Module 2 - Partial Derivatives - Presentation
Module 2 - Partial Derivatives - Presentation
Module 2
Differential Calculus II
Department of Mathematics
1
Partial Differentiation
Introduction
You will be introduced to the concept of partial derivatives for the function of two or three variables.
Applying the concept of partial derivatives you will be able to solve problems such as verifying the given
function for continuity.
𝜕𝑧
The first order partial derivative of z w.r.t. y, denoted by 𝑜𝑟 𝑧𝑦 and is defined as
𝜕𝑦
𝜕𝑧 𝑓 𝑥, 𝑦 + 𝛿𝑦 − 𝑓 𝑥, 𝑦
= lim
𝜕𝑦 𝛿𝑦→0 𝛿𝑦
𝜕𝑧
From the above definition, we understand that is the partial derivative of z w.r.t y, treating x as constant.
𝜕𝑦
𝜕 𝜕𝑧 𝜕2 𝑧 𝜕 𝜕𝑧 𝜕2 𝑧
Further = 𝑜𝑟 𝑧𝑥𝑥 and = 𝑜𝑟 𝑧𝑦𝑦 are known as second order partial derivatives.
𝜕𝑥 𝜕𝑥 𝜕𝑥 2 𝜕𝑦 𝜕𝑦 𝜕𝑦 2
𝜕 𝜕𝑧 𝜕2 𝑧 𝜕 𝜕𝑧 𝜕2 𝑧
Similarly = 𝑜𝑟 𝑧𝑥𝑦 𝑎𝑛𝑑 = 𝑜𝑟 𝑧𝑦𝑥 known as mixed partial derivatives
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥
𝜕2 𝑧 𝜕2 𝑧
Note : In all ordinary cases, it can be verified that =
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
Generally we can say that a function of several variables is symmetric if the function remains unchanged
when the variable are cyclically rotated
𝑥 𝑦 𝑧
Ex: x + y, 𝑥 2 + 𝑦 2 , 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥, + + , 𝑙𝑜𝑔 𝑥 2 + 𝑦 2 𝑎𝑛𝑑 𝑠𝑜 𝑜𝑛
𝑦 𝑧 𝑥
Worked Examples:-
𝜕2 𝑧 𝜕2 𝑧
Problem 1 : If z = 𝑥3 − 3𝑥𝑦 2 +𝑥+ 𝑒 𝑥 𝑐𝑜𝑠𝑦 + 1 Show that + =0
𝜕𝑥 2 𝜕𝑦 2
Soln. Given z = 𝑥 3 − 3𝑥𝑦 2 + 𝑥 + 𝑒 𝑥 𝑐𝑜𝑠𝑦 + 1 …….(1)
Differentiating eqn. 1 w.r.to ‘x’ partially treating ‘y’ as constant we have
𝜕𝑧
= 3𝑥 2 + 3𝑦 2 + 1 + 𝑒 𝑥 𝑐𝑜𝑠𝑦
