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Module_3 Math

The document discusses the concept of partial differentiation, explaining how to differentiate a function of multiple independent variables while treating others as constants. It covers first and second order partial derivatives, total differential, and total derivative, providing formulas and examples. Additionally, it includes problems and solutions related to these concepts, demonstrating their application in various scenarios.

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bossfamily60
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
6 views

Module_3 Math

The document discusses the concept of partial differentiation, explaining how to differentiate a function of multiple independent variables while treating others as constants. It covers first and second order partial derivatives, total differential, and total derivative, providing formulas and examples. Additionally, it includes problems and solutions related to these concepts, demonstrating their application in various scenarios.

Uploaded by

bossfamily60
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Module 3

Partial differentiation
If u is a function of more than one independent variables, while differentiating u partially with
respect to one variable all other variables are treated as constants is the rule of partial
differentiation.

If 𝑢 = 𝑓(𝑥, 𝑦) is a function of two independent variables, then the first order partial derivatives
𝜕𝑢 𝜕𝑢
are 𝜕𝑥 & 𝜕𝑦

The second order derivatives are


𝜕 2𝑢 𝜕 𝜕𝑢
2
= ( )
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕 2𝑢 𝜕 𝜕𝑢
2
= ( )
𝜕𝑦 𝜕𝑦 𝜕𝑦

𝜕 2𝑢 𝜕 𝜕𝑢
= ( )
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦

𝜕 2𝑢 𝜕 𝜕𝑢
= ( )
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥
𝜕2𝑢 𝜕2 𝑢
Note: 𝜕𝑥𝜕𝑦 = 𝜕𝑦𝜕𝑥

Total differential & total derivative:

If 𝑢 = 𝑓(𝑥, 𝑦) is a function of two independent variables x & y, the total differential or exact
𝜕𝑢 𝜕𝑦
differential or differential du is defined as 𝑑𝑢 = 𝜕𝑥 𝑑𝑥 + 𝜕𝑦 𝑑𝑦

If 𝑢 = 𝑓(𝑥, 𝑦) is a function of two variables & 𝑥 = 𝑥(𝑡), 𝑦 = 𝑦(𝑡) the total derivative of u is
𝑑𝑢 𝜕𝑢 𝑑𝑥 𝜕𝑦 𝑑𝑦
defined as = 𝜕𝑥 + 𝜕𝑦 𝑑𝑡
𝑑𝑡 𝑑𝑡

If 𝑢 = 𝑓(𝑥, 𝑦) is a function of two variables & 𝑥 = 𝑥(𝑟, 𝑠), 𝑦 = 𝑦(𝑟, 𝑠) the total derivative of
u is defined as
𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦
= +
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟
𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦
= +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠

If 𝑢 = 𝑓(𝑥, 𝑦, 𝑧) is a function of three variables & 𝑥 = 𝑥(𝑟, 𝑠, 𝑡), 𝑦 = 𝑦(𝑟, 𝑠, 𝑡) the total
derivative of u is defined as
𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑧
= + +
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟 𝜕𝑧 𝜕𝑟
𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑧
= + +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠 𝜕𝑧 𝜕𝑠
𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑧
= + +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡 𝜕𝑧 𝜕𝑡
Problems:
𝒅𝒛
1. If 𝒛 = 𝒙𝒚𝟐 + 𝒙𝟐 𝒚 , where 𝒙 = 𝒂𝒕𝟐 , 𝒚 = 𝟐𝒂𝒕 find 𝒅𝒕

𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
Solution: = 𝜕𝑥 + 𝜕𝑦 𝑑𝑡 = (𝑦 2 + 2𝑥𝑦)(2𝑎𝑡) + (2𝑥𝑦 + 𝑥 2 )(2𝑎)
𝑑𝑡 𝑑𝑡

= (4𝑎2 𝑡 2 + 4𝑎2 𝑡 3 )(2𝑎𝑡) + (4𝑎2 𝑡 3 + 𝑎2 𝑡 3 )(2𝑎𝑡)

