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Unit2 Physics

The document discusses partial derivatives of functions of two variables. It defines the partial derivative of a function u with respect to x (∂u/∂x) as the limit of the change in u (∆u) divided by the change in x (∆x) as ∆x approaches 0, with y held constant. Similarly, it defines the partial derivative of u with respect to y (∂u/∂x) as the limit of the change in u divided by the change in y as ∆y approaches 0, with x held constant. The change in the function due to a change in x will generally not equal the change due to an equal change in y.

Uploaded by

Swapnil Sahu
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
117 views

Unit2 Physics

The document discusses partial derivatives of functions of two variables. It defines the partial derivative of a function u with respect to x (∂u/∂x) as the limit of the change in u (∆u) divided by the change in x (∆x) as ∆x approaches 0, with y held constant. Similarly, it defines the partial derivative of u with respect to y (∂u/∂x) as the limit of the change in u divided by the change in y as ∆y approaches 0, with x held constant. The change in the function due to a change in x will generally not equal the change due to an equal change in y.

Uploaded by

Swapnil Sahu
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 92

STUDENTSFOCUS.

COM

2 Function of Several Variables

2.1 Limits and Continuity

Limit. Let f (x, y) be a function of two independent variables x and y. f (x, y) is said
to have the limit ℓ as (x, y) tends to (x0 , y0 ), if corresponding to any positive number
ǫ, however small, there is a positive number η such that

| f (x, y) − ℓ| < ǫ where 0 < d < η,

where d is the distance between (x, y) and (x0 , y0 ) given by d2 = (x − x0 )2 + (y − y0 )2 .

Note. If the limit exists, then it can be written as lim f (x, y) = ℓ.


x→x0
y→y0

Continuity. f (x, y) is said to be continuous at (x0 , y0 ) if, to any positive number ǫ,


however small, there corresponds a positive number η such that

| f (x, y) − f (x0 , y0 )| < ǫ where 0 < d < η,

where d is the distance between (x, y) and (x0 , y0 ) given above.

Result 1. The above definition is equivalent to lim f (x, y) = f (x0 , y0 ).


x→x0
y→y0
Result 2. Usually the limit is the same irrespective of the path along which
the point (x, y) approaches (x0 , y0 ).
( )  
i.e., lim lim f (x, y) = lim lim f (x, y) .
x→x0 y→y0 y→y0 x→x0

But this is not true always.


STUDENTSFOCUS.COM

68 Engineering Mathematics - I

Consider the following example.


x − 2y
Let f (x, y) = .
x + 2y
As (x, y) → (0, 0) along the line y = mx, we have

x − 2y
lim f (x, y) = lim
(x,y)→(0,0) (x,y)→(0,0) x + 2y
x − 2mx
= lim
x→0 x + 2mx
x(1 − 2m)
= lim
x→0 x(1 + 2m)
1 − 2m
= ,
1 + 2m
which is (different for) lineswith different slopes.
x − 2y x
Also lim lim = lim =1
x→0 y→0 x + 2y
( ) x→0 x !
x − 2y −2y
and lim lim = lim = −1.
y→0 x→0 x + 2y y→0 2y
Hence, as (x, y) approaches (0, 0) along different paths, f (x, y) approaches different
limits. Hence, the two repeated limits are not equal and hence f (x, y) is
discontinuous at the origin.

Note. If a function is continuous at every point of the domain a ≤ x ≤ a′ ,


b ≤ y ≤ b′ , it is said to be continuous in that domain.
✎ ☞
Worked Examples
✍ ✌
2x2 y
Example 2.1. Find lim .
x→1 x2 + y2 + 1
y→2
Solution.
2x2 y 2×1×2 4 2
lim = = = .
x→1 x2 + y2 + 1 1 + 4 + 1 6 3
y→2

xy + 1
Example 2.2. Find lim .
x→∞
y→2
x2 + 2y2
x y + 1x y + 1x

xy + 1 2
Solution. lim 2 2
= lim  y 2
 = lim  y 2
 = = 0.
x→∞ x + 2y
y→2
x→∞ 2
y→2 x 1 + 2 x
 x→∞
y→2 x 1 + 2 x
 ∞
STUDENTSFOCUS.COM

Function of Several Variables 69

( )
x−y  
Example 2.3. If f (x, y) = , show that lim lim f (x, y) , lim lim f (x, y) .
2x + y x→0 y→0 y→0 x→0
Solution.
( ) ( )
x−y
lim lim f (x, y) = lim lim
x→0 y→0 x→0 y→0 2x + y
 x 1
= lim = .
x→0 2x 2
( )
  x−y
lim lim f (x, y) = lim lim
y→0 x→0 y→0 x→0 2x + y
!
−y
= lim = −1.
y→0 y

∴ The two limits are not equal.


x3 y2 + x2 y3 − 3
Example 2.4. If f (x, y) = , show that lim f (x, y) = lim f (x, y).
2 − xy x→0 y→0
y→0 x→0
!
Solution. lim f (x, y) = lim lim f (x, y)
x→0 x→0 y→0
y→0
x3 y2 + x2 y3 − 3
!
= lim lim
x→0 y→0 2 − xy
!
−3 −3
= lim = .
x→0 2
 2
lim f (x, y) = lim lim f (x, y)
y→0 y→0 x→0
x→0
x3 y2 + x2 y3 − 3
!
= lim lim
y→0 x→0 2 − xy
!
−3 −3
= lim = .
y→0 2 2
−3
∴ lim f (x, y) = lim f (x, y) = .
x→0 y→0 2
y→0 x→0

2.2 Partial Derivatives

We know that, if y is a continuous function of the independent variable x, and


∆y
∆y the increment in y corresponding to an increment ∆x in x, then lim if
∆x→0 ∆x
exists, is called the differential coefficient or the derivative of y with respect to x.
STUDENTSFOCUS.COM

70 Engineering Mathematics - I

Now let us consider a function of several independent variables.


Let u be a function of two independent variables x and y and let ∆u be the
increment in u corresponding to an increment in x, y remaining constant. If u is a
∆u
continuous function of x, the limit lim if exists is called the partial derivative
∆x→0 ∆x
∂u
of u with respect to x, and is represented by or u x .
∂x
∂u u(x + ∆x, y) − u(x, y)
Hence, = lim .
∂x ∆x→0 ∆x
In the same way, if u is a continuous function of y, the increment ∆u in u,
corresponding to an increment ∆y in y, x remaining constant, then the limit
u(x, y + ∆y) − u(x, y)
lim if exists is called the partial derivative of u with respect to
∆y→0 ∆y
∂u
y and is represented by or uy .
∂y
It can be easily seen that the change in the value of u corresponding to a
change in the value of x will not in general be the same as the change in the value
of u corresponding to an equal change in the value of y. For example, the area A of
a rectangular box is a function of the length x and the breadth y, being given by
the relation A = xy. When x alone changes,

∆A = (x + ∆x)y − xy = y∆x.

When y alone changes, ∆A = x(y + ∆y) − xy = x∆y.


Though ∆x = ∆y, the values of ∆A will not be equal unless x = y. i.e., unless the
∂A ∂A
box is in the form of a square. Hence, we can see that, in general , .
∂x ∂y
Likewise, if u is a continuous function of several independent variables
x, y, z, . . . , we can define the partial derivatives of u with respect to each of these
independent variables. As an example, let us consider a function with three
independent variables x, y and z.
∂u ∂u ∂u
Let u = f (x, y, z). The first partial derivative of u denoted by , and
∂x ∂y ∂z
treating x, y and z respectively alone as variables can be obtained. We can also
∂2 u ∂2 u ∂2 u ∂2 u ∂2 u ∂2 u
find the higher order derivatives 2 , 2 , 2 , , , , . . ..
∂x ∂y ∂z ∂x∂y ∂y∂x ∂x∂z
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Function of Several Variables 71

They are evaluated as follows.

∂2 u ∂  ∂u  ∂2 u ∂  ∂u  ∂2 u ∂  ∂u 
= , = and = .
∂x2 ∂x ∂x ∂y2 ∂y ∂y ∂z2 ∂z ∂z

∂2 u ∂  ∂u 
Also, =
∂x∂y ∂x ∂y

∂2 u ∂  ∂u 
and = .
∂y∂x ∂y ∂x

∂2 u ∂2 u
Generally, = .
∂x∂y ∂y∂x
The third and higher orders of the partial derivatives can be obtained similarly.
✎ ☞
Worked Examples
✍ ✌

∂V
Example 2.5. If V = πr2 h where r and h are independent variables, find and
∂r
∂V
.
∂h
Solution. Given: V = πr2 h.
Differentiating partially w.r.t. r,
∂V
= πh × 2r = 2πrh.
∂r
Differentiating partially w.r.t. h,
∂V
= πr2 × 1 = πr2 .
∂h

∂u ∂u
Example 2.6. If u = log(e x + ey ), show that + = 1.
∂x ∂y
Solution. Given: u = log(e x + ey ).
∂u ex
= x .
∂x e +y ey
∂u e
= .
∂y e x + ey
∂u ∂u e + eyx
+ = = 1.
∂x ∂y e x + ey

 x ∂z ∂z
Example 2.7. If z = tan−1 , prove that x + y = 0.
y ∂x ∂y
STUDENTSFOCUS.COM

72 Engineering Mathematics - I

 x
Solution. Given: z = tan−1 .
y

∂z 1 1 y2 1 y
= = = 2 .
∂x 1 + x2 y x + y y x + y2
2 2 2
y
∂z xy
x= 2 .
∂x x + y2
∂z 1  x xy2 x
= 2
− 2
= − 2 2 2
=− 2
∂y x y y (x + y ) x + y2
1+ 2
y
∂z xy
y =− 2
∂y x + y2
∂z ∂z xy xy
x +y = 2 2
− 2 = 0.
∂x ∂y x + y x + y2

∂u ∂u ∂u
Example 2.8. If u = (x − y)4 + (y − z)4 + (z − x)4 , find the value of + + .
∂x ∂y ∂z
Solution. u = (x − y)4 + (y − z)4 + (z − x)4 .

∂u
= 4(x − y)3 + 4(z − x)3 (−1) = 4(x − y)3 − 4(z − x)3 .
∂x
∂u
= 4(y − z)3 − 4(x − y)3 .
∂y
∂u
= 4(z − x)3 − 4(y − z)3 .
∂z
∂u ∂u ∂u
+ + = 0.
∂x ∂y ∂z
∂u ∂u ∂u 3
Example 2.9. If u = log(x3 + y3 + z3 − 3xyz), prove that + + = .
∂x ∂y ∂z x+y+z
Solution. u = log(x3 + y3 + z3 − 3xyz).

∂u 3x2 − 3yz
= 3 .
∂x x + y3 + z3 − 3xyz

∂u 3y2 − 3xz
= 3 .
∂y x + y3 + z3 − 3xyz
∂u 3z2 − 3yx
= 3 .
∂z x + y3 + z3 − 3xyz
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Function of Several Variables 73

∂u ∂u ∂u 3x2 + 3y2 + 3z2 − 3xy − 3yz − 3zx


+ + =
∂x ∂y ∂z x3 + y3 + z3 − 3xyz

3(x2 + y2 + z2 − xy − yz − zx) 3
= 2 2 2
= .
(x + y + z)(x + y + z − xy − yz − zx) x + y + z

∂u ∂u ∂u
Example 2.10. If u = (x − y)(y − z)(z − x), show that + + = 0.
∂x ∂y ∂z
Solution. Given, u = (x − y)(y − z)(z − x).
∂u
= (y − z){(x − y)(−1) + (z − x) · 1}
∂x
= (y − z)(−x + y + z − x)

= (y − z)(y + z − 2x) = y2 − z2 − 2x(y − z).


∂u
= (z − x){(x − y) · 1 + (y − z)(−1)}
∂y
= (z − x){x − y − y + z}

= (z − x)(z + x − 2y)

= z2 − x2 − 2y(z − x).
∂u
= (x − y){(y − z) · 1 + (z − x) · (−1)}
∂z
= (x − y)(y − z − z + x)

= (x − y)(x + y − 2z)

= x2 − y2 − 2z(x − y).
∂u ∂u ∂u
+ + = y2 − z2 − 2x(y − z) + z2 − x2 − 2y(z − x) + x2 − y2 − 2z(x − y)
∂x ∂y ∂z
= −2{xy − xz + yz − xy + zx − yz} = −2 × 0 = 0.

p ∂2 u ∂2 u
Example 2.11. If u = log x2 + y2 , show that 2 + 2 = 0.
p ∂x ∂y
2 2 1 2 2
Solution. u = log x + y = 2 log(x + y ).
Differentiating partially w.r.t. x we get

∂u 1 1 x
= · 2 2
· 2x = 2 .
∂x 2 x + y x + y2
STUDENTSFOCUS.COM

74 Engineering Mathematics - I

Again differentiating partially w.r.t. x we get

∂2 u (x2 + y2 ) · 1 − x · 2x y2 − x2
= = .
∂x2 (x2 + y2 )2 (x2 + y2 )2

Differentiating u partially w.r.t. y we get

∂u 1 1 y
= · 2 2
· 2y = 2 .
∂y 2 x + y x + y2

Again differentiating partially w.r.t. y we get

∂2 u (x2 + y2 ) · 1 − y · 2y x2 − y2
= = .
∂y2 (x2 + y2 )2 (x2 + y2 )2

∂2 u ∂2 u y2 − x2 + x2 − y2
+ = = 0.
∂x2 ∂y2 (x2 + y2 )2

∂2 u ∂2 u ∂2 u
!
2 2 2
Example 2.12. If u = log(x2 + y2 + z2 ), prove that (x + y + z ) + + = 2.
∂x2 ∂y2 ∂z2
Solution. Given, u = log(x2 + y2 + z2 )

∂u 2x
= 2 .
∂x x + y2 + z2
∂2 u (x2 + y2 + z2 ) · 2 − 2x · 2x
=
∂x2 (x2 + y2 + z2 )2
2x + 2y2 + 2z2 − 4x2
2
=
(x2 + y2 + z2 )2
2y2 + 2z2 − 2x2
= 2
(x + y2 + z2 )2
2(y2 + z2 − x2 )
= 2 .
(x + y2 + z2 )2
STUDENTSFOCUS.COM

Function of Several Variables 75

Similarly, we have

∂2 u 2(x2 + z2 − y2 )
= 2
∂y2 (x + y2 + z2 )2
∂ u 2(x2 + y2 − z2 )
2
and 2 = 2 .
∂z (x + y2 + z2 )2
∂2 u ∂2 u ∂2 u 2[y2 + z2 − x2 + x2 + z2 − y2 + x2 + y2 − z2 ]
Now, + + =
∂x2 ∂y2 ∂z2 (x2 + y2 + z2 )2
2(x2 + y2 + z2 )
= 2
(x + y2 + z2 )2
2
= 2 .
x + y2 + z2
2 ∂2 u ∂2 u
!
2 2 2 ∂ u
∴ (x + y + z ) + + =2
∂x2 ∂y2 ∂z2

 ∂u 2
2u 2u
 ! !2 
∂ ∂ 1 ∂u 
Example 2.13. If u = e xy , show that 2 + 2 =  + . [Jan 2013]
∂x ∂y u ∂x ∂y 
Solution. u = e xy
∂u
= e xy · y = uy.
∂x
∂2 u ∂u
2
=y· = yuy = uy2 .
∂x ∂x
∂u
= e xy · x = ux.
∂y
∂2 u ∂u
2
= x· = x · ux = ux2 .
∂y ∂y
!2 !2
∂u ∂u
+ = u2 y2 + u2 x2
∂x ∂y
= u[uy2 + ux2 ]
" 2
∂ u ∂2 u
#
=u +
∂x2  ∂y2
!2 !2 
1  ∂u ∂u  ∂2 u ∂2 u
+ = + .
∂y  ∂x2 ∂y2

u  ∂x
!
x y ∂u ∂u
Example 2.14. If u = y f +g find the value of x + y . [Dec 2012]
! y x ∂x ∂y
x y
Solution. u = y f +g
y x
STUDENTSFOCUS.COM

76 Engineering Mathematics - I

!
∂u ′ x 1  y   −y 
= yf · + g′
∂x y y x x2

!
∂u x y y
x = xf′ − g′ . (1)
∂x y x x

! ! !
∂u ′ x −x x ′ y
  1
= yf · 2 +f ·1+g · .
∂y y y y x x

! !
∂u ′ x x y y
y = −x f + yf + g′ (2)
∂y y y x x

!
∂u ∂u x
(1) + (2) ⇒ x + y = yf .
∂x ∂y y

∂2 r ∂ 2 r ∂ 2 r 2
Example 2.15. If r2 = x2 + y2 + z2 , prove that + + = .
∂x2 ∂y2 ∂z2 r
Solution. Given: r2 = x2 + y2 + z2 .
Differentiating w.r.t. x partially we get,

∂r ∂r x
2r = 2x ⇒ = .
∂x ∂x r
∂r
2 r − x x 2 2
∂ r
= ∂x = r − x r = r − x .
∂x2 r2 r2 r3
2
∂ r r −y2 2
Similarly, 2 =
∂y r3
∂ r r − z2
2 2
and 2 = .
∂z r3
∂2 r ∂2 r ∂2 r 3r2 − (x2 + y2 + z2 )
+ + =
∂x2 ∂y2 ∂z2 r3
2
3r − r 2 2r2 2
= = = .
r3 r3 r

y  x ∂2 u x2 − y2
Example 2.16. If u = x2 tan−1 − y2 tan−1 , prove that = 2 .
x y ∂x∂y x + y2
STUDENTSFOCUS.COM

Function of Several Variables 77

Solution. Differentiating u partially w.r.t. y, we get

∂u 1 1 h 2 1  −x  y i
= x2 − y + tan−1 2y
∂y y2 x x2 y2 x
1+ 1+
x2 y2
x3 xy2 −1 y
 
= + − 2y tan
x2 + y2 x2 + y2 x
2 2
x(x + y ) −1 x −1 x
   
= 2 − 2y tan = x − 2y tan
x + y2 y y

Differentiating this partially w.r.t. x, we get

∂2 u 11 2y2
= 1 − 2y = 1 −
∂x∂y x2 y x2 + y2
1+ 2
y
x + y − 2y2
2 2 x2 − y2
= = .
x2 + y2 x2 + y2

Example 2.17. If u = xy , show that u xxy = u xyx . [Jan 2012, Jun 2008]
Solution. Given: u = ey log x

uy = ey log x log x = xy log x


1
u xy = yxy−1 log x + xy
x
= yxy−1 log x + xy−1 = xy−1 (y log x + 1)
y
u xxy = xy−1 + (y log x + 1)(y − 1)xy−2
x
= xy−2 y + xy−2 (y log x + 1)(y − 1)

= xy−2 (y − y log x − 1 + y2 log x + y)

= xy−2 (2y − 1 + y log x(y − 1))

= xy−2 (y(y − 1) log x + 2y − 1) (1)

u = xy

u x = yxy−1 = ye(y−1) log x

uyx = ye(y−1) log x log x + e(y−1) log x .1


STUDENTSFOCUS.COM

78 Engineering Mathematics - I

= yxy−1 log x + xy−1 = xy−1 (y log x + 1)


y
u xyx = xy−1 + (y log x + 1)(y − 1)xy−2
x
= xy−2 y + xy−2 (y − 1)(y log x + 1)

= xy−2 (y + y2 log x + y − y log x − 1)

= xy−2 (2y − 1 + y log x(y − 1)) (2)

From (1) and (2) we have u xxy = u xyx .

y ∂2 u ∂2 u ∂2 u
Example 2.18. If u = (x − y) f , find the value of x2 2 + 2xy + y2 2 .
x ∂x ∂x∂y ∂y
[May 2001]
y
Solution. u = (x − y) f
x

∂u  y   −y  y
= (x − y) f ′ + f .
∂x x x2 x
∂2 u y
′′ y
   −y 
′ y
 
= −(x − y) · f − (x − y) f · y(−2)x−3
∂x2 x2  x x2    x
y y y −y
− 2 · f′ · 1 + f′ .
x x x x2
y2 ′′  y  y ′ y
  y y y y
= (x − y) 4 f + 2 3 (x − y) f − 2 f′ − 2 f′
x x x x x x x x
2
∂ u y 2  y  2y  y   y 
x2 2 = 2 (x − y) f ′′ + (x − y) f ′ − 2y f ′ . (1)
∂x x x x x x
∂u  y 1
  y 
= (x − y) f ′ · +f (−1)
∂y x x x
 y ′ y y
= 1− f −f .
x x x
∂2 u  y  ′′  y  1 ′ y
  −1 !
′ y
  1
= 1 − f · + f − f · .
∂y2 x x x x x x x
(x − y) ′′  y  2 ′  y 
= f − f
x2 x x x
2 2 2
2∂ u y ′′ y 2y ′  y 
 
y = 2 (x − y) f − f . (2)
∂y2 x x x x
STUDENTSFOCUS.COM

Function of Several Variables 79

∂u
Differentiating w.r.t. x partially we get
∂y
∂2 u
!
 y  ′′  y   −y  ′ y
  −1 ′ y
   −y 
= 1− f + f (−y) − f
∂x∂y x x x2 x x2 x x2
(x − y)y ′′ y   y  y  y  y 
=− 3
f + 2 f′ + 2 f′
x x x x x x
(x − y) · y ′′  y  2y ′  y 
=− f + 2f .
x3 x x x
∂2 u −2y2   4y2  y 
′′ y
2xy = 2 (x − y) f + f′ . (3)
∂x∂y x x x x
∂2 u ∂2 u ∂2 u
(1) + (2) + (3) ⇒ x2 2 + 2xy + y2 2 = 0.
∂x ∂x∂y ∂y
Homogeneous function. A function f (x, y) is said to be a homogeneous function
in x and y of degree n if f (tx, ty) = tn f (x, y) for any positive t.
Example
(i) f (x, y) = x2 + y2 + 2xy is a homogeneous function of degree 3 in x and y.
 
