Unit 4 and Unit 5 Functions of Several Variables
Unit 4 and Unit 5 Functions of Several Variables
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.
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)
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
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
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:
Example 3:
Sketch the level curves of the function
𝑓 𝑥, 𝑦 = 9 − 𝑥 2 − 𝑦 2 , for 𝑘 = 0, 1, 2, 3 .
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)
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.
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 .
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
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.
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
Solution:
Notice that the domain 𝐷 of the function 𝑓 𝑥, 𝑦 is
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
Solution:
x y
x y n e
Given f x, y,z z
n 0
n! z n
(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
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
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 .
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.
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
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
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)
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
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
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.
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
𝑓 𝑥,𝑦 𝐿
5. Quotient Rule: 𝑙𝑖𝑚 = , 𝑀≠0
𝑥,𝑦 → 𝑥 0 ,𝑦0 𝑔(𝑥,𝑦) 𝑀
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
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 22
( 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 (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)
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
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
2k
lim f ( x, y )
( x , y )(0,0) 1 k2
along y kx 2
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.
Removable discontinuity
If 𝑓(𝑥0 , 𝑦0 )is defined and lim 𝑓(𝑥, 𝑦) = 𝐿 exists,
𝑥 ,𝑦 → 𝑥 0 ,𝑦0
lim ( 𝑥2 + 𝑦2)
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
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 .
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.
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 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
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
(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.
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
y4
(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
y4
(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
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
(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
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
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
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:
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.
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
𝜕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 .
𝜕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.
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
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
2− 0
= lim =2
→0
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
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
Solution:
a) We have
𝜕𝑓 𝑓 𝑥 +ℎ,𝑦 −𝑓 𝑥 ,𝑦
= 𝑙𝑖𝑚
𝜕𝑥 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
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
𝟐 𝟐 𝟐 𝝏𝟐 𝑼 𝝏𝟐 𝑼 𝝏𝟐 𝑼
If 𝑼 = 𝐥𝐨𝐠 𝒙 + 𝒚 + 𝒛 , then find + 𝝏𝒚𝟐 + 𝝏𝒛𝟐 .
𝝏𝒙𝟐
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
𝑦3ℎ
−0
ℎ +𝑦 2 𝑦3 𝑦3
= lim = lim = =𝑦
ℎ→0 ℎ ℎ →0 ℎ +𝑦 2 𝑦2
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
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
𝑠𝑖𝑛 ℎ
= 2 lim cos 2𝑥 + 3𝑦 + ℎ lim = 2 cos 2𝑥 + 3𝑦
ℎ⟶0 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
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
ℎ −3−ℎ𝑥−2𝑥𝑦
= lim
ℎ⟶0 ℎ
𝑓𝑥 −2, 1 = −3 − 2 1 (−2) = 1
P2:
𝑥 2 +𝑦 2
Solution: Given 𝑧 = 𝑥 +𝑦
𝜕𝑧 𝜕𝑧 𝑥 2 +2𝑥𝑦 −𝑦 2 −𝑥 2 +2𝑥𝑦 +𝑦 2
Now 𝜕𝑥 − 𝜕𝑦 = −
𝑥 +𝑦 2 𝑥+𝑦 2
𝜕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
𝜕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:
𝝏 𝝏 𝝏 𝟐 −𝟗
+ + 𝑼=
𝝏𝒙 𝝏𝒚 𝝏𝒛 𝒙+𝒚+𝒛 𝟐
P3:
𝝏 𝝏 𝝏 𝟐 −𝟗
+ + 𝑼=
𝝏𝒙 𝝏𝒚 𝝏𝒛 𝒙+𝒚+𝒛 𝟐
𝜕𝑈 3𝑧 2 −3𝑥𝑦
= 𝑥 3 +𝑦 3 +𝑧 3 −3𝑥𝑦𝑧
𝜕𝑧
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
𝜕 𝜕 2𝑦+𝑥
𝑓𝑦𝑦 𝑥, 𝑦 = 𝜕𝑦 𝑓𝑦 = 𝜕𝑥 𝑥 2 +𝑦 2
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 = 𝑠𝑒𝑐2 𝑥 + 2𝑦 + 3𝑧 ; 𝑓𝑦 = 2𝑠𝑒𝑐2 𝑥 + 2𝑦 + 3𝑧 ,
𝑓𝑧 = 3𝑠𝑒𝑐2 (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
(iv)
(i)
(ii)
Solution:
Now,
We have, … (1)
… (4)
(since )
, where
and
Example 2: If , then
prove that .
as
is a homogeneous function of degree . By Euler’s
theorem, we have
i.e.,
i.e.,
Example 4: If
, then evaluate .
Now,
evaluate .
Solution: We have,
i.e.,
Adding, we obtain
i.e.,
Given
, where .
Example 7: If , then
Solution: Given,
i.e.,
i.e.,
IP1.
