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Calculus

(BMAT101L)

Question Bank

Dr. T. Phaneendra
M. Sc., Ph. D.
Professor of Mathematics
(Higher Academic Grade)
phaneendra.t@vit.ac.in
September 22, 2022
Syllabus and Organization of Contents

Module 1 Single Variable Calculus (Chapters 1 and 2 of the Question Bank)

Differentiation - Extrema on an Interval - Rolle’s Theorem and the Mean Value Theorem - Increas-
ing and Decreasing functions - First derivative test - Second derivative test - Maxima and Minima
- Concavity. Integration - Average function value - Area between curves - Volumes of solids of
revolution

Module 2 Multi-variable Calculus (Chapter 3 of the Question Bank)

Functions of two variables - Limit and continuity - Partial derivatives - Total differential - Jacobian
and its properties

Module 3 Application of Multi-variable Calculus (Chapters 4 and 5 of the Question Bank)

Taylor’s expansion for two variables - maxima and minima – Constrained maxima and minima -
Lagrange’s multiplier method

Module 4 Multiple integrals (Chapters 6, 7, and 8 of the Question Bank)

Evaluation of double integrals - Change of order of integration - Change of variables between Carte-
sian and polar coordinates - Evaluation of triple integrals - change of variables between Cartesian
and cylindrical and spherical coordinates

Module 5 Special Functions (Chapter 9 of the Question Bank)

Beta and Gamma functions–Interrelation between beta and gamma functions-Evaluation of multi-
ple integrals using gamma and beta functions - Dirichlet’s integral -Error function - Complemen-
tary error functions.

Module 6 Vector Differential Calculus (Chapters 10 and 14 of the Question Bank)

Scalar and vector valued functions – Gradient, tangent plane - directional derivative - Divergence
and curl - Scalar and vector potentials - Statements of vector identities - Simple problems

Module 7 Vector Integral Calculus (Chapter2 11, 12 and 13 of the Question Bank)

Line, surface and volume integrals - Statements of Green’s, Stoke’s and Gauss divergence theorems
- Verification and evaluation of vector integrals using them
Contents

1 Differentiation and its Applications 1

1.1 Continuity and Differentiability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.2 Absolute Extrema on a Finite Closed Interval . . . . . . . . . . . . . . . . . . . . . . 2

1.3 Mean Value Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.4 Monotonic Functions and the First Derivative Test for Local Extrema . . . . . . . . 7

1.5 Second Derivative Test and Concavity . . . . . . . . . . . . . . . . . . . . . . . . . . 11

2 Areas and Volumes of solids of Revolution by a Definite Integral 15

2.1 Area of the Region bounded by two Plane Curves . . . . . . . . . . . . . . . . . . . 15

2.2 Average Value of a Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

2.3 Volumes of Solids of Revolution - Disk Method . . . . . . . . . . . . . . . . . . . . . 17

2.4 Volumes of Solids of Revolution - Washer Method . . . . . . . . . . . . . . . . . . . 18

2.5 Other Axes of Revolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

3 Continuity and Differentiability of Multi-variable Functions 21

3.1 Geometry of Functions of Two Variables . . . . . . . . . . . . . . . . . . . . . . . . 21

3.2 Limit and Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

3.3 Partial Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

3.4 Jacobians . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

4 Maxima and Minima for Two-variable Functions 40

4.1 Taylor’s theorem for Functions of Two Variables . . . . . . . . . . . . . . . . . . . . 40

4.2 Approximations using Taylor’s theorem . . . . . . . . . . . . . . . . . . . . . . . . 41

4.3 Unconstrained Local Extrema for Functions of Two variables . . . . . . . . . . . . . 43

5 Constrained Maxima and Minima 49

5.1 Absolute Maxima and Minima on Closed and Bounded Sets . . . . . . . . . . . . . . 49

5.2 Lagrange Multiplier Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

6 Double Integral In Cartesian Form 60

6.1 Double Integral over a Rectangle . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60

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6.2 Volumes of Regions bounded below by Rectangles . . . . . . . . . . . . . . . . . . . 62

6.3 Double Integral Over General Regions with Non-constant Inner Limits . . . . . . . . 63

6.4 Double Integral Over General Regions . . . . . . . . . . . . . . . . . . . . . . . . . . 65

6.5 Finding Volumes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68

6.6 Reversing the Order of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . 69

7 Change of Variables in a Double Integral 73

7.1 Double Integral in Polar Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73

7.2 Change of Variable - Cartesian into Polar: . . . . . . . . . . . . . . . . . . . . . . . . 74

7.3 Double Integral over Unbounded Regions . . . . . . . . . . . . . . . . . . . . . . . . 76

7.4 Applications of Double Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78

8 Triple Integral and Its Applications 81

8.1 Limits of Integration Specified - Limits all constants . . . . . . . . . . . . . . . . . . 81

8.2 Limits of Integration Specified: Non-contant Inner Limits . . . . . . . . . . . . . . . 81

8.3 Triple Integrals over General Regions . . . . . . . . . . . . . . . . . . . . . . . . . . 82

8.4 Triple Integral using Spherical Polar Coordinates . . . . . . . . . . . . . . . . . . . 82

8.5 Triple Integral using Cylindrical Polar Coordinates . . . . . . . . . . . . . . . . . . 82

8.6 Applications of Triple Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

9 Gamma and Beta Functions 85

9.1 Gamma Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

9.2 Beta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87

9.3 Evaluation of Integrals Using the Gamma . . . . . . . . . . . . . . . . . . . . . . . . 87

9.4 Double Integral by Beta and Gamma Functions . . . . . . . . . . . . . . . . . . . . . 89

9.5 Triple Integral by Beta and Gamma Functions . . . . . . . . . . . . . . . . . . . . . 91

9.6 The Error Function and the Complementary Error Function . . . . . . . . . . . . . 92

10 Vector Differential Calculus 95

10.1 Scalar and Vector Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95

10.2 Gradient of a Scalar Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97

10.3 Directional Derivative of a Scalar Field . . . . . . . . . . . . . . . . . . . . . . . . . 98

iv
10.4 Divergence of Vector Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99

10.5 Curl of Vector Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100

10.6 Vector Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

11 Line Integral and Green’s Theorem 102

11.1 Line Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102

11.2 Green’s Theorem in the Plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104

12 Surface Integral and Stoke’s Theorem 109

12.1 Parametric Form of Surface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109

12.2 Surface Integral of Scalar Point Function . . . . . . . . . . . . . . . . . . . . . . . . 109

12.3 Surface Integral of Vector Point Function . . . . . . . . . . . . . . . . . . . . . . . . 113

12.4 Stoke’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114

13 Volume Integral and Gauss’ Divergence Theorem 119

13.1 Gauss’ Divergence Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119

14 Conservative Fields 121

14.1 Curl and Irrotational Vector Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . 121

14.2 An Equivalence for Conservative Fields . . . . . . . . . . . . . . . . . . . . . . . . . 121

v
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Chapter 3

Continuity and Differentiability of Multi-variable Functions

Let 𝒟 ⊂ R𝑛 . A function 𝑓 : 𝒟 → R is called a real-valued function of 𝑛 (independent) variables.


The elements of 𝒟 are 𝑛-tuples of the form (𝑥 1 , 𝑥2 , ..., 𝑥 𝑛 ), where each 𝑥 𝑖 is called an input variable
and the real number 𝑤 = 𝑓 ((𝑥 1 , 𝑥2 , ..., 𝑥 𝑛 ), an output variable of of the function 𝑓 . For 𝑛 = 2, we get
a function of two variables and 𝑛 = 3 gives a function of three variables. Multi-variable functions
appear more frequently in science and engineering than functions of one variable. To mention a
few are: studies of probability, statistics, dynamics and electricity. The calculus of functions of two
or more variables is even richer.

Objectives

At the end of this chapter, you should be able to know

(a) the geometry, continuity and partial differentiation of functions of two and three variables
(b) the three cases of the chain rule of partial differentiation
(c) the notions of differentiability and total differential of functions of two and three variables
(d) about the special determinants involving the first partial derivatives, called the Jacobians,
which are employed in the change of variables in the double and triple integrals.

3.1 Geometry of Functions of Two Variables

Definition 3.1.1 (Functions of Two Variables). Let 𝒟 ⊂ R2 . A function 𝑓 : 𝒟 → R is called a


real-valued function of two variables. The elements of 𝒟 are ordered pairs (𝑥, 𝑦) of real numbers,
where 𝑥 and 𝑦 are called input variables and the real number 𝑤 = 𝑓 (𝑥, 𝑦), an output variable of the
function 𝑓 .
Example 3.1.1.
(a) Perimeter of an isosceles triangle with double side 𝑎 and the third side 𝑏: 𝑃 = 2𝑎 + 𝑏.
(b) Area of a rectangle with length 𝑙 and breadth 𝑏: 𝐴 = 𝑙𝑏.
(c) Volume of a right circular cylinder with the base radius 𝑟 and the height ℎ: 𝑉 = π𝑟 2 ℎ.
(d) Volume of a right square pyramid with base side length 𝑠 and height ℎ: 𝑉 = 𝑠2 ℎ/3.
(e) Laminar density ρ(𝑥, 𝑦) and temperature θ(𝑥, 𝑦) of a metal plate
Example 3.1.2 (Functions of Two Variables in Ideal Gas Law). According to the ideal gas law, the
pressure 𝑃 of a gas enclosed in a sealed container varies directly with the temperature 𝑇 of the gas
and varies inversely with the volume 𝑉 of the container. Thus

𝑇
𝑃(𝑇, 𝑉) = 𝑅 · (3.1.1)
𝑉

Definition 3.1.2 (Surface and Trace). Let 𝑓 (𝑥, 𝑦) be a two-variable function defined on 𝒟 ⊂ R2 .
The the graph {(𝑥, 𝑦, 𝑓 (𝑥, 𝑦)) : (𝑥, 𝑦) ∈ 𝒟} of 𝑓 (𝑥, 𝑦) defines a surface 𝑧 = 𝑓 (𝑥, 𝑦) in space. The
curve of intersection of the surface 𝑧 = 𝑓 (𝑥, 𝑦) and the plane 𝑧 = 𝑐 is known as a trace or plane
section of the surface in the plane 𝑧 = 𝑐. Other traces are similarly defined.

21
22 Chapter 3. Continuity and Differentiability of Multi-variable Functions

Definition 3.1.3 (Level Curves and Contours). Let 𝑓 (𝑥, 𝑦) be a two-variable function defined on
𝒟 ⊂ R2 . Let 𝑐 be a constant. The curve lying in the 𝑥𝑦-plane, given by 𝑓 (𝑥, 𝑦) = 𝑐 is called a level
curve of 𝑓 . Thus 𝑓 takes on a constant value on its level curve. A contour 𝑓 (𝑥, 𝑦) = 𝑐 is regarded as
a curve of intersection of the surface 𝑧 = 𝑓 (𝑥, 𝑦) and the plane 𝑧 = 𝑐.

