Module 2 - Partial Differentiation - Notes
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Vaishnavi DappureModule 2 - Partial Differentiation - Notes
Uploaded by
Vaishnavi DappureMODULE 2
PARTIAL DIFFERENTIATION
PARTIAL DERIVATIVES OF SECOND AND HIGHER
ORDERS
TOTAL DERIVATIVES
PARTIAL DIFFERENTIATION OF COMPOSITE
FUNCTIONS( CHANGE OF VARIABLES)
DIFFERENTIATION OF AN IMPLICIT FUNCTION
JACOBIANS
MAXIMA AND MINIMA OF FUNCTIONS OF TWO
VARIABLES
DIFFERENTIATION UNDER INTEGRAL SIGN- LEIBNITZ
RULE.
LAGRANGE’S METHOD OF UNDETERMINED
MULTIPLIERS(Self-Learning)
Introduction
In this Lesson, you will be introduced to the concept of partial
derivatives for the function of two or three variables. Applying the concept of
partial derivatives you will be able to solve problems such as verifying the
given function for continuity. Next you will understand the proof of Euler’s
theorem and use theorem in solving problems.
Partial Differentiation
Suppose you want to forecast the weather this weekend in Los Angeles. You
construct a formula for the temperature as a function of several
environmental variables, each of which is not entirely predictable. Now you
would like to see, how your weather forecast would change as one particular
environmental factor changes, holding all the other factors constant. To do
this investigation, you would use the concept of a partial derivative.
Let the temperature T depend on variables x and y, T = f ( x , y ). The rate of
change of f with respect to x (holding y constant) is called the partial
derivative of f with respect to x and is denoted by f x( x , y ). Similarly,
the rate of change of f with respect to y is called the partial derivative of f
with respect to y and is denoted by fy( x ,y).
Partial derivatives:
Let z = f(x, y) be a function of two variables x and y.
∂z ∂f
The first order partial derivative of z w.r.t. x, denoted by ∂x or ∂x or zx
or fx is defined as
z f x x, y f x, y
lim
x x 0 x
From the above definition, we understand that ( ∂∂ xz ) is the ordinary
derivative of z w.r.t x, treating y as constant.
∂z ∂f
The first order partial derivative of z w.r.t y, denoted by ∂ y or ∂ y or zy or
fy is defined as
z f x, y y f x, y
lim
y y 0 y
∂z
From the above definition, we understand that ∂ y is the ordinary
derivative of z w.r.t y, treating x as constant
∂ ∂ z ∂2 z ∂2 f
=
The partial derivatives ∂ x ∂ x ∂ x 2 or ( )
∂ x2
∨¿ z or f . Similarly for
xx xx
the term zyx or fyx and zxy or fx are known as second order Partial
derivatives.
In all ordinary cases, it can be verified that
2z 2z
xy yx
The third and higher order partial derivatives of f(x,y) are defined in an
analogous way Also, the second and higher order partial derivatives of
more than two independent variables are defined similarly.
Note: -
All the rules of differentiation applicable to functions of a single
independent variable are applicable for partial differentiation also.
In solving the following examples, we learn the partial differentiation of
so called explicit functions of more than one variables.
Worked examples: -
1 ∂ 2 ∂θ ∂ θ
( )
2
−r
n r =
1. .If θ=t e 4t
what value of n will make r ∂r
2
∂r ∂t
2
−r
n
Solution: Consider θ=t e 4t
------------------------------------------------ (*)
Differentiating * w.r.t. r, treating t as constant, we get
r2
2r r r 2
t e n 4t t n1
e 4t
r 4t 2
and hence
r 2
r 3
r2 t n1e 4t
r 2
2 3r 2 n1 r 2 r 3 n1 r 2 2r
r t e 4t t e
4t
r r 2 2 4t
------------------- (1)
1 2 3 n1 r 2 n2 r 2 4t
r
t t e
r 2 r r 2 4
Also, differentiating (*) w.r.t t, treating r as constant, we get
r2
r 2 r2
4t
2
nt n1 t ne
e 4t
t 4t
------------------------ (2)
1 r 2
ntn1 r 2t n2 e 4t
4
1 2
r ,
r 2 r r t
equation (1) and (2) yield,
2
2 r 2 2
3 t n1 r t n2 e 4t ntn1 r t n2 e r 4t
2
4 4
n 3
2
t n1
e
r2
4t 0 n 3 2
0 or n 32
∂z ∂z
(ax+by) b +a =2 abz
2. if z = e f(ax-by) , prove that ∂x ∂y
Solution: Consider z = e(ax+by) f(ax-by) ------------------- (*)
Differentiating (*) w.r.t x using product and chain rules, we get
∂z
=¿
∂x a e(ax+by) f(ax-by)+a e(ax+by) f ’(ax-by) ----------------------(1)
z
y
eaxby f 1 ax by b f ax by e
axby b
------------------- (2)
z
y
beaxby f ax by f 1 ax by
Multiplying eq (1) by b and eq(2) by a, and adding we get
b
z
a
z
by f ax by f ax by f 1 ax by
abeaxby f 1 ax
x y
as desired
,
2abz
∂u 1 ∂ v
e r cos e r cos =
3.Given u= cos(rsin ) and v = sin(rsin ) prove that ∂r r ∂θ
∂ v −1 ∂ u
and ∂ r = r ∂ θ
Solution: Differentiating u w.r.t. r and θ partially, we get
,
u
r
ercos sin r sin sin
cos r sin ercos cos
i.e.