= 18𝑎3 𝑡 2
𝒚 𝒅𝒖
2. If 𝒖 = 𝒕𝒂𝒏−𝟏 (𝒙) , 𝒘𝒉𝒆𝒓𝒆 𝒙 = 𝒆𝒕 − 𝒆−𝒕 & 𝒚 = 𝒆𝒕 + 𝒆−𝒕 find 𝒅𝒕

Solution:
𝑑𝑢 𝜕𝑢 𝑑𝑥 𝜕𝑦 𝑑𝑦 𝑦 𝑥
= + = (− 2 2
) (𝒆𝒕 + 𝒆−𝒕 ) + ( 2 ) (𝒆𝒕 − 𝒆−𝒕 )
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝑥 +𝑦 𝑥 + 𝑦2

𝒆𝒕 + 𝒆−𝒕 𝒕 −𝒕 )
𝒆𝒕 − 𝒆−𝒕 𝒕 −𝒕 )
2
= (− ) (𝒆 + 𝒆 + ( ) (𝒆 − 𝒆 = −
𝒆𝟐𝒕 + 𝒆−𝟐𝒕 𝑥2 + 𝑦2 𝒆𝟐𝒕 + 𝒆−𝟐𝒕
𝑥 𝑦 𝑧 𝜕𝑢 𝜕𝑢 𝜕𝑢
3. If 𝑢 = 𝑓 (𝑦 , , ) then prove that 𝑥 𝜕𝑥 + 𝑦 𝜕𝑦 + 𝑧 𝜕𝑧 = 0
𝑧 𝑥

Solution:
𝑥 𝑦 𝑧
𝑢 = 𝑓( , , )
𝑦 𝑧 𝑥
𝑥 𝑦 𝑧
Let 𝑝 = 𝑦 , 𝑞 = 𝑧 , 𝑟 = 𝑥

𝑢 = 𝑓(𝑝, 𝑞, 𝑟)
𝜕𝑝 1 𝜕𝑝 𝑥 𝜕𝑝
= , = − 2, =0
𝜕𝑥 𝑦 𝜕𝑦 𝑦 𝜕𝑧
𝜕𝑞 𝜕𝑞 1 𝜕𝑞 𝑦
= 0, = , =− 2
𝜕𝑥 𝜕𝑦 𝑧 𝜕𝑧 𝑧
𝜕𝑟 𝑧 𝜕𝑟 𝜕𝑟 1
= − 2, =0, =
𝜕𝑥 𝑥 𝜕𝑦 𝜕𝑧 𝑥
𝜕𝑢 𝑥 𝜕𝑢 𝑧 𝜕𝑢
𝑥 𝜕𝑥 = 𝑦 −
𝜕𝑝 𝑥 𝜕𝑟
𝜕𝑢 𝑦 𝜕𝑢 𝑥 𝜕𝑢
𝑦 𝜕𝑦 = −
𝑧 𝜕𝑞 𝑦 𝜕𝑝

𝜕𝑢 𝑧 𝜕𝑢 𝑦 𝜕𝑢
𝑧 𝜕𝑧 = 𝑥 −
𝜕𝑟 𝑧 𝜕𝑞

𝜕𝑢 𝜕𝑢 𝜕𝑢
𝑥 +𝑦 +𝑧 =0
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝝏𝒛 𝟐 𝝏𝒛 𝟐 𝝏𝒛 𝟐
4. If 𝒛 = 𝒇(𝒙, 𝒚) 𝒘𝒉𝒆𝒓𝒆 𝒙 = 𝒓𝒄𝒐𝒔𝜽, 𝒚 = 𝒓𝒔𝒊𝒏𝜽 show that(𝝏𝒙) + (𝝏𝒚) = (𝝏𝒓) +
𝟏 𝝏𝒛 𝟐
(𝝏𝜽)
𝒓𝟐

Solution:

𝑧 = 𝑓(𝑥, 𝑦) 𝑤ℎ𝑒𝑟𝑒 𝑥 = 𝑟𝑐𝑜𝑠𝜃, 𝑦 = 𝑟𝑠𝑖𝑛𝜃


𝜕𝑥 𝜕𝑥
= 𝑐𝑜𝑠𝜃 , = −𝑟𝑠𝑖𝑛𝜃
𝜕𝑟 𝜕𝜃
𝜕𝑦 𝜕𝑦
= 𝑠𝑖𝑛𝜃, = 𝑟𝑐𝑜𝑠𝜃
𝜕𝑟 𝜕𝜃
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧
= + = 𝑐𝑜𝑠𝜃 + 𝑠𝑖𝑛𝜃
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟 𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧
= + = (−𝑟𝑠𝑖𝑛𝜃) + 𝑟𝑐𝑜𝑠𝜃
𝜕𝜃 𝜕𝑥 𝜕𝜃 𝜕𝑦 𝜕𝜃 𝜕𝑥 𝜕𝑦

𝜕𝑧 2 1 𝜕𝑧 2 𝜕𝑧 𝜕𝑧 2
1 𝜕𝑧 𝜕𝑧 2
( ) + 2 ( ) = ( 𝑐𝑜𝑠𝜃 + 𝑠𝑖𝑛𝜃) + 2 ( (−𝑟𝑠𝑖𝑛𝜃) + 𝑟𝑐𝑜𝑠𝜃)
𝜕𝑟 𝑟 𝜕𝜃 𝜕𝑥 𝜕𝑦 𝑟 𝜕𝑥 𝜕𝑦
𝜕𝑧 2 𝜕𝑧 2
=( ) +( )
𝜕𝑥 𝜕𝑦
Practice problems:
𝑑𝑧 𝜋
1. If 𝑧 = 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥 , where 𝑥 = 𝑡𝑐𝑜𝑠𝑡, 𝑦 = 𝑡𝑠𝑖𝑛𝑡, 𝑧 = 𝑡 find 𝑑𝑡 𝑎𝑡 𝑡 = 4
𝑥 2 1 𝑑𝑧
2. If 𝑧 = 𝑒 𝑠𝑖𝑛(𝑦𝑧) , where 𝑥 = 𝑡 , 𝑦 = 𝑡 − 1, 𝑧 = find 𝑑𝑡 at t=1
𝑡
𝑦 𝜕𝑢 𝜕𝑢 𝜕𝑢
3. If 𝑢 = 𝑓 (𝑥𝑧, ) then prove that 𝑥 𝜕𝑥 − 𝑦 𝜕𝑦 − 𝑧 𝜕𝑧 = 0
𝑧
𝑦−𝑥 𝑧−𝑥 𝜕𝑢 𝜕𝑢 𝜕𝑢
4. If 𝑢 = 𝑓 ( , ) then prove that 𝑥 2 𝜕𝑥 + 𝑦 2 𝜕𝑦 + 𝑧 2 𝜕𝑧 = 0
𝑥𝑦 𝑥𝑧
𝜕𝑢 𝜕𝑢 𝜕𝑢
5. If 𝑢 = 𝑓(𝑦 − 𝑧, 𝑧 − 𝑥, 𝑥 − 𝑦) then prove that + 𝜕𝑦 + 𝜕𝑧 = 0
𝜕𝑥
𝑢 −𝑣 −𝑢 𝑣 𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
6. If 𝑧 = 𝑓(𝑥, 𝑦) 𝑤ℎ𝑒𝑟𝑒 𝑥 = 𝑒 + 𝑒 ,𝑦 = 𝑒 − 𝑒 prove that 𝑥 𝜕𝑥 − 𝑦 𝜕𝑦 = 𝜕𝑢 − 𝜕𝑣
𝜕2𝑤 𝜕2𝑤
7. If 𝑢 = 𝑒 𝑥 𝑠𝑖𝑛𝑦, 𝑣 = 𝑒 𝑥 𝑐𝑜𝑠𝑦, 𝑎𝑛𝑑 𝑤 = 𝑓(𝑢, 𝑣) prove that + 𝜕𝑦 2 = (𝑢2 +
𝜕𝑥 2
𝜕2𝑤 𝜕2𝑢
𝑣 2 ) ( 𝜕𝑢2 + 𝜕𝑣2 )
Jacobians: If 𝑢(𝑥, 𝑦) & 𝑣(𝑥, 𝑦) are functions of variables x & y, then Jacobian of u & v with
𝜕(𝑢, 𝑣 ) (𝑢, 𝑣 )
respect to x & y denoted by = 𝐽 (𝑥, = 𝐽 is defined as
𝜕(𝑥, 𝑦) 𝑦)