For 𝑐 > 0, it lies at a height of 𝑐 units from the 𝑥𝑦-plane, and hence is a line of constant elevation.
Whereas, for 𝑐 < 0, it lies at a depth of 𝑐 units from the 𝑥𝑦-plane, and hence is a line of constant
depression.
Example 3.1.3.
(a) Level curves of 𝑓 (𝑥, 𝑦) = 𝑥 2 + 𝑦 2 are concentric circles 𝑥 2 + 𝑦 2 = 𝑐, 𝑐 > 0
(b) Level curves of 𝑓 (𝑥, 𝑦) = 4 − 𝑥 − 𝑦 are parallel lines of the form 𝑥 − 𝑦 = 𝑐
(c) Level curves of 𝑓 (𝑥, 𝑦) = 𝑥𝑦 are rectangular hyperbolas 𝑥𝑦 = 𝑐

Example 3.1.4 (Level Curves in Meteorology).


(a) Isobars: Curves of constant pressure
(b) Streamlines: Lines of equal wind direction
(c) Isotachs: Lines of equal wind speed
(d) Isohumes or isohydrics: Curves of equal humidity
(e) Isopycnics: Curves of equal density
(f) Isotherms: Curves of constant temperature

Definition 3.1.4 (Equipotential curves). Curves of constant electrostatic potential

Polar Coordinates in the Plane

Given 𝑃(𝑥, 𝑦) be a point in the 𝑥𝑦-plane. Join 𝑃 with the origin 𝑂, and 𝑟 be its length. The line 𝑂𝑃
is regarded as a directed line segement. Drop a perpendicular from 𝑃 onto the 𝑥-axis to meet at a
point 𝑁. Suppose that θ be the angle made by 𝑂𝑃 with the positive direction of the 𝑥-axis. Then
(𝑟, θ) are called plane polar coordinates.
Definition 3.1.5 (Plane Polar Coordinate Transformation). The equations

𝑥 = 𝑟 cos θ, 𝑦 = 𝑟 sin θ (3.1.2)

define a plane polar coordinate transformation.

If 𝑟 ≠ 0, the transformation (3.1.2) is invertible, and its inverse is given by

𝑥 2 + 𝑦 2 , θ = tan−1 (𝑦/𝑥).
√︁
𝑟= (3.1.3)

Definition 3.1.6 (Function of Three Variables). A three-variable function is a mapping from 𝒟


into R, where 𝒟 ⊂ R3 .

Example 3.1.5.

Dr. T. Phaneendra Department of Mathematics, Vellore Institute of Technology


3.1. Geometry of Functions of Two Variables 23

(a) The distance of any point 𝑃(𝑥, 𝑦, 𝑧) from the origin 𝑂 is given by 𝑂𝑃 = 𝑥 2 + 𝑦2 + 𝑧2 .
√︁

(b) The temperature θ at any point inside a hot copper ball at a given time 𝑡 depends on the
position. variables 𝑥, 𝑦 and 𝑧
(c) Volume 𝑉 = 𝑙𝑏ℎ and surface area 𝑆 = 2(𝑙𝑏 + 𝑏ℎ + ℎ𝑙) of a rectangular box depend on its
length 𝑙, breadth 𝑏 and height ℎ.
Example 3.1.6 (Function of Three variables in Physics). A mass 𝑀 exerts a gravitational force on a
mass 𝑚. According to the law of universal gravitation, if 𝑀 is located at the origin of our coordinate
system and 𝑚 is located at (𝑥, 𝑦, 𝑧), then the magnitude of the gravitational force 𝐹 is given by the
function:
𝐺𝑚𝑀
𝐹 (𝑥, 𝑦, 𝑧) = 2 , (3.1.4)
𝑥 + 𝑦2 + 𝑧2
where 𝐺 is the universal gravitational constant.
Definition 3.1.7 (Graph of a Function of Three Variables). Let 𝑤 = 𝑓 (𝑥, 𝑦, 𝑧) be a function of
three variables defined on 𝒟 ⊂ R3 . The set of points {(𝑥, 𝑦, 𝑧, 𝑓 (𝑥, 𝑦, 𝑧)) : (𝑥, 𝑦, 𝑧) ∈ 𝒟} defines
the graph of 𝑓 (𝑥, 𝑦, 𝑧).
Definition 3.1.8 (Level Surface). Let 𝑤 = 𝑓 (𝑥, 𝑦, 𝑧) be a function of three variables. The surface
defined by 𝑓 (𝑥, 𝑦, 𝑧) = 𝑐, where 𝑐 is a constant, is a level surface of 𝑓 .

Thus 𝑓 takes on a constant value on its level surface, and for various 𝑐-values, we get corresponding
level surfaces.
Example 3.1.7. The level surfaces of 𝜙 = 𝑥 2 + 𝑦 2 + 𝑧 2 are the concentric spheres 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑐
√︁

with common centre at the Origin.

Cylindrical Polar Coordinates:

In 1671, Newton introduced the polar coordinate system, did not publish his result. However, the
credit for the discovery of polar coordinates is attributed to J. Bernoulli as he published a paper
containing polar coordinates in 1691. The formal extension of plane polar coordinates to three
dimensions is the cylindrical polar coordinate system.

𝑥 = 𝑟 cos 𝜃, 𝑦 = 𝑟 sin 𝜃, 𝑧 = 𝑧. (3.1.5)

The inverse of the transformation (3.1.5) is given by


𝑦
𝑥 2 + 𝑦 2 , 𝜃 = tan−1
√︁
𝑟= , 𝑧 = 𝑧,
𝑥
provided 𝑟 ≠ 0.
Remark 3.1.1. Cylindrical coordinates are used, if the value of a function 𝑓 (𝑥, 𝑦, 𝑧) depends on the
distance of the point (𝑥, 𝑦, 𝑧) from the axis of symmetry, usually the 𝑧-axis, (cylindrical symmetry) -
commonly found in towers, columns, and domes.

Spherical Polar Coordinates:

In 1773, Joseph Louis Lagrange while working on the total gravitational attraction, introduced
spherical polar coordinates to compute the volume of an ellipsoid of revolution. The spherical polar

Department of Mathematics, Vellore Institute of Technology Dr. T. Phaneendra


24 Chapter 3. Continuity and Differentiability of Multi-variable Functions

coordinates 𝜌, 𝜙 and 𝜃 are described by the transformation:

𝑥 = ρ sin 𝜙 cos 𝜃, 𝑦 = ρ sin 𝜙 sin 𝜃, 𝑧 = ρ cos 𝜙. (3.1.6)

The inverse of the transformation (3.1.6) is given by


!
𝑧 𝑦
ρ = 𝑥 2 + 𝑦 2 + 𝑧 2 , 𝜙 = cos−1 √︁
√︁
, θ = tan−1 ,
𝑥 2 + 𝑦2 + 𝑧2 𝑥

provided ρ2 sin 𝜙 ≠ 0.
Remark 3.1.2. Spherical coordinates are convenient to used when the value of a function 𝑓 (𝑥, 𝑦, 𝑧)
depends only on the distance of the point (𝑥, 𝑦, 𝑧) from the origin (spherical symmetry).

3.2 Limit and Continuity

Definition 3.2.1 (Limit). A function 𝑓 (𝑥, 𝑦) is said to be continuous at a point 𝑃(𝑥0 , 𝑦 0 ) in the do-
main 𝐷 of 𝑓 , if the double limit lim ( 𝑥,𝑦)→( 𝑥0 ,𝑦0 ) 𝑓 (𝑥, 𝑦) exists and is equals 𝑓 (𝑥0 , 𝑦 0 ). The function
𝑓 is said to be continuous on the domain 𝒟, if it is continuous at every point of 𝒟.

Theorem 3.2.1 (Existence of Limit). If the 𝑓 has different limits along different paths in 𝒟 as
(𝑥, 𝑦) approaches (𝑥 0 , 𝑦 0 ), then the double or simultaneous limit lim ( 𝑥,𝑦)→( 𝑥0 ,𝑦0 ) 𝑓 (𝑥, 𝑦) does not
exist.
Definition 3.2.2 (Continuity). A function 𝑓 (𝑥, 𝑦) is said to be continuous at a point 𝑃(𝑥 0 , 𝑦 0 ) in
the domain 𝐷 of 𝑓 , if the double limit lim ( 𝑥,𝑦)→( 𝑥0 ,𝑦0 ) 𝑓 (𝑥, 𝑦) exists and is equals 𝑓 (𝑥0 , 𝑦 0 ). The
function 𝑓 is said to be continuous on the domain 𝒟, if it is continuous at every point of 𝒟.

Example 3.2.1.
(a) 𝑓 (𝑥, 𝑦) = sin(𝑥 + 𝑦) : is known to be continuous at all points (𝑥, 𝑦) of the 𝑥𝑦-plane
(b) 𝑓 (𝑥, 𝑦) = 𝑥+𝑦
𝑥−𝑦 : is continuous at all points in the 𝑥𝑦-plane where 𝑥 ≠ 𝑦

Exercise 3.2.1. Find the domain of definition of each of the following functions:

(a) 𝑓 (𝑥, 𝑦) = log 𝑥 2 + 𝑦 2




(b) 𝑓 (𝑥, 𝑦) = 𝑦
𝑥 2 +1
𝑔(𝑥, 𝑦) =
, 𝑥+𝑦
2+cos 𝑥
 
1
(c) 𝑓 (𝑥, 𝑦) = sin 𝑥𝑦

𝑥 2 +𝑦 2
 
(d) 𝑓 (𝑥, 𝑦) = sin 𝑥 2 −3𝑥+2

Answers.
(a) The whole 𝑥𝑦-plane except at (0, 0)
(b) The whole 𝑥𝑦-plane
(c) R × R − {(0, 0)}
(d) R × R − {1, 2}

Example 3.2.2. Show that the following functions have no limit as (𝑥, 𝑦) → (0, 0), and hence are
discontinuous at the origin (0, 0):

Dr. T. Phaneendra Department of Mathematics, Vellore Institute of Technology


3.2. Limit and Continuity 25

√ 𝑥
(𝑥, 𝑦) ≠ (0, 0)

 ,
(a) 𝑓 (𝑥, 𝑦) = 𝑥 2 +𝑦 2

 0,
 (𝑥, 𝑦) = (0, 0)

( 𝑥−𝑦
𝑥+𝑦 , (𝑥, 𝑦) ≠ (0, 0)
(b) 𝑓 (𝑥, 𝑦) =
0, (𝑥, 𝑦) = (0, 0)

Solution.