u rcos
e cos r sin cos sin r sin sin
r
or --------------(1)
u
ercos cos r sin
r
and
u
ercos sin r sin r cos
cos r sin ercos r sin
rercos
sin r sin cos cos r sin sin
i.e. ---------------------(2)
1 u
ercos sin r sin
r
Next consider,
Differentiating v w.r.t r & , Partially we get
v
r
ercos
cos r sin sin sin r sin ercos cos
ercos
sin r sin cos cos r sin sin
i.e --------------------(3);
v
ercos sin r sin
r
v
ercos cos r sin r cos
sin r sin ercos r sin
rercos
cos r sin cos sin r sin sin
i.e. ----------------------------- (4)
1 v
ercos
cos r sin
r
∂u 1 ∂v
Thus, from eqs (1) and (4), we obtain ∂r = r ∂ θ , and from eqs (2) and
∂ v −1 ∂ u
=
(3) we obtain ∂r r ∂θ
Worked Examples:-
2 2
∂ u ∂u
4. In each of following examples, we try to show that =
∂x ∂ y ∂ y ∂ x ,
where u=f ( x , y) is a function of two variables.
(i) u=x y
(ii)
u=sin−1 ( yx )
y
Solution: - (i) Differentiating u=x partially w.r.t y, we get
u
y
x y log x
d x
a a x log x
dx
differentiating the above partially w.r.t x, we get
u y
x x log x
y x
i.e
2u
xy
1
x y log x yxy1
x
or ---------------(1)
2u
y log x
x y1 1
xy
∂u
u=x y = y x y−1
Next, differentiating partially w.r.t. x, we get ∂x so
that
u
y x y
yxy1
i.e
2u
yx
y x y1 log x x y1 1
---------------(2)
2u
x y 11 ylog x
yx
2 2
∂ u ∂u
from (1) and (2), we get =
∂x ∂ y ∂ y ∂ x
(ii) Differentiating
u=sin−1 ( yx ) partially w.r.t. x, we get
u 1 y
y 2
x x x x2 y2
2
1 y
x
yx 1 2 2 2y
x x2 y2 1
u 2 x y
y x x x y
2 2 2
i.e. ----------------(1)
2u
x x2 y2 xy2
x
yx
x x y 2
2 2
2
3
x2 y2 3
2
Next, differentiating
u sin1 y
x
partially w.r.t. y, we get
u
y
1
2
x
1 1
x y2
2
1 y
x
1
x2 y2 0 1
2x
u 2 x y2 2
x
y x2 y2
i.e. ------------- (2)
2u x
xy x
2 y2 3
2
∂2 u ∂2 u
From (1) and (2), we get =
∂x ∂ y ∂ y ∂ x
In the following few examples involve equations where partial derivatives of
higher order occur. These equations frequently appear is engineering
applications.
2 xy ∂2 u ∂2 u
5. If
u=tan −1
( x2 − y 2 ) , prove that +
∂ x2 ∂ y2
=0
Solution:- Differentiating
u=tan −1
( x2−xyy )
2 2
Partially w.r.t.x, we get
u
1
x2 y2 2 y 2xy 2x
x
1
2
2xy x y
2 2 2
2 2
x y
i.e. Differentiating Partially this w.r.t. x, we get
u 2y
x
x y2
2
2u
2 y x2 y2 0 2 y 2x
x2 x 2
x y
2
x2 y2
2
i.e. -------------------------- (1)
2u 4xy
x2 x 2 y2 2
Next differentiating
2xy
u tan1
2 2
x y
partially w.r.t. y, we get
u
1
x2 y2 2x 2xy 2 y
y 2
2xy
1
x2 y2
2
2 2
x y
u 2x
y
x y2
2
Differentiating partially this w.r.t.y, we get
2u
2x x2 y2 0 2x 2 y
x2 x 2
x y
2
x2 y2
2
i.e. -----------------------(2)
2u 4xy
y2 x2 y2 2
∂2 u ∂2 u
Adding eqs (1) and (2) we get + =0 , as desired
∂ x2 ∂ y2
Note:
∂2 u ∂2 u
(a) The equation ∂ x 2 + ∂ y 2 =0 is known as Laplace’s equation in two
dimension
which has variety of applications in potential theory.