(ii) If tan−1 yx = u then tan u is a homogeneous function of degree 0.
Note. If u = f (x, y) is a homogeneous function of degree n in x and y, then u can
y
be written as u = xn F .
x
3
x +y 3
Example. Let u = .
x+y
t3 x3 + t3 y3 t3 (x3 + y3 ) x3 + y3
u(tx, ty) = = = t2 = t2 u.
tx + ty t(x + y) x+y
u is a homogeneous function of degree 2.
 y3 
x3 1 + 3
Now u =  x
y
x 1+
x
 y 3
1 + x 
2
=x y
1+
x
 y 3
y y 1+
= x2 F where F x
= y .
x x 1+
x
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80 Engineering Mathematics - I

∴ u is a homogeneous function of degree 2 in x and y.

2.3 Euler’s Theorem

Statement. If f (x, y) is a homogeneous function of degree n in x and y having


∂f ∂f
continuous partial derivatives, then x +y = nf.
∂x ∂y
Proof.
Given that f (x, y) is a homogeneous function of degree n in x and y.
Hence f (x, y) can be written as
y
f (x, y) = xn F .
x
∂f y  y  −y 
= nxn−1 F + xn F ′
∂x x x x2
y y
= nxn−1 F − xn−2 yF ′ .
x x
∂f n ′ y 1
  
n−1 ′ y
 
=x F =x F .
∂y x x x
∂f ∂f y y y
x +y = nxn F − xn−1 yF ′ + xn−1 yF ′
∂x ∂y x x x
y
= nxn F
x
∂f ∂f
x +y = n f (x, y).
∂x ∂y

Extension. If f (x1 , x2 , . . . , xn ) is a homogeneous function of degree n in


∂f ∂f ∂f
x1 , x2 , . . . , xn , then x1 + x2 + · · · + xn = nf.
∂x1 ∂x2 ∂xn
Euler’s theorem on higher partial derivatives
Statement. If f (x, y) is a homogeneous function of degree n in x and y then,
∂2 f ∂2 f ∂2 f
x2 2 + 2xy + y2 2 = n(n − 1) f .
∂x ∂x∂y ∂y
Proof. Given, f (x, y) is a homogeneous function of degree n in x and y.
∴ By Euler’s theorem we have

∂f ∂f
x +y = n f. (1)
∂x ∂y
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Function of Several Variables 81

Differentiating this partially w.r.t. x we obtain

∂2 f ∂ f ∂2 f ∂f
x + + y =n .
∂x2 ∂x ∂x∂y ∂x

∂2 f ∂2 f ∂f ∂f ∂f
=⇒ x + y =n − = (n − 1) .
∂x2 ∂x∂y ∂x ∂x ∂x
Multiplying both sides by x we get

∂2 f ∂2 f ∂f
x2 2
+ xy = (n − 1)x . (2)
∂x ∂x∂y ∂x

Differentiating (1) partially w.r.t. y we get

∂2 f ∂2 f ∂ f ∂f
x +y 2 + =n
∂y∂x ∂y ∂y ∂y

∂2 f ∂2 f ∂f ∂f ∂f
x +y 2 =n − = (n − 1) .
∂y∂x ∂y ∂y ∂y ∂y

∂2 f ∂2 f
Since the partial derivatives of f are continuous we have = .
∂x∂y ∂y∂x

∂2 f ∂2 f ∂f
∴x + y 2 = (n − 1) .
∂x∂y ∂y ∂y

Multiplying both sides by y we get

∂2 f ∂2 f ∂f
xy + y2 2 = (n − 1)y . (2)
∂x∂y ∂y ∂y

∂2 f ∂2 f 2
2∂ f
 ∂f ∂f 
(1) + (2) =⇒ x2 + 2xy + y = (n − 1) x + y
∂x2 ∂x∂y ∂y2 ∂x ∂y
= (n − 1)n f [By Euler’s theorem]

= n(n − 1) f.
✎ ☞
Worked Examples
✍ ✌
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82 Engineering Mathematics - I

∂u ∂u ∂u
Example 2.19. If u = (x − y)(y − z)(z − x) prove that + + = 0 and
∂x ∂y ∂z
∂u ∂u ∂u
x +y +z = 3u.
∂x ∂y ∂z
Solution. u = (x − y)(y − z)(z − x).

∂u 
= (y − z) (x − y)(−1) + z − x
∂x
= (y − z)(−x + y + z − x)

= (y − z)(y + z − 2x).
∂u ∂u
Similarly,= (z − x)(z + x − 2y) and = (x − y)(x + y − 2z).
∂y ∂z
∂u ∂u ∂u
+ + = y2 − z2 − 2x(y − z) + z2 − x2 − 2y(z − x) + x2 − y2 − 2z(x − y).
∂x ∂y ∂z
= −2xy + 2xz − 2yz + 2xy − 2xz + 2yz = 0

Also, u(tx, ty, tz) = (tx − ty)(ty − tz)(tz − tx)

= t3 (x − y)(y − z)(z − x) = t3 u.

∴ u is a homogeneous function of degree 3 in x, y, z.


∂u ∂u ∂u
∴ By Euler’s theorem, x + y + z = 3u.
∂x ∂y ∂z

 x3 + y3  ∂u ∂u
Example 2.20. If u = log , prove that x + y = 2.
x+y ∂x ∂y
 x3 + y3  x3 + y3
Solution. Given: u = log ⇒ eu =
x+y x+y

t3 x3 + t3 y3 t3 (x3 + y3 )
eu(tx,ty) = =
tx + ty t(x + y)
3
x +y 3
= t2 = t2 eu .
x+y

∴ eu is a homogeneous function of degree 2.


Here n = 2.
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Function of Several Variables 83

∴ By Euler’s theorem,
∂ u ∂
(e ) + y (eu ) = 2eu .
x
∂x ∂y
∂u ∂u
=⇒ xeu + yeu = 2eu
∂x ∂y
 ∂u ∂u 
eu x + y = 2eu .
∂x ∂y
∂u ∂u
x +y = 2.
∂x ∂y
y z ∂u ∂u ∂u
Example 2.21. If u = + , find the value of x + y + z .
x x ∂x ∂y ∂z
y z
Solution. Given: u = + .
x x
ty tz y z
u(tx, ty, tz) = + = t0 + = t0 u.
tx tx x x
=⇒ u is a homogeneous function in x, y, z of degree 0.
By Euler’s theorem,
∂u ∂u ∂u
x
+y +z = nu = 0.u = 0.
∂x ∂y ∂z
x y z ∂u ∂u ∂u
Example 2.22. If u = + + , then show that x + y + z = 0. [Jun 2012]
y z x ∂x ∂y ∂z
x y z
Solution. u(x, y, z) = + + .
y z x
tx ty tz
u(tx, ty, tz) = + +
ty tz tx
tx y z
= + +
t y z x
= t0 u(x, y, z).

u is a homogeneous function of degree 0 in x, y, z.


∂u ∂u ∂u
∴ By Euler’s theorem, x + y + z = 0.u = 0.
∂x ∂y ∂z
x2 y2 ∂u ∂u
Example 2.23. If sin u = , show that x + y = 3 tan u.
x+y ∂x ∂y
x2 y2
Solution. sin u(x, y) = .
x+y
t2 x2 t2 y2 t4 (x2 y2 )
sin u(tx, ty) = = = t3 sin u.
tx + ty t(x + y)
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84 Engineering Mathematics - I

sin u is a homogeneous function of degree 3 in x and y.


By Euler’s theorem,
∂ ∂
x (sin u) + y (sin u) = 3 sin u.
∂x ∂y
∂u ∂u
x cos u + y cos u = 3 sin u
∂x ∂y
 ∂u ∂u 
cos u x + y = 3 sin u
∂x ∂y
∂u ∂u 3 sin u 3 sin u
x +y = = = 3 tan u.
∂x ∂y cos u cos u
x y z ∂u ∂u ∂u
Example 2.24. If u = f , , , prove that x + y + z = 0.
y z x ∂x ∂y ∂z
Solution.
x y z
u(x, y, z) = f , ,
y z x
 tx ty tz 
u(tx, ty, tz) = f , ,
ty tz tx
x y z
= f , ,
y z x
= u(x, y, z) = t0 u(x, y, z)

u is a homogeneous function of degree 0 in x, y, z.


∂u ∂u ∂u
∴ By Euler’s theorem, x + y + z = 0.u = 0.
∂x ∂y ∂z
 x3 + y3  ∂u ∂u
Example 2.25. If u = tan−1 show that x +y = sin 2u.
x−y ∂x ∂y
x3 + y3
Solution. tan u = .
x−y
tan u is a homogeneous function of degree 2 in x and y.
By Euler’s theorem
∂ ∂
x (tan u) + y (tan u) = 2 tan u
∂x ∂y
∂u ∂u
sec2 ux + sec2 uy = 2 tan u
∂x ∂y
∂u ∂u 2 tan u 2 sin u
x +y = = cos2 u
∂x ∂y sec2 u cos u
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Function of Several Variables 85

= sin 2u.
 x+y  ∂u ∂u 1
Example 2.26. If u = sin−1 √ √ prove that x + y = tan u. [Jun 2009]
x+ y ∂x ∂y 2
 x+y  x+y
Solution. u = sin−1 √ √ ⇒ sin u = √ √ .
x+ y x+ y
sin u is a homogeneous function of degree 12 in x and y.
By Euler’s theorem,
∂ ∂ 1
x (sin u) + y (sin u) = sin u.
∂x ∂y 2
∂u ∂u 1
cos ux + cos uy = sin u
∂x ∂y 2
∂u ∂u 1
x +y = tan u.
∂x ∂y 2
 
 x + y 
−1  ∂u ∂u −1
Example 2.27. If u = cos  √ √ , prove that x + y = cot u. [Dec 2011]
∂x ∂y 2
 x+ y
 x + y 
Solution. u = cos−1  √ √ .
 x + y
 x + y 
cos u =  √ √ .
x+ y
cos u is a homogeneous function of degree 21 in x and y.
∴ By Euler’s theorem
∂ ∂ 1
x (cos u) + y (cos u) = · cos u.
∂x ∂y 2
∂u ∂u 1
x(− sin u) + y(− sin u) = cos u.
∂x ∂y 2
!
∂u ∂ 1
− sin u x + y = cos u.
∂x ∂y 2
∂u ∂ −1 cos u −1
∴ x +y = = cot u.
∂x ∂y 2 sin u 2
 x y
Example 2.28. Verify Euler’s theorem for the function u = sin−1 + tan−1 .
 x y y x
Solution. Given: u = sin−1 + tan−1 .
y x
 tx   ty 
u(tx, ty) = sin−1 + tan−1
ty tx
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86 Engineering Mathematics - I

  x  y 
= t0 sin−1 + tan−1
y x
= t0 u(x, y).
=⇒ u is a homogeneous function of degree 0 in x and y.
∂u ∂u
∴ By Euler’s theorem, x + y = 0.
∂x ∂y
Verification.

∂u 1 1 1  −y 
= s +
∂x
x2
y y2 x2
1− 2 1 +
y x2

y 1 x2 y
= p − 2 2 2
y2 − x2 y x (x + y )
1 y
= p − 2 .
2
y −x 2 x + y2
∂u x xy
x = p − 2 (1)
∂x 2
y −x 2 x + y2
∂u 1  −x  1 1
= s 2
+
∂y
x2 y y2 x
1− 2 1 +
y x2
−xy x
= p + 2 2
y2 y2 − x2 x + y
x x
=− p + 2
2
y y −x 2 x + y2
∂u x xy
y =−p + 2 (2)
∂y 2
y −x 2 x + y2
∂u ∂u
(1) + (2) =⇒ = x +y = 0.
∂x ∂y

Hence, Euler’s theorem is verified.

1 1
Example 2.29. Verify Euler’s theorem for the function u = x 2 + y 2 (xn + yn ).
 
Solution. It is easy to verify that u is a homogeneous function of degree n + 12 in
x and y.
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Function of Several Variables 87

Hence, by Euler’s theorem we have


∂u ∂u  1
x +y = n + u. (1)
∂x ∂y 2
Verification
∂u 1 1 1 1 
= x 2 + y 2 nxn−1 + (xn + yn ) x− 2
∂x 2
∂u 1 1 1 1
x = n x 2 + y 2 xn + (xn + yn )x 2 .
∂x 2
Since the function is symmetric in x and y we have
∂u 1 1 1 1
= n x 2 + y 2 yn + (xn + yn )y 2 .
y
∂y 2
∂u ∂u 1 1 1 1 1
x +y = n x 2 + y 2 (xn + yn ) + (xn + yn ) x 2 + y 2
∂x ∂y 2
1 1 1
= n+ x 2 + y 2 (xn + yn )
2
1
= n + u,
2
which verifies Euler’s theorem.
y  x
Example 2.30. If u = x2 tan−1 − y2 tan−1 , find the value of
x y
∂2 u ∂2 u 2
2∂ u
x2 + 2xy + y .
∂x2 ∂x∂y ∂y2
Solution. u is a homogeneous function of degree 2 in x and y.
∂2 u ∂2 u ∂2 u
By Euler’s theorem, x2 2 + 2xy + y2 2 = 2(2 − 1)u = 2u [n = 2].
∂x ∂x∂y ∂y
y y ∂2 z ∂2 z ∂2 z
Example 2.31. If z = x f + g , show that x2 2 + 2xy + y2 2 = 0.
x x ∂x ∂x∂y ∂y
y y
Solution. Let u = x f and v = g .
x x
∴ z = u + v.
u is a homogeneous function of degree 1 in x and y.
∴ By Euler’s theorem,
∂2 u ∂2 u 2
2∂ u
x2 + 2xy + y = n(n − 1)u = 1(1 − 1)u = 0. (1)
∂x2 ∂x∂y ∂y2
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88 Engineering Mathematics - I

v is a homogeneous function of degree 0 in x and y.


By Euler’s theorem,
∂2 v ∂2 v 2
2∂ v
x2 + 2xy + y = 0(0 − 1)v = 0. (2)
∂x2 ∂x∂y ∂y2
∂2 (u + v) ∂2 (u + v) 2
2 ∂ (u + v)
(1) + (2) ⇒ x2 + 2xy + y =0
∂x2 ∂x∂y ∂y2
∂2 z ∂2 z 2
2∂ z
x2 + 2xy + y = 0.
∂x2 ∂x∂y ∂y2
3 3
!
−1 x + y
Example 2.32. If u = tan , prove that
x−y
∂2 u ∂2 u ∂2 u
x2 2 + 2xy + y2 2 = 2 sin u cos 3u.
∂x ∂x∂y !∂y
x 3 + y3
Solution. u = tan−1 .
x−y
x3 + y3
!
tan u =
x−y
tan u is an homogeneous function of degree 2 in x and y.
By Euler’s theorem,
∂ ∂
x (tan u) + y (tan u) = 2 tan u.
∂x ∂y
∂u ∂u
x · sec2 u + y · sec2 u = 2 tan u.
∂x ∂y
!
2 ∂u ∂u
sec u x + y = 2 tan u.
∂x ∂y
∂u ∂u 2 tan u sin u
x +y = 2
=2· · cos2 u
∂x ∂y sec u cos u
= 2 sin u cos u

∂u ∂u
x +y = sin 2u. (1)
∂x ∂y
Differentiating (1) partially w.r.t. x we get
∂2 u ∂u ∂2 u ∂u
x· 2 + +y = 2 cos 2u .
∂x ∂x ∂x∂y ∂x
Multiplying by x we get
∂2 u ∂u ∂2 u ∂u
x2 2
+ x + xy = 2 cos 2u · x . (2)
∂x ∂x ∂x∂y ∂x
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Function of Several Variables 89

Differentiating (1) partially w.r.t. y we get


∂2 u ∂2 u ∂u ∂u
x +y 2 + = 2 cos 2u .
∂y∂x ∂y ∂y ∂y
Multiplying w.r.t. y we get
∂2 u ∂2 u ∂u ∂u
xy + y2 2 + y = 2 cos 2u · y . (3)
∂y∂x ∂y ∂y ∂y
(2) + (3) ⇒
2 ∂2 u 2
!
2∂ u 2∂ u ∂u ∂u ∂u ∂u
x + 2xy +y +x +y = 2 cos 2u x + y
∂x2 ∂x∂y ∂y2 ∂x ∂y ∂x ∂y
2 2 2
!
∂ u ∂ u ∂ u ∂u ∂u
x2 2 + 2xy + y2 2 = (2 cos 2u − 1) x + y
∂x ∂x∂y ∂y ∂x ∂y
= (2 cos 2u − 1) sin 2u

= sin 2u{2(2 cos2 u − 1) − 1}

= sin 2u{4 cos2 u − 3}

= 2 sin u cos u(4 cos2 u − 3)

= 2 sin u(4 cos3 u − 3 cos u)

= 2 sin u · cos 3u.