𝜕𝑥
Differentiating again w.r.to ‘x’
𝜕2 𝑧
= 6𝑥 + 𝑒 𝑥 𝑐𝑜𝑠𝑦 ………(2)
𝜕𝑥 2
Differentiating eqn. 1 w.r.to ‘y’ partially treating ‘x’ as constant we have
𝜕𝑧
= −6𝑥𝑦 − 𝑒 𝑥 𝑠𝑖𝑛𝑦
𝜕𝑦
Differentiating again w.r.to ‘y’
𝜕2 𝑧
= −6𝑥 − 𝑒 𝑥 𝑐𝑜𝑠𝑦 ……….(3)
𝜕𝑦 2
Adding eqn. (2) and (3) we have
𝜕2𝑧 𝜕2𝑧
2 + 2 = 6𝑥 + 𝑒 𝑥 𝑐𝑜𝑠𝑦 − 6𝑥 − 𝑒 𝑥 𝑐𝑜𝑠𝑦
𝜕𝑥 𝜕𝑦
=0
Hence the proof
𝑦 𝜕2 𝑧 𝜕2 𝑧
Problem 2 : For the function 𝑧 = tan−1 verify that =
𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
𝑦
Soln. Given 𝑧 = tan−1 ……(1)
𝑥
Differentiating eqn. 1 w.r.to ‘x’ partially
𝜕𝑧 1 𝑦 𝑦
= 𝑦2
− =−
𝜕𝑥 1+ 2 𝑥2 𝑥 2 +𝑦 2
𝑥
Differentiating above equation partially w.r.t ‘y’
𝜕 𝜕𝑧 𝜕2 𝑧 𝑥 2 +𝑦2 1 −𝑦 2𝑦 𝑦 2 −𝑥 2
= =− ⇒ …..(2)
𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥 𝑥2 +𝑦 2 2 𝑥 2 +𝑦 2 2
𝜕𝑢 𝜕𝑢
b −𝑎 = 𝑎𝑏𝑒 𝑎𝑥−𝑏𝑦 cos 𝑎𝑥 + 𝑏𝑦 + 𝑎𝑏𝑢 − [𝑎𝑏𝑒 𝑎𝑥−𝑏𝑦 cos 𝑎𝑥 + 𝑏𝑦 − 𝑎𝑏𝑢]
𝜕𝑥 𝜕𝑦
= 2𝑎𝑏𝑢
Hence the proof
𝜕2 𝑟 𝜕2 𝑟 𝜕2 𝑟 2
Problem 6 : If r2 = 𝑥−𝑎 2 + 𝑦−𝑏 2 + 𝑧−𝑐 2 then Show that + + =
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2 𝑟
𝜕𝑟 𝑥−𝑎
𝜕2 𝑟 𝑟 1 − 𝑥−𝑎 𝜕2 𝑟 𝑟 1 − 𝑥−𝑎 𝜕𝑟 𝑥−𝑎
𝜕𝑥 𝑟
= ⇒ = ∵ =
𝜕𝑥 2 𝑟2 𝜕𝑥 2 𝑟2 𝜕𝑥 𝑟
𝜕2 𝑟 𝑟 2 − 𝑥−𝑎 2
∴ = ….(2)
𝜕𝑥 2 𝑟3
Since the given function is symmetric we can write
𝜕2 𝑟 𝑟 2 − 𝑦−𝑏 2
= …..(3)
𝜕𝑦 2 𝑟3
𝜕2 𝑟 𝑟 2 − 𝑧−𝑐 2
similarly = …..(4)
𝜕𝑧 2 𝑟3
Adding equation (1), (2) and (3) we have
3𝑟 2 −𝑟 2
=
𝑟3
𝜕2 𝑟 𝜕2 𝑟 𝜕2 𝑟 2
+ 2 + =
𝜕𝑥 2 𝜕𝑦 𝜕𝑧 2 𝑟
Example 1: 𝑢 = 𝑥 3 + 𝑥𝑦 2 + 𝑥 2 𝑦 + 𝑦 3
Soln. here 𝑢 → 𝑥, 𝑦 required total differential is
𝜕𝑢 𝜕𝑢
𝑑𝑢 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
𝑑𝑢 = 3𝑥 2 + 𝑦 2 + 2𝑥𝑦 𝑑𝑥 + 2𝑥𝑦 + 𝑥 2 + 3𝑦 2 𝑑𝑦
2. 𝑢 = 𝑟𝑠𝑖𝑛𝜃𝑐𝑜𝑠∅