∂2 u ∂2 u ∂2 u
(b) A similar equation viz, 2
+ 2 + 2 =0 is known as Laplace’s
∂x ∂ y ∂ z
equation in
three- dimensions where u = u(x,y.z)
∂2 u 2
2∂ u
6. If u = f(x + ay) + g ( x – ay ) show that =a
∂ y2 ∂ x2
Solution:- Differentiating partially w.r.t.x, we get
u
f 1 x ay 1
g1 x ay 1
x
Again differentiating partially w.r.t.x, we see that
2u
f 11 x ay 1
g11 x ay 1
x2
-----------(1)
a 2
2u
x2
a 2 f 11 x ay g11 x ay
Next, differentiating partially w.r.t.y
u
y
f 1 x ay a 2 g.1 x ay a 2
Again differentiating partially w.r.t.y, we see that
2u
x2
f 11 x ay a 2 g11 x ay a 2
i.e ------------------(2)
2u
y2
a 2 f 11 x ay g11 x ay
from eqs (1) and (2), we see that
2u 2u
a2
y2 x2
Note:- (a). The equation
, is known as one-
2u 2u 2u 2u
a 2 a 2
y2 x2 t 2 x2
dimensional wave equation
(b). A similar equation viz
is known as three-
2u 2u 2u 2u
a 2
2 2 2
t2 x y z
dimensional wave equation
7. If, find the value of ‘c’ such that
u 2u
c2
t x2
Solution:- Differentiating , partially w.r.t. t we get
--------------- (1)
u
2e2t cos3x
t
Next, differentiating partially w.r.t.x,
u
3e2t sin3x
x
Again differentiating partially w.r.t x,
2u 2t
9e cos3x
x2
or
u
t
c2
2u
x2
2e2t cos3x 9e2t cos3x c2 9
2
c 9
2
8. If , prove that
(a)
u u u 3
x y z x y z
(b)
2
9
u
x y z x y z 2
Solution:- (a) Differentiating u partially w.r.t. x,y,z we get respect
, ,
u 3 x2 3 yz u 3 y2 3zx u 3 z2 3xy
x x3 y3 z3 3xyz y x3 y3 z3 3xyz z x3 y3 z3 3xyz
adding these partial derivatives we get
u u u 3 x2 y2 z2 xy yz zx
3 x2 y2 z2 xy yz zx
x y z x3 y3 z3 3xyz x y z x2 y2 z2 xy yz zx
3
x y z
(b) By definition, we have
2
u
u
x y
z x y z
x y z
=
u u u
x y z x y z
=
3
x y
z
x y z
= + +
3 3 3
x x y z y x y z z x y z
= + +
3 3 3
2 2 2
x y z x y z x y z
=
9
x y z 2
9. If , where, show that
u f r 2 u
2 u
2 u
f11 r
2
f1 r
x2 y 2 z2
r
Solution:- By data Differentiating this partially w.r.t x, we get
or Similarly, we get and
r r x r y
2r 2x
x x r y r
r z
z r
Now, differentiating , partially w.r.t.x,
u f r
As , we get
u r r x
f1 r
x x x r
Differentiating partially
u x
f1 r
u f1 r
x
x r x r
w.r.t.x, we get
2 u 1 r 1 r f 1 r
x f11 r f1 r
1
x2 r x r2 x r
i.e.
2 u 1 x 1 x f1 r
x f11 r
f1 r
x2 r r r2 r r
or
2 u x f11 r f1 r f1 r
x
x2 r r r2 r
+¿
2
r { }
f 1 (r )
2
x2
1− 2
r
∂ u x 11 ¿ ………….(1)
= f (r )
∂ x2 r2
Similarly, we get
{ }
1 2
f (r) y
+¿ 1− 2
r r
2
∂ u y 11 ¿
2 ………. (2)
2
= 2 f (r )
∂y r
and
2u z2 f1 r z2
f 11 r 1 ..... 3
z2 r2 r r2
Adding eqs (1) ,(2) and (3), we get
2 u 2 u 2 u f11 r f1 r x2 y2 z2
x2
y2
z2
x y
2 2
z2 3
r2 r r2
f1 r
f11 r 3 1
r
f1 r
f11 r 2
r
Excerise
1 If
,
1
y 1 x
u x tan
2
2
y tan
x y
prove that
Hint
2 u x2 y2 2 u
yx x2 y2 y x y x
2. If, , show that
2
x2 y2 z z z z
z
x y 4
1
x y x y
3. If , show that
u u u
0
x y z
4. If , prove that
z exy 2z 2z 1 z z
2 2
x2 y2 z x y2
5. If , prove that
y z u u u
u x y z 0
z x x y z
6. If show that
(Hint: By data )
2r 2r 1 r 2 r
2 x y2 r 2
2
x2 y2 r x y
Total derivatives, Differentiation of Composite and Implicit
functions
a) Total differential and Total derivative:-
For a function of two variables, x and y the
z f (x, y)
total differential (or
exact differential ) dz is defined by:
--------------------------(1)
f f
dz dx dy
x x
Further, if where , i.e. x and y are
z f (x, y) x x(t) y y(t)
themselves functions of an independent variable t, then total
derivative of z is given by
-------------------------(2)
dz f dx f dy
dt x dt y dt
Similarly, the total differential of a function is defined by
u f (x, y, z)
-----------------(3)
f f f
du dx dy dz
x y z
Further, if and if , , , then the
u f (x, y, z) x x(t) y y(t) z z(t)
total derivative of u is given by
---------------(4)
du f dx f dy f dz
dt x dt y dt z dt
(b) Differentiation of composite functions:-
Let z be an function of x and y and that and
x (u, v) y (u, v)
are functions of u and
v then,
& -------------------(6)
z f x f y z f x f y
u x u y u v x v y v
Similarly, if are functions of u and v and if and
z f (u, v) u (x, y)
are functions of x and y then,
v (x, y)
& --------------------------(7)
z f u f v z f u f v
x u x v x y u y v y
Note:-
1) The above formulae can be extended to functions of three are more
variables and
formulas (6) and(7) are called Chain rule for partial differentiation.