Find the degree of homogeneity of the function
Solution:
Given function is
If then find
Solution:
The given function can be written as
Let
Now,
Solution:
The given function can be written as
Hence proved
IP4.
If show that
Solution:
The given function can be written as
… (1)
... (2)
… (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
Solution:
The given function can be written as
Let
Now,
Hence proved
P3.
Solution:
For all , we have
Hence proved
P4.
Solution:
The given function can be written as
… (1)
… (2)
… (4)
Hence proved
3.4. Homogeneous Functions and Euler’s Theorem
Exercises:
1. If then show that
a)
b)
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.
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,
.
i.e.,
Since and .
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
is continuous at
Hence the result
Note that
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 have
where
Now,
and , where
Let . Therefore,
and
is differentiable at .
Aliter:
where
Notice that
and
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.
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.
Solution:
If is a function of three variables and then
the total differential is
Given that
Now, ;
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 .
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 :
Differentiability at :
We have
Therefore,
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,
Two- Path-Test).
Solution:
If is a function of two variables and then the
total differential is
Given that
Now,
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 :
Differentiability at :
We have
Therefore,
where
Solution:
Partial derivatives at :
Differentiability at :
We have
Therefore,
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 :
Differentiability at :
We have
Therefore,
Notice that, does not exists (by Two –
Path Test).
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
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
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.
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
𝜕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
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
𝜕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
𝜕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
𝝏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
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
Example 7:
𝜕𝑧 𝜕𝑧
Find 𝜕𝑥 , at 𝜋, 𝜋, 𝜋 , when
𝜕𝑦
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 1+1
Therefore, = − 1+1 = −1
𝜕𝑥 𝜋,𝜋 ,𝜋
𝜕𝑧 1+1
= − 1+1 = −1
𝜕𝑦 𝜋,𝜋 ,𝜋
IP1:
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
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
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
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:
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
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
= 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
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
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
Proof: We have,
, and
and all are differentiable. Therefore, by chain rule for two
intermediate variables and two independent variables, we have
Now,
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,
Example 1: If and
then find
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
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
Therefore,
Example 3: If and ,
, , then show that
Solution: The Jacobian of the transformation is
Now,
By Theorem 4
if
Solution:
Given that
Now,
Verification:
IP2.
If then find
Solution:
Given that
IP3.
If , where
then find
Solution:
Given that , where
Therefore,
We know that the Jacobian for spherical coordinates is
Thus,
IP4:
Solution:
Given that , ,
Now,
Solution:
Given that
Now,
Verification:
P2.
Solution:
We have
and
P3.
If where
then find
P3.
If where
then find
Solution:
Given that where
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
Answers:
a)
b)
c)
II. Find if
1. and
2. and
3.
Answers:
1.
2.
3.
III.
1) Find if and
3) If then find
4) If then find
5) If then find
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
…
Proof: Let , where the parameter
takes the values in the interval . That is
when and when .
Define a function
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
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 ..
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
This value of| |is called the maximum absolute error in the
linear approximation of about the point .
Now,
where for all
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
;
, , ,
where
, where
in
The quadratic approximation is given by
where in R
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.
Solution:
Given . We expand about the
point .
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
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
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
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.
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.
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 .
We see that 𝑓𝑥𝑥 < 0 and 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 > 0 at (−2, −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
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
Solution:
Given that 𝑓 𝑥, 𝑦 = 𝑠𝑖𝑛𝑥 + 𝑠𝑖𝑛𝑦 + 𝑠𝑖𝑛 𝑥 + 𝑦
𝑓𝑥 = 𝑐𝑜𝑠𝑥 + 𝑐𝑜𝑠 𝑥 + 𝑦 , 𝑓𝑦 = 𝑐𝑜𝑠𝑦 + 𝑐𝑜𝑠 𝑥 + 𝑦
Now, 𝑓𝑥 = 0 and 𝑓𝑦 = 0
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.
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
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
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
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
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.
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
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
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
, when
, when
, when and
, when
Since , we obtain
and
Consider the auxiliary function
where and are Lagrange’s multipliers. The necessary
conditions for extremum is
Notice that ,
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
Substituting these in
Substituting the value in the above relation, we get
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
i.e.,
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
… (7)
or
i.e., … (8)
Similarly … (9)
… (10)
or
or
Solution:
Let be the square of the distance
from the origin.
We want to minimize subject to the constraints
and
,
where are the Lagrange’s multipliers. The necessary
conditions for extremum is
… (1)
… (2)
… (3)
Now, (1)
Case (i):
Case (ii):
If then
Now,
when ; when
Thus, and
Now, and
Clearly,
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
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)
i.e.,
Case (i):
If then from (1), we get and substituting in
, we obtain , which has no real solutions.
Case (ii):
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
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.
Solution:
We want to find the maximum value of
subject to the constraints
,
where are Lagrange’s multipliers. The necessary
conditions for extremum is
……… (1)
……… (2)
……… (3)
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
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:
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