Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
0% found this document useful (0 votes)
8 views

Unit 4 and Unit 5 Functions of Several Variables

Uploaded by

pheonixorder2006
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
8 views

Unit 4 and Unit 5 Functions of Several Variables

Uploaded by

pheonixorder2006
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 318

3.

1
Preliminaries
Learning objectives:
 To defined a real valued function of 𝑛 independent
variables.
 To study the level curves of a function of two variables and
level surfaces of a function of three variables.
 To defined the domain and range of functions of two and
three variables.
 To study the interior ,boundary and boundedness of a
given region
AND
 To practice the related problems
Functions of several variables
In earlier classes we have studied the calculus of functions of a
single real variable. In day – to – day real – world applications
we notice that a quantity under investigation depends on two
or more independent variables. For example (𝑖) the
temperature (𝑇) on earth’s surface depends on its latitude (𝑥)
and longitude 𝑦 (𝑖𝑖)the volume of a rectangular
parallelepiped depends on its length(𝑙), breadth (𝑏) and
height(ℎ). Therefore, we need to extend the basic ideas of the
calculus of functions of a single real variable to functions of
several variables. The rules of this calculus broadly remain the
same as the calculus of functions of a single real variable and
this calculus is rich in generalization and elegance. The
derivatives are more varies and interesting, since the variables
can interact in different ways. Their integrals lead to a greater
variety of applications. Various studies in probability, statistics,
fluid dynamics, electricity and many more lead in natural ways
to functions of more than one variable.

𝒏– Dimensional Euclidean space


Let 𝑹 be the set of al real numbers. Then

𝑹𝟐 = 𝑹 × 𝑹 = 𝒙 = 𝑥1 , 𝑥2 | 𝑥𝑖 ∈ 𝑹 , 𝑖 = 1, 2
i.e., 𝑹𝟐 is the set of all ordered pairs whose components are
from 𝑹.
𝑹𝟑 = 𝑹 × 𝑹 × 𝑹 = 𝒙 = 𝑥1 , 𝑥2 , 𝑥3 | 𝑥𝑖 ∈ 𝑹, 𝑖 = 1, 2, 3
i.e., 𝑹𝟑 is the set of all ordered triplets whose components are
from 𝑹.
For a natural number 𝑛, we have
𝑹𝒏 = 𝑹 × 𝑹 × … × 𝑹 = 𝒙 = 𝑥1 , 𝑥2 , … , 𝑥𝑛 |𝑥𝑖 ∈ 𝑹, 𝑖 = 1, 2, … , 𝑛
(𝑛 𝑡𝑖𝑚𝑒𝑠)
The elements of 𝑹𝒏 are called ordered n – tuplets.
(The elements of 𝑹𝒏 are called points or vectors, especially
when 𝒏 > 1)

𝑹𝟏 = 𝑹 is the Real line

𝑹𝟐 is the plane (or the complex plane) and

𝑹𝟑 is the 𝟑 – dimensional Euclidean space.


Further, 𝑹𝒏 is called the 𝒏 – dimensional Euclidean space.

Distance between two points:


Let 𝒙 = 𝑥1 , 𝑥2 , … , 𝑥𝑛 , 𝒚 = 𝑦1 , 𝑦2 , … , 𝑦𝑛 ∈ 𝑹𝒏
Let 𝑃 𝒙 and 𝑄 𝒚 be any two points in 𝑹𝒏
Then the distance between 𝑃 and 𝑄 is denoted by 𝑑(𝑃, 𝑄) or
𝑑(𝒙, 𝒚) and is defined as

𝑑 𝑃, 𝑄 = 𝑑 𝒙, 𝒚 = 𝑥1 − 𝑦1 2 + 𝑥2 − 𝑦2 2 + ⋯ + 𝑥𝑛 − 𝑦𝑛 2
Neighborhood of a point
Let 𝒂 = 𝑎1 , 𝑎2 , … , 𝑎𝑛 be a point P in 𝑹𝒏 and 𝛿 > 0.
The 𝜹 − neighborhood of the point 𝑃(𝒂) is denoted by
𝑁 𝛿 (𝒂) or 𝑁 𝛿 (𝑃) and is defined as
𝒏
𝑁 𝛿 P = 𝑁 𝛿 𝒂 = 𝒙 = 𝑥1 , 𝑥2 , … , 𝑥𝑛 ∈ 𝑹 | 𝑑 𝒙, 𝒂 < 𝛿

 
  x1 ,x2 ,x3 ,...,xn   R |   xi  ai    
n 2
n

 i 1 
The deleted 𝜹 − neighborhood of the point P(a) is denoted by

N   a  or N   P  and

 
N   P   N   a    x1 ,x2 ,...,xn   R | 0    xi  ai    
n
  n 2

 i 1 

Function of 𝒏 Independent variables


Let 𝐷 be a set of 𝑛 - tuplets of real numbers, 𝑖. 𝑒., 𝐷 ⊆ 𝑹𝒏 . A
real valued function 𝒇 on 𝑫 is a rule that assigns a unique real
number 𝑤 to each element 𝒙 = 𝑥1 , 𝑥2 , … , 𝑥𝑛 ∈ 𝐷.
Then we write 𝑓: 𝐷 ⟶ 𝑹 defined by
𝑓 𝑥1 , 𝑥2 , … , 𝑥𝑛 = 𝑤 for all 𝑥1 , 𝑥2 , … , 𝑥𝑛 ∈ 𝐷
The set 𝐷 for whose elements, 𝑓 is defined is called the domain
of 𝑓 and the set of 𝑤 – values taken on by 𝑓 is called the range
of 𝑓.
𝑖. 𝑒., 𝑓 𝑥1 , 𝑥2 , … , 𝑥𝑛 | 𝑥1 , 𝑥2 , … , 𝑥𝑛 ∈ 𝐷 is the range of 𝑓.
The symbol 𝑤 is the dependent variable of 𝑓 and 𝑓 is said to
be a function of 𝑛 independent variables 𝑥1 , 𝑥2 , … , 𝑥𝑛 .
(We call the 𝑥𝑗 , 1 ≤ 𝑗 ≤ 𝑛, the input variables of 𝑓 and 𝑤, the
output variable of 𝑓).
As usual, we evaluate functions defined by formulas by
substituting the values of the independent variables in the
formula and calculate the corresponding value of the
dependent variable.
In defining a function of more than one variable, we follow the
usual practice of excluding inputs that lead to complex numbers
or division by zero.

Functions of two variables:


If 𝑓 is a function of two independent variables, we usually
denote the independent variables by 𝑥 and 𝑦 and the
dependent variable by 𝑧.
We often write 𝑧 = 𝑓(𝑥, 𝑦) to make explicit the value taken on
by 𝑓 at the general point (𝑥, 𝑦). A function of two variables is a
function whose domain is a subset of 𝑹𝟐 (i.e., a region in
𝑥𝑦 −plane) and whose range is a subset of 𝑹
Not all functions are given by explicit formulas.
Example 1:

Find the domain and range of 𝑓 𝑥, 𝑦 = 9 − 𝑥2 − 𝑦2


Solution: The domain of 𝑓 is

𝐷= 𝑥, 𝑦 ∈ 𝑹𝟐 | 9 − 𝑥 2 − 𝑦 2 ≥ 0 = 𝑥, 𝑦 | 𝑥 2 + 𝑦 2 ≤ 9
It is the disk with center (0, 0) and radius 3. The range of 𝑓 is
𝑧 ∈ 𝑹| 𝑧 = 9 − 𝑥 2 − 𝑦 2 , (𝑥, 𝑦) ∈ 𝐷

Since 𝑧 is a positive square root; 𝑧 ≥ 0. Notice that


9 − 𝑥 2 − 𝑦 2 ≤ 9 ⟹ 9 − 𝑥 2 − 𝑦 2 ≤ 3. Therefore, the range
is 𝑧| 0 ≤ 𝑧 ≤ 3 = [0, 3]

Graph:
A way of visualizing the behavior of a function of two variables
is to consider its graph.
If 𝑓 is a function of two variables with domain 𝐷, then the graph
of 𝑓 is the set of all points 𝑥, 𝑦, 𝑧 in 𝑹𝟑 such that
𝑧 = 𝑓 𝑥, 𝑦 and (𝑥, 𝑦) ∈ 𝐷
Just as the graph of a function 𝑓 of one variable is a curve 𝐶
with equation 𝑦 = 𝑓(𝑥), the graph of a function 𝒇 of two
variables is a surface 𝑺 with equation 𝒛 = 𝒇 (𝒙, 𝒚). We can
visualize the graph 𝑆 of 𝑓 as lying directly above or below its
domain in the 𝑥𝑦 – plane.
Example 2:

Sketch the graph of 𝑓 𝑥, 𝑦 = 9 − 𝑥2 − 𝑦2

Solution: The graph has equation 𝑧 = 9 − 𝑥 2 − 𝑦 2 . Squaring


𝑧 2 = 9 − 𝑥 2 − 𝑦 2 or 𝑥 2 + 𝑦 2 + 𝑧 2 = 9
It is the equation of the sphere with center at the origin and
radius 3. Since 𝑧 ≥ 0, the graph of 𝑓 is the top of their sphere,
i.e., the upper hemisphere of the sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 9.

Note: An entire sphere can’t be represented by a single


function of 𝑥 and 𝑦. The lower hemisphere is represented by
the function ℎ 𝑥, 𝑦 = − 9 − 𝑥 2 − 𝑦 2 .
Level Curves:
A method of visualizing functions is a contour map on which
points of constant elevation are joined to form Contour curves
or level curves
The level curves of a function 𝑓 of two variables are the curves
with equations 𝑓 𝑥, 𝑦 = 𝑘, where 𝑘 is a constant in the range
of 𝑓.
A level curve 𝑓 𝑥, 𝑦 = 𝑘 is the set of all points in the domain of
𝑓 at which 𝑓 takes on a given value 𝑘. That is, it shows where
the graph of 𝑓 has height 𝑘.

Example 3:
Sketch the level curves of the function

𝑓 𝑥, 𝑦 = 9 − 𝑥 2 − 𝑦 2 , for 𝑘 = 0, 1, 2, 3 .

Solution: The level curves are 9 − 𝑥 2 − 𝑦 2 = 𝑘 or


𝑥 2 + 𝑦 2 = 9 − 𝑘 2 . This is a family of concentric circles, with
center 0,0 and radius 9 − 𝑘 2 ≤ 3. The four particular level
curves with 𝑘 = 0, 1, 2 and 3 are 𝑥 2 + 𝑦 2 = 9, 𝑥 2 + 𝑦 2 = 8,
𝑥 2 + 𝑦 2 = 5 and 𝑥 2 + 𝑦 2 = 0
Interior point
Let 𝑅 be a region 𝑠𝑒𝑡 in 𝑹𝟐 . A point P 𝑥0 , 𝑦0 in 𝑅 is an
interior point of 𝑅 if it is the center of a disk of positive radius
that lies entirely in 𝑅 .

Boundary point
A point P 𝑥0 , 𝑦0 is a boundary point of 𝑅 if every disk centered
at 𝑃 contains points that lie outside of 𝑅 as well as points that
are in 𝑅 (The boundary point itself need not belong to 𝑅)

Open and closed regions


A region 𝑅 is said to be open if every point of 𝑅 is an interior
point of 𝑅.
A region 𝑅 is said to be closed if 𝑅 contains all its boundary
points.
Some regions in the plane are neither open nor closed. If you
start with the open disk and add to it some but not all of its
boundary points, then the resulting set is neither open nor
closed.

Bounded and unbounded regions in the plane


A region in a plane is bounded if it lies inside a disk of fixed
radius. A region is unbounded if it is not bounded.
Some examples of bounded sets in the plane:
Line segments, triangles, interiors of triangles, rectangles,
circles and disks.
Some examples of unbounded sets in the plane:
Lines, coordinate axes, quadrants, half planes and the plane
itself.

Functions of three variables


If 𝑓 is a function of three independent variables, we usually call
the independent variables 𝑥, 𝑦 and 𝑧 and the domain is a
region in the 3 – dimensional Euclidean space.

Example 4:
Find the domain of 𝑓 if 𝑓 𝑥, 𝑦 , 𝑧 = 𝑙𝑛 𝑧 − 𝑦 + 𝑥𝑦 𝑠𝑖𝑛 𝑧
Solution: The expression for 𝑓 𝑥, 𝑦, 𝑧 is defined as long as
𝑧 − 𝑦 > 0. Therefore, the domain D of 𝑓 is
𝐷= 𝑥, 𝑦, 𝑧 ∈ 𝑅3 : 𝑧 > 𝑦
This is a half space consisting of all points that lie above the
plane 𝑧 = 𝑦.
It is very difficult to visualize a function 𝑓 of three variables by
its graph, since that would lie in a four-dimensional space.
However, we do gain some insight into 𝑓 by examining its level
surfaces, which are the surfaces with equations 𝑓 𝑥, 𝑦, 𝑧 = 𝑘,
where k is a constant in the range of 𝑓. If the point 𝑥, 𝑦, 𝑧
moves along a level surface, the value of 𝑓 𝑥, 𝑦, 𝑧 remains
fixed.

Example 5:
Find the level surfaces of the function 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 + 𝑦 2 + 𝑧 2
Solution: The level surfaces are 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑘, where 𝑘 ≥ 0.

These are a family of concentric sphere with radius 𝑘. Thus, as


𝑥, 𝑦, 𝑧 varies over any sphere with center 0,0,0 , the value of
𝑓 𝑥, 𝑦, 𝑧 remains fixed.
The definitions of interior, boundary, open, closed, bounded
and unbounded for regions in space are similar to those for
regions in the plane. To accommodate the extra dimension, we
use solid balls instant of disks.

Let 𝑅 be a region (set) in 𝑹𝟑 . A point 𝑃 𝑥0 , 𝑦0, 𝑧0 in 𝑅 is an


interior point of 𝑅 if it is the center of a solid ball that lies
entirely in 𝑅

A point 𝑃 𝑥0 , 𝑦0, 𝑧0 is boundary point of 𝑅 if every sphere


centered at 𝑃 encloses points that lie outside of 𝑅 as well as
points that lie inside of 𝑅.

The set of interior points of 𝑅 is the interior of 𝑅. The set of


boundary points of 𝑅 is the boundary of 𝑅. A region 𝑅 is said to
be open if every point of 𝑅 is an interior point of 𝑅. A region 𝑅
is said to be closed of 𝑅 contains all its boundary points.
Some examples of open sets in space:
The interior of a sphere, the half space 𝑧 > 0, the first octant
and the space itself.
Some examples of closed sets in space:
Lines, planes, the closed half space 𝑧 ≥ 0, the first octant
together with its bounding planes and space itself.
A solid sphere with part of its boundary removed or a solid
cube with a missing face, edge or a corner point would be
neither open nor closed.

Linear function
A function of the form 𝑓 𝑥, 𝑦 = 𝑎𝑥 + 𝑏𝑦 + 𝑐 is called a
linear function. The graph of such a function has the equation
𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑐 or 𝑎𝑥 + 𝑏𝑦 − 𝑧 + 𝑐 = 0 and it is a plane. The
linear functions of two variables play a central role in multi-
variable calculus.
IP1.
Find the domain, range and level curves for following functions:

(a) 𝒇 𝒙, 𝒚, 𝒛 = 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐
(b) 𝒈 𝒙, 𝒚, 𝒛 = 𝒙𝒚𝒍𝒏𝒛

Solution:
(a)
i. Notice that the domain 𝐷 of the function 𝑓(𝑥, 𝑦, 𝑧) is
𝐷 = 𝑥, 𝑦, 𝑧 ∈ 𝑹𝟑 | 𝑥 2 + 𝑦 2 + 𝑧 2 ≥ 0
That is, the domain is the entire space 𝑹𝟑 .

ii. The range of 𝑓(𝑥, 𝑦, 𝑧) is


𝑤 ∈𝑹|𝑤 = 𝑥 2 + 𝑦 2 + 𝑧 2 , (𝑥, 𝑦, 𝑧) ∈ 𝐷

Since 𝑤 is a positive square root, 𝑤 ≥ 0. Therefore,


Range of 𝑓 = 0, ∞

iii. The level surfaces of the function 𝑓(𝑥, 𝑦, 𝑧) are the surfaces
with equations 𝑓 𝑥, 𝑦, 𝑧 = 𝑘, where 𝑘 is a constant in the
range of 𝑓.

i.e., 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑘 ⟹ 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑘 2 , which
is a sphere of radius 𝑘 centered at the origin.
(b)
i. Notice that the domain 𝐷 of the function 𝑔(𝑥, 𝑦, 𝑧) is
𝐷 = 𝑥, 𝑦, 𝑧 ∈ 𝑹𝟑 | 𝑧 > 0
That is, the domain is the upper half space 𝑧 > 0

ii. The range of 𝑔(𝑥, 𝑦) is


𝑤 ∈ 𝑹 | 𝑧 = 𝑥𝑦𝑙𝑛𝑧, (𝑥, 𝑦, 𝑧) ∈ 𝐷 = −∞, ∞

iii. The level surfaces of the function 𝑔(𝑥, 𝑦, 𝑧) are the surfaces
with equations 𝑔 𝑥, 𝑦, 𝑧 = 𝑘, where 𝑘 is a constant in the
range of 𝑔,
𝑘
i.e., 𝑥𝑦𝑙𝑛𝑧 = 𝑘 ⟹ 𝑧 = 𝑒 𝑥𝑦 .
IP2.

If 𝒈 𝒙, 𝒚 = 𝒚 − 𝒙 then find the boundary of the domain


of 𝒈. Determine if the domain of 𝒈 is an open region or closed
region and decide if the domain of 𝒈 is bounded or
unbounded.

Solution:
Notice that the domain 𝐷 of the function 𝑔 𝑥, 𝑦 is

𝐷= 𝑥, 𝑦 ∈ 𝑹𝟐 | 𝑦 − 𝑥 ≥ 0 = 𝑥, 𝑦 ∈ 𝑹𝟐 | 𝑦 ≥ 𝑥
i. Let 𝑃 be an arbitrary point on the line 𝑦 = 𝑥. Then every disk
centered at 𝑃 contains the points 𝑥, 𝑦 that lie outside of 𝐷
(i.e., 𝑦 < 𝑥) as well as the points (𝑥, 𝑦) that lie in 𝐷 (i.e.,
𝑦 > 𝑥). Thus, 𝑃 is a boundary point of 𝐷. Since 𝑃 is an
arbitrary point on the line 𝑦 = 𝑥, every point on the line
𝑦 = 𝑥 is a boundary point of 𝐷. Thus,
𝑏 𝐷 = 𝑥, 𝑦 ∈ 𝑹𝟐 | 𝑦 = 𝑥 = 𝑥, 𝑥 ∈ 𝑹𝟐 | 𝑥 ∈ 𝑹

ii. Notice that 𝑏(𝐷) ⊂ 𝐷. Therefore, 𝐷 is closed.

iii. 𝐷 is unbounded, because we cannot enclose 𝐷 in a disk of


finite radius.
IP3.

If 𝒇 𝒙, 𝒚 = 𝒍𝒏 𝒙𝟐 + 𝒚𝟐 then find the boundary of the domain


of 𝒇. Determine if the domain of 𝒇 is an open region or closed
region and decide if the domain of 𝒇 is bounded or unbounded.

Solution:
Notice that the domain 𝐷 of the function 𝑓 𝑥, 𝑦 is

𝐷= 𝑥, 𝑦 ∈ 𝑹𝟐 | (𝑥, 𝑦) ≠ (0, 0) = 𝑹𝟐 − (0, 0)

i. Let 𝑃 be an arbitrary point in the domain 𝐷 = 𝑹𝟐 − (0, 0) .


There exists a 𝛿 > 0 such that 𝑁𝛿 (𝑃) ⊂ 𝐷. Thus, every point
in the domain 𝐷 is an interior point of 𝐷. Therefore, 𝐷 is open.

ii. Let 𝑃 be the point (0, 0). Then every disk centered at 𝑃
contains points that lie outside of 𝐷 (namely 𝑃(0, 0) itself) as
well as points inside 𝐷. Therefore, (0,0) is the only boundary
point of 𝐷

iii. 𝐷 is unbounded, because we cannot enclose 𝐷 in a disk of


finite radius.
IP4:
Find the equation for the level surface of the function

 x  y n
f  x , y,z   
n 0
n! z n
passes through the point 𝒍𝒏𝟐, 𝒍𝒏𝟒, 𝟑 .

Solution:
  x y 
 x  y n  e


Given f  x, y,z   z 

n 0
n! z n

The level surfaces of a function 𝑓(𝑥, 𝑦, 𝑧) of the variables are


the surfaces with equations 𝑓 𝑥, 𝑦, 𝑧 = 𝑘, where 𝑘 is a
constant in the range of 𝑓
 x y 
  x y
i.e., e  z 
k   ln k
z
Since the level surfaces of f  x, y,z  passes through the
point 𝑙𝑛2, 𝑙𝑛4,3 ,
𝑙𝑛 2+𝑙𝑛 4
= 𝑙𝑛𝑘 ⟹ 𝑙𝑛8 = 3𝑙𝑛𝑘 ⟹ 𝑙𝑛8 = 𝑙𝑛𝑘 3 ⟹ 𝑘 = 2
3
𝑥+𝑦
Therefore, the required level surface is = 𝑙𝑛2
𝑧
P1.
Find the domain, range and level curves for following functions:

(a) 𝒇 𝒙, 𝒚 = 𝒚 − 𝒙𝟐
𝟏
(b) 𝒈 𝒙, 𝒚 = 𝒙𝒚
P1.
Find the domain, range and level curves for following functions:

(a) 𝒇 𝒙, 𝒚 = 𝒚 − 𝒙𝟐
𝟏
(b) 𝒈 𝒙, 𝒚 = 𝒙𝒚

Solution:
(a)
i. Notice that the domain 𝐷 of the function 𝑓(𝑥, 𝑦) is
𝐷 = 𝑥, 𝑦 ∈ 𝑹𝟐 | 𝑦 − 𝑥 2 ≥ 0 = 𝑥, 𝑦 ∈ 𝑹𝟐 | 𝑦 ≥ 𝑥 2

ii. The range of 𝑓(𝑥, 𝑦) is


𝑧 ∈𝑹|𝑧 = 𝑦 − 𝑥 2 , (𝑥, 𝑦) ∈ 𝐷

Since 𝑧 is a positive square root; 𝑧 ≥ 0. Therefore,


Range of 𝑓 = 𝑧 ∈ 𝑹 | 𝑧 ≥ 0 = [0, ∞)

iii. The level curves of the function 𝑓(𝑥, 𝑦) are the curves with
equations 𝑓 𝑥, 𝑦 = 𝑘, where 𝑘 is a constant in the range of 𝑓.

i.e., 𝑦 − 𝑥 2 = 𝑘 ⟹ 𝑦 − 𝑥 2 = 𝑘 2 ⟹ 𝑦 = 𝑥 2 + 𝑘 2 ,
which is a parabola shifted 𝑘 2 units upwards.
(b)
i. Notice that the domain 𝐷 of the function 𝑔(𝑥, 𝑦) is
𝐷 = 𝑥, 𝑦 ∈ 𝑹𝟐 | 𝑥𝑦 ≠ 0
That is, the whole of 𝑹𝟐 except the points on 𝑥 and 𝑦 axes

ii. The range of 𝑔(𝑥, 𝑦) is


1
𝑧 ∈𝑹|𝑧 = , (𝑥, 𝑦) ∈ 𝐷 = −∞, 0 ∪ (0, ∞)
𝑥𝑦

iii. The level curves of the function 𝑔(𝑥, 𝑦) are the curves with
equations 𝑔 𝑥, 𝑦 = 𝑘, where 𝑘 is a constant in the range of 𝑔.
1 1
i.e., = 𝑘 ⟹ 𝑥𝑦 = , which are Hyperbolas.
𝑥𝑦 𝑘
P2.
If 𝒇 𝒙, 𝒚 = 𝒚 − 𝒙 then find the boundary of the domain of 𝒇.
Determine if the domain of 𝒇 is an open region or closed
region and decide if the domain of 𝒇 is bounded or
unbounded.
P2.
If 𝒇 𝒙, 𝒚 = 𝒚 − 𝒙 then find the boundary of the domain of 𝒇.
Determine if the domain of 𝒇 is an open region or closed
region and decide if the domain of 𝒇 is bounded or
unbounded.

Solution:
Notice that 𝑓 𝑥, 𝑦 = 𝑦 − 𝑥 is defined for all (𝑥, 𝑦) ∈ 𝑹𝟐 .
Therefore, the domain of 𝑓 is the whole of 𝑹𝟐 .

i. Let 𝑃 be an arbitrary point in 𝐷 = 𝑹𝟐 . Then for any 𝛿 > 0,


we have 𝑁𝛿 (𝑃) ⊂ 𝑹𝟐 . That is, 𝑃 is an interior point of 𝑹𝟐 .
Since 𝑃 is arbitrary, every point of 𝐷 = 𝑹𝟐 is an interior
point of 𝐷 = 𝑹𝟐 . Thus, 𝑹𝟐 is open.

ii. Since every point of 𝐷 = 𝑹𝟐 is an interior point and there


are no points outside of 𝑹𝟐 , there are no boundary points.
Therefore, 𝑏 𝐷 = 𝜙, where 𝑏(𝐷) denotes the boundary of
𝐷. Clearly, 𝑏 𝐷 ⊂ 𝑹𝟐 ⟹ 𝑹𝟐 is closed.

iii. 𝑹𝟐 is unbounded, since we cannot enclose 𝑹𝟐 in a disk of


finite radius.

Note: 𝑹𝟐 is both open and closed and it is unbounded.


P3.
𝒚
If 𝒇 𝒙, 𝒚 = 𝒙𝟐 then find the boundary of the domain of 𝒇.
Determine if the domain of 𝒇 is an open region or closed region
and decide if the domain of 𝒇 is bounded or unbounded.
P3.
𝒚
If 𝒇 𝒙, 𝒚 = 𝒙𝟐 then find the boundary of the domain of 𝒇.
Determine if the domain of 𝒇 is an open region or closed region
and decide if the domain of 𝒇 is bounded or unbounded.

Solution:
Notice that the domain 𝐷 of the function 𝑓 𝑥, 𝑦 is
𝐷= 𝑥, 𝑦 ∈ 𝑹𝟐 | (𝑥, 𝑦) ≠ (0, 𝑦)
That is, the domain is the whole of 𝑹𝟐 except the points on the
𝑦 −axis.
i. Let 𝑃 be an arbitrary point on the 𝑦 −axis. Then every disk
centered at 𝑃 contains the points 𝑥, 𝑦 that lie outside of 𝐷
(i.e., the points on the diameter of the disk along the 𝑦 −axis)
as well as the points (𝑥, 𝑦) that lie in 𝐷. Thus, 𝑃 is a boundary
point of 𝐷. Since 𝑃 is an arbitrary point on the 𝑦 −axis, every
point on the 𝑦 −axis is a boundary point of 𝐷. Notice that
𝑏 𝐷 is not a subset of 𝐷. Therefore, 𝐷 is not closed.

ii. Notice that every point in 𝐷 is an interior point. Therefore, 𝐷


is open.

iii. 𝐷 is unbounded, because we cannot enclose 𝐷 in a disk of


finite radius.
P4:
Find an equation for the level curve of the function
y

 1 t
dt
f  x, y  2
that passes through the point − 𝟐, 𝟐 .
x
P4:
Find an equation for the level curve of the function
y

 1 t
dt
f  x, y  2
that passes through the point − 𝟐, 𝟐 .
x

Solution:
y


dt y
Given f  x, y    tan 1 t   tan 1 y  tan 1 x
1 t2  x
x

The level curves of a function 𝑓 𝑥, 𝑦 of two variables are the


curves with equations 𝑓 𝑥, 𝑦 = 𝑘 where 𝑘 is a constant in the
range of 𝑓
i.e., tan−1 𝑦 − tan−1 𝑥 = 𝑘
Since the level curve of 𝑓(𝑥, 𝑦) passes through the point
− 2, 2 ,

tan−1 2 − tan−1 − 2 = 𝑘 ⟹ 2tan−1 2 =𝑘

Therefore, the required level curve is

tan−1 𝑦 − tan−1 𝑥 = 2tan−1 2


3.1. Preliminaries
Exercises
I. Find the domain ,range and level curves(surfaces) of the
following functions

a. 𝑧 = 𝑠𝑖𝑛 𝑥𝑦
b. 𝑓 𝑥, 𝑦 = 4𝑥 2 + 9𝑦 2
c. 𝑓 𝑥, 𝑦 = 𝑥𝑦
d. 𝑓 𝑥, 𝑦 = 100 − 𝑥 2 − 𝑦 2
1
e. 𝑤 = 𝑥 2 +𝑦 2 +𝑧 2

II. Find the boundary of the domain of 𝒇. Determine if the


domain of 𝒇 is an open region or closed region and decide
if the domain of 𝒇 is bounded or unbounded.

a. 𝑓 𝑥, 𝑦 = 𝑥 2 − 𝑦 2
1
b. 𝑓 𝑥, 𝑦 =
16−𝑥 2 −𝑦 2
𝑥 2 +𝑦 2
c. 𝑓 𝑥, 𝑦 = 𝑒 −
𝑦
d. 𝑓 𝑥, 𝑦 = 𝑡𝑎𝑛 𝑥
III. Find an equation for the level curve of the following
function𝒇(𝒙, 𝒚) that passes through the given point.

a. 𝑓 𝑥, 𝑦 = 𝑥 2 − 1, (1,0)

 n
x
b. f ( x, y )    y ,
n 0  
(1,2)

IV. Find an equation for the level surfaces of the following


function 𝒇(𝒙, 𝒚, 𝒛) that passes through the given point.

a. 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 − 𝑦 − 𝑙𝑛𝑧, (3, −1,1)


(𝑥 2 + 𝑦 + 𝑧 2 )
b. 𝑔 𝑥, 𝑦, 𝑧 = ln⁡ −1,2,1
y z
d
 t
dt
c. g  x, y,z  
1
 0, 2 , 2
x
1 2 2
t2 1

Answers:
I.
a. Domain(D): Entire plane
Range ∶ −1,1
Level curve is 𝑥𝑦 = sin−1 𝑘
b. Domain(D): Entire plane
Range : 0, ∞
Level curve: 4𝑥 2 + 𝑦 2 = 𝑘

c. Domain : Entire plane 𝑹𝟐


Range: −∞, ∞
Level curve: 𝑥𝑦 = 𝑘

d. Domain: Entire plane(𝑹𝟐 )


Range: 0,100
Level curves: 𝑥 2 + 𝑦 2 = 100 − 𝑘 2

e. Domain : 𝑥, 𝑦, 𝑧 ≠ 0,0,0
Range: 0, ∞
1
Level surface: 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑘

II.
a. Domain : all points in 𝑥𝑦 plane
No boundary points
Both open and closed
Unbounded

b. Domain :All points 𝑥, 𝑦 satisfying 𝑥 2 + 𝑦 2 < 16


Boundary is the circle 𝑥 2 + 𝑦 2 = 16
Open
Bounded

c. Domain :entire 𝑥𝑦 −plane


No boundary points
Both open and closed
Unbounded

d. Domain : entire 𝑥𝑦 −plane except 𝑥 = 0


Boundary is the line 𝑥 = 0
Open
Unbounded

III.
a. 𝑥 = 1 or 𝑥 = −1
b. 𝑦 = 2𝑥

IV.
a. 𝑥 − 𝑦 − 𝑙𝑛𝑧 = 2
b. 𝑥 2 + 𝑦 2 + 𝑧 2 = 4
𝜋
𝑠𝑖𝑛−1 𝑦 − 𝑠𝑖𝑛−1 𝑥 + 𝑠𝑒𝑐 −1 𝑧 =
2
3.2
Limits and Continuity
Learning objectives:
 To define limits of function of two and three variables
 To define the continuity of a function of two and three
variables at a point
AND
To practice the related problems
Limits and Continuity
In this module we discuss limits and continuity for functions of
two variables. The definition of the limit of a function of two
variables is similar to the definition of the limit of a function of
a single real variable, but with a difference.

Limits
If the values 𝑓 𝑥, 𝑦 lie arbitrarily close to a fixed real number 𝐿
for all points 𝑥, 𝑦 sufficiently close to a point 𝑥0 , 𝑦0 , we say
that 𝑓 approaches the limit 𝐿 as 𝑥, 𝑦 approaches 𝑥0 , 𝑦0 .
Notice that, if 𝑥0 , 𝑦0 lies in the interior of the domain of 𝑓,
then 𝑥, 𝑦 can approach 𝑥0 , 𝑦0 from any direction.