2) The second and higher order partial derivatives of can
z f (x, y)
be obtained by
repeated applications of the above formulas
Worked examples:-
1. Find the total differential of
(i (ii)
z f x, y e xsin y ycos y
x exyz
Ans:- (i) Let Then
z f x, y e xsin y ycos y
x
z
ex1
x sin y ycos y
x
and Hence, using formula (1), we get
z
ex1
x cos y ysin y
y
z z
dz dx dy
x y
i.e
dz ex1
x sin y ycos ydx ex1 x cos y ysin ydy
(ii) Let Then
; ;
u u u
yz e
xyz xz e
xyz xy e
xyz
x y z
Total differential of is (see formula (3) above)
z f (x, y, z)
u u u
du dx dy dz
x y z
2. Find dz/dt if
(i)if z = xy2+x2y where ,
x at2 y 2at
(ii) ,where ,
u tan
1 y x et e t
y et e t
x
Ans:- (i) Consider
&
z z
y2 2xy 2xy x2
x y
Since & , We have ,
x at2 y 2at dx dy
2at 2a
dt dt
Hence, using formula (2), we get
dz z dx z dy
dt x dt y dt
y2 2xy 2at 2xy
x2 2a
, Using
y 2at
y2 2xy y 2a 2xy x2
dz
y3 2xy2 4axy 2ax2
dt
To get explicitly in terms of t, we substitute
dz
dt
& , to get
x at2 y 2at
dz
2a3 8t 3 5t 4
dt
(ii) Consider
y
u tan 1
x
,
u y u x
x x y2
2 y x y2
2
Since & ,we have
x et e t
y et e t
dx dy
et e t y et e t x
dt dt
Hence ( see Eqn (2))
du u dx u dy
dt x dt y dt
y x x2 y 2
2 2y
2
x
2
x y x y2 x y2
Substituting & , we get
x et e t
y et e t
du 2
dt e2t e 2t
3. (i) If ,where , show that
z f (x, y) x r cos y r sin
2 2 2 2
z z z 1 z
x y r r 2
(ii) If ,where & ,Show that
z f (x, y) x eu e v
y e u ev
z z z z
x y
u v x y
Ans: - As x r cos and y r sin , we have
, ; & Using Chain rule
x x y y
cos r sin sin r cos
r r
(6) & (7) we have
z z x z y z
z sin
cos
r x r y r x y
∂ z ∂z ∂x ∂z ∂ y ∂ z ∂z
= + = (−rsinθ ) + ( rcosθ )
∂θ ∂ x ∂ θ ∂ y ∂ θ ∂ x ∂y
Squaring on both sides, the above equations, we get
2 2 2
z z z z z
cos2
sin2 2 sin cos
r x y x y
2 2 2
1 z z z z z
cos2
2
sin2 2 sin cos
r x y x y
Adding the above equations , we get
z
2
1 z
2
z z
2 2
2
cos2 sin2
r r
x y
= as desired.
2 2
z z
x y
(ii) As & , We have
x eu e v
y e u ev
, , &
x x y y
eu e v e u ev
u v u v
Using Chain rule (6) we get
z z x z y z u z
e e v
u x u y u x y
z z x z y z z
e v
ev
v x v y v x y
z z z u z
e e v e u ev
u v x y
z z
x y
x y
∂u ∂u ∂u
4. (i) If u = f(xz , y/z) Then show that x −y −z =0
∂x ∂y ∂z
∂H ∂H ∂H
+ + =0
(ii) If H = f(x-y ,y-z, z-x) show that ∂x ∂y ∂z
Ans: - (i) Let , where and
u f (v, w) v xz w
y
z
, , & , ,
v v v w w w y
z 0 x 0 1
x y z x y z z z2
Using Chain rule,
u u v u w u
z u 0 z u
x v x w x v w v
u u v
y v y
u w u
w y v
w
0 u 1z 1 u
z w
u u v u w u
x u y 2 x u y2 u
z v z w z v w z v z w
From these, we get
=0
u u u u y u u y u
x y z xz z x
x y z v z w v z 2 w
(ii) Let Where
u x y, v y z, w z x
Now, ,
u u u v v v w w u
1, 1, 0 0, 1, 1 1, 0, 1
x y z x y z x y z
Using Chain rule,
H H u H v H w H
1 H 0 H 1
x u x v x w x u v w
H H u H v H w H
1 H 1 v 0
y u y v y w y u v w
H H u H v H w H
0 H 1 H 1
z u z v z w z u v w
Adding the above equations, we get
, as desired.