2.4 Total Derivative - Implicit functions


dy dy du
We know that if y = f (u) and u = φ(x), then = . We shall now extend this
dx du dx
result to function of several variables.
Let z = f (x, y) possess continuous partial derivatives and let x, y be differentiable
functions of an independent variable t. Let ∆x, ∆y and ∆z be increments in x, y and
z respectively, corresponding to an increment ∆t in t. Then the total increment in z
is given by

∆z = f (x + ∆x, y + ∆y) − f (x, y)

= f (x + ∆x, y + ∆y) − f (x, y + ∆y) + f (x, y + ∆y) − f (x, y).


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90 Engineering Mathematics - I

By mean value theorem, f (x + ∆x, y + ∆y) − f (x, y + ∆y) = f x (x + θ1 x, y + ∆y)∆x and


f (x, y + ∆y) − f (x, y) = fy (x, y + θ2 ∆y)∆y, 0 < θ1 , θ2 < 1.

∆z = f x (x + θ1 x, y + ∆y)∆x + fy (x, y + θ2 ∆y)∆y (1)

where θ1 and θ2 are positive proper fractions.

∆z ∆x ∆y
∴ = f x (x + θ1 x, y + ∆y) + fy (x, y + θ2 ∆y) .
∆t ∆t ∆t

Taking limits as ∆t → 0, we get the total derivative

dz dx dy
= f x (x, y) + fy (x, y) .
dt dt dt
dz ∂z dx ∂z dy
i.e., = + . (2)
dt ∂x dt ∂y dt
In the same way if u = f (x1 , x2 , . . . , xn ) possesses continuous partial derivatives
with respect to each of the independent variables and if x1 , x2 , . . . , xn are
differentiable functions of an independent variable t, then the total derivative of u
with respect to t is given by

du ∂u dx1 ∂u dx2 ∂u dxn


= + + ··· + . (3)
dt ∂x1 dt ∂x2 dt ∂xn dt

Note. (2) expresses the rate of change of z w.r.t. t along the curve
x = x(t), y = y(t).

Composite functions. Let z = f (u, v) and u and v are themselves functions of the
independent variables x, y so that u = φ(x, y) and v = ψ(x, y).
∂z
To find , we consider y as a constant so that u and v may be supposed to be
∂x
functions of x only. Hence, by the above result we have
∂z ∂z ∂u ∂z ∂v ∂z ∂z ∂u ∂z ∂v
= + . Similarly = + .
∂x ∂u ∂x ∂v ∂x ∂y ∂u ∂y ∂v ∂y
Now, in (2), if we replace t by x then y is a function of x we get

dz ∂z ∂z dy
= + .
dx ∂x ∂y dx
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Function of Several Variables 91

dz ∂z dx ∂z
Similarly = + .
dy ∂x dy ∂y

Implicit Functions. Let f (x, y) = c, where c is a constant, define y as an implicit


function of x.
If u = f (x, y), then we have
du ∂ f ∂ f dy
= + .
dx ∂x ∂y dx
du
But = 0, since u = f (x, y) = c
dx
∂ f ∂ f dy
i.e., + =0
∂x ∂y dx
∂f
dy fx
∴ = − ∂x = − .
dx ∂f fy
∂y
dx fy
Similarly =− .
dy fx
Total differential. The total differential dz of z is defined as the principal part of
the increment ∆z which is given by
∂z ∂z
dz = dx + dy.
∂x ∂y
✎ ☞
Worked Examples
✍ ✌
dz
Example 2.33. If z = xn ym where x = cos at, y = sin bt, find .
dt
dz ∂z dx ∂z dy
Solution. We have = + .
dt ∂x dt ∂y dt
∂z ∂z
Now = nxn−1 ym , = mxn ym−1
∂x ∂y
dx dy
= −a sin at, = b cos bt.
dt dt
dz
∴ = −anxn−1 ym sin at + bmxn ym−1 cos bt
dt
 an bm 
= −xn ym sin at − cos bt
x y
= − cosn at sinm bt(an tan at − bm cot bt).
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92 Engineering Mathematics - I

du
Example 2.34. If u = x2 y3 , x = log t, y = et , find . [Jan 2000]
dt
du ∂u dx ∂u dy
Solution. We have = + .
dt ∂x dt ∂y dt
∂u
= y3 2x = 2xy3
∂x
∂u
= x2 3y2 = 3x2 y2
∂y
dx 1 dy
= = et
dt t dt

du 1
= 2xy3 + 3x2 y2 et
dt t
2 log te3t
= + 3(log t)2 e2t et
t
2 
= e3t log t + 3 log t
t
e3t log t
= (2 + 3t log t).
t
du
Example 2.35. Find when u = x2 y, x = t2 , y = et .
dt
Solution.
∂u ∂u
= 2xy, = x2
∂x ∂y
dx dy
= 2t = et
dt dt

du ∂u dx ∂u dy
we have = + = 2xy.2t + x2 et
dt ∂x dt ∂y dt
= 4t2 et t + t4 et = 4t3 et + t4 et = t3 et (4 + t).

1 du
Example 2.36. If u = xy + yz + zx where x = , y = et and z = e−t find . [Jun 2013]
t dt
Solution.
∂u ∂u ∂u
= y + z, = x + z, = x+y
∂x ∂y ∂z
dx −1 dy dz
= 2, = et , = −e−t
dt t dt dt
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Function of Several Variables 93

du ∂u dx ∂u dy ∂u dz
we have = + +
dt ∂x dt ∂y dt ∂z dt
 −1 
= (y + z) 2 + (x + z)et + (x + y)(−e−t )
t
et + e−t 1 1 
=− 2
+ (e−t + )et − + et e−t
t t t
−2 et e−t
= 2 cos ht + 1 + − −1
t t t
−2 2 sin ht
= 2 cos ht +
t t
2
= 2 (2t sin ht − cos ht).
t

du  
Example 2.37. Find when u = sin yx , x = et , y = t2 .
dt
Solution.
∂u  x1 ∂u x  x
= cos , = − 2 cos
∂x y y ∂y y y

dx dy
= et = 2t
dt dt

du ∂u dx ∂u dy 1  x x  x
= + = cos et − cos 2t
dt ∂x dt ∂y dt y y y2 y
 x  et 2tet !  x 1 2t
!
et (t − 2)  et 
= cos 2
− 4 = cos et − = cos .
y t t y t2 t4 t3 t2

du 3
Example 2.38. If u = sin−1 (x − y) where x = 3t, y = 4t3 , show that = √ .
dt 1 − t2
Solution.
∂u 1 ∂u −1
= p , = p
∂x 1 − (x − y)2 ∂y 1 − (x − y)2

dx dy
=3 = 12t2
dt dt
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94 Engineering Mathematics - I

du ∂u dx ∂u dy
= +
dt ∂x dt ∂y dt
1 1
= p 3− p 12t2
1 − (x − y) 2 1 − (x − y) 2

3 − 12t 2 3 − 12t2
= p = p
1 − (3t − 4t3 )2 1 − (9t2 + 16t6 − 24t4 )
3 − 12t 2 3 − 12t2
= √ = p
1 − 9t2 − 16t6 + 24t4 −(16t6 − 24t4 + 9t2 − 1)
3(1 − 4t2 ) 3(1 − 4t2 )
= p = p
−(t2 − 1)(16t4 − 8t2 + 1) −(t2 − 1)(1 − 4t2 )2
3(1 − 4t2 ) 3
= p = √ .
(1 − 4t2 ) (1 − t2 ) 1 − t2

du
Example 2.39. Find if u = cos(x2 + y2 ) and a2 x2 + b2 y2 = c2 . [Jan 2001]
dx
∂u ∂u
Solution. We have du = dx + dy
∂x ∂y

du ∂u ∂u dy dy
= + = − sin(x2 + y2 )2x − sin(x2 + y2 )2y
dx ∂x ∂y dx dx

Given that a2 x2 + b2 y2 = c2 .
Diff. w.r.t. x we get

dy dy dy a2 x
2a2 x + 2b2 y = 0 ⇒ b2 y = −a2 x ⇒ =− 2
dx dx dx b y
du  dy    −a2 x 
∴ = −2 sin(x2 + y2 ) x + y = −2 sin(x2 + y2 ) x + y 2
dx dx b y
 a2 − b2  2(a2 − b2 )x
= 2 sin(x2 + y2 ) xy = sin(x2 + y2 ).
b2 y b2

dz
q
Example 2.40. If z = x2 + y2 and x3 + y3 + 3axy = 5a2 , find the value of when
dx
x = y = a.
p
Solution. Given z = x2 + y2 .
STUDENTSFOCUS.COM

Function of Several Variables 95

We have

∂z ∂z
dz = dx + dy
∂x ∂y
∂z 2x x
Now = p = p
∂x 2 x2 + y2 x2 + y2
∂z y
= p .
∂y x2 + y2

Also x3 + y3 + 3axy = 5a2


Diff.w.r.t. x we get
dy h dy i
3x2 + 3y2 + 3a x + y = 0
dx dx
dy dy
x2 + y2 + ax + ay = 0
dx dx
dy 2
(y + ax) = −ay − x2
dx
dy −(x2 + ay)
= 2 .
dx y + ax

−(x2 + ay)
!
dz ∂z ∂z dy x y
∴ = + = p + p 2
dx ∂x ∂y dx x2 + y2 x2 + y2 y + ax
 dz  a a  −2a2  a a
= √ + √ = √ − √ = 0.
dx x=y=a a 2 a 2 2a2 a 2 a 2

Example 2.41. If z is a function of x and y and x = eu + e−v , y = e−u − ev , show that


∂z ∂z ∂z ∂z
− = x −y . [Jun 2001]
∂u ∂v ∂x ∂y
Solution. z is a composite function of u and v.
We have

∂z ∂z ∂x ∂z ∂y ∂z u ∂z ∂z u ∂z −u
= + = e + (−e−u ) = e − (e ).
∂u ∂x ∂u ∂y ∂u ∂x ∂y ∂x ∂y
∂z ∂z ∂x ∂z ∂y ∂z ∂z ∂z ∂z
= + = (−e−v ) + (−ev ) = − e−v − (ev ).
∂v ∂x ∂v ∂y ∂v ∂x ∂y ∂x ∂y
∂z ∂z ∂z u ∂z ∂z ∂z
− = (e + e−v ) − (e−u − ev ) = x − y .
∂u ∂v ∂x ∂y ∂x ∂y
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96 Engineering Mathematics - I

Example 2.42. If z = f (x, y) where x = eu cos v, y = eu sin v, show that


∂z ∂z ∂z
y + x = e2u . [Jan 2000]
∂u ∂v ∂y
Solution. z is a composite function of u and v.
∂z ∂z ∂x ∂z ∂y ∂z u ∂z
= + = e cos v + eu sin v.
∂u ∂x ∂u ∂y ∂u ∂x ∂y
∂z ∂z ∂x ∂z ∂y ∂z ∂z
= + = (−eu sin v) + eu cos v.
∂v ∂x ∂v ∂y ∂v ∂x ∂y
∂z ∂z u ∂z u ∂z ∂z
y = y e cos v + y e sin v = eu sin veu cos v + eu sin veu sin v
∂u ∂x ∂y ∂x ∂y
∂z ∂z
= e2u sin v cos v + e2u sin2 v .
∂x ∂y
∂z ∂z ∂z
x = −eu sin veu cos v + eu cos veu cos v
∂v ∂x ∂y
∂z ∂z
= −e2u sin v cos v + e2u cos2 v
∂x ∂y
∂z ∂z ∂z
Adding we get y + x = e2u .
∂u ∂v ∂y
y − x z − x ∂u ∂u ∂u
Example 2.43. If u = f , prove that x2 + y2 + z2 = 0.
xy zx ∂x ∂y ∂z
y − x z − x
Solution. Given: u = f ,
xy zx
y−x z−x 1 1 1 1
Let r = ,s= ,r = − , s = − .
xy zx x y x z
∴ u = f (r, s).
∴ u is a function of r and s and r and s are functions of x, y and z.
Now
∂u ∂u ∂r ∂u ∂s ∂u  −1  ∂u  −1 
= + = +
∂x ∂r ∂x ∂s ∂x ∂r x2 ∂s x2
∂u ∂u ∂u
∴ x2 =− − . (1)
∂x ∂r ∂s
∂u ∂u ∂r ∂u ∂s ∂u  −1  ∂u
= + = + (0)
∂y ∂r ∂y ∂s ∂y ∂r y2 ∂s
∂u ∂u
y2 = . (2)
∂y ∂r
∂u ∂u ∂r ∂u ∂s ∂u ∂u  1 
= + = (0) +
∂z ∂r ∂z ∂s ∂z ∂r ∂s z2
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Function of Several Variables 97

∂u ∂u
z2 = . (3)
∂z ∂s

∂u ∂u ∂u
(1) + (2) + (3) =⇒ x2 + y2 + z2 = 0.
∂x ∂y ∂z

∂u ∂v
Example 2.44. If u2 + 2v2 = 1 − x2 + y2 and u2 + v2 = x2 + y2 − 2, find and .
∂x ∂x
Solution. Consider u and v as functions of x and y.

u2 + 2v2 = 1 − x2 + y2 .

Differentiating partially w.r.t. x

∂u ∂v
2u + 4v = −2x
∂x ∂x
∂u ∂v
u + 2v = −x. (1)
∂x ∂x
u2 + v2 = x2 + y2 − 2

Differentiating partially w.r.t. x

∂u ∂v
2u + 2v = 2x
∂x ∂x
∂u ∂v
u +v = x. (2)
∂x ∂x
∂v
(1) − (2) ⇒ v = −2x
∂x
∂v −2x
⇒ =
∂x v
∂u (−2x)
(1) ⇒ u + 2v = −x.
∂x v
∂u
u = 3x
∂x
∂u 3x
⇒ = .
∂x u

Example 2.45. If z is a function of x and y and


∂2 z ∂2 z ∂2 z ∂2 u
x = u cos α − v sin α, y = u sin α + v cos α, show that + = + . [Jun 2000]
∂x2 ∂y2 ∂u2 ∂v2
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98 Engineering Mathematics - I

Solution.
∂z ∂z ∂x ∂z ∂y ∂z ∂z
= + = cos α + sin α.
∂u ∂x ∂u ∂y ∂u ∂x ∂y
∂2 z ∂  ∂z  ∂x ∂  ∂z  ∂y
= +
∂u2 ∂x ∂u ∂u ∂y ∂u ∂u
∂  ∂z ∂z  ∂  ∂z ∂z 
= cos α + sin α cos α + cos α + sin α sin α
∂x ∂x ∂y ∂y ∂x ∂y
2
∂ z 2
∂ z 2
∂ z ∂2 z
= 2 cos2 α + sin α cos α + cos α sin α + 2 sin2 α. (1)
∂x ∂x∂y ∂y∂x ∂y
∂z ∂z ∂x ∂z ∂y ∂z ∂z
= + = (− sin α) + cos α.
∂v ∂x ∂v ∂y ∂v ∂x ∂y
∂2 z ∂  ∂z  ∂x ∂  ∂z  ∂y
= +
∂v2 ∂x ∂v ∂v ∂y ∂v ∂v
∂  ∂z ∂z  ∂  ∂z ∂z 
= − sin α + cos α (− sin α) + − sin α + cos α cos α.
∂x ∂x ∂y ∂y ∂x ∂y
2
∂ z 2
∂ z 2
∂ z 2
∂ z
= 2 sin2 α − sin α cos α − cos α sin α + 2 cos2 α. (2)
∂x ∂x∂y ∂y∂x ∂y
∂2 z ∂2 z ∂2 z 2 2 ∂2 z
(1) + (2) ⇒ + = (sin α + cos α) + (sin2 α + cos2 α)
∂u2 ∂v2 ∂x2 ∂y2
∂2 z ∂2 z
= + .
∂x2 ∂y2
Example 2.46. If F is u u
2 2
" 2a function2
# of x and y and if x = e sin v, y = e cos v, prove
∂ F ∂ F ∂ F ∂ F
that 2 + 2 = e−2u + 2 [Jan 2013]
∂x ∂y ∂u2 ∂v
∂F ∂F ∂x ∂F ∂y
Solution. = · + ·
∂u ∂x ∂u ∂y ∂u
∂F u ∂F u
= · e sin v + · e cos v.
∂x ∂y
∂2 F
! !
∂ ∂F ∂x ∂ ∂F ∂y
2
= +
∂u ∂x ∂u ∂u ∂y ∂u ∂u
" # " #
∂ ∂F u ∂F u ∂x ∂ ∂F u ∂F u ∂y
= · e sin v + · e cos v + · e sin v + · e cos v
∂x ∂x ∂y ∂u ∂y ∂x ∂y ∂u
" 2
∂2 F u
" 2
∂2 F u
# #
∂ F u u ∂ F u
= · e sin v + · e cos v · e sin v + · e cos v + · e sin v · eu cos v
∂x2 ∂x∂y ∂y2 ∂y∂x
∂2 F ∂2 F 2u ∂2 F 2u ∂2 F
= 2 · e2u sin2 v + · e sin v cos v + · e sin v cos v + 2 · e2u cos2 v (1)
∂x ∂x∂y ∂y∂x ∂y
STUDENTSFOCUS.COM

Function of Several Variables 99

∂F ∂F ∂x ∂F ∂y
= · + · .
∂v ∂x ∂v ∂y ∂v
∂F u ∂F u
= · e cos v − · e sin v.
∂x ∂y
∂2 F
! !
∂ ∂F ∂x ∂ ∂F ∂y
= +
∂v2 ∂x ∂v ∂v ∂y ∂v ∂v
" # " #
∂ ∂F u ∂F u u ∂ ∂F u ∂F u
= · e cos v − · e sin v e cos v + · e cos v − · e sin v (−eu sin v)
∂x ∂x ∂y ∂y ∂x ∂y
∂2 F ∂2 F 2u ∂2 F 2u ∂2 F
= 2 · e2u cos2 v − · e sin v cos v − · e sin v cos v + 2 · e2u sin2 v. (2)
∂x ∂x∂y ∂y∂x ∂y
∂2 F ∂2 F ∂2 F 2u ∂2 F 2u
(1) + (2) ⇒ 2 + 2 = 2 e + 2 · e
∂u ∂v ∂x ∂y
" 2
∂2 F
#
2u ∂ F
=e + 2
∂x2 ∂y
" 2 2
# 2 2
∂ F ∂ F ∂ F ∂ F
e−2u 2
+ 2 = 2 + 2.
∂u ∂v ∂x ∂y

Example 2.47. Transform the equation z xx + 2z xy + zyy = 0 by changing the


independent variables using u = x − y and v = x + y. [Jun 2012]
Solution. Consider z as a function of u and v and u and v are functions of x and y.