𝜕𝑢 𝜕𝑢
𝜕(𝑢, 𝑣 ) (𝑢, 𝑣 ) 𝜕𝑥 𝜕𝑦|
=𝐽 = 𝐽 = ||
𝜕(𝑥, 𝑦) (𝑥, 𝑦) 𝜕𝑣 𝜕𝑣 |
𝜕𝑥 𝜕𝑦

Similarly, if 𝑢(𝑥, 𝑦, 𝑧), 𝑣(𝑥, 𝑦, 𝑧) & 𝑤(𝑥, 𝑦, 𝑧) are functions of variables x, y & z, then
𝜕𝑢 𝜕𝑢 𝜕𝑢
| 𝜕𝑥 𝜕𝑦 𝜕𝑧 |
𝜕(𝑢, 𝑣, 𝑤) 𝜕𝑣 𝜕𝑣 𝜕𝑣
=
𝜕(𝑥, 𝑦, 𝑧) 𝜕𝑥 𝜕𝑦 𝜕𝑧
|𝜕𝑤 𝜕𝑤 𝜕𝑤 |
𝜕𝑥 𝜕𝑦 𝜕𝑧
1. If 𝒙 = 𝒓𝒔𝒊𝒏𝜽 𝒄𝒐𝒔∅, 𝒚 = 𝒓𝒔𝒊𝒏𝜽 𝒔𝒊𝒏∅ 𝒂𝒏𝒅 𝒛 = 𝒓𝒄𝒐𝒔𝜽,
𝝏(𝒙, 𝒚, 𝒛)
Show that = 𝒓𝟐 𝒔𝒊𝒏𝜽
𝝏(𝒓, 𝜽, ∅)

Solution:

𝑥 = 𝑟𝑠𝑖𝑛𝜃𝑐𝑜𝑠∅, 𝑦 = 𝑟𝑠𝑖𝑛𝜃𝑠𝑖𝑛∅ 𝑎𝑛𝑑 𝑧 = 𝑟𝑐𝑜𝑠𝜃


𝑠𝑖𝑛𝜃𝑐𝑜𝑠∅ 𝑟𝑐𝑜𝑠𝜃𝑐𝑜𝑠∅ −𝑟𝑠𝑖𝑛𝜃𝑠𝑖𝑛∅
𝐽 = | 𝑠𝑖𝑛𝜃𝑠𝑖𝑛∅ 𝑟𝑐𝑜𝑠𝜃𝑠𝑖𝑛∅ 𝑟𝑠𝑖𝑛𝜃𝑐𝑜𝑠∅ |
𝑐𝑜𝑠𝜃 −𝑟𝑠𝑖𝑛𝜃 0
= 𝑠𝑖𝑛𝜃𝑐𝑜𝑠∅(0 + 𝑟 2 𝑠𝑖𝑛2 𝜃𝑐𝑜𝑠∅) − 𝑟𝑐𝑜𝑠𝜃𝑐𝑜𝑠∅(0 − 𝑟𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑐𝑜𝑠∅)
− 𝑟𝑠𝑖𝑛𝜃𝑠𝑖𝑛∅(−𝑟𝑠𝑖𝑛2 𝜃𝑠𝑖𝑛∅ − 𝑟𝑐𝑜𝑠 2 𝜃𝑠𝑖𝑛∅)

