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Multi-Variable Calculus Concepts

The document discusses various topics in multi-variable calculus including properties of the beta function, area between curves, continuity, differentiation, homogenous functions, Euler's theorem, total derivative, and finding maxima and minima in two variables.

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16 views2 pages

Multi-Variable Calculus Concepts

The document discusses various topics in multi-variable calculus including properties of the beta function, area between curves, continuity, differentiation, homogenous functions, Euler's theorem, total derivative, and finding maxima and minima in two variables.

Uploaded by

subhadip1work
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Engineering Mathematics

1.14.1 Properties of  function


Γ𝑚.Γ𝑛
(i) 𝛽(𝑚, 𝑛) =
Γ(m+𝑛)
(ii) 𝛽(𝑚, 𝑛) = 𝛽(𝑛, 𝑚)
∞ 𝑥 𝑚−1
(iii) 𝛽(𝑚, 𝑛) = ∫0 𝑑𝑥
(1+𝑥)𝑚+𝑛
∞ 𝑥 𝑛−1
𝛽(𝑛, 𝑚) = ∫0 𝑑𝑥
(1+𝑥)𝑚+𝑛
1 𝑝+1 𝑞+1
(iv) 𝑠𝑖𝑛𝑝 𝜃. 𝑐𝑜𝑠 𝑞 𝜃 𝑑𝑥 = 𝛽 ( , ) , (𝑝, 𝑞 > −1)
2 2 2

1.15 Area between the curves


If the function f(x) > g(x) for all values of x between x=a and x=b then
𝑏 𝑏 𝑏
𝐴 = ∫𝑎 𝑓(𝑥)𝑑𝑥 − ∫𝑎 𝑔(𝑥)𝑑𝑥 ⇒ 𝐴 = ∫𝑎 (𝑓(𝑥) − 𝑔(𝑥)) 𝑑𝑥

Fig. 1.11. Area under curve


1  2
2 
Note : Area bounded by curve r = f () between  =  and  is r d

1.16. Multi Variable Calculus

(a) Continuity of a function

A function f(x, y) is said to be continuous at (a, b), if 𝑙𝑖𝑚 𝑓(𝑥, 𝑦) = 𝑓(𝑎, 𝑏)


𝑥→𝑎
𝑦→𝑏

(b) Differentiation of a two-variable function

If f(x, y) is a continuous function, then the derivative of f(x, y) with respect to x treating y as constant is given by
𝜕𝑓 𝑓(𝑥+ℎ,𝑦)−𝑓(𝑥,𝑦)
p= = 𝑙𝑖𝑚
𝜕𝑥 ℎ→0 ℎ

The derivative of f(x, y) with respect to y treating x as constant is given by


𝜕𝑓 𝑓(𝑥, 𝑦 + 𝑘) − 𝑓(𝑥, 𝑦)
𝑞= = 𝑙𝑖𝑚
𝜕𝑦 𝑘→0 𝑘
(c) Homogenous Function

A function f (x, y) is said to be homogenous function of degree ‘n’ if 𝑓(𝑘𝑥, 𝑘𝑦) = 𝑘 𝑛 . 𝑓(𝑥, 𝑦).

GATE WALLAH ELECTRONICS & COMMUNICATION HANDBOOK 1.13


Engineering Mathematics

Example: 𝑓(𝑥, 𝑦) = 𝑥 3 − 3𝑥 2 𝑦 + 3𝑥𝑦 2 + 𝑦 3


 𝑓(𝑘𝑥, 𝑘𝑦) = (𝑘𝑥)3 − 3(𝑘𝑥)2 (𝑘𝑦) + 3(𝑘𝑥). (𝑘𝑦)2 + (𝑘𝑦)3
= 𝑘 3 (𝑥 3 − 3𝑥 2 𝑦 + 3𝑥𝑦 2 + 𝑦 3 )
= 𝑘 3 . 𝑓(𝑥, 𝑦)  𝑓(𝑥, 𝑦) is a homogenous function of degree ‘3’.

(d) Euler’s Theorem


If f (x, y) is a homogeneous function of degree ‘n’ then
𝜕𝑓 𝜕𝑓
(i) 𝑥. + 𝑦. = 𝑛𝑓
𝜕𝑥 𝜕𝑦

𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
(ii) 𝑥 2 . + 2𝑥𝑦 + 𝑦2 = 𝑛(𝑛 − 1)𝑓
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2

If f(x, y) = g(x, y) + h(x, y) + (x, y) where g (x, y), h (x, y) and (x, y) are homogenous functions of degrees m, n and
p respectively, then
𝜕𝑓 𝜕𝑓
𝑥. + 𝑦. = 𝑚. 𝑔(𝑥, 𝑦) + 𝑛. ℎ(𝑥, 𝑦) + 𝑝. 𝜙(𝑥, 𝑦)
𝜕𝑥 𝜕𝑦

𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
𝑥2. + 2𝑥𝑦. + 𝑦2. = 𝑚(𝑚 − 1). 𝑔(𝑥, 𝑦) + 𝑛(𝑛 − 1). ℎ(𝑥, 𝑦) + 𝑝(𝑝 − 1). 𝜙(𝑥, 𝑦)
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2

