AMS 210 NOTE 1 A.O.

SANGOTOLA

Preliminary
Some standard differentials
𝑦 = 𝑓(𝑥) 𝑑𝑦
= 𝑓′(𝑥)
𝑑𝑥
𝑘 (𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡) 0
𝑥𝑛 𝑛𝑥 𝑛−1
𝑒𝑥 𝑒𝑥
𝑒 𝑘𝑥 𝑘𝑒 𝑘𝑥
𝑎𝑥 𝑎 𝑥 𝐼𝑛 𝑎
sin 𝑥 cos 𝑥
sin 𝑘𝑥 𝑘 cos 𝑘𝑥
cos 𝑥 − sin 𝑥
cos 𝑘𝑥 −𝑘 sin 𝑘𝑥
tan 𝑥 𝑠𝑒𝑐 2 𝑥
tan 𝑘𝑥 𝑘𝑠𝑒𝑐 2 𝑘𝑥
sec 𝑥 sec 𝑥 tan 𝑥
sec 𝑘𝑥 𝑘 sec 𝑘𝑥 tan 𝑘𝑥
csc 𝑥 − csc 𝑥 tan 𝑥
csc 𝑘𝑥 −𝑘 csc 𝑘𝑥 cot 𝑘𝑥
cot 𝑥 −𝑐𝑜𝑠𝑒𝑐 2 𝑥
cot 𝑘𝑥 −𝑘𝑐𝑜𝑠𝑒𝑐 2 𝑘𝑥
𝐼𝑛𝑥 1
𝑥
𝐼𝑛 𝑘𝑥 1
𝑥
sin−1 𝑥 1
√1 − 𝑥 2
cos−1 𝑥 1
−
√1 − 𝑥 2
tan−1 𝑥 1
1 + 𝑥2

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AMS 210 NOTE 1 A.O. SANGOTOLA

Module 1
Function of several variables
1.1 Introduction to multivariate functions
A function of several variables is of the form 𝑓: ℝ𝑛 → ℝ where 𝑛 is the number of independent
variables.
𝑧 is called a function of two variables 𝑥 and 𝑦 if 𝑧 produces a definite value for every pair of 𝑥
and 𝑦. It is written as 𝑧 = 𝑓(𝑥, 𝑦).
Example
The function 𝑓: ℝ2 → ℝ defined by 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦𝑠𝑖𝑛𝑥 is a function of two variables

The function 𝑓: ℝ3 → ℝ defined by 𝑓(𝑥1 , 𝑥2 , 𝑥3 ) = √𝑥12 + 𝑥22 + 𝑥32 is a function of three

variables
1.2 Domain of functions
The domain of a function is the set of input values for which a function is defined. It is the
largest set where the function makes sense.
Example

. Find the domain of the function 𝑓(𝑥, 𝑦) = √4 − 𝑥 2 − 𝑦 2

Solution
The domain of the function is set of all (𝑥, 𝑦) for which 4 − 𝑥 2 − 𝑦 2 ≥ 0
𝑥2 + 𝑦2 ≤ 4
Example
Find the domain of ln(1 − 𝑥𝑦)
Solution
The domain of the function is set of all (𝑥, 𝑦) for which 1 − 𝑥𝑦 > 0
𝑥𝑦 > −1

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1.3 Limits of functions

We say that 𝑓(𝑥, 𝑦) approaches the limit 𝐿 as the point (𝑥, 𝑦) approaches the point (𝑎, 𝑏)if we
can make 𝑓(𝑥, 𝑦) as close as we want to 𝐿 by taking (𝑥, 𝑦) close enough to (𝑎, 𝑏) but not equal
to it. It is written as
lim 𝑓(𝑥, 𝑦) = 𝐿
(𝑥,𝑦)→(𝑎,𝑏)

Theorem
Let 𝐿, 𝑀 and 𝑐 be real numbers and Let
lim 𝑓(𝑥, 𝑦) = 𝐿 and
(𝑥,𝑦)→(𝑎,𝑏)
lim 𝑔(𝑥, 𝑦) = 𝑀
(𝑥,𝑦)→(𝑎,𝑏)

(1) obvious limit

lim 𝑐=𝑐
(𝑥,𝑦)→(𝑎,𝑏)

lim 𝑥=𝑎
(𝑥,𝑦)→(𝑎,𝑏)

lim 𝑦=𝑏
(𝑥,𝑦)→(𝑎,𝑏)

(2) Sum and difference of limit

lim [𝑓(𝑥, 𝑦) ± 𝑔(𝑥, 𝑦)] = 𝐿 ± 𝑀
(𝑥,𝑦)→(𝑎,𝑏)

(3) Constant Multiple rule.

lim [𝑐𝑓(𝑥, 𝑦)] = 𝑐𝐿
(𝑥,𝑦)→(𝑎,𝑏)

(4) Product rule

lim [𝑓(𝑥, 𝑦)𝑔(𝑥, 𝑦)] = 𝐿𝑀
(𝑥,𝑦)→(𝑎,𝑏)

(5) Quotient rule

𝑓(𝑥,𝑦) 𝐿
lim [𝑔(𝑥,𝑦)] = 𝑀 provided that 𝑀 ≠ 0
(𝑥,𝑦)→(𝑎,𝑏)

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AMS 210 NOTE 1 A.O. SANGOTOLA

Evaluating limits
For 𝑧 = 𝑓(𝑥, 𝑦), there are infinitely many curves along which one can approach (𝑎, 𝑏). If all
these limits coincide then 𝑓(𝑥, 𝑦) has a limit at (𝑎, 𝑏).
Example
3𝑥 2 𝑦
Evaluate lim
(𝑥,𝑦)→(1,2) 𝑥 2 +𝑦2 +5

