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Partial Derivatives in Mathematics-I

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0% found this document useful (0 votes)
15 views89 pages

Partial Derivatives in Mathematics-I

Uploaded by

themoodiehoodie
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

MATH F111 (MATHEMATICS-I)

Gaurav Dwivedi
Department of Mathematics
BITS Pilani
Pilani Campus BITS Pilani, Pilani Campus, Rajasthan
Module 6
Partial Derivatives

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 2 / 89


Partial Derivatives with Respect to x

The partial derivative of f with respect to x at a point


(x0 , y0 ) in its domain is defined as

∂f f (x0 + h, y0 ) − f (x0 , y0 )
= lim ,
∂x (x0 ,y0 ) h→0 h

provided the limit exists.

∂f d
Note that ∂x (x ,y ) = dx f (x, y0 ) x=x0 .
0 0

Other Notation: fx (x0 , y0 ).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 3 / 89


Partial Derivatives with Respect to y

The partial derivative of f with respect to y at a point


(x0 , y0 ) in its domain is defined as

∂f f (x0 , y0 + k) − f (x0 , y0 )
= lim ,
∂y (x0 ,y0 ) k→0 k

provided the limit exists.

∂f d
Note that ∂y (x ,y ) = dy f (x0 , y) y=y .
0 0 0

Other Notation: fy (x0 , y0 ).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 4 / 89


Geometrical Interpretation of Partial Derivatives

Slope of the curve


z = f (x, y0 )
at the point
P (x0 , y0 , f (x0 , y0 ))
in the plane y = y0
is the value of
partial derivative
with respect to x of
f (x, y) at (x0 , y0 ).
Figure 1: The intersection of the plane y = y0
with the surface z = f (x, y), viewed from above the
first quadrant of the xy-plane.
Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 5 / 89
Geometrical Interpretation of Partial Derivatives

Slope of the curve z =


f (x0 , y) at the point
P (x0 , y0 , f (x0 , y0 )) in
the plane x = x0 is the
value of partial deriva-
tive with respect to y
of f (x, y) at (x0 , y0 ).

Figure 2: The intersection of the plane


x = x0 with the surface z = f (x, y), viewed
from above the first quadrant of the xy-plane.
Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 6 / 89
Symbols for Partial Derivatives

∂f ∂f
= fx , = fy
∂x ∂y

∂ 2f
 
∂ ∂f
= = (fx )x = fxx
∂x2 ∂x ∂x

∂ 2f
 
∂ ∂f
= = (fy )y = fyy
∂y 2 ∂y ∂y

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 7 / 89


∂ 2f
 
∂ ∂f
= = (fy )x = fyx
∂x∂y ∂x ∂y

∂ 2f
 
∂ ∂f
= = (fx )y = fxy .
∂y∂x ∂y ∂x

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 8 / 89


Question
Using the definition, compute the first partial derivatives
of the given function at (1, 2)

f (x, y) = 1 − x + y − 3x2 y.

Sol. We have by definition

∂f f (1 + h, 2) − f (1, 2)
= lim
∂x (1,2) h→0 h
(1 − (1 + h) + 2 − 6(1 + h)2 ) − (−4)
= lim
h→0 h

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 9 / 89


−13h − 6h2
= lim
h→0 h
= lim (−13 − 6h)
h→0
= −13.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 10 / 89


Now we have
∂f f (1, 2 + k) − f (1, 2)
= lim
∂y (1,2) k→0 k
(1 − 1 + (2 + k) − 3(2 + k)) − (−4)
= lim
k→0 k
−2k
= lim
k→0 k
= −2.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 11 / 89


Remark
In general
∂f
∂x is obtained by differentiating f with respect to x
treating y as a constant.
∂f
∂yis obtained by differentiating f with respect to y
treating x as a constant.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 12 / 89


Question
Find fx , fy , fxx , fyy , fxy , fyx for

f (x, y) = x2 − xy + y 2 .

Sol.

fx = 2x − y, fy = −x + 2y
∂fx ∂fy
fxx = = 2, fyy = =2
∂x ∂y
∂fx ∂fy
fxy = = −1, fyx = = −1.
∂y ∂x
Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 13 / 89
Question

Find fx and fy for f (x, y) = e−x sin(x + y).

Sol. Keeping y as a constant, we have

fx = e−x cos(x + y) − e−x sin(x + y).


