1: The Partial derivative

Let us start by looking back at the definition of the derivative that we have been
taught in our +2 course. If y is a function of the single variable x, then a natural
question to ask would be - how fast does y change when we change x? To answer this,
you change x by a very small amount ∆x, find out the amount by which y changes as
a result - and take the ratio. Of course, this would give us the average rate at which y
changes with x , over the interval from x to x ∆x. This may be good enough for some
purposes, but for many others, we may not be satisfied with this. To find the actual rate
at which y varies with x at a given point, we have to take the limit in which the variation
in x shrinks to zero. This defines the derivative of y with respect to x as

dy
y  x ∆x  y  x 
lim (1.1)
dx ∆x 0 ∆x
As we all know, this represents the slope of the tangent at a point if you were to plot y
against x.
How do we generalize the above to the case when we have functions of more than
one variable? To fix our ideas, let us start with functions of two variables - x and y.
The cases where we have functions of more variables is easy to understand once we
grasp what happens in this case. So the central character in or story is going to be the
function
f
f  x  y
The question that concerns us now is, how to generalise the concept of the derivative
to this case? If we forget for a moment that y is a variable and treat it as a constant, the
only independent variable that we have to worry about is x. In such a situation we can
talk of the derivative of f with respect to x, just as we did in equation (1.1). However,
to remind ourselves that we have forcibly held y constant, we change the notation a bit,
as well as the nomenclature - the partial derivative of f with respect to x is defined as

∂f
f x ∆x  y  f  x  y 
lim (1.2)
∂x ∆x  0 ∆x
Note that the while calculating the change in the function f as x is varying, we are
taking care to keep the value of y the same. Of course, there is nothing special about x
- we could just as well define the partial derivative of f with respect to y as

∂f
f  x y ∆y  f  x  y 
lim (1.3)
∂y ∆y  0 ∆y

Now that we have the definition of the partial derivative, let’s get down to practi-
calities. As we all know, no one in his right mind actually uses eq. (1.1) to calculate
derivatives, except in those special cases when the question setter in a test asks us to
“differentiate from first principles”! All we do in practice is make use of certain prop-
erties of derivatives that we first derive (to be honest, that somebody else derives for
us - perhaps in our favourite calculus text). For example, in differentiating y
3x 2 we

1
hardly go about the task using

dy
3 xh  2  3x2
lim
dx h 0 h

6xh 3h2
lim
h 0 h

lim  6x h
6x
h 0

What we actually do is make use of the properties such as dx 

d
cy 
c dx
dy
and d
dx  xn 

nxn  1 to get
d
 3x2 
3
d 2
x 
dx dx

3 2x2  1
6x

The situation is similar when it comes to the partial derivative. One doesn’t really
bother about the definitions, (1.2) and (1.3). If you know how to differentiate functions
of one variable, handling partial derivatives is child’s play. All you have to do while
calculating, say ∂∂ xf , is to pretend that along with whichever constants actually enter in
f , y is also a constant - and then use the rules you know about ordinary derivatives.

Example 1.1 Consider the function f
6x 2 y . In order to calculate the partial deriva-
tive of this function with respect to x, we will treat 6y as a constant and get

∂f
∂ ∂
 6yx2 
6y  x2 
12xy
∂x ∂x ∂x
∂f
Similarly, while evaluating ∂y we will pretend that the factor 6x 2 is actually a constant
and thus land up with
∂f
∂ ∂y
 6x2 y 
6x2
6x2
∂y ∂y ∂y
As we have just seen, partial derivatives are very much akin to ordinary derivatives
- all that is required is the ability to pretend that certain variables are constant and you
are through. However, that you are holding certain variables fixed while doing partial
differentiation is a very important point. You must always keep this in mind.

Example 1.2 An obvious situation where we meet more than one variable is when we
talk of points on a plane. The most obvious way to depict the position of a point on
the plane is via two real numbers, the courtesan coordinates x and y. Of course, this is
not the only possible choice - there are an infinite number of ways in which one could
choose coordinates that will tell us the exact location of the point. One other commonly
used choice of coordinates is the system of polar coordinates, r and θ . Here r is the
distance of the point in question from the origin and θ is the angle the line joining
it to the origin makes with a given standard axis. If we choose this standard axis to
coincide with the X axis of the Cartesian coordinate system, as per common practice,

2
it is a matter of elementary trigonometry to derive the relation between this pair of
coordinates as

x
r cos θ (1.4-a)
y
r sin θ (1.4-b)

and the inverse relations are

r
x2 y2 (1.4-c)

tan 
y
θ 1
(1.4-d)
x
From (1.4-a) it is trivial to calculate the partial derivative of x with respect to r :
∂x

cos θ
∂r
What about ∂∂ xr ? Since partial derivatives, as we have seen, are very much like ordinary
derivatives, we may be sorely tempted to use the standard property
dx
1
dy dy
dx

to predict that ∂r
sec θ . Let’s check this out by direct calculation.

∂x

∂r
∂
x2 y2
∂x ∂x
 1

x y2  2
1 2
2x
2

x
x2 y2

So, contrary to our expectation, ∂r
cos θ !!

∂x

So just what went wrong in our last example? A moments thought will give you the
answer - the two derivatives are being calculated under different conditions. In ∂∂ xr we
are holding θ constant, whereas while calculating ∂∂ xr it is y that is not being allowed to
change! To convince ourselves that it is precisely this change in the conditions under
which these derivatives are being evaluated is the actual culprit here, let us calculate
∂r ∂x
∂ x maintaining a constant θ , the condition that was used to evaluate ∂ r . To do this we
start from (1.4-a) and differentiate both sides with respect to x , remembering to treat
θ as a constant to get
∂r
1
cos θ
∂x
Thus, when θ is being held constant, ∂∂ xr is really equal to sec θ !
If you were confused with the various ∂∂ xr ’s that made their appearance in the last
paragraph, you have the full right to be! In fact, we have been talking about two

3
different partial derivatives of r with respect to x there - one with y held fixed and the
other with θ held fixed. In many situations - just what is being held fixed when you do
a particular partial derivative is clear from the context. In our example, the variables x
and y form a natural pair. So when you say ∂∂ xr , without specifying anything else, you
naturally mean that y is to be held constant. When you have something else in mind,
like holding θ fixed as we did in the last paragraph, you must state that explicitly.
When we go on to study the application of partial derivatives in thermodynamics,
we will meet a plethora of variables that we can use in describing thermodynamic sys-
tems. Different choices of independent variables are convenient for different purposes.
For example, sometimes you may be interested in examining the properties of a system
when you change it’s pressure p under constant volume V - in such situations, it would
be nice if you could write down the various properties you are interested in as function
of p and V . On the other hand, to figure out how the same system would behave if you
were to change it’s pressure while holding the temperature T fixed, expressing every-
thing as functions of p and T would be the thing to do! So, you can, and very often
will, change the choice of independent variables depending on the task at hand. How-
ever, this facility of switching variables comes with a price tag - you have too many
choices! Indeed, if you are asked to evaluate ∂∂ pf , then are you going to differentiate
the function f holding V constant, holding T constant - or for that matter, holding any
other variable, as the need of the hour may dictate, constant? As you have already seen,
what you are holding constant is very important when you partially differentiate and
any confusion regarding this issue will bring disaster. This will make us modify our
notation a bit - we will indicate not only the variable which we are differentiating with
respect to, but also exactly which variable (or variables, as the case may be) is being
held constant. In this notation, which you will extensively use in thermodynamics, the
partial derivative of U with respect to p with V held fixed is denoted by