H H H
0
x y z
Excercise
1. Find the total differentials of xyz + 1/xyz
2. Find du/dt If
(i) ,
u x2 y 2 x et cost, y et sin t
(ii)
u xy yz zx, x 1 , y et , z e t
t
(iii)
u log x y z , x e t , y sin t, z cost
3. If and Prove that
z f (x, y)
z z z
u v z u z v z u v
x x v y u v
4. If Prove that
u x2 y2 , z 2r 3s 4, y r 8s 5,
u
4x 2y
r
JACOBIANS
Introduction:- In many engineering problems we may have to change
from one system of coordinates to another which implies changing over from
one set of independent variables to another set. Jacobians play important
role in change of variables in differential and integral calculus.
Defn:-
If u and v are functions of two independent variables x and y then the
determinant
u u
x y
v v
x y
u, v u, v
orJ
x, y x, y
is called the Jacobian of u,v w.r.t x,y and is written as .
u u u
x y z
u , v, w v v v
x, y , z x y z
w w w
x y z
Similarly, if u,v,w are functions of x,y,z then .
Likewise we can define Jacobian of four or more variables.
Properties of Jacobians:-
u, v x, y
J J'
x, y u, v
(1) If then JJ’ = 1.
(2) If u and v are functions of r,s and r,s are functions of x,y then
(u , v ) (u , v ) ( r , s )
( x, y ) ( r , s ) ( x , y )
= X
Problems:-
( x, y )
( r , )
1. In polar coordinates x=rcosθ, y=rsinθ, show that = r.
Solution:-
x=rcosθ, , y=rsinθ.
x y x y
r r
= cosθ, = sinθ. = - rsinθ. = - rcosθ.
( x, y ) cos r sin
( r , ) sin r cos
= = r.,
cos sin
2. In cylindrical coordinates x= , y= ,z=z. Show that
( x, y , z )
( , , z )
= .
Solution:-
x x x y y y
cos sin z sin cos z
= , =- , = 0. = , = , = 0.
z z z
z
= 0, = 0, = 1.
cos sin 0
( x, y , z ) sin cos 0
( , , z ) 0 0 1
= = .
3. In spherical coordinates x= rsinθcosθ, y=rsinθsinΦ, z= rcosθ, show that
( x, y , z )
( r , , )
= r2 sinθ.
x x
x
r cos
=sinθcosθ , = rcosθ , = - rsinθsinΦ.
y y y
r sin
= sinθsinΦ, = rcosθ , = rsinθsinΦ.
z z z
r
= cosθ, = - rsinθ, = 0.
sin cos r cos cos r sin sin
( x, y , z ) sin sin r cos sin r sin cos
( r , , ) cos r sin 0
=
=r2 sinθ.
4. If x = u(1-v), y = uv, verify that JJ1=1.
Solution:-
x = u(1-v)=u-uv. y=uv.
x x y y
u v u v
= 1-v, = - u, =v, = u.
x x
du v
( x , y ) y y 1 v u
(u , v ) u v v u
J= = = = u(1-v)+uv = u.
y
x y
u=x+y, v = .
y x y y x
u u v 2 v 2 2
x y x ( x y) y ( x y) ( x y)
= 1, = 1. = , = = .
u u
1 1
dx y y x
(u , v ) v v 2 2
( x , y ) x y ( x y) ( x y)
J1 = = =
x y
2 1
( x y) x y
= = .
Hence JJ1=1.
u x 2 2 y 2 v 2x 2 y 2
5. If , , where
x r cos y r sin
, show that
u, v
6r 3 sin 2
r ,
u x 2 2 y 2 r 2 cos 2 2r 2 sin 2
Consider
v 2 x 2 y 2 2r 2 cos 2 r 2 sin 2
u v
2r cos 2 4r sin 2 4r cos 2 2r sin 2
r r
,
u
2r 2 cos sin 4r 2 sin cos
v
4r 2 cos sin 2r 2 sin cos
u u
u , v r 2r cos 2 4r sin 2 2r 2 cos sin 4r 2 sin cos
r , v v 4r cos 2 2r sin 2 4r 2 cos sin 2r 2 sin cos
r
2r cos 2 4r sin 2 4r 2 cos sin 2r 2 sin cos
2r cos sin 4r 2 sin cos 4r cos 2 2r sin 2
6r 3 sin 2
x, y x, y
J J 1 1
x u 1 v , y uv, u, v u, v
6. If Prove that
x x
1 v u
u v
Consider ,
y y
v u
u v
,
x x
x, y u v 1 v u
J
u, v y y v u
u v
1 v u uv u uv uv u
x, y
J u (1)
u, v
x u 1 v , y uv,
Further, as
u uv
xuy u x y
We write, and
y y y
v v
u x y x y
u u v y v x
1, 1 ,
x y x x y y x y 2
2
and
u u
1 1
u, v x y
J
1
y x
x, y v v
x y 2 x y2
x y
x y 1 1
x y 2
x y 2
x y u
1
JJ 1 u 1
u
x e u cos v, y e u sin v,
7. If Prove that
x, y u , v
1
u , v x, y
Consider x e cos v
u y e u sin v
x y x y
e u cos v e u sin v e u sin v e u cos v
u u v v
x x
x, y u v e cos v e sin v
u u
u, v y y e u sin v e u cos v
u v
x, y
i.e e 2u (1)
u, v
x e u cos v, y e u sin v,
Again Consider
u log x 2 y 2
1 y
tan v v tan 1 y
x y e
2 2 2u
or 2 & x or x
u x u y v y v x
2 ,; 2 ,; 2 ; 2
Hence x x y
2
y x y & x x y y x y 2
2 2
u u x y
u, v x y x y x y2
2 2 2
x2 y2
1 1
2
x, y v v y x x y 2
x y x y
2 2
x y
2 2
u, v
e 2u (2)
i.e x, y
x, y u , v
e2u e 2u 1
u , v x, y
yz zx xy u , v, w
u ,v , w , 4
8. If x y z Show that x, y, z
u u u yz z y
2
x y z x x x
u, v, w v v v z zx x
x, y, z x y z y y2 y
w w w y x xy
x y z z z z2
Now,
u, v, w yz zx xy z z xy y x
x, y, z x 2 y 2 z 2 x y z 2 z y
y z x y zx
x y z z y 2
i.e
= 4, as desired.