Solution
3𝑥 2 𝑦 3𝑥 2 𝑦 6𝑥 2 3
lim 2 2
= lim [lim 2 2
] = lim 2
=
(𝑥,𝑦)→(1,2) 𝑥 + 𝑦 + 5 𝑥→1 𝑦→2 𝑥 + 𝑦 + 5 𝑥→1 𝑥 + 9 5

3𝑥 2 𝑦 3𝑥 2 𝑦 3𝑦 3
lim 2 2
= lim [lim 2 2
] = lim 2 =
(𝑥,𝑦)→(1,2) 𝑥 + 𝑦 + 5 𝑦→2 𝑥→1 𝑥 + 𝑦 + 5 𝑦→2 𝑦 + 6 5

3𝑥 2 𝑦 3𝑥 2 (2𝑥) 6𝑥 3 3
lim = lim = lim =
(𝑥,𝑦)→(1,2) 𝑥 2 + 𝑦 2 + 5 𝑥→1 𝑥 2 + (2𝑥)2 + 5 𝑥→1 𝑥 2 + 4𝑥 2 + 5 5
Example
𝑥𝑦 2
Show that lim does not exist
(𝑥,𝑦)→(0,0) 𝑥 2 +𝑦4

Solution
𝑥𝑦 2 𝑥𝑦 2
lim = lim [lim ] = lim 0 = 0
(𝑥,𝑦)→(0,0) 𝑥 2 + 𝑦 4 𝑥→0 𝑦→0 𝑥 2 + 𝑦 4 𝑥→0

𝑥𝑦 2 𝑥𝑦 2
lim = lim [lim ] = lim 0 = 0
(𝑥,𝑦)→(0,0) 𝑥 2 + 𝑦 4 𝑦→0 𝑥→0 𝑥 2 + 𝑦 4 𝑦→0

𝑥𝑦 2 (𝑦 2 )(𝑦 2 ) 𝑦4 1 1
lim = lim = lim = lim =
(𝑥,𝑦)→(0,0) 𝑥 2 + 𝑦 4 𝑦→0 (𝑦 2 )2 + 𝑦 4 𝑦→0 𝑦 4 + 𝑦 4 𝑦→0 2 2
𝑥𝑦 2
Since the limit is not unique, lim does not exist.
(𝑥,𝑦)→(0,0) 𝑥 2 +𝑦 4

1.4 Continuity of functions

A function 𝑓(𝑥, 𝑦) is said to be continuous at (𝑎, 𝑏) if
(i) lim 𝑓(𝑥, 𝑦) exists
(𝑥,𝑦)→(𝑎,𝑏)

(ii) 𝑓(𝑎, 𝑏) exists

(iii) lim 𝑓(𝑥, 𝑦) = 𝑓(𝑎, 𝑏).
(𝑥,𝑦)→(𝑎,𝑏)

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AMS 210 NOTE 1 A.O. SANGOTOLA

Example
𝑥 2 −𝑦 2
𝑖𝑓(𝑥, 𝑦) ≠ (0,0)
Check if 𝑓(𝑥, 𝑦) = { 𝑥 2 +𝑦 2 is continuous at (0,0).
0 𝑖𝑓 (𝑥, 𝑦) = (0,0)

Solution
𝑥2 − 𝑦2 𝑥2 − 𝑦2 −𝑦 2
lim = lim [lim ] = lim = lim − 1 = −1
(𝑥,𝑦)→(0,0) 𝑥 2 + 𝑦 2 𝑦→0 𝑥→0 𝑥 2 + 𝑦 2 𝑦→0 𝑦 2 𝑦→0

𝑥2 − 𝑦2 𝑥2 − 𝑦2 𝑥2
lim = lim [lim ] = lim = lim 1 = 1
(𝑥,𝑦)→(0,0) 𝑥 2 + 𝑦 2 𝑥→0 𝑦→0 𝑥 2 + 𝑦 2 𝑥→0 𝑥 2 𝑦→0

𝑥 2 −𝑦 2
lim does not exist.
(𝑥,𝑦)→(0,0) 𝑥 2 +𝑦 2

𝑓(0,0) = 0.
𝑥 2 −𝑦 2
𝑓(𝑥, 𝑦) is not continuous at (0,0) since lim does not exist.
(𝑥,𝑦)→(0,0) 𝑥 2 +𝑦 2

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AMS 210 NOTE 1 A.O. SANGOTOLA

Module 2
Partial derivatives
2.1 Introduction to partial derivative
The basic idea of a partial derivative is to differentiate derivative story. with respect to one
variable while holding all the others constant
Let 𝑧 = 𝑓(𝑥, 𝑦) be functions of two independent variables 𝑥 and 𝑦. If you keep 𝑦 constant and 𝑥
varies then 𝑧 becomes a function of 𝑥 only. The derivative of 𝑧 with respect to 𝑥 keeping 𝑦
constant is called partial derivative of 𝑧 with respect to 𝑥 and it is denoted by
𝜕𝑧 𝜕𝑓
, or 𝑓𝑥 .
𝜕𝑥 𝜕𝑥

The first partial derivative of 𝑓(𝑥, 𝑦) with respect to the variables 𝑥 and 𝑦 denoted by 𝑓𝑥 and 𝑓𝑦
respectively are given by
𝑓(𝑥 + ℎ, 𝑦) − 𝑓(𝑥, 𝑦)
𝑓𝑥 = lim
ℎ→0 ℎ
𝑓(𝑥, 𝑦 + 𝑘) − 𝑓(𝑥, 𝑦)
𝑓𝑦 = lim
𝑘→0 𝑘
Provided the limits exist.
Example
𝜕𝑓 𝜕𝑓
If 𝑓(𝑥, 𝑦) = sin(2𝑥 + 3𝑦), evaluate 𝜕𝑥 and 𝜕𝑦