Now keeping x as a constant, we have

fy = e−x cos(x + y).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 14 / 89


Question

Find fx , fy and fz for f (x, y, z) = ln(x + 2y + 3z).

Sol. Keeping y and z as constants, we have


1
fx =
.
x + 2y + 3z
Now keeping x and z as constants, we have
1 2
fy = (2) = .
x + 2y + 3z x + 2y + 3z

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 15 / 89


Now keeping x and y as constants, we have
1 3
fz = (3) = .
x + 2y + 3z x + 2y + 3z

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 16 / 89


Question
Verify that wxy = wyx , where

w(x, y) = ex + x ln y + y ln x.

Sol. Keeping y as a constant, we have


y
wx = ex + ln y + ,
x
now keeping x as a constant, we have
1 1
wxy = + .
y x
Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 17 / 89
Now, keeping x as a constant, we have
x
wy = + ln x,
y
and keeping y as a constant, we have
1 1
wyx = + .
y x
Hence wxy = wyx .

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 18 / 89


Functions of Three Variables

The partial derivative of f (x, y, z) with respect to x at a


point (x0 , y0 , z0 ) in its domain is defined as

∂f f (x0 + h, y0 , z0 ) − f (x0 , y0 , z0 )
= lim ,
∂x (x0 ,y0 ,z0 ) h→0 h

provided the limit exists.


Other partial derivatives are defined in a similar way.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 19 / 89


Question
Show that the function f (x, y, z) = e3x+4y cos 5z
satisfies the Laplace equation.

Sol. Recall: The Laplace equation is


∂ 2f ∂ 2f ∂ 2f
+ + = 0.
∂x2 ∂y 2 ∂z 2
Now we have
fx = 3e3x+4y cos 5z
fy = 4e3x+4y cos 5z
fz = −5e3x+4y sin 5z
Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 20 / 89
fxx = 9e3x+4y cos 5z
fyy = 16e3x+4y cos 5z
fzz = −25e3x+4y cos 5z.

Hence
fxx + fyy + fzz = 0.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 21 / 89


Implicit Function
A function f (x, y, z), where z can not explicitly be
written as a function of x and y is called an implicit
function. Like
xz − ln z = xy.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 22 / 89


Differentiation of Implicit Function
∂z
Find ∂x , where xz − ln z = xy.
Sol. Differentiating both sides with respect to x
(treating y as a constant):
∂z 1 ∂z
x +z− =y
∂x z
 ∂x
1 ∂z
x− =y−z
z ∂x
∂z z(y − z)
= .
∂x zx − 1

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 23 / 89


The Mixed Derivative Theorem

Theorem
If f and its partial derivatives fx , fy , fxy , fyx are
defined throughout an open region containing (a, b) and
are continuous at (a, b), then

fxy (a, b) = fyx (a, b).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 24 / 89


Example
Let (
xy(x2 −y 2 )
x2 +y 2 , (x, y) ̸= (0, 0)
f (x, y) =
0, (x, y) = (0, 0).
Show that fxy (0, 0) ̸= fyx (0, 0).
Sol. Note that
 
∂ ∂f fx (0, k) − fx (0, 0)
fxy (0, 0) = = lim
∂y ∂x (0,0) k→0 k
 
∂ ∂f fy (h, 0) − fy (0, 0)
fyx (0, 0) = = lim .
∂x ∂y (0,0) h→0 h

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 25 / 89


Thus, we need following four derivatives at (0, 0):

fx (0, 0), fy (0, 0), fx (0, k), fy (h, 0).

We find these one by one.


We have
f (h, 0) − f (0, 0)
fx (0, 0) = lim
h→0 h
0−0
= lim
h→0 h
= 0.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 26 / 89


f (0, k) − f (0, 0)
fy (0, 0) = lim
k→0 k
0−0
= lim
k→0 k
= 0.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 27 / 89


f (h, k) − f (0, k)
fx (0, k) = lim
h→0 h
hk(h2 −k 2 )
2 2 −0
= lim h +k
h→0 h
k(h − k 2 )
2
= lim
h→0 h2 + k 2
= −k.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 28 / 89


f (h, k) − f (h, 0)
fy (h, 0) = lim
k→0 k
hk(h2 −k 2 )
2 2 −0
= lim h +k
k→0 k
h(h − k 2 )
2
= lim
k→0 h2 + k 2
= h.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 29 / 89


Now, we have
fx (0, k) − fx (0, 0)
fxy (0, 0) = lim
k→0 k
−k − 0
= lim
k→0 k
= −1.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 30 / 89


Again, we have
fy (h, 0) − fy (0, 0)
fyx (0, 0) = lim
h→0 h
h−0
= lim
h→0 h
= 1.

