Chapter 1
Chapter 1
Partial Differentiation
1.1 Functions of several variables
Definition (1)
Example (1)
𝑓(2,2) = √4 + 4 − 4 = 2, 𝑓 (−1,3) = √1 + 9 − 4
= √6, 𝑓(6,2) = 6
Example (2)
1
Let 𝑓(𝑥, 𝑦) = . Find the domain of 𝑓 𝑎𝑛𝑑 𝑠𝑘𝑒𝑡𝑐ℎ it.
√𝑦−8𝑥 2
Solution
1.2.1 Limits
2
lim 𝑓 (𝑥, 𝑦) = 𝐿
(𝑥,𝑦)→(𝑎,𝑏)
Notes,
For example, if
then
lim (𝑓 + 𝑔)(𝑥, 𝑦) = 𝐿 + 𝑀
(𝑥,𝑦)→(𝑎,𝑏)
3
If the limit is to exist, then 𝑓(𝑥, 𝑦) must get close to the
same number 𝐿 no matter what path is taken by (𝑥, 𝑦) in
approaching (𝑎, 𝑏)
Example (3)
Show that
𝑥 2 − 𝑦2
lim
(𝑥,𝑦)→(0,0) 𝑥 2 + 𝑦 2
Solution
𝑥2 − 0
lim =1
(𝑥,0)→(0,0) 𝑥 2 + 0
0 − 𝑦2
lim = −1
(0,𝑦)→(0,0) 0 + 𝑦 2
The limit does not exist, The limit depend on 𝒎 so that the
limit does not exit because its value is different on
difference paths.
Example 4
Evaluate
𝑥𝑦
lim
(𝑥,𝑦)→(−1,2) 𝑥 2 + 𝑦 2
Solution.
𝑦−2
If (𝑥, 𝑦) approaches (−1,2) along the line 𝑚 = or
𝑥+1
𝑥𝑦 𝑥 (𝑚(𝑥 + 1) + 2)
lim = lim 2
(𝑥,𝑦)→(−1,2) 𝑥 2 + 𝑦 2 𝑥→−1 𝑥 + (𝑚(𝑥 + 1) + 2)2
−1(𝑚(−1 + 1) + 2) −2
= =
(−1)2 + (𝑚(−1 + 1) + 2)2 5
1.2.2 Continuity
5
lim 𝑓 (𝑥, 𝑦) = 𝑓(𝑎, 𝑏)
(𝑥,𝑦)→(𝑎,𝑏)
Example (5)
𝑥2
, (𝑥, 𝑦) ≠ (0,0)
𝑓(𝑥, 𝑦) = {𝑥 2 + 𝑦 2
0, (𝑥, 𝑦) = (0,0)
Solution
𝑥2
lim
(𝑥,𝑦)→(0,0) 𝑥 2 + 𝑦 2
𝑥2 1
lim =
𝑥→0 𝑥 2 + 𝑚2 𝑥 2 1 + 𝑚2
The limit depend on 𝒎 so that the limit does not exit which
implies 𝑓(𝑥, 𝑦) is not continuous at (0,0)
6
Theorem
(a) If 𝑔(𝑥) is continuous at 𝑥0 and ℎ(𝑦) is continuous at 𝑦0 ,
then 𝑓(𝑥, 𝑦) = 𝑔(𝑥)ℎ(𝑦) is continuous at (𝑥0 , 𝑦0 ).
Example 6
7
Recognizing Continuous Functions
• A composition of continuous functions is continuous.
• A sum, difference, or product of continuous functions is
continuous.
• A quotient of continuous functions is continuous, except
where the denominator is zero.
Remark
2 xy
xexy + y 3 , cosh(xy 3 ) − |xy|,
1 + x2 + y2
Example 7
𝑥𝑦
lim
(𝑥,𝑦)→(−1,2) 𝑥 2 + 𝑦 2
Solution.