Limit of a function of two variables


Let 𝐷 ⊆ 𝑹𝟐 and 𝑥0 , 𝑦0 be a point in 𝐷. Let 𝑧 = 𝑓 𝑥, 𝑦 be a
function (of two variables) defined on 𝐷 except possibly at
𝑥0 , 𝑦0 .
If for every given real number 𝜀 > 0, however small, there
exists a real number 𝛿 > 0 such that
𝑓 𝑥, 𝑦 − 𝐿 < 𝜀, for all 𝑥, 𝑦 ∈ 𝑁𝛿 ∗ 𝑃

i.e., 𝑓 𝑥, 𝑦 − 𝐿 < 𝜀, whenever 0 < 𝑥 − 𝑥0 2 + 𝑦 − 𝑦0 2 <𝛿


then the finite real number 𝐿 is called the limit of the function
𝒇 𝒙, 𝒚 as 𝒙, 𝒚 → 𝒙𝟎 , 𝒚𝟎 .
Symbolically, we write it as
𝐥𝐢𝐦 𝒇 𝒙, 𝒚 = 𝑳
𝒙,𝒚 → 𝒙𝟎 ,𝒚𝟎

Note:
(1) The definition of limit says that the distance between
𝑓 𝑥, 𝑦 and 𝐿 becomes arbitrary small whenever the
distance from 𝑥, 𝑦 to 𝑥0 , 𝑦0 is made sufficiently small
(but not 0).
(2) The definition of limit applies to boundary points 𝑥0 , 𝑦0
as well as interior points of the domain of 𝑓. The only
requirement is that the point 𝒙, 𝒚 remain in the domain
at all times while reaching 𝒙𝟎 , 𝒚𝟎 .
(3) The 𝛿 in the definition depends on 𝜀 and the point 𝑥0 , 𝑦0 ,
in general.
(4) 𝑙𝑖𝑚 𝑓 𝑥, 𝑦 , if it exists is unique.
𝑥,𝑦 → 𝑥 0 ,𝑦0
(5) Since 𝑥, 𝑦 → 𝑥0 , 𝑦0 in the two-dimensional plane in
𝑁𝛿 ∗ 𝑃 , there are infinite number of paths joining 𝑥, 𝑦 to
𝑥0 , 𝑦0 in the 𝛿- nbd of 𝑃. Since the limit is unique, the
limit is same along all paths (inside the 𝛿- nbd of 𝑃). That is
the limit is independent of the path. Thus, the limit of a
function cannot be obtained by approaching the point
𝑃 𝑥0 , 𝑦0 along a particular path and finding the limit of
the function. If the limit depends on a path, then the limit
does not exist.
Two – Path Test for Nonexistence of a limit
If a function 𝑓 𝑥, 𝑦 has different limits along different paths as
𝑥, 𝑦 approaches 𝑥0 , 𝑦0 , then 𝑙𝑖𝑚 𝑓 𝑥, 𝑦 does not
𝑥,𝑦 → 𝑥 0 ,𝑦0
exist.
(6) If 𝑥 = 𝑟 cos 𝜃 , 𝑦 = 𝑟 sin 𝜃 (where 𝑟 2 = 𝑥 2 + 𝑦 2 and
𝑦
𝜃 = tan−1 ), then the definition of the limit
𝑥
𝑙𝑖𝑚 𝑓 𝑥, 𝑦 = 𝐿 reduces to
𝑥,𝑦 → 0,0
𝑓 𝑟 cos 𝜃 , 𝑟 sin 𝜃 − 𝐿 < 𝜀, whenever 𝑟 < 𝛿,
independent of 𝜃.
(7) It is easy to see that
𝑙𝑖𝑚 𝑥 = 𝑥0 ; 𝑙𝑖𝑚 𝑦 = 𝑦0
𝑥 ,𝑦 → 𝑥 0 ,𝑦0 𝑥 ,𝑦 → 𝑥 0 ,𝑦0

and 𝑙𝑖𝑚 𝑘 = 𝑘 (for any constant 𝑘 ∈ 𝑹)


𝑥,𝑦 → 𝑥 0 ,𝑦0

Theorem 1: Properties of Limits of Functions of Two Variables


If 𝐿, 𝑀 and 𝑘 are real numbers and
𝑙𝑖𝑚 𝑓 𝑥, 𝑦 = 𝐿 and 𝑙𝑖𝑚 𝑔 𝑥, 𝑦 = 𝑀
𝑥 ,𝑦 → 𝑥 0 ,𝑦0 𝑥,𝑦 → 𝑥 0 ,𝑦0

then the following rules hold:


1. Sum rule: 𝑙𝑖𝑚 𝑓 𝑥, 𝑦 + 𝑔(𝑥, 𝑦) = 𝐿 + 𝑀
𝑥,𝑦 → 𝑥 0 ,𝑦0
2. Difference Rule: 𝑙𝑖𝑚 𝑓 𝑥, 𝑦 − 𝑔(𝑥, 𝑦) = 𝐿 − 𝑀
𝑥,𝑦 → 𝑥 0 ,𝑦0

3. Product Rule: 𝑙𝑖𝑚 𝑓 𝑥, 𝑦 . 𝑔(𝑥, 𝑦) = 𝐿. 𝑀


𝑥,𝑦 → 𝑥 0 ,𝑦0
4. Constant Multiple Rule: 𝑙𝑖𝑚 𝑘𝑓 𝑥, 𝑦 = 𝑘𝐿
𝑥,𝑦 → 𝑥 0 ,𝑦0
where 𝑘 is any real constant.

𝑓 𝑥,𝑦 𝐿
5. Quotient Rule: 𝑙𝑖𝑚 = , 𝑀≠0
𝑥,𝑦 → 𝑥 0 ,𝑦0 𝑔(𝑥,𝑦) 𝑀

6. Power Rule: If 𝑟 and 𝑠 are integers with no common factors


and 𝑠 ≠ 0, then lim  f  x , y  r s  Lr s , provided 𝐿𝑟 𝑠 is a
 x , y  x
0
, y0 

real number. (If 𝑠 is even, then we assume 𝐿 > 0).

Example 1: Applying the Limit definition


4 xy 2
Find  x , ylim
 0,0  x2  y 2 if it exists.

Solution: Notice that the function always has value 0 along the
line 𝑥 = 0, when 𝑦 ≠ 0 and the function has value 0 along the
line 𝑦 = 0, when 𝑥 ≠ 0 . This shows that the limit of the
function as 𝑥, 𝑦 → 0,0 , if exists must be 0. To verify this we
apply 𝜀 − 𝛿 definition of the limit.
For every given 𝜀 > 0, we have to find a 𝛿 > 0 such that
4𝑥 𝑦 2
− 0 < 𝜀, whenever 0 < 𝑥2 + 𝑦2 < 𝛿
𝑥 2 +𝑦 2

4 𝑥 𝑦2
or < 𝜀, whenever 0 < 𝑥2 + 𝑦2 < 𝛿
𝑥 2 +𝑦 2

4 𝑥 𝑦2
Now, ≤ 4 𝑥 since 𝑦 2 ≤ 𝑥 2 + 𝑦 2
𝑥 2 +𝑦 2

≤ 4 𝑥 2 + 𝑦 2 , since 𝑥 ≤ 𝑥2 + 𝑦2
𝜀
< 𝜀 whenever 0 < 𝑥2 + 𝑦2 <
4
𝜀
Thus, for each 𝜀 > 0 ∃ a 𝛿 = 4 such that

4𝑥𝑦 2
− 0 < 𝜀 whenever 0 < 𝑥2 + 𝑦2 < 𝛿
𝑥 2 +𝑦 2

4 xy2
Therefore,  x , ylim 0
 0,0  x2  y 2

When we apply Theorem1 to polynomials and rational


functions, we obtain the useful result that the limits of these
functions as 𝑥, 𝑦 ⟶ 𝑥0 , 𝑦0 can be calculated by evaluating
the functions at 𝒙𝟎 , 𝒚𝟎 . The only requirement is that the
rational functions be defined at 𝑥0 , 𝑦0 .

Example 2:
Find the limits
3x 2  y 2  5
(a) lim (b) lim x2  y 2  1
( x , y )(0,0) x 2  y 2  2 ( x , y ) (3,4)
Solution:
(a) We have lim x  0, lim 22
( x , y )(0,0) ( x, y )(0,0)

 lim x2  lim x. lim x  0.0  0


( x , y )(0,0) ( x, y )(0,0) ( x, y ) (0,0)

Similarly lim y 2  0.
( x , y )(0,0)

Thus, lim ( x 2  y 2  2)
( x , y )(0,0)

 lim x2  lim y2  lim 20020


( x , y )(0,0) ( x, y )(0,0) ( x, y ) (0,0)

and, lim (3x 2  y 2  5)


( x , y )(0,0)

3 lim x2  lim y2  lim 55


( x , y )(0,0) ( x, y )(0,0) ( x, y )(0,0)

lim (3 x 2  y 2  5)
3x  y  5 ( x , y )(0,0)
2 2
5
Therefore, lim  
( x , y )(0,0) x 2  y 2  2 lim ( x 2  y 2  2) 2
( x , y )(0,0)

(b) We have lim x  3, lim y  4, lim 1 1


( x , y )(3,4) ( x, y )(3,4) ( x, y )(3,4)

 lim x 2  9, lim y 2  16
( x , y )(3,4) ( x , y )(3,4)
Thus, lim x 2  y 2  1  9  16  1  24
( x , y )(3,4)

Therefore, lim x 2  y 2  1  24  2 6
( x , y )(3,4)

x 2  xy
Example 3: Find lim
( x , y )(0,0) x y

Solution: It is a rational function and notice that the


denominator x  y  0 as ( x, y)  (0,0). Therefore, we
cannot use quotient rule.

x 2  xy x( x  y )( x  y )
Now, 
x  y ( x  y )( x  y )

x( x  y)( x  y )
  x( x  y )
x y

We can cancel (𝑥 − 𝑦) because the points on the line 𝑦 = 𝑥 are


not in the domain of the function. So,
x 2  xy
lim
( x , y )(0,0)
 lim x
x  y ( x, y )(0,0)
 x y 
 0( 0  0)  0 (it is a polynomial )

Example 4: Applying the Two-Path test


2𝑥 2 𝑦
Show that the function 𝑓 𝑥, 𝑦 = 𝑥 4 +𝑦 2 has no limit as
𝑥, 𝑦 → 0,0
Solution: The limit cannot be found by the use of quotient rule
because the denominator is 0 as 𝑥, 𝑦 ⟶ 0,0 . We examine the
value of 𝑓 along curves that end at 0,0 , say 𝑦 = 𝑘𝑥 2 , 𝑥 ≠ 0.
2𝑥 2 𝑘𝑥 2 2𝑘
Then 𝑓 𝑥, 𝑦 | 𝑦=𝑘𝑥 2 = = 1+𝑘 2
𝑥 4 +𝑘 2 𝑥 4

2k
 lim f ( x, y ) 
( x , y )(0,0) 1 k2
along y  kx 2

Thus, 𝑓 𝑥, 𝑦 have different limits along different paths


as 𝑥, 𝑦 → 0,0 . By Two-Path Test, 𝑓 has no limit as
𝑥, 𝑦 → 0,0 .

Continuity:
As in the case of functions of a single real variable, continuity of
functions of two or more variables is defined in terms of limits.

Continuous functions of two variables


A function 𝑓(𝑥, 𝑦) is said to be continuous at the point 𝑷(𝒙𝟎 , 𝒚𝟎 )
if
(i) 𝑓 is defined at (𝑥0 , 𝑦0 )
(ii) lim 𝑓(𝑥, 𝑦) exists
𝑥,𝑦 → 𝑥 0 ,𝑦0
(iii) lim 𝑓(𝑥, 𝑦) = 𝑓(𝑥0 , 𝑦0 )
𝑥,𝑦 → 𝑥 0 ,𝑦0

Let 𝐷 be the domain of the function 𝑓 and 𝑆 ⊆ 𝐷. We say that


𝒇 is continuous in 𝑺 if 𝑓 is continuous at every point of 𝑆.
That is, 𝑓(𝑥, 𝑦) is continuous at 𝑃 𝑥0 , 𝑦0 if for every given
𝜖 > 0, there exists a 𝛿 > 0 such that
𝑓 𝑥, 𝑦 − 𝑓 𝑥0 , 𝑦0 < 𝜖 , whenever 𝑥, 𝑦 ∈ 𝑁𝛿 𝑃
i.e., 𝑓 𝑥, 𝑦 − 𝑓 𝑥0 , 𝑦0 < 𝜖 , whenever 𝑥 − 𝑥0 2 + 𝑦 − 𝑦0 2 <𝛿

We say that a function is discontinuous at a point 𝑃 if it is not


continuous at 𝑃.
Note(1): In the definition of continuity,
lim 𝑓(𝑥, 𝑦) = 𝑓(𝑥0 , 𝑦0 ) holds for all paths approaching
𝑥 ,𝑦 → 𝑥 0 ,𝑦0
the point 𝑃 𝑥0 , 𝑦0 . Therefore, if the continuity of a function at
a point is to be proved, we cannot choose a path and find the
limit. However, if we want to show that a function is
discontinuous, it is enough to choose a path and show that the
limit does not exist.

Removable discontinuity
If 𝑓(𝑥0 , 𝑦0 )is defined and lim 𝑓(𝑥, 𝑦) = 𝐿 exists,
𝑥 ,𝑦 → 𝑥 0 ,𝑦0

𝐿 ≠ 𝑓(𝑥0 , 𝑦0 ) then the point 𝑥0 , 𝑦0 is said to be a point of


removable discontinuity.
In this case we redefine the function at (𝑥0 , 𝑦0 ) as 𝑓 𝑥0 , 𝑦0 = 𝐿,
so that the redefined function is continuous at (𝑥0 , 𝑦0 ).
A consequence of theorem 1 is that the algebraic combinations
of continuous functions are continuous at every point at which
all the functions involved are continuous. That is,
The sums, differences, products, constant multiples, quotients
and powers of continuous functions are continuous where
they are defined.
In particular, polynomials and rational functions of two (or
more) variables are continuous at every point at which they are
defined.
A continuous function has the following properties:
P1: A continuous function in a closed and bounded domain 𝐷
attains once its maximum value 𝑀 and its minimum value 𝑚 at
some point inside or on the boundary of 𝐷.
P2: For any number 𝜇 that satisfies 𝑚 < 𝜇 < 𝑀, there exist a
point (𝑥0 , 𝑦0 ) in 𝐷 such that 𝑓 𝑥0 , 𝑦0 = 𝜇.
P3: A continuous function, in a closed and bounded domain 𝐷
that attains both positive and negative values will have the
value 0 at some point in 𝐷.

Example 5: show that


2𝑥𝑦
, 𝑥, 𝑦 ≠ 0,0
𝑓 𝑥, 𝑦 = 𝑥 2 +𝑦 2 .
0, 𝑥, 𝑦 = 0,0
is continuous at every point except at the origin.

Solution: Notice that the domain of 𝑓 𝑥, 𝑦 is 𝑹𝟐 .


Let 𝑥0 , 𝑦0 ≠ 0,0 be an arbitrary point.
𝑙𝑖𝑚 2𝑥𝑦 = 2 𝑙𝑖𝑚 𝑥. 𝑙𝑖𝑚 𝑦 = 2𝑥0 𝑦0 and
(𝑥,𝑦)→(𝑥 0 ,𝑦0 ) (𝑥,𝑦 )→(𝑥 0 ,𝑦0 ) (𝑥,𝑦 )→(𝑥 0 ,𝑦0 )

lim ( 𝑥2 + 𝑦2)
𝑥,𝑦 → 𝑥 0 ,𝑦0

= lim 𝑥2 + lim 𝑦2 = 𝑥02 + 𝑦02 ≠ 0.


(𝑥 ,𝑦 )→(𝑥 0 ,𝑦0 ) (𝑥,𝑦 )→(𝑥 0 ,𝑦0 )

𝑙𝑖𝑚 2𝑥𝑦
2𝑥𝑦 (𝑥 ,𝑦 )→(𝑥 0 ,𝑦 0 )
Therefore, lim =
(𝑥,𝑦 )→(𝑥 0 ,𝑦0 ) 𝑥 2 +𝑦 2 𝑙𝑖𝑚 (𝑥 2 +𝑦 2 )
(𝑥,𝑦 )→(𝑥 0 ,𝑦 0 )

2𝑥 𝑦
0 0
= 𝑥 2 +𝑦 2 = 𝑓 𝑥0 , 𝑦0
0 0

Thus, 𝑓 is continuous at 𝑥0 , 𝑦0 ≠ (0,0). Since it is an arbitrary


point, it is continuous at every point of 𝑹𝟐 − (0,0) .
Continuity at 𝟎, 𝟎 :The function 𝑓 is defined at 0,0 .We show
that 𝑓 has no limit as 𝑥, 𝑦 → 0,0 along 𝑦 = 𝑚𝑥 , 𝑥 ≠ 0.
Then

lim 𝑓 𝑥, 𝑦 = lim 𝑓 𝑥, 𝑦 |𝑦 =𝑚𝑥


𝑥,𝑦 → 0,0 𝑥 ,𝑦 → 0,0
2𝑚 𝑥 2 2𝑚
= 𝑙𝑖𝑚 = 1+𝑚 2
(𝑥,𝑦 )→(0,0) 𝑥 2 +𝑚 2 𝑥 2

The limit changes with 𝑚. By Two- Path Test


lim 𝑓(𝑥, 𝑦) does not exist. Thus, 𝑓 𝑥, 𝑦 is
𝑥,𝑦 → 𝑥 0 ,𝑦0
discontinuous at (0,0). Therefore, 𝑓 𝑥, 𝑦 is continuous at
every point except at the origin. That is, 𝑓 𝑥, 𝑦 is continuous
in 𝑹𝟐 − (0,0) .

Continuity of Composites:
If 𝑓 is continuous at 𝑥0 , 𝑦0 and 𝑔 is a single variable function
continuous at 𝑓 𝑥0 , 𝑦0 , then the composite function 𝑕 = 𝑔𝑜𝑓
defined by 𝑕(𝑥, 𝑦) = 𝑔(𝑓(𝑥, 𝑦)) is continuous at 𝑥0 , 𝑦0 .

Example 6: Show that the function 𝑒 𝑥−𝑦 is continuous at


every point 𝑥, 𝑦 ∈ 𝑹𝟐 and find lim 𝑒 𝑥−𝑦 .
(𝑥,𝑦 )→(0,𝑙𝑛 2)

Solution: Let 𝑓 𝑥, 𝑦 = 𝑥 − 𝑦. First we note that 𝑓 is


continuous at every point 𝑥, 𝑦 of 𝑹𝟐 (because it is a
polynomial).
Let 𝑔 𝑡 = 𝑒 𝑡 . Further, 𝑔 is continuous at every point 𝑡 ∈ 𝑹
and so 𝑔 is continuous at 𝑓 𝑥, 𝑦 . Now, the composite function
𝑕 = 𝑔𝑜𝑓 defined by 𝑕 𝑥, 𝑦 = 𝑔 𝑓 𝑥, 𝑦 = 𝑔 𝑥 − 𝑦 = 𝑒 𝑥−𝑦
is continuous at every point 𝑥, 𝑦 ∈ 𝑹𝟐 . Thus, 𝑕 𝑥, 𝑦 = 𝑒 𝑥−𝑦
is continuous at (0, 𝑙𝑛2). Therefore,
𝑙𝑖𝑚 𝑕(𝑥, 𝑦) = 𝑕(0, 𝑙𝑛2)
𝑥 ,𝑦 → 0,𝑙𝑛 2
1
𝑥−𝑦 0−𝑙𝑛 2 𝑙𝑛 1
⇒ lim 𝑒 =𝑒 =𝑒 2 =2
𝑥 ,𝑦 →(0,𝑙𝑛 2)

Functions of more than two variables


The definitions of limit and continuity for functions of two
variables and the conclusions about limits and continuity for
sums, difference, products, quotients, powers and composites
all extend to functions of three or more variables.
2𝑥𝑦 +𝑦𝑧
Example 7: Find 𝑙𝑖𝑚
(𝑥 ,𝑦 ,𝑧)→(1,−1,−1) 𝑥 2 +𝑧 2

Solution: The given function is a rational function and


𝑥 2 + 𝑧 2 ≠ 0 at(1, −1, −1). Therefore,
2𝑥𝑦 + 𝑦𝑧 2 1 −1 + −1 −1 1
𝑙𝑖𝑚 = =−
(𝑥,𝑦,𝑧)→(1,−1,−1) 𝑥 2 + 𝑧 2 12 + −12 2
Example 8:
a) At what points 𝑥, 𝑦, 𝑧 in space is the function
1
𝑕 𝑥, 𝑦, 𝑧 = 𝑥𝑦 𝑠𝑖𝑛 𝑧 continuous?

b) Find lim 2
𝑕 𝑥, 𝑦, 𝑧
(𝑥,𝑦,𝑧)→(1,1, )
𝜋

1
Solution: Let 𝑓 𝑥, 𝑦, 𝑧 = 𝑧 . It is continuous at every
point 𝑥, 𝑦, 𝑧 ∈ 𝑹𝟑 , 𝑧 ≠ 0 (Since it is a rational function)
Let 𝑔 𝑡 = 𝑠𝑖𝑛𝑡. Clearly, 𝑔 𝑡 is continuous at every 𝑡 ∈ 𝑹 and
so, is continuous at 𝑓 𝑥, 𝑦, 𝑧 , where 𝑥, 𝑦, 𝑧 ∈ 𝑹𝟑 , 𝑧 ≠ 0
Now, the composite function 𝑕1 = 𝑔𝑜𝑓 defined by
1 1
𝑕1 𝑥, 𝑦, 𝑧 = 𝑔 𝑓 𝑥, 𝑦, 𝑧 =𝑔 = 𝑠𝑖𝑛 𝑧 is continuous at
𝑧
every point 𝑥, 𝑦, 𝑧 ∈ 𝑹𝟑 , 𝑧 ≠ 0.

Let 𝑕2 𝑥, 𝑦, 𝑧 = 𝑥𝑦.It is continuous at every point 𝑥, 𝑦, 𝑧 ∈ 𝑹𝟑.


1
Now, the product 𝑕 𝑥, 𝑦, 𝑧 = 𝑕2 𝑥, 𝑦, 𝑧 . 𝑕1 𝑥, 𝑦, 𝑧 = 𝑥𝑦𝑠𝑖𝑛 is
𝑧
continuous at every point 𝑥, 𝑦, 𝑧 ∈ 𝑹𝟑 , 𝑧 ≠ 0.
2
(b) Since 𝑕 is continuous at (1,1, 𝜋 )
2 𝜋
𝑙𝑖𝑚 2
𝑕 𝑥, 𝑦, 𝑧 = 𝑕 1,1, 𝜋 = 1.1. 𝑠𝑖𝑛 2 = 1.
(𝑥 ,𝑦 ,𝑧)→(1,1, )
𝜋
IP1:

 
lim  xy  xz  yz 0
(a) Show that  x , y , z  0,0,0   2 2 2 
 x y z 
xy2 z2
(b) Find  x , y , z lim
 0,0,0  x4  y 4  z 8 if it exists.

Solution:
𝑥𝑦 +𝑥𝑧 +𝑦𝑧
(a) Given, 𝑓 𝑥, 𝑦, 𝑧 =
𝑥 2 +𝑦 2 +𝑧 2
Show that 𝑓 𝑥, 𝑦, 𝑧 → (0, 0, 0) as 𝑥, 𝑦, 𝑧 → (0, 0, 0)
For this, given 𝜀 > 0, we have to find a 𝛿 > 0 such that
𝑥𝑦 +𝑥𝑧 +𝑦𝑧
− 0 < 𝜀, whenever 0 < 𝑥2 + 𝑦2 + 𝑧2 < 𝛿
𝑥 2 +𝑦 2 +𝑧 2

𝑥𝑦 +𝑥𝑧 +𝑦𝑧 𝑥𝑦 + 𝑥𝑧 + 𝑦𝑧 1 𝑥 2 +𝑦 2 +𝑥 2 +𝑧 2 +𝑦 2 +𝑧 2
Now, −0 = ≤2
𝑥 2 +𝑦 2 +𝑧 2 𝑥 2 +𝑦 2 +𝑧 2 𝑥 2 +𝑦 2 +𝑧 2

𝑥 2 +𝑦 2 𝑦 2 +𝑧 2 𝑥 2 +𝑧 2
Since 𝑥𝑦 ≤ , 𝑦𝑧 ≤ , 𝑥𝑧 ≤
2 2 2

1 2 𝑥 2 +𝑦 2 +𝑧 2
≤ 2 𝑥 2 +𝑦 2 +𝑧 2

< 𝑥 2 + 𝑦 2 + 𝑧 2 < 𝜀 , whenever 0 < 𝑥2 + 𝑦2 + 𝑧2 < 𝜀


Thus, for each 𝜀 > 0 ∃ a 𝛿 ≤ 𝜀 such that
𝑥𝑦 +𝑥𝑧 +𝑦𝑧
− 0 < 𝜀, whenever 0 < 𝑥2 + 𝑦2 + 𝑧2 < 𝛿
𝑥 2 +𝑦 2 +𝑧 2
 xy  xz  yz 
Therefore,  x , y , zlim  0
 0,0,0   x2  y 2  z 2 

(b) Notice that the denominator of the given function


approaches to 0 as 𝑥, 𝑦, 𝑧 → (0, 0, 0).
To evaluate the limit
𝑥𝑦 2𝑧2
lim
(𝑥 ,𝑦 ,𝑧)→ 0,0,0 𝑥 4 +𝑦 4 +𝑧 8

Choose the paths 𝑧 = 𝑥, 𝑦 = 𝑚𝑥, we get


2
𝑥𝑦 2 𝑧 2 𝑥(𝑚𝑥 )2 𝑥
lim = lim 8
𝑥,𝑦 ,𝑧 → 0,0,0 𝑥 4 +𝑦 4 +𝑧 8 (𝑥,𝑦 ,𝑧)→ 0,0,0 𝑥 4 +(𝑚𝑥 )4 + 𝑥
along 𝑧= 𝑥,𝑦=𝑚𝑥

𝑥 4𝑚 2 𝑚2
= lim = lim
(𝑥,𝑦 ,𝑧)→ 0,0,0 𝑥 4 2+𝑚 4 (𝑥 ,𝑦 ,𝑧)→ 0,0,0 2+𝑚 4

Thus, 𝑓 𝑥, 𝑦, 𝑧 have different limits along different paths as


𝑥, 𝑦, 𝑧 → (0, 0, 0).
By Two-Path Test, 𝑓 has no limit as 𝑥, 𝑦, 𝑧 → (0, 0, 0).
IP2.
𝒙𝟑 𝒚
(a) Find 𝒍𝒊𝒎 , if it exists
𝒙,𝒚 → 𝟎,𝟎 𝒙𝟔 +𝒚𝟐
𝒙𝒚
(b) Find 𝒍𝒊𝒎 , if it exists
𝒙,𝒚 → 𝟎,𝟎 𝒙𝒚

Solution:
The limit of the given function cannot be found by the use of
quotient rule because the denominator is 0 as 𝑥, 𝑦 → 0,0 .
We examine the value of 𝑓 along the curves that end at 0,0 ,
say 𝑦 = 𝑘𝑥 3 , 𝑥 ≠ 0
𝑥 3 𝑘𝑥 3 𝑘
Then 𝑓 𝑥, 𝑦 𝑦=𝑘𝑥 3 = = 1+𝑘 2
𝑥 6 +𝑘 2 𝑥 6
𝑘
∴ lim 𝑓 𝑥, 𝑦 = lim
𝑥,𝑦 → 0,0 𝑥,𝑦 → 0,0 1+𝑘 2

Thus, 𝑓 𝑥, 𝑦 have different limits along different paths as


𝑥, 𝑦 → 0,0 . By Two-Path Test, 𝑓 has no limits as 𝑥, 𝑦 → 0,0 .
Hence, the limit of the given function does not exist.

(b)
The limit of the given function cannot be found by the use of
quotient rule because the denominator is 0 as 𝑥, 𝑦 → 0,0 .
We examine the value of 𝑓 along the curves that end at 0,0 ,
say 𝑦 = 𝑘𝑥 2 , 𝑥 ≠ 0
𝑥 𝑘𝑥 𝑘
Then 𝑓 𝑥, 𝑦 𝑦=𝑘𝑥 2 = =
𝑥 𝑘𝑥 𝑘

𝑘 1 𝑖𝑓 𝑘 > 0
∴ lim 𝑓 𝑥, 𝑦 = lim =
𝑥,𝑦 → 0,0 𝑥,𝑦 → 0,0 𝑘 −1 𝑖𝑓 𝑘 < 0
Thus, 𝑓 𝑥, 𝑦 have different limits along the different points as
𝑥, 𝑦 → 0,0 . By Two-Path Test, 𝑓 has no limit as 𝑥, 𝑦 → 0,0 .
Hence, the limit of the given function does not exist.
IP3.
Discuss the continuity of the following functions at the given
point
𝟐𝒙(𝒙𝟐 −𝒚𝟐 )
, 𝒙, 𝒚 ≠ (𝟎, 𝟎)
(a) 𝒇 𝒙, 𝒚 = 𝒙𝟐 +𝒚𝟐 ; (𝟎, 𝟎)
𝟎 , 𝒙, 𝒚 ≠ (𝟎, 𝟎)

(b) 𝒉 𝒙, 𝒚 = 𝐥𝐧 𝟏 + 𝒙𝟐 𝒚𝟐 ; (𝟏, 𝟏)

Solution:
(a) Let 𝑥 = 𝑟𝑐𝑜𝑠𝜃, 𝑦 = 𝑟𝑠𝑖𝑛𝜃.

Then, 𝑟 = 𝑥 2 + 𝑦 2 ≠ 0.We have


2𝑥 𝑥 2 −𝑦 2
𝑓 𝑥, 𝑦 − 𝑓 0, 0 = −0
𝑥 2 +𝑦 2

2𝑟 3 𝑐𝑜𝑠 2 𝜃 −𝑠𝑖𝑛 2 𝜃 𝑐𝑜𝑠𝜃


= = 2𝑟 𝑐𝑜𝑠2𝜃 𝑐𝑜𝑠𝜃 ≤ 2𝑟 < 𝜀,
𝑟 2 𝑐𝑜𝑠 2 𝜃 +𝑠𝑖𝑛 2 𝜃
𝜀
whenever 𝑟 = 𝑥2 + 𝑦2 < 2
𝜀
For any 𝜀 > 0 ∃ a 𝛿 < 2 , we find that 𝑓 𝑥, 𝑦 − 𝑓 0, 0 < 𝜀,
whenever 0 < 𝑥2 + 𝑦2 < 𝛿
Therefore, lim 𝑓 𝑥, 𝑦 = 𝑓(0, 0)
𝑥,𝑦 → 0,0

Hence, 𝑓(𝑥, 𝑦) is continuous at (0, 0).