x, y , z
r 2 sin
9. If x r sin cos , y r sin sin , z r cos ,show that r , ,
Now, by definition
x x x
r
x, y, z y y y
r , , r
z z z
r
sin cos r cos cos r sin sin
x, y , z
sin sin r cos sin r sin cos
r , ,
cos r sin 0
i.e
sin cos 0 r 2 sin 2 cos
r cos cos 0 r sin cos cos
r sin sin r sin 2 sin r cos 2 sin
r 2 sin 2 sin cos 2 r 2 sin cos 2 cos 2
r 2 sin sin 2 cos 2 cos 2 r 2 sin sin 2
r 2 sin cos 2 sin 2
r 2 sin , as required
Exercise:
x, y r,
x r cos y r sin J J 1 1
r, x, y
1. , show that
x, y u , v
1
u , v x, y
2. If x e sec v, y e tan v, Show that
u u
u , v, w
x y y z z x
3.If u xyz , v xy yz zx , w x y z show that x , y , z
x, y , z
4.If x y z u , y z v, z uvw, find the value of u, v, w
u, v
J
u v e x
cos y , u v e x
sin y x, y
5.If find
Maxima and Minima
Introduction: In many practical and theoretical problems it is required to
find the maximum or minimum of a function of a several variables. In this
lesson we find the maxima or minima by the elimination method. The
working rule is discussed below.
Working procedure:
a, b
The function is said to have a maximum at the point , if
f x, y f a, b
.
a, b
The function is said to have a minimum at the point , if
f x, y f a, b
.
f x, y
The maximum and minimum values of are called extreme
values of the function.
f x x, y f y x, y
Find and
f x x, y 0 f y x, y 0 a, b
Solve the equations and for x and y. If be a
a, b
root of the above equations then is called the critical point.
A f xx a, b , B f xy a, b C f yy a, b
Find and
AC B 2 0 A0 a, b
If and , then f has a maximum at
AC B 2 0 A0 a, b
If and ,then f has a minimum at
AC B 0
2 a, b
If then f has neither a maximum nor a minimum at .
a, b
The point is called the saddle point.
AC B 2 0
If , then further investigation is necessary.
Worked Examples
1. Examine the maxima and minima of the function
f x, y x 2 2 xy 2 y 2 2 x y
f f x, y x 2 2 xy 2 y 2 2 x y
Sol: Let
f x 2x 2 y 2 f y 2x 4 y 1
&
fx 0 fy 0
Now, and gives
2x 2 y 2 0
2x 4 y 1 0
and
Solving the above equations, we get
3 1
x , y
2 2
3 1
, f xx 2, f xy 2, f yy 4
2 2
Therefore, the critical point of f is ,
3 1
,
2 2
At the point
A f xx 2, B f xy 2, C f yy 4 AC B 2 2 4 2 2 4 0 A20
, and
3 1
,
f x, y 2 2
Therefore, has minimum value at and the minimum value is
3 1 9 6 2 6 1
f , 5
2 2 4 4 4 2 2 4
x 3 xy2 21x 12 x 2 2 y 2
2. Find the extreme values of
f x 3 xy 2 21x 12 x 2 2 y 2
Sol: Let
f x 3x 2 y 2 21 24 x f y 2 xy 4 y
&
fx 0 f y 0
Now, and gives
3 x 2 y 2 21 24 x 0 2 xy 4 y 0
and
2 y x 2 0
y0 x2
or
y 0 3 x 2 0 21 24 x 0
If
x 2 8 x 7 0 x 2 7 x x 7 0 x x 7 1 x 7 0 x 1 x 7 0
x 1 1, 0 , 7, 0
or 7
x 2 12 y 21 48 0 y 2 15 y 15 2, 15 , 2, 15
2
If
Therefore, the critical points are
1, 0 , 7, 0 , 2, 15
2, 15
, and
f xx 6 x 24, f xy 2 y, f yy 2 x 4
Now,
A f xx B f xy C f yy AC B 2
Points
1, 0 18 0 0 2 36 0
7, 0 18 0 0 10 180 0
2, 15 12 0 2 15 0 60 0
2, 15 12 0 2 15 0 60 0
1, 0 7, 0
Hence, at the function is maximum at the function is minimum,
2, 15 2, 15
and at and the function has neither maximum nor minimum.