Hence we conclude that

fxy (0, 0) ̸= fyx (0, 0).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 31 / 89


Homework

Let (
1, (x, y) = (0, 0)
f (x, y) =
0, (x, y) ̸= (0, 0).
Evaluate fx (0, 0) and fy (0, 0).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 32 / 89


Homework

Let
(  
y
x2 tan−1 −1 x
 2
x − y tan y , (x, y) ̸= (0, 0)
f (x, y) =
0, (x, y) = (0, 0).

Evaluate fxy (0, 0) and fyx (0, 0).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 33 / 89


To find partial derivatives

If a specific rule works in an open set containing the


given point, one can differentiate that rule directly
while treating other variables constant. If two rules
are required in every open set containing that point,
use the limit definition.
For 2nd order partial, 1st order partial, which are
differentiated, must be obtained on relevant nearby
points.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 34 / 89


Differentiability

Let f : R2 → R. We say that f is differentiable at


X = (x0 , y0 ) if there exists α = (α1 , α2 ) ∈ R2 such that

f (X + H) − f (X) − α · H
|H|

tends to 0 as H = (h, k) → (0, 0).


α is called the derivative if f at X and is denoted as
f ′ (X).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 35 / 89


An equivalent definition of differentiability is as follows:
Differentiability of a Function of Two Variables
A function z = f (x, y) is said to be differentiable at
(x0 , y0 ) if fx and fy exist at (x0 , y0 ) and ∆z satisfies the
equation

∆z = fx (x0 , y0 )∆x + fy (x0 , y0 )∆y + ε1 ∆x + ε2 ∆y,

in which each of ε1 , ε2 → 0 as both ∆x, ∆y → 0.


We say that f is differentiable if it is differentiable at
every point in its domain.
Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 36 / 89
Result

If f is differentiable at (x0 , y0 ), then the partial


derivatives fx (x0 , y0 ), fy (x0 , y0 ) exist and

f ′ ((x0 , y0 )) = (α1 , α2 ) = (fx (x0 , y0 ), fy (x0 , y0 ).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 37 / 89


Results I

1 If f (x, y) is differentiable at (x0 , y0 ), then f (x, y) is


continuous at (x0 , y0 ).
2 If f (x, y) is not continuous at (x0 , y0 ), then f (x, y)
is not differentiable at (x0 , y0 ).
3 If f (x, y) is differentiable at (x0 , y0 ), then the first
order partial derivatives exists at (x0 , y0 ).
4 If fx (or fy ) does not exist at (x0 , y0 ), then f not
differentiable at (x0 , y0 ).
5 Existence of partial derivative at (x0 , y0 ) does not
imply continuity of f (x, y) at (x0 , y0 ).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 38 / 89


Results II
6 Existence of partial derivative at (x0 , y0 ) does not
imply differentiability of f (x, y) at (x0 , y) .
7 If f (x, y) is continuous at a point (x0 , y0 ), then
fx , fy need not exist at (x0 , y0 ).
8 If f (x, y) is continuous in a closed and bounded
region R, then f is bounded on R.
9 If fx , fy exist and are bounded in an open region R,
then f is continuous in R.
10 If f (x, y) is such that fx , fy exist and are
continuous in an open disk centered at (x0 , y0 ),
then f is differentiable at (x0 , y0 ).
Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 39 / 89
Results III

11 If f is differnetiable at (x0 , y0 ), then fx , fy exists at


(x0 , y0 ) but fx , fy may not exists in an open disk
centered at (x0 , y0 ). (This shows that the converse
of the Result 10 is not true).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 40 / 89


Question

p
Show that the function f (x, y) = x2 + y 2 is not
differentiable at (0, 0).
Sol. We have
f (h, 0) − f (0, 0) |h|
fx (0, 0) = lim = lim = ±1.
h→0 h h→0 h

Thus fx (0, 0) does not exist and hence f is not


differentiable at (0, 0).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 41 / 89


Question
Consider the function
(
xy 2
x2 +y 4 , (x, y) ̸= (0, 0)
f (x, y) =
0, (x, y) = (0, 0).