(a) Along the line 𝑦 = 𝑚𝑥, 𝑚 ≠ 0, 𝑓 (𝑥, 𝑦) = 1/ 1 + 𝑚 2 . Then

1
lim 𝑓 (𝑥, 𝑦) = √ ,
( 𝑥,𝑦)→(0,0) 1 + 𝑚2

which changes with each value of the slope 𝑚. Thus the double limit of 𝑓 does not exist as
(𝑥, 𝑦) → (0, 0). Hence 𝑓 is discontinuous at (0, 0).
(b) Along the line 𝑦 = 𝑚𝑥, 𝑚 ≠ 0,

1−𝑚
lim 𝑓 (𝑥, 𝑦) = ,
( 𝑥,𝑦)→(0,0) 1+𝑚

which changes with each value of 𝑚. Thus the double limit does not exist as (𝑥, 𝑦) → (0, 0).
Hence 𝑓 is discontinuous at (0, 0).

Exercise 3.2.2. Show that the following functions have no limit as (𝑥, 𝑦) → (0, 0), and hence are
discontinuous at the origin (0, 0):
( 𝑥𝑦
, (𝑥, 𝑦) ≠ (0, 0)
(a) 𝑓 (𝑥, 𝑦) = | 𝑥 𝑦 |
0, (𝑥, 𝑦) = (0, 0)
( 𝑥 2 −𝑦
, (𝑥, 𝑦) ≠ (0, 0)
(b) 𝑓 (𝑥, 𝑦) = 𝑥−𝑦
0, (𝑥, 𝑦) = (0, 0)
( 4
4
𝑥
2, (𝑥, 𝑦) ≠ (0, 0)
(c) 𝑓 (𝑥, 𝑦) = 𝑥 +𝑦
0, (𝑥, 𝑦) = (0, 0)

Answers.
(a) Along the line 𝑦 = 𝑚𝑥 with 𝑚 ≠ 0,
(
𝑚 −1, if 𝑚 < 0
lim 𝑓 (𝑥, 𝑦) = =
( 𝑥,𝑦)→(0,0) |𝑚| 1, if 𝑚 > 0.

Thus for different paths as (𝑥, 𝑦) → (0, 0) we get different values of the double limit as
(𝑥, 𝑦) → (0, 0). Hence 𝑓 is discontinuous at (0, 0).
(b) Along the line 𝑦 = 𝑚𝑥 with 𝑚 ≠ 1, as (𝑥, 𝑦) → (0, 0), 𝑓 (𝑥, 𝑦) tends to −𝑚/(1 − 𝑚), which
is different for different choices of 𝑚. Thus the double limit of 𝑓 does not exist as (𝑥, 𝑦) →
(0, 0). Hence 𝑓 is discontinuous at (0, 0).
(c) Along the parabola 𝑦 = 𝑥 2 , 𝑓 (𝑥, 𝑦) → 1/2, while along the 𝑥-axis, 𝑓 (𝑥, 𝑦) tends to 1, as
(𝑥, 𝑦) → (0, 0). Thus for two different paths 𝑓 (𝑥, 𝑦) approaches to different numbers. Thus
the double limit does not exist as (𝑥, 𝑦) → (0, 0). Hence 𝑓 is discontinuous at (0, 0).

Department of Mathematics, Vellore Institute of Technology Dr. T. Phaneendra


26 Chapter 3. Continuity and Differentiability of Multi-variable Functions

Example 3.2.3. By an appropriate substitution, show that the limit of

2𝑥 𝑦
(
𝑥 2 +𝑦 2
, (𝑥, 𝑦) ≠ (0, 0)
𝑓 (𝑥, 𝑦) =
0, (𝑥, 𝑦) = (0, 0)

varies from −1 to 1 along the line 𝑦 = 𝑚𝑥 as (𝑥, 𝑦) → (0, 0), and hence does not exist at the origin.

Solution. Along the line 𝑦 = 𝑚𝑥, 𝑚 ≠ 1, 𝑙 = lim ( 𝑥,𝑦)→(0,0) 𝑓 (𝑥, 𝑦) = 2𝑚/(1+ 𝑚 2 ). Then substitute
𝑚 = tan 𝜃 in this, we get
2 tan 𝜃
𝑙= = sin 2𝜃
1 + tan2 𝜃
which varies with the angle 𝜃 of inclination. Since sin 2𝜃 lies in the interval [−1, 1], we conclude
that 𝑙 varies between −1 to 1 for each real 𝜃.

Example 3.2.4. Using the polar coordinates

𝑥 = 𝑟 cos 𝜃, 𝑟 = 𝑟 sin 𝜃, (3.2.1)

examine the continuity of the 𝑓 (𝑥, 𝑦) at the origin, where

𝑥3
(
𝑥 2 +𝑦 2
, (𝑥, 𝑦) ≠ (0, 0)
𝑓 (𝑥, 𝑦) =
0, (𝑥, 𝑦) = (0, 0).

Solution. Using (3.2.1), we see that 𝑓 (𝑥, 𝑦) = 𝑟 3 cos3 𝜃/𝑟 2 = 𝑟 cos3 𝜃. Therefore,

lim 𝑓 (𝑥, 𝑦) = lim 𝑟 cos3 𝜃 = 0 = 𝑓 (0, 0) for all real 𝜃.


( 𝑥,𝑦)→(0,0) 𝑟→0

Thus 𝑓 is continuous at (0, 0).

Example 3.2.5. Use the polar coordinates (3.2.1) to show that 𝑓 (𝑥, 𝑦) is not continuous at the
origin, where
 
 tan−1 | 𝑥𝑥2|+| 𝑥|
, (𝑥, 𝑦) ≠ (0, 0)


 +𝑦 2
𝑓 (𝑥, 𝑦) =
 0,
 (𝑥, 𝑦) = (0, 0).

h i
Solution. Using (3.2.1), 𝑓 (𝑥, 𝑦) = tan−1 𝑟 ( |cos 𝜃𝑟|+|sin2
𝜃 |)
→ tan−1 ∞ = 𝜋/2 as 𝑟 → 0. Thus the
double limit is 𝑙 = 𝜋2 · Since 𝑙 ≠ 𝑓 (0, 0), 𝑓 is not continuous at (0, 0)

Example 3.2.6. Use the polar coordinates (3.2.1) to show that 𝑓 (𝑥, 𝑦) is not continuous at the
origin, where

2𝑥 2 𝑦
(
𝑥 4 +𝑦 2
, (𝑥, 𝑦) ≠ (0, 0)
𝑓 (𝑥, 𝑦) =
0, (𝑥, 𝑦) = (0, 0).

Solution. Using (3.2.1), we see that

2𝑟 3 cos2 𝜃 sin 𝜃 𝑟 cos 𝜃 sin 2𝜃


𝑓 (𝑥, 𝑦) = = , 𝑟 ≠ 0.
𝑟 4 cos4 𝜃 + 𝑟 2 sin2 𝜃 𝑟 2 cos4 𝜃 + sin2 𝜃

Along the line 𝜃 = constant, as 𝑟 → 0, the double limit is 0. While along the parabolic path 𝑦 = 𝑥 2 ,

Dr. T. Phaneendra Department of Mathematics, Vellore Institute of Technology


3.2. Limit and Continuity 27

we have 𝑟 cos 𝜃 = 𝑟 2 sin 2𝜃 so that

2𝑟 2 cos 𝜃 · 𝑟 2 cos 𝜃
𝑓 (𝑥, 𝑦) = = 1.
𝑟 4 cos4 𝜃 + 𝑟 4 cos4 𝜃
As, for two different paths of approach, 𝑙 = lim ( 𝑥,𝑦)→(0,0) 𝑓 (𝑥, 𝑦) is different, 𝑙 does not exist, and
hence 𝑓 is not continuous at (0, 0).

Exercise 3.2.3. Using the polar coordinates (3.2.1), examine the continuity of the following func-
tions at the origin:
( 2
2
𝑥
2, (𝑥, 𝑦) ≠ (0, 0)
(a) 𝑓 (𝑥, 𝑦) = 𝑥 +𝑦
0, (𝑥, 𝑦) = (0, 0)
 3 2
 cos 𝑥𝑥 2−+𝑦
𝑥𝑦
, (𝑥, 𝑦) ≠ (0, 0)


2
(b) 𝑓 (𝑥, 𝑦) =

 0,
 (𝑥, 𝑦) = (0, 0).

Solution. (a) Using (3.2.1), we see that 𝑓 (𝑥, 𝑦) = 𝑟 2 cos3 𝜃/𝑟 2 = cos2 𝜃, which takes on all values
from 0 to 1, regardless of how small |𝑟 | is. Thus lim ( 𝑥,𝑦)→(0,0) 𝑓 (𝑥, 𝑦) does not exist and hence
𝑓 is not continuous at (0, 0).

(b) Using (3.2.1), we see that

𝑟 3 cos3 𝜃 − 𝑟 3 cos 𝜃 sin2 𝜃


 
𝑓 (𝑥, 𝑦) = cos = cos 𝑟 (cos3 𝜃 − cos 𝜃 sin2 𝜃) → 1,
𝑟2

as 𝑟 → 0. Thus the double limit is 𝑙 = 1 ≠ 𝑓 (0, 0). So 𝑓 is not continuous at (0, 0).

3𝑥 2 𝑦
Example 3.2.7. Define the function 𝑓 (𝑥, 𝑦) = 𝑥 2 +𝑦 2
appropriately such that it is continuous at the
origin.

Solution. Since 𝑓 continuous at (0, 0), the double limit 𝐿 of 𝑓 must equal the functional value
𝑓 (0, 0). But by (3.2.1),lim ( 𝑥,𝑦)→(0,0) 𝑓 (𝑥, 𝑦) = lim𝑟→0 2𝑟 3 cos2 𝜃 sin 𝜃/𝑟 2 = 0. Thus 𝑓 (0, 0) = 𝑙 = 0,
and hence
( 2𝑥 2 𝑦
2 2, (𝑥, 𝑦) ≠ (0, 0)
𝑓 (𝑥, 𝑦) = 𝑥 +𝑦
0, (𝑥, 𝑦) = (0, 0)

2 2
Exercise 3.2.4 (self-check). Given that 𝑓 (𝑥, 𝑦) = 𝑥𝑥 2−𝑦 +𝑦 2
for (𝑥, 𝑦) ≠ (0, 0), justify whether it is
possible to define 𝑓 at (0, 0) so that it will be continuous at the origin.