∂U
∂p V

Again, the partial derivative of H with respect to S, with p  n 1  n2  held fixed is
denoted by 
∂H
∂ S  p n  n    
1 2

2: Higher order derivatives

Just as we can define higher derivatives for functions of a single variable by re-
peated differentiation, we can have successive partial derivatives as well. In fact, the
function f
f  x  y  has four second order partial derivatives, namely


∂2 f
∂ ∂f
(2.5-a)
∂ x2 ∂x ∂x 

∂2 f
∂ ∂f
(2.5-b)
∂ y2 ∂y ∂y 

4
 
∂2 f
∂ ∂f
(2.5-c)
∂ x∂ y ∂x ∂y 

∂2 f
∂ ∂f
(2.5-d)
∂ y∂ x ∂y ∂x 

Contrast this with the case of functions of a single variable - y  x  can boast of only
one second derivative, namely ddx2y
dx
2 dy
d
dx ! Things are not as bad as they look at
first sight - you will not have to worry about four second derivatives of the function
f  x  y  , since the last two mixed derivatives are actually equal to each other

∂2 f
∂2 f
(2.6)
∂ x∂ y ∂ y∂ x

Proof of (2.6) : We proceed from the definition to calculate what ∂∂x∂fy

2

really means. Note that the definition, eq. (2.5-c) means that one must
first evaluate the derivative of f with respect to x, and then carry out the
derivative with respect to y. So

∂2 f
∂ f  x y h1  f  x  y 
lim
∂ x∂ y ∂x h1  0 h1 

1 f x h2  y h1  f  x h2  y 
lim lim
h2  0 h 2  h1  0 h1
f  x  y h1  f  x  y
 lim
h1  0 h1 

lim lim
1
fx h2  y h1  f  x h2  y 
h2  0 h1  0 h 1 h 2 

 f  x  y h1  f  x  y 

As you can see, this expression is completely symmetric in x and y.

You don’t even have to deduce what the other mixed derivative looks like
- the symmetry in the expression tells you that it has to be the same as
above. That is not quite accurate, though! There is a difference between
∂2 f ∂2 f
∂ x∂ y and ∂ y∂ x - in the second case, the final limit reads lim h1  0 limh2  0 ,
that is, the order in which the two limits are taken differs. So the question
whether the two mixed derivatives are equal boils down to whether we
can change the order in which the two limits are taken. At this point, a
mathematician would take a long hard look at the conditions under which
this can be done. We, as physics students will take this in our stride. For
all twice differentiable functions that we will have to meet, switching the
order of taking limits will not pose any problems for us.

The generalisation of the above to functions of more than two variables is obvious.
If the variables are denoted by x 1 , x2  xn respectively, then the partial derivative of

5
f  x1  xn  with respect to any particular variable x i is given by

∂f
f  x1  xi  1 xi ∆xi  xi  1  xn  f  x1  xn 

lim (2.7)
∂ xi ∆xi  0 ∆xi

in other words, all you have to do in order to calculate the partial derivative of f with
respect to xi is to pretend that all other variables are actually constant. The analogue of
(2.6) for the n- variable case is

∂2 f
∂2 f
i  j
1  n (2.8)
∂ xi ∂ x j ∂ x j ∂ xi 
(There is absolutely no reason to be frightened of the mathemticalese in this equa-
tion - all that the foreign looking symbol stands for is “for all”).

Concept check : Consider a function of three variables. How many
third order partial derivatives exist for this function? How many of these
are distinct? Can you generalise this result for the m-th order derivative of
a function of n variables?

3: Differentials - exact and inexact

We had met differentials of the functions of one variable in our +2 course where
the differential dy of a function y  x  was defined by

dy

dy
dx (3.9)
dx
After all, that is why the derivative is also called the differential coefficient. Remember
all those warnings that you were given at the time not to confuse this with an equation
of the type y
yx x ? Although (3.9) looks temptingly as if all you were doing were
canceling out two dxs, thinking of it in this manner can lead to all sorts of practical and
conceptual difficulties. Of course there is no difficulty at all when you write
∆y
∆y
∆x
∆x
for the change in y when x changes. Note that this equation, being nothing other than
simple cancellation, is valid regardless of the size of the change in the variables in-
volved. however if the change in x is very small, then we can approximate the ratio
∆y
∆x by the differential coefficient dx which is its limit as ∆x becomes vanishingly small.
dy

Thus
dy
∆y  ∆x
dx
for small changes. This expression comes closer and closer to being exact as ∆x de-
creases. Finally, when you are dealing with infinitesimal quantities, as in (3.9), the
equation becomes exact. After all, the derivative is a measure of how fast y changes
with a change in x - so this equation is only to be expected!

6
 How does this generalise to a two variable situation? Well, if you hold y fixed in
f  x  y  then for all practical intents and purposes, it becomes a function of one variable,
namely, x. Then, of course, we have
∂f
df
dx y fixed
∂x
Similarly, in situations where x does not change, we have
∂f
df
dy x fixed
∂y
The question now is - what happens when both the variables x and y vary? One way
of looking at this is, ∂∂ xf dx is the infinitesimal change in f if only x changes by an
infinitesimal amount, while ∂∂ yf dy is the same when it is y alone that suffers an in-
finitesimal change. When both x and y change, the change in f should have two pieces
- one due to the change in x and the other due to change in y. Thus we expect the
differential of f to be
∂f ∂f
df
dx dy (3.10)
∂x ∂y
In the n variable case this obviously generalises to
∂f ∂f ∂f
df
dx dx  dxn
∂ x1 1 ∂ x2 2 ∂ xn
which can be written more compactly by making use of the Σ notation as
n
∂f
df
∑ ∂ x dxi (3.11)
i 1 i

You aught to realise that the discussion leading upto (3.10) makes it plausible, but
is hardly a proof. From one point of view, a proof is hardly necessary, since we can
treat (3.10) as the definition of the differential of a function of two variables. Even
then, we may still feel uncomfortable with the argument, which now has the status of
justification of this definition. However, let us try to assuage any doubts we may have
at this stage by the means of an example. Consider the following function

f  x  y 
2x2 y3 x3 y2

By using the results d  u v
du dv and d  uv 
udv vdu from elementary cal-

culus we can get

df
d  2x2 y3  d  x3 y2 

2 2xdx y3 x2 3y2 dy 3x2 dx y3 x3 2ydy

 3 3x2 y2  dx
 4xy  6x y
2 2
2x y  dy
3

As you can easily check, the coefficients of dx and dy in this expression, namely,
4xy3 3x2 y3 and 6x2 y2 2x3 y are equal to ∂∂ xf and ∂∂ yf , respectively as we would have