8
1.3. Partial Derivatives
𝑓 (𝑥 + ∆𝑥, 𝑦) − 𝑓(𝑥, 𝑦)
𝑓𝑥 (𝑥, 𝑦) = lim
∆𝑥→0 ∆𝑥
Example 5
If 𝑓 (𝑥, 𝑦) = 𝑥 2 + 𝑥𝑦 2 + 𝑦 3 find
Solution
𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑥𝑦 2 + 𝑦 3
(i) 𝑓𝑥 (𝑥, 𝑦) = 2𝑥 + 𝑦 2
(ii) 𝑓𝑦 (𝑥, 𝑦) = 2𝑥𝑦 + 3𝑦 2
(iii) 𝑓𝑥 (1,2) = 2(1) + (2)2 = 6
(iv) 𝑓𝑦 (1,2) = 2(1)(2) + 3(2)2 = 16
9
Notation
𝑑𝑓
Recall Leibniz notation for the derivative of a function of
𝑑𝑥
𝜕𝑓
𝑓𝑥 can also be written as , and
𝜕𝑥
𝜕𝑓
𝑓𝑦 can also be written as ,
𝜕𝑦
Example (6)
𝜕𝑤
If 𝑤 = 𝑥𝑦 2 𝑒 𝑥𝑦 , find
𝜕𝑦
Solution
𝜕𝑤
= 2𝑥𝑦𝑒 𝑥𝑦 + 𝑥𝑦 2 𝑒 𝑥𝑦 (𝑥),
𝜕𝑦
𝜕2𝑓
(𝑓𝑥 )𝑥 is defined by 𝑓𝑥𝑥 or
𝜕𝑥 2
10
𝜕2𝑓
(𝑓𝑥 )𝑦 is defined by 𝑓𝑥𝑦 or
𝜕𝑥𝜕𝑦
𝜕2𝑓
(𝑓𝑦 ) is defined by 𝑓𝑦𝑥 or
𝑥 𝜕𝑦𝜕𝑥
𝜕2𝑓
(𝑓𝑦 ) is defined by 𝑓𝑦𝑦 or
𝑦 𝜕𝑦 2
Example (7)
Solution
𝑓𝑥𝑥 = 2𝑦 − 𝑦 2 cos(𝑥𝑦)
𝑓𝑦𝑦 = −𝑥 2 sin(𝑥𝑦)
11
Notes that in the example above the mixed partials are
equal, 𝑓𝑦𝑥 = 𝑓𝑥𝑦 . This is always true provided the second
partials are continuous.
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
𝑑𝑤 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦 𝜕𝑤 𝑑𝑧
= + +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝜕𝑧 𝑑𝑡
Example (8)
𝑑𝑧
Find
𝑑𝑡
Solution
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
12
𝑑𝑧
= (2𝑥𝑦 + 𝑒 2𝑥−𝑦 (2))(− sin 𝑡)
𝑑𝑡
+ (𝑥 2 𝑦 + 𝑒 2𝑥−𝑦 (−1))(12𝑡 2 )
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
(𝑖) = +
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
(𝑖𝑖) = +
𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣
Generally
𝜕𝑤 𝜕𝑤 𝜕𝑥 𝜕𝑤 𝜕𝑦 𝜕𝑤 𝜕𝑡
= + + ⋯+
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑡 𝜕𝑢
Example (9)
Suppose 𝑤 = 𝑟 2 + 𝑠𝑣 + 𝑡 3 and 𝑟 = 𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑠=
𝜕𝑤
𝑥𝑦𝑧, 𝑣 = 𝑥𝑒 𝑦 and 𝑡 = 𝑦𝑧 2 . Find
𝜕𝑧
13
Solution
𝜕𝑤 𝜕𝑤 𝜕𝑟 𝜕𝑤 𝜕𝑠 𝜕𝑤 𝜕𝑣 𝜕𝑤 𝜕𝑡
= + + +
𝜕𝑧 𝜕𝑟 𝜕𝑧 𝜕𝑠 𝜕𝑧 𝜕𝑣 𝜕𝑧 𝜕𝑡 𝜕𝑧
= 4𝑧(𝑥 2 + 𝑦 2 + 𝑧 2 ) + 𝑥 2 𝑦𝑒 𝑦 + 6𝑦 2 𝑧 5
𝑑𝑦 𝐹𝑥 (𝑥, 𝑦)
=
𝑑𝑥 𝐹𝑦 (𝑥, 𝑦)
Example (10)
𝑑𝑦
𝑑𝑥
Solution
Let
𝐹 (𝑥, 𝑦) = 𝑦 3 − 3𝑥𝑦 − 5𝑥 2 𝑦 2 = 0
You can see that this is much simpler than our earlier
method of implicit differentiation.