(b) Let 𝑓 𝑥, 𝑦 = 1 + 𝑥 2 𝑦 2
Now, 𝑓(𝑥, 𝑦) is a polynomial. So it is continuous everywhere in
𝑹𝟐 . Thus, 𝑓(𝑥, 𝑦) is continuous at (1, 1) and 𝑓 1, 1 = 2.
Let 𝑔 𝑡 = ln 𝑡 , 𝑡 > 0 and 𝑔(𝑡) is continuous at 2 = 𝑓(1, 1)
Now, the composite function 𝑕 = 𝑔𝑜𝑓 defined by

𝑕 𝑥, 𝑦 = 𝑔 𝑓 𝑥, 𝑦 = 𝑔 1 + 𝑥 2 𝑦 2 = ln 1 + 𝑥 2 𝑦 2
is continuous at 1,1 .
Therefore,
lim 𝑕 𝑥, 𝑦 = 𝑕 1,1 = ln 1 + (1)2 (1)2 = 𝑙𝑛2
𝑥,𝑦 → 1,1
IP4.
Discuss the continuity of the function
𝒇 𝒙, 𝒚, 𝒛 = 𝐥𝐧 𝒙𝒚𝒛; 𝒙𝒚𝒛 > 0 ; 𝟏, 𝟏, 𝟏

Solution:
Given 𝑓 𝑥, 𝑦, 𝑧 = ln 𝑥𝑦𝑧
Let 𝑕 𝑥, 𝑦, 𝑧 = 𝑥𝑦𝑧. First we note that 𝑕 is continuous at every
point 𝑥, 𝑦, 𝑧 of 𝑹𝟑 (because it is a polynomial). So 𝑕(𝑥, 𝑦, 𝑧) is
continuous at (1, 1, 1) and 𝑕 1, 1, 1 = 1.1.1 = 1
Let 𝑔 𝑡 = ln 𝑡 , 𝑡 > 0. Further, 𝑔 is continuous at 1 = 𝑕(1, 1, 1)
Now, the composite function 𝑓 = 𝑔 𝑜 𝑕 defined by
𝑓 𝑥, 𝑦, 𝑧 = 𝑔 𝑕 𝑥, 𝑦, 𝑧 = 𝑔 𝑥𝑦𝑧 = ln 𝑥𝑦𝑧 is continuous
at 1,1,1 . Therefore,
lim 𝑓 𝑥, 𝑦, 𝑧 = 𝑓 1,1,1 = ln 1.1.1 = 𝑙𝑛1 = 0
𝑥,𝑦,𝑧 → 0,0,0

⟹ lim ln 𝑥𝑦𝑧 = 0
𝑥 ,𝑦 ,𝑧 → 0,0,0
P1:

 xy 
(a) Find lim   , if it exists.
 x , y  0,0   x 2  y 2 
 
 y4 
(b) Find  x , y  2,  4   x 2 y  xy  4 x 2  4 x  , if it exists
lim
y 4, x  x2  
P1:

 xy 
(a) Find lim   , if it exists.
 x , y  0,0   x 2  y 2 
 
 y4 
(b) Find  x , y  2,  4   x 2 y  xy  4 x 2  4 x  , if it exists
lim
y 4, x  x 2  

Solution:
(a) Notice that the given function always has value 0 along the
line 𝑥 = 0, when 𝑦 ≠ 0 and the function has value 0 along
the line 𝑦 = 0, when 𝑥 ≠ 0.
This shows that the limit of the function as 𝑥, 𝑦 → 0,0 , if
exists must be 0. To verify this we apply 𝜀 − 𝛿 definition of
the limit.
For every given 𝜀 > 0, we have to find a 𝛿 > 0 such that
𝑥𝑦
− 0 < 𝜀, whenever 0 < 𝑥2 + 𝑦2 < 𝛿
𝑥 2 +𝑦 2

𝑥𝑦 𝑥𝑦 1 𝑥 2 +𝑦 2 𝑥 2 +𝑦 2
Now, −0 = ≤2 , since 𝑥𝑦 ≤
𝑥 2 +𝑦 2 𝑥 2 +𝑦 2 𝑥 2 +𝑦 2 2

1
≤ 2 𝑥2 + 𝑦2

< 𝜀 , whenever 0 < 𝑥 2 + 𝑦 2 < 2𝜀

Thus, for each 𝜀 > 0 ∃ a 𝛿 = 2𝜀 > 0 such that


𝑥𝑦
− 0 < 𝜀, whenever 0 < 𝑥2 + 𝑦2 < 𝛿
𝑥 2 +𝑦 2

 xy 
Therefore, lim  0
 x , y  0,0   x 2  y 2 
 
(b)
𝑦+4
𝑙𝑖𝑚
𝑥,𝑦 → 2,−4 𝑥 2 𝑦−𝑥𝑦 +4𝑥 2 −4𝑥
𝑦 ≠−4,𝑥≠𝑥 2

𝑦+4
= 𝑙𝑖𝑚
𝑥,𝑦 → 2,−4 𝑥 2 𝑦+4 −𝑥 𝑦+4
𝑦≠−4, 𝑥≠𝑥 2

𝑦+4
= 𝑙𝑖𝑚 𝑥 𝑥−1 𝑦+4
𝑥,𝑦 → 2,−4
𝑦 ≠−4,𝑥≠𝑥 2
1 1 1
= 𝑙𝑖𝑚 𝑥 𝑥−1
= 2 2−1
=2
𝑥,𝑦 → 2,−4
𝑥≠𝑥 2
P2.
𝒙𝒚
a) Find 𝐥𝐢𝐦 , if it exists
𝒙,𝒚 → 𝟎,𝟎 𝒙𝟐 +𝒚𝟐
𝒙+ 𝒚
b) Find 𝐥𝐢𝐦 , if it exists
𝒙,𝒚 → 𝟎,𝟎 𝒙𝟐 +𝒚
P2.
𝒙𝒚
a) Find 𝐥𝐢𝐦 , if it exists
𝒙,𝒚 → 𝟎,𝟎 𝒙𝟐 +𝒚𝟐
𝒙+ 𝒚
b) Find 𝐥𝐢𝐦 , if it exists
𝒙,𝒚 → 𝟎,𝟎 𝒙𝟐 +𝒚

Solution:
The limit of the given function cannot be found by the use of
quotient rule because the denominator is 0 as 𝑥, 𝑦 → 0,0 .
We examine the value of 𝑓 along the curves that end at 0,0 ,
say 𝑦 = 𝑘𝑥, 𝑥 ≠ 0
𝑥.𝑘𝑥 𝑘
Then 𝑓 𝑥, 𝑦 𝑦=𝑘𝑥 = 𝑥 2 +𝑘 2 𝑥 2 = 1+𝑘 2
𝑘
∴ lim 𝑓 𝑥, 𝑦 =
𝑥,𝑦 → 0,0 1+𝑘 2

Thus, 𝑓 𝑥, 𝑦 have different limits along different paths as


𝑥, 𝑦 → 0,0 .
By Two -path Test, 𝑓 has no limit as 𝑥, 𝑦 → 0,0 .
Hence, the limit of the given function does not exist.

(b)
The limit of the given function cannot be found by the use of
quotient rule because the denominator is 0 as 𝑥, 𝑦 → 0,0 .
We examine the value of 𝑓 along the curves that end at 0,0 ,
say 𝑦 = 𝑘𝑥 2 , 𝑥 ≠ 0
𝑥+ 𝑘𝑥 2 1+ 𝑘
Then 𝑓 𝑥, 𝑦 𝑦=𝑘𝑥 2 = =
𝑥 2 +𝑘𝑥 2 1+𝑘 𝑥

1+ 𝑘
∴ lim 𝑓 𝑥, 𝑦 = lim =∞
𝑥,𝑦 → 0,0 𝑥,𝑦 → 0,0 1+𝑘 𝑥

Since the limit is not finite, the limit does not exist.
P3.
Discuss the continuity of the following functions:
𝟐𝒙𝟒 +𝟑𝒚𝟒
, 𝒙, 𝒚 ≠ (𝟎, 𝟎)
(a) 𝒇 𝒙, 𝒚 = 𝒙𝟐 +𝒚𝟐 , at the point (𝟎, 𝟎)
𝟎 , 𝒙, 𝒚 ≠ (𝟎, 𝟎)
𝒙𝟐 +𝒚𝟐
(b) 𝒉 𝒙, 𝒚 = 𝐜𝐨𝐬 , at the point (𝟎, 𝟎)
𝒙+𝒚+𝟏
P3.
Discuss the continuity of the following functions:
𝟐𝒙𝟒 +𝟑𝒚𝟒
, 𝒙, 𝒚 ≠ (𝟎, 𝟎)
(a) 𝒇 𝒙, 𝒚 = 𝒙𝟐 +𝒚𝟐 , at the point (𝟎, 𝟎)
𝟎 , 𝒙, 𝒚 ≠ (𝟎, 𝟎)
𝒙𝟐 +𝒚𝟐
(b) 𝒉 𝒙, 𝒚 = 𝐜𝐨𝐬 , at the point (𝟎, 𝟎)
𝒙+𝒚+𝟏

Solution:
(a) The given function is defined for all (𝑥, 𝑦) ∈ 𝑹𝟐
5𝑥 2 𝑦 2
𝑓 𝑥, 𝑦 = 2𝑥 2 + 3𝑦 2 − 𝑥 2 +𝑦 2 (by actual division) and

5𝑥 2 𝑦 2
lim 𝑓 𝑥, 𝑦 = lim 2𝑥 2 + 3𝑦 2 − 𝑥 2 +𝑦 2
𝑥,𝑦 → 0,0 𝑥,𝑦 →(0,0)

𝑥2𝑦2
= −5 lim
𝑥,𝑦 →(0,0) 𝑥 2 + 𝑦 2

𝑥 2𝑦 2
Notice that the function always has value 0 about the line
𝑥 2 +𝑦 2
𝑥 = 0, when 𝑦 ≠ 0 and this function has value 0 about the line
𝑦 = 0, when 𝑥 ≠ 0. This shows that the limit of the function as
𝑥, 𝑦 → (0, 0) , if exists must be 0. To verify this we apply
𝜀 − 𝛿 definition of the limit.
For any given 𝜀 > 0, we have to find a 𝛿 > 0 such that
𝑥 2𝑦 2
− 0 < 𝜀, whenever 0 < 𝑥 2 + 𝑦 2 < 𝛿
𝑥 2 +𝑦 2
2
𝑥 2𝑦 2 𝑥 2𝑦 2 1 𝑥 2 +𝑦 2 𝑥 2 +𝑦 2
Now, −0 = ≤ (since 𝑥𝑦 ≤ )
𝑥 2 +𝑦 2 𝑥 2 +𝑦 2 4 𝑥 2 +𝑦 2 2

1
= 4 𝑥 2 + 𝑦 2 < 𝜀, whenever 𝑥 2 + 𝑦 2 < 4𝜀

𝑥 2𝑦 2
For each 𝜀 > 0 ∃ a 𝛿 ≤ 4𝜀 such that − 0 < 𝜀, whenever
𝑥 2 +𝑦 2
0 < 𝑥2 + 𝑦2 < 𝛿
𝑥2𝑦 2
lim =0
𝑥,𝑦 → 0,0 𝑥 2 +𝑦 2

Therefore,
𝑥2𝑦 2
lim 𝑓 𝑥, 𝑦 = −5 lim = −5 0 = 0 = 𝑓(0, 0)
𝑥 ,𝑦 → 0,0 𝑥,𝑦 →(0,0) 𝑥 2 +𝑦 2

∴ lim 𝑥,𝑦 →(0,0) 𝑓 𝑥, 𝑦 = 𝑓 0,0 = 0

Thus, 𝑓 𝑥, 𝑦 is a continuous function at the point (0,0)


𝑥 2 +𝑦 2
(b) Let 𝑓 𝑥, 𝑦 = 𝑥+𝑦+1

Now, 𝑓 𝑥, 𝑦 is a rational function, so it is continuous every


where in 𝑹𝟐 except at the points on the line 𝑥 + 𝑦 = −1
Notice that (0, 0) is not point on the line 𝑥 + 𝑦 = −1.
Therefore, 𝑓(𝑥, 𝑦) is continuous at (0, 0) and 𝑓 0, 0 = 0
Let 𝑔 𝑡 = cos 𝑡 and 𝑔(𝑡) is continuous at 0 = 𝑓(0,0)
Now, the composite function 𝑕 = 𝑔𝑜𝑓 defined by
𝑥 2 +𝑦 2 𝑥 2 +𝑦 2
𝑕 𝑥, 𝑦 = 𝑔 𝑓 𝑥, 𝑦 =𝑔 = cos is continuous
𝑥+𝑦 +1 𝑥+𝑦 +1
at 0,0 .
Therefore,
02 +02
lim 𝑕 𝑥, 𝑦 = 𝑕 0,0 = cos = 𝑐𝑜𝑠0 = 1
𝑥 ,𝑦 → 0,0 0+0+1
P4
Discuss the continuity of the function

 xy
 2 ,  x, y    0,0 
f  x, y    x  y
2

 4 ,  x, y    0 ,0 

P4
Discuss the continuity of the function

 xy
 2 ,  x, y    0,0 
f  x, y    x  y
2

 4 ,  x, y    0 ,0 

Solution:
 xy 
In 𝑃1 problem we have seen that lim  0
 x , y  0,0   x 2  y 2 
 
Notice that 𝑓(0, 0) is defined and

lim f ( x, y)  0  f (0, 0)
 x, y  0,0 

⟹ 𝑓 is discontinuous at (0, 0).


This discontinuity is called Removable discontinuity.
Now, define 𝑓 𝑥, 𝑦 = 0 at 𝑥, 𝑦 = (0, 0). Then 𝑓 is continuous
at (0, 0).
3.2. Limits and Continuity
Exercises:
I. Use the 𝛿 − 𝜀 approach, establish the following limits.
x y
1.  x , y  0,0 x2  y2  1  0
lim

  1 
2.  x , ylim
 0,0 
 y  x cos     0
  y 

lim
3.  x , y  0,0  x 2
y 2
sin
1
xy
0

Determine the following limits if they exists


x
4. lim
 x , y  0,0  x2  y 2

lim
 y  1 tan2 x
5.  x , y  0,1 
x2 y 2  1 
xy  z
lim
6.  x , y , z  0,0,0  x  y  z 2
x x  y  z
7. lim
 x , y , z  0,0,0  x2  y 2  z 2

Answers:
4. Limit does not exist.
1
5.
2
6. Limit does not exist.
7. Limit does not exist.

II. Find
𝑥 2 −2𝑥𝑦 +𝑦 2 𝑥+𝑦−4
i. (a) lim , 𝑥≠𝑦 (b) lim
𝑥,𝑦 → 1,1 𝑥−𝑦 𝑥,𝑦 → 2,2 𝑥+𝑦 −2

2𝑥−𝑦 −2
ii. lim , 2𝑥 − 𝑦 ≠ 4
𝑥,𝑦 → 2,0 2𝑥 −𝑦 −4

𝑥−𝑦 +2 𝑥+2 𝑦
iii. lim , 𝑥≠𝑦
𝑥,𝑦 → 0,0 𝑥− 𝑦

Answers:
i. (a) 0 (b) 4
1
ii. 4
iii. 2

III.
Discuss the continuity of the following functions at the
given points.

𝑥−𝑦 2
, 𝑥, 𝑦 ≠ 0,0
a) 𝑓 𝑥, 𝑦 = 𝑥 2 +𝑦 2 at 0,0 .
0 , 𝑥, 𝑦 = 0,0
𝑥 2 +𝑦 2
, 𝑥, 𝑦 ≠ 0,0
b) 𝑓 𝑥, 𝑦 = tan 𝑥𝑦 at 0,0 .
0 , 𝑥, 𝑦 = 0,0
𝑥𝑦 𝑥−𝑦
, 𝑥, 𝑦 ≠ 0,0
c) 𝑓 𝑥, 𝑦 = 𝑥 2 +𝑦 2 at 0,0 .
0 , 𝑥, 𝑦 = 0,0
𝑥𝑦𝑧
, 𝑥, 𝑦, 𝑧 ≠ 0,0,0
d) 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 +𝑦 2 +𝑧 2 at 0,0,0 .
0 , 𝑥, 𝑦, 𝑧 = 0,0,0
Answers:
a) Discontinuous.
b) Discontinuous.
c) Continuous.
d) Continuous.
3.3
Partial Derivatives
Learning objectives:

 To define partial derivatives.


 To calculate partial derivatives.
 To discuss the second and higher order partial derivatives.
 To state mixed derivative theorem.
AND
 To practice the related problems.
Partial Derivatives
The calculus of several variables is basically single variable
calculus applied to severable variables one at a time. If we hold
all but one of the independent variables of a function constant
and differentiate w.r.t. that variable, then we get a partial
derivative.
In this module we introduce the concept of partial derivatives
and calculate them by applying the rules for differentiating
function of a single real variable.

Partial derivative of a function of two variables


If 𝑥0 , 𝑦0 is a point in the domain of a function 𝑓 𝑥, 𝑦 , then
the vertical plane 𝑦 = 𝑦0 cuts the surface 𝑧 = 𝑓 𝑥, 𝑦 in the
curve 𝑧 = 𝑓 𝑥, 𝑦0 . This curve is the graph of the function
𝑧 = 𝑓 𝑥, 𝑦0 in the plane𝑦 = 𝑦0 . The horizontal coordinate is 𝑥,
the vertical coordinate is 𝑧 and the 𝑦- value is held constant at
𝑦0 . Therefore, 𝑦 is not a variable.
We define the partial derivative of 𝑓 w.r.t 𝑥 at the point
𝑥0 , 𝑦0 as the ordinary derivative of 𝑓 𝑥, 𝑦0 w.r.t 𝑥 at the
point 𝑥 = 𝑥0. To distinguish partial derivative from ordinary
derivative we use the symbol 𝜕 rather than the 𝑑 previously
used.

Partial derivative w.r.t 𝒙


The partial derivative of 𝒇 𝒙, 𝒚 w.r.t 𝒙 at the point 𝒙𝟎 , 𝒚𝟎 is
𝝏𝒇 𝒇 𝒙𝟎 +𝒉 ,𝒚𝟎 −𝒇 𝒙𝟎 ,𝒚𝟎
= 𝒍𝒊𝒎
𝝏𝒙 𝒙=𝒙𝟎 𝒉→𝟎 𝒉

provided the limit exists.


Note:
(1) Notation: The partial derivative of 𝑓 or 𝑧 w.r.t. 𝑥 is denoted
𝜕𝑓 𝜕𝑧
by 𝜕𝑥 , 𝑓𝑥 , 𝜕𝑥 or 𝑧𝑥 .
The partial derivative of 𝑓 or 𝑧 w.r.t 𝑥 at 𝑥0 , 𝑦0 is denoted
𝜕𝑓 𝜕𝑧
by , 𝑓𝑥 𝑥0 , 𝑦0 , 𝜕𝑥 or 𝑧𝑥 𝑥0 , 𝑦0 .
𝜕𝑥 𝑥 0 ,𝑦0 𝑥 0 ,𝑦0
(2) An equivalent expression for the partial derivative
𝑑
𝑓 𝑥, 𝑦0
𝑑𝑥 𝑥=𝑥 0
That is, the slope of the curve 𝑧 = 𝑓 𝑥, 𝑦0 at the point
𝑑𝑓
𝑃 𝑥0 , 𝑦0 , 𝑓 𝑥0 , 𝑦0 in the plane 𝑦 = 𝑦0 is , the
𝑑𝑥 𝑥 0 ,𝑦0
value of the partial derivative of 𝑓 w.r.t. 𝑥 at 𝑥0 , 𝑦0 . The
tangent line to the curve 𝑧 = 𝑓 𝑥, 𝑦0 at 𝑃 𝑥0 , 𝑦0 is the
line in the plane 𝑦 = 𝑦0 that passes through 𝑃 with this
slope.
𝜕𝑓
(3) The partial derivative 𝜕𝑥 at 𝑥0 , 𝑦0 gives the rate of change
of 𝑓 w.r.t. 𝑥 when 𝑦 is held fixed at 𝑦0 . This is the rate of
change of 𝑓 in the direction of the positive 𝑥-axis at 𝑥0 , 𝑦0
(i.e., in the direction of vector 𝒊).
The definition of the partial derivative of 𝑓 𝑥, 𝑦 w.r.t. 𝑦 at the
point 𝑥0 , 𝑦0 is similar to the definition of the partial derivative
of 𝑓 w.r.t 𝑥. We hold 𝑥 fixed at the value 𝑥0 and take the
ordinary derivative of 𝑓 𝑥0 , 𝑦 w.r.t. 𝑦 at 𝑦0 .

Partial derivative w.r.t 𝒚


The partial derivative of 𝒇 𝒙, 𝒚 w.r.t 𝒚 at the point 𝒙𝟎 , 𝒚𝟎 is
𝝏𝒇 𝒅 𝒇 𝒙𝟎 ,𝒚𝟎 +𝒉 −𝒇 𝒙𝟎 ,𝒚𝟎
= 𝒅𝒙 𝒇 𝒙𝟎 , 𝒚 = 𝒍𝒊𝒎
𝝏𝒚 𝒙 ,𝒚 𝒚=𝒚𝟎 𝒉→𝟎 𝒉
𝟎 𝟎

provided the limit exists.


Note:
(1) Notation: The partial derivative of 𝑓 or 𝑧 w.r.t. 𝑦 is denoted
𝜕𝑓 𝜕𝑧
by 𝜕𝑦 , 𝑓𝑦 , 𝜕𝑦 or 𝑧𝑦 .
The partial derivative of 𝑓 or 𝑧 w.r.t 𝑦 at 𝑥0 , 𝑦0 is denoted
𝜕𝑓 𝜕𝑧
by , 𝑓𝑦 𝑥0 , 𝑦0 , 𝜕𝑦 or 𝑧𝑦 𝑥0 , 𝑦0 .
𝜕𝑦 𝑥 0 ,𝑦0 𝑥 0 ,𝑦0
(2) The slope of the curve 𝑧 = 𝑓 𝑥0 , 𝑦 at the point
𝑃 𝑥0 , 𝑦0 , 𝑓 𝑥0 , 𝑦0 in the vertical plane 𝑥 = 𝑥0 is
𝜕𝑓
, the value of 𝑓 w.r.t. 𝑦 at 𝑥0 , 𝑦0 . The tangent
𝜕𝑦 𝑥 0 ,𝑦0
line to the curve 𝑧 = 𝑓 𝑥0 , 𝑦 at 𝑃 𝑥0 , 𝑦0 is the line in the
plane 𝑥 = 𝑥0 that passes through 𝑃 with this slope.
𝜕𝑓
(3) The partial derivative 𝜕𝑦 at 𝑥0 , 𝑦0 gives the rate of change
of 𝑓 w.r.t. 𝑦 when 𝑥 is held fixed at 𝑥0 . This is the rate of
change of 𝑓 in the direction of the positive 𝑦-axis at 𝑥0 , 𝑦0
(i.e., in the direction of the vector 𝒋).

Example 1:
Find the first order partial derivatives of 𝑓 𝑥, 𝑦 = 𝑦𝑒 −𝑥 at the
point 𝑥, 𝑦 from the first principles.
Solution: We have,
𝜕𝑓 𝑓 𝑥+𝑕 ,𝑦 −𝑓 𝑥,𝑦 𝑦 𝑒 −𝑥−𝑕 −𝑦 𝑒 −𝑥
= lim = lim
𝜕𝑥 𝑕 →0 𝑕 𝑕 →0 𝑕

1−𝑒 −𝑕
= −𝑦𝑒 −𝑥 lim 𝑕 = −𝑦𝑒 −𝑥 lim − −𝑒 −𝑕 = −𝑦𝑒 −𝑥
𝑕→0 𝑕→0
𝜕𝑓 𝑓 𝑥 ,𝑦+𝑕 −𝑓 𝑥,𝑦 𝑦 +𝑕 𝑒 −𝑥 −𝑦𝑒 −𝑥
= lim = lim = 𝑒 −𝑥
𝜕𝑦 𝑕→0 𝑕 𝑕 →0 𝑕

𝜕𝑓 𝜕𝑓
The definition of and give us two different ways of
𝜕𝑥 𝜕𝑦
differentiating 𝑓 at a point w.r.t.𝑥 in the usual way while
treating 𝑦 as constant and w.r.t. 𝑦 in the usual way while
treating 𝑥 as constant.

Example 2: Finding partial derivatives at a point.


𝜕𝑓 𝜕𝑓
Find and if 𝑓 𝑥, 𝑦 = 𝑥 2 + 3𝑥𝑦 + 𝑦 − 1.
𝜕𝑥 4,−5 𝜕𝑦 4,−5

Solution:
𝜕𝑓
To find , we treat 𝑦 as a constant and differentiate w.r.t.𝑥.
𝜕𝑥
𝜕𝑓 𝜕
= 𝜕𝑥 𝑥 2 + 3𝑥𝑦 + 𝑦 − 1 = 2𝑥 + 3 ∙ 1 ∙ 𝑦 + 0 − 0 = 2𝑥 + 3𝑦
𝜕𝑥
𝜕𝑓
Now, = 2 4 + 3 −5 = −7
𝜕𝑥 4,−5

𝜕𝑓
To find , we treat 𝑥 as a constant and differentiate w.r.t.𝑦.
𝜕𝑦

𝜕𝑓 𝜕
= 𝜕𝑦 𝑥 2 + 3𝑥𝑦 + 𝑦 − 1 = 0 + 3𝑥 ∙ 1 + 1 − 0 = 3𝑥 + 1
𝜕𝑦

𝜕𝑓
and 𝜕𝑦
= 3 4 + 1 = 13
4,−5

Example 3: Finding Partial derivative of a function


𝜕𝑓 𝜕𝑓
Find 𝜕𝑥 , 𝜕𝑦 if 𝑓 𝑥, 𝑦 = 𝑥 cos 𝑥𝑦.

𝜕𝑓 𝜕 𝜕 𝜕
Solution: 𝜕𝑥 = 𝜕𝑥 𝑥 cos 𝑥𝑦 = 𝑥 ∙ 𝜕𝑥 cos 𝑥𝑦 + cos 𝑥𝑦 ∙ 𝜕𝑥 𝑥
𝜕
= −𝑥 sin 𝑥𝑦 𝑥𝑦 + cos 𝑥𝑦
𝜕𝑥
= −𝑥 sin 𝑥𝑦 ∙ 𝑦 ∙ 1 + cos 𝑥𝑦 = −𝑥𝑦 sin 𝑥𝑦 + cos 𝑥𝑦
𝜕𝑓 𝜕
= 𝜕𝑦 𝑥 cos 𝑥𝑦
𝜕𝑦

𝜕 𝜕
=𝑥 cos 𝑥𝑦 = −𝑥 sin 𝑥𝑦 𝑥𝑦 = −𝑥 2 sin 𝑥𝑦
𝜕𝑦 𝜕𝑦

Example 4:
2𝑦
Find 𝑓𝑥 , 𝑓𝑦 if 𝑓 𝑥, 𝑦 = 𝑦 +cos 𝑥 .

Solution: We treat 𝑓 as a quotient. Treating 𝑦 as constant, we


obtain
𝜕 𝜕
𝜕 2𝑦 𝑦 +cos 𝑥 ∙ 2𝑦 −2𝑦∙ 𝑦 +cos 𝑥
𝜕𝑥 𝜕𝑥
𝑓𝑥 = = 2
𝜕𝑥 𝑦+cos 𝑥 𝑦 +cos 𝑥

𝑦 +cos 𝑥 0 −2𝑦 − sin 𝑥 2𝑦 sin 𝑥


= =
𝑦 +cos 𝑥 2 𝑦+cos 𝑥 2

Treating 𝑥 as constant, we obtain


𝜕 𝜕
𝜕 2𝑦 𝑦 +cos 𝑥 ∙ 2𝑦 −2𝑦 ∙ 𝑦 +cos 𝑥
𝜕𝑦 𝜕𝑦
𝑓𝑦 = = 2
𝜕𝑦 𝑦 +cos 𝑥 𝑦 +cos 𝑥

𝑦 +cos 𝑥 2−2𝑦 1 2 cos 𝑥


= =
𝑦 +cos 𝑥 2 𝑦+cos 𝑥 2
Implicit partial differentiation works for partial derivatives the
way it works for ordinary derivatives.

Example 5: Implicit partial differentiation


𝜕𝑧
Find 𝜕𝑥 if the equation 𝑦𝑧 − ln 𝑧 = 𝑥 + 𝑦 defines 𝑧 as a
function of two independent variables 𝑥 and 𝑦.
Solution: We differentiate both sides of the equation w.r.t.𝑥,
treating 𝑦 as constant and treating 𝑧 as a differentiable function
of 𝑥:
𝜕 𝜕 𝜕 𝜕 𝜕𝑥 𝜕𝑦
𝑦𝑧 − ln 𝑧 = 𝜕𝑥 𝑥 + 𝑦 ⇒ 𝜕𝑥 𝑦𝑧 − ln 𝑧 = 𝜕𝑥 + 𝜕𝑥
𝜕𝑥 𝜕𝑧
𝜕𝑧 1 𝜕𝑧 1 𝜕𝑧 𝜕𝑧 𝑧
⇒ 𝑦 𝜕𝑥 − =1+0 ⇒ 𝑦− = 1 ⇒ 𝜕𝑥 = 𝑦𝑧 −1
𝑧 𝜕𝑥 𝑧 𝜕𝑥

Example 6: Finding the slope of a surface in the 𝒚-direction.


The plane 𝑥 = 1 intersects the paraboloid 𝑧 = 𝑥 2 + 𝑦 2 in a
parabola. Find the slope of the tangent to the parabola at
1,2,5 .
𝜕𝑧
Solution: The slope is the value of 𝜕𝑦 at 1,2 .

𝜕𝑧 𝜕
= 𝜕𝑦 𝑥 2 + 𝑦 2 = 2𝑦 1,2 =2 2 =4
𝜕𝑦 1,2 1,2
Functions of more than two variables
The definitions of the partial derivatives of more than two
independent variables are like the definitions for functions of
two variables. They are ordinary derivatives w.r.t one variable,
taken while the other independent variables are held constant.

Example 7: A function of three variables


If 𝑥, 𝑦, 𝑧 are independent variables and
𝜕𝑓
𝑓 𝑥, 𝑦, 𝑧 = 𝑥 sin(𝑦 + 3𝑧) , then find 𝜕𝑧 .

Solution: Given 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 sin(𝑦 + 3𝑧).


𝜕𝑓 𝜕 𝜕
= 𝜕𝑧 𝑥 sin 𝑦 + 3𝑧 = 𝑥 𝜕𝑧 sin 𝑦 + 3𝑧
𝜕𝑧
𝜕
= 𝑥 cos 𝑦 + 3𝑧 𝑦 + 3𝑧 = 3𝑥 cos 𝑦 + 3𝑧 .
𝜕𝑧

Partial derivatives and continuity


A function 𝑓(𝑥, 𝑦)can have partial derivates w.r.t both 𝑥 and 𝑦
at a point without the function being continuous there. Note
that this is different from functions of a single variable, where
the existence of a derivative implies continuity.

Example 8: Partial derivatives exist, but 𝒇 is discontinuous


𝑥𝑦
, 𝑥, 𝑦 ≠ 0,0
Show that the function 𝑓 𝑥, 𝑦 = 𝑥 2 +2𝑦 2
0 , 𝑥, 𝑦 = 0,0
is not continuous at 0,0 but its partial derivatives
𝑓𝑥 and 𝑓𝑦 exist at 0,0 .

Solution: Choose the path 𝑦 = 𝑚𝑥, and let 𝑥, 𝑦 → 0,0


along 𝑦 = 𝑚𝑥, 𝑥 ≠ 0.
𝑚𝑥2 𝑚
𝑓 𝑥, 𝑦 𝑦=𝑚𝑥 = 𝑥2 = 1+𝑚 2
1+𝑚 2
𝑚
Now, lim 𝑓(𝑥, 𝑦) = 1+𝑚 2
𝑥,𝑦 → 0,0
𝑎𝑙𝑜𝑛𝑔 𝑦 =𝑚𝑥

Since the limit depends on 𝑚,By Two-Path Test


lim 𝑓(𝑥, 𝑦) does not exist.
𝑥,𝑦 ⟶ 0,0

Therefore, 𝑓 𝑥, 𝑦 is discontinuous at (0,0).


𝑓 0+𝑕 ,0 −𝑓(0,0) 0−0
Now, 𝑓𝑥 0,0 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 =0
𝑕 →0 𝑕 𝑕 →0 𝑕

𝑓 0,0+𝑕 −𝑓(0,0) 0−0


𝑓𝑦 0,0 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚𝑕→0 =0
𝑕→0 𝑕 𝑕

Thus, the partial derivatives 𝑓𝑥 and 𝑓𝑦 exist at 0,0 , but the


𝑓(𝑥, 𝑦)is discontinuous at 0,0 .
The following is a sufficient condition for continuity:

Theorem 1: Sufficient condition for continuity


A sufficient condition for a function 𝒇 𝒙, 𝒚 to be continuous at
a point (𝒙𝟎 , 𝒚𝟎 ) is that one of its first order partial derivatives
exists and is bounded in a neighborhood of (𝒙𝟎 , 𝒚𝟎 )and that
the other exists at (𝒙𝟎 , 𝒚𝟎 ).