7
expected from (3.10). Though this does not in any way prove (3.10) , examples of this
sort (you should try out a few other functions on your own!) go a long way towards
boosting our confidence in it. For the more mathematically minded, I will now provide
a more rigorous proof (or a more rigorous justification, depending on your point of
view) of this result. If you are not that interested in the nuts and bolts (or should I say
gearboxes and tie-rods?) and just prefer having a car that can run on the road, feel free
to skip ahead- you won’t be missing anything of grave importance!
“Proof” of (3.10) : The change in the function f  x  y  when the vari-
ables change from x to x ∆x and from y to y ∆y, respectively, is obvi-
ously given by
∆ f
f  x ∆x  y ∆y  f  x  y 
which can be rewritten in the form
∆f
 f  x ∆x  y ∆y   f  x ∆x  y   f  x ∆x  y  f  x  y 

f  x ∆x  y ∆y  f  x ∆x  y  f  x ∆x  y  f  x  y 
∆y ∆x
∆y ∆x
Upto this point, everything is exact. Now, the coefficient of ∆x in this
expression, obviously gives ∂∂ xf in the limit of vanishingly small ∆x. Again,
in the limit of vanishingly small ∆y, the first coefficient is the value of ∂∂ yf ,
evaluated at  x ∆x  y  . If both ∆x and ∆y become vanishingly small, then
this of course becomes ∂∂ yf , at the point  x  y  . Thus for small changes in
the arguments, the variation of f becomes approximately
∂f ∂f
∆f  ∆y ∆x
∂y ∂x
This approximation gets better, the smaller the variations in x and y are.
In the limit of infinitesimal variations, we get (3.10). Strictly speaking,
we should take a deeper look at the sort of errors that this approximation
leads to in order to be absolutely sure that taking the limit of infinitesimally
small variations actually make (3.10) exact.
As we have seen, given the function, it is not very difficult to evaluate it’s differential.
What about doing things the other way around? That is, if I am given an infinitesimal
quantity, how do I go about finding the function whose differential it is? Sometimes
the form of the differential makes the answer almost obvious, and we can “integrate”
the differential by inspection. A few examples may help at this point ...
Example 3.1 Consider the infinitesimal xdx y 2 dy. Obviously if we can integrate
the two pieces separately, we can just add the two integrals to get the function whose
differential this is. Now both xdx and y 2 dy involve only one variable, and are things we
can easily integrate even if we know nothing about partial derivatives - our +2 level
knowledge of calculus of one variable would suffice! We can easily see that the function
that we seek here is
x2 y3
f  x y

2 3

8
A bit of thought should show that we can handle any infinitesimal of the form

u  x  dx v  y  dy

in a similar fashion. Of course you may have a hard time doing the one variable inte-
gral in cases (one notorious example that I remember from my school days is ! tan xdx
) but in principle, it can always be done! 1

The next example moves on to a slightly more nontrivial case :

Example 3.2 Consider the differential x 2 dy 2xydx. This is no longer of the very
simple separated out form of the previous example. However, once you realise that
2xdx
d  x2  it is very easy to write down the integral of this differential form, that is

x2 dy 2xydx
x2 dy d  x 2  y
d  x2 y 

What if we had not been clever enough to spot this? That seems to be hardly possi-
ble in this case, but there are lots of more complicated possibilities - given something
like
5x8 7x6 y2  dx  2x7 ydy
 x2 y2  2

it would be very difficult to spot that it is the differential of x 7 x2 y2  c, where c,

 2

of course, is an arbitrary constant . 2 What can we try when faced with such monsters?

Example 3.3 Instead of boldly trying to slay the dragon without even learning to
crawl, we will illustrate the method by that may be tried when inspection fails by using
may object to this statement - citing example like e" x dx. This is a differential for which there is
1 You 2

“no indefinite integral”. In other words, we can’t find a function f # x $ that satisfies ddxf % e " x . Let me point
2

out that all you can really conclude here is that there is no simple function whose derivative is e" x , but that
2

does not mean that the integreal of e" x does not exist. After all, just what is an elementary function depends
2

primarily on two things - familiarity and utility, so what’s wrong in having a function whose sole aim in life
is to differentiate to the troublesome e" x ? In fact from the series expansion
2

x2 x4 x6
e" x2
% 1& &
1! ' 2! 3! ')(*(*(
we can even write down a series expansion for our integral
x3 x5 x7
f # x$ % x& &
3 ' 10 42 '+(*(*(
After all, even such a simple function like sin x is really defined as a power series
x3 x5
sin x % x & & (*(*(
3! ' 5!
and if you don’t feel up to summing up the series you have to either look up tables or use a scientific calculator
even for this well known function. If you spend enough time on the normal distribution of statistics you
would add the function erf x to your repotaire of known functions - and then your required integral will be
there!
2 In case you are wondering, I am not that clever, either. All that I did was to start with the function

x x2 y2 - " , calculate the differential and present the result the other way around!
,
7 2
'

9
it first on the simple differential x 2 dy 2xydx . In this method, we start by calling the
function that we seek f  x  y  . Then we realise that if our differential is to qualify as d f ,
then
∂f ∂f
dx dy
x2 dy 2xydx (3.12)
∂x ∂y
This leads to

∂f
2xy (3.13-a)
∂x
∂f
x2 (3.13-b)
∂y
Actually, there is a subtle point here -it is not just a matter of blindly equating
coefficients of dx and dy on the two sides. The crux of the matter is, x and y are
independent variables. So for instance it is possible to change x without altering y -
leading to a vanishing of dy with a nonzero dx. The identity (3.12) is certainly valid in
this case, leading to ∂∂ xf dx
2xydx which leads to (3.13-a) and so on.
At this stage, our quest for the function f has boiled down to the task of solving
the equations (3.13-a) and (3.13-b). These are not just differential equations, but are
partial differential equations! So, have we bitten off more than we can chew? In fact,
these equations are remarkably easy to solve. For instance, all that you would have to
do to solve (3.13-a) is to “partially” integrate 2xy with respect to x. We have learned
how to partially differentiate, but how do we “partially” integrate? 3 Remember that
all we are trying to do is to undo a partial differentiation where we have treated y
as a constant. So when we “partially” integrate all we have to do is to repeat that
- pretend that y is a constant. So we get f  x  y 
2y x2
x2 y! Not so fast - haven’t
2

we forgotten the constant of integration? Indeed we have - what’s even worse, that we
have left out is not necessarily just a constant. Remember that ordinary integration
gives you a constant of integration simply because the constant gives you zero under
differentiation - so you can add it to your answer without changing the derivative in any
way! Since here we are trying to invert the effect of partial differentiation with respect
to x, anything that has a partial x derivative of zero can be added to our solution with
impunity. This means that we can add, not merely a constant - but any function of y!
Thus the solution to (3.13-a) is

f  x  y 
x2 y g  y

where g  y  is an arbitrary function of y. So how do we go about finding g  y  ? Simple

- we have one more equation at our disposal, remember? Our solution tells us that

∂f
2 dg
x
∂y dy
3
Actually, this is not a technical term. I don’t really know of a proper term for this. “Partial” integration
seems to go nicely with partial differentiation - but the trouble is that it is too easy to confuse this with the
well known method of “integration by parts”, which is a different kettle of fish altogether!