= 𝑟 2 𝑠𝑖𝑛3 𝜃𝑐𝑜𝑠 2 ∅ − 𝑟 2 𝑠𝑖𝑛𝜃𝑐𝑜𝑠 2 𝜃𝑐𝑜𝑠 2 ∅ + 𝑟 2 𝑠𝑖𝑛3 𝜃𝑠𝑖𝑛2 ∅ + 𝑟 2 𝑠𝑖𝑛𝜃 𝑐𝑜𝑠 2 𝜃𝑠𝑖𝑛2 ∅

= 𝑟 2 𝑠𝑖𝑛𝜃(𝑠𝑖𝑛2 𝜃𝑐𝑜𝑠 2 ∅ − 𝑐𝑜𝑠 2 𝜃𝑐𝑜𝑠 2 ∅ + 𝑠𝑖𝑛2 𝜃𝑠𝑖𝑛2 ∅ + 𝑐𝑜𝑠 2 𝜃𝑠𝑖𝑛2 ∅)

= 𝑟 2 𝑠𝑖𝑛𝜃[𝑐𝑜𝑠 2 ∅(𝑠𝑖𝑛2 𝜃 + 𝑐𝑜𝑠 2 𝜃) + 𝑠𝑖𝑛2 ∅(𝑠𝑖𝑛2 𝜃 + 𝑐𝑜𝑠 2 𝜃)]

𝐽 = 𝑟 2 𝑠𝑖𝑛𝜃
𝝏(𝒖, 𝒗, 𝒘)
2. If 𝒖 = 𝒙 + 𝟑𝒚𝟐 − 𝒛𝟑 , 𝒗 = 𝟒𝒙𝟐 𝒚𝒛 𝒂𝒏𝒅 𝒘 = 𝟐𝒛𝟐 − 𝒙𝒚, find 𝝏(𝒙, 𝒚, 𝒛)
𝒂𝒕 (𝟏, −𝟏, 𝟎)

Solution: 𝑢 = 𝑥 + 3𝑦 2 − 𝑧 3 , 𝑣 = 4𝑥 2 𝑦𝑧 𝑎𝑛𝑑 𝑤 = 2𝑧 2 − 𝑥𝑦

1 6𝑦 −3𝑧 2 1 −6 0
𝐽 = |8𝑥𝑦𝑧 4𝑥 2 𝑧 4𝑥 2 𝑦 | = |0 0 −4|
−𝑦 −𝑥 4𝑧 1 −1 0

𝐽 = 20
Practice problems:
𝜕(𝑥,𝑦)
1. If 𝑥 = 𝑟𝑐𝑜𝑠𝜃, 𝑦 = 𝑟𝑠𝑖𝑛𝜃 find 𝜕(𝑟,𝜃)
𝜕(𝑢,𝑣,𝑤)
2. If 𝑢 = 𝑥 + 3𝑦 − 𝑧 , 𝑣 = 4𝑥 𝑦𝑧 & 𝑤 = 2𝑧 2 − 𝑥𝑦, find
2 3 2
𝜕(𝑥,𝑦,𝑧)
𝜕(𝑥, 𝑦, 𝑧)
3. If 𝑥 + 𝑦 + 𝑧 = 𝑢, 𝑦 + 𝑧 = 𝑣 & 𝑧 = 𝑢𝑣𝑤 find the value of 𝜕(𝑢, 𝑣, 𝑤)

Maxima & Minima for a function of two variables:


A function f(x, y) is said to have a maximum value at a point (a, b) if there exists a
neighbourhood of the point (a+h, b+k) , where h & k are small such that f(a, b)> f(a+h, b+k).
Similarly if f(a, b)< f(a+h, b+k) then f(x, y) is said to have a minimum value at (a, b).
f(a, b) is said to be an extreme value of f(x, y) if it is a maximum value or minimum value.
Working rule to find the extreme values of f(x, y):