Exercise 3.2.5 (self-check). What do you say about the continuity of


 
 sin | 𝑥𝑥−𝑦
|+| 𝑦 | , |𝑥| + |𝑦| ≠ 0



𝑓 (𝑥, 𝑦) =
 0,
 (𝑥, 𝑦) = (0, 0)

at (0, 0)?

Department of Mathematics, Vellore Institute of Technology Dr. T. Phaneendra


28 Chapter 3. Continuity and Differentiability of Multi-variable Functions

3.3 Partial Differentiation

Let 𝑢 = 𝑓 (𝑥, 𝑦) be defined on a domain 𝒟 ⊂ R2 and (𝑥 0 , 𝑦 0 ) ∈ 𝒟. The first order partial derivatives
of 𝑓 with respect to 𝑥 and 𝑦 are given by

𝜕𝑓 𝑓 (𝑥 0 + ℎ, 𝑦 0 ) − 𝑓 (𝑥 0 , 𝑦 0 )
(𝑥 0 , 𝑦 0 ) = lim ,
𝜕𝑥 ℎ→0 ℎ
𝜕𝑓 𝑓 (𝑥 0 , 𝑦 0 + 𝑘) − 𝑓 (𝑥 0 , 𝑦 0 )
(𝑥 0 , 𝑦 0 ) = lim ,
𝜕𝑦 𝑘→0 𝑘

which are denoted bt 𝑓 𝑥 and 𝑓 𝑦 respectively. Second order partial derivatives of 𝑓 at any point are
defined by

𝜕2 𝑓
 
𝜕 𝜕𝑓
= or 𝑓 𝑥 𝑥 = ( 𝑓 𝑥 ) 𝑥 ,
𝜕𝑥 2 𝜕𝑥 𝜕𝑥
𝜕2 𝑓
 
𝜕 𝜕𝑓
= or 𝑓 𝑦 𝑦 = ( 𝑓 𝑦 ) 𝑦 ,
𝜕𝑦 2 𝜕𝑦 𝜕𝑦
𝜕2 𝑓
 
𝜕 𝜕𝑓
= or 𝑓 𝑦 𝑥 = ( 𝑓 𝑦 ) 𝑥 ,
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕2 𝑓
 
𝜕 𝜕𝑓
= or 𝑓 𝑥 𝑦 = ( 𝑓 𝑥 ) 𝑦 .
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥

Higher order partial derivatives are similarly defined. The rules of finding partial derivatives of
sum, difference, product and quotient are similar to those of ordinary derivatives.

Chain Rule of Partial Differentiation

Theorem 3.3.1 (One Intermediate Variable and Two Independent Variables). Let 𝑢 = 𝑓 (𝑟), where
𝑟 = 𝑔(𝑥, 𝑦). Then 𝑢 is a composite function of 𝑥 and 𝑦 through the intermediate variable 𝑟, and

𝜕𝑓 d 𝑓 𝜕𝑟 𝜕𝑟 𝜕 𝑓 d 𝑓 𝜕𝑟 ′ 𝜕𝑟
= = 𝑓 ′ (𝑟) , = 𝑓 (𝑟) .
𝜕𝑥 d𝑟 𝜕𝑥 𝜕𝑥 𝜕𝑦 d𝑟 𝜕𝑦 𝜕𝑦

Theorem 3.3.2 (Two Intermediate Variables and One Independent Variable). Let 𝑢 = 𝑓 (𝑥, 𝑦),
where 𝑥 = 𝑔1 (𝑡), 𝑦 = 𝑔2 (𝑡). Then 𝑢 is a composite function of 𝑡 through the intermediate variables
𝑥 and 𝑦. The derivative of 𝑤 with respect to 𝑡, given by

d𝑓 𝜕 𝑓 d𝑥 𝜕 𝑓 d𝑦
= + (3.3.1)
d𝑡 𝜕𝑥 d𝑡 𝜕𝑦 d𝑡

is called the total derivative of 𝑓 with respect to 𝑡.


Example 3.3.1. Let θ = 𝑥𝑦 − 2 be the temperature at the point (𝑥, 𝑦) on the circle
√ √
𝑥 = 2 2 cos 𝑡, 𝑦 = 2 2 sin 𝑡, 0 ≤ 𝑡 ≤ 2π.


Find the points where the total derivative d𝑡
becomes zero.

Solution. We see that


dθ 𝜕θ d𝑥 𝜕θ d𝑦 √ √
= + = 𝑦(−2 2 sin 𝑡) + 𝑥(2 2 cos 𝑡)
d𝑡 𝜕𝑥 d𝑡 𝜕𝑦 d𝑡

Dr. T. Phaneendra Department of Mathematics, Vellore Institute of Technology


3.3. Partial Differentiation 29

√ √ √ √
= (2 2 sin 𝑡) (−2 2 sin 𝑡) + (2 2 cos 𝑡) (2 2 cos 𝑡)
= 8(cos2 𝑡 − sin2 𝑡) = 8 cos 2𝑡.


Therefore, d𝑡
= 0 only if 2𝑡 = π/2, 3π/2, that is when 𝑡 = π/4, 3π/4.

Example 3.3.2 (Changing Voltage in a Circuit). The voltage 𝑉 in a circuit that satisfies Ohm’s law

𝑉 = 𝐼 𝑅 or 𝐼 = 𝑉/𝑅 (3.3.2)

drops slowly as the battery discharges. At the same time, the resistance 𝑅 is increasing as the
resistor heats up. The change in current at any instance is described by the total derivative of 𝐼
with respect to the time 𝑡:

d𝐼 𝜕𝐼 d𝑉 𝜕𝐼 d𝑅 1 d𝑉 𝑉 d𝑅 1 d𝑉 d𝑅
 
= + = − 2 = −𝐼 .
d𝑡 𝜕𝑉 d𝑡 𝜕𝑅 d𝑡 𝑅 d𝑡 𝑅 d𝑡 𝑅 d𝑡 d𝑡

d𝑢
Exercise 3.3.1 (Self-check). Using the definition, find the total derivative d𝑡
at a given value of 𝑡,
and verify your result by the direct differentiation:
 
(𝑎) 𝑢 = sin 𝑦𝑥 , where 𝑥 = 𝑒 𝑡 , 𝑦 = 𝑡 2

(𝑏) 𝑢 = sin−1 (𝑥 − 𝑦), where 𝑥 = 3𝑡, 𝑦 = 4𝑡 3


(𝑐) 𝑢 = 𝑥 2 + 𝑦 2 , where 𝑥 = cos 𝑡 + sin 𝑡, 𝑦 = cos 𝑡 − sin 𝑡
(𝑑) 𝑢 = 𝑧 ,
𝑥+𝑦
where 𝑥 = cos2 𝑡, 𝑦 = sin2 𝑡, 𝑧 = 1/𝑡 at 𝑡 = 3
(𝑒) 𝑢 = 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥, where 𝑥 = 𝑒 𝑡 , 𝑦 = 𝑒 −𝑡 , 𝑧 = 1/𝑡

Exercise 3.3.2 (Self-check). Suppose that the partial derivatives of a function 𝑓 (𝑥, 𝑦, 𝑧) at points
on the helix 𝑥 = cos 𝑡, 𝑦 = sin 𝑡, 𝑧 = 𝑡 are 𝑓 𝑥 = cos 𝑡, 𝑓 𝑦 = sin 𝑡, 𝑓 𝑧 = 𝑡 2 + 𝑡 − 2. At what points on
the curve, if any, can 𝑓 take on extreme values?
d𝑓
Exercise 3.3.3 (Self-check). Let 𝑓 = 𝑥 2 𝑒 2𝑦 cos 3𝑧. Compute the total derivative d𝑡
at the point
(𝑙, log 2, 0) on the curve 𝑥 = cos 𝑡, 𝑦 = log(𝑡 + 2), 𝑧 = 𝑡.

Theorem 3.3.3 (Two Intermediate Variables and Two Independent Variables). Let 𝑢 = 𝑓 (𝑟, 𝑠),
where 𝑟 = 𝑔1 (𝑥, 𝑦), 𝑠 = 𝑔2 (𝑥, 𝑦). Then 𝑢 is a composite function of 𝑥 and 𝑦 through the intermedi-
ate variables 𝑟 and 𝑠, and

𝜕𝑓 𝜕 𝑓 𝜕𝑟 𝜕 𝑓 𝜕𝑠
= + ,
𝜕𝑥 𝜕𝑟 𝜕𝑥 𝜕𝑠 𝜕𝑥
𝜕𝑓 𝜕 𝑓 𝜕𝑟 𝜕 𝑓 𝜕𝑠
= + ·
𝜕𝑦 𝜕𝑟 𝜕𝑦 𝜕𝑠 𝜕𝑦

Example 3.3.3. Find the first order partial derivatives of each of the following functions:

(a) 𝑓 (𝑥, 𝑦) = 𝑥
𝑥 2 +𝑦 2

(b) 𝑓 (𝑥, 𝑦) = 𝑒 𝑥 𝑦 sin(𝑥 + 𝑦)


(c) 𝑓 (𝑥, 𝑦) = 𝑥 𝑦
log 𝑥
(d) 𝑓 (𝑥, 𝑦) = log 𝑦 𝑥 = log 𝑦

(e) 𝑔(𝑢, 𝑣) = 𝑣 2 𝑒 2𝑢/𝑣

Department of Mathematics, Vellore Institute of Technology Dr. T. Phaneendra


30 Chapter 3. Continuity and Differentiability of Multi-variable Functions

(f) ℎ(𝑥, 𝑦) = cos2 (3𝑥 − 𝑦) 2

Solution. The first order partial derivatives are


𝑦2 − 𝑥2
(a) 𝜕𝑓
𝜕𝑥 = , 𝜕𝑓
( 𝑥 2 +𝑦 2 ) 2 𝜕𝑦
= − ( 𝑥 22𝑥+𝑦𝑦2 ) 2

(b) 𝜕𝑓
𝜕𝑥 = 𝑒 𝑥 𝑦 [cos(𝑥 + 𝑦) + 𝑦 sin(𝑥 + 𝑦)], 𝜕𝑓
𝜕𝑦 = 𝑒 𝑥 𝑦 [cos(𝑥 + 𝑦) + 𝑥 sin(𝑥 + 𝑦)]

(c) 𝜕𝑓
𝜕𝑥 = 𝑦𝑥 𝑦−1 , 𝜕𝑓
𝜕𝑦 = 𝑥 𝑦 log 𝑥
1 log 𝑥
(d) 𝜕𝑓
𝜕𝑥 = , 𝜕𝑓
𝑥 log 𝑦 𝜕𝑦
= − 𝑦 (log 𝑦) 2