10
and plugging this into (3.13-b) gives
dg

0
dy
So in this case g is just a constant, after all!

What works for the simple differential should also work on the more complicated
one. So let us try out our newly acquired skill on that in the next example.

Example 3.4 Let f be the integral of

5x8 7x6 y2  dx  2x7 ydy

 x2 y2  2

Thus we have

∂f
5x8 7x6 y2
(3.14-a)
∂x  x2 y2  2

∂f
2x7 y
 (3.14-b)
∂y  x2 y2  2

Of the two, the second equation, (3.14-b) looks easier to handle and so it is. In-
tegrating this partially with respect to y is simple once you realise that the 2y in the
numerator is nothing but the differential of x 2 y2 whose second power is sitting on
the denominator. This leads immediately to

x7
f  x  y
g  x
x2 y2
Note that since we are partially integrating with respect to y here, the “constant” of
integration is actually a function of x. This leads to

∂f
7x6 x2 y2   x7 2x dg
∂x  x2 y2 
2 dx

5x8 7x6 y2 dg
 x2 y2  2 dx

Plugging this into (3.14-a) leads to dg
0 and thus g is a constant and our integral is
dx
x7 x2 y2 
 2
c as promised!

Lest this early success lulls us into believing that there is nothing much in carry-
ing out integration of differentials, let’s take a look at what can go wrong in the next
example.

11
Example 3.5 Let us now consider a very simple differential - something as simple as
xdy! Finding out the function that gives this as the differential should be a piece of cake
- right? A few minutes spent in actually trying to put your finger on the function should
be all that it takes to convince you that things are not quite so simple. The function xy
doesn’t fit the bill - it gives xdy in the differential all right but doesn’t stop there - ydx
comes in for the ride! That seems to be par for the course - try as you might it seems
impossible to land up with a function that gives xdy but does not give anything else. It
does seem impossible to find the integral - but can it be that we are just not being clever
enough to find out the integral by inspection? That seems to be a big blow to our pride,
given that the differential is so very simple! However, there is always an avenue open
to us - the brute force method of the first two examples! Calling the integral f  x  y  we
land up with the equations

∂f
0 (3.15-a)
∂x
∂f
x (3.15-b)
∂y
Partially integrating the first one gives

f  x  y
g  y

and hence ∂f
dg
. Thus (3.15-b) leads to
∂y dy

dg

x
dy

Here’s the catch - g  y  is a function of y alone and so is dg

dy , whereas our equation says
that it equals x! This is clearly impossible and thus the pair of equations (3.15-a) and
(3.15-b) have no solution! So we were not being very stupid when we could not find the
function of x and y whose differential xdy is - there simply is no such function!

The last example teaches us a very important point. The quantity xdy is an in-
finitesimal all right, but there is no function whose differential gives you xdy - so there
are infinitesimal quantities, differentials, which have no “integral”! The question of
whether a particular differential can be integrated or not is a very important one in
thermodynamics.
. Infinitesimal quantities that are the differential of some function of multiple
variables are called exact differentials. Examples of exact differentials that
we have met so far include xdx y 2 dy,  4xy3 3x2 y2  dx  6x2 y2 2x3 y  dy,
 5x8  7x6 y2  dx  2x7 ydy
etc.
 x2  y2 
2

. Infinitesimal quantities that are not the differential of some function are called
inexact or improper differentials. The first example of an inexact differential
that we have met is, of course, xdy. Rest assured, it won’t be the last! We

12
 can’t write an exact differential as dg, since that would convey the misleading
_
impression that it is the differential of a function g. So what we do is write d g,
_
the bar on the d serving to remind us of the fact that there is no function g!

How can we tell whether a given differential is exact or not? In the cases we have
met so far, we have known that the differential is exact either because we have started
with a function and found it’s differential (as in the case of  4xy 3 3x2 y3  dx  6x2 y2
2x3 y  dy) or we have started with the differential and by inspection or otherwise man-
aged to find it’s integral. We have also managed to identify xdy as an inexact differential
simply because in trying to find out it’s integral, we have met with a contradiction! So
all we have to do, when faced with an arbitrary differential is to assume that it is equal
to d f for some function f , set up the differential equations and try to solve them.If
we manage to solve them, we have found the integral and the differential is exact. If
we meet a contradiction on the way then there is no integral and thus the differential
we started out with is inexact. This sounds like a straightforward recipe. The trouble,
however, is that it is too much hard work to do if all we were interested in is whether
the differential is exact or not, rather than the precise value of the integral! Even if we
wanted to find out the integral, it would obviously be better if there were some criterion
by which we could judge whether there is any possibility of success before embarking
on the brute force method. Imagine doing all these “partial” integrations only to find
out in the last step that it was all a wild goose chase after all! We now describe the test
that we can carry out on a differential of the form

M  x  y  dx N  x  y  dy

to figure out whether it is exact or not.

The way to derive the test criterion is very much like the brute force method. As-
sume that the differential is, in fact the differential of a function f . Then we get

∂f
M  x  y (3.16-a)
∂x
∂f
N  x  y (3.16-b)
∂y
Now, we turn to a property of partial derivatives that we derived a while ago - the
equality of mixed derivatives, (2.6). Since (3.16-a) and (3.16-b) give us that

∂2 f
∂
N  x  y
∂ x∂ y ∂x
∂2 f
∂
M  x  y
∂ y∂ x ∂y
the equations can be consistent only if
∂M
∂N
(3.17)
∂y ∂x

13
This is the equation a differential Mdx Ndy must obey if it is to be exact. 4
Let us see whether this works out in the few cases that we have seen so far.
Example 3.6 Lets start with  4xy3 3x2 y2  dx  6x2 y2 2x3 y  dy. Here M
 4xy3
3x2 y2  and N
 6x2 y2 2x3 y  . Thus
∂M

12xy2 6x2 y
∂y
and
∂N

12xy2 6x2 y
∂x
Thus (3.17) holds. This proves that the differential is exact. In this case, of course,
we knew that all along - since we had found out the differential by starting out from a
known function! You should check out that the condition also holds for xdx y 2 dy and
 5x8  7x6 y2  dx  2x7 ydy
.
 x2  y2 
2

Example 3.7 On the other hand in xdy we have M
0 and N
x. Thus ∂M

∂y

0 while
∂N
1. Thus ∂M
∂N
∂x ∂y / ∂x and as we have already seen, the differential is not exact.
The generalisation of (3.17) to more than two variables is immediate and so is the
extension of the brute force method. If you have a differential involving n variables,
x1  xn of the form
A1  x1  xn  dx1  An  x1  xn  dxn
then, if there is a function f  x 1  xn  for which this is the differential we must have
∂f