• Find 𝑓𝑥 & 𝑓𝑦
• Solve 𝑓𝑥 = 0 & 𝑓𝑦 = 0 to find the stationary points
Find 𝐴 = 𝑓𝑥𝑥 , 𝐵 = 𝑓𝑥𝑦 & 𝐶 = 𝑓𝑦𝑦 and evaluate these at each stationary point say
(𝑥0 , 𝑦0 ) & compute 𝐴𝐶 − 𝐵 2
➢ (𝑥0 , 𝑦0 ) is a maximum point, if 𝐴𝐶 − 𝐵 2 > 0 & 𝐴 < 0
𝑓(𝑥0 , 𝑦0 ) is the maximum value
➢ (𝑥0 , 𝑦0 ) is a minimum point, if 𝐴𝐶 − 𝐵 2 > 0 & 𝐴 > 0
𝑓(𝑥0 , 𝑦0 ) is the minimum value
➢ (𝑥0 , 𝑦0 ) is called saddle point(neither maximum nor minimum),
if 𝐴𝐶 − 𝐵 2 < 0
➢ Ignore the point if 𝐴𝐶 − 𝐵 2 = 0
Find the extreme values of the function for the following

i. 𝒇(𝒙, 𝒚) = 𝒙𝟑 + 𝒚𝟑 − 𝟑𝒙 − 𝟏𝟐𝒚 + 𝟐𝟎

𝑓𝑥 = 3𝑥 2 − 3 = 0 & 𝑓𝑦 = 3𝑦 2 − 12 = 0

Solving the above equations,

𝑥 = ±1, 𝑦 = ±2
The critical or stationary points are (1, 2), (1, -2), (-1, 2) & (-1, -2)

𝐴 = 𝑓𝑥𝑥 = 6𝑥 𝐵 = 𝑓𝑥𝑦 = 0 & 𝐶 = 𝑓𝑦𝑦 = 6𝑦

(1, 2) (1, -2) (-1, 2) (-1, -2)


A 6>0 6>0 -6<0 -6<0
B 0 0 0 0
C 12 -12 12 -12
𝐴𝐶 − 𝐵 2 72>0 -72<0 -72<0 72>0
𝐴𝐶 − 𝐵 2 > 0 𝑎𝑡 (1, 2) & (-1, -2) So at these points the function has extreme values.

Since 𝐴 > 0, 𝑓(𝑥, 𝑦) is minimum at (1, 2) and the minimum value is 𝑓(1, 2) = 2

& 𝐴 < 0, 𝑓(𝑥, 𝑦) is maximum at (-1, -2) and the maximum value is 𝑓(−1, −2) = 38

The points (1, -2) & (-1, 2) are saddle point

ii. 𝒇(𝒙, 𝒚) = 𝒙𝟑 𝒚𝟐 (𝟏 − 𝒙 − 𝒚)
𝑓𝑥 = 3𝑥 2 𝑦 2 − 4𝑥 3 𝑦 2 − 3𝑥 2 𝑦 3 = 0 & 𝑓𝑦 = 2𝑥 3 𝑦 − 2𝑥 4 𝑦 − 3𝑥 3 𝑦 2 = 0
Solving the above equations,
2 3 1 1
The critical or stationary points are (0, 0), (1, 0), (0, 1), (0, 3) , (4 , 0 ) , ((2 , 3))
𝐴 = 𝑓𝑥𝑥 = 6𝑥𝑦 2 (1 − 2𝑥 − 𝑦) 𝐵 = 𝑓𝑥𝑦 = 𝑥 2 𝑦(6 − 8𝑥 − 9𝑦) & 𝐶 = 𝑓𝑦𝑦
= 2𝑥 3 (1 − 𝑥 − 3𝑦)

(0, 0) (1, 0) (0, 1) 2 3 1 1


(0, ) ( ,0 ) ( , )
3 4 2 3
A -1/9<0
B
C
𝐴𝐶 − 𝐵 2 0 0 0 0 0 1/144>0
1 1
𝐴𝐶 − 𝐵 2 > 0 & 𝐴 < 0 𝑎𝑡 (2 , 3) So at this point the function has extreme value.
1 1 1 1 1
𝑓(𝑥, 𝑦) is maximum at (2 , 3) and the maximum value is 𝑓 (2 , 3) = 432