Solution
𝜕𝑓
= 2cos(2𝑥 + 3𝑦)
𝜕𝑥
𝜕𝑓
= 3cos(2𝑥 + 3𝑦)
𝜕𝑦
Example
𝜕𝑧 𝜕𝑧 1
Determine 𝜕𝑥 and 𝜕𝑦 if 𝑧 =
√𝑥 2 +𝑦2

Solution
1 1
𝑧= = (𝑥 2 +𝑦 2 )−2
√𝑥 2 +𝑦 2
𝜕𝑧 1 3 3 −𝑥
= (− ) (𝑥 2 +𝑦 2 )−2 (2𝑥) = −𝑥(𝑥 2 +𝑦 2 )−2 =
𝜕𝑥 2 √(𝑥 2 +𝑦 2 )3

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AMS 210 NOTE 1 A.O. SANGOTOLA

𝜕𝑧 1 3 3 −𝑦
= (− ) (𝑥 2 +𝑦 2 )−2 (2𝑦) = −𝑦(𝑥 2 +𝑦 2 )−2 =
𝜕𝑥 2 √(𝑥 2 +𝑦 2 )3

2.2 Second and higher order derivative.

𝜕 2𝑓 𝜕 𝜕𝑓
𝑓𝑥𝑥 = 2 = ( )
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕 2𝑓 𝜕 𝜕𝑓
𝑓𝑥𝑦 = = ( )
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕 2𝑓 𝜕 𝜕𝑓
𝑓𝑦𝑥 = = ( )
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥
𝜕 2𝑓 𝜕 𝜕𝑓
𝑓𝑦𝑦 = = ( )
𝜕𝑦 2 𝜕𝑦 𝜕𝑦
𝑓𝑥𝑦 and 𝑓𝑦𝑥 are mixed second partial derivatives.

Equality of mixed partial derivatives

Theorem. Let f be a function of two variables. If 𝑓𝑥𝑦 and 𝑓𝑦𝑥 are continuous on some open disc,
then 𝑓𝑥𝑦 =𝑓𝑦𝑥 on that disc.

Example
𝜕2 𝑧 𝜕2 𝑧
Show that when , 𝑧 = 𝑒 −𝑡 sin 𝜃, + 𝜕𝜃2 = 0
𝜕𝑡 2

Solution
𝜕𝑧 𝜕 2𝑧
= −𝑒 −𝑡 sin 𝜃, 2 = 𝑒 −𝑡 sin 𝜃
𝜕𝑡 𝜕𝑡
Likewise,
𝜕𝑧 𝜕 2𝑧
= 𝑒 −𝑡 cos 𝜃, 2 = −𝑒 −𝑡 sin 𝜃
𝜕𝜃 𝜕𝜃
Hence,
𝜕 2𝑧 𝜕 2𝑧
+ = 𝑒 −𝑡 sin 𝜃 − 𝑒 −𝑡 sin 𝜃 = 0
𝜕𝑡 2 𝜕𝜃 2

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AMS 210 NOTE 1 A.O. SANGOTOLA

2.3 Chain rule

Theorem 1:
Suppose that 𝑧 = 𝑓(𝑥, 𝑦), 𝑓 is differentiable, 𝑥 = 𝑔(𝑡), and 𝑦 = ℎ(𝑡). Assuming that the
relevant derivatives exist,
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡

Example

𝑑𝑧
Find if 𝑧 = sin(𝑥 2 +𝑦 2 ) , 𝑥 = 𝑡 2 + 3, 𝑦 = 𝑡 3
𝑑𝑡

Solution
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= + = 2𝑥 cos(𝑥 2 +𝑦 2 )(2𝑡) + 2𝑦 cos(𝑥 2 +𝑦 2 )(3𝑡 2 )
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡

= (4𝑥𝑡 + 6𝑦𝑡 2 ) cos(𝑥 2 +𝑦 2 )

Theorem 2:
If 𝑧 = 𝑓(𝑥, 𝑦) and 𝑥 and 𝑦 are also functions of 𝑢 and 𝑣, then 𝑧 = 𝑓(𝑢, 𝑣).

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣

Likewise,

𝜕 2𝑧 𝜕 𝜕𝑧
= ( )
𝜕𝑢2 𝜕𝑢 𝜕𝑢

𝜕 2𝑧 𝜕 𝜕𝑧
= ( )
𝜕𝑣 2 𝜕𝑣 𝜕𝑣

(The rules of derivatives follow in the simplification)

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Example
𝜕𝑧 𝜕𝑧
(1) If 𝑧 = 𝑥 2 + 𝑦 2 where 𝑥 = 𝑟𝑐𝑜𝑠 𝜃 and 𝑦 = 𝑟𝑠𝑖𝑛 𝜃. Obtain 𝜕𝑟 and 𝜕𝜃

Solution
𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑥 𝜕𝑥
= 2𝑥, 𝜕𝑟 = 𝑐𝑜𝑠 𝜃, 𝜕𝑦 = 2𝑦, 𝜕𝑟 = 𝑠𝑖𝑛 𝜃, 𝜕𝜃 = −𝑟𝑠𝑖𝑛 𝜃, 𝜕𝜃 = 𝑟𝑐𝑜𝑠 𝜃
𝜕𝑥