Second order partial derivatives


If we differentiate a function 𝑓 𝑥, 𝑦 twice, then we produce its
second-order derivatives. These derivatives are usually denoted
𝜕2𝑓 𝜕2𝑓 𝜕2𝑓 𝜕2𝑓
by or 𝑓𝑥𝑥 ; or or 𝑓𝑦𝑦 ; or 𝑓𝑦𝑥 ; or 𝑓𝑥𝑦
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥

The defining equations are


𝜕2𝑓 𝜕 𝜕𝑓 𝜕2𝑓 𝜕 𝜕𝑓
= ; = ; 𝑓𝑦𝑥 = 𝑓𝑦 ;………
𝜕𝑥 2 𝜕𝑥 𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦 𝑥

The derivatives 𝑓𝑥𝑦 and 𝑓𝑦𝑥 are called mixed derivatives

Example 9: Finding the second-order partial derivates


𝜕2𝑓 𝜕2𝑓 𝜕2𝑓 𝜕2𝑓
If𝑓 𝑥, 𝑦 = 𝑥 𝑐𝑜𝑠𝑦 + 𝑦𝑒 𝑥 ,then find , , 𝜕𝑦 2 and
𝜕𝑥 2 𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦

Solution:
𝜕𝑓 𝜕
= 𝑥𝑐𝑜𝑠 𝑦 + 𝑦𝑒 𝑥 = cos 𝑦 + 𝑦𝑒 𝑥
𝜕𝑥 𝜕𝑥

𝜕2𝑓 𝜕 𝜕𝑓
= = − sin 𝑦 + 𝑒 𝑥
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥

𝜕2 𝑓 𝜕 𝜕𝑓
= = 𝑦𝑒 𝑥 and
𝜕𝑥2 𝜕𝑥 𝜕𝑥
𝜕𝑓 𝜕
= 𝜕𝑦 𝑥𝑐𝑜𝑠 𝑦 + 𝑦𝑒 𝑥 = − 𝑥 𝑠𝑖𝑛 𝑦 + 𝑒 𝑥
𝜕𝑦
𝜕2𝑓 𝜕 𝜕𝑓
= 𝜕𝑥 = − sin 𝑦 + 𝑒 𝑥
𝜕𝑥𝜕𝑦 𝜕𝑦

𝜕2𝑓 𝜕 𝜕𝑓
= 𝜕𝑦 = −𝑥𝑐𝑜𝑠 𝑦
𝜕𝑦2 𝜕𝑦

Notice that the mixed derivatives are equal.

Example 10:
𝑥𝑦 2𝑥 2 −3𝑦 2
, 𝑥, 𝑦 ≠ 0, 0
For the function 𝑓 𝑥, 𝑦 = 𝑥 2 +𝑦 2
0 , 𝑥, 𝑦 = (0, 0)
Show that 𝑓𝑥𝑦 (0, 0) ≠ 𝑓𝑦𝑥 (0, 0).

Solution:
𝑓 0+𝑕,0 −𝑓 0,0 0− 0
𝑓𝑥 0, 0 = lim = lim =0
𝑕→0 𝑕 𝑕→0 𝑕

𝑕 𝑦 (2𝑕 2 −3𝑦 2 )
𝑓 0+𝑕,𝑦 −𝑓(0,𝑦 ) −0
𝑕 2 +𝑦 2
𝑓𝑥 0, 𝑦 = lim = lim𝑕→0
𝑕 →0 𝑕 𝑕

𝑦 (2𝑕 2 −3𝑦 2 ) 3𝑦 3
= lim 𝑕 2 +𝑦 2 = − 𝑦2 = −3𝑦
𝑕 →0

𝑓 0,0+𝑕 −𝑓(0,0) 0− 0
𝑓𝑦 0, 0 = lim = lim =0
𝑕 →0 𝑕 𝑕→0 𝑕

𝑥𝑕 (2𝑥 2 −3𝑕 2 )
𝑓 𝑥 ,0+𝑕 −𝑓(𝑥,0) −0
𝑥 2 +𝑕 2
𝑓𝑦 𝑥, 0 = lim = lim
𝑕→0 𝑕 𝑕 →0 𝑕

𝑥 2𝑥 2 −3𝑕 2 2𝑥 3
= lim = = 2𝑥
𝑕→0 𝑥 2 +𝑕 2 𝑥2
Now,
𝜕 𝑓𝑥 0,0+𝑕 −𝑓𝑥 0,0
𝑓𝑥𝑦 0, 0 = 𝑓𝑥 = lim
𝜕𝑦 0,0 𝑕 →0 𝑕

−3𝑕− 0
= lim = −3
𝑕 →0 𝑕

𝜕 𝑓𝑦 0+𝑕,0 −𝑓𝑦 0,0


𝑓𝑦𝑥 0, 0 = 𝑓 = lim
𝜕𝑥 𝑦 0,0 𝑕 →0 𝑕

2𝑕− 0
= lim =2
𝑕→0 𝑕

Thus, 𝑓𝑥𝑦 (0, 0) ≠ 𝑓𝑦𝑥 (0, 0)

Theorem 2: The mixed derivatives theorem (Clairaut’s Theorem)


If 𝒇(𝒙, 𝒚) and its partial derivatives 𝒇𝒙 , 𝒇𝒚 , 𝒇𝒙𝒚 and 𝒇𝒚𝒙 are
defined throughout an open region containing a point (a, b),
then
𝒇𝒙𝒚 (𝒂, 𝒃) = 𝒇𝒚𝒙 (𝒂, 𝒃)

(i.e., the order of differentiation is immaterial).

Partial derivatives of still higher order


We deal mostly with first and second order partial derivatives,
because these derivatives occur most frequently is applications.
There is no limit to how many times we can differentiate a
function as long as the derivatives involved exist. We get the
third and fourth order derivatives denoted by symbols like
𝜕3𝑓 𝜕4𝑓
= 𝑓𝑦𝑦𝑥 ; = 𝑓𝑦𝑦𝑥𝑥 ; … …
𝜕𝑥𝜕 𝑦 2 𝜕 𝑥 2 𝜕𝑦 2

As in the case of second-order derivatives, the order of


differentiation is immaterial as long as all the derivatives
through the order in question are continuous.

Laplace’s equations:
If 𝑈 is a function of two variables 𝑥 and , then the partial
differential equation
𝝏𝟐 𝑼 𝝏𝟐 𝑼
𝝏𝒙𝟐
+ 𝝏𝒚𝟐 = 𝟎

is called Laplace’s equation in two variables or Two-dimensional


Laplace’s equation.
If 𝑉 is a function of three variables 𝑥, 𝑦 and 𝑧 then the partial
differential equation
𝝏𝟐 𝑽 𝝏𝟐 𝑽 𝝏𝟐 𝑽
𝝏𝒙𝟐
+ 𝝏𝒚𝟐 + 𝝏𝒛𝟐 = 𝟎

is called Laplace’s equation in three variables or Three-


dimensional Laplace’s equation

Example 11:
Show that the function 𝑓 𝑥, 𝑦 = 𝑙𝑛 𝑥 2 + 𝑦 2 satisfies the
Laplace’s Equation.
Solution:
1
𝜕𝑓 1 1 𝑥 𝜕𝑓 𝑦
= 2
𝑥 + 𝑦2 − 2 2𝑥 = 𝑥 2 +𝑦 2 ; = 𝑥 2 +𝑦 2
𝜕𝑥 𝑥 2 +𝑦 2 2 𝜕𝑦

𝜕2 𝑓 𝑥 2 +𝑦 2 1 −𝑥.2𝑥 𝑦 2 −𝑥 2
= =
𝜕𝑥2 𝑥 2 +𝑦 2 2 𝑥 2 +𝑦 2 2

𝜕2𝑓 𝑥 2 +𝑦 2 1 −𝑦.2𝑦 𝑥 2 −𝑦 2
= =
𝜕𝑦2 𝑥 2 +𝑦 2 2 𝑥 2 +𝑦 2 2

𝜕2 𝑓 𝜕2 𝑓
∴ 𝜕𝑥2 + 𝜕𝑦2 = 0

Thus, 𝑓(𝑥, 𝑦) satisfies the Laplace’s equation.


IP1.
Find the first order partial derivatives of the following
functions

(a) 𝒇 𝒙, 𝒚 = 𝒙𝟐 + 𝒚𝟐 + 𝒙, at the point (𝒙, 𝒚)


𝝏𝒇 𝝏𝒇
(b) 𝒇 𝒙, 𝒚 = 𝟏 − 𝒙 + 𝒚 − 𝟑𝒙𝟐 𝒚, and at 𝟏, 𝟐
𝝏𝒙 𝝏𝒚

from the first principle.

Solution:
a) We have
𝜕𝑓 𝑓 𝑥 +ℎ,𝑦 −𝑓 𝑥 ,𝑦
= 𝑙𝑖𝑚
𝜕𝑥 ℎ →0 ℎ

𝑥+ℎ 2 +𝑦 2 + 𝑥+ℎ − 𝑥 2 +𝑦 2 +𝑥 2𝑥+1 ℎ+ℎ 2


= 𝑙𝑖𝑚 = lim
ℎ→0 ℎ ℎ→0 ℎ

= lim 2𝑥 + 1 + ℎ = 2𝑥 + 1
ℎ→0

𝜕𝑓 𝑓 𝑥,𝑦+ℎ −𝑓(𝑥,𝑦) 𝑥 2 + 𝑦 +ℎ 2 +𝑥 − 𝑥 2 +𝑦 2 +𝑥
= lim = lim
𝜕𝑦 ℎ→0 ℎ ℎ→0 ℎ

ℎ 2 +2ℎ𝑦 ℎ ℎ +2𝑦
= lim = lim = 2𝑦
ℎ→0 ℎ ℎ→0 ℎ
b) We have
𝑓 𝑥+ℎ,𝑦 −𝑓(𝑥,𝑦 )
𝑓𝑥 𝑥, 𝑦 = lim
ℎ→0 ℎ

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


= lim
ℎ→0 ℎ
1
= lim −ℎ − 3ℎ2 𝑦 − 6𝑥ℎ𝑥𝑦
ℎ→0 ℎ

= lim −1 − 3ℎ𝑦 − 6𝑥𝑦 = −1 − 6𝑥𝑦


ℎ →0

𝑓𝑥 1,2 = −1 − 6 1 2 = −13

𝑓 𝑥, 𝑦 + ℎ − 𝑓 𝑥, 𝑦
𝑓𝑦 𝑥, 𝑦 = lim
ℎ→0 ℎ
1−𝑥+ 𝑦+ℎ −3𝑥 2 𝑦 +ℎ − 1−𝑥+𝑦−3𝑥 2
= limℎ→0 ℎ
1
= lim ℎ − 3𝑥 2 ℎ = 1 − 3𝑥 2
ℎ→0 ℎ

𝑓𝑦 1,2 = 1 − 3 1 = −2
IP2.
If 𝒛 = 𝒍𝒐𝒈 𝐭𝐚𝐧 𝒙 + 𝐭𝐚𝐧 𝒚 , show that
𝐬𝐢𝐧 𝟐𝒙 𝒛𝒙 + 𝐬𝐢𝐧 𝟐𝒚 𝒛𝒚 = 𝟐

Solution:
We have
𝜕𝑧 𝜕 sec 2 𝑥
𝑧𝑥 = = 𝑙𝑜𝑔 tan 𝑥 + tan 𝑦 =
𝜕𝑥 𝜕𝑥 tan 𝑥 +tany

𝜕𝑧 𝜕 sec 2 𝑦
𝑧𝑦 = = 𝑙𝑜𝑔 tan 𝑥 + tan 𝑦 =
𝜕𝑦 𝜕𝑦 tan 𝑥+tan 𝑦

Therefore, sin 2𝑥 𝑧𝑥 + sin 2𝑦 𝑧𝑦


2𝑠𝑖𝑛𝑥 𝑐𝑜𝑠 𝑥 𝑠𝑒𝑐 2 𝑥 2𝑠𝑖𝑛𝑦 𝑐𝑜𝑠 𝑦 𝑠𝑒𝑐 2 𝑦
= +
𝑡𝑎𝑛 𝑥+𝑡𝑎𝑛 𝑦 𝑡𝑎𝑛 𝑥+𝑡𝑎𝑛 𝑦
2 tan 𝑥 2tan 𝑦
= tan 𝑥+tan 𝑦 + tan 𝑥+tan 𝑦 = 2
IP3:

𝟐 𝟐 𝟐 𝝏𝟐 𝑼 𝝏𝟐 𝑼 𝝏𝟐 𝑼
If 𝑼 = 𝐥𝐨𝐠 𝒙 + 𝒚 + 𝒛 , then find + 𝝏𝒚𝟐 + 𝝏𝒛𝟐 .
𝝏𝒙𝟐

Solution: Given that 𝑈 = log 𝑥 2 + 𝑦 2 + 𝑧 2


𝜕𝑈 2𝑥
∴ = 𝑥 2 +𝑦 2 +𝑧 2
𝜕𝑥

𝜕2𝑈 𝑥 2 +𝑦 2 +𝑧 2 2− 2𝑥 2𝑥 2𝑦 2 +2𝑧 2 −2𝑥 2


= =
𝜕𝑥2 𝑥 2 +𝑦 2 +𝑧 2 2 𝑥 2 +𝑦 2 +𝑧 2 2

Similarly,
𝜕2𝑈 2𝑧 2 +2𝑥 2 −2𝑦 2 𝜕2𝑈 2𝑥 2 +2𝑦 2 −2𝑧 2
= and =
𝜕𝑦2 𝑥 2 +𝑦 2 +𝑧 2 2 𝜕𝑧 2 𝑥 2 +𝑦 2 +𝑧 2 2

𝜕2𝑈 𝜕2𝑈 𝜕2𝑈 2 𝑥 2 +𝑦 2 +𝑧 2 2


∴ + 𝜕𝑦 2 + 𝜕𝑧 2 = = 𝑥 2 +𝑦 2 +𝑧 2
𝜕𝑥 2 𝑥 2 +𝑦 2 +𝑧 2 2
IP2:
Show that 𝒇𝒙𝒚 𝟎, 𝟎 ≠ 𝒇𝒚𝒙 𝟎, 𝟎 for the function
𝒙𝒚𝟑
, 𝒙, 𝒚 ≠ 𝟎, 𝟎
𝒇 𝒙, 𝒚 = 𝒙+𝒚𝟐
𝟎 , 𝒙, 𝒚 = 𝟎, 𝟎
Solution: We have
𝑓 0+ℎ ,0 −𝑓 0,0 𝑓 ℎ ,0 −𝑓 0,0
𝑓𝑥 0,0 = lim = lim =0
ℎ→0 ℎ ℎ→0 ℎ

𝑓 0,0+ℎ −𝑓 0,0 𝑓 0,ℎ −𝑓 0,0


𝑓𝑦 0,0 = lim = lim =0
ℎ→0 ℎ ℎ→0 ℎ

𝑓 0+ℎ,𝑦 −𝑓 0,𝑦 𝑓 ℎ,𝑦 −𝑓 0,𝑦


𝑓𝑥 0, 𝑦 = lim = lim
ℎ →0 ℎ ℎ →0 ℎ

𝑦3ℎ
−0
ℎ +𝑦 2 𝑦3 𝑦3
= lim = lim = =𝑦
ℎ→0 ℎ ℎ →0 ℎ +𝑦 2 𝑦2

𝑓 𝑥 ,0+ℎ −𝑓 𝑥,0 𝑓 𝑥,ℎ −𝑓 𝑥,0


𝑓𝑦 𝑥, 0 = lim = lim
ℎ→0 ℎ ℎ →0 ℎ

𝑥ℎ 3
−0
𝑥 +ℎ 2 𝑥ℎ 3
= lim = lim =0
ℎ→0 ℎ ℎ→0 𝑥+ℎ 2

𝜕
𝑓𝑥𝑦 0,0 = 𝑓𝑦
𝜕𝑥 0,0

𝑓𝑦 0+ℎ ,0 −𝑓𝑦 0,0 𝑓𝑦 ℎ,0 −𝑓𝑦 0,0


= limℎ→0 = limℎ→0 =0
ℎ ℎ
𝜕 𝑓𝑥 0,0+ℎ −𝑓𝑥 0,0
𝑓𝑦𝑥 0,0 = 𝑓𝑥 = lim
𝜕𝑦 0,0 ℎ →0 ℎ
𝑓𝑥 0,ℎ −𝑓𝑥 0,0 ℎ −0
= lim = limℎ→0 =1
ℎ→0 ℎ ℎ

Notice that 𝑓𝑥𝑦 0,0 ≠ 𝑓𝑦𝑥 0,0 .


P1.
Find the first order partial derivatives of the following
functions
a. 𝒇 𝒙, 𝒚 = 𝑺𝒊𝒏 𝟐𝒙 + 𝟑𝒚
b. 𝒇 𝒙, 𝒚 = 𝟒 + 𝟐𝒙 − 𝟑𝒚 − 𝒙𝒚𝟐 at the point (−𝟐, 𝟏)
from the first principle.
P1.
Find the first order partial derivatives of the following
functions
a. 𝒇 𝒙, 𝒚 = 𝑺𝒊𝒏 𝟐𝒙 + 𝟑𝒚
b. 𝒇 𝒙, 𝒚 = 𝟒 + 𝟐𝒙 − 𝟑𝒚 − 𝒙𝒚𝟐 at the point (−𝟐, 𝟏)
from the first principle.

Solution:
a. We have
𝜕𝑓 𝑓 𝑥 +ℎ,𝑦 −𝑓(𝑥 ,𝑦 ) 𝑆𝑖𝑛 2 𝑥+ℎ +3𝑦 −sin (2𝑥+3𝑦 )
= lim = lim
𝜕𝑥 ℎ ⇢0 ℎ ℎ⟶0 ℎ
2𝑥 +2ℎ +3𝑦 +2𝑥+3𝑦 2𝑥 +2ℎ +3𝑦 −2𝑥−3𝑦
2 cos .𝑆𝑖𝑛
2 2
= lim
ℎ⟶0 ℎ

𝑐𝑜𝑠 2𝑥+3𝑦 +ℎ sin ℎ


= 2 lim
ℎ⟶0 ℎ

𝑠𝑖𝑛 ℎ
= 2 lim cos 2𝑥 + 3𝑦 + ℎ lim = 2 cos 2𝑥 + 3𝑦
ℎ⟶0 ℎ ⟶0 ℎ

𝜕𝑓 𝑓 𝑥,𝑦+ℎ −𝑓(𝑥,𝑦) 𝑠𝑖𝑛 2𝑥 + 3(𝑦 + ℎ) −sin (2𝑥+3𝑦 )


= lim = lim
𝜕𝑦 ℎ⟶0 ℎ ℎ ⟶0 ℎ

2𝑥 + 3𝑦 +3ℎ + 2𝑥 + 3𝑦 2𝑥 + 3𝑦 + 3ℎ − 2𝑥− 3𝑦
2 𝑐𝑜𝑠 . 𝑠𝑖𝑛
2 2
= lim
ℎ ⟶0 ℎ
3ℎ 3ℎ
2 𝑐𝑜𝑠 2𝑥 + 3𝑦+ . 𝑠𝑖𝑛
2
= lim ℎ
2

ℎ⟶0
3ℎ 𝑠𝑖𝑛 3ℎ /2
= 3 lim cos⁡ 2𝑥 + 3𝑦 +
ℎ⟶0 2 3ℎ/2

3ℎ 𝑠𝑖𝑛 3ℎ/2
= 3 lim 𝑐𝑜𝑠 2𝑥 + 3𝑦 + lim = 3 cos(2𝑥 + 3𝑦)
ℎ⟶0 2 ℎ⟶0 3ℎ/2

𝑓 𝑥 + ℎ, 𝑦 −𝑓(𝑥,𝑦)
b. 𝑓𝑥 𝑥, 𝑦 = lim
ℎ ⟶0 ℎ

4+2 𝑥 +ℎ −3𝑦 − 𝑥 +ℎ 𝑦 2 − 4+2𝑥−3𝑦 −𝑥𝑦 2


= lim
ℎ⟶0 ℎ

4+2𝑥−3𝑦 −𝑥𝑦 2 + 2ℎ−ℎ𝑦 2 − 4+2𝑥−3𝑦 −𝑥𝑦 2


= lim
ℎ⟶0 ℎ

ℎ 2−𝑦 2
= lim = 2 − 𝑦2
ℎ⟶0 ℎ

𝑓𝑥 −2, 1 = 2 − 1 2 =1
𝑓 𝑥,𝑦+ℎ −𝑓(𝑥,𝑦)
𝑓𝑥 𝑥, 𝑦 = lim
ℎ ⟶0 ℎ

4+2𝑥−3 𝑦+ℎ −𝑥− 𝑦+ℎ 2 − 4+2𝑥−3𝑦−𝑥𝑦 2


= lim ℎ
ℎ⟶0

4+2𝑥−3𝑦−𝑥𝑦 2 + −3ℎ−ℎ 2 𝑥−2ℎ𝑥𝑦 − 4+2𝑥 −3𝑦−𝑥𝑦 2


= lim
ℎ⟶0 ℎ

ℎ −3−ℎ𝑥−2𝑥𝑦
= lim
ℎ⟶0 ℎ

= lim −3 − ℎ − 2𝑥𝑦 = −3 − 2𝑥𝑦


ℎ ⟶0

𝑓𝑥 −2, 1 = −3 − 2 1 (−2) = 1
P2:

If 𝒛 𝒙 + 𝒚 = 𝒙𝟐 + 𝒚𝟐, show that


𝝏𝒛 𝝏𝒛 𝟐 𝝏𝒛 𝝏𝒛
− =𝟒 𝟏− −
𝝏𝒙 𝝏𝒚 𝝏𝒙 𝝏𝒚
P2:

If 𝒛 𝒙 + 𝒚 = 𝒙𝟐 + 𝒚𝟐, show that


𝝏𝒛 𝝏𝒛 𝟐 𝝏𝒛 𝝏𝒛
− =𝟒 𝟏− −
𝝏𝒙 𝝏𝒚 𝝏𝒙 𝝏𝒚

𝑥 2 +𝑦 2
Solution: Given 𝑧 = 𝑥 +𝑦

Differentiating 𝑧 partially with respect to 𝑥,


𝜕𝑧 𝑥+𝑦 2𝑥 − 𝑥 2 +𝑦 2 1 2𝑥 2 +2𝑥𝑦 −𝑥 2 −𝑦 2 𝑥 2 +2𝑥𝑦 −𝑦 2
= = =
𝜕𝑥 𝑥+𝑦 2 𝑥+𝑦 2 𝑥 +𝑦 2

Differentiating 𝑧 partially with respect to 𝑦,


𝜕𝑧 𝑥+𝑦 2𝑦 − 𝑥 2 +𝑦 2 1 −𝑥 2 +2𝑥𝑦 +𝑦 2
= =
𝜕𝑦 𝑥+𝑦 2 𝑥+𝑦 2

𝜕𝑧 𝜕𝑧 𝑥 2 +2𝑥𝑦 −𝑦 2 −𝑥 2 +2𝑥𝑦 +𝑦 2
Now 𝜕𝑥 − 𝜕𝑦 = −
𝑥 +𝑦 2 𝑥+𝑦 2

𝜕𝑧 𝜕𝑧 2𝑥 2 −2𝑦 2 2 𝑥+𝑦 𝑥−𝑦 2 𝑥−𝑦


⇒ − 𝜕𝑦 = = =
𝜕𝑥 𝑥+𝑦 2 𝑥 +𝑦 2 𝑥+𝑦

𝜕𝑧 𝜕𝑧 2 4 𝑥−𝑦 2
⇒ − 𝜕𝑦 = ------ (1)
𝜕𝑥 𝑥 +𝑦 2

𝜕𝑧 𝜕𝑧 𝑥 2 +2𝑥𝑦 −𝑦 2 𝑦 2 −𝑥 2 +2𝑥𝑦
Now 1 − 𝜕𝑥 − 𝜕𝑦 = 1 − +
𝑥+𝑦 2 𝑥+𝑦 2

4𝑥𝑦 𝑥+𝑦 2 −4𝑥𝑦 𝑥−𝑦 2


= 1− = =
𝑥+𝑦 2 𝑥 +𝑦 2 𝑥+𝑦 2

𝜕𝑧 𝜕𝑧 4 𝑥−𝑦 2
⇒4 1− − = ------ (2)
𝜕𝑥 𝜕𝑦 𝑥+𝑦 2
From (1) and (2), we have
𝜕𝑧 𝜕𝑧 2 𝜕𝑧 𝜕𝑧
− 𝜕𝑦 = 4 1 − 𝜕𝑥 − 𝜕𝑦
𝜕𝑥
P3:

If 𝑼 = 𝐥𝐨𝐠 𝒙𝟑 + 𝒚𝟑 + 𝒛𝟑 − 𝟑𝒙𝒚𝒛 , prove that

𝝏 𝝏 𝝏 𝟐 −𝟗
+ + 𝑼=
𝝏𝒙 𝝏𝒚 𝝏𝒛 𝒙+𝒚+𝒛 𝟐
P3:

If 𝑼 = 𝐥𝐨𝐠 𝒙𝟑 + 𝒚𝟑 + 𝒛𝟑 − 𝟑𝒙𝒚𝒛 , prove that

𝝏 𝝏 𝝏 𝟐 −𝟗
+ + 𝑼=
𝝏𝒙 𝝏𝒚 𝝏𝒛 𝒙+𝒚+𝒛 𝟐

Solution: Given that 𝑈 = log 𝑥 3 + 𝑦 3 + 𝑧 3 − 3𝑥𝑦𝑧


𝜕𝑈 3𝑥 2 −3𝑦𝑧 𝜕𝑈 3𝑦 2 −3𝑥𝑧
∴ = ; =
𝜕𝑥 𝑥 3 +𝑦 3 +𝑧 3 −3𝑥𝑦𝑧 𝜕𝑦 𝑥 3 +𝑦 3 +𝑧 3 −3𝑥𝑦𝑧

𝜕𝑈 3𝑧 2 −3𝑥𝑦
= 𝑥 3 +𝑦 3 +𝑧 3 −3𝑥𝑦𝑧
𝜕𝑧

𝜕𝑈 𝜕𝑈 𝜕𝑈 3 𝑥 2 +𝑦 2 +𝑧 2 −𝑥𝑦 −𝑦𝑧 −𝑧𝑥


∴ + + =
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝑥 3 +𝑦 3 +𝑧 3 −3𝑥𝑦𝑧

3 𝑥 2 +𝑦 2 +𝑧 2 −𝑥𝑦 −𝑦𝑧 −𝑧𝑥


= 𝑥+𝑦+𝑧 𝑥 2 +𝑦 2 +𝑧 2 −𝑥𝑦 −𝑦𝑧 −𝑧𝑥

3
= 𝑥+𝑦+𝑧 ------ (1)

Now,
𝜕 𝜕 𝜕 2 𝜕 𝜕 𝜕 𝜕𝑈 𝜕𝑈 𝜕𝑈
+ 𝜕𝑦 + 𝜕𝑧 𝑈= + 𝜕𝑦 + 𝜕𝑧 . + 𝜕𝑦 + 𝜕𝑧
𝜕𝑥 𝜕𝑥 𝜕𝑥

𝜕 𝜕 𝜕 3
= + 𝜕𝑦 + 𝜕𝑧 . [from (1)]
𝜕𝑥 𝑥+𝑦 +𝑧

𝜕 3 𝜕 3 𝜕 3
= + +
𝜕𝑥 𝑥+𝑦 +𝑧 𝜕𝑦 𝑥+𝑦+𝑧 𝜕𝑧 𝑥+𝑦 +𝑧

3 3 3 9
=− 2 − 2 − 2 =−
𝑥 +𝑦 +𝑧 𝑥 +𝑦 +𝑧 𝑥+𝑦+𝑧 𝑥+𝑦+𝑧 2
P4:
Find all the second order partial derivatives of the function
𝒚
𝒇 𝒙, 𝒚 = 𝐥𝐧 𝒙𝟐 + 𝒚𝟐 + 𝐭𝐚𝐧−𝟏 , 𝒙, 𝒚 ≠ (𝟎, 𝟎).
𝒙
P4:
Find all the second order partial derivatives of the function
𝒚
𝒇 𝒙, 𝒚 = 𝐥𝐧 𝒙𝟐 + 𝒚𝟐 + 𝐭𝐚𝐧−𝟏 , 𝒙, 𝒚 ≠ (𝟎, 𝟎).
𝒙

Solution: We have
2𝑥 1 𝑦 2𝑥−𝑦
𝑓𝑥 𝑥, 𝑦 = 𝑥 2 +𝑦 2 + 𝑦 2
− 𝑥 2 = 𝑥 2 +𝑦 2
1+
𝑥

2𝑦 1 1 2𝑦 +𝑥
𝑓𝑦 𝑥, 𝑦 = 𝑥 2 +𝑦 2 + 𝑦 2
= 𝑥 2 +𝑦 2
1+ 𝑥
𝑥

𝜕 𝜕 2𝑥−𝑦
𝑓𝑥𝑦 𝑥, 𝑦 = 𝜕𝑦 𝑓𝑥 = 𝜕𝑦 𝑥 2 +𝑦 2

𝑥 2 +𝑦 2 −1 − 2𝑥−𝑦 2𝑦 𝑦 2 −𝑥 2 −4𝑥𝑦
= =
𝑥 2 +𝑦 2 2 𝑥 2 +𝑦 2 2

𝜕 𝜕 2𝑦+𝑥
𝑓𝑦𝑥 𝑥, 𝑦 = 𝜕𝑥 𝑓𝑦 = 𝜕𝑥 𝑥 2 +𝑦 2

𝑥 2 +𝑦 2 1 − 2𝑦+𝑥 2𝑥 𝑦 2 −𝑥 2 −4𝑥𝑦
= =
𝑥 2 +𝑦 2 2 𝑥 2 +𝑦 2 2

𝜕 𝜕 2𝑥−𝑦
𝑓𝑥𝑥 𝑥, 𝑦 = 𝜕𝑥 𝑓𝑥 = 𝜕𝑥 𝑥 2 +𝑦 2

𝑥 2 +𝑦 2 2 − 2𝑥−𝑦 2𝑥 2𝑦 2 −2𝑥 2 +2𝑥𝑦


= =
𝑥 2 +𝑦 2 2 𝑥 2 +𝑦 2 2

𝜕 𝜕 2𝑦+𝑥
𝑓𝑦𝑦 𝑥, 𝑦 = 𝜕𝑦 𝑓𝑦 = 𝜕𝑥 𝑥 2 +𝑦 2

𝑥 2 +𝑦 2 2 − 2𝑦+𝑥 2𝑦 2𝑥 2 −2𝑦 2 −2𝑥𝑦


= =
𝑥 2 +𝑦 2 2 𝑥 2 +𝑦 2 2

Notice that 𝑓𝑥𝑦 0,0 = 𝑓𝑦𝑥 0,0 .


