partial derivatives

-31-
Partial Differentiation

Example 1: Find the four second order partial derivatives of the function
z  x3  2xy  5y
Solution:
In order to find the second order partial derivatives, we have to find first
the first partial derivatives
z
fx   3x 2  2 y and
x
z
fy   2 x  5
y
The partial derivatives of f x and f y with respect to x and y are

  z  
f xx     (3 x  2 y )  6 x
2

x  x  x
  z  
f yy   ( 2 x  5)  0
y  y  y

The other two mixed partial derivatives are

  z  
f xy     (3 x  2 y )  2
2

y  x  y
  z  
f yx    2 x  5   2
x  y  x

From the above result, the mixed partial derivatives f xy and f yx are the

same.

Young's theorem: As long as the two mixed partial derivatives are both
continuous
f xy  f yx

-32-
Partial Differentiation

Example 2: Find the four second order partial derivatives of the function
z  x3  2x2 y2  4 y  2x 15
Solution:
z
fx   3 x 2  4 xy 2  2
x
z
fy   4 x 2 y  4
y
Therefore, the second order partial derivatives are:
  z  
f xx      3x  4 xy  2   6 x  4 y
2 2 3

x  x  x
  z  
f yy      4 x 2 y  4   4 x 2
y  y  y
  z  
f yx     (3x  4 xy  2)  8 xy
2 2

y  x  y
  z  
f xy     (4 x 2 y  4)  8 xy
x  y  x

As expected the mixed partial derivatives ( f xy and f yx ) are equal.

FIRST ORDER NECESSARY CONDITION FOR AN EXTREMUM

OF A FUNCTION WITH TWO VARIABLES

In this section we will see the necessary conditions for finding the relative
extremum of a function z  f ( x, y ) .

The necessary condition is to find the values of x and y which make the
first partial derivatives of the function z  f ( x, y ) zero. That is,
f x = f y  0 . These values play an important role in finding the relative

maxima, minima or saddle points of the function z  f ( x, y ) . To find the

critical points of the function, set f x = f y  0 and solve these equations

-33-
Partial Differentiation

simultaneously for x and y . After this we use the second order test in
order to know that the solutions for the above equations corresponds to
the relative maximum, relative minimum or saddle points.

SECOND ORDER CONDITION

The sufficient condition for finding relative extremum of the function

f ( x, y ) is presented as follows..
Let ( a, b) is a critical point of the function f ( x, y ) . Then

 f (a, b) is a relative maximum if and only if f xx  0 , f yy  0 and

f xx f yy  f xy2 .

 f (a, b) is a relative minimum if and only if f xx  0 , f yy  0 and

f xx f yy  f xy2 .

 f (a, b) is a saddle point if f xx f yy  f xy2 and f xx , f yy have different

signs.
▪ f (a, b) is an inflection point if f xx f yy  f xy2 and f xx , f yy have the same

signs.

The test fails to give information about the behaviour of the function if
f xx f yy  f xy2 .

Note that the second order partial derivatives ( f xx , f yy and f xy ) should be

evaluated at the critical points ( a, b) . The necessary and sufficient

conditions for relative extremum are summarized below.

-34-
Partial Differentiation

Conditions Minimum Maximum

- First-Order
necessary fx = f y  0 fx = fy  0

condition
- Second-Order
sufficient f xx >0 , f yy  0 , f xx < 0 , f yy  0

condition f xx f yy  f xy2 and f xx f yy  f xy2

Example 3: Find the extreme value(s) of the function z  x 2  y 2  2

Solution:
Step 1: Find the critical points from the first partial derivatives
z
fx   2x
x
z
fy   2y
y
f x = f y  0 is the necessary condition
2 x=2 y  0
x  0 and y  0
The only critical point is (0,0)
Step 2: Check the Second-Order sufficient conditions
  z  
f xx     (2 x)  2
x  x  x
  z  
f yy   (2 y )  2
y  y  y
  z  
f xy     (2 x)  0
y  x  y
Evaluating the second order partial derivatives at the critical values of the
function, we get:

-35-
Partial Differentiation

f xx (0,0)  2 , f yy (0,0)  2 , f xy (0,0)  f yx (0,0)  0

Therefore, since f xx  0 , f yy  0 and f xx f yy  f xy2 , the critical values

(0,0) belongs to the relative minimum value of z .

Hence z  02  02  2  2 is the relative minimum.

Example 4: Find the extreme value of the function z  2 x 2 - 3 y 2 .