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= + = 2𝑥𝑐𝑜𝑠𝜃 + 2𝑦𝑠𝑖𝑛𝜃 = 2(𝑥𝑐𝑜𝑠𝜃 + 𝑦𝑠𝑖𝑛𝜃)
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= 𝜕𝑥 𝜕𝜃 + 𝜕𝑦 𝜕𝜃 = −2𝑟𝑥𝑠𝑖𝑛𝜃 + 2𝑟𝑦𝑐𝑜𝑠𝜃 = 2𝑟(𝑦𝑐𝑜𝑠𝜃 − 𝑥𝑠𝑖𝑛𝜃).
𝜕𝜃

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
(2) If 𝑧 = 𝑓(𝑥, 𝑦), 𝑥 = 𝑒 𝑢 cos 𝑣 and 𝑦 = 𝑒 𝑢 sin 𝑣, show that + 𝜕𝑣2 = (𝑥 2 + 𝑦 2 ) (𝜕𝑥 2 +
𝜕𝑢2
𝜕2 𝑧
).
𝜕𝑦 2

Solution
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝑢 𝜕𝑧 𝑢 𝜕𝑧 𝜕𝑧
= + = (𝑒 cos 𝑣) + (𝑒 sin 𝑣) = 𝑥 + 𝑦
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧 𝑢 𝜕𝑧 𝜕𝑧
= + = (−𝑒 𝑢 𝑠𝑖𝑛 𝑣) + (𝑒 𝑐𝑜𝑠 𝑣) = −𝑦 + 𝑥
𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕 2𝑧 𝜕 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑧 𝜕 𝜕𝑧
2
= ( )= (𝑥 + 𝑦 )=𝑥 +𝑥 ( )+ 𝑦 +𝑦 ( )
𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑦 𝜕𝑢 𝜕𝑦
𝜕 2𝑧 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑧 𝜕 𝜕𝑧
2
=𝑥 +𝑥 ( )+ 𝑦 +𝑦 ( )
𝜕𝑢 𝜕𝑥 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑦 𝜕𝑢
𝜕 2𝑧 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑧
= 𝑥 + 𝑥 (𝑥 + 𝑦 ) + 𝑦 + 𝑦 (𝑥 + 𝑦 )
𝜕𝑢2 𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕 2𝑧 𝜕𝑧 2
𝜕 2𝑧 𝜕 2𝑧 𝜕𝑧 𝜕 2𝑧 2
𝜕 2𝑧
= 𝑥 + 𝑥 + 𝑥𝑦 + 𝑦 + 𝑥𝑦 + 𝑦
𝜕𝑢2 𝜕𝑥 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑥𝜕𝑦 𝜕𝑥 2
Therefore,
𝜕 2𝑧 𝜕𝑧 2
𝜕 2𝑧 𝜕 2𝑧 𝜕𝑧 2
𝜕 2𝑧
= 𝑥 + 𝑥 + 2𝑥𝑦 + 𝑦 +𝑦
𝜕𝑢2 𝜕𝑥 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑥 2
Similarly,
𝑥 = 𝑒 𝑢 cos 𝑣 and 𝑦 = 𝑒 𝑢 sin 𝑣

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AMS 210 NOTE 1 A.O. SANGOTOLA

𝜕 2𝑧 𝜕 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑧 𝜕 𝜕𝑧
= ( ) = (−𝑦 + 𝑥 ) = −𝑥 − 𝑦 ( ) − 𝑦 + 𝑥 ( )
𝜕𝑣 2 𝜕𝑣 𝜕𝑣 𝜕𝑣 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑦 𝜕𝑣 𝜕𝑦
𝜕 2𝑧 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑧 𝜕 𝜕𝑧
= −𝑥 − 𝑦 ( ) − 𝑦 + 𝑥 ( )
𝜕𝑣 2 𝜕𝑥 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑦 𝜕𝑣
𝜕 2𝑧 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕 𝜕𝑧 𝜕𝑧
= −𝑥 − 𝑦 (−𝑦 + 𝑥 ) − 𝑦 + 𝑥 (−𝑦 + 𝑥 )
𝜕𝑣 2 𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕 2𝑧 𝜕𝑧 2
𝜕 2𝑧 𝜕 2𝑧 𝜕𝑧 𝜕 2𝑧 2
𝜕 2𝑧
= −𝑥 +𝑦 − 𝑥𝑦 − 𝑦 − 𝑥𝑦 +𝑥
𝜕𝑣 2 𝜕𝑥 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑥𝜕𝑦 𝜕𝑥 2
Therefore,
𝜕 2𝑧 𝜕𝑧 2
𝜕 2𝑧 𝜕 2𝑧 𝜕𝑧 2
𝜕 2𝑧
= −𝑥 +𝑦 − 2𝑥𝑦 − 𝑦 +𝑥
𝜕𝑣 2 𝜕𝑥 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑥 2
Hence,
𝜕 2𝑧 𝜕 2𝑧 2
𝜕 2𝑧 2
𝜕 2𝑧 2
𝜕 2𝑧 2
𝜕 2𝑧
+ = 𝑥 +𝑦 + 𝑦 +𝑥
𝜕𝑢2 𝜕𝑣 2 𝜕𝑥 2 𝜕𝑥 2 𝜕𝑥 2 𝜕𝑥 2
𝜕 2𝑧 𝜕 2𝑧 2 2)
𝜕 2𝑧 𝜕 2𝑧
+ = (𝑥 + 𝑦 ( + ).
𝜕𝑢2 𝜕𝑣 2 𝜕𝑥 2 𝜕𝑦 2