Ai  x1  xn 
∂ xi
and thus we must have
∂ ∂
A
A (3.18)
∂xj i ∂ xi j
Of course, one needs only to check this for distinct pairs of integers i and j, which
makes nC2
n 0 n2 1 1 conditions in all. If (3.18) holds for all possible distinct pairs  i  j 
then the differential is exact 5 and we may, if necessary, proceed with the evaluation
4 Actually what we have proven is that (3.17) has to hold if Mdx Ndy is to be an exact differential. What
'
is still open is whether this is enough to ensure that the differential is exact. This is a mathematically subtle
point that we will not go into. In all situations that we are likely to encounter in thermodynamics, (3.17) will
be both a necessary and a suffcient condition for the differential to be exact.
5 As you may recall from the previous footnote, we are being slightly simplistic here. All we have proven

is that if a differential is exact, then the conditions stated in (3.18) holds. Thus, these conditions are nec-
essary for the differential to be exact. What we have claimed here is actually that, in addition, to being
necessary, these conditions are also sufficient for the differential to be exact - which is a much stronger state-
ment. Moreover, it is not even true in all situations. In advanced mathematics, we do make a distinction
- differentials that obey (3.18) are called closed and so, the question that we should really ask is “Are all
closed differential forms exact?” The answer is yes if the underlying space is Rn which will be the case that
we will mostly be interseted in. Indeed, the question of exactness of closed differential forms lead to the
highly important ( and advanced) mathematical topic of cohomology.

14
of the integral. Just for practice, let me now give a few more examples in calculating
integrals, this time with more than two variables.

Example 3.8 Consider the differential 3x 2 yzdx x3 z 4y3 z2  dy x3 y 2y4 z z2  dz.

In order to check whether this is an exact differential, we note that it is of the form
A1 dx1 A2 dx2 A3 dx3 where A1
3x2 yz, A2
x3 z 4y3 z2 and A3
x3 y 2y4 z z2
(Of course, here, x1
x  x2
y and x3
z). In order to check whether this differential
is exact, we have to see whether the following three identities hold
. ∂
∂
∂ y A1 ∂ x A2

. ∂
∂
∂ z A1 ∂ x A3 and
. ∂
∂
∂ y A3 ∂ z A2

6 Youshould verify that each of these, indeed, hold - and so our differential is an exact
one. In fact, this differential is not at all difficult to integrate by inspection alone, and
you should really try to do that before reading on.
We will, however, use the brute force method to integrate this and so we start out by
assuming that there is a function f  x  y z  whose differential is 3x 2 yzdx x3 z 4y3 z2  dy
x3 y 2y4 z z2  dz and thus we are led to the equations

∂f
3x2 yz (3.19-a)
∂x
∂f
x3 z 4y3 z2 (3.19-b)
∂y
∂f
x3 y 2y4 z z2 (3.19-c)
∂z

The first integrate immediately to f  x  y z 
x 3 yz g  y z  . Note that the “constant

of integration” in this case happens to be an arbitrary function of y and z! In order
to proceed onto the second equation, we first differentiate our solution at this stage
partially with respect to y to obtain

∂f
3 ∂g
x z
∂y ∂y
Note that since our g is a function of two variables, the derivative we have in the above
equation is still a partial derivative, although here it is enough to keep y constant. Since
6 Since by now you have studied some vector analysis, you should be struck by some parallels with this

case involving three variables. Indeed, the differential A1 dx1 A2 dx2 A3 dx3 is of the form A2 3 d r2 where
' '
the vectors A2 and r2 are, obviously given by A2 % A1 ı̂ A2 ˆ A3 k̂ and 2r % xı̂ yˆ zk̂. We know that if
'2 ' ' '
A1 dx1 A2 dx2 A3 dx3 is to be d f then we must have ∇ f % A2 and hence we must have
' '
2 45A2 % ∇2 4 ∇2 # f $
∇ % 0
Which, as you can see leads to the three equations that we have written down.

15
g does not depend on x at all. it doesn’t matter in the least whether we are varying that
or not! Comparing this equation with (3.19-b) immediately tells us that
∂g

4y3 z2
∂y
Note that the right hand side depends only on y and z - the x dependence has gone away!
Thus there are no contradictions. Since we have already checked that our differential
is exact - this was only to be expected! This equation integrates immediately to

g  y z 
y4 z2 h  z

The “constant” of integration now is anything that gives zero upon being differentiated
partially with respect to y - and since we already know that there is no x dependence in
g it can be any arbitrary function of z. So our solution at this stage is

f  x  y z 
x3 yz y4z2 h  z

By now the next step should be obvious, we differentiate our current solution partially
with respect to z to get
∂f
3 dh
x y 2y4 z
∂z dz
Note that this time, we have an ordinary derivative on h, since it is a function of z alone.
Comparison with (3.19-c) leads to
dh
2
z
dz
Once again, and as expected, there is no contradiction. This immediately integrates to
h
13 z3 c and this time the constant of integration is really a constant! Thus our final
solution becomes
f  x  y z 
x3 yz y4 z2
1 3
z c
3
This was an example of a differential involving three variables that turned out to be
exact. Of course, since the exact differentials have to obey rather stringent conditions,
the odds against an arbitrary differential that we may write down being exact are im-
mense. We will change the last differential very slightly in the next example and see
the result.

Example 3.9 The differential that we are going to deal with in this example is 3x 2 yzdx
x3 z 4y3 z2  dy x3 y 3y4 z z2  dz. As you can see, the difference between this and
the previous differential is very slight. However, as you can easily check,
∂
A
x3 12y3 z
∂y 3
whereas
∂
A
x3 8y3z
∂z 2

16
Thus the condition
∂ ∂
A
A
∂y 3 ∂z 2
does not hold. So even though the other two conditions do hold, this differential is not
exact!
If you were to try out the brute force method of calculating the integral here (even
though we do know that such an attempt is doomed to failure) there will be no trouble
until you reach the third equation. The solution will proceed in exactly the same way
as before, but finally at the third stage, you will get
dh
4
y z z2
dz
which is obviously a contradiction.