(e) 𝜕𝑔
𝜕𝑢 = 2𝑣𝑒 2𝑢/𝑣 , 𝜕𝑔
𝜕𝑣 = 2(𝑣 − 𝑢)𝑒 2𝑢/𝑣
(f) 𝜕ℎ
𝜕𝑥 = −6 cos(3𝑥 − 𝑦) 2 sin(3𝑥 − 𝑦) 2 , 𝜕ℎ
𝜕𝑦 = 4𝑦 cos(3𝑥 − 𝑦) 2 sin(3𝑥 − 𝑦) 2

Exercise 3.3.4. Find the first order partial derivatives of each of the following functions:

(a) 𝑓 (𝑥, 𝑦) = 𝑥 2 − 𝑥𝑦 + 𝑦 2
(b) 𝑓 (𝑥, 𝑦) = 𝑥+𝑦
𝑥 𝑦−1
∫ 𝑦
(c) 𝑓 (𝑥, 𝑦) = 𝑔(𝜉) 𝑑𝜉
𝑥
(d) 𝑓 (𝑡, 𝛼) = cos(2𝜋𝑡 − 𝛼)

Answers. The first order partial derivatives are

(a) 𝜕𝑓
𝜕𝑥 = 𝑓 𝑥 = 2𝑥 − 𝑦, 𝜕𝑓
𝜕𝑦 = 𝑓 𝑦 = −𝑥 + 2𝑦
2
= − ( 𝑥1+𝑦
2
(b) 𝜕𝑓
𝜕𝑥 𝑦−1) 2
, 𝜕𝑓
𝜕𝑦 = − ( 𝑥1+𝑥
𝑦−1) 2

(c) By Leibnitz rule, 𝜕𝑓


𝜕𝑥 = −𝑔(𝑥), 𝜕𝑓
𝜕𝑦 = 𝑔(𝑦)

(d) 𝜕𝑓
𝜕𝑡 = −2𝜋 sin(2𝜋𝑡 − 𝛼), 𝜕𝑓
𝜕𝛼 = sin(2𝜋𝑡 − 𝛼)

Example 3.3.4. Find the first order partial derivatives of each of the following functions:

(a) 𝑓 (𝑥, 𝑦, 𝑧) = sin−1 (𝑥𝑦𝑧)


(b) 𝑓 (𝑥, 𝑦, 𝑧) = 1 + 𝑥𝑦 2 − 2𝑧 2
(c) 𝑓 (𝑥, 𝑦, 𝑧) = 𝑥 − 𝑒 − 𝑥 𝑦𝑧
(d) 𝑔(𝑟, 𝜃, 𝑧) = 𝑟 (1 − cos 𝜃) − 𝑧
√︃
1
(e) 𝑓 (𝑟, 𝑙, 𝑇, 𝜔) = 2𝑟𝑙 𝑇
𝜋𝜔

Solution. The first order partial derivatives are

(a) 𝜕𝑓
=√ 𝑦𝑧
, 𝜕𝑓
=√ 𝑧𝑥
, 𝜕𝑓 =√ 𝑥𝑦
𝜕𝑥 1− 𝑥 2 𝑦 2 𝑧 2 𝜕𝑦 1− 𝑥 2 𝑦 2 𝑧 2 𝜕𝑧 1− 𝑥 2 𝑦 2 𝑧 2

(b) 𝜕𝑓
𝜕𝑥 = 𝑦2, 𝜕𝑓
𝜕𝑦 = 2𝑥𝑦, 𝜕𝑓
𝜕𝑧 = −2𝑧

(c) 𝜕𝑓
𝜕𝑥 = 1 − 𝑦𝑧𝑒 − 𝑥 𝑦𝑧 , 𝜕𝑓
𝜕𝑦 = −𝑧𝑥𝑒 − 𝑥 𝑦𝑧 , 𝜕𝑓
𝜕𝑧 = −𝑥𝑦𝑒 − 𝑥 𝑦𝑧

(d) 𝜕𝑔
𝜕𝑟 = 1 − cos 𝜃, 𝜕𝜃
𝜕𝑔
= 𝑟 sin 𝜃, 𝜕𝑔𝜕𝑧 = −1
√︃ √︃ √︃ √︃
(e) 𝜕𝑓
𝜕𝑟 = − 2𝑙𝑟1 2 𝜋𝑇𝜔 , 𝜕𝜕𝑙𝑓 = − 2𝑟𝑙1 2 𝜋𝑇𝜔 , 𝜕𝑇
𝜕𝑓
= 1
4𝑙𝑟
1 𝜕𝑓
𝜋 𝜔𝑇 , 𝜕𝑇 = − 4𝑙𝑟1 𝜔 𝑇
𝜋𝜔

Dr. T. Phaneendra Department of Mathematics, Vellore Institute of Technology


3.3. Partial Differentiation 31

Exercise 3.3.5. Find the partial derivative of each of the following functions with respect to each
independent variable:

(a) 𝑓 (𝑥, 𝑦, 𝑧) = 𝑥 − 𝑦 2 + 𝑧 2
√︁

Ans. 𝜕𝜕𝑥𝑓 = 1, 𝜕𝜕𝑦𝑓 = − √ 𝑦2 2 , 𝜕𝜕𝑧𝑓 = − √ 𝑧2 2


𝑦 +𝑧 𝑦 +𝑧

(b) 𝑓 (𝑥, 𝑦, 𝑧) = 𝑥 − log(𝑎𝑥 + 𝑏𝑦 + 𝑐𝑧)


Ans. 𝜕𝜕𝑥𝑓 = 1 − 𝑎𝑥+𝑏𝑦+𝑐𝑧
𝑎
, 𝜕𝜕𝑦𝑓 = − 𝑎𝑥+𝑏𝑦+𝑐𝑧
𝑏
, 𝜕𝑓
𝜕𝑧
𝑐
= − 𝑎𝑥+𝑏𝑦+𝑐𝑧
2 2 2
(c) 𝑓 (𝑥, 𝑦, 𝑧) = 𝑒 𝑥 +𝑦 +𝑧
2 2 2 2 +𝑦 2 +𝑧 2 2 +𝑦 2 +𝑧 2
Ans. 𝜕𝜕𝑥𝑓 = 2𝑥𝑒 𝑥 +𝑦 +𝑧 , 𝜕𝑓
𝜕𝑦 = 2𝑦𝑒 𝑥 , 𝜕𝑓
𝜕𝑧 = 2𝑧𝑒 𝑥
(d) 𝑓 (𝑥, 𝑦, 𝑧) = sin(2𝜋𝑥 + 𝑦 − 2𝑧)
Ans. 𝜕𝜕𝑥𝑓 = 2𝜋 cos(2𝜋𝑥 + 𝑦 − 2𝑧), 𝜕𝑓
𝜕𝑦 = cos(2𝜋𝑥 + 𝑦 − 2𝑧), 𝜕𝑓
𝜕𝑧 = −2 cos(2𝜋𝑥 + 𝑦 − 2𝑧)
(e) ℎ(𝜌, 𝜙, 𝜃) = 𝜌 sin 𝜙 cos 𝜃
𝜕𝜌 = sin 𝜙 cos 𝜃, 𝜕𝜙 = 𝜌 cos 𝜙 cos 𝜃,
Ans. 𝜕ℎ = −𝜌 sin 𝜙 sin 𝜃
𝜕ℎ 𝜕ℎ
𝜕𝜃

Exercise 3.3.6. Find all the second order partial derivatives of each of the following functions:

(a) 𝑓 (𝑥, 𝑦) = 𝑥 2 𝑦 + cos 𝑦 + 𝑦 sin 𝑥


2 2 𝜕2 𝑓 𝜕2 𝑓
Ans. 𝜕𝜕𝑥𝑓2 = 2𝑦 − 𝑦 sin 𝑥, 𝜕𝜕𝑦𝑓2 = − cos 𝑦, 𝜕𝑥𝜕𝑦 = 𝜕𝑦𝜕𝑥 = 2𝑥 + cos 𝑥
(b) 𝑓 (𝑥, 𝑦) = tan−1 (𝑦/𝑥)
2 2 𝜕2 𝑓 𝜕2 𝑓 𝑦2 − 𝑥2
Ans. 𝜕𝜕𝑥𝑓2 = ( 𝑥 22𝑥+𝑦𝑦2 ) 2 , 𝜕𝜕𝑦𝑓2 = − ( 𝑥 22𝑥+𝑦𝑦2 ) 2 , 𝜕𝑥𝜕𝑦 = 𝜕𝑦𝜕𝑥 = ( 𝑥 2 +𝑦 2 ) 2

(c) 𝑓 (𝑥, 𝑦) = 𝑦 + 𝑥
𝑦
2 2 2 𝜕2 𝑓
Ans. 𝜕𝜕𝑥𝑓2 = 0, 𝜕𝜕𝑦𝑓2 = 2𝑥 , 𝜕 𝑓 = 𝜕𝑦𝜕𝑥
𝑦 3 𝜕𝑥𝜕𝑦
= − 𝑦12
(d) 𝑓 (𝑥, 𝑦) = 𝑥𝑥−𝑦
2 +𝑦

𝜕2 𝑓 2 ( 𝑥 3 −3𝑥 2 𝑦−3𝑥 𝑦+𝑦 2 ) 𝜕2 𝑓 2 ( 𝑥 2 +2𝑥 ) 𝜕2 𝑓 𝜕2 𝑓 2 ( 2𝑥 3 +3𝑥 2 −2𝑥 𝑦−𝑦 )


Ans. 𝜕𝑥 2 = 2
( 𝑥 +𝑦) 3 , 𝜕𝑦 2 = ,
( 𝑥 2 +𝑦) 3 𝜕𝑥𝜕𝑦
= 𝜕𝑦𝜕𝑥 = ( 𝑥 2 +𝑦) 3
2 −𝑦
(e) 𝑓 (𝑥, 𝑦) = 𝑦𝑒 𝑥
𝜕2 𝑓 𝜕2 𝑓
Exercise 3.3.7 (Self-check). Verify whether 𝜕𝑥𝜕𝑦 = 𝜕𝑦𝜕𝑥 for each of the following functions:

(a) 𝑓 (𝑥, 𝑦) = log(2𝑥 + 3𝑦)