Soln. Here 𝑢 → 𝑟, 𝜃, ∅ required total differential is
𝜕𝑢 𝜕𝑢 𝜕𝑢
𝑑𝑢 = 𝑑𝑟 + 𝑑𝜃 + 𝑑∅
𝜕𝑟 𝜕𝜃 𝜕∅
𝑑𝑢 = 𝑠𝑖𝑛𝜃𝑐𝑜𝑠∅ 𝑑𝑟 + 𝑟𝑐𝑜𝑠𝜃𝑐𝑜𝑠∅ 𝑑𝜃 − 𝑟𝑠𝑖𝑛𝜃𝑠𝑖𝑛∅ 𝑑∅
Exercise : ∅ = 𝑥𝑦 2 𝑧 3
Worked examples
1. 𝑧 = 𝑥𝑦 2 + 𝑥 2 𝑦 where 𝑥 = 𝑎𝑡 𝑎𝑛𝑑 𝑦 = 2𝑎𝑡
Soln. Here z → 𝑥, 𝑦 → 𝑡 ⇒ z → 𝑡
𝑑𝑧
∴ required total derivative is is given by
𝑑𝑡
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
= 𝑦 2 = 2𝑥𝑦 𝑎 + 2𝑥𝑦 + 𝑥 2 2𝑎
= 4𝑎 2 𝑡 2 + 4𝑎 2 𝑡 2 𝑎 + 4𝑎 2 𝑡 2 + 𝑎 2 𝑡 2 2𝑎
= 8𝑎 2 𝑡 2 𝑎 + 5𝑎 2 𝑡 2 2𝑎
= 8𝑎 3 𝑡 2 + 10𝑎 3 𝑡 2
𝑑𝑧
= 18𝑎 3 𝑡 2
𝑑𝑡
𝑢→𝑥
∴ required partial derivative is
𝜕𝑢 𝜕𝑢 𝜕𝑝 𝜕𝑢 𝜕𝑞
= +
𝜕𝑥 𝜕𝑝 𝜕𝑥 𝜕𝑞 𝜕𝑥
𝜕𝑢 𝜕𝑢 1 𝜕𝑢 1
= +
𝜕𝑥 𝜕𝑝 𝑥 2 𝜕𝑞 𝑥 2
Note :
y−x 𝜕𝑝 1 𝑥 −1 − 𝑦−𝑥 1 𝜕𝑝 1 −𝑥−𝑦+𝑥 𝜕𝑝 1
if p = then = ⇒ = ⇒ =
xy 𝜕𝑥 𝑦 𝑥2 𝜕𝑥 𝑦 𝑥2 𝜕𝑥 𝑥2
𝜕𝑞 1
similarly = 6.
𝜕𝑥 𝑥2
𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
7. If 𝑧 = 𝑓 𝑥, 𝑦 𝑤ℎ𝑒𝑟𝑒 𝑥 = 𝑒 𝑢 + 𝑒 −𝑣 . 𝑦 = 𝑒 −𝑢 − 𝑒 𝑣 Prove that 𝑥 −𝑦 = −
𝜕x 𝜕𝑦 𝜕𝑢 𝜕𝑣
Solution : here 𝑧 → 𝑥, 𝑦 → 𝑢, 𝑣 ⇒ 𝑧 → 𝑢, 𝑣
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
∴ = + and = +
𝜕𝑢 𝜕x 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑣 𝜕x 𝜕𝑣 𝜕𝑦 𝜕𝑣
𝜕𝑧 𝜕𝑧 𝜕𝑧
𝑖. 𝑒. , = (𝑒 𝑢 ) + −𝑒 −𝑢 ……..(1)
𝜕𝑢 𝜕x 𝜕𝑦
𝜕𝑧 𝜕𝑧 𝜕𝑧
= −𝑒 −𝑣 + −𝑒 𝑣 ….....(2)
𝜕𝑣 𝜕x 𝜕𝑦
𝜕𝑧 𝜕𝑧
Consider R.H,S = − and (1)-(2) gives
𝜕𝑢 𝜕𝑣
𝜕𝑧 𝑢 −𝑣
𝜕𝑧 −𝑢 𝑣
𝜕𝑧 𝜕𝑧
𝑒 +𝑒 − 𝑒 −𝑒 = .𝑥 − .𝑦
𝜕x 𝜕𝑦 𝜕x 𝜕𝑦
𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
− = .𝑥 − .𝑦
𝜕𝑢 𝜕𝑣 𝜕x 𝜕𝑦
𝑖. 𝑒. , 𝐿𝐻𝑆 = 𝑅𝐻𝑆
Exercise problems
𝜕2 z 2
𝜕 z
1. If 𝑧 = sin 𝑎𝑥 + 𝑦 + cos 𝑎𝑥 − 𝑦 , Prove that = a2 2
𝜕x2 𝜕y
𝑑𝑢 3
2. If 𝑢 = cos−1 𝑥 − 𝑦 , 𝑥 = 4𝑡 3 , 𝑦 = 3𝑡 S.T =−
𝑑𝑡 1−𝑡 2
1 𝜕u 1 𝜕u 1 𝜕u
3. If u = f 2x − 3y, 3y − 4z, 4z − 2x , Prove that + + =0
2 𝜕x 3 𝜕y 4 𝜕z