2.4 Total differentials

The total differential, 𝑑𝑧, of 𝑧 = 𝑓(𝑥, 𝑦) is given by the sum of the separate partial derivative of
𝑧.
𝜕𝑧 𝜕𝑧
𝑑𝑧 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
Example
If 𝑧 = 𝑥 2 𝑦 3 + 2𝑥𝑦, determine the total differential, 𝑑𝑧.
Solution
𝜕𝑧 𝜕𝑧
𝑑𝑧 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
𝑑𝑧 = (2𝑥𝑦 3 + 2𝑦)𝑑𝑥 + (3𝑥 2 𝑦 2 + 2𝑥)𝑑𝑦

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AMS 210 NOTE 1 A.O. SANGOTOLA

2.5 Small changes

It is often useful to find an approximate value for the change (or error) of a quantity caused by
small changes (or errors) in the variables associated with the quantity. If 𝑧 = 𝑓(𝑥, 𝑦) and 𝛿𝑥 and
𝛿𝑦 denote small changes in 𝑥 and 𝑦 respectively. The corresponding approximate change 𝛿𝑧 in
𝑧 is obtained by
𝜕𝑧 𝜕𝑧
𝛿𝑧 ≈ 𝛿𝑥 + 𝛿𝑦
𝜕𝑥 𝜕𝑦
Example
(1) Pressure 𝑝 and volume 𝑉 of a gas are connected by the equation 𝑝𝑉 1.4 = 𝑘. Determine the
approximate percentage error in 𝑘 when the pressure is increased by 4% and the volume is
decreased by 1.5%.
Solution
𝜕𝑘 𝜕𝑘
𝛿𝑘 ≈ 𝛿𝑝 + 𝛿𝑉
𝜕𝑝 𝜕𝑉
𝜕𝑘 𝜕𝑘
Since 𝑘 = 𝑝𝑉 1.4 then 𝜕𝑝 = 𝑉 1.4 and 𝜕𝑉 = 1.4𝑝𝑉 0.4
4
Since the pressure is increased by 4%, the change in pressure, 𝛿𝑝 = 100 × 𝑝 = 0.04𝑝
−1.5
Since the volume is decreased by 1.5%, the change in volume 𝛿𝑉 = × 𝑉 = −0.015𝑉
100

Hence the approximate error in 𝑘

𝛿𝑘 ≈ 𝑉 1.4 (0.04𝑝) + (1.4𝑝𝑉 0.4 )(−0.015𝑉) = 𝑝𝑉 1.4 [0.04 − 1.4(0.015)] = 𝑝𝑉 1.4 [0.019]
1.9
= 𝑘
100
The approximate error in k is a 1.9% increase

𝑏𝑙3
(2) The second moment of area of a rectangle is given by 𝐼 = . If 𝑏 and 𝑙 are measured as 40
3
mm and 90 mm respectively and the measurement errors are −5 mm in 𝑏 and +8 mm in 𝑙, find
the approximate error in the calculated value of 𝐼.
Solution
𝜕𝐼 𝜕𝐼
𝛿𝐼 ≈ 𝛿𝑏 + 𝛿𝑙
𝜕𝑏 𝜕𝑙
𝑏𝑙3 𝜕𝐼 𝑙3 𝜕𝐼
Since 𝐼 = then 𝜕𝑏 = and 𝜕𝑙 = 𝑏𝑙 2
3 3

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AMS 210 NOTE 1 A.O. SANGOTOLA

𝛿𝑏 = −5, 𝛿𝑙 = 8
Hence
𝑙3
𝛿𝐼 ≈ ( ) (−5) + (𝑏𝑙 2 )(−5)
3
Since b = 40 mm and l = 90 mm then
903
𝛿𝐼 ≈ ( ) (−5) + (40)(902 )(8)
3

= 1377000𝑚𝑚4 = 137.7𝑐𝑚4
Hence the approximate error in the calculated value of I is a 137.7 cm4 increase.

2.6 Implicit partial differentiation

We say that variables 𝑥, 𝑦 and 𝑧 are related implicitly if they depend on each other by an
equation of the form 𝐹(𝑥, 𝑦, 𝑧) = 0.
Example
The points on a sphere centered at the origin with radius 3 are related by the equation 𝑥 2 + 𝑦 2 +
𝑧 2 − 9 = 0.
𝜕𝑧 𝐹 𝜕𝑧 𝐹𝑦
= − 𝐹𝑥 , 𝜕𝑦 = − 𝐹 ⋯
𝜕𝑥 𝑧 𝑧

Example
𝜕𝑧
Given that 𝑥 2 + 𝑦 2 + 𝑧 2 = 1, evaluate 𝜕𝑥

Solution
𝜕𝑧 𝐹𝑥 2𝑥 𝑥
=− =− =
𝜕𝑥 𝐹𝑧 2𝑧 𝑧
Partial derivative of implicit function by Jacobian.
Jacobian
If 𝑢 and 𝑣 are functions of two independent variables 𝑥 and 𝑦, then determinant
𝜕𝑢 𝜕𝑢
𝜕(𝑢, 𝑣) 𝜕𝑥 𝜕𝑦|
𝐽= = ||
𝜕(𝑥, 𝑦) 𝜕𝑣 𝜕𝑣 |
𝜕𝑥 𝜕𝑦