(b) 𝑓 (𝑥, 𝑦) = 𝑥 sin 𝑦 + 𝑦 sin 𝑥 + 𝑥𝑦
(c) 𝑓 (𝑥, 𝑦) = 𝑥𝑦 2 + 𝑥 2 𝑦 3 + 𝑥 3 𝑦 4
 
(d) 𝑓 (𝑥, 𝑦) = 𝑥 2 tan−1 𝑦𝑥 − 𝑦 2 tan−1 𝑦𝑥


(e) 𝑓 (𝑥, 𝑦) = (log 𝑥) tan−1 𝑥 2 + 𝑦 2




Exercise 3.3.8 (Three-dimensional Steady State Heat Flow). The three-dimensional Laplace
equation
𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
+ + =0 (3.3.3)
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧2
is satisfied by the steady-state temperature distributions 𝜃 = 𝑓 (𝑥, 𝑦, 𝑧) in space, by gravitational
and electrostatic potentials. The solutions of (3.3.3) are known as harmonic functions. Verify if each
of the following functions is harmonic:
 
(𝑎) 𝑓 (𝑥, 𝑦) = tan−1 𝑦𝑥

Department of Mathematics, Vellore Institute of Technology Dr. T. Phaneendra


32 Chapter 3. Continuity and Differentiability of Multi-variable Functions

𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
Solution. 𝜕𝑥 2
= − ( 𝑥 22𝑥+𝑦𝑦2 ) 2 , 𝜕𝑦 2
= 2𝑥 𝑦
( 𝑥 2 +𝑦 2 ) 2
. Adding these two, 𝜕𝑥 2
+ 𝜕𝑦 2
=0

(𝑏) 𝑓 (𝑥, 𝑦) = log 𝑥 2 + 𝑦 2


√︁

𝜕2 𝑓 𝑦2 − 𝑥2 2 𝑦2 − 𝑥2 𝜕2 𝑓 𝜕2 𝑓
Solution. 𝜕𝑥 2
= , 𝜕 𝑓
( 𝑥 2 +𝑦 2 ) 2 𝜕𝑦 2
= ( 𝑦 2 −𝑦 2 ) 2
. Adding these two, 𝜕𝑥 2
+ 𝜕𝑦 2
= 0.

(𝑐) 𝑓 (𝑥, 𝑦) = 𝑒 3𝑥+4𝑦 cos 5𝑧


𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
Solution. 𝜕𝑥 2
= 9𝑒 3𝑥+4𝑦 cos 5𝑧, 𝜕𝑦 2
= 16𝑒 3𝑥+4𝑦 cos 5𝑧, 𝜕𝑧 2
= −25𝑒 3𝑥+4𝑦 cos 5𝑧. Adding
2 𝜕2 𝑓 𝜕2 𝑓
these three, 𝜕𝜕𝑥𝑓2 + 𝜕𝑦 2
+ 𝜕𝑧 2
= 0.
Exercise 3.3.9 (Self-check). Verify if each of the following functions is harmonic:

(a) 𝑓 (𝑥, 𝑦, 𝑧) = 2𝑧 3 − 3(𝑥 2 + 𝑦 2 )𝑧


(b) 𝑓 (𝑥, 𝑦, 𝑧) = 𝑎𝑥 + 𝑏𝑦 + 𝑐𝑧
Exercise 3.3.10 (Self-check). Let 𝑉 = 𝑟 𝑛 , where 𝑟 2 = 𝑥 2 + 𝑦 2 + 𝑧 2 . Find 𝑛 such that 𝑉 is harmonic.
Exercise 3.3.11 (One-dimensional Wave Equation). The partial differential equation

𝜕2𝑢 2
2𝜕 𝑢
= 𝑐 (3.3.4)
𝜕𝑡 2 𝜕𝑥 2
has several physical applications. For instance, 𝑢 ≡ 𝑢(𝑥, 𝑡) gives

(a) the displacement at any point 𝑥 on a vibrating string in a vertical plane at any time 𝑡;
(b) height of a periodically moving wave at a distance across the surface of an ocean at time 𝑡.

Verify whether the following functions are solutions of (3.3.4):

(a) 𝑢(𝑥, 𝑦) = sin(𝑥 + 𝑐𝑡)


(b) 𝑢(𝑥, 𝑦) = log [2(𝑥 + 𝑐𝑡)]
(c) 𝑢(𝑥, 𝑦, 𝑧) = sin(𝑥 + 𝑐𝑡) + cos(𝑥 − 𝑐𝑡)
(d) 𝑢(𝑥, 𝑦, 𝑧) = 5 cos 3(𝑥 + 𝑐𝑡) + 𝑒 𝑥+𝑐𝑡
Exercise 3.3.12 (One dimensional heat equation). The equation

𝜕𝑢 𝜕2𝑢
=𝜇 2 (3.3.5)
𝜕𝑡 𝜕𝑥
refers to the heat conduction along a metal bar without radiation.

(a) If 𝑢 = 𝐴𝑒 −𝑔𝑥 sin(𝑛𝑡 − 𝑔𝑥), show that 𝑔 = 𝑛/2𝜇


√︁

2 /4𝑎 2 𝑡
(b) Show that 𝑢 = √1 · 𝑒−𝑥 is a solution of (3.3.5)
𝑡

(c) Show that 𝑢 = sin(𝑎𝑥)𝑒 −𝑏𝑡 is a solution of (3.3.5), where 𝑎 and 𝑏 are constants.

The Linear or Affine Approximation

Consider a surface 𝑆 ≡ 𝑧 = 𝑓 (𝑥, 𝑦) and a point 𝑃(𝑥 0 , 𝑦 0 , 𝑧0 ) on it. Equation of the tangent plane to
surface 𝑧 = 𝑓 (𝑥, 𝑦) at a point 𝑃(𝑥 0 , 𝑦 0 , 𝑧0 ) is given by
   
𝜕𝑓 𝜕𝑓
𝑧 − 𝑧 0 = (𝑥 − 𝑥 0 ) + (𝑦 − 𝑦 0 ) (3.3.6)
𝜕𝑥 𝑃 𝜕𝑦 𝑃

Dr. T. Phaneendra Department of Mathematics, Vellore Institute of Technology


3.3. Partial Differentiation 33

Let 𝑦 = 𝑓 (𝑥) be differentiable at 𝑥 = 𝑥 0 . Then recall that

𝑓 (𝑥) − 𝑓 (𝑥 0 )
𝑓 ′ (𝑥 0 ) = lim or lim [ 𝑓 (𝑥) − { 𝑓 (𝑥 0 ) + 𝑓 ′ (𝑥 0 ) (𝑥 − 𝑥 0 )}] = 0. (3.3.7)
𝑥→𝑥0 𝑥 − 𝑥0 ( 𝑥→𝑥0

In other words, 𝑙 (𝑥) = 𝑓 (𝑥 0 ) + 𝑓 ′ (𝑥 0 ) (𝑥 − 𝑥0 ) is a good linear approximation of 𝑓 (𝑥) in a small


neighborhood of 𝑥 0 . The equation of the tangent to the plane curve 𝑦 = 𝑓 (𝑥) at 𝑥 0 is given by

𝑦 − 𝑓 (𝑥 0 ) = 𝑓 ′ (𝑥 0 ) (𝑥 − 𝑥 0 ). (3.3.8)

Definition 3.3.1. Let 𝑓 : 𝒟 → R, where 𝒟 ⊂ R2 and 𝑃(𝑥 0 , 𝑦 0 ) ∈ 𝒟. We say that 𝑓 is differentiable


at 𝑃, if the first order partial derivatives 𝜕𝜕𝑥𝑓 and 𝜕𝜕𝑦𝑓 exist at 𝑃 and
     
𝜕𝑓 𝜕𝑓
𝑓 (𝑥, 𝑦) − 𝑓 (𝑥 0 , 𝑦 0 ) + (𝑥 − 𝑥 0 ) + (𝑦 − 𝑦 0 ) → 0 (3.3.9)
𝜕𝑥 𝑃 𝜕𝑥 𝑃

as (𝑥, 𝑦) → (𝑥0 , 𝑦 0 ). In other words,


   
𝜕𝑓 𝜕𝑓
𝐿(𝑥, 𝑦) = 𝑓 (𝑥 0 , 𝑦 0 ) + (𝑥 − 𝑥0 ) + (𝑦 − 𝑦 0 )
𝜕𝑥 𝑃 𝜕𝑥 𝑃

is a good linear approximation of 𝑓 (𝑥, 𝑦) in a small neighborhood of (𝑥 0 , 𝑦 0 ).

Definition 3.3.2 (Total Differential). Let 𝑢 = 𝑓 (𝑥, 𝑦) be defined on a domain 𝒟 ⊂ R2 and (𝑥 0 , 𝑦 0 ) ∈


𝒟. If we move from (𝑥 0 , 𝑦 0 ) to a point (𝑥 0 + d𝑥, 𝑦 0 + d𝑦) nearby, the resulting change in 𝑢 is given
by its total differential:
   
𝜕𝑢 𝜕𝑢
d𝑢 or d 𝑓 = d𝑥 + d𝑦. (3.3.10)
𝜕𝑥 ( 𝑥0 ,𝑦0 ) 𝜕𝑦 ( 𝑥0 ,𝑦0 )

Example 3.3.5 (A Simple Application to Thermodynamics). One mole of a gas at sufficiently low
pressure obeys the ideal-gas equation:
𝑃 = 𝑅𝑇/𝑉, (3.3.11)

where 𝑅 = 0.082 liter-atmospheres per kelvin. The total change in the pressure of a gas due to a
change in both temperature and volume in two steps is approximated by the total differential:
   
𝜕𝑃 𝜕𝑃 𝑅 𝑅𝑇
d𝑃 = d𝑇 + d𝑉 = d𝑇 − 2 d𝑉 .
𝜕𝑇 𝜕𝑉 𝑉 𝑉

At high pressure, the gases satisfy the Vander Waals equation

𝑅𝑇 𝑎
𝑃= − 2,
𝑉−𝑏 𝑉
where 𝑎 and 𝑏 are constants that are characteristic of the particular gas.

Implicit Differentiation

Consider an implicit relation


𝑓 (𝑥, 𝑦) = 𝑐, (3.3.12)

Department of Mathematics, Vellore Institute of Technology Dr. T. Phaneendra


34 Chapter 3. Continuity and Differentiability of Multi-variable Functions

where 𝑦 is a differentiable function of 𝑥. Using the chain rule of partial differentiation, we see that

𝜕 𝑓 𝜕 𝑓 d𝑦 d𝑦 𝜕 𝑓 /𝜕𝑥
+ = 0 so that =− .
𝜕𝑥 𝜕𝑦 d𝑥 d𝑥 𝜕 𝑓 /𝜕𝑦
d𝑦
Finding the derivative d𝑥
from (3.3.12) is known as implicit differentiation.
Exercise 3.3.13 (Self-check). Find the indicated derivative from each of the following implicit
relations:

(𝑎) 𝑟 2 = sin 2𝜃, d𝑟/d𝜃


(𝑏) 𝑥𝑦 2 = 𝑒 𝑥 − 𝑒 𝑦 , d𝑦/d𝑥
(𝑐) 𝑦 2 = log 𝑥𝑦, d𝑦/d𝑥
(𝑑) 𝑥 2 + 𝑦 2 = log(𝑥 + 𝑦) 2 , d𝑦/d𝑥

Exercise 3.3.14 (Self-check). Find the points on the lemniscate (𝑥 2 + 𝑦 2 ) 2 = 4(𝑥 2 − 𝑦 2 ) at which
the tangents are horizontal.