Solution:
Step 1. The first order partial derivatives are
z z
fx   4x fy   6 y
x y
The necessary condition
f x =f y  0
4x  0 ,  6 y  0
x0 , y0
The critical point is (0,0)

Step 2. The second-order sufficient condition

  z  
f xx     (4 x )  4
x  x  x
  z  
f yy   (6 y )  6
y  y  y
  z  
f xy     (4 x)  0
y  x  y
f xx f yy  24 f 2 xy  0

Therefore, since f xx f yy  f xy2 the point (0,0) belongs to the saddle point.

Example 5: Find the extreme value of the function

z   x 2  y 2  xy  2 x  y

-36-
Partial Differentiation

Solution:
Step 1. Find f x and f y

z
fx   2 x  y  2  0
x
z
fy   x  2y 1 0
y
2 x  y  2 (1)
x  2 y  1 ( 2)
Solving equations (1) and (2) simultaneously we get x  5 / 3 and y  4 / 3
.That is (5/ 3,4 / 3) is the critical point

Step 2: Check the second order partial derivatives

  z  
f xx     (2 x  y  2)  2
x  x  x
  z 
f yy   2
y  y 
  z  
f xy     (2 x  y  2)  1
y  x  y
Evaluating the second order partial derivatives at the critical points we
get
f xx  0, f yy  0  f xx f yy  4  0,
f xy  1  f xy2  1

Therefore, since f xx  0, f yy  0 and f xx f yy  f xy2 the function z has a

relative maximum at (5 / 3,7 / 3) . At the maximum point z  7 / 3 .

Example 6: z  x 4  8 x 2  6 y 2  12 y  3

-37-
Partial Differentiation

Solution:
Step 1. Find f x and f y
z
fx   4 x 3  16 x  0
x
z
fy   12 y  12  0
y

Solving the above equations, we get x  0 or 2 or 2 and y  1 . That

is (0, 1), (2 , 1) , (-2 , 1) are the critical points.

Step 2. The second order partial derivatives are

  z  
f xx     (4 x  16 x)  12 x  16
3 2

x  x  x
  z  
f yy   (12 y  12)  12
y  y  y
  z  
f xy     (4 x  16 x)  0
3

y  x  y
At x  0, f xx   16  0, f yy  12  0
At x  2, f xx  32  0, f yy  12  0
At x  2, f xx  32  0, f yy  12  0
f xy  0 , f xy2  0

Therefore, from the above result we have the following conclusions:

- At x  0, f xx <0, f yy  0 and f xx f yy  f xy2 the point (0,1) belongs to the

saddle point and z  3

- At x  2, f xx >0, f yy  0 and f xx f yy  f xy2 , the point (2,1) is the relative

minimum and z  19

- At x  2, f xx >0, f yy  0 and f xx f yy  f xy2 , the point ( 2,1) is also

another relative minimum and z  19

SUMMARY

-38-
Partial Differentiation

This section tries to summarize some of the important points on the

chapter.
Extreme values of a function with two variables z  f ( x, y ) :
The Partial derivatives:
Z Z
fx  , fy 
x x

Second order partial derivatives: f xx , f yy , f xy , f yx

  Z   2 z   z   2 z
f xx     2 . f yy     2
x  X  x y  y  y
  Z   2 Z   Z   2 Z
f xy     , f yx    
x  y  xy y  x  yx

Cross (mixed) partial derivatives: f xy , f yx

Young’s theorem: f xy  f yx

The necessary and sufficient conditions for relative extremum:

Conditions Minimum Maximum

-First-Order
necessary fx = fy  0 fx = f y  0

condition
-Second-Order f xx >0 , f yy  0 , f xx < 0 , f yy  0
sufficient
f xx f yy  f xy2 and f xx f yy  f xy2
condition

-39-
Multiple Integrals

Multiple Integrals

-40-
Multiple Integrals

-41-
Multiple Integrals

-42-
Multiple Integrals

-43-
Multiple Integrals

-44-
Multiple Integrals

-45-
Multiple Integrals

-46-
Multiple Integrals

-47-
Multiple Integrals

-48-
Multiple Integrals

-49-
Multiple Integrals

Double Integration for Polar Curves

-50-
Multiple Integrals

-51-
Multiple Integrals

-52-
Multiple Integrals

-53-
Multiple Integrals

-54-
Multiple Integrals

Change of the Order of Integration

-55-
Multiple Integrals

-56-
Multiple Integrals

-57-
Multiple Integrals

-58-
Multiple Integrals

-59-
Multiple Integrals

-60-
Multiple Integrals

-61-
Multiple Integrals

-62-
Multiple Integrals

-63-
Multiple Integrals

-64-
Multiple Integrals

-65-
Multiple Integrals

Change of Variables in A Multiple Integral

-66-
Multiple Integrals

-67-
Multiple Integrals

-68-
Multiple Integrals

-69-
Multiple Integrals

-70-
Multiple Integrals

-71-
Multiple Integrals

-72-
Multiple Integrals

-73-
Multiple Integrals

-74-
Multiple Integrals

Triple Integrals

-75-
Multiple Integrals

-76-
Multiple Integrals

-77-
Multiple Integrals

-78-
Multiple Integrals

-79-
Multiple Integrals

-80-
Multiple Integrals

-81-
Multiple Integrals

Application to Volume (Triple Integrals)