(e) Total derivative:


du u dx u dy
(i) If u = f(x, y) and if x = (t), y = v(t) then = . + .
dt x dt y dt
du u u dy
(ii) If u be a function of x and y, where y is a function of x, then = + .
dx x y dx
(iii) If u = f(x, y) and x = f1 (t1, t2 ) and y = f 2 (t1 , t2 ), then
u u x u y u u x u y
= . + . and = . + .
t1 x t1 y t1 t2 x t2 y t2
dy f / x
(iv) If x and y are connected by an equation of the form f(x, y) = 0, then =−
dx f / y

(f) Concept of Maxima and Minima in Two Variables


If f(x, y) is a two-variable differentiable function, then to find the maxima (or) minima.
𝜕𝑓 𝜕𝑓
Step-1: Calculate 𝑝 = and 𝑞 = and equate p = 0, q = 0
𝜕𝑥 𝜕𝑦

Let (x0, y0) be a stationary point.


𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
Step-2: Calculate r, s, t where 𝑟 = | ; 𝑠= | ;𝑡= |
𝜕𝑥 2 (𝑥0 ,𝑦0 ) 𝜕𝑥.𝜕𝑦 (𝑥 ,𝑦 ) 𝜕𝑦 2 (𝑥 ,𝑦 )
0 0 0 0

Case (i): If 𝑟𝑡 − 𝑠 2 > 0 and r > 0, then the function f (x, y) has minimum at (x0, y0) and the minimum value is f(x0, y0).

Case (ii): If 𝑟𝑡 − 𝑠 2 > 0 and r < 0, then the function f (x, y) has maximum at (x0, y0) and the maximum value is

GATE WALLAH ELECTRONICS & COMMUNICATION HANDBOOK 1.14

Common questions

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The total derivative of a function u = f(x, y), where x and y depend on other variables (like t), is calculated using the chain rule. If x = ω(t), y = v(t), then du/dt = (𝜕u/𝜕x) * (dx/dt) + (𝜕u/𝜕y) * (dy/dt). This involves computing partial derivatives of u with respect to x and y, then multiplying these by the respective derivatives of x and y concerning their dependent variables, and summing the results .

To find the area between two curves f(x) and g(x) where f(x) > g(x) over an interval [a, b], integrate the difference of the functions over that interval. The area A is given by A= ∫[f(x) - g(x)]dx from a to b. This uses the fundamental theorem of calculus, requiring differentiation of the functions to establish their behavior over [a, b]. The differentiation validates the continuity and framework of the integration steps .

The β function is related to the Gamma function through the equation β(m, n) = Γm.Γn / Γ(m+n). This relationship allows one to express the β function in terms of the more extensively studied Gamma function, which is pivotal in various branches of mathematical analysis .

Non-linear multi-variable functions significantly alter variable interactions compared to linear functions due to the presence of higher-degree terms or products. This results in complex surfaces that exhibit curvatures and local extremities, affecting gradients and impact zones distinctively for each variable. Unlike linear functions, non-linear functions can accommodate varying rates of change, feedback effects, and indirect relations among variables, necessitating advanced techniques like partial derivatives and Hessian matrices for analysis .

To determine a function's homogeneity, verify if scaling its arguments by a factor k results in a new function expression that is k raised to a power n, times the original function. For example, if f(kx, ky) = kⁿ * f(x, y), then f(x, y) is homogeneous of degree n. This involves substituting the scaled variables and simplifying to see if this condition holds .

Euler's theorem is significant because it provides a structured way to derive properties of homogeneous functions. For a homogeneous function f(x, y) of degree n, Euler's theorem specifies that x.𝜕f/𝜕x + y.𝜕f/𝜕y = nf. This allows one to explore the intrinsic geometric properties and simplifications in derivatives that are pertinent when working with scaling transformations, as homogeneous functions inherently possess such scale invariance .

To determine whether a point (x0, y0) is a maximum or minimum, calculate the first derivatives (𝜕f/𝜕x = p, 𝜕f/𝜕y = q) and set them to zero to find stationary points. Then, compute the second derivatives r (𝜕²f/𝜕x²), s (𝜕²f/𝜕x𝜕y), and t (𝜕²f/𝜕y²) at (x0, y0). If rt - s² > 0 and r > 0, f(x, y) has a minimum at (x0, y0). If rt - s² > 0 and r < 0, it has a maximum .

The β function's integral representations highlight its symmetrical properties, such as symmetry in the parameters β(m, n) = β(n, m). Substitution techniques facilitate simplifying functions like β(m, n) as integrals that switch variables (e.g., x to 1/x substitutions), impacting the nature of convergence between 0 and 1. These techniques exploit the symmetry and orthogonality properties inherent in polynomial approximations and special functions enabling clean evaluations over an interval .

Continuity is critical in the differentiation of multi-variable functions because it ensures the limit processes involved in differentiation are well-defined and smooth. For example, if f(x, y) is continuous at a point and differentiable, then the partial derivatives exist, providing critical insights into the local behavior of the function around that point. Without continuity, the function may have pathological discontinuities that disrupt these limit processes .

The β function is often used in engineering fields such as signal processing and control systems for modeling problems involving probability distributions. It facilitates the computation of probabilities and distributions in cases involving variable integrals over specific ranges, often reducing complex integrals to simpler forms associated with the Gamma function .

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