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AMS 210 NOTE 1 A.O. SANGOTOLA

is called the Jacobian of 𝑢 and 𝑣 with respect to variables 𝑥 and 𝑦

Example
If 𝑥 = 𝑟 cos 𝜃 and 𝑦 = 𝑟 sin 𝜃. Find the Jacobian of 𝑥 and 𝑦 with respect to 𝑟 and 𝜃.
Solution
𝜕𝑥 𝜕𝑥
𝜕(𝑥, 𝑦)
𝐽= = | 𝜕𝑟 𝜕𝜃|
𝜕(𝑟, 𝜃) 𝜕𝑦 𝜕𝑦
𝜕𝑟 𝜕𝜃
𝜕(𝑥, 𝑦) cos 𝜃 −𝑟 sin 𝜃
𝐽= =| |=𝑟
𝜕(𝑟, 𝜃) sin 𝜃 𝑟 cos 𝜃
Given
𝑓1 (𝑥, 𝑦, 𝑢, 𝑣) = 0
𝑓2 (𝑥, 𝑦, 𝑢, 𝑣) = 0
𝜕(𝑓1 ,𝑓2 )
𝜕𝑢 − 𝜕(𝑥,𝑣)
= ⁄𝜕(𝑓1 ,𝑓2 ,)
𝜕𝑥
𝜕(𝑢,𝑣)

1 𝜕(𝑓1 , 𝑓2 )
=−
𝐽 𝜕(𝑥, 𝑣)
Likewise,
𝜕𝑣 1 𝜕(𝑓1 , 𝑓2 )
=−
𝜕𝑥 𝐽 𝜕(𝑢, 𝑥)
𝜕𝑢 1 𝜕(𝑓1 , 𝑓2 )
=−
𝜕𝑦 𝐽 𝜕(𝑦, 𝑣)
𝜕𝑣 1 𝜕(𝑓1 , 𝑓2 )
=−
𝜕𝑦 𝐽 𝜕(𝑢, 𝑦)
Example

𝜕𝑢
If the equation 𝑥 = 𝑢2 + 𝑣 2 and 𝑦 = 𝑢𝑣 are solved in terms of 𝑥ans 𝑦. Evaluate 𝜕𝑥 .

Solution
𝑓1 (𝑥, 𝑦, 𝑢, 𝑣) = 𝑢2 + 𝑣 2 − 𝑥 = 0
𝑓2 (𝑥, 𝑦, 𝑢, 𝑣) = 𝑢𝑣 − 𝑦 = 0

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AMS 210 NOTE 1 A.O. SANGOTOLA

𝜕(𝑓1 ,𝑓2 )
𝜕𝑢 − 𝜕(𝑥,𝑣)
= ⁄𝜕(𝑓1 ,𝑓2 ,)
𝜕𝑥
𝜕(𝑢,𝑣)

1 𝜕(𝑓1 , 𝑓2 )
=−
𝐽 𝜕(𝑥, 𝑣)

𝜕𝑓1 𝜕𝑓1
𝜕(𝑓1 , 𝑓2 ) 𝜕𝑣 | = |2𝑢 2𝑣
𝐽= = | 𝜕𝑢 | = 2𝑢2 − 2𝑣 2
𝜕(𝑢, 𝑣) 𝜕𝑓2 𝜕𝑓2 𝑣 𝑢
𝜕𝑢 𝜕𝑣
𝜕𝑓1 𝜕𝑓1
𝜕(𝑓1 , 𝑓2 ) 𝜕𝑣 | = |−1 2𝑣
𝐽= = | 𝜕𝑥 | = −𝑢
𝜕(𝑥, 𝑣) 𝜕𝑓2 𝜕𝑓2 0 𝑢
𝜕𝑥 𝜕𝑣
Therefore,
𝜕𝑢 1 𝑢
=− 2 2
× (−𝑢) =
𝜕𝑥 2𝑢 − 2𝑣 2(𝑢 − 𝑣 2 )
2

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AMS 210 NOTE 1 A.O. SANGOTOLA

Module 3
Application of Partial derivative
3.1 Taylor’s series expansion
The Taylor’s series expansion of 𝑓(𝑥, 𝑦) about (𝑎, 𝑏) is
𝑓(𝑥, 𝑦) = 𝑓(𝑎, 𝑏) + 𝑓𝑥 (𝑥 − 𝑎) + 𝑓𝑦 (𝑦 − 𝑏) +
1
[𝑓 (𝑥 − 𝑎)2 + 2𝑓𝑥𝑦 (𝑥 − 𝑎)(𝑦 − 𝑏) + 𝑓𝑦𝑦 (𝑦 − 𝑏)2 ] + ⋯
2! 𝑥𝑥
Where all the derivatives are evaluated at (𝑎, 𝑏).
Example
Find the Taylor’s polynomial of degree 2 in powers of 𝑥 and 𝑦 for the function 𝑓(𝑥, 𝑦) = 𝑒 𝑥−2𝑦 .
Solution
Since we are not given (𝑎, 𝑏) in the question, we will take it to be (0, 0). Hence the formula
1
becomes 𝑓(𝑥, 𝑦) = 𝑓(0,0) + 𝑓𝑥 (𝑥 − 0) + 𝑓𝑦 (𝑦 − 0) + [𝑓𝑥𝑥 (𝑥 − 0)2 + 2𝑓𝑥𝑦 (𝑥 − 0)(𝑦 − 0) +
2!
𝑓𝑦𝑦 (𝑦 − 0)2 ]

(0,0)

𝑓(𝑥, 𝑦) 𝑒 𝑥−2𝑦 1
𝑓𝑥 𝑒 𝑥−2𝑦 1
𝑓𝑦 −2𝑒 𝑥−2𝑦 −2

𝑓𝑥𝑥 𝑒 𝑥−2𝑦 1
𝑓𝑥𝑦 −2𝑒 𝑥−2𝑦 −2

𝑓𝑦𝑦 4𝑒 𝑥−2𝑦 4

Substituting above into the Taylor’s series formula gives

1 2
𝑓(𝑥, 𝑦) = 1 + 𝑥 − 2𝑦 + [𝑥 − 4𝑥𝑦 + 4𝑦 2 ]
2!
1
𝑓(𝑥, 𝑦) = 𝑒 𝑥−2𝑦 = 1 + 𝑥 − 2𝑦 + 𝑥 2 − 2𝑥𝑦 + 2𝑦 2
2
Example
sin 𝑥
Find the Taylor’s polynomial of degree 2 in powers of 𝑥 and 𝑦 for the function 𝑓(𝑥, 𝑦) = 𝑦
𝜋
near (2 , 1).