Exercise 3.3.15 (Self-check). Show that the curves, given below are orthogonal at the indicated
point:

(𝑎) 𝑦 2 = 𝑥 3 and 2𝑥 2 + 3𝑦 3 = 5, (1, 1)


(𝑏) 𝑦 3 + 3𝑥 2 𝑦 = 13 and 2𝑥 2 − 2𝑦 2 = 3𝑥, (2, 1)

Exercise 3.3.16 (Self-check). Show that the families of curves 𝑥 2 − 𝑦 2 = 𝛼 and 𝑥𝑦 = 𝛽 are or-
thogonal trajectories of each other. Also sketch these curves. You may interpret these in terms of
electrostatic potential and stream lines of charged particles.

3.4 Jacobians

Definition 3.4.1 (Second Order Jacobian). Consider the transformation

𝑢 = 𝑓 (𝑥, 𝑦), 𝑣 = 𝑔(𝑥, 𝑦). (3.4.1)

The Jacobian of 𝑢 and 𝑣 with respect to 𝑥 and 𝑦 is given by



  𝜕𝑢 𝜕𝑢
𝑢, 𝑣 𝜕 (𝑢, 𝑣) 𝜕𝑥 𝜕𝑦
𝐽 ≡ = 𝜕𝑣 𝜕𝑣 ·
𝑥, 𝑦 𝜕 (𝑥, 𝑦) 𝜕𝑥 𝜕𝑦

Example 3.4.1.
(a) Let 𝑢 = 𝑎𝑥 + 𝑏𝑦, 𝑣 = 𝑐𝑥 + 𝑑𝑦 Then
  𝜕𝑢 𝜕𝑢

𝑎 𝑏
𝑢, 𝑣
= 𝜕𝑥 𝜕𝑦
= = 𝑎𝑑 − 𝑏𝑐.

𝐽 𝜕𝑣 𝜕𝑣
𝑥, 𝑦 𝜕𝑥 𝜕𝑦
𝑐 𝑑

(b) Let 𝑢 = 𝑥 2 − 𝑦 2 , 𝑣 = 2𝑥𝑦. Then


  𝜕𝑢 𝜕𝑢

2𝑥 −2𝑦
𝑢, 𝑣
= 4 𝑥2 + 𝑦2

= 𝜕𝑥 𝜕𝑦
=

𝐽
𝑥, 𝑦 𝜕𝑣
𝜕𝑥 𝜕𝑣
𝜕𝑦
2𝑦 2𝑥

Dr. T. Phaneendra Department of Mathematics, Vellore Institute of Technology


3.4. Jacobians 35

 
Exercise 3.4.1. Find 𝐽 𝑢,𝑣
𝑥,𝑦 , where

(a) 𝑢 = 𝑥 sin 𝑦, 𝑣 = 𝑦 sin 𝑥

(b) 𝑢 = 𝑥 2 − 2𝑦, 𝑣 = 𝑥 + 𝑦

Answers.

(a) sin 𝑥 sin 𝑦 − 𝑥𝑦 cos 𝑥 cos 𝑦

(b) 2 (𝑥 + 𝑦)
 
Theorem 3.4.1 (Inverse Property of Jacobians). If 𝐽 𝑢,𝑣
𝑥,𝑦 ≠ 0, then the Jacobian transformation
(3.4.1) is invertible, and
       
𝑢, 𝑣 𝑥, 𝑦 𝑥, 𝑦 𝑢, 𝑣
𝐽 ·𝐽 = 1 or 𝐽 = 1/𝐽 · (3.4.2)
𝑥, 𝑦 𝑢, 𝑣 𝑢, 𝑣 𝑥, 𝑦

Example 3.4.2. Let 𝑢 = 𝑥(1 − 𝑦), 𝑣 = 𝑥𝑦. Then




𝑥, 𝑦

𝑢, 𝑣  1 − 𝑦 −𝑥 1 1
= 1/𝐽 = 1/ = =

𝐽 .
𝑢, 𝑣 𝑥, 𝑦 𝑦 𝑥 𝑥 𝑢+𝑣

𝜕(𝑟 , 𝜃 )
Example 3.4.3. Verify that 𝜕( 𝑥,𝑦)
𝜕(𝑟 , 𝜃 ) · 𝜕( 𝑥,𝑦) = 1, where 𝑥 = 𝑟 cos 𝜃, 𝑦 = 𝑟 sin 𝜃.

Solution. Note that


  𝜕𝑥 𝜕𝑥

cos 𝜃 −𝑟 sin 𝜃
𝑥, 𝑦
= 𝑟 cos2 𝜃 + sin2 𝜃 = 𝑟.

= 𝜕𝑦 =
𝜕𝑟 𝜕𝜃
𝐽
𝑟, 𝜃 𝜕𝑟 𝜕𝑦
𝜕𝜃
sin 𝜃 𝑟 sin 𝜃

The given transformation implies that 𝑟 = 𝑥 2 + 𝑦 2 , 𝜃 = tan−1 · Hence


√︁ 𝑦
𝑥

 𝜕𝑟 𝑥
√ √ 𝑦
𝜕𝑟
1 1

𝑟, 𝜃 2 2 𝑥 2 +𝑦 2
= 𝑥 𝑦+𝑦
𝜕𝑥 𝜕𝑦
= 𝜕𝜃 = √︁ = ·

𝐽
𝑥, 𝑦 𝜕𝜃 − 2 2 𝑥 2
𝑥 +𝑦 2 𝑟
𝑥 2 +𝑦 2
𝜕𝑥 𝜕𝑦

𝑥 +𝑦

This verifies the property, given in (3.4.1).

Theorem 3.4.2 (Chain Rule of Jacobians). Consider the transformations:

𝑢 = 𝑓 (𝑟, 𝑠), 𝑣 = 𝑔(𝑟, 𝑠),

where

𝑟 = 𝑝(𝑥, 𝑦), 𝑠 = 𝑞(𝑥, 𝑦).

Then
     
𝑢, 𝑣 𝑢, 𝑣 𝑟, 𝑠
𝐽 =𝐽 𝐽 . (3.4.3)
𝑥, 𝑦 𝑟, 𝑠 𝑥, 𝑦

Example 3.4.4. Consider the elliptical polar transformation: 𝑥 = 𝑎𝑟 cos 𝜃, 𝑦 = 𝑏𝑟 sin 𝜃. Let 𝑢 =

Department of Mathematics, Vellore Institute of Technology Dr. T. Phaneendra


36 Chapter 3. Continuity and Differentiability of Multi-variable Functions

𝑟 cos 𝜃, 𝑣 = 𝑟 sin 𝜃. Then 𝑥 = 𝑎𝑢, 𝑦 = 𝑏𝑣. Therefore,


     
𝑥, 𝑦 𝑥, 𝑦 𝑢, 𝑣
𝐽 =𝐽 𝐽 = (𝑎𝑏) (𝑟) = 𝑎𝑏𝑟.
𝑟, 𝜃 𝑢, 𝑣 𝑟, 𝜃

Definition 3.4.2 (Third Order Jacobian). Consider the transformation

𝑢 = 𝑓 (𝑥, 𝑦, 𝑧), 𝑣 = 𝑔(𝑥, 𝑦, 𝑧) 𝑤 = ℎ(𝑥, 𝑦, 𝑧). (3.4.4)

The Jacobian of 𝑢, 𝑣 and 𝑤 with respect to 𝑥, 𝑦 and 𝑧 is given by


𝜕𝑢 𝜕𝑢 𝜕𝑢

 
𝑢, 𝑣, 𝑤 𝜕 (𝑢, 𝑣, 𝑤) 𝜕𝑥
𝜕𝑣
𝜕𝑦
𝜕𝑣
𝜕𝑧
𝜕𝑣
𝐽 ≡ = 𝜕𝑥 𝜕𝑧 ·
𝑥, 𝑦, 𝑧 𝜕 (𝑥, 𝑦, 𝑧) 𝜕𝑤 𝜕𝑦
𝜕𝑤 𝜕𝑤

𝜕𝑥 𝜕𝑦 𝜕𝑧
 
Exercise 3.4.2 (Self-check). Find 𝐽 𝑢,𝑣,𝑤
𝑥,𝑦,𝑧 , where:

2𝑥−𝑦
(𝑎) 𝑢 = 2 , 𝑣 = 𝑦2 , 𝑤 = 𝑧
3
𝑦𝑧 𝑧𝑥 𝑥𝑦
(𝑏) 𝑢 = 𝑥 , 𝑣 = 𝑦 ,𝑤 = 𝑧
(𝑐) 𝑢 = 𝑥 2 − 2𝑦, 𝑣 = 𝑥 + 𝑦 + 𝑧, 𝑤 = 𝑥 − 2𝑦 + 3𝑧.
Remark 3.4.1. The inverse property given in Theorem 3.4.1 and the chain rule given in Theorem
3.4.2 can be extended to third and higher order Jacobians also.
 