3.3. Partial Derivatives
EXCERCISES
I. Compute the partial derivatives of the following functions at
the specified points.

a. 𝑓 𝑥, 𝑦 = 𝑥 4 − 𝑥 2 𝑦 2 + 𝑦 4 ; (−1,1)
𝑥
b. 𝑓 𝑥, 𝑦 = ; (6,7)
𝑥 2 +𝑦 2
𝑥+𝑦
c. 𝑓 𝑥, 𝑦 = 𝑥𝑦 −1 ; (1,2)
2
𝑦 3
d. 𝑓 𝑥, 𝑦 = 𝑥3 + ; (−1,4)
2

e. 𝑓 𝑥, 𝑦 = 5𝑥𝑦 − 7𝑥 2 − 𝑦 2 + 3𝑥 − 6𝑦 + 2; −1,1

Answers:
a. 𝑓𝑥 = −2; 𝑓𝑦 = 2
49 42
b. 𝑓𝑥 = 3 ; 𝑓𝑦 = 3
85 2 85 2

c. 𝑓𝑥 = −5; 𝑓𝑦 = −2
1
d. 𝑓𝑥 = 2; 𝑓𝑦 = 3

e. 𝑓𝑥 = 22; 𝑓𝑦 = −13
II. Find 𝒇𝒙 𝒂𝒏𝒅 𝒇𝒚

a. 𝑓 𝑥, 𝑦 = 𝑒 𝑥𝑦 𝑙𝑛𝑦
b. 𝑓 𝑥, 𝑦 = 𝑠𝑖𝑛2 (𝑥 − 3𝑦)
c. 𝑓 𝑥, 𝑦 = 𝑐𝑜𝑠 2 3𝑥 − 𝑦 2
𝑦
d. 𝑓 𝑥, 𝑦 = tan−1 𝑥

e. 𝑓 𝑥, 𝑦 = ln⁡
(𝑥 + 𝑦)

Answers:
𝑒 𝑥𝑦
a. 𝑓𝑥 = 𝑦𝑒 𝑥𝑦 𝑙𝑛𝑦; 𝑓𝑦 = 𝑥𝑒 𝑥𝑦 𝑙𝑛𝑦 + 𝑦

b. 𝑓𝑥 = 2 sin 𝑥 − 3𝑦 cos 𝑥 − 3𝑦 ;
𝑓𝑦 = −6 sin 𝑥 − 3𝑦 cos 𝑥 − 3𝑦
c. 𝑓𝑥 = −6 cos 3𝑥 − 𝑦 2 sin 3𝑥 − 𝑦 2 ; 𝑓𝑦 = 4𝑦 cos 3𝑥 −
𝑦 2 sin 3𝑥 − 𝑦 2
𝑦 𝑥
d. 𝑓𝑥 = − 𝑥 2 +𝑦 2 ; 𝑓𝑦 = 𝑥 2 +𝑦 2
1 1
e. 𝑓𝑥 = 𝑥 +𝑦 ; 𝑓𝑦 = 𝑥+𝑦
III. Find 𝒇𝒙 , 𝒇𝒚 𝒂𝒏𝒅 𝒇𝒛

a. 𝑓 𝑥, 𝑦, 𝑧 = 1 + 𝑥𝑦 2 − 2𝑧 2
b. 𝑓 𝑥, 𝑦, 𝑧 = sin−1 𝑥𝑦𝑧
c. 𝑓 𝑥, 𝑦, 𝑧 = sec −1 𝑥 + 𝑦 + 𝑧
d. 𝑓 𝑥, 𝑦, 𝑧 = 𝑦𝑧 ln 𝑥𝑦
e. 𝑓 𝑥, 𝑦, 𝑧 = tanh 𝑥 + 𝑦 + 2𝑧
(𝑥𝑦 − 𝑦 2 )
f. 𝑓 𝑥, 𝑦, 𝑧 = sinh⁡

Answers:
a. 𝑓𝑥 = 1 + 𝑦 2 ; 𝑓𝑦 = 2𝑥𝑦, 𝑓𝑧 = −4𝑧
𝑦𝑧 𝑥𝑧 𝑥𝑦
b. 𝑓𝑥 = ; 𝑓𝑦 = , 𝑓𝑧 =
1−𝑥 2 𝑦 2 𝑧 2 1−𝑥 2 𝑦 2 𝑧 2 1−𝑥 2 𝑦 2 𝑧 2
1 𝑧
c. 𝑓𝑥 = ; 𝑓𝑦 = ,
𝑥+𝑦𝑧 𝑥+𝑦𝑧 2 −1 𝑥+𝑦𝑧 𝑥+𝑦𝑧 2 −1
𝑦
𝑓𝑧 =
𝑥+𝑦𝑧 𝑥+𝑦𝑧 2 −1
𝑦𝑧
d. 𝑓𝑥 = ; 𝑓𝑦 = 𝑧𝑙𝑛 𝑥𝑦 + 𝑧, 𝑓𝑧 = 𝑦𝑙𝑛(𝑥𝑦)
𝑥

e. 𝑓𝑥 = 𝑠𝑒𝑐𝑕2 𝑥 + 2𝑦 + 3𝑧 ; 𝑓𝑦 = 2𝑠𝑒𝑐𝑕2 𝑥 + 2𝑦 + 3𝑧 ,
𝑓𝑧 = 3𝑠𝑒𝑐𝑕2 (𝑥 + 2𝑦 + 3𝑧)
f. 𝑓𝑥 = 𝑦 cosh 𝑥𝑦 − 𝑧 2 ; 𝑓𝑦 = 𝑥 cosh 𝑥𝑦 − 𝑧 2 ;
𝑓𝑧 = −2𝑧 cosh 𝑥𝑦 − 𝑧 2 ;
IV.Find all the second order partial derivatives of the
following functions.
a) 𝑓 𝑥, 𝑦 = 𝑥 + 𝑦 + 𝑥𝑦
b) 𝑓 𝑥, 𝑦 = sin 𝑥𝑦
c) 𝑔 𝑥, 𝑦 = 𝑥 2 𝑦 + cos 𝑦 + 𝑦 sin 𝑥
d) 𝑕 𝑥, 𝑦 = 𝑥𝑒 4 + 𝑦 + 1
e) 𝑟 𝑥, 𝑦 = ln 𝑥 + 𝑦
𝑦
f) 𝑠 𝑥, 𝑦 = tan−1 𝑥

V. Find 𝒘𝒙𝒚 , 𝒘𝒚𝒙 and verify that 𝒘𝒙𝒚 = 𝒘𝒚𝒙


a) 𝑤 = ln 2𝑥 + 3𝑦
b) 𝑤 = 𝑒 𝑥 + 𝑥 ln 𝑦 + 𝑦 ln 𝑥
c) 𝑤 = 𝑥𝑦 2 + 𝑥 2 𝑦 2 + 𝑥 3 𝑦 4
d) 𝑤 = 𝑥 sin 𝑦 + 𝑦 sin 𝑥 + 𝑥𝑦

VI. Show that each of the following function satisfies the


Laplace’s equation:
a) 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 + 𝑦 2 − 2𝑧 2
b) 𝑓 𝑥, 𝑦, 𝑧 = 2𝑧 3 − 3 𝑥 2 − 𝑦 2 𝑧
c) 𝑓 𝑥, 𝑦, 𝑧 = 𝑒 −2𝑦 𝑐𝑜𝑠2𝑥
1
d) 𝑓 𝑥, 𝑦, 𝑧 = 𝑥2 + 𝑦2 + 𝑧2 − 2
e) 𝑓 𝑥, 𝑦, 𝑧 = 𝑒 3𝑥+4𝑦 𝑐𝑜𝑠5𝑧
3.4
Homogeneous Functions and Euler’s Theorem
Learning objectives:

 To define a homogeneous function of two and three


variables.
 To state and prove Euler’s Theorem for functions of two
variables.
AND
 To practice the related problems.
In this module we define a homogeneous function of two and
three variables and prove Euler’s theorem for homogeneous
functions of two variables.

Homogeneous function of two variables


A function is said to be a homogeneous function of
degree in and if it can be written in any one of the
following forms:
(i)
(ii)
(iii)

Homogeneous function of three variables


A function is said to be a homogeneous function of
degree in and if it can be written in any one of the
following forms:
(i)
(ii)
(iii)

(iv)

The degree of homogeneity can be an integer or any real


number.
Example 1: Find the degree of homogeneity of the functions

(i)

(ii)

Solution:

(i) For any , we have

Therefore, the degree of homogeneity of is .


(ii) For any , we have

Therefore, the degree of homogeneity of is .

The following is an important theorem concerning homogeneous


functions.

Theorem 1: Euler’s Theorem


Let be a homogeneous function of degree in and .
(i) If the first order partial derivatives of exist, then
… (1)
for all in the domain of .
(ii) If the first and second order partial derivatives of are
continuous, then
… (2)

for all in the domain of .


Proof: Since is a homogeneous function of degree in
and , we can write , for all in the
domain of .
Differentiating partially w.r.t. and , we obtain,

Now,

This proves the first part of the theorem.

We have, … (1)

Differentiating (1) partially w.r.t. and , we obtain


… (3)

… (4)

Multiplying (3) by , (4) by and adding, we obtain

i.e., ------- (5)

(since )

Since the first and second order partial derivatives are


continuous in the domain , by mixed derivative theorem
at all points in the domain of .

Therefore, (5) reduces to

for all in the domain of .


Thus, the theorem is proved.
Note:

If is a homogeneous function of degree , then and


are homogeneous functions of degree in and .

Proof: We have . Then

, where

and

Thus, and are homogeneous functions of degree in


and .

Example 2: If , then

prove that .

Solution: For all , we have .

Therefore, is defined. The given function can be written

as
is a homogeneous function of degree . By Euler’s
theorem, we have

i.e.,

Example 3: If is a homogeneous function of degree


and , then .

Solution: Given is a homogeneous function of degree


and , i.e., . Clearly, the first order partial
derivatives of exist and

Since is a homogeneous function of degree in , by


Euler’s theorem

i.e.,
Example 4: If

, then evaluate .

Solution: We have for all ,

Therefore, is a homogeneous function of degree .


Note that

Now,

Notice that at all points in the domain of .


By Euler’s Theorem, we have

Example 5: Let . Then

evaluate .

Solution: We have,

is a homogeneous function of degree .


By Euler’s Theorem,

Differentiating partially w.r.t. , we obtain

i.e.,

Example 6: Let and be two homogeneous


functions of degree and respectively, where . If
and , then show that for
some scalar .
Solution: Given and are homogeneous functions of degree
and respectively. By Euler’s theorem,

Adding, we obtain

i.e.,

Given

, where .

Euler’s theorem for homogeneous functions of three


variables
If is a homogeneous function of degree in and
and first order partial derivatives of exist, then
for all in the domain of .

Example 7: If , then

Solution: Given,

and is a homogeneous function of degree


. By Euler’s theorem

i.e.,

i.e.,
IP1.
Find the degree of homogeneity of the function

Solution:

Given function is

For any we have

Therefore, the given function is a homogeneous function of


degree .
IP2.

If then find

Solution:
The given function can be written as

Let

Now,

is a homogenous function of degree


By Euler’s Theorem, we have
IP3.

If then prove that

Solution:
The given function can be written as

is a homogeneous function of degree 2.


By Euler’s theorem, we have

Hence proved
IP4.

If show that

Solution:
The given function can be written as

is a homogeneous function degree .


By Euler’s theorem, we have

… (1)

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


Multiplying on both sides with , we get

... (2)

Differentiating (1) partially with respect to , we get

Multiplying on both sides with , we get

… (3)

gives

[From (1)]

Hence proved
P1.
Find the degree of homogeneity of the function
P1.
Find the degree of homogeneity of the function

Solution:
The function can be written as

Therefore, the given function is a homogeneous function of


degree
P2.

If then prove that


P2.

If then prove that

Solution:
The given function can be written as

Let

Now,

is a homogeneous function of degree


By Euler’s Theory, we have

Hence proved
P3.

If , , then prove that


P3.

If , , then prove that

Solution:
For all , we have

Therefore, is defined. The given function can be written


as

is a homogeneous function of degree .

By Euler’s theorem, we have

Hence proved
P4.

If , then show that


P4.

If , then show that

Solution:
The given function can be written as

is a homogeneous function of degree .


By Euler’s theorem, we have

… (1)

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

… (2)

Multiplying (2) by on both sides, we get


… (3)

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

Multiplying (3) by on both sides, we get

… (4)

Note that and adding (3) and (4), we get

Hence proved
3.4. Homogeneous Functions and Euler’s Theorem
Exercises:
1. If then show that

2. If then show that

3. If then show that

a)
b)

4. If then show that

5. If then prove that

6. If then prove that


7. If then prove that

8. If then prove that

9. If then show that


3.5
Differentiability
Learning objectives:
 To state and prove Increment theorem for functions of
two variables.
 To define the differentiability of a function of two
variables at a point.
 To prove Differentiability implies Continuity.
AND
 To practice the related problems.
We recall the following result from the differential calculus of
functions of a single variable.

Change in near :
If is differentiable at , then the change in the value
that results from changing to is given by an
equation of the form

in which as .
For functions of two variables, the analogous property becomes
the definition of differentiability. The following theorem tells us
when to expect the property hold.

Theorem1: The increment theorem for functions of two


variables
Suppose that the first order partial derivatives of
are defined throughout an open region containing the point
and and are continuous at . Then the
change

in the value of that results from moving from to


another point in satisfies the equation of
the form
in which each of as both .
Proof: Let be a rectangle centered at , lying entirely
in . Let and be choosen so small such that the line
segment joining to and the line segment
joining to lie in the interior of .

Let be the change in the


value of that results from moving from to .
Let be the
change in the value of that results from moving from to .
Then the change in the value of that results from moving
from to is given by
Computation of
Let , for in the closed interval joining to
. Since the partial derivatives of are defined
throughout , is a differentiable (and hence continuous)
function of one variable and

By the Lagrange’s mean value theorem for single real variable,


there is a between and such that,

i.e.,
i.e.,
i.e.,
Similarly, is a differentiable (and hence
continuous) function of one variable on the closed -interval
joining and , with derivative,
.

Hence, by Lagrange’s mean value theorem there is a between


and such that
i.e.,
i.e.,

i.e.,

Notice that and as both and .


Since and are continuous at ,
and as
both and . Therefore,

where both and as both and . Thus,

where both and as both and .


Hence the theorem

Definition: Differentiable function


A function is said to be differentiable at if
and exist and satisfies an equation of
the form
… (1)

in which each of as both


We say that is differentiable if it is differentiable at every
point of its domain.
Note:
(1) is called the total
increment in corresponding to the increments in and
in .
(2) The first part in (1) which is linear in and
is called total differential of at the point and is
denoted by or . That is
or

In the light of this definition (1) takes the form


… (2)
(3) The second part is the infinitesimal nonlinear
part and is of higher order relative to or
. Note that implies
. Equation (2) can be written as
… (3)

If if differentiable, then both as both


, i.e., as . Now taking the limit as in
equation (3), we obtain

Since and .

Thus, to test the differentiability of at a point ,


we can use one of the following two ways:

(i) Show that


(ii) Find the expressions from
equation (2) and then show that and as
, i.e., .
In the light of the definition of differentiability, we have the
following corollary of Theorem1, that a function is
differentiable if its first order partial derivatives are continuous.

Corollary of Theorem1: Continuity of partial derivatives


implies differentiability
If the first order partial derivatives and of a function
are continuous at a point , then is
differentiable at .
Notice that the continuity of the first order partial derivatives
and at a point is a sufficient condition for the
differentiability at .
Note that the conditions of this corollary can be relaxed. It is
sufficient that of the first order partial derivatives is
continuous at and the other exists at .
The following theorem assures that a function of two variables
is continuous at every point where it is differentiable.

Theorem 2:
If is a point in the domain of the function
such that one of the partial derivatives and is
continuous at and the other exists at then
is differentiable at

Theorem 3: Differentiability implies continuity


If a function is differentiable at , then is
continuous at .
Proof: Given that the function is differentiable at
.
That is by definition,
satisfies the equation
where both as both . Now,

is continuous at
Hence the result

Example 1: Find and the total differential of


.
Solution: At any point , we have

Note that

Therefore the total differential is

Note:

At any point ,
Where both when
, . This shows that is differentiable at
every point .

Example 2:
Show that the function
 x2  y 2
 xy 2 ,  x, y    0,0 
f  x, y    x  y 2

 0 ,  x, y    0,0 
is differentiable at the origin.

Solution:

We first calculate the first order partial derivatives of f at the


origin.

We have
where

Now,
and , where

Let . Therefore,

and

As This shows that


.

is differentiable at .

Aliter:

where

Notice that

and

Clearly as both and


Thus is differentiable at

Example 3:
Show that the function
 xy
 2 ,  x, y    0,0 
f  x, y    x  y 2

 0 ,  x, y    0,0 

is differentiable at the origin.

Solution: We first test its continuity at

Let along the path

Then

Now,

and the limit does not exist by Two-Path Test. This shows that
is discontinuous at . Therefore is not
differentiable at
(Assume that is differentiable at is continuous at
– a contradiction, since it is discontinuous at
Therefore, our assumption is wrong. Thus is not differentiable
at )
IP1.

Find the total differential of the function ,


.

Solution:
If is a function of three variables and then
the total differential is

Given that

Now, ;

Therefore, the total differential is


IP2.
Show that function

 x2  y2
 ,  x , y    1 ,  1
f  x, y   x  y
0
 ,  x , y    1 ,  1
is continuous and differentiable at .

Solution:
Continuity at :
We have

and
Therefore,

Hence, is continuous at .

Partial derivatives at :
Therefore, the partial derivatives exists at

Differentiability at :
Now, we have

and when

Since ,
the partial derivative is continuous at .
Also is continuous at .

Hence, is differentiable at (by relaxed


conditions).
IP3.
Show that function

 x3  y3
 ,  x , y    0 ,0
f  x , y    x2  y2

0 ,  x , y    0 ,0
(i) is continuous at
(ii) possess partial derivatives and
(iii) is not differentiable at

Solution:
Continuity at :
let and , we have

whenever .

Therefore,

Hence, is continuous at .
Partial derivatives at :

Therefore, the partial derivatives exists at

Differentiability at :
We have

Therefore,

Notice that does not exist (by Two

Path-Test).
This shows that is not differentiable at .
IP4.
Discuss the continuity and differentiability of the function

 xy 2
 ,  x , y    0 ,0
f  x , y    x2  y2

0 ,  x , y    0 ,0
at .

Solution:
Continuity at :
We have

whenever
Therefore,

Hence, is continuous at .

Partial derivatives at :

Therefore, the partial derivatives exists at


Differentiability at :
We have

Therefore,

Notice that, does not exists (by

Two- Path-Test).

Therefore, does not exist.

This shows that is not differentiable at .


P1.

Find the total differential of the function ,


.
P1.

Find the total differential of the function ,


.

Solution:
If is a function of two variables and then the
total differential is

Given that

Now,

Therefore, the total differential is


P2.
Show that function

 x3  2 y3
 ,  x , y    0 ,0
f  x , y    x2  y2

0 ,  x , y    0 ,0
(i) is continuous at
(ii) possess partial derivatives and
(iii) is not differentiable at
P2.
Show that function

 x3  2 y3
 ,  x , y    0 ,0
f  x , y    x2  y2

0 ,  x , y    0 ,0
(i) is continuous at
(ii) possess partial derivatives and
(iii) is not differentiable at

Solution:
Continuity at :
let and , we have

whenever

Therefore,

Hence, is continuous at .
Partial derivatives at :

Therefore, the partial derivatives exists at

Differentiability at :
We have

Therefore,

where

Clearly, both , does not exist (by


Two Path-Test).
This shows that is not differentiable at .
P3.

Show that the function is not


differentiable at .
P3.

Show that the function is not


differentiable at .

Solution:
Partial derivatives at :

Therefore, the partial derivatives exists at

Differentiability at :
We have

Therefore,

Notice that does not exists.

Hence, does not exist (by Two- Path Test)

Therefore, is not differentiable at .


P4.
Show that function

 xy
 2 ,  x , y    0,0
f  x, y   x  y 2

0 ,  x , y    0 ,0

is not differentiable at
P4.
Show that function

 xy
 2 ,  x , y    0,0
f  x, y   x  y 2

0 ,  x , y    0 ,0

is not differentiable at

Solution:
Partial derivatives at :

Therefore, the partial derivatives exists at

Differentiability at :
We have

Therefore,
Notice that, does not exists (by Two –
Path Test).

Therefore, does not exist.

This shows that is not differentiable at .


3.5
Differentiability
EXERCISES:
1. Discuss the continuity and differentiability of the following
functions.
 x3  y 3
 2 ,  x, y    0,0 
a) f  x, y    x  y 2

  x, y    0,0 
 0 ,
 x2 y
 4 ,  x, y    0,0 
b) f  x, y    x  y 2

  x, y    0,0 
 0 ,
3.6.
Derivatives of composite functions and implicit
functions (Chain Rule)
Learning objectives:
To discuss the chain rule for functions two and three
independent variables.
To discuss two and three variable Implicit differentiation
AND
To practice the related problems
Derivatives of composite functions and implicit
functions (Chain Rule)
The chain rule for functions of a single real variable states the
following:
If 𝑦 = 𝑓 𝑥 is a differentiable function of 𝑥 and 𝑥 = 𝑔 𝑡 is a
differentiable function of 𝑡, then 𝑦 = 𝑓 𝑔 𝑡 is a composite
𝑑𝑦
differentiable function of 𝑡 and its derivative is given by
𝑑𝑡
𝑑𝑦 𝑑𝑦 𝑑𝑥
= ∙
𝑑𝑡 𝑑𝑥 𝑑𝑡

For functions of two or more variables the chain rule has


several forms. The form depends on the number of variables
involved but it works like the chain rule as above once we
account for the presence of additional variables.

Functions of two variables


Theorem 1: Chain rule for functions of two independent
variables
If 𝒛 = 𝒇 𝒙, 𝒚 has continuous partial derivatives 𝒇𝒙 and 𝒇𝒚 and
if 𝒙 = 𝝓 𝒕 , 𝒚 = 𝝍 𝒕 are differentiable functions of 𝒕, then
the composite function 𝒛 = 𝒇 𝝓 𝒕 , 𝝍 𝒕 is a differentiable
function of 𝒕 and
𝒅𝒇
= 𝒇𝒙 𝝓 𝒕 , 𝝍 𝒕 𝒙′ 𝒕 + 𝒇𝒚 𝝓 𝒕 , 𝝍 𝒕 𝒚′ 𝒕
𝒅𝒕
𝒅𝒛 𝝏𝒇 𝒅𝒙 𝝏𝒇 𝒅𝒚
or = 𝝏𝒙 𝒅𝒕 + 𝝏𝒚 𝒅𝒕
𝒅𝒕

Proof: Let Δ𝑥, Δ𝑦 and Δ𝑧 be the increments that result from


changing 𝑡 from 𝑡0 to 𝑡0 + Δ𝑡. Let 𝑃 be the point 𝑥 𝑡0 , 𝑦 𝑡0 .
Since 𝑓𝑥 and 𝑓𝑦 are continuous at 𝑃; 𝑓 is differentiable at 𝑃.
Therefore,
𝜕𝑧 𝜕𝑧 Δ𝑥 Δ𝑦
Δ𝑧 = Δ𝑥 + Δ𝑦 + 𝜀1 Δ𝑡 + 𝜀2 Δ𝑡 , where
𝜕𝑥 𝑃0 𝜕𝑦 𝑃
0
𝑡1 , 𝑡2 → 0 as both ∆𝑥, ∆𝑦 → 0. Dividing throughout by ∆𝑡, we
obtain
Δ𝑧 𝜕𝑧 Δ𝑥 𝜕𝑧 Δ𝑦 Δ𝑥 Δ𝑦
= + + 𝜀1 Δ𝑡 + 𝜀2 Δ𝑡 … (1)
∆t 𝜕𝑥 𝑃0 Δ𝑡 𝜕𝑦 𝑃 Δ𝑡
0

Δ𝑥 d𝑥
Since 𝑥 and 𝑦 are differential functions of 𝑡, limΔ𝑡→0 Δ𝑡 = d𝑡
Δ𝑦 d𝑦
and lim = . Further, both ∆𝑥 and ∆𝑦 → 0 as ∆𝑡 → 0.
Δ𝑡→0 Δ𝑡 d𝑡
Therefore both 𝜀1 and 𝜀2 → 0 as ∆𝑡 → 0. Thus, as ∆𝑡 → 0 the
Δ𝑧 𝑑𝑧
right hand side of (1) exists and so lim exists and it is .
Δ𝑡→0 Δ𝑡 𝑑𝑡
Therefore,
Δ𝑧 𝜕𝑧 Δ𝑥 𝜕𝑧 Δ𝑦
lim = lim + lim
Δ𝑡→0 Δ𝑡 𝜕𝑥 𝑃0 Δ𝑡→0 Δ𝑡 𝜕𝑦 𝑃 Δ𝑡→0 Δ𝑡
0

Δ𝑥 Δ𝑦
+ lim 𝜀1 lim + lim 𝜀2 lim
Δ𝑡→0 Δ𝑡→0 Δ𝑡 Δ𝑡→0 Δ𝑡→0 Δ𝑡
d𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
i.e., d𝑡 = +
𝜕𝑥 𝑃 𝑑𝑡 𝜕𝑦 𝑃 𝑑𝑡
0 0
d𝑧 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
i.e., d𝑡 = +
𝜕𝑥 𝑃 𝑑𝑡 𝜕𝑦 𝑃 𝑑𝑡
0 0

Hence the theorem


Note:
(1) A more precise notation for the above formula is
d𝑧 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
= +
d𝑡 𝑡=𝑡 0 𝜕𝑥 𝑥 0 ,𝑦0 𝑑𝑡 𝑡=𝑡 0 𝜕𝑦 𝑥 0 ,𝑦0 𝑑𝑡 𝑡=𝑡 0

where 𝑥0 , 𝑦0 = 𝑥 𝑡0 , 𝑦 𝑡0 .
(2) In the above theorem the variables 𝑥, 𝑦 are referred to
intermediate variables and theorem is about the chain rule
for two intermediate variables and one independent
variable.
The following is the chain rule for one independent variable
and three intermediate variables.

Theorem 2: Chain rule for functions of three independent


variables
If 𝑤 = 𝑓 𝑥, 𝑦, 𝑧 is differentiable and 𝑥, 𝑦, 𝑧 are differentiable
functions of 𝑡, then 𝑤 is a differential function of 𝑡 and
𝒅𝒘 𝝏𝒇 𝒅𝒙 𝝏𝒇 𝒅𝒚 𝝏𝒇 𝒅𝒛
= 𝝏𝒙 𝒅𝒕 + 𝝏𝒚 𝒅𝒕 + 𝝏𝒛 𝒅𝒕
𝒅𝒕

𝑑𝑓
Example 1: Find 𝑑𝑡 at 𝑡 = 0, where
𝑓 𝑥, 𝑦 = 𝑥 cos 𝑦 + 𝑒 𝑥 sin 𝑦, 𝑥 = 𝑡 2 + 1 , 𝑦 = 𝑡 3 + 𝑡.
Solution: We have, 𝑥 = 𝑡 2 + 1 , 𝑦 = 𝑡 3 + 𝑡

Then 𝑥0 , 𝑦0 = 𝑥 0 , 𝑦 0 = 1,0 and


𝑑𝑥 𝑑𝑦 𝑑𝑥 𝑑𝑦
= 2𝑡 , 𝑑𝑡 = 3𝑡 2 + 1 , = 0, = 1. Further
𝑑𝑡 𝑑𝑡 𝑡=0 𝑑𝑡 𝑡=0

𝜕𝑓 𝜕𝑓
= cos 𝑦 + 𝑒 𝑥 sin 𝑦 , 𝜕𝑦 = −𝑥 sin 𝑦 + 𝑒 𝑥 cos 𝑦
𝜕𝑥

𝜕𝑓
and = cos 𝑦 + 𝑒 𝑥 sin 𝑦 1,0 =0
𝜕𝑥 𝑥 0 ,𝑦0

𝜕𝑓
= −𝑥 sin 𝑦 + 𝑒 𝑥 cos 𝑦 1,0 =𝑒
𝜕𝑦 𝑥 0 ,𝑦0

Now, by chain rule,


d𝑓 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
= + =𝑒
d𝑡 𝑡=0 𝜕𝑥 𝑥 0 ,𝑦0 𝑑𝑡 𝑡=0 𝜕𝑦 𝑥 0 ,𝑦0 𝑑𝑡 𝑡=0

𝑑𝑤
Example 2: Find 𝑑𝑡
at 𝑡 = 0, where 𝑤 = 𝑥𝑦 + 𝑧, 𝑥 = cos 𝑡,
𝑦 = sin 𝑡, 𝑧 = 𝑡.
Solution: We have, by chain rule
𝑑𝑤 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦 𝜕𝑤 𝑑𝑧
= + 𝜕𝑦 +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝑑𝑡 𝜕𝑧 𝑑𝑡

= 𝑦 − sin 𝑡 + 𝑥 cos 𝑡 + 1 1
= sin 𝑡 − sin 𝑡 + cos 𝑡 cos 𝑡 + 1 = 1 + cos 2𝑡
d𝑤
Now, = 1 + cos 0 = 2.
d𝑡 𝑡=0

A physical interpretation of change along a curve


If 𝑤 = 𝑇 𝑥, 𝑦, 𝑧 is the temperature at each point 𝑥, 𝑦, 𝑧 along
the curve 𝐶 with parametric equations 𝑥 = 𝑥 𝑡 , 𝑦 = 𝑦 𝑡 ,
𝑧 = 𝑧 𝑡 , then the composite function 𝑤 = 𝑇 𝑥 𝑡 , 𝑦 𝑡 , 𝑧 𝑡
represents the temperature relative to 𝑡 along the curve 𝐶. The
𝑑𝑤
derivative gives the instantaneous rate of change of
𝑑𝑡
temperature along 𝐶. (The curve 𝐶 with parametric equations
𝑥 = cos 𝑡 , 𝑦 = sin 𝑡 , 𝑧 = 𝑡 is a helix).
Let 𝑧 = 𝑓 𝑥, 𝑦 and 𝑥, 𝑦 be functions of two independent
variables 𝑢 and 𝑣, say 𝑥 = 𝜙 𝑢, 𝑣 , 𝑦 = 𝜓 𝑢, 𝑣 . Then
𝑧 = 𝑓 𝜙 𝑢, 𝑣 , 𝜓 𝑢, 𝑣 is a composite function of two
independent variables 𝑢 and 𝑣. The following is the chain rule
that computes the partial derivatives of 𝑧 w.r.t. 𝑢 and 𝑣.

Theorem 3: Chain rule for two independent variables and


two intermediate variables
Suppose that 𝒛 = 𝒇 𝒙, 𝒚 , 𝒙 = 𝝓 𝒖, 𝒗 , 𝒚 = 𝝍 𝒖, 𝒗 . If all the
three functions are differentiable, then 𝒛 has partial
derivatives w.r.t. 𝒖 and 𝒗, given by
𝝏𝒛 𝝏𝒛 𝝏𝒙 𝝏𝒛 𝝏𝒚
= 𝝏𝒙 𝝏𝒖 + 𝝏𝒚 𝝏𝒖
𝝏𝒖
𝝏𝒛 𝝏𝒛 𝝏𝒙 𝝏𝒛 𝝏𝒚
= +
𝝏𝒗 𝝏𝒙 𝝏𝒗 𝝏𝒚 𝝏𝒗

𝜕𝑧 𝜕𝑧
Example 3: Compute 𝜕𝑢 and 𝜕𝑣 in terms of 𝑢 and 𝑣 if
𝑧 = 𝑥 2 + 𝑦 2 , 𝑥 = 𝑢 − 𝑣, 𝑦 = 𝑢 + 𝑣.
Solution:
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= 𝜕𝑥 𝜕𝑢 + 𝜕𝑦 𝜕𝑢 = 2𝑥 1 + 2𝑦 1 = 2 𝑥 + 𝑦 = 4𝑢
𝜕𝑢

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= 𝜕𝑥 . 𝜕𝑣 + 𝜕𝑦 . 𝜕𝑣 = 2𝑥 −1 + 2𝑦 1 = 2 𝑦 − 𝑥 = 4𝑣
𝜕𝑣

Example 4: If 𝑧 = 𝑓 𝑥, 𝑦 , 𝑥 = 𝑒 2𝑢 + 𝑒 −2𝑣 , 𝑦 = 𝑒 −2𝑢 + 𝑒 2𝑣


𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
then show that − 𝜕𝑣 = 2 𝑥 𝜕𝑥 − 𝑦 𝜕𝑦
𝜕𝑢

Solution: By chain rule we have


𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧
= 𝜕𝑥 . 𝜕𝑢 + 𝜕𝑦 . 𝜕𝑢 = 2𝑒 2𝑢 𝜕𝑥 − 2𝑒 −2𝑢 𝜕𝑦
𝜕𝑢

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧
= 𝜕𝑥 . 𝜕𝑣 + 𝜕𝑦 . 𝜕𝑣 = −2𝑒 −2𝑣 𝜕𝑥 + 2𝑒 2𝑣 𝜕𝑦
𝜕𝑣

𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
⇒ 𝜕𝑢 − 𝜕𝑣 = 2 𝑒 2𝑢 + 𝑒 −2𝑣 − 2 𝑒 −2𝑢 + 𝑒 2𝑣
𝜕𝑥 𝜕𝑦

𝜕𝑧 𝜕𝑧
= 2 𝑥 𝜕𝑥 − 𝑦 𝜕𝑦

Note:
Chain rule for two independent variables and one
intermediate variable:
Suppose that 𝑦 = 𝑓 𝑥 and 𝑥 = ∅ 𝑢, 𝑣 . If both are
differentiable, then 𝑦 has partial derivatives w.r.t 𝑢 and 𝑣 and
they are given by
𝜕𝑦 𝑑𝑦 𝜕𝑥
= .
𝜕𝑢 𝑑𝑥 𝜕𝑢
𝜕𝑦 𝑑𝑦 𝜕𝑥
𝜕𝑣
= 𝑑𝑥 . 𝜕𝑣

Theorem 4: Chain rule for two independent variables and


three intermediate variables
Suppose that 𝒘 = 𝒇 𝒙, 𝒚, 𝒛 , 𝒙 = ∅ 𝒖, 𝒗 , 𝒚 = 𝝍 𝒖, 𝒗 ,
𝒛 = 𝝌 𝒖, 𝒗 . If all four functions are differentiable then 𝒘 has
partial derivatives w.r.t 𝒖 and 𝒗 and they are given by
𝝏𝒘 𝝏𝒘 𝝏𝒙 𝝏𝒘 𝝏𝒚 𝝏𝒘 𝝏𝒛
= . + 𝝏𝒚 . 𝝏𝒖 + .
𝝏𝒖 𝝏𝒙 𝝏𝒖 𝝏𝒛 𝝏𝒖

𝝏𝒘 𝝏𝒘 𝝏𝒙 𝝏𝒘 𝝏𝒚 𝝏𝒘 𝝏𝒛
= . + . + .
𝝏𝒗 𝝏𝒙 𝝏𝒗 𝝏𝒚 𝝏𝒗 𝝏𝒛 𝝏𝒗

𝜕𝑤 𝜕𝑤
Example 5: Express 𝜕𝑢
and
𝜕𝑣
in terms of 𝑢 and 𝑣 if
𝑢
𝑤 = 𝑥 + 2𝑦 + 𝑧 2 , 𝑥 = 𝑣 , 𝑦 = 𝑢2 + 𝑙𝑛𝑣, 𝑧 = 2𝑢.