∂z ∂z ∂u ∂z ∂v
= · + ·
∂x ∂u ∂x ∂v ∂x
∂z ∂z
= ·1+ ·1
∂u ∂v
∂z ∂z
= + .
∂u ∂v!
∂2 z
!
∂ ∂z ∂u ∂ ∂z ∂v
= · + ·
∂x2 ∂u ∂x ∂x ∂v ∂x ∂x
! !
∂ ∂z ∂z ∂ ∂z ∂z
= + ·1+ + ·1
∂u ∂u ∂v ∂v ∂u ∂v
∂2 z ∂2 z ∂2 z ∂2 z
= 2+ + + 2
∂u ∂u∂v ∂v∂u ∂v
i.e.,z xx = zuu + zuv + zvu + zvv (1)
∂z ∂z ∂u ∂z ∂v
= · + ·
∂y ∂u ∂y ∂v ∂y
STUDENTSFOCUS.COM

100 Engineering Mathematics - I

∂z ∂z
= (−1) + ·1
∂u ∂v
∂z ∂z
=− + .
∂u !∂v
∂2 z
!
∂ ∂z ∂u ∂ ∂z ∂v
= +
∂y2 ∂u ∂y ∂y ∂v ∂y ∂y
! !
∂ ∂z ∂z ∂ ∂z ∂z
= − + (−1) + − + ·1
∂u ∂u ∂v ∂v ∂u ∂v
∂2 z ∂2 z ∂2 z ∂2 z
= 2− − + 2.
∂u ∂u∂v ∂v∂u ∂v
i.e., zyy = zuu − zuv − zvu + zvv (2)
∂2 z
!
∂ ∂z
=
∂x∂y ∂x ∂y
! !
∂ ∂z ∂u ∂ ∂z ∂v
= +
∂u ∂y ∂x ∂v ∂y ∂x
! !
∂ ∂z ∂z ∂ ∂z ∂z
= − + ·1+ − + ·1
∂u ∂u ∂v ∂v ∂u ∂v
∂2 z ∂2 z ∂2 z ∂2 z
=− 2 + − + 2.
∂u ∂u∂v ∂v∂u ∂v
i.e., z xy = −zuu + zuv − zvu + zvv (3)

(1) + (2) + 2 × (3) ⇒

z xx + 2z xy + zyy = 2zuv − 2zvu + 4zvv

0 = 2zuv − 2zvu + 4zvv .

∴ zuv − zvu + 2zvv = 0

which is the required equation.

Example 2.48. If z = f (x, y)! where x = u2 − v2 and y = 2uv, prove that


∂2 z ∂2 z 2
2
2 ∂ z ∂2 z
+ = 4(u + v ) + . [Jan 2012, Jan 2010]
∂u2 ∂v2 ∂x2 ∂y2
Solution. z is a function of x and y and x and y are functions of u and v.
∴ z is a composite function of u and v.

∂z ∂z ∂x ∂z ∂y
= · + ·
∂u ∂x ∂u ∂y ∂u
STUDENTSFOCUS.COM

Function of Several Variables 101

∂z ∂z
= · 2u + · 2v.
∂x ∂y
∂2 z
!
∂ ∂z
=
∂u2 ∂u ∂u
! !
∂ ∂z ∂x ∂ ∂z ∂y
= · + · .
∂x ∂u ∂u ∂y ∂u ∂u
" # " #
∂ ∂z ∂z ∂ ∂z ∂z
= · 2u + · 2v 2u + · 2u + · 2v 2v
∂x ∂x ∂y ∂y ∂x ∂y
∂2 z ∂2 z ∂2 z ∂2 z
= 2 · 4u2 + 4uv + 4uv + 2 · 4v2 .
∂x ∂x∂y ∂y∂x ∂y
∂z ∂z ∂x ∂z ∂y
= · + ·
∂v ∂x ∂v ∂y ∂v
∂z ∂z
= · (−2v) + · 2u
∂x ∂y
∂z ∂z
= −2v + 2u .
∂x ∂y
∂2 z
!
∂ ∂z
=
∂v2 ∂v ∂v
! !
∂ ∂z ∂x ∂ ∂z ∂y
= + .
∂x ∂v ∂v ∂y ∂v ∂v
" # " #
∂ ∂z ∂z ∂ ∂z ∂z
= −2v + 2u (−2v) + −2v · + 2u · 2u
∂x ∂x ∂y ∂y ∂x ∂y
∂2 z ∂2 z ∂2 z ∂2 z
= 4v2 2 − 4uv − 4uv + 4v2 2
∂x ∂x∂y ∂y∂x ∂y
∂2 z ∂2 z 2
∂ z 2
∂ z
+ = 2 (4u2 + 4v2 ) + 2 (4u2 + 4v2 )
∂u2 ∂v2 ∂x ∂y
" 2
∂2 z
#
2 2 ∂ z
= 4(u + v ) + .
∂x2 ∂y2

Example 2.49. If g(x, y) = χ(u, 2 2


2 2 2 2
! v) where u = x − y , v = 2xy, prove that
∂ g ∂ g ∂ χ ∂ χ
2
+ 2 = 4(x2 + y2 ) + .
∂x ∂y ∂u2 ∂v2
Solution.
Similar to the previous problem.
STUDENTSFOCUS.COM

102 Engineering Mathematics - I

du
Example 2.50. If u = x2 + y2 + z2 and x = e2t , y = e2t cos 3t, z = e2t sin 3t, find .
dt
[Dec 2011]
Solution.

du ∂u dx ∂u dy ∂u dz
= · + · + ·
dt ∂x dt ∂y dt ∂z dt
h i
= 2x · 2e2t + 2y −3e2t sin 3t + 2e2t cos 3t
h i
+ 2z 3e2t cos 3t + 2e2t sin 3t
h i
= 2e2t · 2e2t + 2e2t cos 3t −3e2t sin 3t + 2e2t cos 3t
h i
+ 2e2t sin 3t 3e2t cos 3t + 2e2t sin 3t

= 4e4t − 6e4t cos 3t sin 3t + 4e4t cos2 3t + 6e4t sin 3t cos 3t + 4e4t sin2 3t

= 4e4t + 4e4t (cos2 3t + sin2 3t) = 4e4t + 4e4t = 8e4t .

dy 2 2 2
Example 2.51. Find if x and y are connected by the relation x 3 + y 3 = a 3 .
dx 2 2 2
Solution. Let f (x, y) = x 3 + y 3 − a 3

∂f 2 1
fx = = x− 3 .
∂x 3
∂f 2 1
fy = = y− 3 .
∂y 3
dy fx  x − 13  y  13
Now =− =− =− .
dx fy y x

dy y
Example 2.52. Find if f (x, y) = log(x2 + y2 ) + tan−1 .
dx x
Solution.

∂f 2x 1  y 2x y 2x − y
fx = = 2 + − = 2 − 2 = 2 .
∂x x + y2 y2 x 2 x +y 2 x +y 2 x + y2
1+
x2
∂f 2y 1 1 2y x 2y + x
fy = = 2 + = + 2 = 2 .
∂y x + y2 y2 x x2 +y 2 x +y 2 x + y2
1+
x2
dy fx 2x − y y − 2x
Now =− =− = .
dx fy 2y + x x + 2y
STUDENTSFOCUS.COM

Function of Several Variables 103

2.5 Jacobian and its Properties

Definition. If u and v are continuous functions of two independent variables x


and y having first order partial derivatives, then the Jacobian determinant or
the Jacobian of u and v is defined by

∂(u, v)  u, v  ∂u ∂u
or J or J = ∂x ∂y
.
∂(x, y) x, y ∂v ∂v
∂x ∂y

If u, v, w are continuous functions of three independent variables x, y, z having first


order partial derivatives, then the Jacobian of u, v, w w.r.t. x, y, z is defined 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

Properties of Jacobians
Property I. If u and v are functions of r and s where r and s are functions of x, y
then
∂(u, v) ∂(u, v) ∂(r, s)
= .
∂(x, y) ∂(r, s) ∂(x, y)

Proof. Since u and v are functions of x and y, we have

∂u ∂u ∂r ∂u ∂s
ux = = + = ur r x + u s s x .
∂x ∂r ∂x ∂s ∂x

∂u ∂u ∂r ∂u ∂s
uy = = + = ur ry + u s sy .
∂y ∂r ∂y ∂s ∂y

∂v ∂v ∂r ∂v ∂s
vx = = + = vr r x + v s s x .
∂x ∂r ∂x ∂s ∂x

∂v ∂v ∂r ∂v ∂s
vy = = + = vr ry + v s sy .
∂y ∂r ∂y ∂s ∂y
STUDENTSFOCUS.COM

104 Engineering Mathematics - I


∂(u, v) ∂(r, s) ur u s r x ry
Now =
∂(r, s) ∂(x, y) vr v s s x

sy

ur u s r x s x
=
v v r s
r s y y

ur r x + u s s x ur ry + u s sy
=
v r + v s v r + v s
r x s x r y s y

u x uy
=
v v
x y
∂(u, v)
= .
∂(x, y)

Property II. If J1 is the Jacobian of u, v with respect to x, y and J2 is the Jacobian


∂(u, v) ∂(x, y)
of x, y w.r.t. u, v then J1 J2 = 1. i.e., • = 1.
∂(x, y) ∂(u, v)
Proof. u is a function of x and y.
Differentiating partially with respect to u and v we get

∂u ∂x ∂u ∂y
1= + = u x xu + uy yu .
∂x ∂u ∂y ∂u

∂u ∂x ∂u ∂y
0= + = u x xv + uy yv .
∂x ∂v ∂y ∂v

v is a function of x and y.
Differentiating with respect to u and v partially we get

∂v ∂x ∂v ∂y
0= + = v x xu + vy yv .
∂x ∂u ∂y ∂v

∂v ∂x ∂v ∂y
1= + = v x xv + vy yv .
∂x ∂v ∂y ∂v
STUDENTSFOCUS.COM

Function of Several Variables 105


∂(u, v) ∂(x, y) u x uy xu xv
Now =
∂(x, y) ∂(u, v) v x vy yu

yv

u x uy xu yu
=
v v x y
x y v v

u x xu + uy yv u x xv + uy yv
=
v x + v y v x + v y
x u y u x v y v

1 0
=
0 1

J1 J2 = 1.

Property III. If the functions u, v, w of three independent variables x, y, z are not


independent, then the Jacobian of u, v, w with respect to x, y, z vanishes.
Solution. Given: u, v and w are not independent variables.
=⇒ There exists a relation F(u, v, w) = 0.
Differentiating this w.r.t x, y and z we get

∂F ∂u ∂F ∂v ∂F ∂w
+ + =0
∂u ∂x ∂v ∂x ∂w ∂x

∂F ∂u ∂F ∂v ∂F ∂w
+ + =0
∂u ∂y ∂v ∂y ∂w ∂y
∂F ∂u ∂F ∂v ∂F ∂w
+ + = 0.
∂u ∂z ∂v ∂z ∂w ∂z
∂F ∂F ∂F
Eliminating , and from the above three equations we get
∂u ∂v ∂w

∂u ∂v ∂w
∂x ∂x ∂x
∂u ∂v ∂w = 0.
∂y ∂y ∂y
∂u ∂v ∂w
∂z ∂z ∂z

∂(u, v, w)
=⇒ = 0.
∂(x, y, z)
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106 Engineering Mathematics - I

Functional relationship. Let u1 , u2 , . . . , un be functions of x1 , x2 , x3 , . . . , xn . Then,


a necessary and sufficient condition that u1 , u2 , . . . , un are not independent is that
∂(u1 , u2 , . . . , un )
the Jacobian = 0.
∂(x1 , x2 , . . . , xn ) ✎ ☞
Worked Examples
✍ ✌

Example 2.53. If x = r cos θ, y = r sin θ, find the Jacobian of x and y w.r.t r and θ.
[Jan 2001]
Solution.
∂x ∂x
x = r cos θ =⇒ = cos θ, = −r sin θ.
∂r ∂θ
∂u ∂u
y = r sin θ =⇒ = sin θ, = r cos θ.
∂r ∂θ
∂(x, y) ∂x
∂r
∂x
∂θ
cos θ −r sin θ
= r cos2 θ + r sin2 θ = r.
Now, = =
∂(r, θ) ∂y ∂y sin θ r cos θ
∂r ∂θ

Example 2.54. The transformation equations in spherical polar coordinates is


x = r sin θ cos ϕ, y = r sin θ sin ϕ, z = r cos θ. Compute the Jacobian of x, y, z w.r.t. r, θ, ϕ.
[May 2011, Jan 2009]
Solution.

∂x ∂x ∂x sin θ cos ϕ r cos θ cos ϕ −r sin θ sin ϕ
∂r ∂θ ∂ϕ
∂(x, y, z) ∂y ∂y ∂y

= ∂r ∂θ ∂ϕ
= sin θ sin ϕ r sin ϕ cos θ r sin θ cos ϕ
∂(r, θ, ϕ)
∂z ∂z ∂z cos θ −r sin θ 0
∂r ∂θ ∂ϕ

sin θ cos ϕ cos θ cos ϕ − sin ϕ

= r2 sin θ sin θ sin ϕ sin ϕ cos θ cos ϕ

cos θ − sin θ 0

= r2 sin θ sin θ cos ϕ(0 + sin θ cos ϕ) − cos θ cos ϕ(0 − cos θ cos ϕ)

− sin ϕ(− sin2 θ sin ϕ − cos2 θ sin ϕ)




= r2 sin θ sin2 θ cos2 ϕ + cos2 θ cos2 ϕ + sin2 θ sin2 ϕ + cos2 θ sin2 ϕ




= r2 sin θ(cos2 ϕ + sin2 ϕ) = r2 sin θ.


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Function of Several Variables 107

Example 2.55. In cylindrical polar coordinates, x = ρ cos φ, y = ρ sin φ, z = z. Show


∂(x, y, z)
that = ρ.
∂(ρ, φ, z)
Solution.

∂x ∂x ∂x cos φ −ρ sin φ 0
∂ρ ∂φ ∂z
∂(x, y, z) ∂y ∂y ∂y
= ∂ρ ∂φ ∂z = sin φ ρ cos φ 0
∂(ρ, φ, z)
∂z ∂z ∂z 0 0 1
∂ρ ∂φ ∂z

= 1(ρ cos2 φ + ρ sin2 φ) = ρ.

∂(u, v)
Example 2.56. If u = 2xy, v = x2 − y2 , x = r cos θ, y = r sin θ, evaluate without
∂(r, θ)
actual substitution. [Jan 2009]
Solution. Given that u and v are functions of x and y. x and y are functions of r
and θ.
∴ By property (1) of the Jacobians we have

∂(u, v) ∂(u, v) ∂(x, y)


= .
∂(r, θ) ∂(x, y) ∂(r, θ)

∂u ∂u
∂(u, v) ∂x ∂y
2y 2x
= =
∂(x, y) ∂v ∂v 2x −2y

∂x ∂y

= −4y2 − 4x2 = −4(x2 + y2 ) = −4r2 .



∂x ∂x
∂(x, y) ∂r ∂θ cos θ −r sin θ

= =
∂(r, θ) ∂y ∂y sin θ r cos θ

∂r ∂θ

= r cos2 θ + r sin2 θ = r
∂(u, v)
= −4(r2 )r = −4r3 .
∂(r, θ)

u+v ∂(u, v)
Example 2.57. If x = uv, y = , find .
u−v ∂(x, y)
∂(u, v) ∂(x, y) ∂(u, v) 1
Solution. We know that =1⇒ = .
∂(x, y) ∂(u, v) ∂(x, y) ∂(x, y)
∂(u, v)
x = uv.
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108 Engineering Mathematics - I

∂x ∂x
= v, = u.
∂u ∂v
u+v
y= .
u−v
∂y u − v − (u + v) u − v − u − v −2v
= 2
= 2
= .
∂u (u − v) (u − v) (u − v)2
∂y (u − v).1 − (u + v)(−1) 2u
= 2
= .
∂v (u − v) (u − v)2


∂x ∂x v u
∂(x, y) ∂u ∂v
= = −2v 2u

∂(u, v) ∂y ∂y
∂u ∂v (u − v)2
(u − v)2
2uv 2uv 4uv
= 2
+ 2
=
(u − v) (u − v) (u − v)2
∂(u, v) (u − v)2
= .
∂(x, y) 4uv

Example 2.58. If x = u(1 − v), y = uv then compute J1 and J2 and prove that
J1 J2 = 1.
Solution. We have
∂(x, y) ∂(u, v)
J1 = , J2 =
∂(u, v) ∂(x, y)
x = u − uv, y = uv.

∂x
∂x 1 − v −u
J1 = ∂u
∂v
= = u − uv + uv = u.
∂y
∂y v u
∂u ∂v
We shall express u and v interms of x and y.

x = u − uv = u − y ⇒ x + y = u.

y y
y = uv ⇒ v = = .
u x+y
1
we get J2 = .
u
1
Now J1 J2 = u = 1.
u
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Function of Several Variables 109

x2 x3 x3 x1 x1 x2 ∂(y1 , y2 , y3 )
Example 2.59. If y1 = , y2 = , y3 = , prove that = 4.
x1 x2 x3 ∂(x1 , x2 , x3 )
[Jan 2014]
∂y1 ∂y1 ∂y1
∂x1 ∂x2 ∂x3
∂(y1 , y2 , y3 ) ∂y2 ∂y2 ∂y2
Solution. = ∂x ∂x ∂x
∂(x1 , x2 , x3 ) 1 2 3
∂y3 ∂y3 ∂y3
∂x1 ∂x2
∂x3
2 −x2 x3 x3 x2
x1 x1 x1

= xx32 −x3 x1 x1

x22 x2


x2 x1 −x1 x2
x3 x3 2
x3
 2
x12  x3  x1 x2 x3 x1 x2 
    
−x2 x3  x1 x2 x3 x2  x1 x3 x1 x2 x3 
=  2 2 −  − − −  +  + 2 
x12 x2 x3 x2 x3  x1  x2 x32 x2 x3  x1 x2 x3 x2 x3
= −1 + 1 + 1 + 1 + 1 + 1 = 4.

∂(x, y, z)
Example 2.60. If u = x + y + z, uv = y + z, uvw = z, find .
∂(u, v, w)
[Jan 2012, Jan 2010]
Solution. Given u = x + y + z ⇒ u = x + uv ⇒ x = u − uv = u(1 − v).
uv = y + z ⇒ uv = y + uvw ⇒ y = uv − uvw = uv(1 − w), uvw = z.

∂x ∂x ∂x 1 − v −u 0
∂u ∂v ∂w
∂(x, y, z) ∂y ∂y ∂y

= ∂u ∂v
= v(1 − w) u(1 − w) −uv
∂w
∂(u, v, w)
∂z ∂z ∂z vw uw uv
∂u ∂v ∂w

1 − v −1 0

= u(uv) v(1 − w) 1 − w −1

vw w 1

= u2 v {(1 − v)(1 − w + w) + 1(v(1 − w) + vw)}

= u2 v {(1 − v) + (v − vw + vw)}

= u2 v {1 − v + v} = u2 v.

