Module_3 Math
Module_3 Math
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
𝜕 2𝑢 𝜕 𝜕𝑢
= ( )
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕 2𝑢 𝜕 𝜕𝑢
= ( )
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥
𝜕2𝑢 𝜕2 𝑢
Note: 𝜕𝑥𝜕𝑦 = 𝜕𝑦𝜕𝑥
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
= 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 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:
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)
• 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
𝑥 = ±1, 𝑦 = ±2
The critical or stationary points are (1, 2), (1, -2), (-1, 2) & (-1, -2)
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
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)
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.
Working rule:
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
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