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AMS 210 NOTE 1 A.O. SANGOTOLA

Solution
𝜋 𝜋
𝑓(𝑥, 𝑦) = 𝑓 ( , 1) + 𝑓𝑥 (𝑥 − ) + 𝑓𝑦 (𝑦 − 1) +
2 2
1 𝜋 2 𝜋
[𝑓𝑥𝑥 (𝑥 − ) + 2𝑓𝑥𝑦 (𝑥 − ) (𝑦 − 1) + 𝑓𝑦𝑦 (𝑦 − 1)2 ]
2! 2 2
𝜋
( , 1)
2
𝑓(𝑥, 𝑦) sin 𝑥 1
𝑦
𝑓𝑥 cos 𝑥 0
𝑦
𝑓𝑦 sin 𝑥 −1
−
𝑦2
𝑓𝑥𝑥 sin 𝑥 −1
−
𝑦
𝑓𝑥𝑦 cos 𝑥 0
−
𝑦2
𝑓𝑦𝑦 2 sin 𝑥 2
𝑦3

Substituting above into the Taylor’s series formula gives

1 𝜋 2
𝑓(𝑥, 𝑦) = 1 + 0 − (𝑦 − 1) + + [− (𝑥 − ) + 0 + 2(𝑦 − 1)2 ]
2! 2
1 𝜋 2
𝑓(𝑥, 𝑦) = 2 − 𝑦 − 2 (𝑥 − 2 ) +(𝑦 − 1)2

3.2 Maxima and minima of functions of two variables (Unconstrained Optimization)

Definition (local maximum). A function f of two variables is said to have a relative (local)
maximum at a point (𝑎, 𝑏) if there is a disc centred at (𝑎, 𝑏) such that 𝑓(𝑎, 𝑏) ≥ 𝑓(𝑥, 𝑦) for all
points (𝑥, 𝑦)that lie inside the disc.
Definition (local minimum). A function f of two variables is said to have a relative (local)
minimum at a point (𝑎, 𝑏)if there is a disc centred at (𝑎, 𝑏)such that 𝑓(𝑎, 𝑏) ≤ 𝑓(𝑥, 𝑦) for all
points (𝑥, 𝑦) that lie inside the disc.
Definition (Critical points). A point (𝑎, 𝑏) in the domain of (𝑎, 𝑏) is called a critical point of 𝑓
if 𝑓𝑥 (𝑎, 𝑏)=0 and 𝑓𝑦 (𝑎, 𝑏)=0

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AMS 210 NOTE 1 A.O. SANGOTOLA

Finding relative extrema

Theorem 1 (first derivative test). If f has a relative extremum at (𝑎, 𝑏), and if the first-order
derivatives of f exist at this point, then 𝑓𝑥 (𝑎, 𝑏)=0 and 𝑓𝑦 (𝑎, 𝑏)=0

Theorem 2 (Second derivative test). Let 𝑓(𝑥, 𝑦) have continuous second-order partial
derivatives in some disc centred at a critical point (𝑎, 𝑏)and let
D = 𝑓𝑥𝑥 (𝑎, 𝑏)𝑓𝑦𝑦 (𝑎, 𝑏) − 𝑓𝑥𝑥 (𝑎, 𝑏)2
1. If D > 0 and 𝑓𝑥𝑥 (𝑎, 𝑏) > 0, then f has a relative minimum at (𝑎, 𝑏)
2. If D > 0 and 𝑓𝑥𝑥 (𝑎, 𝑏) < 0, then f has a relative maximum at (𝑎, 𝑏)
3. If D < 0, then f has a saddle point at (𝑎, 𝑏)
4. If D = 0, then no conclusion can be drawn.
𝑓𝑥𝑥 𝑓𝑥𝑦
Note: 𝐷 can be expressed as | |
𝑓𝑥𝑦 𝑓𝑦𝑦

Example
Find and classify the critical points of 𝑓(𝑥, 𝑦) = 𝑥 3 + 𝑦 3 − 3𝑥𝑦.
Solution
Step 1: Obtain the critical point using Theorem 1.
Step 2: Classify the critical point using Theorem 2.

Step 1: 𝑓𝑥 = 3𝑥 2 − 3𝑦
𝑓𝑦 = 3𝑦 2 − 3𝑥

Solve 𝑓𝑥 = 0 and 𝑓𝑦 = 0 simultaneously to obtain the critical points.

𝑓𝑥 = 3𝑥 2 − 3𝑦 = 0 ⋯ ⋯ (1)
𝑓𝑦 = 3𝑦 2 − 3𝑥 = 0 ⋯ ⋯ (2)

From (1), 𝑥 2 = 𝑦 ⋯ ⋯ (3)

and from (2), 𝑥 = 𝑦 2 ⋯ ⋯ (4)

Substitute (4) into (3)

𝑦 4 = 𝑦 ⟹ 𝑦 4 − 𝑦 = 0 ⟹ 𝑦(𝑦 3 − 1) = 0
Hence, 𝑦 = 0 or 𝑦 = 1

From (4), when 𝑦 = 0, 𝑥 = 0 and when 𝑦 = 1, 𝑥 = 1.