4: Line integrals
In higher secondary mechanics, all of you have studied the concept of work. For a
6 the work done on the
body displaced by a vector r6 in a uniform force field given by F,
body is simply given by
W
F6 78r6 (4.20)
However, this formula lands us in trouble once we move away from this simple sce-
nario! If the force is a variable, then which value of the force are we going to use in
calculating the work? This sort of problem is nothing new, however! Remember, the
displacement of a particle in the time interval from t i to t f if it’s velocity is uniformly v6 ,
is given by v6 ti  t f - a simple formula once again, and once again a formula that we
can no longer use if the velocity is not uniform. In order to figure out how to calculate
the work in a non-uniform force field, let us first take a look at the more familiar case
of calculating displacements in some detail.
The real trouble being caused when the velocity is not constant is that you are no
longer sure which velocity to use - right? So the first step that you take is to get rid
of this uncertainty! You see, velocity varies over time - and except in highly unusual
situations, you can make the variation in velocity very small by making the time interval
very tiny! You start by breaking up your large time interval into a large number n of
tiny pieces, δ t1  δ t2  δ tn . Within each interval, the velocity hardly gets a chance to
vary, and we can take the velocity at the beginning of the kth interval to be the velocity
during the entire interval v6 k .7 With this approximation, the displacement in the kth
interval is given simply by x6 k
v6 k δ tk . The net displacement, then, is just the sum of
these displacements
x6  ∑ x6 k
∑ v6 k δ tk
k k

This, you must realise, is an approximation since the velocity is not really constant
within each interval! The solution is clear, though - all you have to do is to take the
7 There is nothing special about the beginning of the interval. Since the velocity hardly changes inside

each interval, we can equally well choose any velocity within the kth interval for this purpose.

17
limit in which even the largest of the time intervals becomes infinitesimally small, so
that the velocity has absolutely no chance to vary! So

x6
lim ∑ v6 k δ tk
max 9 δ tk :  0 k

This sort of limit of sums is not confined to calculating displacements. You should
realise from our runup to this result that it should be very widespread indeed. Any
situation where you have a simple formula that you can no longer use because some
relevant quantity that was a constant in the simple formula turns out to be a variable
cries out for such a procedure 8 . Since it is so common - we have a name for it, the
definite integral.
x6
<;
tf
v6  t  dt
ti

As was the case with the derivative, the definite integral, too, is almost never calcu-
lated analytically from this definition (except when you are asked to do so in an exam).
In order to evaluate this, what we use is of course, the fundamental theorem of integral
calculus. Indeed, the name integral is used because in plain english to integrate means
to bring together, to sum! On top of this, even the = sign for an integral is nothing
but an old english version of the letter “S” - “S” for sum! The qualifier “definite” is
brought in simply to distinguish it from the indefinite integral - which, of course is the
inverse of the derivative . You must realise that the indefinite integral’s sole claim to
the name of the integral is via the fundamental theorem of integral calculus - it is called
“integral” simply because it helps us calculate the true integral - which is the definite
integral!
How do you extend this to the calculation of work in the three dimensional world?
Simple - note that we had a difficulty in applying the simple formula, (4.20), because
the force F6 varies as we move around. So, all you have to do is to break up the path
taken in many tiny sections, δ r6 1  δ 6r2  δ 6rn so that within each of these sections the
variation in the force becomes very very small. The rest merely follows what we did
in the calculation of the displacement. Take the value of the force in the ith segment
F6 i to be the force at some point in that segment, (since the segment is so tiny that we
can ignore the variation in F6 which particular point is chosen for this purpose doesn’t
matter) and thus the approximate value of the work done in that segment is given by

δ Wi  F6 i 7 δ r6 i

and thus the net work done is approximately

W  ∑ F6 i 7 δ 6ri
i
8 Another important thing to cosider before bringing out the integration machinary is whether the quantity
you are dealing with is additive, i.e. whether it’s value is the sum of it’s parts. For example, the mass of
a body is the sum of the masses of the pieces that make it up. So we can find out the mass of a body of
variable density by breaking this body up in tiny pieces, calculating the mass of each by multiplying the
density within each small piece and it’s volume and summing them up. Of course you have to take a limit in
the end so that the largest piece shrinke to zero size. This leads to the triple integral! As a counterexample,
the mass squared of a body cannot be expressed as the sum of mass squared of it’s pieces, so integrating to
evaluate mass squared is simply not on!

18
As for the calculation of displacements, the prescription that we have for making this
result exact is to make the segments infinitesimally small, i.e.

W
lim ∑ F6 i 7 δ r6 i
max 9?> δ @ri >  0 : i

and this is our definition for the line integral of the differential F6 7 d 6r .
In general, given any differential form

A1  x1  xn  dx1 A2  x1  xn  dx2  An  x1  xn  dxn

evaluation of it’s line integral along some path Γ, starting from Pi
xi1  xin  and
ending at Pf
x1f  xnf is defined to be the result of the following steps
. Break up the path in many tiny pieces.
. Within any given tiny piece, take the value of the n functions A  A to be the
1 n
constant at the values of these functions at the beginning of this piece.
. Calculate the contribution of this piece to the line integral as A ∆x  An∆xn
1 1
. Add all these contributions together.
. Take the limit so that even the largest segment shrinks to zero size.

As in the case of the definite integral, no one actually calculates line integral accord-
ing to the procedure outlined above. Our aim, on being confronted by a line integral is
to try and reduce it to something that we can handle - a definite integral involving one
variable! In order to see how this method works we will now give you some examples.

Example 4.1 Consider the differential xdy . Let us evaluate it’s line integral from
the point (0,0) to the point (1,1) - = 0 0 01 0 11 1 xdy. Try calculating this integral and you will
immediately see the problem. Unlike partial differentiation, you can’t treat either x
or y as a constant here ( After all, the integral starts and ends at points with different
values for both the coordinates!) - and so you won’t be able to evaluate this unless you
know how x depends on y - or vice versa ! So, here is the operational reason why the
sort of integral that we have to do here is called the line integral -you can’t evaluate
this unless you know the line that is to be followed to reach (1,1) from (0,0). So, the
complete specification of the problem should be :
Evaluate the line integral
; xdy
Γ
where Γ is the line

1. y
x from (0,0) to (1,1)

2. y
x2 from (0,0) to (1,1)

19
 3. y
! x from (0,0) to (1,1)
4. The straight line joining (0,0) to (1,0) followed by the line joining (1,0) to (1,1).
5. The straight line joining (0,0) to (0,1) followed by the line joining (0,1) to (1,1).

Let’s take these paths one by one. The strategy is straightforward - we will reduce our
line integrals to integrals involving a single variable, since they are the only ones we
know how to evaluate!

1. We use the equation of the path y
x to reduce the differential to be integrated

to either xdx or ydy - which leads to
1
; xdy
A; x2
xdx

1
1

Γ 0  2 0 2

2. For the path y
x 2 , we can either use dy
2xdx to reduce our differential to
2x2 dx or we may reduce it to ! ydy. Using the first one we get
1
; xdy
A; 2x3
2x dx

2
1
2
Γ 0  3  0 3
Of course, using the second form of the differential also gives the same result, as
may be checked easily :
1
; xdy
; 2 3B 2
! ydy

2
1
y
Γ 0 3  0 3

3. Check that for this path = Γ xdy
1

3

4. For paths of this type, we will have to break the path into pieces, on each of
which you have a well defined connection between the variables x and y. In this
case, it means breaking the path up into the two straight line pieces Γ 1 and Γ2
which make it up.
; xdy
; xdy ; xdy
Γ Γ1 Γ2

On Γ1 , which is the piece of the X-axis stretching from the origin to (1,0), x varies
from 0 to 1, while y is fixed at zero. Thus on this piece, dy is zero 9 . So, our first
piece, = Γ xdy vanishes! Now, Γ2 is the line parallel to the Y-axis which joins
1
(1,0) to (1,1). Thus on this line, x is fixed at 1, while y varies from 0 to 1. Thus

; xdy
; xdy
; 1dy
y > 10
1

1

Γ Γ2 0

5. Do this one yourself!

9 Careful! The fact that the value of y is zero here is not important, what matters is the fact that it is a

constant.