-82-
Multiple Integrals

-83-
Multiple Integrals

-84-
Multiple Integrals

-85-
Multiple Integrals

-86-
Multiple Integrals

-87-
Multiple Integrals

-88-
Multiple Integrals

The most common choices for non-Cartesian coordinate systems are:

Cylindrical Polar Coordinates:

x  r cos 
y  r sin 
z  z

for which the differential volume is

  x, y , z 
dV  dr d dz  r dr d dz
 r ,  , z 

Spherical Polar Coordinates:

x  r sin  cos 
y  r sin  sin 
z  r cos 

for which the differential volume is

  x, y , z 
dV  dr d d  r 2 sin  dr d d
 r , ,  

-89-
Multiple Integrals

-90-
Vector Integrations

Vector Integrations: Vector Line Integral

-91-
Vector Integrations

-92-
Vector Integrations

-93-
Vector Integrations

-94-
Vector Integrations

-95-
Vector Integrations

-96-
Vector Integrations

-97-
Vector Integrations

-98-
Vector Integrations

-99-
Vector Integrations

-100-
Vector Integrations

-101-
Vector Integrations

-102-
Vector Integrations

-103-
Vector Integrations

-104-
Vector Integrations

-105-
Vector Integrations

-106-
Vector Integrations

-107-
Vector Integrations

-108-
Vector Integrations

-109-
Vector Integrations

-110-
Vector Integrations

-111-
Vector Integrations

-112-
Vector Integrations

-113-
Vector Integrations

-114-
Vector Integrations

-115-
Vector Integrations

-116-
Orthogonal Curvilinear Coordinates

ORTHOGONAL CURVILINEAR COORDINATES

-117-
Orthogonal Curvilinear Coordinates

-118-
Orthogonal Curvilinear Coordinates

-119-
Orthogonal Curvilinear Coordinates

-120-
Orthogonal Curvilinear Coordinates

-121-
Orthogonal Curvilinear Coordinates

-122-
Orthogonal Curvilinear Coordinates

-123-
Orthogonal Curvilinear Coordinates

-124-
Orthogonal Curvilinear Coordinates

-125-
Orthogonal Curvilinear Coordinates

-126-
Orthogonal Curvilinear Coordinates

-127-
Orthogonal Curvilinear Coordinates

-128-
Orthogonal Curvilinear Coordinates

-129-
Orthogonal Curvilinear Coordinates

-130-
Orthogonal Curvilinear Coordinates

-131-
Orthogonal Curvilinear Coordinates

-132-
Orthogonal Curvilinear Coordinates

-133-
Orthogonal Curvilinear Coordinates

-134-
Orthogonal Curvilinear Coordinates

-135-
Orthogonal Curvilinear Coordinates

-136-
Orthogonal Curvilinear Coordinates

-137-
Orthogonal Curvilinear Coordinates

-138-
General Exercises

General Exercises

1- Find the domain for the following functions

(i) z  y sin x

1 1
(ii) z  
x 1 y

-139-
General Exercises

2- Find the limits (if exists) for the following functions

xy
(i) lim ( )
( x , y ) (0,0)
sin xy
3x 2  7 y 2
(ii) lim ( 2 )
( x , y )  (0,0)
x  2 y2

-140-
General Exercises

3- Find the four second order partial derivatives of the function

2
z  x3 y  e2xy  5xy

-141-
General Exercises

4- Find the total differential of the function z  x 2  7xy - 2 y 4

-142-
References

References

1- Walter Rudin, “Principles of mathematical analysis”,

McGraw-Hill, 1976.

2- Robert C. Wrede, Murray Spiegel , ”Schaum's Outline of

Advanced Calculus” ,McGraw-Hill , 2002.

3- Murray Spiegel, “Schaum's Outline of Advanced Mathematics for

Engineers and Scientists”, McGraw-Hill, 2009.

4- A. Aizpuru-Tomas, F. Leon-Saavedra, “Advanced courses of

mathematical analysis”, World Scientific Publishing Company,

2004.

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