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AMS 210 NOTE 1 A.O. SANGOTOLA

The critical points are (0,0) and (1,1).

Step 2: 𝑓𝑥𝑥 = 6𝑥, 𝑓𝑥𝑦 = −3, 𝑓𝑦𝑦 = 6𝑦
6𝑥 −3
𝐷=| |
−3 6𝑦
0 −3
At (0,0), 𝐷 = | | = 0 − 9 = −9 < 0
−3 0
Hence (0,0)is a saddle point.
6 −3
At (1,1), 𝐷 = | | = 36 − 9 = 27 > 0
−3 6
Likewise 𝑓𝑥𝑥 at (1,1) = 6 > 0
Hence (1,1)is a local minimum point.

3.3 Lagrange Multipliers (Constrained Optimization)

It is a useful way to determine the minimum or maximum of a surface subject to a constraint.
It is technique for finding extreme values of 𝑓(𝑥, 𝑦) subject to the equality constraint 𝑔(𝑥, 𝑦) =
𝑐.
The procedure involves solving the equations
𝑓𝑥 = 𝜆𝑔𝑥
𝑓𝑦 = 𝜆𝑔𝑦

𝑔=𝑐
While 𝜆 is a dummy variable called a Lagrange multiplier.

Example
Determine the minimum and maximum values on 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 − 2𝑥 − 2𝑦 subject to the
constraint 𝑥 2 + 𝑦 2 = 4
Solution
𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 − 2𝑥 − 2𝑦
𝑔(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 = 4
𝑓𝑥 = 𝜆𝑔𝑥 → 2𝑥 − 2 = 2𝑥𝜆……….(1)
𝑓𝑦 = 𝜆𝑔𝑦 → 2𝑦 − 2 = 2𝑦𝜆……..(2)

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AMS 210 NOTE 1 A.O. SANGOTOLA

𝑥 2 + 𝑦 2 = 4…………………….(3)
Combining (1) and (2) gives
𝑥−1 𝑦−1
𝜆= =
𝑥 𝑦
𝑥−1 𝑦−1
Solving = gives 𝑦 = 𝑥……(4)
𝑥 𝑦

Substitute (4) into (3) gives

2𝑥 2 = 4

Hence, 𝑥 = ±√2

Similarly, 𝑦 = ±√2

The critical points are (√2 , √2 ),(−√2 , −√2 ), (√2 , −√2 ) and (−√2 , √2 )

𝑓(√2 , √2 ) = 4 − 4√2

𝑓(−√2 , −√2 ) = 4 + 4√2

𝑓(√2 , −√2 ) = 𝑓(−√2 , √2 ) = 4

(√2 , √2 ) produced a minimum point while (−√2 , −√2 ) produced a maximum point.

Quiz
Find and classify the critical points of 𝑓(𝑥, 𝑦) = 2𝑥 3 + 9𝑥𝑦 2 + 15𝑥 2 + 27𝑦 2 .

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AMS 210 NOTE 1 A.O. SANGOTOLA

Tutorial questions
𝑥𝑦 3
(1) Evaluate lim if it exists.
(𝑥,𝑦)→(0,0) 𝑥 2 +𝑦 6

tan(𝑥 2 +𝑦)
(2) Show that lim does not exist
(𝑥,𝑦)→(0,0) 𝑥+𝑦

sin(𝑥𝑦)
(3) Show that lim does not exist
(𝑥,𝑦)→(0,0) 𝑥 2 +𝑦 2

(4) Evaluate lim 𝑥𝑦 + 𝑥 2 .

(𝑥,𝑦)→(2,−1)

2𝑥 2 +𝑦 2
(5) Evaluate lim .
(𝑥,𝑦)→(1,2) 2𝑥𝑦

𝑥𝑦(𝑥 2 −𝑦 2 )
𝑖𝑓(𝑥, 𝑦) ≠ (0,0)
(6) Show that the function defined by𝑓(𝑥, 𝑦) = { 𝑥 2 +𝑦 2 is continuous at
0 𝑖𝑓 (𝑥, 𝑦) = (0,0)
(0,0).

2𝑥 2 + 𝑦 , (𝑥, 𝑦) ≠ (1,2)
(7) Show that the function defined by𝑓(𝑥, 𝑦) = { is discontinuous at
0 𝑖𝑓 (𝑥, 𝑦) = (1,2)
(1,2).

(8) Find the domain of the following functions.

1
(i) 𝑓(𝑥, 𝑦) = √4𝑥 2 + 9𝑦 2 − 36 (ii) 𝑓(𝑥, 𝑦) =
√𝑥 2 −𝑦2

𝑥+𝑦 1
(iii) 𝑓(𝑥, 𝑦) = 𝑥−𝑦 (iv) 𝑓(𝑥, 𝑦) = 𝑥 2 −𝑦 2

(v) 𝑓(𝑥, 𝑦) = 𝑒 (𝑥+𝑦)

𝑥 𝜕𝑧 𝜕𝑧 𝑢−𝑣
(9) If 𝑧 = 𝑡𝑎𝑛−1 (𝑦) , 𝑥 = 𝑢 + 𝑣 and 𝑦 = 𝑢 − 𝑣. Show that 𝜕𝑢 + 𝜕𝑣 = 𝑢2 +𝑣2

1 𝐿
(10) 𝑄 factor in a resonant electrical circuit is given by: 𝑄 = 𝑅 √𝐶. Find the percentage change
in 𝑄 when 𝐿 increases by 5%, 𝑅 decreases by 4% and 𝐶 decreases by 3%.

20