20
 As expected, different paths starting and ending at the same points give you differ-
ent values. After all, these are line integrals and they should depend on the line!
Lest you begin to think that the only line integrals that we can do are ones that are
this simple, let’s work out something tougher! We introduced the concept of the line
integral with the example of work in mechanics - so let us try to calculate the work
done in a particular physical situation.

Example 4.2 The force of gravitation acting on a planet is given by Newton’s law of
gravitation
F6
 G 2 r̂
Mm
r
where r is the distance between the planet and the sun, r̂
@rr is the unit vector along the
radial direction (i.e. - the line joining the planet to the sun) and M  m are the masses
of the sun and the planet, respectively. As you know, the planet will in general move
along an ellipse with the sun at it’s focus under such a force. What we want to do is
slightly different. Let’s suppose that the planet is somehow made to move in an ellipse
with the sun at it’s center. Of course, this means that there has to be some other force
acting on the planet in addition to the pull of the sun 10 . Calculate the work done on
the planet by the sun as it moves from one end of the major axis to the other 11 .
Let’s use Cartesian coordinates to solve this problem. The equation of the planets
orbit is the well known
x2 y2

1
a2 b2
where we have placed the origin at the center of the ellipse. The sun, remember is at
 0  0  . The force of Gravitation in Cartesian coordinates is given by

F6

GMm
 3 xi yj
x2 y2  2 

The work done that we are trying to calculate is the line integral

W
;
 ;
GMm
F6 7 d r6 3 xi yjC7 dxi dyj
Γ Γ x2 y2  2  
 GMm

 ; xdx ydy
3
Γ x2 y2  2 

Remember, Γ stands for the semi-ellipse from  a  0  to  a  0  . There is a very very
simple way of working out this line integral - but let us pretend for the moment that we
are slightly stupid and do it the hard way!
10 Of course, you may have guessed that we trying to make life simple for us. Then why not take a circular
orbit centered around the sun and make life even simpler? After all, the circular orbit is possible under the
inverse-square force, so we don’t have to consider any extra forces to complicate the matter. Why we haven’t
done that is easy to see, however - the force then would always have been perpendicular to the displacement
. So, no work! We want things simple - but not that simple!
11 Remember, we are looking only for the work done by the sun’s gravitational force, not the net work

done on our hypothetical planet.

21
 As we have said, we have to reduce the line integral to an integral involving a single
variable, since that is the only thing we can do! Of course one can use the equation of
the ellipse to trade either of the two variables x or y in terms of the other, but what with
surds hanging around all over the place that may not look a very promising prospect!
A better way out would be to use the parametric equation of the ellipse

x
a cost
y
b sint

and write everything in terms of the one variable t. Then

xdx ydy
b2  a2  sint costdt

and noting that as you move from  a  0  to  a  0  the variable t changes from 0 to π ,
our line integral becomes
π
W
 GMm b2  a2  ;
sint cost
dt D 3
0
a2 cos2 t b2 sin2 t E 2

Once one realises that the sint costdt in the numerator is proportional to the differen-
tial of the factor a2 cos2 t b2 sin2 t in the denominator, it is really trivial to show that
the net work done by the sun in this case is zero!

Example 4.3 If we could somehow move the planet in a straight line from  a  0  to
 0  a  , how much work would have been done by the sun?
Once again, we pretend to be slightly stupid and go about things the long way! The
equation of the straight line path is

x y
a

and thus our integral can easily be written down in terms of the single variable x as

 2x  a
W
 GMm ;
0
dx 3
a  2x2  2xa a2  2

This integral, too, is rather easy to work out - do it! Also, work out the work done to
move the planet from  a  0  to  2a  a  along a straight line.

Having tired ourselves out with a few tough integrals, let’s try our hand out at
something that’s rather simple next!

Example 4.4 Calculate the integral = Γ  xdy ydx  , for each of the paths Γ used in the
first example. this time I am going to work out the the answer for two of the paths,
leaving the rest to you.

22
 1. For the path y
x the integral is

 xdy ydx 
; 2xdx
1

1
;
Γ 0

2. For the path y
x 2 the integral is

;  xdy ydx 
F;  x 7 2xdx x2 dx 
<; 3x2 dx
1

1 1

Γ 0 0

Try the other four paths - and you will find that they all give you an integral of 1.

The fact that you try out the integral for five different paths and it turns out to have
the same value for all the same is certainly not the same as a proof that the integral
actually is the same for all possible paths between (0,0) and (1,1). Having said that,
I am sure that you would be very surprised indeed if this turned out to be a mere
coincidence. In fact, this isn’t a coincidence, and the reason for this equality is quite
straightforward. After all, you should have already spotted a big difference in the two
differentials xdy and xdy ydx. While the first one is your ordinary, run off the mill
inexact differential - the second one belongs to that elite group - the exact differentials!
Once you see that xdy ydx
d  xy  - the penny drops. Of course, when you integrate
this along any path, you get
0 1  11
;  xdy ydx 
A; d  xy 
xy > 00 10  1011
1 7 1  0 7 0
1
Γ 0 0  01
So, try different paths as you might, as long as your path runs from  0  0  to  1  1  , you
are bound to get the same value, namely, 1.
You should also be able to spot the easy way of calculating the work done in the
calculations of gravitational work now. All I am going to say is that the differential
xdx ydy is 21 d x2 y2  and so F6 7 d r6 is an exact differential!

F6 7 d r6

xdx ydy
GMm
 GMm d G
y2 H
3
 x2 y2  2 x2

So the reason why the work done for the elliptic path vanishes has nothing to do with
the shape of the path, it’s because at the end of the path you land up at the same distance
from the sun as when you began!
Stating this result in general terms is easy. In general, the line integral can not be
calculated unless you know the line along which it is to be evaluated, and indeed, the
value of the line integral itself would depend on this line. However, if the differential
being integrated happens to be exact, the scenario shifts rapidly! Then, since there
exists a function F whose differential is being integrated, the integral merely becomes
the difference between the values of F at the final and the initial points! As a result,
the knowledge of the precise path along which this integral is to be carried out is no

23
longer necessary and the value of the line integral becomes independent of the path 12 .
Symbolically,
; dF
F  f  F  i 
f

i
As you can see, I have even dropped all mention of the path Γ on the left hand side of
the line integral - in anticipation of the fact that the value will depend only on the initial
and final points, not on how you go between them! So, even though a line integral is
supposed to depend on the line, it doesn’t happen that way when you are working with
exact differentials.
What about the converse? That is to say, if I find that the line integral turns out to
be independent of the path and depend only on the initial and final points, can I be sure
that the differential I am integrating is exact? Let’s say, the integral = i f Γ Mdx Ndy
turns out to be independent of the path Γ followed 13 .Then we can define a function F
at a ’point” x
 x  y  using