Find the extreme values of the function for the following

i. 𝑥 3 + 𝑦 3 − 3𝑥𝑦 + 1
ii. 2𝑥 2 − 𝑥𝑦 + 𝑦 2 + 7𝑥
iii. 𝑥 3 + 3𝑥𝑦 2 − 15𝑥 2 − 15𝑦 2 + 72𝑥
iv. 𝑥 4 + 𝑦 4 − 2(𝑥 − 𝑦)2
v. 𝑥 3 + 𝑦 3 − 63𝑥 − 63𝑦 + 12𝑥𝑦
vi. 𝑠𝑖𝑛𝑥 + 𝑠𝑖𝑛𝑦 + 𝑠𝑖𝑛(𝑥 + 𝑦)
Lagrange’s method of undetermined multipliers with single constraint for a function of
single variable:
This is a method of obtaining the stationary values of a function of three independent variables
subject to a certain constraint.

Let u(x, y, z) be a function of three variables & ∅(𝑥, 𝑦, 𝑧) = 𝑐

Working rule:

1. Write the auxiliary function 𝐹 = 𝑢(𝑥, 𝑦, 𝑧) + 𝜆 ∅(𝑥, 𝑦, 𝑧)


2. Find 𝐹𝑥 , 𝐹𝑦 & 𝐹𝑧 and solve 𝐹𝑥 = 0, 𝐹𝑦 = 0, 𝐹𝑧 = 0 to obtain the stationary point
(𝑥0 , 𝑦0 , 𝑧0 )
3. Find the extreme value 𝑢(𝑥0 , 𝑦0 , 𝑧0 )
Problems:

1. Find the minimum value of 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 subject to the condition 𝒙𝒚𝒛 = 𝒂𝟑


Solution:

The auxiliary function 𝐹 = 𝑢(𝑥, 𝑦, 𝑧) + 𝜆 ∅(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + 𝑧 2 + 𝜆 𝑥𝑦𝑧

𝐹𝑥 = 2𝑥 + 𝜆𝑦𝑧 = 0, 𝐹𝑦 = 2𝑦 + 𝜆𝑥𝑧 = 0, 𝐹𝑧 = 2𝑧 + 𝜆𝑥𝑦 = 0

2𝑥 2𝑦 2𝑧
𝜆=− =− =−
𝑦𝑧 𝑥𝑧 𝑥𝑦
2𝑥 2𝑦
Consider − 𝑦𝑧 = − 𝑥𝑧  𝑥 2 = 𝑦 2  𝑥 = 𝑦

2𝑦 2𝑧
− = −  𝑦2 = 𝑧2 𝑦 = 𝑧
𝑥𝑧 𝑥𝑦

𝑥=𝑦=𝑧

𝑥. 𝑥. 𝑥 = 𝑎3 𝑥 3 = 𝑎3 ∴ 𝑥 = 𝑎, 𝑦 = 𝑎, 𝑧 = 𝑎

Hence the minimum value is 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑎2 + 𝑎2 + 𝑎2 = 3𝑎2


2. A rectangular box open at the top is to have a volume 32 cubic feet. Find its
dimensions if the total surface is minimum
Solution: Let x, y & z be the dimensions of the box
S=2xy+2yz+xz
V=xyz=32

The auxiliary function 𝐹 = 𝑢(𝑥, 𝑦, 𝑧) + 𝜆 ∅(𝑥, 𝑦, 𝑧) = 2𝑥𝑦 + 2𝑦𝑧 + 𝑥𝑧 + 𝜆 𝑥𝑦𝑧

𝐹𝑥 = 2𝑦 + 𝑧 + 𝜆𝑦𝑧 = 0, 𝐹𝑦 = 2𝑥 + 2𝑦 + 𝜆𝑥𝑧 = 0, 𝐹𝑧 = 2𝑦 + 𝜆𝑥𝑦 = 0


2𝑥 2𝑦 2𝑧
𝜆=− =− =−
𝑦𝑧 𝑥𝑧 𝑥𝑦
2𝑥 2𝑦
Consider − 𝑦𝑧 = − 𝑥𝑧  𝑥 2 = 𝑦 2  𝑥 = 𝑦
2𝑦 2𝑧
− = −  𝑦2 = 𝑧2 𝑦 = 𝑧
𝑥𝑧 𝑥𝑦
𝑥=𝑦=𝑧
𝑥. 𝑥. 𝑥 = 𝑎3 𝑥 3 = 𝑎3 ∴ 𝑥 = 𝑎, 𝑦 = 𝑎, 𝑧 = 𝑎
Hence the minimum value is 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑎2 + 𝑎2 + 𝑎2 = 3𝑎2
Practice problems:

1. Find the minimum value of 𝑥 2 + 𝑦 2 + 𝑧 2 subject to the condition 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥 = 3𝑎2


2. The temperature T at any point (x, y, z) in space is 𝑇 = 400𝑥𝑦𝑧 2 . Find the highest
temperature at the surface of the unit sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 1.
3. Divide 24 into three parts x, y, z such that the continued product of the first, square of
the second and cube of the third may be maximum.
Taylor’s theorem for a function of two variables:

Taylor’s series expansion of 𝑓(𝑥, 𝑦) about the point is given by


1
𝑓(𝑥, 𝑦) = 𝑓(𝑎, 𝑏) + [(𝑥 − 𝑎)𝑓𝑥 (𝑎, 𝑏) + (𝑦 − 𝑏)𝑓𝑦 (𝑎, 𝑏)]
1!
1
+ [(𝑥 − 𝑎)2 𝑓𝑥𝑥 (𝑎, 𝑏) + (𝑦 − 𝑏)2 𝑓𝑦𝑦 (𝑎, 𝑏) + 2(𝑥 − 𝑎)(𝑦 − 𝑏)𝑓𝑥𝑦 (𝑎, 𝑏)]
2!
+⋯
𝝅
1. Expand 𝒆𝒙 𝒔𝒊𝒏𝒚 about (𝟏, )
𝟒

𝜋 𝑒
𝑓(𝑥, 𝑦) = 𝑒 𝑥 𝑠𝑖𝑛𝑦, 𝑓 (1, ) =
4 √2
𝜋 𝑒
𝑓𝑥 (𝑥, 𝑦) = 𝑒 𝑥 𝑠𝑖𝑛𝑦, 𝑓 (1, ) =
4 √2
𝜋 𝑒
𝑓𝑦 (𝑥, 𝑦) = 𝑒 𝑥 𝑐𝑜𝑠𝑦, 𝑓 (1, ) =
4 √2
𝜋 𝑒
𝑓𝑥𝑥 (𝑥, 𝑦) = 𝑒 𝑥 𝑠𝑖𝑛𝑦, 𝑓 (1, ) =
4 √2
𝜋 𝑒
𝑓𝑥𝑦 (𝑥, 𝑦) = 𝑒 𝑥 𝑐𝑜𝑠𝑦, 𝑓 (1, ) =
4 √2
𝜋 𝑒
𝑓𝑦𝑦 (𝑥, 𝑦) = −𝑒 𝑥 𝑠𝑖𝑛𝑦, 𝑓 (1, ) = −
4 √2
𝑒 1 𝑒 𝜋 𝑒
𝑓(𝑥, 𝑦) = + [(𝑥 − 1) + (𝑦 − ) ]
√2 1! √2 4 √2
1 𝑒 𝜋 2 𝑒 𝜋 𝑒
+ [(𝑥 − 1)2 − (𝑦 − ) + 2(𝑥 − 1)(𝑦 − ) ] + ⋯
2! √2 4 √2 4 √2

Practice problems:
Write the Taylor’s series expansion of the following

1. 𝑥𝑦 2 + 𝑥 2 𝑦 𝑖𝑛 𝑝𝑜𝑤𝑒𝑟𝑠 𝑜𝑓 (𝑥 − 1) & (𝑦 + 3)
2. 𝑒 𝑥 𝑙𝑜𝑔(1 + 𝑦) 𝑎𝑏𝑜𝑢𝑡 𝑜𝑟𝑖𝑔𝑖𝑛

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