∂(x, y, z)
Example 2.61. If u = xyz, v = x2 + y2 + z2 , w = x + y + z, find .
∂(u, v, w)
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110 Engineering Mathematics - I

∂(x, y, z) ∂(u, v, w) ∂(x, y, z) 1


Solution. We have =1⇒ = .
∂(u, v, w) ∂(x, y, z) ∂(u, v, w) ∂(u, v, w)
∂(x, y, z)

∂u ∂u ∂u yz xz xy
∂x ∂y ∂z
∂(u, v, w) ∂v ∂v

∂v =

= ∂x ∂y ∂z 2x 2y 2z
∂(x, y, z)
∂w ∂w ∂w
1 1 1
∂x ∂y ∂z

= yz(2y − 2z) − xz(2x − 2z) + xy(2x − 2y)

= 2(yz(y − z) − xz(x − z) + xy(x − y))

= 2(y2 z − yz2 − x2 z + xz2 + xy(x − y))

= 2(z2 (x − y) + xy(x − y) − z(x2 − y2 ))

= 2(z2 (x − y) + xy(x − y) − z(x − y)(x + y))

= 2(x − y)(z2 + xy − xz − yz)

= 2(x − y)(z(z − x) − y(z − x))

= 2(x − y)(z − x)(z − y)

= −2(x − y)(y − z)(z − x).

∂(x, y, z) 1 1
Now, ⇒ = = .
∂(u, v, w) ∂(u, v, w) −2(x − y)(y − z)(z − x)
∂(x, y, z)

Example 2.62. If u = x + 2y + z, v = x − 2y + 3z and w = 2xy − xz + 4yz − 2z2 , show that


they are not independent. Find the relation between u, v and w.
Solution. Given: u = x + 2y + z.

∂u ∂u ∂u
= 1, = 2, = 1.
∂x ∂y ∂z

v = x − 2y + 3z.
∂v ∂v ∂v
= 1, = −2, = 3.
∂x ∂y ∂z

w = 2xy − xz + 4yz − 2z2 .


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Function of Several Variables 111

∂w ∂w ∂w
= 2y − z, = 2x + 4z, = −x + 4y − 4z.
∂x ∂y ∂z


∂u ∂u ∂u 1 2 1
∂x ∂y ∂z
∂(u, v, w) ∂v ∂v ∂v

= ∂x ∂y ∂z
= 1 −2 3
∂(x, y, z)
∂w ∂w ∂w 2y − z 2x + 4z −x + 4y − 4z
∂x ∂y ∂z

= 1(−2(−x + 4y − 4z) − 3(2x + 4z)) − 2(−x + 4y − 4z − 3(2y − z))

+ 1(2x + 4z + 2(2y − z))

= 2x − 8y + 8z − 6x − 12z + 2x − 8y + 8z + 12y − 6z + 2x + 4z + 4y − 2z = 0.

Hence, u, v, w are not independent.


Now u + v = 2x + 4z, u − v = 4y − 2z.

(u + v)(u − v) = 2(x + 2z).2(2y − z)

u2 − v2 = 4(2xy − xz + 4yz − 2z2 )

u2 − v2 = 4w.

2.6 Taylor’s expansion for functions of two variables

We know that for a function f (x) of one single variable x, the Taylor’s expansion
is

h2 ′′ h3 ′′′
f (x + h) = f (x) + h f ′ (x) + f (x) + f (x) + · · ·
2! 3!

Now let f (x, y) be a function of two independent variables x, y defined in a region


R of the xy−plane and let (a, b) be a point in R. Suppose f (x, y) has all its partial
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112 Engineering Mathematics - I

derivatives in a neighbourhood of (a, b) then

 ∂ ∂
f (a + h, b + k) = f (a, b) + h + k f (a, b)
∂x ∂y
1 ∂ ∂ 2 1 ∂ ∂ 3
+ h +k f (a, b) + h +k f (a, b) + · · · +
2! ∂x ∂y 3! ∂x ∂y
 
= f (a, b) + h f x (a, b) + k fy (a, b)
1 2 
+ h f xx (a, b) + 2hk f xy (a, b) + k2 fyy (a, b)
2!
1 3
+ h f xxx (a, b) + 3h2 k f xxy (a, b) + 3hk2 f xyy (a, b)
3!

+ k3 fyyy (a, b) + · · · .

Put x = a + h, y = b + k then h = x − a, k = y − b.
∴ The Taylor’s series can be written as

 
f (x, y) = f (a, b) + (x − a) f x (a, b) + (y − b) fy (a, b)
1 
+ (x − a)2 f xx (a, b) + 2(x − a)(y − b) f xy (a, b) + (y − b)2 fyy (a, b)
2!
1
+ (x − a)3 f xxx (a, b) + 3(x − a)2 (y − b) f xxy (a, b)
3!

+ 3(x − a)(y − b)2 f xyy (a, b) + (y − b)3 fyyy (a, b) + · · · .

This is known as the Taylor’s expansion of f (x, y) in the neighbourhood of (a, b) or


about the point (a, b).
Put a = 0, b = 0. we get

 
f (x, y) = f (0, 0) + x f x (0, 0) + y fy (0, 0)
1 2 
+ x f xx (0, 0) + 2xy f xy (0, 0) + y2 fyy (0, 0)
2!
1 3 
+ x f xxx (0, 0) + 3x2 y f xxy (0, 0) + 3xy2 f xyy (0, 0) + y3 fyyy (0, 0) + · · · .
3!

This is called Maclaurin’s series for f (x, y) in powers of x and y.


✎ ☞
Worked Examples
✍ ✌
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Function of Several Variables 113

Example 2.63. Expand e x sin y in powers of x and y as far as the terms of third
degree. [Jun 2013]
Solution. f (x, y) = e x sin y f (0, 0) = 0

f x (x, y) = e x sin y f x (0, 0) = 0

fy (x, y) = e x cos y fy (0, 0) = 1

f xx (x, y) = e x sin y f xx (0, 0) = 0

f xy (x, y) = e x cos y f xy (0, 0) = 1

fyy (x, y) = −e x sin y fyy (0, 0) = 0

f xxx (x, y) = e x sin y f xxx (0, 0) = 0

f xxy (x, y) = e x cos y f xxy (0, 0) = 1

f xyy (x, y) = −e x sin y f xyy (0, 0) = 0

fyyy (x, y) = −e x cos y fyyy (0, 0) = −1.

1 2 
Now f (x, y) = f (0, 0) + x f x (0, 0) + y fy (0, 0) + x f xx (0, 0) + 2xy f xy (0, 0) + y2 fyy (0, 0)
2!
1 3 
+ x f xxx (0, 0) + 3x2 y f xxy (0, 0) + 3xy2 f xyy (0, 0) + y3 fyyy (0, 0) + · · ·
3!
1 
= 0 + x.0 + y.1 + x2 .0 + 2xy.1 + y2 .0
2
1 3 
x .0 + 3x y.1 + 3xy2 .0 + y3 (−1) + · · ·
2
6
x2 y y3
= y + xy + − + ··· .
2 6

Example 2.64. Expand e x loge (1 + y) in powers of x and y upto terms of third


degree. [Jan 2014, Dec 2011, Jan 2003]
Solution.
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114 Engineering Mathematics - I

2e x
fyyy =
(1 + y)3

f (x, y) = e x loge (1 + y)
f (0, 0) = 0
f x (x, y) = e x loge (1 + y)
ex f x (0, 0) = 0
fy (x, y) =
1+y fy (0, 0) = 1
x
f xx = e log(1 + y)
f xx (0, 0) = 0
ex
f xy = f xy (0, 0) = 1
1+y
−e x fyy (0, 0) = −1
fyy =
(1 + y)2
f xxx (0, 0) = 0
f xxx = e x log(1 + y)
ex f xxy (0, 0) = 1
f xxy =
1+y f xyy (0, 0) = −1
−e x
f xyy = fyyy (0, 0) = 2
(1 + y)2
By Maclaurin’s series we have,

f (x, y) = f (0, 0) + x f x (0, 0) + y fy (0, 0)


1 2 
+ x f xx (0, 0) + 2xy f xy (0, 0) + y2 fyy (0, 0)
2!
1 3
+ x f xxx (0, 0) + 3x2 y f xxy (0, 0)
3!

+ 3xy2 f xyy (0, 0) + y3 fyyy (0, 0) + · · · .
1
e x loge (1 + y) = 0 + x.0 + y.1 + (x2 .0 + 2xy.1 + y2 (−1))+
2
1 3
[x · 0 + 3x2 y · 1 + 3xy2 (−1) + y3 (2)] + . . . .
6
y2 x2 y xy2 y3
= y + xy − + − + − ···
2 2 2 3

Example 2.65. Expand x2 y + 3y − 2 in powers of x − 1 and y + 2 upto third degree


terms. [Jun 2012]
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Function of Several Variables 115

Solution. f (x, y) = x2 y + 3y − 2. f (1, −2) = 1 × (−2) + 3(−2) − 2

= −2 − 6 − 2 = −10.
f x (x, y) = 2xy.
f x (1, −2) = −4.
2
fy (x, y) = x + 3.
fy (1, −2) = 4.
f xx (x, y) = 2y.
f xx (1, −2) = −4.
f xy (x, y) = 2x.
f xy (1, −2) = 2.
fyy (x, y) = 0.
fyy (1, −2) = 0.
f xxx (x, y) = 0.
f xxx (1, −2) = 0.
f xxy (x, y) = 2.
f xxy (1, −2) = 2.
f xyy (x, y) = 0.
f xyy (1, −2) = 0.
fyyy (x, y) = 0.
fyyy (1, −2) = 0.

By Taylor’s theorem we have,

f (x, y) = f (a, b) + (x − a) f x (a, b) + (y − b) fy (a, b)


1 h i
+ (x − a)2 f xx (a, b) + 2(x − a)(y − b) f xy (a, b) + (y − b)2 fyy (a, b)
2!
1 h
+ (x − a)3 f xxx (a, b) + 3(x − a)2 (y − b) f xxy (a, b)
3!
i
+3(x − a)(y − b)2 f xyy (a, b) + (y − b)3 fyyy (a, b) + · · ·

x2 y + 3y − 2 = f (1, −2) + (x − 1) f x (1, −2) + (y + 2) fy (1, −2)


1 h i
+ (x − 1)2 f xx (1, −2) + 2(x − 1)(y + 2) f xy (1, −2) + (y + 2)2 fyy (1, −2)
2!
1 h
+ (x − 1)3 f xxx (1, −2) + 3(x − 1)2 (y + 2) f xxy (1, −2)
3!
i
+3(x − 1)(y + 2)2 f xyy (1, −2) + (y + 2)3 fyyy (1, −2) + · · ·
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116 Engineering Mathematics - I

1h i
= −10 − 4(x − 1) + 4(y + 2) + −4(x − 1)2 + 2(x − 1)(y + 2)
2
1h i
+ 6(x − 1)2 (y + 2) + · · ·
6
= −10 − 4(x − 1) + 4(y + 2) − 2(x − 1)2 + (x − 1)(y + 2) + (x − 1)2 (y + 2) + · · ·

Example 2.66. Find the Taylor’s series expansion of x2 y2 + 2x2 y + 3y2 in powers of
(x + 2) and y − 1 upto third degree terms. [Jan 2012, Jun 2010, Jan 2010]
Solution.

f (x, y) = x2 y2 + 2x2 y + 3y2 . f (−2, 1) = 4 + 8 + 3 = 15.

f x (x, y) = 2xy2 + 4xy. f x (−2, 1) = −4 − 8 = −12.

fy (x, y) = 2x2 y + 2x2 + 6y. fy (−2, 1) = 8 + 8 + 6 = 22.

f xx (x, y) = 2y2 + 4y. f xx (−2, 1) = 2 + 4 = 6.

f xy (x, y) = 4xy + 4x. f xy (−2, 1) = −8 − 8 = −16.

fyy (x, y) = 2x2 + 6. fyy (−2, 1) = 8 + 6 = 14.

f xxx (x, y) = 0. f xxx (−2, 1) = 0.

f xxy (x, y) = 4y + 4. f xxy (−2, 1) = 4 + 4 = 8.

f xyy (x, y) = 4x. f xyy (−2, 1) = −8.

fyyy (x, y) = 0. fyyy (−2, 1) = 0.

By Taylor’s theorem we have,

f (x, y) = f (a, b) + (x − a) f x (a, b) + (y − b) fy (a, b)


1 h i
+ (x − a)2 f xx (a, b) + 2(x − a)(y − b) f xy (a, b) + (y − b)2 fyy (a, b)
2!
1 h
+ (x − a)3 f xxx (a, b) + 3(x − a)2 (y − b) f xxy (a, b)
3!
i
+3(x − a)(y − b)2 f xyy (a, b) + (y − b)3 fyyy (a, b) + · · ·
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Function of Several Variables 117

x2 y2 + 2x2 y + 3y2 = 15 − 12(x + 2) + 22(y − 1)


1h i
+ 6(x + 2)2 − 2 × 16(x + 2)(y − 1) + 14(y − 1)2
2
1h i
+ 24(x + 2)2 (y − 1) − 24(x + 2)(y − 1)2 + · · ·
6
= 15 − 12(x + 2) + 22(y − 1) + 3(x + 2)2 − 16(x + 2)(y − 1) + 7(y − 1)2

+ 4(x + 2)2 (y − 1) − 4(x + 2)(y − 1)2 + · · ·

Example 2.67. Use Taylor’s formula to expand the function defined by f (x, y) =
x3 + y3 + xy2 in powers of (x − 1) and (y − 2). [May 2011]
Solution.

f (x, y) = x3 + y3 + xy2 . f (1, 2) = 1 + 8 + 4 = 13.

f x (x, y) = 3x2 + y2 . f x (1, 2) = 3 + 4 = 7.

fy (x, y) = 3y2 + 2xy. fy (1, 2) = 12 + 4 = 16.

f xx (x, y) = 6x. f xx (1, 2) = 6.

f xy (x, y) = 2y. f xy (1, 2) = 4.

fyy (x, y) = 6y + 2x. fyy (1, 2) = 12 + 2 = 14.

f xxx (x, y) = 6. f xxx (1, 2) = 6.

f xxy (x, y) = 0. f xxy (1, 2) = 0.

f xyy (x, y) = 2. f xyy (1, 2) = 2.

fyyy (x, y) = 6. fyyy (1, 2) = 6.

By Taylor’s theorem we have,

f (x, y) = f (a, b) + (x − a) f x (a, b) + (y − b) fy (a, b)


1 h i
+ (x − a)2 f xx (a, b) + 2(x − a)(y − b) f xy (a, b) + (y − b)2 fyy (a, b)
2!
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118 Engineering Mathematics - I

1 h
+ (x − a)3 f xxx (a, b) + 3(x − a)2 (y − b) f xxy (a, b)
3!
i
+3(x − a)(y − b)2 f xyy (a, b) + (y − b)3 fyyy (a, b) + · · ·
1h i
x3 + y3 + xy2 = 13 + 7(x − 1) + 16(y − 2) + 6(x − 1)2 + 8(x − 1)(y − 2) + 14(y − 2)2
2
1h i
+ 6(x − 1)3 + 6(x − 1)(y − 2)2 + 6(y − 2)3 + · · ·
6
= 13 + 7(x − 1) + 16(y − 2) + 3(x − 1)2 + 4(x − 1)(y − 2) + 7(y − 2)2

+ (x − 1)3 + (x − 1)(y − 2)2 + (y − 2)3 + · · ·

Example 2.68. Expand e−x log y as a Taylor’s series in powers of x and y − 1 upto
third degree terms. [Jun 2011]
Solution.

f (x, y) = e−x log y. f (0, 1) = 0.

f x (x, y) = −e−x log y. f x (0, 1) = 0.


e−x
fy (x, y) = . fy (0, 1) = 1.
y
f xx (x, y) = e−x log y. f xx (0, 1) = 0.
e−x
f xy (x, y) = − . f xy (0, 1) = −1.
y
e−x
fyy (x, y) = − . fyy (0, 1) = −1.
y2
f xxx (x, y) = −e−x log y. f xxx (0, 1) = 0.
e−x
f xxy (x, y) = . f xxy (0, 1) = 1.
y
e−x
f xyy (x, y) = . f xyy (0, 1) = 1.
y2
2e−x
fyyy (x, y) = . fyyy (0, 1) = 2.
y3
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Function of Several Variables 119

By Taylor’s theorem we have,

f (x, y) = f (a, b) + (x − a) f x (a, b) + (y − b) fy (a, b)


1 h i
+ (x − a)2 f xx (a, b) + 2(x − a)(y − b) f xy (a, b) + (y − b)2 fyy (a, b)
2!
1 h
+ (x − a)3 f xxx (a, b) + 3(x − a)2 (y − b) f xxy (a, b)
3!
i
+3(x − a)(y − b)2 f xyy (a, b) + (y − b)3 fyyy (a, b) + · · ·
1 1
e−x log y = y − 1 + [−2x(y − 1) − (y − 1)2 ] + [3x2 (y − 1) + 3x(y − 1)2 + 2(y − 1)3 ] + · · ·
2! 3!
y
Example 2.69. Expand f (x, y) = tan−1 about (1, 1) upto the second degree terms.
x
Hence compute f (1.1, 0.9) approximately. [Jan 2005]
y
Solution. Given, f (x, y) = tan−1
x
(a, b) = (1, 1) a = 1, b = 1
1 π
f (1, 1) = tan−1 =
1 4
1  −y  x2 y −y −1
fx = 2 2
= − 2 + y2 )x2
= 2 2
f x (1, 1) =
y
1 + x2 x (x x + y 2
1 1 x2 x 1
fy = 2
= 2 2 )x
= 2 2
fy (1, 1) =
y x (x + y x + y 2
1 + x2
2xy 2 1
f xx = −y(−1)(x2 + y2 )−2 2x = 2 2 2
f xx (1, 1) = =
(x + y ) 4 2
2 2
x + y − x2x 2
y −x 2
f xy = 2 2 2
= 2 f xy (1, 1) = 0
(x + y ) (x + y2 )2
−2xy −1
fyy = x(−1)(x2 + y2 )−2 2y = 2 2 2
fyy (1, 1) =
(x + y ) 2

By Taylor’s theorem we have

f (x, y) = f (a, b) + (x − a) f x (a, b) + (y − b) fy (a, b)


1 
+ (x − a)2 f xx (a, b) + 2(x − a)(y − b) f xy (a, b) + (y − b)2 fyy (a, b) + · · ·
2!
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120 Engineering Mathematics - I

y
tan−1 = f (1, 1) + (x − 1) f x (1, 1) + (y − 1) fy (1, 1)
x
1 
+ (x − 1)2 f xx (1, 1) + 2(x − 1)(y − 1) f xy (1, 1) + (y − 1)2 fyy (1, 1)
2!
π  −1  1 1 1
= + (x − 1) + (y − 1) + (x − 1)2 + 2(x − 1)(y − 1)0
4 2 2 2 2
2 (−1)

+ (y − 1) + ···
2
π 1 11 1 
= − (x − 1 − y + 1) + (x − 1)2 − (y − 1)2 + · · ·
4 2 2 2 2
π 1 1 2 2
= − (x − y) + (x − y − 2x + 2y) + · · ·
4 2 4
y π 1 1 1 1
tan−1 = − (x − 1) + (y − 1) + (x − 1)2 − (y − 1)2 + · · · .
x 4 2 2 4 4
π 1 1 1 1
f (1.1, 0.9) = − (0.1) + (−0.1) + (0.1)2 − (−0.1)2 approximately
4 2 2 4 4
π
= − 0.1 = 0.685 approximately.
4
 π
Example 2.70. Find the Taylor’s series expansion of e x sin y at the point − 1,
4
upto third degree terms. [Jan 2009]
Solution.