2, 15
2, 15
Therefore, the points and are called saddle points.
Max. f x, y f 1, 0 10 Min. f x, y f 7, 0 98
&
x 3 y 2 1 x y
3. Find the extreme values of
f f x , y x 3 y 2 1 x y
Sol: Let
x3 y 2 x 4 y 2 x3 y3
f x 3x 2 y 2 4 x 3 y 2 3x 2 y 3
f x x 2 y 2 3 4x 3 y
f y 2 x 3 y 2 x 4 y 3x 3 y 2
x 3 y 2 2 x 3 y
fx 0 fy 0
Now, and gives
x y 3 4x 3y 0
2 2
x 3 y 2 2 x 3 y 0
and
x0 y 0 3 4 x 3y 0 x0 y0 2 2x 3y 0
or or and or or
1 1
x , y
4x 3y 3 2x 3y 2 2 3
Solving and , we get
1 1
,
0, 0 2 3
Therefore, the critical points are and
f xx 6 xy2 12 x 2 y 2 6 xy3 f xy 6 x 2 y 8 x 3 y 9 x 2 y 2 f yy 2 x 3 2 x 4 6 x 3 y
,
A f xx B f xy c f yy AC B 2
Points
0, 0 0 0 0 0
1 1 1 1 1 1
, 0 0
2 3 9 12 8 144
1 1
,
0, 0 AC B 02
2 3
Hence, at , further investigation is required and at the
1 1 1
Max. f x, y f ,
2 3 432
function has maximum value
x 3 y 3 3axy, a 0
4. Find extreme values of
f f x, y x 3 y 3 3axy
Sol: Let
f x 3 x 2 3ay f y 3 y 2 3ax
and
fx 0 fy 0 3 x 2 3 xy 0 3 y 2 3ax 0
Now, and gives and
x ay
2
y 2 ax
and
x a y x a3 x 0
4 2 2 4
x x3 a3 0
x0 xa
and
x 0 y 0 xa ya
If and if
0, 0 a, a f xx 6 x f xy 3a
Therefore, the critical points are and ,
f yy 6 y
A f xx B f xy c f yy AC B 2
Points
0, 0 0 3a 0 9a 0
a, a 6a 0 3a 6a 27 a 2 0
0, 0 0, 0
Hence, at the function is neither maximum nor minimum. That is
a, a
is a saddle point. At the function is minimum and the minimum value is
Min. f x, y f a, a a 3
u 1 sin x 2 y 2 0, 0
5. Show that is minimum at
u 1 sin x 2 y 2
Sol:
u x 2 x cos x 2 y 2
u y 2 y cos x 2 y 2
&
0, 0 ux 0 uy 0 0, 0
Clearly at , and . Therefore, is the critical point
u xx 2 x sin x 2 y 2 2 x 2 cos x 2 y 2
4 x 2 sin x 2 y 2 2 cos x 2 y 2
u xy 2 xy sin x 2 y 2
u yy 4 y 2 sin x 2 y 2 2 cos x 2 y 2
0, 0 A u xx 2, B u xy 0 C u yy 2
At
AC B 2 2 2 0 4 0 A20
and
0, 0
Hence, u is minimum at
z x 3 y 3 3 xy 1 1, 1
6. Show that is minimum at the point
z x 3 y 3 3 xy 1
Sol:
z x 3x 2 3 y z y 3 y 2 3x
and
1, 1 z x 0 zy 0 1, 1
Clearly at and , therefore is the critical point
z xx 6 x z xy 3 z yy 6 y
1, 1 A z xx 6, B z xy 3 C z yy 6
At and
AC B 36 0
2
A60
and
1, 1
Therefore, z is minimum at
7. Divide the number 24 into three parts such that the continued
product may be maximum
x, y , z
Sol: Let be three parts of 24
x y z 24
i.e.,
z 24 x y
xyz
Now the continued product is
f xyz
Let
f xy 24 x y
i.e.,
24 xy x 2 y xy 2
f x 24 y 2 xy y 2 y 24 2 x y f y 24 x x 2 2 xy x 24 x 2 y
,
fx 0 fy 0
Now, and gives
y 24 2 x y 0 x 24 x 2 y 0 2 x y 24 x 2 y 24
and and
x 8 y 8
Solving, we get and
f xx 2 y, f xy 24 2 x 2 y f yy 2 x
,
8, 8
At the point
A f xx 16 0 B f xy 8 C f yy 16
,
AC B 256 64 192 0
2
f x, y 8, 8
Hence, is maximum at
x 8, y 8 z 8
and
8. A rectangular box open at the top is to have a volume 108
cubic meters. Find its dimensions if its total surface is minimum
x, y , z
Sol: Let be the length, the breadth and height of the box
respectively
108
z
v xyz 108 xy
Therefore, ,
s xy 2 yz 2 zx
Since,
108 108 216 216
xy 2 y 2 x xy
xy xy x y
216 216
f xy
x y
Let
216 216
fx y fy x
x2 y2
and
fx 0 fy 0
Now, and gives
216 216
y 2 0 x 2 0
x y
and
x y 216
2
xy 2 216 x 2 y xy2 x y xy 2 216
and
y 3 216
y 6 x 6
6, 6
Therefore, critical point is
432 432
f xx 3 f xy 1 f yy 3
x y
6, 6
At the point
A f xx 2, B f xy 1, C f yy 2
AC B 2 4 1 3 0 A20
and
f x, y 6, 6 z 3
Hence, is a minimum at and the minimum of value of
x 6, y 6 z3
and
Summary: At the end of this lesson you will be find maxima and minima for
function which is continuous in the region R.