F  x 
<;
x
 Mdx Ndy 
x0  Γ

where x0
x0  y0  is an arbitrary fixed point where we have chosen our function to

be zero. This function is well defined, since the value of the line integral depends only
on the variable point x and not on the line taken from x 0 to reach x. Our job is to show
_
that the differential d f is nothing but the differential of this function. To show this, all
you have to do is to move the point x to a very close point x ∆x, and consider how
the function changes :
x  ∆x


x
F x ∆x F  x  ;  Mdx Ndy I ;  Mdx Ndy 
x0 x0
x  ∆x

;  Mdx Ndy 
x
 M  x  y  ∆x N  x  y  ∆y

Once you make the difference between the two points small enough, the approximation
becomes better and better, and so finally in the limit of ∆x J 0  ∆y J 0 we get

dF
Mdx Ndy

So our differential is the differential of a function, namely F, and hence is exact.

12 Of course, the path has to be one that joins the given initial point to the given final point for the line

integral to at all make sense. Again, the path has to be well behaved enough to allow the integral to be
defined. Being physicists, we will turn a blind eye towards this requirement, secure in the knowledge that
we will not tread on such troublesome paths!
13
We are once again going to prove this result for a two variable case. The proof for the general case is
easy to figure out from this. If you want some exercise, why don’t you try and work out the proof for three
variables?

24
Closed line integrals and exact differentials
We have already seen that the exact differentials are rather special when it comes to the
calculation of the line integral. In general line integrals do depend on the line along
which you evaluate them - the exception being the case when the differential being
integrated happens to be exact. This result can be stated in another way in terms of
the closed line integral which is nothing but a line integral which starts and ends at
the same point. To distinguish from any of your other plain line integrals, we use the
notation K for the integral sign of a closed integral. Of course, you have to specify the
contour, too, in general.
Take for example the first example in this section. Any pair of paths in that example
can help us define a closed path - you go from  0  0  to  1  1  along one of the paths,
come back along the other 14 . For example you can decide to go out along the path
Γ1 : y
x2 and come back along the path Γ 2 : y
! x. The value of the closed line
integral along Γ 1 L Γ2 is
M 0 1  11 0 0  01
xdy
; xdy ; xdy
Γ1 N Γ2 0 0  0 1 Γ1 0 1  11 Γ2

; 0 1  11 0 1  11
xdy  ; xdy
0 0  0 1 Γ1 0 0  01 Γ2

2 1
1

3 3 3
As you can see, you get a nonzero value for the closed line integral simply because
the to line integral pieces that go into it differ. So, if you are dealing with an exact
differential, for which the line integral is independent of the path taken, the closed line
integral vanishes! There is another way to see this. If you are dealing with an exact
differential dF then
; f
dF
F  f  F  i 
i
can be applied, but with a special proviso, the initial and final points are one and the
same! So there is no difference between F  f  and F  i  - and the closed line integral
vanishes.
Again, if you have a closed line integral that vanishes no matter which path is
involved, we can easily show that general line integrals involving the same differential
form will actually be path independent. The proof of this result is very simple one
you take a look at how the converse was proved. Given any two paths Γ 1 and Γ2
which begin and end at the same two points, respectively, we can cook up a closed path
simply by going along Γ 1 and coming back along Γ 2 . Since the net integral has to be
zero (for our differential form, closed line integrals always vanish - remember?), the
contributions from the two path have to cancel each other out. Thus the integral along
Γ2 , coming back, has to be the negative of that along Γ 1 , going out. But that means
14 Of course, you could elect to go out and come back along the same path. This would give you a closed

path, too. However, since the integral in the second half of the journey always cancels out the contribution
of the first half we always end up with a value zero for such a line integral - so it is not very interesting.

25
precisely that when they both go out from the same initial point to the same final point,
the integrals along Γ 1 and Γ2 have to be equal to each other!
We can see that exact differentials tie up rather well with the topic of line integrals.
To sum up the following statements are all equivalent to each other :
. Mdx Ndy is an exact differential
. The line integral = f  Mdx Ndy  is independent of the path Γ, and depends
iΓ
only on the initial and final points i and f
. The closed line integral K  Mdx Ndy  vanishes for every closed path 15 .
Γ

If you are wondering what all this is good for, let me remind you that we will be
dealing extensively with differentials in thermodynamics. For example, if a process is
carried out in very tiny steps, the work done, the heat absorbed, the change in temper-
ature, the change in internal energy, etc. etc. in each small step will all be very small
and we will denote them by differentials. The corresponding quantities for the whole
process, however, need not be small at all. We get them by adding together the huge
number of tiny contributions from these steps, which is precisely line integrating along
the particular process being carried out! Finally, quantities for which the the change is
not dependent on the path have a very important role to play . They are properties of
equilibrium states of a system and not of the history of how a system reached there. A
major part of our thermodynamics course will be spent in seeking out such properties.
In this search the properties of line integrals and exact differentials will play a vital
role.

5: A couple of important properties

In this section we are going to prove two theorems about partial derivatives which
are going to be very useful in our study of thermodynamics. They are especially im-
portant in thermodynamics, because here we regularly deal with several variables of
which only a few (and very often, just two) are independent.
Let there be three variables x  y and z , of which only two are independent.
Then, the following results hold
.   
∂x ∂y ∂z
 1 (5.21)
∂y z ∂z  x ∂x y
. 
∂x
1
(5.22)
∂y z
∂y
∂x z

15 Remember all these statement work perfectly well with more than two variables.

26
To prove these results we note that x can be written as a function of y and z and hence,
 
∂x ∂x
dx
dy dz (5.23-a)
∂y z ∂z  y

Again, we could just as well say that y is a function of x and z, leading to

 
∂y ∂y
dy
dx dz (5.23-b)
∂x z ∂z  x

We can take the expression for dy from (5.23-b) in (5.23-a) to get

   

∂x ∂y ∂y ∂x
dx dx dz dz
∂y z  ∂x z ∂z  x  ∂z  y
    

∂x ∂y PO ∂x ∂y ∂x
dx dz
∂y z ∂x z ∂y  z ∂z  x ∂z  yQ

Now, we have a relation which involves only two differentials, and they are differentials
of independent variables! So, for example, we can change x without changing z and
thus end up in a situation where dx is nonzero while dz is zero. This leads to
 
∂x ∂y
1
∂y z ∂x z

and similarly   
∂x ∂y ∂x
0
∂y z ∂z  x ∂z  y

The first of these gives (5.22) 16 while the second, after a very simple manipulation
leads to (5.21).

16 Remember the situation with ∂ x and ∂ r ? The simple rule from ordinary derivatives did not hold in that
∂r ∂x
case - but it is working here! The sole reason for the trouble there was that different quantities were being
held fixed while evaluating those derivatives - whereas here both ∂∂ xy and ∂∂ yx are at constant z.

27