π 1
f (x, y) = e x sin y f − 1, = √
4 e 2
π 1
f x (x, y) = e x sin y f x − 1, = √
4 e 2
π 1
fy (x, y) = e x cos y fy − 1, = √
4 e 2
π 1
f xx = e x sin y f xx − 1, = √
4 e 2
π 1
f xy = e x cos y f xy − 1, = √
4 e 2
π 1
fyx = e x cos y fyx − 1, = √
4 e 2
π −1
fyy = −e x sin y fyy − 1, = √
4 e 2
π 1
f xxx = e x sin y f xxx − 1, = √
4 e 2
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Function of Several Variables 121

π 1
f xxy = e x cos y f xxy − 1, = √
4 e 2
π −1
f xyy = −e x sin y f xyy − 1, = √
4 e 2
π −1
fyyx = −e x sin y fyyx − 1, = √
4 e 2
π −1
fyyy = −e x sin y

fyyy − 1, = √
4 e 2

By Taylor’s theorem we have

f (x, y) = f (a, b) + (x − a) f x (a, b) + (y − b) fy (a, b)


1 
+ (x − a)2 f xx (a, b) + 2(x − a)(y − b) f xy (a, b) + (y − b)2 fyy (a, b)
2!
1
+ (x − a)3 f xxx (a, b) + 3(x − a)2 (y − b) f xxy (a, b)
3!

+ 3(x − a)(y − b)2 f xyy (a, b) + (y − b)3 fyyy (a, b) + · · · .
 π π π π
e x sin y = f − 1, + (x + 1) f x − 1, + (y − ) fy − 1,
4 4 4 4
1 2 π π π
+ (x + 1) f xx − 1, + 2(x + 1)(y − ) f xy − 1,
2! 4 4 4
π 2 π 
+ (y − ) fyy − 1,
4 4
1 π π π
+ (x + 1) f xxx − 1, + 3(x + 1)2 (y − ) f xxy − 1,
3
6 4 4 4
π 2 π π 3 π 
+ 3(x + 1)(y − ) f xyy − 1, + (y − ) fyyy − 1, + ··· .
4 4 4 4
1 1 1 π 1
= √ + √ (x + 1) + √ y − + √ (x + 1)2
e 2 e 2 e 2 4 2 2e
1 π 1 π 1
+ √ (x + 1) y − − √ y − 2 + √ (x + 1)3
2e 4 2 2e 4 6 2e
√ √
2 π 2 π 1 π
+ (x + 1)2 y − − (x + 1) y − 2 − √ y − 3 + · · · .
e 4 e 4 6 2e 4
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122 Engineering Mathematics - I

 π
Example 2.71. Expand e x cos y near the point 1, by Taylor’s series as far as
4
quadratic terms. [Jan 1996]
Solution.

π e
f (x, y) = e x cos y f 1, = √
4 2
π π e
f x (x, y) = e x cos y f x 1, = e cos = √
4 4 2
π e
fy (x, y) = −e x sin y fy 1, =−√
4 2
π e
f xx = e x cos y f xx 1, = √
4 2
π  −e
f xy = −e x sin y f xy 1, = √
4 2
π  −e
fyy = −e x cos y fyy 1, = √
4 2

By Taylor’s theorem we have

f (x, y) = f (a, b) + (x − a) f x (a, b) + (y − b) fy (a, b)


1 
+ (x − a)2 f xx (a, b) + 2(x − a)(y − b) f xy (a, b) + (y − b)2 fyy (a, b)
2!
x π π π π
e cos y = f 1, + (x − 1) f x 1, + (y − ) fy 1,
4 4 4 4
1 π π π
(x − 1)2 f xx 1, + 2(x − 1)(y − ) f xy 1,

+
2! 4 4 4
π 2 π 
+ (y − ) fyy 1, + ···
4 4
e e π  (−e)
= √ + (x − 1) √ + y − √
2 2 4 2
1 e π  (−e) π 2 (−e) 
+ (x − 1)2 √ + 2(x − 1) y − √ + y− √ + ···
2 2 4 2 4 2
!
e π 1 π 1 π
= √ 1 + (x − 1) − y − + (x − 1)2 − y − (x − 1) − y − 2 + · · · .
2 4 2 4 2 4
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Function of Several Variables 123

2.7 Maxima and Minima for functions of two variables


Definition. Let f (x, y) be a continuous function defined in a closed and bounded
domain D of the xy plane and let (a, b) be an interior point of D.
(i) f (a, b) is said to be a local maximum value of f (x, y) at the point (a, b) if there
exists a neighborhood N of (a, b) such that f (x, y) < f (a, b) for all points (x, y) in
N.
(ii) f (a, b) is said to be a local minimum if f (x, y) > f (a, b) for all points (x, y) in N
other than (a, b).

f (x, y) f (x, y)
f (a, b)
f (a, b)

X X
(x, y) (a, b) (x, y) (x, y) (a, b) (x, y)

Y Y

Local maximum or local minimum values are called extreme values.


Stationary point of f (x, y)
A point (a, b) satisfying f x = 0 and fy = 0 is called a stationary point of f (x, y).
Necessary conditions for Maximum or minimum
If f (a, b) is an extreme value of f (x, y) at (a, b), then (a, b) is a stationary point of
f (x, y) if f x and fy exist at (a, b) and f x (a, b) = 0, fy (a, b) = 0.
Sufficient conditions for extreme values of f (x, y)
Let (a, b) be a stationary point of the differentiable function f (x, y).
i.e., f x (a, b) = 0, fy = (a, b) = 0.
Let us define f xx (a, b) = r, f xy (a, b) = s, fyy (a, b) = t.
(i) If rt − s2 > 0 and r < 0, then f (a, b) is a maximum value.
(ii) If rt − s2 > 0 and r > 0 then f (a, b) is a minimum value.
(iii) If rt − s2 < 0, then f (a, b) is not an extreme value but (a, b) is a saddle point of
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124 Engineering Mathematics - I

f (x, y).
(iv) If rt − s2 = 0, then no conclusion is possible and further investigation is
required.
Working rule to find maxima and minima of f (x, y)
∂f ∂f
step (1). Find f x = and fy = and solve for f x = 0 and fy = 0 as simultaneous
∂x ∂y
equations in x and y.
Let (a, b), (a1 , b1 ), . . . be the solutions which are stationary points of f (x, y).
∂2 f ∂2 f ∂2 f
step (2). Find r = 2 , s = ,t = 2 .
∂x ∂x∂y ∂y
step (3). Evaluate r, s, t at each stationary point.
At the point (a, b) if
(i) rt − s2 > 0 and r < 0 then f (a, b) is a maximum value of f (x, y).
(ii) rt − s2 > 0 and r > 0 then f (a, b) is a minimum value of f (x, y).
(iii) rt − s2 < 0 then (a, b) is called a saddle point.
(iv) rt − s2 = 0, no conclusion can be made, further investigation is required.
Critical Point
A point (a, b) is a critical point of f (x, y) if f x = 0 and fy = 0 at (a, b) or f x and fy do
not exist at (a, b).
Maxima or Minima occur at a critical point.
✎ ☞
Worked Examples
✍ ✌

Example 2.72. Examine f (x, y) = x3 + y3 − 12x − 3y + 20 for its extreme values.


[ Jun 2013, Jan 2012, May 2011, Jun 2010]
Solution. Given f (x, y) = x3 + y3 − 12x − 3y + 20.

f x = 3x2 − 12 fy = 3y2 − 3

r = f xx = 6x s = f xy = 0 t = fyy = 6y

For stationary points, solve f x = 0 and fy = 0.


f x = 0 ⇒ 3x2 − 12 = 0 ⇒ x2 − 4 = 0 ⇒ x2 = 4 ⇒ x = ±2.
fy = 0 ⇒ 3y2 − 3 = 0 ⇒ y2 = 1 ⇒ y = ±1.
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Function of Several Variables 125

Stationary points are (2, 1), (2, −1), (−2, 1) and (−2, −1).
rt − s2 = 6x6y − 0 = 36xy.
At (2, 1), rt − s2 = 36 × 2 × 1 = 72 > 0.
At (2, 1), r = 6(2) = 12 > 0.
∴ (2, 1) is a minimum point.
Minimum value is f (2, 1) = 8 + 1 − 24 − 3 + 20 = 29 − 27 = 2.
At (2, −1), rt − s2 = 36 × 2 × −1 = −72 < 0.
∴ (2, −1) is a saddle point.
At (−2, 1), rt − s2 = 36 × (−2) × 1 = −72 < 0.
∴ (−2, 1) is a saddle point.
At (−2, −1), rt − s2 = 36 × −2 × −1 = 72 > 0.
r = 6(−2) = −12 < 0.
∴ (−2, −1) is a maximum point.
Maximum value f (−2, −1) = −8 − 1 + 24 + 3 + 20 = 47 − 9 = 38.

Example 2.73. Examine f (x, y) = x3 + y3 − 3axy for maximum and minimum


values. [Jan 1999]
Solution.
Given f (x, y) = x3 + y3 − 3axy.

f x = 3x2 − 3ay

fy = 3y2 − 3ax

r = f xx = 6x

s = f xy = −3a t = fyy = 6y.

For stationary points, solve f x = 0 and fy = 0.


x2
f x = 0 ⇒ 3x2 − 3ay = 0 ⇒ ay = x2 ⇒ y = .
a
2 x4
fy = 0 ⇒ 3y − 3ax = 0 ⇒ 2 − ax = 0.
a
 x3 
3 3
x 2 − a = 0 ⇒ x(x − a ) = 0 ⇒ x = 0 or x = a.
a
x=0⇒y=0
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126 Engineering Mathematics - I

a2
x=a⇒y= a = a.
Stationary points are (0, 0) and (a, a).
At (0, 0), rt − s2 = 6x6y − 9a2 = 36xy − 9a2 = −9a2 < 0.
r = 6x = 0.
∴ No maximum or minimum at (0, 0).
∴ (0, 0) is a saddle point.
At (a, a), rt − s2 = 36a2 − 9a2 = 27a2 > 0 if a , 0.
r = 6x = 6a.
If a < 0, r < 0.
∴ (a, a) is a maximum point if a < 0.
If a > 0, r > 0.
∴ (a, a) is a minimum point if a > 0.
Maximum value = a3 + a3 − 3a3 = −a3 if a < 0
Minimum value = −a3 if a > 0.

Example 2.74. Discuss the maxima and minima of f (x, y) = x3 y2 (1 − x − y).


[Jan 2014]
Solution. Given: f (x, y) = x3 y2 (1 − x − y) = x3 y2 − x4 y2 − x3 y3 .

f x = y2 [x3 (−1) + (1 − x − y)3x2 ] = x2 y2 [−x + 3 − 3x − 3y]

= x2 y2 [−4x − 3y + 3].

fy = 2x3 y − 2x4 y − 3x3 y2 .

r = f xx = y2 [−12x2 − 6xy + 6x].

s = f xy = 6x2 y − 8x3 y − 9x2 y2 .

t = fyy = 2x3 − 2x4 − 6x3 y.

For stationary points, solve f x = 0 and fy = 0.


f x = 0 ⇒ x2 y2 [−4x − 3y + 3] = 0.
⇒ x = 0, y = 0, 4x + 3y = 3.
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Function of Several Variables 127

fy = 0 ⇒ x3 y(2 − 2x − 3y) = 0.
x = 0, y = 0, 2x + 3y = 2.

Solving 4x + 3y = 3 (1)

2x + 3y = 2 (2)

1
we get 2x = 1 ⇒ x = .
2
1 1
When x = , (1) ⇒ 2 + 3y = 3 ⇒ 3y = 1 ⇒ y = .
2 3
1 1
∴ The stationary points are (0, 0), , .
2 3
At (0, 0), rt − s2 = 0.0 − 0 = 0.
We can not say maximum or minimum. Further investigation is required.
1 1
At , ,
2 3
1 1 1 1 1
r= − 12 × − 6 × × + 6 ×
9 4 2 3 2
1  1 1
= − 3 − 1 + 3 = (−1) − .
9 9 9
1 1 11 1 1 1 1
t =2 −2 −6 = − − =− .
8 16 83 4 8 4 8
 11 11 1 1 2  1 1 1 2
2
s = 6 −8 −9 = − −
43 83 49 2 3 4
 1 1 2  1 2 1
= − = − = .
4 3 12 144
 1  1  1
rt − s2 = − − −
9 8 144
1 1 2−1
= − = > 0 and r < 0.
72 144 144
1 1
∴ , is a maximum point.
2 3
1 1 1 1 1 1 1 6 − 3 − 2 1 1
Maximum value is f , = 1− − = = = .
2 3 89 2 3 72 6 72 × 6 432
Example 2.75. Find the extreme values of the function f (x, y) = x4 + y2 + x2 y.
Solution. Given: f (x, y) = x4 + y2 + x2 y.

f x = 4x3 + 2xy. r = f xx = 12x2 + 2y.


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128 Engineering Mathematics - I

fy = 2y + x2 . s = f xy = 2x. t = fyy = 2.

For stationary points, solve f x = 0 and fy = 0.


f x = 0 ⇒ 4x3 + 2xy = 0 ⇒ 2x(y + 2x2 ) = 0 ⇒ x = 0, y + 2x2 = 0 ⇒ y = −2x2 .
fy = 0 ⇒ 2y + x2 = 0 ⇒ −4x2 + x2 = 0 ⇒ −3x2 = 0 ⇒ x = 0.
When x = 0, y = 0.
∴ The only stationary point is (0, 0).

rt − s2 = (12x2 + 2y)2 − 4x2 .

At (0, 0), rt − s2 = 0.
We can not say maximum or minimum.
We shall investigate the nature of the function in a neighbourhood of (0, 0).
We have f (0, 0) = 0. In a neighbourhood of (0, 0) on the x−axis, take the point (h, 0),
f (h, 0) = h4 > 0.
On the y−axis take the point (0, k), f (0, k) = k2 > 0.
On y = mx, for any m, take the point (h, mh).

f (h, mh) = h4 + m2 h2 + mh3 = h2 [h2 + m2 + mh].

For the quadratic in m, m2 + mh + h2


discriminant = B2 − 4AC = h2 − 4.1.h2 = −3h2 < 0 if m , 0.
∴ f (h, mh) > 0 for all m , 0.
∴ In a neigbourhood of (0, 0) for all points (x, y), f (x, y) > 0.
∴ f (0, 0) is minimum and the minimum value = 0.

Example 2.76. Find the maximum and minimum values of x2 − xy + y2 − 2x + y.


[ Jun 2012, Jun 2010]
Solution. f (x, y) = x2 − xy + y2 − 2x + y.
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Function of Several Variables 129

f x = 2x − y − 2.

fy = −x + 2y + 1.

r = f xx = 2.

s = f xy = −1.

t = fyy = 2.
For stationary points, solve f x = 0, fy = 0

2x − y − 2 = 0. (1)

−x + 2y + 1 = 0. (2)

(1) ⇒ y = 2x − 2.

(2) ⇒ −x + 2(2x − 2) + 1 = 0

−x + 4x − 4 + 1 = 0

3x − 3 = 0

3x = 3

x = 1.

∴ y = 2 − 2 = 0.

The stationary point is (1, 0).

rt − s2 = 4 + 1 = 5 > 0 and r = 2 > 0.

∴ (1, 0) is a minimum point.


Minimum value of f = 1 − 2 = −1.

Example 2.77. Find the extreme values of the function f (x, y) = x3 +y3 −3x−12y+20.
[Jan 2012]
Solution. f (x, y) = x3 + y3 − 3x − 12y + 20.
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130 Engineering Mathematics - I

f x = 3x2 − 3.

fy = 3y2 − 12.

r = f xx = 6x.

s = f xy = 0.

t = fyy = 6y.
For stationary points, solve f x = 0, fy = 0.

3x2 − 3 = 0. 3y2 − 12 = 0.

3x2 = 3. 3y2 = 12.

x2 = 1. y2 = 4.

x = ±1. y = ±2.

The stationary points are (1, 2), (−1, 2), (1, −2), (−1, −2).
At (1, 2), rt − s2 = 36xy = 36 × 1 × 2 = 72 > 0.
r = 6 > 0.
∴ (1, 2) is a minimum point.
Minimum value of f = 1 + 8 − 3 − 24 + 20 = 2.
At (−1, 2), rt − s2 = 36xy = 36 × (−1) × 2 = −72 < 0.
∴ (−1, 2) is a saddle point.
At (1, −2), rt − s2 = 36xy = 36 × 1 × (−2) = −72 < 0.
∴ (1, −2) is a saddle point.
At (−1, −2), rt − s2 = 36xy = 72 > 0.
r = 6 × (−1) = −6 < 0.
∴ (−1, −1) is a maximum point.
Maximum value of f = −1 − 8 + 3 + 24 + 20 = 38.
Maxima = 38.
Minima = 2.
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Function of Several Variables 131

Example 2.78. Test for maxima and minima of the function f (x, y) = x3 y2 (6 − x − y).
[Jan 2013]
Solution. f (x, y) = x3 y2 (6 − x − y)
= 6x3 y2 − x4 y2 − x3 y3 .
f x = 18x2 y2 − 4x3 y2 − 3x2 y3 .

fy = 12x3 y − 2x4 y − 3x3 y2 .

r = f xx = 36xy2 − 12x2 y2 − 6xy3 .

s = f xy = 36x2 y − 8x3 y − 9x2 y2 .

t = fyy = 12x3 − 2x4 − 6x3 y.


For stationary points, f x = 0, fy = 0.

f x = 0 ⇒ 18x2 y2 − 4x3 y2 − 3x2 y3 = 0

x2 y2 (18 − 4x − 3y) = 0

i.e., 4x + 3y = 18. (1)

fy = 0 ⇒ 12x3 y − 2x4 y − 3x3 y2 = 0

x3 y(12 − 2x − 3y) = 0

2x + 3y = 12. (2)

(1) − (2) ⇒ 2x = 6
x = 3.
(1) ⇒ 12 + 3y = 18
3y = 6
y = 2.
The stationary point is (3, 2)
At (3, 2),
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132 Engineering Mathematics - I

r = 36 × 3 × 4 − 12 × 9 × 4 − 6 × 3 × 8

= 432 − 432 − 144

= −144 < 0.

t = 12 × 9 − 2 × 81 − 6 × 27 × 2

= 108 − 162 − 324

= −378.

s = 34 × 9 × 2 − 8 × 27 × 2 − 9 × 9 × 4

= 612 − 432 − 324

= −144.

rt − s2 = (−144)(−378) − (−144)2

= 54432 − 20736

= 33696 > 0
Since rt − s2 > 0 and r < 0, (3, 2) is a maximum point.
∴ Maximum value of f = 27 × 4(6 − 3 − 2) = 108.