Exercises
Find the maxima and minima of the following functions
x 2 xy y 2 3 x 3 y 4
1.
x 3 y 3 63 x y 12 xy
2. 2.
x 3 3 xy 2 15 x 2 15 y 2 72 x
3.
x 3 y 2 12 x y
4. 4.
1 1
xy
x y
5.
x 4 y 4 2 x 2 4 xy 2 y 2
6.
x 2 y x 2 y 4
7.
xy a x y , a 0
8.
sin x sin y sin x y
9.
2 x y x 4 y 4
2
10. 10.
Differentiation under the integral signs:
Introduction:
u2
fdx
To evaluate an integral of the form u1 , Where f=f(x, ) is a function of x
and a parameter ,and u1,u2 are functions of .Evidently ,the value of this
u 2 ( )
( )
f ( x, )dx
integral depends on . Let us denote it by ( ) , Thus u1 ( )
………..(1)
To determine the value of ( ) ,we first obtain the derivative of w.r.t
namely , ( ) by using the following rule:
u ( )
d 2
f du du
, ( ) dx f (u 2 , ) 2 f (u1 , ) 1
d u1 ( ) d d
….. (2)
By evaluating the integral present on the right hand side of (2) and then
integrating the resulting expression w.r.t we obtain ( ) .
The result (2) is called the Leibniz’s Rule for differentiation under the
integral sign.
du1 du 2
0 0
u u u u
If 1 and 2 are constants, say 1 =a, 2 =b then d and d
u 2 ( )
d f
( )
,
dx
d u1 ( )
And then rule (2) becomes
This result can be employed even when the interval of integration is infinite.
Example-1
dx dx
0 cos x 2 1 ( cos x) 2
2
( 1) 3 / 2
where >1 , show that 0
2
Given that
Solution:
dx
( )
cos x
Let 0 …………….(1)
Using the rule of differentiating under the integral sign, this gives
d 1 dx
, ( ) dx
d 0 cos x 0 ( cos x ) ……….(2)
2
dx
0 cos x 2 1
But, it is given that
1
( ) ( 2 1) 2
That is, 2 1
1 3
, ( ) ( 2 1) 2 (2 ) 3
2 ( 2
1 ) 2
This gives ………….(3)
dx
0 ( cos x) 2 ( 2 1) 3 2
Equating the right hand side of (2) and (3), we get =
Example-2
By employing the rule of differentiation under the integral sign to the
1 1
1
0
x dx x log xdx
( 1) 2
where >-1 ,prove that 0
Solution:
1
( ) x dx
Let 0 ………………….. (1)
Using the rule of differentiation under the integral sign,this give
d
, ( )
d 0
x dx x (log x)dx
0 ……………. (2)
1
1
x 1 1
0
x dx 1
1
On the other hand, we have 0
d 1 1
' ( ) ( )
That is d 1 ( 1) 2 ……….. (3)
1
1
x
log xdx
( 1) 2
From (2) and (3), we get 0
This proves the required result
Example-3
By using the rule of differentiation under the integral sign,
tan 1 x
0 x(1 x) 2 dx
evaluate , where 0
Solution:
tan 1 x
( ) dx
0 x (1 x )
2
…………………..(1)
This gives, on using the rule for differentiation under the integral sign
d tan 1 x 1 1
, ( ) 2
dx . xdx
d 0 x(1 x) 0 x (1 x 2
) (1 2 2
x )
1 1
x(1 x 2
.
) (1 2x 2 )
xdx
=0
simplifying, we obtain
1 1 2
0 1 2 (1 x 2 ) (1 2 x 2 ) dx
=
1
tan 1 x tan 1 x 0
=1
2
1
2
= 1 2 2
(1 )
= 2(1 ) 2(1 ) …………………… (2)
2
Integrating this w.r.t , we get
( ) log( 1 ) c
2 ……………………. (3)
From (1), we note that (0) 0 .Using this in (3), we find that c=0.Hence, from
tan 1 x
0 x(1 x) 2 dx log( 1 )
(1) and (3), we get =2
Exercise:
log( 1 cos x)dx
1 Evaluate 0 using the rule of differentiation under the integral
sign.
sin x
x
dx
>0 using the rule of differentiation under the integral
2 Evaluate 0
sign.
2
log( 1 sin 2 x)
0 sin 2 x
dx
>0 using the rule of differentiation under the
3 Evaluate
integral sign.
4 By applying the rule of differentiation under the integral sign to the integral
x x
dx dx
0 x 2 a 2 0 ( x 2 a 2 ) 2
evaluate the integral
Self-study component