Solution:
𝜕𝑤 𝜕𝑤 𝜕𝑥 𝜕𝑤 𝜕𝑦 𝜕𝑤 𝜕𝑧
= . + . + .
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑧 𝜕𝑢

1
= 1 + 2 2𝑢 + 2𝑧 2
𝑣
1 1
= 𝑣 + 4𝑢 + 4𝑢 2 = 𝑣 + 12𝑢
𝜕𝑤 𝜕𝑤 𝜕𝑥 𝜕𝑤 𝜕𝑦 𝜕𝑤 𝜕𝑧
= . 𝜕𝑣 + 𝜕𝑦 . 𝜕𝑣 + . 𝜕𝑣
𝜕𝑣 𝜕𝑥 𝜕𝑧

𝑢 1 2 𝑢
= 1 − + 2 + 2𝑧 0 = 𝑣 − 𝑣 2
𝑣2 𝑣

Implicit Differentiation
Theorem 4: A formula
Suppose that 𝑭(𝒙, 𝒚)is differentiable and the equation
𝑭 𝒙, 𝒚 = 𝟎 defines 𝒚 implicitly as a differentiable function of
𝒙. Then at any point where 𝑭𝒚 ≠ 𝟎,
𝒅𝒚 𝑭𝒙
=−
𝒅𝒙 𝑭𝒚

𝑑𝑤
Proof: Let 𝑤 = 𝐹 𝑥, 𝑦 = 0, Then = 0.
𝑑𝑥

By chain rule,
𝑑𝑤 𝜕𝐹 𝑑𝑥 𝜕𝐹 𝑑𝑦
0= = 𝜕𝑥 . 𝑑𝑥 + 𝜕𝑦 . 𝑑𝑥
𝑑𝑥

𝑑𝑦 𝑑𝑦 𝐹
⇒ 𝐹𝑥 + 𝐹𝑦 𝑑𝑥 = 0 ⇒ = − 𝐹𝑥 (since 𝐹𝑦 ≠ 0)
𝑑𝑥 𝑦

Hence the result


Note: Under the conditions of the above theorem, we have
𝟐
𝒅𝟐 𝒚 𝑭𝒙𝒙 𝑭𝒚 −𝟐𝑭𝒚𝒙 𝑭𝒙 𝑭𝒚 +𝑭𝒚𝒚 𝑭𝒙 𝟐
=− 𝟑
𝒅𝒙𝟐 𝑭𝒚
Example 6:
𝑑𝑦 𝑦
Find when 𝑓 𝑥, 𝑦 = ln 𝑥 2 + 𝑦 2 + 𝑡𝑎𝑛−1 = 0.
𝑑𝑥 𝑥

Solution: By implicit differentiation, we have


𝑑𝑦 𝑓
𝑑𝑥
= − 𝑓𝑥
𝑦

2𝑥 1 𝑦 2𝑥 𝑦 2𝑥−𝑦
Now, 𝑓𝑥 = 𝑥 2 +𝑦 2 + 𝑦 2
− 𝑥 2 = 𝑥 2 +𝑦 2 − 𝑥 2 +𝑦 2 = 𝑥 2 +𝑦 2
1+
𝑥

2𝑦 1 1 2𝑦 𝑥 2𝑦 +𝑥
𝑓𝑦 = + 𝑦 2
= + =
𝑥 2 +𝑦 2 1+ 𝑥 𝑥 2 +𝑦 2 𝑥 2 +𝑦 2 𝑥 2 +𝑦 2
𝑥

𝑑𝑦 𝑓𝑥 2𝑥−𝑦 𝑦 −2𝑥 𝑥
Therefore, =− =− = ,𝑦 ≠ −
𝑑𝑥 𝑓𝑦 2𝑦 +𝑥 2𝑦 +𝑥 2

Three- variable implicit differentiation


If the equation 𝐹 𝑥, 𝑦, 𝑧 = 0 determines 𝑧 implicitly as a
function 𝑥 and 𝑦, then at the points where 𝑓𝑧 ≠ 0,
𝜕𝑧 𝐹𝑥 𝜕𝑧 𝐹𝑦
=− and =− .
𝜕𝑥 𝐹𝑧 𝜕𝑦 𝐹𝑧

Example 7:
𝜕𝑧 𝜕𝑧
Find 𝜕𝑥 , at 𝜋, 𝜋, 𝜋 , when
𝜕𝑦

𝑠𝑖𝑛 𝑥 + 𝑦 + 𝑠𝑖𝑛 𝑦 + 𝑧 + 𝑠𝑖𝑛 𝑧 + 𝑥 = 0.


Solution:
Let 𝐹 𝑥, 𝑦, 𝑧 = 𝑠𝑖𝑛 𝑥 + 𝑦 + 𝑠𝑖𝑛 𝑦 + 𝑧 + 𝑠𝑖𝑛 𝑧 + 𝑥 = 0.
Now, 𝐹𝑥 𝑥, 𝑦, 𝑧 = 𝑐𝑜𝑠 𝑥 + 𝑦 + 𝑐𝑜𝑠 𝑧 + 𝑥
𝐹𝑦 𝑥, 𝑦, 𝑧 = 𝑐𝑜𝑠 𝑥 + 𝑦 + 𝑐𝑜𝑠 𝑦 + 𝑧

𝐹𝑧 𝑥, 𝑦, 𝑧 = 𝑐𝑜𝑠 𝑦 + 𝑧 + 𝑐𝑜𝑠 𝑧 + 𝑥
𝜕𝑧 𝐹 𝑐𝑜𝑠 𝑥+𝑦 +𝑐𝑜𝑠 𝑧+𝑥
and 𝜕𝑥
= − 𝐹𝑥 = − 𝑐𝑜𝑠 𝑦 +𝑧 +𝑐𝑜𝑠 𝑧+𝑥
𝑧

𝜕𝑧 𝐹 𝑐𝑜𝑠 𝑥 +𝑦 +𝑐𝑜𝑠 𝑦+𝑧


= − 𝐹𝑦 = − 𝑐𝑜𝑠
𝜕𝑦 𝑧 𝑦 +𝑧 +𝑐𝑜𝑠 𝑧+𝑥

𝜕𝑧 1+1
Therefore, = − 1+1 = −1
𝜕𝑥 𝜋,𝜋 ,𝜋

𝜕𝑧 1+1
= − 1+1 = −1
𝜕𝑦 𝜋,𝜋 ,𝜋
IP1:

If 𝒘 = 𝒙𝟐 + 𝒚𝟐 , 𝒙 = 𝒄𝒐𝒔𝒕 + 𝒔𝒊𝒏𝒕, 𝒚 = 𝒄𝒐𝒔𝒕 − 𝒔𝒊𝒏𝒕 then find


𝒅𝒘
at 𝒕 = 𝟎
𝒅𝒕

Solution:
Given 𝑤 = 𝑥 2 + 𝑦 2 , 𝑥 = 𝑐𝑜𝑠𝑡 + 𝑠𝑖𝑛𝑡, 𝑦 = 𝑐𝑜𝑠𝑡 − 𝑠𝑖𝑛𝑡
At 𝑡 = 0,
𝑥 = 𝑐𝑜𝑠 0 + 𝑠𝑖𝑛 0 = 1
𝑦 = 𝑐𝑜𝑠 0 − 𝑠𝑖𝑛 0 = 1
Now,
𝑑𝑥
= −𝑠𝑖𝑛𝑡 + 𝑐𝑜𝑠𝑡 𝑡=0 = −𝑠𝑖𝑛 0 + 𝑐𝑜𝑠 0 = 1
𝑑𝑡 𝑡=0

𝑑𝑦
= −𝑠𝑖𝑛𝑡 − 𝑐𝑜𝑠𝑡 𝑡=0 = −𝑠𝑖𝑛 0 − 𝑐𝑜𝑠 0 = −1
𝑑𝑡 𝑡=0

𝜕𝑤
= 2𝑥 1,1 =2
𝜕𝑥
𝜕𝑤
= 2𝑦 1,1 =2
𝜕𝑦

Therefore by chain rule, at 𝑡 = 0


𝑑𝑤 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦
= . + . = 2 1 + 2 −1 = 0
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
IP2:
𝒚
If 𝒇 𝒙, 𝒚, 𝒛 = 𝒛 𝐬𝐢𝐧 , where 𝒙 = 𝟑𝒖𝟐 + 𝟐𝒗 , 𝒚 = 𝟒𝒖 − 𝟐𝒗𝟑,
𝒙
𝝏𝒇 𝝏𝒇
𝒛 = 𝟐𝒖𝟐 − 𝟑𝒗𝟐 , then find 𝝏𝒖 , 𝝏𝒗 .

Solution:
𝑦
Given, 𝑓 𝑥, 𝑦, 𝑧 = 𝑧 sin ,
𝑥

𝑥 = 3𝑢2 + 2𝑣 , 𝑦 = 4𝑢 − 2𝑣 3 , 𝑧 = 2𝑢2 − 3𝑣 2
𝜕𝑥 𝜕𝑥
= 6𝑢 ; =2
𝜕𝑢 𝜕𝑣
𝜕𝑦 𝜕𝑦
=4 ; = −6𝑣 2
𝜕𝑢 𝜕𝑣
𝜕𝑧 𝜕𝑧
= 4𝑢 ; = −6𝑣
𝜕𝑢 𝜕𝑣

Now,
𝜕𝑓 𝑦 𝑦 𝑦𝑧 𝑦
= 𝑧 cos − 𝑥 2 = − 𝑥 2 cos
𝜕𝑥 𝑥 𝑥
𝜕𝑓 𝑦 1 𝑧 𝑦
= 𝑧 cos = 𝑥 cos
𝜕𝑦 𝑥 𝑥 𝑥

𝜕𝑓 𝑦
= sin
𝜕𝑧 𝑥

Therefore by chain rule,


𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑓 𝜕𝑧
= 𝜕𝑥 𝜕𝑢 + 𝜕𝑦 𝜕𝑢 + 𝜕𝑧
𝜕𝑢 𝜕𝑢
𝑦𝑧 𝑦 4𝑧 𝑦 𝑦
= − 𝑥 2 cos 6𝑢 + cos + sin 4𝑢
𝑥 𝑥 𝑥 𝑥

6𝑢 4𝑢−2𝑣 3 2𝑢 2 −3𝑣 2 4 2𝑢 2 −3𝑣 2 4𝑢−2𝑣 3


= − + cos
3𝑢 2 +2𝑣 2 3𝑢 2 +2𝑣 3𝑢 2 +2𝑣

4𝑢−2𝑣 3
+4𝑢 sin 3𝑢 2 +2𝑣

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑓 𝜕𝑧
= 𝜕𝑥 𝜕𝑣 + 𝜕𝑦 𝜕𝑣 + 𝜕𝑧 𝜕𝑣
𝜕𝑣

2𝑦𝑧 𝑦 𝑧 𝑦 𝑦
= − cos + 𝑥 cos −6𝑣 2 + sin −6𝑣
𝑥2 𝑥 𝑥 𝑥

2 4𝑢−2𝑣 3 2𝑢 2 −3𝑣 2 6𝑣 2 2𝑢 2 −3𝑣 2 4𝑢−2𝑣 3


= − − cos
3𝑢 2 +2𝑣 2 3𝑢 2 +2𝑣 3𝑢 2 +2𝑣

4𝑢−2𝑣 3
−6𝑣 sin
3𝑢 2 +2𝑣
IP3:
𝝏𝒛 𝝏𝒛
Find 𝝏𝒙 , 𝝏𝒚 at 𝟏, 𝟏, 𝟏 where 𝒛𝟑 − 𝒙𝒚 + 𝒚𝒛 + 𝒚𝟑 − 𝟐 = 𝟎.

Solution:
Let, 𝐹 𝑥, 𝑦, 𝑧 = 𝑧 3 − 𝑥𝑦 + 𝑦𝑧 + 𝑦 3 − 2 = 0
Notice that 𝐹 is an implicit function.
Now, 𝐹𝑥 = −𝑦
𝐹𝑦 = −𝑥 + 𝑧 + 3𝑦 2

𝐹𝑧 = 3𝑧 2 + 𝑦
𝜕𝑧 𝐹 −𝑦 𝑦
and = − 𝐹𝑥 = − 3𝑧 2 +𝑦 = 3𝑧 2 +𝑦
𝜕𝑥 𝑧

𝜕𝑧 1
⇒ =4
𝜕𝑥 1,1,1

𝜕𝑧 𝐹𝑦 −𝑥+𝑧+3𝑦 2 𝑥 −𝑧−3𝑦 2
= −𝐹 = − =
𝜕𝑦 𝑧 3𝑧 2 +𝑦 3𝑧 2 +𝑦

𝜕𝑧 3
⇒ = −4
𝜕𝑦 1,1,1
IP4:
If 𝒙 = 𝒖 + 𝒗 + 𝒘, 𝒚 = 𝒖𝒗 + 𝒗𝒘 + 𝒘𝒖, 𝒛 = 𝒖𝒗𝒘 and F is a
function of 𝒙, 𝒚, 𝒛 then show that
𝝏𝑭 𝝏𝑭 𝝏𝑭 𝝏𝑭 𝝏𝑭 𝝏𝑭
𝒖 𝝏𝒖 + 𝒗 𝝏𝒗 + 𝒘 𝝏𝑾 = 𝒙 𝝏𝒙 + 𝟐𝒚 𝝏𝒚 + 𝟑𝒛 𝝏𝒛

Solution:
Given 𝑥 = 𝑢 + 𝑣 + 𝑤, 𝑦 = 𝑢𝑣 + 𝑣𝑤 + 𝑤𝑢, 𝑧 = 𝑢𝑣𝑤
Since 𝑥, 𝑦, 𝑧 are the functions of 𝑢, 𝑣, 𝑤, 𝐹 is a composite
function of 𝑢, 𝑣, 𝑤.
𝜕𝐹 𝜕𝐹 𝜕𝑥 𝜕𝐹 𝜕𝑦 𝜕𝐹 𝜕𝑧
Now, = 𝜕𝑥 . 𝜕𝑢 + 𝜕𝑦 . 𝜕𝑢 + 𝜕𝑧 . 𝜕𝑢
𝜕𝑢

𝜕𝐹 𝜕𝐹 𝜕𝐹
= 𝜕𝑥 + 𝜕𝑦 (𝑣 + 𝑤) + 𝜕𝑧 (𝑣𝑤)

𝜕𝐹 𝜕𝐹 𝜕𝑥 𝜕𝐹 𝜕𝑦 𝜕𝐹 𝜕𝑧
= 𝜕𝑥 . 𝜕𝑣 + 𝜕𝑦 . 𝜕𝑣 + 𝜕𝑧 . 𝜕𝑣
𝜕𝑣

𝜕𝐹 𝜕𝐹 𝜕𝐹
= 𝜕𝑥 + 𝜕𝑦 (𝑢 + 𝑤) + 𝜕𝑧 (𝑢𝑤)

𝜕𝐹 𝜕𝐹 𝜕𝑥 𝜕𝐹 𝜕𝑦 𝜕𝐹 𝜕𝑧
= 𝜕𝑥 . 𝜕𝑤 + 𝜕𝑦 . 𝜕𝑤 + 𝜕𝑧 . 𝜕𝑤
𝜕𝑤

𝜕𝐹 𝜕𝐹 𝜕𝐹
= 𝜕𝑥 + 𝜕𝑦 (𝑣 + 𝑢) + 𝜕𝑧 (𝑢𝑣)
Therefore,
𝜕𝐹 𝜕𝐹 𝜕𝐹
𝑢 𝜕𝑢 + 𝑣 𝜕𝑣 + 𝑤 𝜕𝑊
𝜕𝐹 𝜕𝐹 𝜕𝐹
=𝑢 + (𝑣 + 𝑤) + (𝑣𝑤)
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕𝐹 𝜕𝐹 𝜕𝐹
+𝑣 + (𝑢 + 𝑤) + (𝑢𝑤)
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕𝐹 𝜕𝐹 𝜕𝐹
+𝑤 + 𝜕𝑦 (𝑣 + 𝑢) + 𝜕𝑧 (𝑢𝑣)
𝜕𝑥

𝜕𝐹 𝜕𝐹 𝜕𝐹
= 𝑢+𝑣+𝑤 + 2 𝑢𝑣 + 𝑣𝑤 + 𝑤𝑢 + 3 𝑢𝑣𝑤
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕𝐹 𝜕𝐹 𝜕𝐹
= 𝑥 𝜕𝑥 + 2𝑦 𝜕𝑦 + 3𝑧 𝜕𝑧

Hence proved
P1:

If 𝒇 𝒙, 𝒚, 𝒛 = 𝒙𝟑 + 𝒙𝒛𝟐 + 𝒚𝟑 + 𝒙𝒚𝒛, 𝒙 = 𝒆𝒕 , 𝒚 = 𝒄𝒐𝒔𝒕, 𝒛 = 𝒕𝟑


𝒅𝒇
then find at 𝒕 = 𝟎
𝒅𝒕
P1:

If 𝒇 𝒙, 𝒚, 𝒛 = 𝒙𝟑 + 𝒙𝒛𝟐 + 𝒚𝟑 + 𝒙𝒚𝒛, 𝒙 = 𝒆𝒕 , 𝒚 = 𝒄𝒐𝒔𝒕, 𝒛 = 𝒕𝟑


𝒅𝒇
then find at 𝒕 = 𝟎
𝒅𝒕

Solution:
Given 𝑥 = 𝑒 𝑡 , 𝑦 = 𝑐𝑜𝑠𝑡, 𝑧 = 𝑡 3
At 𝑡 = 0:
𝑥 = 1, 𝑦 = 𝑐𝑜𝑠 0 = 1, 𝑧 = 0
Now,
𝑑𝑥 𝑑𝑦
= 𝑒𝑡 𝑡=0 =1 ; = −𝑠𝑖𝑛𝑡 𝑡=0 =0
𝑑𝑡 𝑡=0 𝑑𝑡 𝑡=0

𝑑𝑧
= 3𝑡 2 𝑡=0 =0
𝑑𝑡 𝑡=0

𝜕𝑓 𝜕𝑓
= 3𝑥 2 + 𝑧 2 + 𝑦𝑧 =3 ; = 3𝑦 2 + 𝑥𝑧 1,1,0 = 3,
𝜕𝑥 1,1,0 𝜕𝑦

𝜕𝑓
= 2𝑥𝑧 + 𝑥𝑦 1,1,0 =1
𝜕𝑧

Therefore by chain rule, at 𝑡 = 0


𝑑𝑓 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦 𝜕𝑓 𝑑𝑧
= 𝜕𝑥 . 𝑑𝑡 + 𝜕𝑦 . 𝑑𝑡 + 𝜕𝑧 . 𝑑𝑡 = 3 1 + 3 0 + 1 0 = 3
𝑑𝑡
P2:

If 𝒇 𝒙, 𝒚 = 𝒙𝟑 − 𝒙𝒚 + 𝒚𝟑 , 𝒙 = 𝒓 𝐜𝐨𝐬 𝜽 , 𝒚 = 𝒓 𝐬𝐢𝐧 𝜽, then find


𝝏𝒇 𝝏𝒇
, 𝝏𝜽 .
𝝏𝒓
P2:

If 𝒇 𝒙, 𝒚 = 𝒙𝟑 − 𝒙𝒚 + 𝒚𝟑 , 𝒙 = 𝒓 𝐜𝐨𝐬 𝜽 , 𝒚 = 𝒓 𝐬𝐢𝐧 𝜽, then find


𝝏𝒇 𝝏𝒇
, 𝝏𝜽 .
𝝏𝒓

Solution:
Given, 𝑓 𝑥, 𝑦 = 𝑥 3 − 𝑥𝑦 + 𝑦 3 , 𝑥 = 𝑟 cos 𝜃 , 𝑦 = 𝑟 sin 𝜃
𝜕𝑥 𝜕𝑥
= cos 𝜃 ; = −𝑟 sin 𝜃
𝜕𝑟 𝜕𝜃
𝜕𝑦 𝜕𝑦
= sin 𝜃 ; = 𝑟 cos 𝜃
𝜕𝑟 𝜕𝜃
𝜕𝑓 𝜕𝑓
Now, = 3𝑥 2 − 𝑦 ; = −𝑥 + 3𝑦 2
𝜕𝑥 𝜕𝑦

Therefore by chain rule, we have


𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
= 𝜕𝑥 + 𝜕𝑦 𝜕𝑟
𝜕𝑟 𝜕𝑟

= 3𝑥 2 − 𝑦 cos 𝜃 + 3𝑦 2 − 𝑥 sin 𝜃
= 3𝑟 3 𝑐𝑜𝑠 3 𝜃 − 2𝑟𝑐𝑜𝑠𝜃. 𝑠𝑖𝑛𝜃 + 3𝑟 2 𝑠𝑖𝑛3 𝜃
𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
= 𝜕𝑥 𝜕𝜃 + 𝜕𝑦 𝜕𝜃
𝜕𝜃

= 3𝑥 2 − 𝑦 −𝑟 sin 𝜃 + 3𝑦 2 − 𝑥 𝑟 cos 𝜃
= −3𝑟 3 𝑐𝑜𝑠 2 𝜃. 𝑠𝑖𝑛𝜃 + 𝑟 2 𝑠𝑖𝑛2 𝜃 + 3𝑟 3 𝑠𝑖𝑛2 𝜃. 𝑐𝑜𝑠𝜃 − 𝑟 2 𝑐𝑜𝑠 2 𝜃
P3:
𝒅𝒚 𝒚 𝒚−𝒙 𝐥𝐧 𝒚
If 𝒙𝒚 = 𝒚𝒙, then show that 𝒅𝒙 = 𝒙 .
𝒙−𝒚 𝐥𝐧 𝒙
P3:
𝒅𝒚 𝒚 𝒚−𝒙 𝐥𝐧 𝒚
If 𝒙𝒚 = 𝒚𝒙, then show that 𝒅𝒙 = 𝒙 .
𝒙−𝒚 𝐥𝐧 𝒙

Solution:
Let 𝑓 𝑥, 𝑦 = 𝑥 𝑦 − 𝑦 𝑥 = 0
Notice that 𝑓 is an implicit function of 𝑥 and 𝑦.
𝑑𝑦 𝑓
We have = − 𝑓𝑥
𝑑𝑥 𝑦

Now, 𝑓𝑥 = 𝑦𝑥 𝑦−1 − 𝑦 𝑥 ln 𝑦
𝑓𝑦 = 𝑥 𝑦 ln 𝑥 − 𝑥𝑦 𝑥−1

Therefore,
𝑑𝑦 𝑦 𝑥 𝑦 −1 −𝑦 𝑥 ln 𝑦 𝑦𝑥 𝑦 −1 −𝑥 𝑦 ln 𝑦
= − 𝑥 𝑦 ln 𝑥−𝑥𝑦 𝑥−1 = − 𝑦 𝑥 ln 𝑥−𝑥 𝑦 𝑥−1 ∵ 𝑥𝑦 = 𝑦𝑥
𝑑𝑥
𝑦 1
𝑥 𝑦 ln 𝑦 − 𝑥 ln 𝑦 −𝑦 𝑦 𝑥 ln 𝑦 −𝑦
𝑥 𝑥
= 𝑥 = 1 =𝑥
𝑦 𝑥 ln 𝑥− 𝑦
𝑦 ln 𝑥 −𝑥 𝑦 ln 𝑥 −𝑥
𝑦

Hence proved
P4:
If 𝒖 = 𝒇 𝒙 − 𝒚, 𝒚 − 𝒛, 𝒛 − 𝒙 then prove that
𝝏𝒖 𝝏𝒖 𝝏𝒖
+ + =𝟎
𝝏𝒙 𝝏𝒚 𝝏𝒛
P4:
If 𝒖 = 𝒇 𝒙 − 𝒚, 𝒚 − 𝒛, 𝒛 − 𝒙 then prove that
𝝏𝒖 𝝏𝒖 𝝏𝒖
+ + =𝟎
𝝏𝒙 𝝏𝒚 𝝏𝒛

Solution:
Given 𝑢 = 𝑓(𝑥 − 𝑦, 𝑦 − 𝑧, 𝑧 − 𝑥)
Put 𝑥 − 𝑦 = 𝑋, 𝑦 − 𝑧 = 𝑌, 𝑧−𝑥 = 𝑍
Therefore, 𝑢 = 𝑓 𝑋, 𝑌, 𝑍 , where 𝑋, 𝑌, 𝑍 are functions of 𝑥, 𝑦, 𝑧
Thus, 𝑢 is a composite function of 𝑥, 𝑦, 𝑧.
𝜕𝑢 𝜕𝑢 𝜕𝑋 𝜕𝑢 𝜕𝑌 𝜕𝑢 𝜕𝑍
Now, = 𝜕𝑋 . 𝜕𝑥 + 𝜕𝑌 . 𝜕𝑥 + 𝜕𝑍 . 𝜕𝑥
𝜕𝑥
𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢
= 𝜕𝑋 1 + 𝜕𝑌 0 + 𝜕𝑍 −1 = 𝜕𝑋 − 𝜕𝑍
𝜕𝑢 𝜕𝑢 𝜕𝑋 𝜕𝑢 𝜕𝑌 𝜕𝑢 𝜕𝑍
= 𝜕𝑋 . 𝜕𝑦 + 𝜕𝑌 . 𝜕𝑦 + 𝜕𝑍 . 𝜕𝑦
𝜕𝑦

𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢
= −1 + 1 + 0 =− +
𝜕𝑋 𝜕𝑌 𝜕𝑍 𝜕𝑋 𝜕𝑌
𝜕𝑢 𝜕𝑢 𝜕𝑋 𝜕𝑢 𝜕𝑌 𝜕𝑢 𝜕𝑍
= . + . + .
𝜕𝑧 𝜕𝑋 𝜕𝑧 𝜕𝑌 𝜕𝑧 𝜕𝑍 𝜕𝑧
𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢
= 𝜕𝑋 (0) + 𝜕𝑌 (−1) + 𝜕𝑍 (1) = − 𝜕𝑌 + 𝜕𝑍

Therefore,
𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑢
+ 𝜕𝑦 + 𝜕𝑧 = 𝜕𝑋 − 𝜕𝑍 − 𝜕𝑋 + 𝜕𝑌 − 𝜕𝑌 + 𝜕𝑍 = 0
𝜕𝑥
3.6.
Derivatives of Composite functions and Implicit
functions (Chain Rule)
EXERCISES:
I.
𝒅𝒘
a) Express as a function of 𝒕, using the chain rule and
𝒅𝒕
evaluate at the given value of 𝒕 .
1) 𝑤 = 𝑥 2 + 𝑦 2 , 𝑥 = 𝑐𝑜𝑠𝑡, 𝑦 = 𝑠𝑖𝑛𝑡 ;𝑡 = 𝜋
𝑡 2 −1 𝑡
2) 𝑤 = 𝑥2 + 𝑦2, 𝑥= ,𝑦 = 𝑡 2 +1 ;𝑡 = 1
𝑡
𝑥 𝑦 1
3) 𝑤 = 𝑧 + 𝑧 , 𝑥 = 𝑐𝑜𝑠 2 𝑡 , 𝑦 = 𝑠𝑖𝑛2 𝑡, 𝑧 = ;𝑡 = 3
𝑡

4) 𝑤 = 𝑙𝑛 𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑥 = 𝑐𝑜𝑠𝑡, 𝑦 = 𝑠𝑖𝑛𝑡, 𝑧 = 4 𝑡 ; 𝑡 = 3
5) 𝑤 = 2𝑦𝑒 𝑥 − 𝑙𝑛𝑧, 𝑥 = 𝑙𝑛 𝑡 2 + 1 , 𝑦 = 𝑡𝑎𝑛−1 𝑡, 𝑧 = 𝑒 𝑡 ; 𝑡 = 1
6) 𝑤 = 𝑧 − 𝑠𝑖𝑛𝑥𝑦, 𝑥 = 𝑡, 𝑦 = 𝑙𝑛𝑡, 𝑧 = 𝑒 𝑡−1 ; 𝑡=1
7) 𝑤 = 𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑥 = 𝑐𝑜𝑠𝑡, 𝑦 = ln 𝑡 + 1 , 𝑧 = 𝑒 𝑡 ; 𝑡 = 0

Answers:
𝑑𝑤
1) =0
𝑑𝑡 𝑡=𝜋
𝑑𝑤
2) =0
𝑑𝑡 𝑡=1
𝑑𝑤
3) =1
𝑑𝑡 𝑡=3
𝑑𝑤 16
4) = 49
𝑑𝑡 𝑡=3

𝑑𝑤
5) =𝜋+1
𝑑𝑡 𝑡=1
𝑑𝑤
6) =0
𝑑𝑡 𝑡=1
𝑑𝑤
7) =2
𝑑𝑡 𝑡=0

𝒅𝒘
II. Express as a function of 𝒕, using the chain rule
𝒅𝒕
1
a) 𝑤 = 𝑒 𝑥 sin 𝑦 + 2𝑧 , 𝑥 = 𝑡, 𝑦 = , 𝑧 = 𝑡2
𝑡

b) 𝑤 = 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥, 𝑥 = 𝑡 2 , 𝑦 = 𝑡𝑒 𝑡 , 𝑧 = 𝑡𝑒 −𝑡

Answers:

𝑑𝑤 4𝑡 3 −1
a) = 𝑒𝑥 sin 𝑦 + 2𝑧 + cos⁡
(𝑦 + 2𝑧)
𝑑𝑡 𝑡2
𝑑𝑤
b) = 2 𝑦 + 𝑧 𝑡 + 𝑥 + 𝑧 𝑡 + 1 𝑒 𝑡 + 𝑥 + 𝑦 1 − 𝑡 𝑒 −𝑡
𝑑𝑡
𝝏𝒛 𝝏𝒛
III. Express 𝝏𝒖 and 𝝏𝒗 as functions of 𝒖 and 𝒗 by using the
chain rule and evaluate them at the given point (𝒖, 𝒗)
𝜋
i) 𝑧 = 4𝑒 𝑥 𝑙𝑛𝑦 , 𝑥 = ln 𝑢𝑐𝑜𝑠𝑣 , 𝑦 = 𝑢𝑠𝑖𝑛𝑣 ; 𝑢, 𝑣 = 2, 4
𝑥 1 𝜋
ii) 𝑧 = 𝑡𝑎𝑛−1 , 𝑥 = 𝑢𝑐𝑜𝑠𝑣, 𝑦 = 𝑢𝑠𝑖𝑛𝑣; 𝑢, 𝑣 = ,
𝑦 3 6

iii)𝑧 = 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥, 𝑥 = 𝑢 + 𝑣, 𝑦 = 𝑢 − 𝑣, 𝑧 = 𝑢𝑣;


1
𝑢, 𝑣 = ,1
2

iv)If 𝑧 = 𝑙𝑛 𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑥 = 𝑢𝑒 𝑣 𝑠𝑖𝑛𝑢, 𝑥 = 𝑢𝑒 𝑣 𝑐𝑜𝑠𝑢,


𝑧 = 𝑢𝑒 𝑣 ; 𝑢, 𝑣 = −2, 0

Answers:
𝜕𝑧 𝜕𝑧
i) 𝜋 = 2 𝑙𝑛2 + 2 ; 𝜋 = 2 4 − 2𝑙𝑛2
𝜕𝑢 2, 𝜕𝑣 2,
4 4
𝜕𝑧 𝜕𝑧
ii) 1𝜋 =0 ; 1𝜋 = −1
𝜕𝑢 , 𝜕𝑣 ,
36 36
𝜕𝑧 𝜕𝑧 3
iii) 1 =3 ; 1 = −2
𝜕𝑢 ,1 𝜕𝑣 ,1
2 2
𝜕𝑧 𝜕𝑧
iv) = −1 ; =2
𝜕𝑢 (−2,0) 𝜕𝑣 (−2,0)
IV.
1) If 𝑧 = 𝑓 𝑥, 𝑦 , 𝑥 = 𝑟𝑐𝑜𝑠ℎ𝜃, 𝑦 = 𝑟𝑠𝑖𝑛ℎ𝜃 then show that
𝜕𝑧 2 𝜕𝑧 2 𝜕𝑧 2 1 𝜕𝑧 2
− = − 𝑟2
𝜕𝑥 𝜕𝑦 𝜕𝑟 𝜕𝜃

2) If 𝑧 = 𝑓 𝑥, 𝑦 , 𝑥 = 𝑢𝑐𝑜𝑠𝛼 − 𝑣𝑠𝑖𝑛𝛼, 𝑦 = 𝑢𝑠𝑖𝑛𝛼 − 𝑣𝑐𝑜𝑠𝛼,


where 𝛼 is constant then show that
𝜕𝑓 2 𝜕𝑓 2 𝜕𝑓 𝜕𝑓 2
+ = +
𝜕𝑢 𝜕𝑣 𝜕𝑥 𝜕𝑦
2
3) If 𝑧 = 𝑙𝑛 𝑢2 + 𝑣 , 𝑢 = 𝑒 𝑥+𝑦 , 𝑣 = 𝑥 + 𝑦 2 then show that
𝜕𝑧 𝜕𝑧
2𝑦 𝜕𝑥 − 𝜕𝑦 = 0

4) If 𝑧 = 𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑥 = 𝑢𝑐𝑜𝑠𝑣, 𝑦 = 𝑢𝑠𝑖𝑛𝑣, 𝑧 = 𝑢𝑣, then


𝜕𝑧 𝜕𝑧 𝑢
show that 𝑢 𝜕𝑢 − 𝑣 𝜕𝑣 =
1+𝑣 2

V. Assuming that the equations define 𝒚 as a differentiable


𝒅𝒚
function of 𝒙 , find the value of at the given point.
𝒅𝒙
1.𝑥3 − 2𝑦 2
+ 𝑥𝑦 = 0 ; 1, 1
2. 𝑥𝑦 + 𝑦 2 − 3𝑥 − 3 = 0 ; −1, 1
3. 𝑥 2 + 𝑥𝑦 + 𝑦 2 − 7 = 0 ; 1, 2
4. 𝑥𝑒 𝑦 + 𝑠𝑖𝑛𝑥𝑦 + 𝑦 − 𝑙𝑛2 = 0 ; (0, 𝑙𝑛2)
Answers:
𝑑𝑦 4
1. =3
𝑑𝑥 1,1
𝑑𝑦
2. =2
𝑑𝑥 −1,1
𝑑𝑦 4
3. = −5
𝑑𝑥 1,2
𝑑𝑦
4. = − 𝑙𝑛2 + 2
𝑑𝑥 0,𝑙𝑛 2

VI. Assuming that the equations define 𝒛 as a differentiable


𝝏𝒛 𝝏𝒛
function of 𝒙 and 𝒚, find 𝝏𝒙 and 𝝏𝒚 at the given point.
1 1 1
1. 𝑥 + 𝑦 + 𝑧 − 1 = 0 ; 2, 3, 6

2. 𝑥𝑒 𝑦 + 𝑦𝑒 𝑧 + 2𝑙𝑛𝑥 − 2 − 3𝑙𝑛2 = 0 ; (1, 𝑙𝑛2, 𝑙𝑛3)

Answers:
𝜕𝑧
1. = −4
𝜕𝑦 2,3,6
𝜕𝑧 5
2. = − 3𝑙𝑛 2
𝜕𝑦 1,𝑙𝑛 2,𝑙𝑛 3
3.7
JACOBIANS
Learning objectives:
 To define the Jacobian of a coordinate transformation.
 To study properties of Jacobians.
AND
 To practice the related problems.
Jacobians arise naturally when there is a coordinate
transformation. This concept is named after the German
mathematician Carl Gustav Jacob Jacobi (1804-1851), who
made significant contributions to mechanics, partial differential
equations and calculus of variations.