Example 2.79. Examine for minimum and maximum values sin x + sin y + sin(x + y).
Solution. We have f (x, y) = sin x + sin y + sin(x + y).

f x = cos x + cos(x + y) fy = cos y + cos(x + y).

r = f xx = − sin x − sin(x + y)

s = f xy = − sin(x + y)

t = fyy = − sin y − sin(x + y).

For stationary points, solve f x = 0 and fy = 0.

i.e., cos x + cos(x + y) = 0. (1)

cos y + cos(x + y) = 0. (2)


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Function of Several Variables 133

(1) − (2) =⇒ cos x − cos y = 0.

i.e., cos x = cos y

=⇒x = y

Now (1) =⇒ cos x + cos 2x = 0

i.e., cos 2x = − cos x.

cos 2x = cos(π − x)

=⇒2x = π − x.

i.e., 3x = π
π
x= .
3
π π
When x = , y = .
π π 3 3
∴ , is a stationary point.
3 3 
π π
At ,
3 3
√ √
π 2π − 3 3 √
r = − sin − sin = − = − 3 < 0.
3 √3 2 √ 2√
2π 3 3 3 √
s = − sin =− ,t = − − = − 3.
3 2 2 2
2 3 9
rt − s = 3 − = > 0.
4 4
π π
Since rt − s2 > 0 and r < 0, f (x, y) has a maximum value at , .
√ 3√ 3 √ √
π π π π 2π 3 3 3 3 3
∴ Maximum value = f , = sin + sin + sin = + + = .
3 3 3 3 3 2 2 2 2
Example 2.80. Find the maximum and minimum values of
sin x sin y sin(x + y), 0 < x, y < π. [Jan 1997]
Solution. Given f (x, y) = sin x sin y sin(x + y).

f x = sin y[sin x cos(x + y) + sin(x + y) cos x] = sin y sin(2x + y).

r = f xx = 2 sin y cos(2x + y).


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134 Engineering Mathematics - I

fy = sin x[sin y cos(x + y) + sin(x + y) cos y] = sin x sin(x + 2y).

s = f xy = sin x cos(x + 2y) + sin(x + 2y) cos x = sin(2x + 2y).

t = fyy = 2 sin x cos(x + 2y).

For stationary points, solve f x = 0 and fy = 0.


f x = 0 ⇒ sin y sin(2x + y) = 0.
fy = 0 ⇒ sin x sin(x + 2y) = 0.
Since, x, y , 0& , π ⇒ sin x , 0, sin y , 0.
∴ sin(2x + y) = 0 and sin(x + 2y) = 0.
Since, 0 < x < π, 0 < 2x < 2π
0 < y < π ⇒ 0 < 2x + y < 3π.
Similarly 0 < x + 2y < 3π. Since, sin(2x + y) = 0 ⇒ 2x + y = π or 2π.
Similarly x + 2y = π or 2π.

If 2x + y = π (1)

and x + 2y = π (2)

then x − y = 0 ⇒ x = y.
π
∴ (1) ⇒ 3x = π ⇒ x = .
3
π
∴y= .
3 π π
∴ one stationary point is , .
3 3
If 2x + y = π and x + 2y = 2π then, x − y = −π ⇒ x = y − π.
∴ 2(y − π) + y = π ⇒ 3y − 2π = π ⇒ 3y = 3π ⇒ y = π,
which is not admissible since y , π.
Similarly, 2x + y = 2π and x + 2y = π is also not possible.
Now take 2x + y = 2π and x + 2y = 2π
⇒ x−y=0⇒ x=y

⇒ 3x = 2π ⇒ x =
3

∴y= .
3
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Function of Several Variables 135

 2π 2π 
∴ Another stationary point is , .
π π 3 3
At , .
3 3 √
π 3(−1)
r = 2 sin cos π = 2 < 0.
3 2

4π  π π 3
s = sin = sin π + = − sin = − .
3 3 3 2

π 2 3(−1) √
t = 2 sin cos π = = − 3.
3 2

√ √  − 3 2 3 9
rt − s2 = (− 3)(− 3) − = 3 − = > 0.
2 4 4
π π
∴ , is a maximum point.
3 3 √ √
π π π π 2π 3 3  π
Maximum value = f , = sin . sin sin = sin π −
√3 √ 3 √ 3 √ 3 3 2 2 3
3 3 3 3 3
= = .
2 2 2 8
 2π 2π 
At ,
3 3 √
2π 6π 3 √
r = 2 sin cos =2 .1 = 3 > 0.
3 3 2
2π 6π √
t = 2 sin cos = 3.
3 3 √
8π  π 3
s = sin = sin 3π − = .
3 √ 3 2
√ √  3 2 3 9
rt − s2 = 3 3 − = 3 − = > 0.
2 4 4
 2π 2π 
∴ , is a minimum point.
3 3 √ √ √ √
 2π 2π  2π 2π 4π 3 3 3  −3 3
Minimum value = f , = sin sin sin = − = .
3 3 3 3 3 2 2 2 8
Example 2.81. In a plane triangle, find the maximum value of cos A cos B cos C.
[Jan 2000]
Solution. The angles of the ∆le ABC satisfy 0 < A, B, C < π and A + B + C = π,
=⇒ C = π − (A + B). Replacing C, we get
f (A, B) = cos A cos B cos(π − (A + B)) = − cos A cos B cos(A + B), 0 < A, B < π.
fA = − cos B[cos A(− sin(A + B)) + cos(A + B)(− sin A)] = cos B sin(2A + B).
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136 Engineering Mathematics - I

fB = − cos A[− sin(A + 2B)] = cos A sin(A + 2B).


r = fAA = 2 cos B cos(2A + B).
s = fAB = cos A cos(A + 2B) + sin(A + 2B)(− sin A) = cos(2A + 2B).
t = fBB = 2 cos A cos(A + 2B).
For stationary points, solve fA = 0, fB = 0.

i.e., cos B sin(2A + B) = 0 and cos A sin(A + 2B) = 0.

cos B = 0 or sin(2A + B) = 0 and cos A = 0 or sin(A + 2B) = 0


π
=⇒ B = or 2A + B = π or 2π
2
and
π
A= or A + 2B = π or 2π.
2
Different possibilities
π π
case (i) Let B = and A = .
2 2
⇒ A+B=π
=⇒ C = 0 not possible.
π
case (ii) If B = and A + 2B = π.
2
⇒ A + π = π ⇒ A = 0 not possible.
π
case (iii) If B = and A + 2B = 2π.
2
⇒ A + π = 2π ⇒ A = π not possible.
π
case (iv) A = , 2A + B = π.
2
⇒ π + B = π ⇒ B = 0 not possible.
π
case (v) A = , 2A + B = 2π ⇒ B = π not possible.
2
case (vi) If 2A + B = π, A + 2B = π.
Subtracting A − B = 0 ⇒ A = B.
π
∴ 3A = π ⇒ A = .
3
π π
=⇒ B = , C = .
3 3
case (vii) If 2A + B = π and A + 2B = 2π ⇒ A − B = −π not possible.
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Function of Several Variables 137

Finally 2A + B = 2π and A + 2B = 2π ⇒ A − B = 0 ⇒ A = B.
2π 2π
3A = 2π ⇒ A = ,B = .
3 3
2π 2π π
A+B= + = 4 > π not possible.
3 3 3 π π
∴ The only stationary point is , .
π π 3 3
At , ,
3 3
π 1
r = 2 cos cos π = 2 (−1) < 0.
3 2
π
t = 2 cos cos π = −1.
3
 4π   π 1
s = cos = cos π + =− .
3 3 2
2
 −1 2 1 3
rt − s = (−1)(−1) − = 1 − = > 0.
π π 2 4 4
∴ , is a maximum point.
3 3
π π π π π 1
∴ Maximum value of f is f , = cos cos cos = .
3 3 3 3 3 8

Example 2.82. A flat circular plate is heated so that the temperature at any
point (x, y) is U(x, y) = x2 + 2y2 − x. Find the coldest point on the plate. [Jan 2005]
Solution. Given U = x2 + 2y2 − x.

U x = 2x − 1 Uy = 4y.

r = U xx = 2. s = U xy = 0. t = Uyy = 4.

rt − s2 = 8 > 0 and r = 2 > 0.


∴ All points are minimum points.
At minimum, U x = 0 and Uy = 0.
1
U x = 0 ⇒ 2x − 1 = 0 ⇒ x = .
2
Uy = 0 ⇒ 4y = 0 ⇒ y = 0.
1 
∴ The minimum point is , 0 .
2
1 
∴ The coldest point on the plate is , 0 .
2
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138 Engineering Mathematics - I

2.8 Constrained Maxima and Minima - Lagrange’s Method

Lagrange’s Method
Let f (x, y, z) be the function for which the extreme values are to be found subject to
the condition
φ(x, y, z) = 0. (1)

Construct the auxiliary function F(x, y, z) = f (x, y, z) + λφ(x, y, z), where λ is an


undetermined parameter independent of x, y, z which is called the Lagrange’s
multiplier. Any relative extremum of f (x, y, z) subject to (1) must occur at a
stationary point of F(x, y, z).
∂F ∂F ∂F ∂F
The stationary points of F are given by = 0, = 0, = 0, = 0.
∂x ∂y ∂z ∂λ
⇒ f x + λφ x = 0, fy + λφy = 0, fz + λφz = 0, φ(x, y, z) = 0.
fx fy fz
= = = −λ and φ(x, y, z) = 0.
φ x φy φz
Solving these equations we can find the values of x, y, z which are stationary
points of F and the values of f at these points give the maximum and minimum
values of f (x, y, z).
✎ ☞
Worked Examples
✍ ✌
Example 2.83. Find the maximum value of xm yn z p subject to x + y + z = a.
[Jan 2009]
Solution. Let f = xm ym z p .
φ = x + y + z − a = 0. (1)

We have to maximise f subject to (1).


Let F = f + λφ where λ is the Lagrange’s multiplier.

F = xm yn z p + λ(x + y + z − a).

F x = mxm−1 yn z p + λ, Fy = nxm yn−1 z p + λ, Fz = pxm yn z p−1 + λ.

To find the stationary points, solve F x = 0, Fy = 0, Fz = 0, φ = 0.

F x = 0 ⇒ mxm−1 yn z p = −λ.
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Function of Several Variables 139

Fy = 0 ⇒ nxm yn−1 z p = −λ.

F x = 0 ⇒ pxm yn z p−1 = −λ.

From the above three equations we get

mxm−1 yn z p = nxm yn−1 z p = pxm yn z p−1 .


m n p m+n+ p m+n+ p
Dividing by xm yn z p we get, = = = = .
x y z x+y+z a
ma na pa
x= ,y = ,z = .
m+n+ p m+n+ p m+n+ p
!
ma na pa
The stationary point is , , .
m+n+ p m+n+ p m+n+ p
am+n+p mm nn p p
∴ Max. value of f = .
(m + n + p)m+n+p
Example 2.84. Find the minimum value of x2 yz3 subject to 2x + y + 3z = a.
[Jan 2007]
Solution. Given f = x2 yz3 .

φ = 2x + y + 3z − a = 0. (1)

Let F = f + λφ where λ is the Lagrange’s multiplier.

F = x2 yz3 + λ(2x + y + 3z − a).

F x = 2xyz3 + 2λ, Fy = x2 z3 + λ, Fz = 3x2 yz2 + 3λ.

To find the stationary points, solve F x = 0, Fy = 0, Fz = 0, φ = 0.

F x = 0 ⇒ 2xyz3 + 2λ = 0 ⇒ xyz3 = −λ.

Fy = 0 ⇒ x2 z3 = −λ.

Fz = 0 ⇒ 3x2 yz2 + 3λ = 0 ⇒ x2 yz2 = −λ.

Therefore
xyz3 = x2 z3 = x2 yz2
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140 Engineering Mathematics - I

xyz3 = x2 z3 ⇒ y = x.

x2 z3 = x2 yz2 ⇒ y = z.

x = y = z.
a
(1) ⇒ 2x + x + 3x = a ⇒ 6x = a ⇒ x = = y = z.
6
a a a
∴ The stationary point is , , .
6 6 6
 a 2 a  a 3 a6  a 6
Minimum value = = 6 = .
6 6 6 6 6
Example 2.85. If u = x2 + y2 + z2 where ax + by + cz − p = 0, find the stationary value
of u. [Jan 2006]
Solution. Given f = x2 + y2 + z2 .

φ = ax + by + cz − p = 0. (1)

Let F = f + λφ where λ is the Lagrange’s multiplier.

F = x2 + y2 + z2 + λ(ax + by + cz − p).

F x = 2x + aλ, Fy = 2y + bλ, Fz = 2z + cλ.

To find the stationary points, solve F x = 0, Fy = 0, Fz = 0, φ = 0.

−aλ −a2 λ
2x + λa = 0 ⇒ x = ⇒ ax = .
2 2

Similarly
−b2 λ −c2 λ
by = , cz = .
2 2
−a2 λ b2 λ c2 λ
(1) ⇒ − − =p
2 2 2
a2 + b2 + c2 −2p
λ = −p ⇒ λ = 2 .
2 a + b2 + c2
ap bp cp
∴x= 2 2 2
,y = 2 2 2
,z = 2 .
a +b +c a +b +c a + b2 + c2
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Function of Several Variables 141

Stationary value of u is

a2 p2 b2 p2 c2 p2
u= + +
(a2 + b2 + c2 )2 (a2 + b2 + c2 )2 (a2 + b2 + c2 )2

p2 (a2 + b2 + c2 ) p2
= = .
(a2 + b2 + c2 )2 a2 + b2 + c2

Example 2.86. The temperature T at any point (x, y, z) in space is T = 400xyz2 .


Find the highest temperature on the surface of the unit sphere x2 + y2 + z2 = 1.
[Jan 2005]
Solution. We have to maximize

T = 400xyz2 (1)

subject to φ = x2 + y2 + z2 − 1 = 0. (2)

Consider F = T + λφ, where λ is the Lagrange multiplier.


F = 400xyz2 + λ(x2 + y2 + z2 − 1).

F x = 400yz2 + 2λx, Fy = 400xz2 + 2λy, Fz = 400xyz + 2λz.

To find the stationary points, solve F x = 0, Fy = 0, Fz = 0, φ = 0.


200yz2
F x = 0 ⇒ 400yz2 + 2λx = 0 ⇒ −λ = .
x
200xz 2
Fy = 0 ⇒ 400xz2 + 2λy ⇒ −λ = .
y
Fz = 0 ⇒ 800xyz + 2λz = 0 ⇒ −λ = 400xy.
200yz2 200xz2
∴ = = 400xy.
x y
200yz2 200xz2
Taking = we get x2 = y2 ⇒ y = ±x.
x y
200yz2 z2 √
Taking = 400xy we get = 2x ⇒ z2 = 2x2 ⇒ z = ± 2x.
x x
200xz2 z2 √
Taking = 400xy we get = 2y ⇒ z2 = 2y2 ⇒ z = ± 2y.
y y
Substituting in x2 + y2 + z2 = 1 we get
1 1
x2 + x2 + 2x2 = 1 ⇒ 4x2 = 1 ⇒ x2 = ⇒ x = ±
4 2
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142 Engineering Mathematics - I

1 √ 1 1
∴ y = ± ,z = ± 2 = ± √ .
2 2 2
1 1 1
The stationary points are given by x = ± , y = ± , z = ± √ .
2 2 2
To have maximum value, we must have xy positive.
 1 1 1   1 1 −1   −1 −1 1   −1 −1 −1 
∴ The points are , , √ , , , √ , , , √ , , , √ .
2 2 2 2 2 2 2 2 2 2 2 2
111 0
∴ Maximum T = 400 = 50 C.
222
Example 2.87. Find the shortest and longest distance from the point (1, 2, −1) to
the sphere x2 + y2 + z2 = 24 using Lagrange’s method of constrained maxima and
minima. [Jun 2011, Jan 2002]
Solution. Let P(x, y, z) be any point on the sphere.
Let A be the point (1, 2, −1).
q
AP = (x − 1)2 + (y − 2)2 + (z + 1)2 .

Let f (x, y, z) = (x − 1)2 + (y − 2)2 + (z + 1)2 . (1)

AP is minimum or maximum if f is minimum or maximum.


∴ The problem is now reduced to minimise or maximise f subject to
φ(x, y, z) = x2 + y2 + z2 − 24 = 0.
Consider the auxiliary function
F = f + λφ = (x − 1)2 + (y − 2)2 + (z + 1)2 + λ(x2 + y2 + z2 − 24) where λ is the
Lagrange’s multiplier.
F x = 2(x − 1) + 2λx, Fy = 2(y − 2) + 2λy, Fz = 2(z + 1) + 2λz.
To find the stationary points solve
F x = 0, Fy = 0, Fz = 0, φ = 0.
x−1 1
F x = 0 ⇒ 2(x − 1) + 2λx = 0 ⇒ x − 1 = −λx ⇒ −λ = =1− .
x x
y−2 2
Fy = 0 ⇒ 2(y − 2) + 2λy = 0 ⇒ y − 2 = −λy ⇒ −λ = =1− .
y y
z+1 1
Fz = 0 ⇒ 2(z + 1) + 2λz = 0 ⇒ z + 1 = −λz ⇒ −λ = =1+ .
z z
1 2 1
∴1− =1− =1+ .
x y z
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Function of Several Variables 143

1 2 1 2
Taking 1 − = 1 − we get = ⇒ y = 2x.
x y x y
1 1
Taking 1 − = 1 + we get z = −x.
x z
2 1 −y
Taking 1 − = 1 + we get z = = −x.
y z 2
We have x2 + y2 + z2 = 24 ⇒ x2 + 4x2 + x2 = 24 ⇒ 6x2 = 24 ⇒ x2 = 4 ⇒ x = ±2.
When x = 2, y = 4, z = −2, the first point is (2, 4, −2). Let this point be P1 .
When x = −2, y = −4, z = 2, the second point is (−2, −4, 2). Let this point be P2 .
√ √ √ √ √
P1 A = 1 + 4 + 1 = 6, P2 A = 9 + 36 + 9 = 54 = 3 6

∴ Shortest distance = 6

Longest distance = 3 6.

Example 2.88. A rectangular box open at the top is to have a volume of 32cc.
Find the dimensions of the box which requires least amount of material for its
construction. [Jun 2012, Dec 2011, Jun 2010, Jan 2005]
Solution. Let the dimensions of the box be Length = x, Breadth = y, height = z.
Given: Volume = 32cc.
=⇒ xyz = 32, x, y, z > 0. (1)

We have to minimize the amount of material used for the construction of the box.
Let S be the surface area of the box whose top is open

∴ S = xy + 2xz + 2yz (2)

By Lagrange’s method
Let F = s + λφ = xy + 2yz + 2xz + λ(xyz − 32) where λ is the Lagrange’s multiplier.
F x = y + 2z + λyz, Fy = x + 2z + λxz, Fz = 2y + 2x + λxy.
To find the stationary points, solve

F x = 0, Fy = 0, Fz = 0, φ = 0

F x = 0 ⇒ y + 2z + λyz = 0

=⇒ y + 2z = −λyz
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144 Engineering Mathematics - I

y 2z
⇒ + = −λ
yz yz
1 2
⇒ + = −λ (3)
z y
Fy = 0 ⇒ x + 2z + λxz = 0
=⇒ x + 2z = −λxz

i.e., xy + 2yz = −λxyz.


xy 2yz
⇒ + = −λ
xyz xyz
1 2
⇒ + = −λ (4)
z x
Fz = 0 ⇒ 2y + 2x + λxy = 0
=⇒ 2x + 2y = −λxy

2xz + 2yz = −λxyz.