Example (11)
𝜕𝑧 𝜕𝑧
If 𝑥 2 𝑧 2 + 𝑥𝑦 2 + 𝑧 3 − 4𝑦𝑧 − 5 = 0,. Find and
𝜕𝑥 𝜕𝑦
Solution
Then
𝜕𝑧 𝐹𝑥 (𝑥, 𝑦, 𝑧) (2𝑥𝑧 2 + 𝑦 2 )
=− =−
𝜕𝑥 𝐹𝑧 (𝑥, 𝑦, 𝑧) (2𝑥 2 𝑧 − 3𝑧 2 − 4𝑦)
15
Exercises
(i) 𝑓 (𝑥, 𝑦) = √1 − 𝑥 2 − 𝑦 2
(ii) 𝑓 (𝑥, 𝑦) = √𝑦 2 − 4𝑥 2 − 16
(𝑖) lim 𝑥 3 √𝑦 3 + 2𝑥
(𝑥,𝑦)→(4,−2)
sin 𝑥𝑦
(𝑖𝑖) lim
(𝑥,𝑦)→(0,2) 𝑥
𝑥 2 − 𝑦2
(𝑖𝑖𝑖 ) lim
(𝑥,𝑦)→(4,−2) 𝑦 2 + 𝑥 2
(i) 𝑧 = 𝑥 2 𝑦 − 3𝑦 2 , 𝑥 = 3𝑡 + 1, 𝑦 = 𝑡 2
(ii) 𝑧 = 𝑒 𝑥 𝑦, 𝑥 = ln 𝑡, 𝑦 = 3𝑡 2
1
(iii) 𝑧 = tan−1 (𝑥𝑦), 𝑥 = tan 𝑡, 𝑦=
𝑡
𝜕𝑧 𝜕𝑧
7. Find , for the following
𝜕𝑢 𝜕𝑣
(i) 𝑧 = 𝑥 2 𝑦 3 + 𝑥 sin 𝑦, 𝑥 = 𝑢2 , 𝑦 = 𝑢𝑣
(ii) 𝑧 = 𝑒 𝑥 ln 𝑦 , 𝑥 = 𝑢2 − 2𝑣, 𝑦 = 𝑣 2 − 2𝑢
𝑑𝑦
8. Use the partial differentiation find for the following
𝑑𝑥
functions
(i) 𝑥 2 + 6𝑥𝑦 = 5𝑦 2 − 3
(ii) 𝑒 𝑥𝑦 = tan 𝑦
𝜕𝑧 𝜕𝑧
9. Find , for the following
𝜕𝑢 𝜕𝑣
(i) 4𝑧 4 = 2𝑥𝑦 2 − 3𝑧 2 𝑦
(ii) 𝑦𝑥 2 + sin 𝑥𝑦 2 = 6
10. Show that 𝑧 = 𝑒 (𝑥+2𝑦) + ln(𝑥 2 + 4𝑥𝑦 + 4𝑦 2 )
satisfies the equation
𝜕𝑧 𝜕𝑧
=2
𝜕𝑦 𝜕𝑥
17
11. Show that any differential function 𝑧 = 𝑓(𝑥, 2𝑦)
will satisfy the partial differential equation
𝜕𝑧 𝜕𝑧
=2
𝜕𝑦 𝜕𝑥
18