Jacobian
The Jacobian determinant or Jacobian of the coordinate
transformation is

It is also denoted by

Suppose that a region in the -plane is transformed into the


region in the -plane by equations of the form ,
. If and are differentiable functions in , then
the transformation is one-to-one, and the Jacobian of the
transformation . It measures how much the
transformation is expanding or contracting the area around a
point in as is transformed into .
The Jacobian of the coordinate transformation ,
, is

Suppose that a region in -space is transformed one-to-


one into the region in -space by differentiable equations
of the form , , .

The Jacobian of the transformation measures how


much the volume near a point in is being expanded or
contracted by the transformation from -space to the
-space.

Theorem 1: Chain rule for Jacobians


Suppose that , where ,
. If all four functions are differentiable, then

Proof: We have,
, and
and all are differentiable. Therefore, by chain rule for two
intermediate variables and two independent variables, we have

Similarly, since , , are


differentiable,

Now,

(by the multiplication of determinants)

Hence the result

Theorem 2:
If and are differentiable (in a region
) then
Proof: Since are differentiable functions of and , the
transformation is 1-1, and the Jacobian of transformation
. Since the transformation is 1-1, we solve for in
terms of and and we obtain the inverse transformation
, . Further, these are also
differentiable. Thus we have, , where
, where all the four functions are
differentiable: This context is precisely same as theorem1 with
.
Thus from theorem1,

Hence the result

Some coordinate transformations and their Jacobians


(1) Polar Coordinates to Cartesian coordinate
, ,

(2) Cylindrical coordinates to Cartesian coordinates


, ,
,
,
.

(3) Spherical polar coordinates, to Cartesian coordinates


, ,
,
,
.

Example 1: If and

then find

Solution: By chain rule for Jacobians, we have,


Now,

(we have already seen)

Therefore,

Theorem 3:
Suppose that is a function of two (independent)
variables and are functions of two independent
variables and given by , . If all the
three functions are differentiable, then

and where

Proof: Since are differentiable functions, by chain rule,

Since, ; we solve for and .

By Cramer’s rule
The following is the corresponding result for three intermediate
variables and three independent variables.

Theorem 4:
Suppose that is a function of three (independent)
variables and are functions of three independent
variables and given by , ,
. If all the four functions are differentiable, then

, where

Example 2: If , then

Solution: The Jacobian of the transformation is

By Theorem 3 we have and


Now

Therefore,

Squaring and adding, we get

Example 3: If and ,
, , then show that
Solution: The Jacobian of the transformation is

Now,
By Theorem 4

Squaring and adding we obtain.


Functional Dependence
Theorem 5:
Let be differentiable functions in some
region R.
A necessary and sufficient condition for a functional relation
between and of the form is that the jacobian
vanishes in . That is identically in .

Example 6: If then show


that they are functionally related. Find the relationship.
Solution:

if

By Theorem 5, there must be a functional relationship between


and .
The relationship is .

Example 7: Show that the functions


are not
independent. Find the functional relationship among them.
Solution:

Since the Jacobian vanishes, there must be a functional relation


among them. Now,
and
, is the
required relationship.
IP1.

If then find and

and verify that .

Solution:
Given that

Solving for in terms of , we get

Now,

Verification:
IP2.

If then find

Solution:

Given that
IP3.

If , where

then find

Solution:
Given that , where

Since are functions of which are the functions in


.
By using chain rule for Jacobians, we have

Therefore,
We know that the Jacobian for spherical coordinates is

Thus,
IP4:

Determine the functions , ,


are functionally dependent. If so, find the
relationship between them.

Solution:
Given that , ,

Now,

are functionally dependent.


We have

That is, , is the required relationship between


and .
P1.

If then find and


and verify that .
P1.

If then find and


and verify that .

Solution:
Given that

Solving for in terms of and , we have

Now,

Verification:
P2.

If show that the Jacobian of


with respect to is .
P2.

If show that the Jacobian of


with respect to is .

Solution:

We have

and
P3.

If where
then find
P3.

If where
then find

Solution:
Given that where

Since are functions of and which are themselves


functions of ,
By using chain rule for Jacobians, we have

Given
and

Also,

Hence,
P4.

If then
show that are functionally related and find the
relationship.
P4.

If then
show that are functionally related and find the
relationship.

Solution:

Given that

Now,

and

Hence, and are functionally related i.e., they are not


independent.
We have

i.e., , which is the required relationship between


and
3.7. Jacobians
EXERCISES:

I. Find the Jacobian when


a)
b)
c)

Answers:
a)
b)
c)

II. Find if
1. and
2. and
3.

Answers:
1.
2.
3.
III.
1) Find if and

2) If and then find

3) If then find

4) If then find
5) If then find

6) If ,evaluate , and prove

that

Answers:
1)
2)
3)
4)
5)
IV. Determine whether the following functions are
functionally dependent or not. If so, find the functional
relation between them.
a)
b)
c)
d)
e)

Answers:
a) Dependent ,
b) Independent
c) Dependent,
d) Dependent,
e) Dependent,
3.8
Taylor’s Expansion
Learning objectives:
 To state and prove Taylor’s Theorem for functions of two
variables
 To compute the maximum absolute error for the linear and
quadratic approximations of f (x, y) about a point
AND
 To practice the related problems.
Taylor’s Expansion
We have already derived the Taylor’s theorem for functions of a
single real variable.
th
If has continuous derivatives upto order in some
interval containing , then

where is the remainder term given by

Theorem1: Taylor’s Theorem for functions of two variables


Let be a function of two variables and defined in
some domain in . If has continuous partial derivatives
th
upto order in some neighborhood of a point in
, then for some point in this neighborhood,
we have

where is the remainder term given by


Proof: Let , where the parameter
takes the values in the interval . That is
when and when .
Define a function

. Now, and by chain rule, we obtain

th
by the continuity of the partial derivatives upto
order
Continuing in this way,

and

By Maclaurin’s theorem,

where

Put , we obtain

………………

where

and

Putting the above expressions in (3), we obtain


where

……
Hence the theorem
Note 1: Substituting . Then
and and Taylor’s theorem becomes

Where ,
….
Note 2: For , we get the linear polynomial approximation
to as

where the partial derivatives are evaluated at .


Note 3: For , we get the second degree (quadratic)
polynomial approximation to as
where the partial derivatives are evaluated at .
Note 4: For , we get the third degree (cubic) polynomial
approximation to as

where the partial derivatives are evaluated at .


Note 5: If we set in (4), we obtain the
Maclaurin’s theorem for functions of two variables as

where ..

Note 6: When , we obtain the Taylor’s series or


Taylor’s expansion of about the point from (1)
and the Maclaurin’s series expansion of about the origin
from (6).
Note 7: Taylor’s theorem can be extended to functions of more
than two variables.

Estimation of error
Since the value of or the point in the error term
(given in (5)) is not known, the evaluation the error term exactly,
is not possible. However, we can find a bound of the error term
in a given rectangular region

While estimating, we assume that all the partial derivatives of


the required order are continuous throughout this rectangular
region .

Estimation of error term for linear approximation


For , i.e., for linear approximation, the error term is given
by

where the partial derivatives are evaluated at the


point .
Now,

where for all

This value of| |is called the maximum absolute error in the
linear approximation of about the point .

Estimation of error term for quadratic approximation


For , i.e., for quadratic approximation, the error term is
given by

where the partial derivatives are evaluated at the point


.

Now,
where for all

This value of is the maximum absolute error in the quadratic


approximation of about the point .

Example 1: Expand
in Taylor series of maximum order about the point .
Solution: Notice that all the third order partial derivatives of
are zero, the maximum order of the Taylor series
expansion of about the point is two. We have,

Now, ,
Example 2: Expand at

Solution:
;
;
;
;

;
;

By Taylors expansion,
Example 3: Find the linear and quadratic Taylor series
polynomial approximations to the function

about the point Obtain the maximum absolute error in


the region and
Solution: We have
;
;
;
;
;

;
, , ,

The linear approximation is given by

Maximum absolute error in the linear approximation is given by

where

, where

in
The quadratic approximation is given by

The maximum absolute error in the quadratic approximation is

where in R

Note: The error decreases as the order of the approximation


increases.
IP1.
Use Taylor’s formula for at the origin to
find Quadratic and Cubic polynomial approximations of near
the origin
Solution:
Given that

Now, the Quadratic polynomial approximation is given by

The Cubic polynomial approximation is given by


quadratic
IP2.

Expand in powers of and .

Solution:
Notice that all the third order partial derivatives of are
zero, the maximum order of the Taylor series expansion of
about the point is two. We have,

Now,
;
;
;

;
;
;

;
IP3.

If , compute an approximate value of

Solution:
Given . We expand about the
point .

By Taylor’s expansion, we have


IP4.
Use Taylor’s formula to find a quadratic approximation of
at the origin. Estimate the error in the
approximation if and .
Solution:
Given

By Taylor’s expansion, we have

is the quadratic approximation.


Now,

Since and

Thus, in
P1.
Use Taylor’s formula for at the origin to
find Quadratic and Cubic polynomial approximations of near
the origin.
P1.
Use Taylor’s formula for at the origin to
find Quadratic and Cubic polynomial approximations of near
the origin.
Solution:
Given that

Now, the Quadratic polynomial approximation is given by

The Cubic polynomial approximation is given by


quadratic
P2.

Use Taylor’s theorem to expand in


powers of and
P2.

Use Taylor’s theorem to expand in


powers of and

Solution:
Notice that all the third order partial derivatives of are
zero, the maximum order of the Taylor series expansion of
about the point is two. We have,

Now,
P3.
Expand in powers of and upto the third
degree terms.
P3.
Expand in powers of and upto the third
degree terms.

Solution:
Given . We expand about the point
;
;
;

;
;

;
;
By Taylor’s expansion, we have
P4.
Use Taylor’s formula to find a quadratic approximation of
at the origin. Estimate the error in the
approximation if and .
P4.
Use Taylor’s formula to find a quadratic approximation of
at the origin. Estimate the error in the
approximation if and .
Solution:
Given

By Taylor’s expansion, we have

is the quadratic approximation.

Since all partial derivatives of are products of sines and


cosines, the absolute value of third order derivatives is less
than or equal to 1.
Thus, in
3.8. Taylor’s Expansion
EXERCISES:
I. Use Taylor’s formula for ƒ(x, y) at the origin to find
quadratic and cubic approximations of ƒ near the origin.

a)
b)
c)
d)
e)
f)
g)

h)

Answers:
a) Quadratic approximation:
Cubic approximation:
b) Quadratic approximation:
Cubic approximation:
c) Quadratic approximation:
Cubic approximation:
d) Quadratic approximation:
Cubic approximation:

e) Quadratic approximation:
Cubic approximation:
f) Quadratic approximation:
Cubic approximation:
g) Quadratic approximation:
Cubic approximation:

h) Quadratic approximation:

Cubic approximation:

II.
1. The function is approximated by a
first degree Taylor’s polynomial about the point .
Find a square with center at
such that the error of approximation is less than or
equal to in magnitude for all points within this square.
2. If , find an approximation value of
using the Taylor’s series (i)linear approximation
(ii) Quadratic approximation

3. Obtain the Taylor’s series expansion of the maximum order


for the function about
the point

4. Obtain the Taylor’s linear approximation to the function


about the point
. Find the maximum error in the region
.

5. Obtain the Taylor’s quadratic approximation to the function


about the point . Find the maximum
error in the region .

6. Expand in Taylor’s series upto first


order terms about the point . Find the maximum error
in the region ,
7. Expand in Taylor’s series upto
first order terms about the point . Find the maximum
error in the region ,

Answers:
1.
2. Linear approximation:
Quadratic approximation:
3.
4.
5.

6.

7.
3.9
Maxima and Minima
Learning objectives:
 To define local extrema of functions of two variables
 To state second derivative test for local extreme values.
AND
 To practice the related problems
Maxima and Minima
Continuous functions of two variables attain extreme values on
closed and bounded domains. In this module the search for
these extreme values is narrowed to the behaviour of the first
order partial derivatives of the function. A function of two
variables can assume extreme values only at the boundary
points or interior points of its domain, where both of its first
order partial derivatives are zero or where one or both of its
first order partial derivatives fails to exist. However, the
vanishing of the first order partial derivatives at an interior
point of the domain does not always signal the presence of an
extreme value.

Local maximum and local minimum


Let 𝑓 𝑥, 𝑦 be a function defined on a region 𝑅 containing the
point 𝑎, 𝑏 .
i) We say that 𝑓 𝑎, 𝑏 is a local (relative) maximum value
of 𝑓 if 𝑓 𝑎, 𝑏 ≥ 𝑓 𝑥, 𝑦 for all domain points 𝑥, 𝑦 in an
open disk centered at 𝑎, 𝑏 .
ii) We say that 𝑓 𝑎, 𝑏 is a local (relative) minimum value
of 𝑓 if 𝑓 𝑎, 𝑏 ≤ 𝑓 𝑥, 𝑦 for all domain points 𝑥, 𝑦 in an
open disk centered at 𝑎, 𝑏 .
The points at which local maximum/minimum values of the
function occur are also called points of extrema and the local
maximum/minimum values taken together are called the
extreme values of the function.
As with functions of a single real variable, the key to identifying
the local extrema is a first derivative test.

Theorem1: First derivative test for local extreme values


If 𝒇 𝒙, 𝒚 has local maximum or local minimum value at an
interior point 𝒂, 𝒃 of its domain and if the first order partial
derivatives exist there, then 𝒇𝒙 𝒂, 𝒃 = 𝟎 and 𝒇𝒚 𝒂, 𝒃 = 𝟎.
Proof: Suppose that the first order partial derivatives exist at
the point 𝑎, 𝑏 . If 𝑓 has a local extremum at 𝑎, 𝑏 , then the
function 𝑔 𝑥 = 𝑓 𝑥, 𝑏 has a local extremum at 𝑥 = 𝑎. By the
first derivative test for local extremum of a function a single
𝑑
variable, 𝑔′ 𝑎 = 0, i.e., 0 = 𝑔′ 𝑎 = 𝑑𝑥 𝑓 𝑥, 𝑏 = 𝑓𝑥 𝑎, 𝑏
𝑥=𝑎

A similar argument proves 𝑓𝑦 𝑎, 𝑏 = 0. Hence the theorem

Critical point
An interior point of the domain of a function 𝑓 𝑥, 𝑦 where both
𝑓𝑥 and 𝑓𝑦 are zero or where one or both of 𝑓𝑥 and 𝑓𝑦 do not exist
is a critical (stationary) point of 𝑓.
Note (1): By Theorem1, the only points where a function
𝑓 𝑥, 𝑦 can have extreme values are critical points and
boundary points.
Note (2): As with differentiable functions of a single variable,
not every critical point gives rise to a local extremum. A
differentiable function of a single variable might have a point of
inflection. A differentiable function of two variables might have
a saddle point.

Saddle point
A differentiable function 𝑓 𝑥, 𝑦 has a saddle point at a critical
point 𝑎, 𝑏 if every open disk centered at 𝑎, 𝑏 conains domain
points 𝑥1 , 𝑦1 and 𝑥2 , 𝑦2 such that 𝑓 𝑥1 , 𝑦1 > 𝑓 𝑎, 𝑏 and
𝑓 𝑥2 , 𝑦2 < 𝑓 𝑎, 𝑏 . The corresponding point 𝑎, 𝑏, 𝑓 𝑎, 𝑏 on
the surface 𝑧 = 𝑓 𝑥, 𝑦 is called a saddle point of the surface.

Example1: Find the local extreme values of 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑦 2 .


Solution: The domain of 𝑓 is 𝑹2 . Notice that there are no
boundary points. Further, the first order partial derivatives
𝑓𝑥 = 2𝑥, 𝑓𝑦 = 2𝑦 exist everywhere. Thus, the local extreme
values can occur only where
𝑓𝑥 = 2𝑥 = 0 and 𝑓𝑦 = 2𝑦 = 0

i.e., only at the origin 0,0 . At the origin 𝑓 is 0 and it is the


local minimum value since, 𝑓 is never negative.
Example2: Identifying a saddle point
Find the local extreme values, if any, of 𝑓 𝑥, 𝑦 = 𝑦 2 − 𝑥 2 .
Solution: The domain of 𝑓 is 𝑹2 (and so there are no boundary
points). Further, the first order partial derivatives 𝑓𝑥 = −2𝑥,
𝑓𝑦 = 2𝑦 exist everywhere. Thus, the local extreme values can
occur only at the origin 0,0 and 𝑓 0,0 = 0. Notice that
𝑓 𝑥, 0 = −𝑥 2 < 0 along the positive 𝑥-axis and
𝑓 0, 𝑦 = 𝑦 2 > 0 along the positive 𝑦-axis
This shows that every open disk centered at 0,0 contains
points 𝑐, 0 and 𝑑, 0 , 𝑐 ≠ 0, 𝑑 ≠ 0 such that
𝑓 𝑐, 0 < 𝑓 0,0 and 𝑓 𝑑, 0 > 𝑓 0,0 .
Thus, the function 𝑓has the saddle point at 0,0 .The function has
no local extreme values (although 0,0 is a critical point of 𝑓).

Theorem2: Second derivative test for local extreme values


Suppose that 𝒇 𝒙, 𝒚 and its first and second order partial
derivatives are continuous throughout a disk centered at
𝒂, 𝒃 and that
𝒇𝒙 𝒂, 𝒃 = 𝟎 = 𝒇𝒚 𝒂, 𝒃

Then
(i) 𝒇 has a local maximum at 𝒂, 𝒃 if
𝒇𝒙𝒙 < 0 and 𝒇𝒙𝒙 𝒇𝒚𝒚 − 𝒇𝒙𝒚 𝟐 > 0 at 𝒂, 𝒃
(ii) 𝒇 has a local minimum at 𝒂, 𝒃 if
𝒇𝒙𝒙 > 0 and 𝒇𝒙𝒙 𝒇𝒚𝒚 − 𝒇𝒙𝒚 𝟐 > 0 at 𝒂, 𝒃
(iii) 𝒇 has a saddle point at 𝒂, 𝒃 if 𝒇𝒙𝒙 𝒇𝒚𝒚 − 𝒇𝒙𝒚 𝟐 < 0 at
𝒂, 𝒃
(iv) The test is inconclusive at 𝒂, 𝒃 if 𝒇𝒙𝒙 𝒇𝒚𝒚 − 𝒇𝒙𝒚 𝟐 = 𝟎
at 𝒂, 𝒃
In case (iv) we have to find some other way to determine the
behavior of 𝑓 at 𝑎, 𝑏 .

The expression 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 is called the discriminant or


Hessian of 𝑓. It is easier to remember in determinant form:
𝑓𝑥𝑥 𝑓𝑥𝑦
𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 =
𝑓𝑥𝑦 𝑓𝑦𝑦

Example 3: Find the local extreme values of the function


𝑓 𝑥, 𝑦 = 𝑥𝑦 − 𝑥 2 − 𝑦 2 − 2𝑥 − 2𝑦 + 4
Solution:
The domain of 𝑓 𝑥, 𝑦 is 𝑅2 and it has no boundary points. The
critical points are given by
𝑓𝑥 = 𝑦 − 2𝑥 − 2 = 0, 𝑓𝑦 = 𝑥 − 2𝑦 − 2 = 0

i.e., 𝑥, 𝑦 = −2, −2 . Therefore, −2, −2 is the only point


where 𝑓 may have extreme value. Now,
𝑓𝑥𝑥 = −2, 𝑓𝑥𝑦 = 1, 𝑓𝑦𝑦 = −2

The discriminant of 𝑓 at −2, −2

𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 = −2 −2 − 1 = 3

We see that 𝑓𝑥𝑥 < 0 and 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 > 0 at (−2, −2).

Therefore, by the second derivative test for local extreme


values, 𝑓 has a local maximum at −2, −2 . The local
maximum values is 𝑓 −2, −2 = 8

Example 4: Find the local extreme values of 𝑓 𝑥, 𝑦 = 𝑥𝑦


Solution: Since 𝑓 𝑥, 𝑦 is differentiable every where, it can
assume extreme values only at the critical points. That is, the
points where 𝑓𝑥 = 𝑦 = 0 and 𝑓𝑦 = 𝑥 = 0. This shows that 0,0
is the only point where 𝑓 might have an extreme value. We see
that
𝑓𝑥𝑥 = 0, 𝑓𝑦𝑦 = 0 and 𝑓𝑥𝑦 = 1

and the discriminant 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 = −1 < 0 𝑎𝑡 (0,0) and


this shows that 𝑓 𝑥, 𝑦 has a saddle point at (0,0) and 𝑓 𝑥, 𝑦
has no local extreme values.

Example 5: Find the local extreme values of the function


𝑓 𝑥, 𝑦 = 2 𝑥 2 − 𝑦 2 − 𝑥 4 + 𝑦 4
Solution: We have
𝑓𝑥 = 4𝑥 − 4𝑥 3 = 4𝑥 1 − 𝑥 2 = 0 𝑜𝑟 𝑥 = 0, ±1
𝑓𝑦 = −4𝑦 + 4𝑦 3 = −4𝑦 1 − 𝑦 2 = 0 𝑜𝑟 𝑦 = 0, ±1

The critical points of 𝑓 𝑥, 𝑦 are 0,0 , 0, ±1 , ±1, 0 ,


±1, ±1
We see that 𝑓𝑥𝑥 = 4 − 12𝑥 2 , 𝑓𝑥𝑦 = 0 , 𝑓𝑦𝑦 = −4 + 12𝑦 2 and
the discriminant is 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 = −16 1 − 3𝑥 2 1 − 3𝑦 2

(i) At 0, ±1 , we have 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 = 32 > 0 and


𝑓𝑥𝑥 = 4 > 0
Therefore, by the second derivative test, f has local minimum at
0, ±1 and the local minimum value is 𝑓 0, ±1 = −1

(ii) At ±1, 0 , we have 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 = 32 > 0 and


𝑓𝑥𝑥 = −8 < 0
Therefore, by the second derivative test, f has local maximum
at ±1, 0 and local maximum values is 𝑓 ±1, 0 = 1

(iii) At 0, 0 , we have 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 = −16 < 0

and at ±1, ±1 , we have 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 = −64 < 0

Therefore, by the second derivative test, 𝑓 has saddle points at


0, 0 , ±1, ±1 .
Thus, 𝑓 has no local extrema at 0, 0 , ±1, ±1 .
Absolute maxima and minima on closed and bounded
regions:
Let 𝑓 𝑥, 𝑦 be a continuous function on a closed and bounded
region 𝑅. The function 𝑓 𝑥, 𝑦 may also attain its minimum or
maximum values on the boundary of the region R. The largest
and the smallest values attained by 𝑓 𝑥, 𝑦 over the entire region
including the boundary are called absolute (global) maximum
and absolute (global) minimum values respectively.
We organize the search for the absolute extrema of 𝑓 𝑥, 𝑦 on R
into three steps.
1. List the interior points of R(i.e. the critical points of 𝑓) where
𝑓 may have local extrema and evaluate f at these points.
2. List boundary points of R where 𝑓 has local extrema and
evaluate f at these points.
3. Look through the lists for the maximum and minimum values
of 𝑓. These will be the absolute maximum and absolute
minimum of 𝑓 on R.

Example 6: Find the absolute maximum and minimum values


of 𝑓 𝑥, 𝑦 = 4𝑥 2 + 9𝑦 2 − 8𝑥 − 12𝑦 + 4 over the rectangle in
the first quadrant by the lines 𝑥 = 2, 𝑦 = 3 and the coordinate
axes.
Solution: The function can attain maximum/minimum values at
the critical points or on the boundary of the rectangle 𝑂𝐴𝐵𝐶.

(a) Interior points:


We have 𝑓𝑥 = 8𝑥 − 8 = 0, 𝑓𝑦 = 18𝑦 − 12 = 0. The critical
2
point is 1, 3 . Now, 𝑓𝑥𝑥 = 8, 𝑓𝑥𝑦 = 0, 𝑓𝑦𝑦 = 18
2
The discriminant at the point 1, is 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 = 144 > 0
3
2
and 𝑓𝑥𝑥 1, 3 = 8 > 0. By second derivative test 𝑓 has a local
2 2
minimum at 1, 3 .The local minimum value is 𝑓 1, 3 = −4.

(b) Boundary points:


i) On the boundary line 𝑂𝐴, 𝑦 = 0 and
𝑓 𝑥, 𝑦 = 𝑓 𝑥, 0 = 𝑔 𝑥 = 4𝑥 2 − 8𝑥 + 4, a function of 𝑥 on
the closed interval 0 ≤ 𝑥 ≤ 2.
Setting 𝑔′ 𝑥 = 0, we get 8𝑥 − 8 = 0, i.e., 𝑥 = 1. Now,
𝑔′′ 𝑥 = 8 > 0 (𝑎𝑡 𝑥 = 1). By second derivative test (for
functions of one variable), 𝑔 has minimum at 𝑥 = 1. The
minimum value is 𝑔 1 = 𝑓 1, 0 = 0. The extreme values of
𝑔 may occur at the end points
𝑥 = 0, where 𝑔 0 = 𝑓 0, 0 = 4
𝑥 = 2, where 𝑔 2 = 𝑓 2, 0 = 4
ii) On the boundary line 𝐴𝐵 , 𝑥 = 2 and
𝑓 𝑥, 𝑦 = 𝑓 2, 𝑦 = 𝑕(𝑦) = 9𝑦 2 − 12𝑦 + 4, a function of 𝑦
on the closed interval 0 ≤ 𝑦 ≤ 3.
2
Setting 𝑕′ 𝑦 = 0, we get 18𝑦 − 12 = 0, i.e., 𝑦 = 3.
2
Now, 𝑕′′ 𝑦 = 18 > 0 (at 𝑦 = 3) . By second derivative test
2
(for functions of one variable), 𝑕 has minimum at 𝑦 = 3. The
2 2
minimum value is 𝑕 = 𝑓 2, 3 = 0. The extreme values of
3
𝑕 may occur at the end points
𝑦 = 0, where 𝑕 0 = 𝑓 2, 0 = 4
𝑦 = 3, where 𝑕 3 = 𝑓 2, 3 = 49
iii) On the boundary line 𝐶𝐵 , 𝑦 = 3 and
𝑓 𝑥, 𝑦 = 𝑓 𝑥, 3 = 4𝑥 2 − 8𝑥 + 49 = 𝑔(𝑥) (say) a function of
𝑥 on the closed interval 0 ≤ 𝑥 ≤ 2.
Setting 𝑔′ 𝑥 = 0, we get 8𝑥 − 8 = 0, i.e., 𝑥 = 1. Now,
𝑔′′ 𝑥 = 8 > 0 (at 𝑥 = 1). By second derivative test (for
functions of one variable), 𝑔 has minimum at 𝑥 = 1. The
minimum value is 𝑔 1 = 𝑓 3,1 = 45. The extreme values
of 𝑔 may occur at the end points
𝑥 = 0, where 𝑔 0 = 𝑓 0, 3 = 49
𝑥 = 3, where 𝑔 2 = 𝑓 2, 3 = 49 = 𝑕(3)
iv)On the boundary line 𝑂𝐶, 𝑥 = 0 and
𝑓 𝑥, 𝑦 = 𝑓 0, 𝑦 = 9𝑦 2 − 12𝑦 + 4,
which is the same case as for 𝑥 = 2

Summary:
We list all the extreme values:
−4, 1, 4, 0, 4, 49, 45, 49, 49
The absolute maximum value is 49, and it occurs at the points
(0, 3) and (2, 3). The absolute minimum value is −4 and it occurs
2
at 1, 3 .
IP1:
A rectangular box, open at the top, is to have a volume of 𝟑𝟐
cubic feet. What must be the dimensions so that total surface
is a minimum?