2xz 2yz
⇒ + = −λ
xyz xyz
2 2
⇒ + = −λ (5)
y x
(3) − (4) ⇒
2 2
− =0
y x
1 1
=
y x
⇒x=y (6)

(3) − (5) ⇒
1 2
− =0
z x
1 2
=
z x
⇒ x = 2z (7)

From (6)and(7) we obtain x = y = 2z.


(1)⇒ 2z.2z.z = 32 ⇒ 4z3 = 32 ⇒ z3 = 8 ⇒ z = 2.
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Function of Several Variables 145

∴ x = 4, y = 4.
The stationary point is (4, 4, 2).
The dimensions are 4cm, 4cm, 2cm.

Example 2.89. Find the dimensions of the rectangular box open at the top of
maximum capacity whose surface area is 432 sq.m. [Jun 2013]
Solution. Let the dimensions of the box be x, y, z.
Given, surface area= 432.

xy + 2xz + 2yz = 432 (1)

Let V be the volume of the box.


We have to maximize V.
V = xyz (2)

By lagrange’s method
F = V + λφ, where λ is the lagrange multiplier.

F = xyz + λ(xy + 2xz + 2yz − 432).

F x = yz + λ(y + 2z).

Fy = xz + λ(x + 2z).

Fz = xy + λ(2x + 2y).

Fλ = xy + 2xz + 2yz − 432.


For stationary points, F x = 0, Fy = 0, Fz = 0, Fλ = 0.

F x = 0 ⇒ yz + λ(y + 2z) = 0

⇒ xyz + λ(xy + 2xz) = 0. (1)

Fy = 0 ⇒ xz + λ(x + 2z) = 0

⇒ xyz + λ(xy + 2yz) = 0. (2)

Fz = 0 ⇒ xy + λ(2x + 2y) = 0
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146 Engineering Mathematics - I

xyz + λ(2xz + 2yz) = 0. (3)

(1) + (2) + (3) ⇒


3xyz + λ(2xy + 4xz + 4yz) = 0

3xy + 2λ(xy + 2xz + 2yz) = 0

3xyz + 2λ × 432 = 0

3xyz = −864λ
3xyz xyz
λ=− =−
864 288
Substituting the value of λ in F x = 0 we get

xyz
yz − (y + 2z) = 0
288

x
1− (y + 2z) = 0
288
x
1= (y + 2z)
288

xy + 2xz = 288 (4)

xyz
Fy = 0 ⇒ xz − (x + 2z) = 0
288
y
1− (x + 2z) = 0
288
y y
1− (x + 2z) = 0, 1 = (x + 2z)
288 288

xy + 2yz = 288 (5)

xyz
Fz = 0 ⇒ xy − (2x + 2y) = 0
288
z z
1− (2x + 2y) = 0, 1 = (2x + 2y)
288 288

2xz + 2yz = 288 (6)


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Function of Several Variables 147

(4) − (5) ⇒ 2z(x − y) = 0, z , 0

∴ x−y=0

⇒ x = y.

(5) − (6) ⇒ xy − 2xz = 0

x(y − 2z) = 0, x , 0

∴ y − 2z = 0

y = 2z.

∴ x = y = 2z

(4) ⇒ 2z × 2z + 2 · 2z · z = 288

4z2 + 4z2 = 288

z2 = 36.

z = ±6.

z = −6 is not possible

∴ z = 6.

∴ y = 2z = 12

x = 2z = 12

The dimensions of the box to have maximum capacity are

Length = 12m

Breadth = 12m

Height = 6m.
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3 Integral Calculus

3.1 The definite integral

Integration as the limit of a sum

y = f (x)

n rectangles
f (xk )
·········

∆x
x1 = a x2 x3 xn+1 = b

Consider the graph of the positive function y = f (x). Let us find the area
under the curve y = f (x),between the x−axis and the ordinates x = a and x = b.
b−a
Divide this area into n rectangles of equal width ∆x = . Let the x− co ordinates
n
at the left hand side of the rectangles be x1 = a, x2 , x3 , . . . xn+1 = b. Consider a typical
rectangle, the kth one with height f (xk ). The area of this rectangle is f (xk )∆x. The
sum of all the areas of the n rectangles is

f (x1 )∆x + f (x2 )∆x + · · · + f (xn )∆x.


n
P
In summation convention form, this can be written as f (xk )∆x. This
k=1
gives an estimate of the area under the curve but it is not exact. To improve the
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150 Engineering Mathematics - I

estimate we must take a large number of very thin rectangles. This can be
achieved by allowing n → ∞ and making ∆x → 0.
n
P
∴ Area under the curve = lim f (xk )∆x.
n=∞ k=1
The lower and upper limits on the sum correspond to the first and the
last rectangle where x = a and x = b respectively. Hence the above limit can be
b
P
written as lim f (x)∆x. Since the number of rectangles increase without bound,
∆x→0 x=a
we drop the subsript k from xk and write f (x) which is the value of f at a typical
value of x. If this can actually be found, it is called the definite integral of f (x)
Rb
from x = a and x = b and it is written as f (x)dx.
a
Rb n
P b
P
∴ f (x)dx = lim f (xk )∆x = lim f (x)∆x.
n=∞ k=1 ∆x→0 x=a
a
Note. If we approximate each strip by a rectangle that has the same base as the
strip and whose height is the same as the right edge of the strip; (i.e., xk is taken
at the right end points of the kth rectangle and f (xk ) as the height ) then also the
above result will be achieved.
Definition of a definite integral. If f is a function defined for a ≤ x ≤ b, we
b−a
divide the interval [a, b] into n subintervals of equal width ∆x = . We let
n
x0 (= a), x1 , x2 , · · · xn (= b) be the end points of these subintervals and if we choose
x1∗ , x2∗ , · · · xn∗ as any sample ponits in these subintervals, so that xi∗ lies in the ith
subinterval [xi−1 , xi ]. Then the definite integral of f from a to b is defined as
Rb n
f (xi∗ )∆x, provided that the limit exists and gives the same value
P
f (x)dx = lim
n=∞ i=1
a
for all possible choices of sample points. If it does exist, we say that f is
integrable on [a, b].

Rb n
f (xi∗ )∆x can also be written as, for ∈> 0, there is an
P
Result (1). f (x)dx = lim
n=∞ i=1
a
Rb n
f (xi∗ )∆x <∈ for every integer n > N and for
P
integer N such that f (x)dx −
a i=1
every choice of xi∗ in [xi−1 , xi ].
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Integral Calculus 151

n
f (xi∗ )∆x is called the Reimann sum.
P
Result (2). The sum
i=1

Theorem 1. If f is continuos on [a, b], (or) if f has only a finite number of jump
Rb
discontinuities, then f is integrable on [a, b].[i.e., f (x)dx exists].
a
Rb n
P
Theorem 2.If f is integrable on [, b], then f (x)dx = lim f (xi )∆x where ∆x =
n=∞ i=1
a
b−a
and xi = a + i∆x.
n ✎ ☞
Worked Examples
✍ ✌

R1
Example 3.1. Using the area property evaluate x2 dx. Show that the sum of the
0
1
areas of the upper approximating rectangles approaches .
3
Solution. Consider the function y = f (x) = x2 . Divide the area under the curve
1−0 1
y = x2 between x = 0 and x = 1 into 4 rectangles of equal width ∆x = = .
4 4
1
The width of each rectangle is .
" # " 4# " # " #
1 1 1 1 3 3
The subintervals are 0, , , , , and , 1 .
4 4 2 2 4 4
The height of the rectangles is approximated to the value of the
1 1 3
ordinates at x = 0, , & .
4 2 4
! ! !
1 1 3
∴ Area of the required portion = f (0)∆x + f ∆x + f ∆x + f ∆x.
4 2 4
!2 !2 !2
2 1 1 1 1 1 3 1
=0 . + . + . + .
4 4 4 2 4 4 4
" #
1 1 1 9
= 0+ + +
4 16 4 16
" #
1 1+4+9
=
4 16
1 14 7
= × = .
4 16 32

If the height of the rectangles is approximated to the value of the


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152 Engineering Mathematics - I

ordinates at the right edge of each rectangle then,


! ! !
1 1 3
Area = f ∆x + f ∆x + f ∆x + f (1)∆x.
4 2 4
!2 !2 !2
1 1 1 1 3 1 1
= . + . + . + 12 ·
4 4 2 4 4 4 4
" # " #
1 1 1 9 1 1 + 4 + 9 + 16 1 30 15
= + + +1 = = × = .
4 16 4 16 4 16 4 16 32
Now, let us divide the area " into # "n rectangles
# " each of their
# with width
1−0 1 1 1 2 n−1 n
∆x = = . The subintervals are 0, , , , · · · , , =1 .
n n n n n n n
The heights of the rectangle are the values of the function f (x) = x2 at
1 2 3 n
the points , , · · · .
n n n n
!2 !2 !2  n 2 1
1 1 2 1 3 1
∴ Area = . + . + . + ··· + .
n n n n n n n n
1 12 22 32 n2
" #
= + + + · · · +
n n2 n2 n2 n2
1 h i
= 3 12 + 22 + 32 + · · · + n2
n " #
1 n(n + 1)(2n + 1) (n + 1)(2n + 1)
= 3 =
n 6 6n2
(n + 1)(2n + 1)
lim (Area) = lim
n=∞ n=∞ 6n2
n (1 + 1n )(2 + 1n ) 2 1
2
= lim = = .
n=∞ 6n2 6 3
Properties of definite integrals.
The following properties can be easily proved using Riemann sums.
Ra Rb
(i) f (x)dx = − f (x)dx.
b a

Ra
(ii) f (x)dx = 0.
a

Rb
(iii) cdx = c(b − a),where c is any constant.
a
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Integral Calculus 153

Rb Rb Rb
(iv) [ f (x) + g(x)]dx = f (x)dx + g(x)dx.
a a a

Rb Rb
(v) c f (x)dx = c f (x)dx,where c is any constant.
a a

Rb Rb Rb
(vi) [ f (x) − g(x)]dx = f (x)dx − g(x)dx.
a a a

Rb Rc Rb
(vii) If a < c < b then f (x)dx = f (x)dx + f (x)dx.
a a c

Comparison properties of the integral.

Rb
(i) If f (x) ≥ 0 for a ≤ x ≤ b, then f (x)dx ≥ 0.
a

Rb Rb
(ii) If f (x) ≥ g(x) for a ≤ x ≤ b, then f (x)dx ≥ g(x)dx.
a a

Rb
(iii) If m ≤ f (x) ≤ M for a ≤ x ≤ b, then m(b − a) ≤ f (x)dx ≤ M(b − a).
a
Proof. Given m ≤ f (x) ≤ M
Integrating between a and b we get
Rb Rb Rb
mdx ≤ f (x)dx ≤ Mdx
a a a
Rb Rb Rb
m dx ≤ f (x)dx ≤ M dx
a a a
Rb
m(b − a) ≤ f (x)dx ≤ M(b − a).
a

The first fundamental theorem of calculus


Statement. If f is continuous on [a, b], then the function g defined by
Rx
g(x) = f (t)dt, a ≤ x ≤ b
a

is continuous on [a, b] and is differentiable on (a, b) and g′ (x) = f (x).


Proof.Choose x and x + b ∈ (a, b).
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154 Engineering Mathematics - I

y
Zx+h Zx
Now, g(x + h) − g(x) = f (t)dt − f (t)dt
a a
Zx Zx+h Zx
= f (t)dt + f (t)dt − f (t)dt m M

a x a
Zx+h
= f (t)dt. 0 x u v x+h x
x

g(x + h) − g(x) 1 x+h


R
Hence, for h , 0, we have = f (t)dt. (1)
h h x
Let us assume that h > 0. Since f is continuous on [x, x + h], by the
extreme value theorem, there exists numbers u and v in [x, x + h] such that
f (u) = m and f (v) = M, where m and M are the absolute minimum and maximum
values of f on [x, x + h]. By the comparison property of the definite integral we
have
x+h
R
mh ≤ f (t)dt ≤ Mh.
x
x+h
R
f (u)h ≤ f (t)dt ≤ f (v)h.
x
Since h > 0, dividing throughout by h we get
x+h
R
f (u) ≤ h1 f (t)dt ≤ f (v). (2)
x
(2) can be proved in a similar way for h < 0.
Now, allowing h → 0 and since u and v lie in [x, x + h], we have u → x
and v → x. Since f is continuous at x,we have

∴ lim f (u) = lim f (u) = f (x)


h→0 u→x

and lim f (v) = lim f (v) = f (x).


h→0 v→x

By (2) we have
Zx+h
1
lim f (u) ≤ lim f (t)dt ≤ lim f (v)
h→0 h→0 h h→0
x
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Integral Calculus 155

g(x + h) − g(x)
f (x) ≤ lim ≤ f (x) [by (1)]
h→0 h
i.e., f (x) ≤ g′ (x) ≤ f (x).

By Squeeze Theorem we get

g′ (x) = f (x). (3)

Since every differentiable function is continuous,


we obtain g is also continuous on (a, b).
If x = a or x = b, from (3) we get the one sided limits at a and b.
This shows that g is continuous on [a, b].
Rx √
Example 3.2. Find the derivative of the function g(x) = 1 + t2 dt.
√ 0
Solution. Since f (t) = 1 + t2 is continuous on [0, x], by part 1 of the Fundamental

theorem of calculus we get g′ (x) = 1 + x2
 4 
d Rx 
Example 3.3. Find  sec tdt.
dx 1
Solution. Let u = x 4

 x4   u 
Z  Z
d  d 


∴  sec tdt =  sec tdt
dx   dx  
1 1
 u 
Z
d   du

=  sec tdt · [By Chain rule]
du dx
1

= sec u · 4x3 [by FTC 1]

= sec x4 · 4x3 .

Second Fundamental theorem of calculus


Rb
Statement.If f is continuous on [a, b], then f (x)dx = F(b) − F(a) where F is any
a
antiderivative of f . [i.e, a function such that F ′ = f ].
Rx
Proof. Let g(x) = f (t)dt.
a
By the First Fundamental theorem of calculus we have g′ (x) = f (x). i.e,
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156 Engineering Mathematics - I

g is an antiderivative of f .
If F is any other antiderivative of f on [a, b], we know that F and g differ
by a constant.
∴ F(x) = g(x) + c for a < x < b.
Since both F and g are continuous on [a, b] the above relation holds when x = a and
x = b.
i.e lim F(x) = F(a) & lim F(x) = F(b).
x→a+ x→b−
Also lim g(x) = g(a) & lim g(x) = g(b).
x→a+ x→b−
Hence we obtain F(x) = g(x) + c for all x in [a, b] (1)
Ra
When x = a, we have g(a) = f (t)dt = 0.
a
Using (1) for x = b and x = a we get

F(b) − F(a) = [g(b) + c] − [g(a) + c]

= g(b) − g(a)
Zb
= g(b) = f (t)dt.
a
Result. The First and Second Fundamental Theorem of Calculus are combined
together is called the Fundamental Theorem of Calculus.
Statement of Fundamental Theorem of Calculus.
Suppose f is continuous on [a, b]
Rx
(i) If g(x) = f (t)dt, then g′ (x) = f (x).
a
Rb
(ii) f (x)dx = F(b) − F(a), where F is any antiderivative of f . (i.e., F ′ = f .)
a
Note (1). The Fundamental theorem of calculus says that differentiation and
integration are inverse processors.
Note (2). By part(ii) of the Fundamental theorem of calculus we have
Rb
f (x)dx = F(b) − F(a) where F ′ = f .
a
Rb
i.e F ′ (x)dx = F(b) − F(a).
a
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Integral Calculus 157

The above result is sometimes called as the Net Change Theorem.


Net Change Theorem
Statement. The integral of a rate of change is the net change.
Rb
i.e F ′ (x)dx = F(b) − F(a).

a ☞
Worked Examples
✍ ✌
R3
Example 3.4. Evaluate (x2 − 2x)dx by using Reimann sum by taking right end
0
points as the sample points. Hence verify it by using fundamental theorem of
calculus.
Solution. Let f (x) = x2 − 2x.
Divide the interval [0, 3] into n sub intevals with equal width
3−0 3
∆x = = .
n n " # " # " # " #
3 3 6 6 9 3n − 3 3n
The intervals are 0, , , , , , · · · , .
n n n n n n n
The sample points xi∗ are the right end points of the sub intervals.
3 6 9 3n
∴ xi∗ = , , , · · · .
n n n n
The corresponding f (xi∗ ) = xi∗ 2 − 2xi∗ are calculated and tabulated as
follows.

3 6 9 3n
xi∗ n n n ··· n
9 6 36 12 81 18 9n2 6n
f (xi∗ ) n2
− n n2
− n n2
− n ··· n2
− n

By Reimann’s sum we have,


Z3 n
X
(x2 − 2x)dx = lim f (xi∗ )∆x
n=∞
0 i=1

9n2 6n 3
" ! ! ! ! #
9 6 3 36 12 3 81 18 3
= lim − + − + − + · · · + −
n=∞ n2 n n n2 n n n2 n n n2 n n
" 3 2
! 3 2
! 3 2
!
3 3 3 3 3 3
= lim 3
· 1 − 2 · 2 + 3 · 22 − 2 · 4 + 3 · 32 − 2 · 6
n=∞ n n n n n n
3 32
!#
3 2
+ · · · + 3 · n − 2 · 2n
n n
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158 Engineering Mathematics - I

33  2 2 2 2
 32
= lim 1 + 2 + 3 + · · · + n − lim (2 + 4 + 6 + · · · + 2n)
n=∞ n3 n=∞ n2
27 h n(n + 1)(2n + 1) i 9 h n(n + 1) i
= lim 3 − lim 2 · 2
n=∞ n 6 n=∞ n 2
3 1 1
h n (1 + n )(2 + n ) i h n (1 + 1n ) i 27
2
27
= lim − 9 lim = × 2 − 9 = 0.
6 n=∞ n3 n=∞ n2 6

By the Fundamental Theorem of Calculus we have


Z3 !3
2 x3 x2 27
(x − 2x)dx = −2· = − 9 = 9 − 9 = 0.
3 2 0 3
0

R1 √
Example 3.5. Evaluate the integral 1 − x2 dx interms of areas.
0
R1 √ √
Solution. 1 − x2 dx represents the area under the curve y = 1 − x2 between
0
the x−axis and the lines x = 0 and x = 1.
y
p
Now, y = 1 − x2

y2 = 1 − x2
0 1x
2 2
x + y = 1.

This is a circle with centre at the origin and radius = 1 unit. Since we
need the area between x = 0 and x = 1, the required area is the area of the portion
1 π
of the circle that lies in the first quadrant = · π × 12 = .
4 4
R1 √ π
∴ 1 − x2 dx = .
0 4

R3
Example 3.6. Evaluate the integral (x − 1)dx interms of areas.
0
R3
Solution. (x − 1)dx represents the area under the curve y = (x − 1) between the
0
x−axis and the lines x = 0 and x = 3.

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