Exercise 3.4.3 (Self-check). Find 𝐽 𝑢,𝑣,𝑤 , where:
𝑥,𝑦,𝑧

(𝑎) 𝑢 = 𝑥 + 𝑦 + 𝑧, 𝑢𝑣 = 𝑦 + 𝑧, 𝑢𝑣𝑤 = 𝑧

𝑧 .
𝑦𝑧 𝑧𝑥 𝑥𝑦
(𝑏) 𝑢 = 𝑥 , 𝑣= 𝑦 , 𝑤=

Example 3.4.5. Find 𝜕( 𝑥,𝑦,𝑧)


𝜕(𝑟 , 𝜃 ,𝑧) , where the cylindrical polar coordinates 𝑟, 𝜃 and 𝑧 are described by the
transformation (3.1.5). Also, verify that 𝜕( 𝑥,𝑦,𝑧)
𝜕(𝑟 , 𝜃 ,𝑧) · 𝜕(𝑟 , 𝜃 ,𝑧)
𝜕( 𝑥,𝑦,𝑧) = 1.
Solution. First we see that

  𝜕𝑥 𝜕𝑥 𝜕𝑥 cos 𝜃 −𝑟 sin 𝜃 0
𝜕𝑟 𝜕𝜃 𝜕𝑧
𝑥, 𝑦, 𝑧
= sin 𝜃 𝑟 sin 𝜃 0 = 𝑟 cos2 𝜃 + sin2 𝜃 = 𝑟,

= 𝜕𝑦 𝜕𝑦 𝜕𝑦
𝐽 𝜕𝑟 𝜕𝜃 𝜕𝑧
𝑟, 𝜃, 𝑧
0 0 1
𝜕𝑧 𝜕𝑧 𝜕𝑧

𝜕𝑟 𝜕𝜃 𝜕𝑧

by expanding the determinant using third row. Now, the inverse of the transformation (3.1.5) is
𝑦
𝑟 = 𝑥 2 + 𝑦 2 , 𝜃 = tan−1
√︁
, 𝑧 = 𝑧,
𝑥
provided 𝑟 ≠ 0. Therefore,

𝑦
0
𝜕𝑟 √ 𝑥
 𝜕𝑥 𝜕𝑟 𝜕𝑟
𝑥 2 +𝑦 2 √
𝑥 2 +𝑦 2 1 1
 𝜕𝑦 𝜕𝑧
𝑟, 𝜃, 𝑧
= 𝜕𝜃 0 = √︁ 2
𝜕𝜃 𝜕𝜃
= − 2 𝑦 2 = ·
𝑥
𝐽
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝑥 2 +𝑦 2 2
𝑥, 𝑦, 𝑧
𝜕𝑧 𝜕𝑧 𝜕𝑧 𝑥 +𝑦 𝑥 +𝑦 𝑟
0 0 1

𝜕𝑥 𝜕𝑦 𝜕𝑧

   
Hence 𝐽 𝑥,𝑦,𝑧
𝑟 , 𝜃 ,𝑧 𝐽 𝑥,𝑦,𝑧 = 1.
𝑟 , 𝜃 ,𝑧

Dr. T. Phaneendra Department of Mathematics, Vellore Institute of Technology


3.4. Jacobians 37

Exercise 3.4.4. Find the Jacobian 𝜕(𝜌, 𝜙, 𝜃 ) , where the spherical polar coordinates 𝜌, 𝜙 and 𝜃 are de-
𝜕( 𝑥,𝑦,𝑧)

scribed by the transformation(3.1.6). Then verify that

𝜕 (𝑥, 𝑦, 𝑧) 𝜕 (𝜌, 𝜙, 𝜃)
· = 1.
𝜕 (𝜌, 𝜙, 𝜃) 𝜕 (𝑥, 𝑦, 𝑧)

Answer. 𝜕( 𝑥,𝑦,𝑧)
𝜕(𝜌, 𝜙, 𝜃 ) = ρ2 sin 𝜙 and 𝜕(𝜌, 𝜙, 𝜃 )
𝜕( 𝑥,𝑦,𝑧) = 1/ρ2 sin 𝜙.

Example 3.4.6. Consider the spheroidal polar transformation: 𝑥 = 𝑎ρ sin 𝜙 cos 𝜃, 𝑦 = 𝑏ρ sin 𝜙 sin 𝜃,
𝑧 = 𝑐ρ cos 𝜙. Let 𝑢 = ρ sin 𝜙 cos 𝜃, 𝑣 = ρ sin 𝜙 sin 𝜃, 𝑤 = ρ cos 𝜙. Then 𝑥 = 𝑎𝑢, 𝑦 = 𝑏𝑣, 𝑧 = 𝑐𝑤.
Therefore,
     
𝑥, 𝑦, 𝑧 𝑥, 𝑦, 𝑧 𝑢, 𝑣, 𝑤
𝐽 =𝐽 𝐽 = 𝑎𝑏𝑐ρ2 sin 𝜙.
ρ, 𝜙, 𝜃 𝑢, 𝑣, 𝑤 ρ, 𝜙, 𝜃

Theorem 3.4.3 (Jacobians and Functional Dependence). Consider the transformation (3.4.1). Then
𝑢 and 𝑣 are functionally dependent of each other if and only if
  𝜕𝑢 𝜕𝑢
𝑢, 𝑣
= 𝜕𝑥 𝜕𝑣 = 0. (3.4.5)
𝜕𝑦
𝐽 𝜕𝑣
𝑥, 𝑦 𝜕𝑥 𝜕𝑦

Proof. Suppose that

𝑢 = 𝑓 (𝑣).

Differentiating partially with respect to 𝑥 and 𝑦, this gives

𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= 𝑓 ′ (𝑣) and = 𝑓 ′ (𝑣) .
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦

This implies that

𝜕𝑢/𝜕𝑥 𝜕𝑣/𝜕𝑥 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= or − = 0,
𝜕𝑢/𝜕𝑦 𝜕𝑣/𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
 
proving (3.4.5). Conversely, suppose that 𝐽 𝑢,𝑣
𝑥,𝑦 = 0. We shall prove that 𝑣 is a function of 𝑢 (or

vice versa). Let

𝑣 = 𝑔(𝑢, 𝑥). (3.4.6)

Then the chain rule of partial differentiation gives

𝜕𝑣 𝜕𝑔 𝜕𝑢 𝜕𝑔 𝜕𝑣 𝜕𝑔 𝜕𝑢 𝜕𝑔 𝜕𝑥
= + for each 𝑦, and = + for each 𝑥
𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑢 𝜕𝑦 𝜕𝑥 𝜕𝑦
| {z }
0

or
𝜕𝑣 𝜕𝑔 𝜕𝑢 𝜕𝑔 𝜕𝑣 𝜕𝑔 𝜕𝑢
= + for each 𝑦, and = for each 𝑥.
𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑢 𝜕𝑦

Department of Mathematics, Vellore Institute of Technology Dr. T. Phaneendra


38 Chapter 3. Continuity and Differentiability of Multi-variable Functions

Using these in (3.4.5), we see that



𝜕𝑢 𝜕𝑢
𝜕𝑔 𝜕𝑢𝜕𝑥 𝜕𝑦
=0 (3.4.7)

𝜕𝑔 𝜕𝑔 𝜕𝑢
𝜕𝑢 𝜕𝑥 + 𝜕𝑥 𝜕𝑢 𝜕𝑦

or
𝜕𝑢 𝜕𝑔
= 0. (3.4.8)
𝜕𝑦 𝜕𝑥

If 𝜕𝑢
𝜕𝑦 = 0 in (3.4.7), we see that 𝑔 is independent of 𝑥, and 𝑢 contains only 𝑥. In other words, 𝑥 could
be expressed in terms of 𝑢 so that (3.4.6) implies that 𝑣 is a function of 𝑢. While, 𝜕𝑔
𝜕𝑥 = 0 in (3.4.7)
implies that 𝑔 is independent of 𝑥 so that (3.4.6) results in 𝑣 as a function of 𝑢. □


Example 3.4.7. Let 𝑢 = 𝑥 1 − 𝑦 2 + 𝑦 1 − 𝑥 2 and 𝑣 = sin−1 𝑥 + sin−1 𝑦. Verify Theorem 3.4.3 and
√︁

hence find the functional relationship between 𝑢 and 𝑣.

Solution. First we have


√︁ √
 
𝜕𝑢 𝜕𝑢
1 − 𝑦2 − √ 𝑥 𝑦 1 − 𝑥 2 − √𝑥 𝑦
𝑢, 𝑣 1− 𝑥 2 1−𝑦 2
= 𝜕𝑥 𝜕𝑦
=

𝐽
𝑥, 𝑦 𝜕𝑣 𝜕𝑣 √ 1 √1 2
1− 𝑥 2
𝜕𝑥 𝜕𝑦 1−𝑦

𝑥𝑦 𝑥𝑦
=1− √ −1+ √ = 0.
1 − 𝑥2 1 − 𝑦2 1 − 𝑥2 1 − 𝑦2
√︁ √︁

Thus by Theorem 3.4.3, 𝑢 and 𝑣 are functionally related. Indeed, we observe from trigonometry
that 𝑢 = sin 𝑣.

Exercise 3.4.5 (self-check). Let 𝑢 = 1− 𝑥 𝑦 and 𝑣 = tan 𝑥 + tan


𝑥+𝑦 −1 −1 𝑦. Verify that 𝑢 and 𝑣 are

functionally dependent and hence find the functional relationship between 𝑢 and 𝑣.

Similarly, we have
Theorem 3.4.4 (Jacobians and Functional Dependence). Consider the transformation (3.4.4). Then
𝑢, 𝑣 and 𝑤 are functionally dependent if and only if

𝜕𝑢 𝜕𝑢
𝑢, 𝑣, 𝑤  𝜕𝑥
= 𝜕𝑣 𝜕𝑦 = 0. (3.4.9)

𝐽 𝜕𝑣
𝑥, 𝑦, 𝑧 𝜕𝑥 𝜕𝑦

Exercise 3.4.6 (self-check). Let 𝑢 = 3𝑥 + 2𝑦 − 𝑧, 𝑣 = 𝑥 − 2𝑦 + 𝑧, 𝑤 = 𝑥 2 + 2𝑥𝑦 − 𝑧𝑥. Verify that 𝑢, 𝑣


and 𝑤 are functionally dependent and hence find the functional relationship among them.

Summary

In this chapter, you learned

(a) the notions of continuity, partial differentiation, differentiability and the total differential
of functions of two and three variables
(b) the Jacobians as the special determinants, called , which are used in the change of variables
in the double and triple integrals.

Dr. T. Phaneendra Department of Mathematics, Vellore Institute of Technology


3.4. Jacobians 39

Text and Reference Books

1. Anton, Bivens & Davis, Calculus - Early Transcendentals, 10th Edition (2013) John Wiley & Sons,
Sec. 13.1-13.5
2. Briggs et al., Calculus for Scientists and Engineers - Early Transcendentals, Copyright © (2013)
Pearson Education, Inc., Sec. 13.1-13.5
3. Grewal, B. S., Higher Engineering Mathematics, 42nd Edition (2012), Khanna Publishers, Sec. 5.7
4. James Stewart, Multivariable Calculus, 8th Edition, Sec. 14.1-14.5
5. Smith and Minton, Calculus - Early Transcendental Functions, McGraw-Hill (2011), 4th Edition,
Sec. 12.1-12.5
6. Thomus, J. B., Calculus, 12th Edition, Copyright © 2010 Pearson Edu., Sec. 14.1-14.4

Department of Mathematics, Vellore Institute of Technology Dr. T. Phaneendra

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