Solution:
If 𝑥, 𝑦 and 𝑧 are the edges of the rectangular box, then
i) Volume of box = V = 𝑥𝑦𝑧 = 32
ii) Surface area of box = 𝑆 = 𝑥𝑦 + 2𝑦𝑧 + 2𝑥𝑧
32 64 64
or, since 𝑧 = 𝑥𝑦 from (i), 𝑆 = 𝑥𝑦 + +
𝑥 𝑦

𝜕𝑆 64
= 𝑦 − 𝑥 2 = 0 ⟹ 𝑥 2 𝑦 = 64 …… (iii)
𝜕𝑥
𝜕𝑆 64
= 𝑥 − 𝑦 2 = 0 ⟹ 𝑥𝑦 2 = 64 …... (iv)
𝜕𝑦

Dividing equations (iii) and (iv), we obtain 𝑦 = 𝑥 so that


𝑥 3 = 64 or 𝑥 = 𝑦 = 4 and 𝑧 = 2.
2 128 128
For 𝑥 = 𝑦 = 4, ∆= 𝑆𝑥𝑥 𝑆𝑦𝑦 − 𝑆𝑥𝑦 = −1>0
𝑥3 𝑦3
128
and 𝑆𝑥𝑥 = > 0. By second derivative test, 𝑆 is minimum.
𝑥3

Hence, when 𝑥 = 𝑦 = 4 , the dimensions 𝑥 = 4 𝑓𝑡 , = 4 𝑓𝑡 ,


𝑧 = 2 𝑓𝑡 gives the minimum surface of the rectangular box.
IP2.

Find the minimum value of 𝒙𝟐 +𝒚𝟐 + 𝒛𝟐 given that 𝒙𝒚𝒛 = 𝒂𝟑

Solution:
Let 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 +𝑦 2 + 𝑧 2 …… 1
3 𝑎3
Given that 𝑥𝑦𝑧 = 𝑎 ⟹ 𝑧 = 𝑥𝑦

Substituting in 1 , we get
2 2 𝑎6
𝑓 = 𝑥 + 𝑦 + 𝑥 2𝑦 2

𝜕𝑓 2𝑎 6 𝜕𝑓 2𝑎 6
We have = 2𝑥 − 𝑥 3 𝑦 2 and = 2𝑦 − 𝑥 2 𝑦 3
𝜕𝑥 𝜕𝑦

𝜕𝑓 𝜕𝑓
= 0 and 𝜕𝑦 = 0 ⟹ 𝑥 = 𝑦 = 𝑎
𝜕𝑥

𝜕2𝑓 6𝑎 6 𝜕2𝑓 4𝑎 6 𝜕2𝑓 6𝑎 6


𝑟 = 𝜕𝑥 2 = 2 + 𝑥 3 𝑦 3 , 𝑠 = 𝜕𝑥𝜕𝑦 = 𝑥 3 𝑦 3 , 𝑡 = 𝜕𝑦 2 = 2 + 𝑥 2 𝑦 4

At 𝑎, 𝑎 , 𝑟𝑡 − 𝑠 2 = 64 − 16 = 48 > 0 also 𝑟 > 0


Therefore, 𝑓 is minimum at 𝑎, 𝑎 (by second derivative test).
𝑎6
The minimum value is = 𝑎 + 𝑎 + 𝑎 2 .𝑎 2 = 3𝑎2
2 2
IP3:
Examine local minimum and local maximum values of the
function 𝒇 𝒙, 𝒚 = 𝒔𝒊𝒏𝒙 + 𝒔𝒊𝒏𝒚 + 𝒔𝒊𝒏 𝒙 + 𝒚

Solution:
Given that 𝑓 𝑥, 𝑦 = 𝑠𝑖𝑛𝑥 + 𝑠𝑖𝑛𝑦 + 𝑠𝑖𝑛 𝑥 + 𝑦
𝑓𝑥 = 𝑐𝑜𝑠𝑥 + 𝑐𝑜𝑠 𝑥 + 𝑦 , 𝑓𝑦 = 𝑐𝑜𝑠𝑦 + 𝑐𝑜𝑠 𝑥 + 𝑦

𝑟 = 𝑓𝑥𝑥 = −𝑠𝑖𝑛𝑥 − 𝑠𝑖𝑛 𝑥 + 𝑦 ,


𝑠 = 𝑓𝑥𝑦 = −𝑠𝑖𝑛 𝑥 + 𝑦

𝑡 = 𝑓𝑦𝑦 = −𝑠𝑖𝑛𝑦 − 𝑠𝑖𝑛 𝑥 + 𝑦

Now, 𝑓𝑥 = 0 and 𝑓𝑦 = 0

⇒ 𝑐𝑜𝑠𝑥 + 𝑐𝑜𝑠 𝑥 + 𝑦 = 0 ……. (1)


𝑐𝑜𝑠𝑦 + 𝑐𝑜𝑠 𝑥 + 𝑦 = 0 ……. (2)
Subtracting (2) from (1), we get
𝑐𝑜𝑠𝑥 − 𝑐𝑜𝑠𝑦 = 0 ⇒ 𝑐𝑜𝑠𝑥 = 𝑐𝑜𝑠𝑦 ⇒ 𝑥 = 𝑦
From (1), 𝑐𝑜𝑠𝑥 + 𝑐𝑜𝑠2𝑥 = 0
𝜋
⇒ 𝑐𝑜𝑠2𝑥 = −𝑐𝑜𝑠𝑥 = 𝑐𝑜𝑠 𝜋 − 𝑥 ⇒ 2𝑥 = 𝜋 − 𝑥 ⇒ 𝑥 =
3
𝜋
∴𝑥=𝑦= is a stationary point
3
𝜋 𝜋 3 3 3 3
At , , 𝑟=− − =− < 0, 𝑠 = , 𝑡=− 3
3 3 2 2 2 2
3 9
∴ 𝑟𝑡 − 𝑠 2 = 3 − 4 = 4 > 0, also 𝑟 < 0
𝜋 𝜋
∴ 𝑓(𝑥, 𝑦) has local maximum at , (by second derivative test).
3 3

𝜋 𝜋 𝜋 𝜋 2𝜋
Local maximum value = 𝑓 , = 𝑠𝑖𝑛 3 + 𝑠𝑖𝑛 3 + 𝑠𝑖𝑛
3 3 3

3 3 3 3 3
= + + =
2 2 2 2
IP4.
Find the absolute maximum and minimum values of the
function 𝒇 𝒙, 𝒚 = 𝟐 + 𝟐𝒙 + 𝟐𝒚 − 𝒙𝟐 − 𝒚𝟐 on the triangular
region in the first quadrant bounded by the lines𝒙 = 𝟎, 𝒚 = 𝟎,
𝒚=𝟗−𝒙

Solution:
Since 𝑓 is differentiable, the only points where 𝑓 can assume
these values are points inside the triangle where 𝑓𝑥 = 0, 𝑓𝑦 = 0
and points on the boundary.

(a) Interior points :


We have 𝑓𝑥 = 2 − 2𝑥 = 0 , 𝑓𝑦 = 2 − 2𝑦 = 0, yielding the
critical point 𝑥, 𝑦 = 1,1 . Now, 𝑟 = 𝑓𝑥𝑥 = −2, 𝑠 = 𝑓𝑥𝑦 = 0,

𝑡 = 𝑓𝑦𝑦 = −2.
At (1, 1), 𝑟𝑡 − 𝑠 2 = 4 > 0 and 𝑟 > 0. Therefore, 𝑓 attains local
minimum at (1, 1) and the local minimum value is 𝑓 1, 1 = 4
(b) Boundary points:
We take the triangle one side at a time:
i) On the segment 𝑂𝐴, 𝑦 = 0.
The function 𝑓 𝑥, 𝑦 = 𝑓 𝑥, 0 = 2 + 2𝑥 − 𝑥 2 , may now be
regarded as a function of 𝑥 defined on the closed interval
0 ≤ 𝑥 ≤ 9. Its extreme values may occur at the end points
𝑥 = 0 where 𝑓 0,0 = 2
𝑥 = 9 where 𝑓 9,0 = 2 + 18 − 81 = −61
and at the interior points where 𝑓 ′ 𝑥, 0 = 2 − 2𝑥 = 0. The
only interior point where 𝑓 ′ 𝑥, 0 = 0 is 𝑥 = 1, where
𝑓 ′′ 𝑥, 0 = −2 < 0. Therefore, 𝑓 has local maximum at (1, 0)
and the value is 𝑓 1,0 = 3
ii) On the segment 𝑂𝐵, 𝑥 = 0 and
𝑓 𝑥, 𝑦 = 𝑓 0, 𝑦 = 2 + 2𝑦 − 𝑦 2
We know from the symmetry of 𝑓 in 𝑥 and 𝑦 from the analysis
we just carried out that the candidates on this segments are
𝑓 0,0 = 2 , 𝑓 0,9 = −61 , 𝑓 0,1 = 3
iii)We have already accounted for the values of 𝑓 at the end
points of 𝐴𝐵, so we need only look at the interior points of
𝐴𝐵 . with 𝑦 = 9 − 𝑥, we have
𝑓 𝑥, 𝑦 = 2 + 2𝑥 + 2 9 − 𝑥 − 𝑥 2 − 9 − 𝑥 2
= −61 + 18𝑥 − 2𝑥 2
18 9
Setting 𝑓 ′ 𝑥, 9 − 𝑥 = 18 − 4𝑥 = 0 gives 𝑥 = = 2 and
4
′′
𝑓 𝑥, 9 − 𝑥 = −4 < 0. The local maximum is attained at
9
𝑥 = 2 and at this value of 𝑥,
9 9 9 9 41
𝑦 = 9 − 2 = 2 and 𝑓 𝑥, 𝑦 = 𝑓 , = −
2 2 4

Summary:
We list all the extreme values:
41
4 , 2 , −61 , 3 , − .
2

The absolute maximum is 4, which 𝑓 assumes at 1,1 . The


absolute minimum is −61 which 𝑓 assumes at 0,9 and 9,0
P1:
Find the relative maxima and minima of

𝒇 𝒙, 𝒚 = 𝒙𝟑 + 𝒚𝟑 − 𝟑𝒙 − 𝟏𝟐𝒚 + 𝟐𝟎.
P1:
Find the relative maxima and minima of

𝒇 𝒙, 𝒚 = 𝒙𝟑 + 𝒚𝟑 − 𝟑𝒙 − 𝟏𝟐𝒚 + 𝟐𝟎.

Solution:
Given 𝑓 𝑥 = 𝑥 3 + 𝑦 3 − 3𝑥 − 12𝑦 + 20
Now, 𝑓𝑥 = 3𝑥 2 − 3 = 0 ⟹ 𝑥 = ±1 and
𝑓𝑦 = 3𝑦 2 − 12 = 0 ⟹ 𝑥 = ±2

The critical points are 𝑃 1, 2 , 𝑄 −1, 2 , 𝑅 1, −2 , 𝑆 −1, −2


2
𝑓𝑥𝑥 = 6𝑥, 𝑓𝑦𝑦 = 6𝑦, 𝑓𝑥𝑦 = 0. Then ∆= 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 = 36𝑥𝑦

At 𝑃 1, 2 , ∆ > 0 and 𝑓𝑥𝑥 > 0. By second derivative test, 𝑓 has


a local minimum at the point 𝑃(1, 2). The local minimum value
is 𝑓 1, 2 = 2
At 𝑄 −1, 2 , ∆ < 0 and so 𝑄 is a saddle point.
At 𝑅 1, −2 , ∆ < 0 and so 𝑅 is a saddle point.
At 𝑆 −1, − 2 , ∆ > 0 and 𝑓𝑥𝑥 < 0. By second derivative test, 𝑓
has a local maximum at 𝑆(−1, −2). The local maximum value
is 𝑓 −1, −2 = 38.
P2.
Discuss the local maxima and local minima of the function

𝒇 𝒙, 𝒚 = 𝒙𝟑 𝒚𝟐 𝟏 − 𝒙 − 𝒚
P2.
Discuss the local maxima and local minima of the function

𝒇 𝒙, 𝒚 = 𝒙𝟑 𝒚𝟐 𝟏 − 𝒙 − 𝒚

Solution:
We have 𝑓𝑥 = 3𝑥 2 𝑦 2 − 4𝑥 3 𝑦 2 − 3𝑥 2 𝑦 3 ;
𝑓𝑦 = 2𝑥 3 𝑦 − 2𝑥 4 𝑦 − 3𝑥 3 𝑦 2 and

𝑟 = 𝑓𝑥𝑥 = 6𝑥𝑦 2 − 12𝑥 2 𝑦 2 − 6𝑥𝑦 3 = 6𝑥𝑦 2 1 − 2𝑥 − 3𝑦


𝑠 = 𝑓𝑥𝑦 = 6𝑥 2 𝑦 − 8𝑥 3 𝑦 − 9𝑥 2 𝑦 2 = 𝑥 2 𝑦 6 − 8𝑥 − 9𝑦

𝑡 = 𝑓𝑦𝑦 = 2𝑥 3 − 2𝑥 4 − 6𝑥 3 𝑦 = 2𝑥 3 1 − 𝑥 − 3𝑦

When 𝑓𝑥 = 0 , 𝑓𝑦 = 0, we have

𝑥 2 𝑦 2 3 − 4𝑥 − 3𝑦 = 0 ….. (1)
𝑥 3 𝑦 2 − 2𝑥 − 3𝑦 = 0 ….. (2)
1 1
Solving (1) and (2), the stationary points are , , 0,0 . Now,
2 3

𝑟𝑡 − 𝑠 2 = 𝑥 4 𝑦 2 12 1 − 2𝑥 − 𝑦 1 − 𝑥 − 3𝑦 − 6 − 8𝑥 − 9𝑦 2

1 1
At the point , , we have
2 3

1 1 1 1
𝑟𝑡 − 𝑠 2 = 12 1 − 1 − 3 1−2−1 − 6−4−3 2
16 9
1
= 14 > 0
1 1 2 1 1 1 1
Also, 𝑟 = 6 . − 4 . 9 − 2 . 27 = − 9 < 0
2 9
1 1
Hence, 𝑓(𝑥, 𝑦) has local maximum at , (by second
2 3
derivative test).
1 1 1 1 1 1 1
The local maximum value is 𝑓 , = 8 . 9 1 − 2 − 3 = 432
2 3

At 0,0 , 𝑟𝑡 − 𝑠 2 = 0. Therefore, we need further investigation.


For the points along the line 𝑦 = 𝑥, 𝑓 𝑥, 𝑦 = 𝑥 5 1 − 2𝑥
which is positive for 𝑥 = 0.1 and negative for 𝑥 = −0.1, 𝑖. 𝑒., in
the neighborhood of 0,0 , there are the points where
𝑓 𝑥, 𝑦 > 𝑓(0,0) and there are points where 𝑓 𝑥, 𝑦 < 𝑓(0,0).
Hence 𝑓(0,0) is not an extreme value.
P3:
Find the local maximum and local minimum values of the
function 𝒇 𝒙, 𝒚 = 𝒙𝟑 + 𝒚𝟑 − 𝟑𝒂𝒙𝒚.
P3:
Find the local maximum and local minimum values of the
function 𝒇 𝒙, 𝒚 = 𝒙𝟑 + 𝒚𝟑 − 𝟑𝒂𝒙𝒚.

Solution:
Given that 𝑓 𝑥, 𝑦 = 𝑥 3 + 𝑦 3 − 3𝑎𝑥𝑦
𝜕𝑓 𝜕𝑓
= 3𝑥 2 − 3𝑎𝑦 and = 3𝑦 2 − 3𝑎𝑥
𝜕𝑥 𝜕𝑦

𝜕𝑓 𝜕𝑓
For stationary points 𝜕𝑥 = 0 and 𝜕𝑦 = 0, which gives 𝑥 2 = 𝑎𝑦
and 𝑦 2 = 𝑎𝑥 .
Thus, the stationary points are 0, 0 and 𝑎, 𝑎
𝜕2𝑓 𝜕2𝑓 𝜕2𝑓
Now, 𝑟 = 𝜕𝑥 2 = 6𝑥, 𝑠 = 𝜕𝑥𝜕𝑦 = −3𝑎 and 𝑡 = 𝜕𝑦 2 = 6𝑦.

At 0, 0 , 𝑟𝑡 − 𝑠 2 = 0 − 9𝑎2 < 0. Therefore, the point 0, 0 is


a saddle point.
At 0, 0 , 𝑓 𝑥, 𝑦 is neither maximum nor minimum
At 𝑎, 𝑎 , we have 𝑟𝑡 − 𝑠 2 = 36 𝑎 2 − 9𝑎2 = 27 𝑎2 (> 0)
Now the sign of 𝑟 decides the existence of maxima or minima at
the point 𝑎, 𝑎 , since 𝑟 = 6𝑎 at 𝑎, 𝑎 .
If 𝑎 > 0 then 𝑟 > 0 and so 𝑓 has local minimum at 𝑎, 𝑎 .
The minimum value of 𝑓 is 𝑎3 + 𝑎 3 − 3𝑎3 = −𝑎3
If 𝑎 < 0 then 𝑟 < 0 and so 𝑓 has local maximum at 𝑎, 𝑎 .
The maximum value of 𝑓 is 𝑎3 + 𝑎3 − 3𝑎3 = −𝑎3 .
P4.
Find the absolute maximum and minimum values of the
function 𝒇 𝒙, 𝒚 = 𝟑𝒙𝟐 + 𝒚𝟐 − 𝒙 over the region 𝟐𝒙𝟐 + 𝒚𝟐 ≤ 𝟏
P4.
Find the absolute maximum and minimum values of the
function 𝒇 𝒙, 𝒚 = 𝟑𝒙𝟐 + 𝒚𝟐 − 𝒙 over the region 𝟐𝒙𝟐 + 𝒚𝟐 ≤ 𝟏

Solution:
The given function is 𝑓 𝑥, 𝑦 = 3𝑥 2 + 𝑦 2 − 𝑥.
The function can attain maximum/minimum at the critical
points or on the boundary of the region 2𝑥 2 + 𝑦 2 ≤ 1.
(a) Interior points
We have 𝑓𝑥 = 6𝑥 − 1 = 0 and 𝑓𝑦 = 2𝑦 = 0. Therefore, the
1
critical point is 𝑥, 𝑦 = ,0 .
6

Now, 𝑟 = 𝑓𝑥𝑥 = 6 > 0 , 𝑠 = 𝑓𝑥𝑦 = 0, 𝑡 = 𝑓𝑦𝑦 = 2,


1
and 𝑟𝑡 − 𝑠 2 = 12 > 0. Therefore, , 0 is point of local
6
minimum (by second derivative test).The minimum value at this
1 1
point is 𝑓 , 0 = − 12
6

(b) Boundary points:


1 1
On the boundary, we have 𝑦 2 = 1 − 2𝑥 2 , − ≤𝑥≤ .
2 2

Substituting in 𝑓(𝑥, 𝑦), we obtain


𝑓 𝑥, 𝑦 = 3𝑥 2 + 1 − 2𝑥 2 − 𝑥 = 1 − 𝑥 − 𝑥 2 = 𝑔(𝑥), which is a
function of one variable. Setting 𝑔′ 𝑥 = 0, we get
1
𝑔′ 𝑥 = 2𝑥 − 1 = 0 or 𝑥 = 2. Also 𝑔′′ 𝑥 = 2 > 0

(Therefore, by second derivative test for functions of one


1
variable, 𝑓 has a minimum at 𝑥 = 2)
1 1 1
For 𝑥 = 2 , we get 𝑦 2 = 1 − 2𝑥 2 = 2 or 𝑦 = ± . Hence, the
2
1 1
points ,± are points of local minimum. The minimum
2 2
1 1 3
value is 𝑓 ,± =4 .
2 2

1
The extreme values of 𝑓 may occur at the vertices ± ,0 ,
2

0, ±1 . We have
1 3− 2 1 3+ 2
𝑓 ,0 = ,𝑓 − ,0 = , 𝑓 0, ±1 = 1.
2 2 2 2
1
Therefore, the given function has absolute minimum value − 12
1 3+ 2 1
at , 0 and absolute maximum value at − ,0 .
6 2 2
3.9. Maxima and Minima
EXERCISES:
I. Find all the local maxima, local minima, and saddle points
of the following functions:

a) 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑥𝑦 + 3𝑥 + 2𝑦 + 5
b) 𝑓 𝑥, 𝑦 = 𝑦 2 + 𝑥𝑦 − 2𝑥 − 2𝑦 + 2
3 𝑦3
c) 𝑓 𝑥, 𝑦 = 9𝑥 + 3
− 4𝑥𝑦

d) 𝑓 𝑥, 𝑦 = 8𝑥 3 + 𝑦 3 + 6𝑥𝑦
e) 𝑓 𝑥, 𝑦 = 2𝑥 3 + 2𝑦 3 − 9𝑥 2 + 3𝑦 2 − 12𝑦
f) 𝑓 𝑥, 𝑦 = 4𝑥𝑦 − 𝑥 4 − 𝑦 4
1
g) 𝑓 𝑥, 𝑦 = 𝑥 2 +𝑦 2 −1
1 1
h) 𝑓 𝑥, 𝑦 = 𝑥 + 𝑥𝑦 + 𝑦

i) 𝑓 𝑥, 𝑦 = 𝑦 𝑠𝑖𝑛𝑥
j) 𝑓 𝑥, 𝑦 = 𝑒 2𝑥 𝑐𝑜𝑠𝑦

Answers:
a) Critical point: (−2, 1) Saddle point: (−2, 1)
b) Critical point: (−2, 2) Saddle point: (−2, 2)
4 4
c) Critical points: 0, 0 , ,
9 3
Saddle point: (0, 0)
4 4 64
Local minimum: 𝑓 , = − 81
9 3
1
d) Critical points: 0, 0 , − 2 , −1 Saddle point: (0, 0)
1
Local maximum: 𝑓 − , −1 = 1
2

e) Critical points: 0 ,0 , 0, 1 , 3, −2 , (3, 1)


Saddle points: 0, 1 , 3, −2
Local maximum: 𝑓 0, −2 = 20
Local minimum: 𝑓 3, 1 = −34
f) Critical points: 0, 0 , 1, 1 , (−1, −1) Saddle point: (0, 0)
Local maximum: 𝑓 −1, −1 = 2 = 𝑓 1, 1
g) Critical point: (0 ,0)
Local maximum: 𝑓 0, 0 = −1
h) Critical point: (1, 1)
Local minimum: 𝑓 1, 1 = 3
i) Critical point: 𝑛𝜋, 0 , 𝑛 ∈ 𝒁 Saddle point: 𝑛𝜋, 0 , 𝑛 ∈ 𝒁
j) No critical points No saddle points
No Extrema.
II. Find the absolute maxima and minima of the functions
on the given domains.

A) 𝑓 𝑥, 𝑦 = 2𝑥 2 − 4𝑥 + 𝑦 2 − 4𝑦 + 1 on the closed
triangular plate bounded by the lines 𝑥 = 0, 𝑦 = 2, 𝑦 = 2𝑥
in the first quadrant .
B) 𝐷 𝑥, 𝑦 = 𝑥 2 − 𝑥𝑦 + 𝑦 2 + 1 on the closed triangular
plate in the first quadrant bounded by the lines
𝑥 = 0, 𝑦 = 4, 𝑦 = 𝑥
C) 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑦 2 on the closed triangular plate bounded
by the lines 𝑥 = 0, 𝑦 = 0, 𝑦 + 2𝑥 = 2 in the first quadrant
D) 𝑇 𝑥, 𝑦 = 𝑥 2 + 𝑥𝑦 + 𝑦 2 − 6𝑥 on the rectangular plate
0 ≤ 𝑥 ≤ 5, −3 ≤ 𝑦 ≤ 0
E) 𝑇 𝑥, 𝑦 = 𝑥 2 + 𝑥𝑦 + 𝑦 2 − 6𝑥 + 2 on the rectangular
plate 0 ≤ 𝑥 ≤ 5, −3 ≤ 𝑦 ≤ 0
F) 𝑓 𝑥, 𝑦 = 48𝑥𝑦 − 32𝑥 3 − 24𝑦 2 on the rectangular plate
0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1

Answers:
A) Absolute maximum at 0, 0 : 1
Absolute minimum at (1, 2) : −5
B) Absolute maximum at 0, 4 , (4, 4): 17
Absolute minimum at (0, 0) : 1
C) Absolute maximum at 0, 2 : 4
Absolute minimum at (0, 0) : 0
D) Absolute maximum at 5, 3 : 19
Absolute minimum at (4, −2) : −12
E) Absolute maximum at 0, −3 : 11
Absolute minimum at (4, −2) : −10
1 1
F) Absolute maximum at , :2
2 2
Absolute minimum at (1, 0) : −32
3.10
Lagrange’s Method of Multipliers
Learning objectives:
• To find the extremum of a function subject to given set of
constraints by the method of Lagrange’s Multipliers.
AND

• To practice the related problems


Lagrange’s Method of Multipliers
In many practical problems, it is required to find the maximum
or minimum of a function , where the variables
are not independent but are connected by one or more
constraints of the form
,
where generally . In this module we discuss the
Lagrange’s method of multipliers to find the solution of such
problems.

Lagrange method of multipliers


Suppose that and ,
are differentiable. To find the maximum/minimum of the function
subject to the constraints
… (1)
We construct an auxiliary function of the form:
k
F  x1 ,x2 , ..., xn ,1 ,2 ,...,k   f  x1 ,x2 , ..., xn    ii  x1 ,x2 , ..., xn 
i 1
… (2)
where ’s are undetermined parameters known as Lagrange’s
multipliers.
To determine the critical (stationary) points of , we have the
necessary conditions

which give the equations

The equations (1) and (3) give equations in


unknowns . Solving these equations
we obtain the required critical points at which
the function has an extremum.
Note:
Further investigation is needed to determine the exact nature
of these points.

Example 1: Find the maximum and minimum values of the


function on the circle .
Solution: We want the extreme values of
subject to the constraint .
Consider the auxiliary function
where is Lagrange’s multiplier. The necessary conditions for
extremum is

The above equations imply

Using the constraint , we obtain

Thus, . Note that

, when

, when

, when and

, when

The maximum and minimum values of on


the circle are and respectively, since we
want to find extreme values of gives that also lie
on the circle .

Example 2: Find the minimum value of subject


to the condition .
Solution: We have and
. Consider the auxiliary function

where is Lagrange’s multiplier. The necessary conditions for


extremum is

The above equations imply


.
Using the constraint , we obtain the solutions as
and
At each of these points the value of is
.
For any , we have

The AM (arithmetic mean) of is

The GM (geometric mean) of is

Since , we obtain

Under the given constraint, we have .

Thus, and so the constrained minimum of


is .

Example 3: Find the point on the curve of intersection of the


surface and the plane nearest to
the origin.
Solution: We want the extreme values of
subject to the conditions

and
Consider the auxiliary function
where and are Lagrange’s multipliers. The necessary
conditions for extremum is

From the first two relations above, we have

On division, we get . Substituting in , we


get . Substituting these values in ,
we get . Therefore, the point lies on the
surfaces and the plane and is
either nearest or farthest from the origin.
Choose another point that lies on both.

Notice that ,

and . Thus, the point


is nearest to the origin.
IP1:
Find the point on the plane nearest to the
origin?

Solution:
Let is the square of the distance of
the point from the origin, which is to be minimized
with the constraint .
Consider the auxiliary function

where is Lagrange’s multiplier. The necessary condition for


extremum is

The above equations imply

Substituting these in
Substituting the value in the above relation, we get

The point is either nearest or farthest to the origin.

Now, consider another point , which is also on the

plane. The distance and .


Hence .

Therefore, the point of the plane is nearest to the


origin.
IP2:
Find the maximum and minimum distances from the origin to
the curve .

Solution:
Let is the square of the distance from the
origin to any point in the plane, which is to be minimized
with the constraint .
Consider the auxiliary function

,
where is the Lagrange’s multiplier. The necessary condition
for extremum is

The above equations imply


Substituting in and , we get

This system has non-trivial solution if

i.e.,

Thus the maximum and minimum distances are .


IP3:
Find the dimensions of a rectangular box of maximum
capacity whose surface area is given when (a) box is open at
the top (b) box is closed.

Solution:
Let be the dimensions of the rectangular box so that its
volume is
… (1)
The total surface area of the box is
given constant … (2)
Here , if the box is open at the top
, if the box is closed (on all sides)
The constrained maximum problem is to maximize subject to
constraint (2).
So the auxiliary function is
… (3)
… (4)
… (5)

… (6)
Multiplying (4), (5), (6) by respectively and adding, we get

or using (1) and (2)

… (7)

Substituting value of from (7) in (4), (5), (6)

or

i.e., … (8)

Similarly … (9)

… (10)

(8) – (9) … (11)


(9) – (10) … (12)
Substituting (11) and (12) in the given constraint (2)

a. When box is open :

or

The dimensions of the open top box are


b. When the box is closed:

or

The dimensions are


IP4.

Minimum distance to the origin:


Find the point closest to the origin on the curve of the
intersection of the plane and the cone

Solution:
Let be the square of the distance
from the origin.
We want to minimize subject to the constraints
and

The auxiliary function is

,
where are the Lagrange’s multipliers. The necessary
conditions for extremum is

… (1)

… (2)
… (3)

Now, (1)

Case (i):

If then from (2) we get

Now, (3) gives

The constraint now becomes

and the constraint will become

, which is not possible

Case (ii):
If then
Now,

when ; when

Thus, and
Now, and

Clearly,

Thus, the point is closest to the origin and the

shortest distance is
P1:
Find the minimum and maximum value of such that
P1:
Find the minimum and maximum value of such that

Solution:
Let and
consider the auxiliary function

where is Lagrange’s multiplier. The necessary conditions for


extremum is

The above equation imply

Using the constraint , we obtain the solution as


The value of at the
point , which is a local minimum, since, if we consider
another point close to on the surface
, then

Therefore, the point gives minima by comparison.


P2.
Find the shortest distance from the origin to the hyperbola
P2.
Find the shortest distance from the origin to the hyperbola

Solution:
Let is the square of the distance from the
origin to any point in the plane, which is to be minimized
with the constraint .
Consider the auxiliary function

,
where is the Lagrange’s multiplier. The necessary condition
for extremum is

… (1)

… (2)

Since , we must have

i.e.,
Case (i):
If then from (1), we get and substituting in
, we obtain , which has no real solutions.
Case (ii):

If then from (1), we get and substituting


in , we obtain . Then ,
and . Thus, the shortest distance is .
P3:
A wire of length is cut into two parts which are bent in the
form of a square and a circle respectively. Find the least value
of the sum of the areas so found.
P3:
A wire of length is cut into two parts which are bent in the
form of a square and a circle respectively. Find the least value
of the sum of the areas so found.

Solution:
Let and be two parts into which the given wire is cut so that
. Suppose the piece of wire of length is bent into a
square so that each side is and thus the area of the square is

Suppose the wire of length is bent into a circle with the


perimeter . So, the area of this circle so formed is

Thus, to find the minimum of the sum of the two areas subject
to the constraint that sum is . So the auxiliary equation is

Solving ,
Substituting these values in the constraint
Thus ,

The least value of the sum of the areas of the square and circle
is
P4.

Maximum on line of intersection:


Find the maximum value of on the line of
intersection of two planes and
P4.

Maximum on line of intersection:


Find the maximum value of on the line of
intersection of two planes and

Solution:
We want to find the maximum value of
subject to the constraints

Now, the auxiliary function is

,
where are Lagrange’s multipliers. The necessary
conditions for extremum is

……… (1)

……… (2)

……… (3)

Now, (1) and (2) imply


Case (i):
If then from the two constraints, we get and
. Notice that these two equations are inconsistent.
Thus, it has no solution.
Case (2):
If then from the two constraints, we get
and
Since , we get .
Therefore, the maximum value of is
.
3.10 Lagrange’s Method of Multipliers
EXERCISES:

I.
a) Find the point on the plane nearest to
the origin.
b) Find the point on the curve of inter section of the surface
and the plane nearest to the
origin.
c) Find the volume of the greatest rectangular parallelepiped
that can be inscribed in the ellipsoid
d) Find a point on the plane which is
nearest to the origin.
e) Find the maximum value of if

f) Find the maximum and minimum distances of the point


from the sphere
g) Show that the rectangular solid of maximum volume that
can be inscribed in a sphere is a cube.

Answers:
a) Nearest point
b)
c) Volume cubic units

d)

e)
f) Maximum , minimum
g) (HINT: Assume that be the length, breadth,
height of the rectangular solid whose volume is
be the radius of the sphere so that
)

II.
1. Find the points on the ellipse where
as its extreme values.
2. Find the extreme values of subject to the
constraint
3. Find the point on the plane closest to the
point
4. Find the point on the sphere farthest
from the point

Answers:

1. Extreme values : ; 2. Extreme values :

3. ; 4.
III. Extreme values subject to two constraints
a) Maximize the function subject
to the constraints and
b) Minimize the function subject
to the constraints and .
c) Minimum distance to the origin: Find the point closest to
the origin on the line intersection of the planes
and .

Answers:
a) The minimum value is
b)
c) The maximum value is

You might also like