Then, we have
f (h, 0) − f (0, 0)
fx (0, 0) = lim
h→0 h
0−0
= lim
h→0 h
= 0.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 42 / 89


f (0, k) − f (0, 0)
fy (0, 0) = lim
k→0 k
0−0
= lim
k→0 k
= 0.

Thus both fx (x0 , y0 ) and fy (x0 , y0 ) exist but the


function is not differentiable at (0, 0) Why?

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 43 / 89


The second condition of continuity fails, as along the
path x = my 2 , we have
m
f (x, y) = .
1 + m2
Thus the function is not continuous at (0, 0) and hence
is not differentiable at (0, 0).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 44 / 89


Example
The function
√ xy
(
, (x, y) ̸= (0, 0)
f (x, y) = x +y 2
2

0, (x, y) = (0, 0).

is not differentiable at (0, 0) even though fx (0, 0) and


fy (0, 0) both exist and f (x, y) is continuous at (0, 0).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 45 / 89


Section 14.4
The Chain Rule

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 46 / 89


Recall: If w = f (x) is a differentiable function of x and
x = g(t) is a differentiable function of t, then we have
following chain rule
dw dw dx
=
dt dx dt

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 47 / 89


Chain Rule

The chain rule for functions of one independent variable


and two intermediate variables is as follows:
If w = f (x, y) is differentiable, and if x = x(t), y = y(t)
are differentiable functions of t, then w = f (x(t), y(t)) is
a differentiable function of t and
dw ∂w dx ∂w dy
= + .
dt ∂x dt ∂y dt

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 48 / 89


Dependency Diagram : Chain Rule

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 49 / 89


Chain Rule

The chain rule for functions of one independent variable


and three intermediate variables is as follows:
If w = f (x, y, z) is differentiable, and if
x = x(t), y = y(t), z = z(t) are differentiable functions
of t, then w = f (x(t), y(t), z(t)) is a differentiable
function of t and
dw ∂w dx ∂w dy ∂w dz
= + + .
dt ∂x dt ∂y dt ∂z dt

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 50 / 89


Dependency Diagram

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 51 / 89


Question

Given

w = 2yex − ln z, x = ln(1 + t2 ), y = tan−1 t, z = et .

(a) Express dwdt as a function of t, both by using chain


rule and by expressing w directly in terms of t and
differentiating directly with respect to t, then
dw
(b) Evaluate dt at t = 1.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 52 / 89


Sol. (a) We have
∂w ∂w ∂w 1
= 2yex , = 2ex , =− ,
∂x ∂y ∂z z
and
dx 2t dy 1 dz
= , = , = et .
dt 1 + t2 dt 1 + t2 dt

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 53 / 89


Thus, using chain rule

dw ∂w dx ∂w dy ∂w dz
= + +
dt ∂x dt ∂y dt ∂z dt
     
2t 1 1
= (2yex ) + (2e x
) + − (et )
1 + t2 1 + t2 z
   
2t 1
= (2 tan−1 (t)(1 + t2 )) 2
+ −e−t (et )

2
+ (2(1 + t )) 2
1+t 1+t
= 4t tan−1 t + 1.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 54 / 89


Now replacing x = ln(1 + t2 ), y = tan−1 t, z = et in w,
we obtain

w = 2yex − ln z = 2(1 + t2 ) tan−1 (t) − t,

and so
dw
= 2 + 4t tan−1 (t) − 1
dt
= 4t tan−1 (t) + 1.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 55 / 89


(b) Now at t = 1, we have

dw
= 4 tan−1 (1) + 1 = π + 1.
dt t=1

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 56 / 89


Chain Rule
The chain rule for two Independent variables and three
intermediate variables is as follows:
Suppose that
w = f (x, y, z), x = g(r, s), y = h(r, s), and z = k(r, s).
If all four functions are differentiable, then w has partial
derivatives with respect to r and s, given by the formulas
∂w ∂f ∂x ∂f ∂y ∂f ∂z
= + +
∂r ∂x ∂r ∂y ∂r ∂z ∂r

∂w ∂f ∂x ∂f ∂y ∂f ∂z
= + +
∂s ∂x ∂s ∂y ∂s ∂z ∂s
Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 57 / 89
Composite Function

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 58 / 89


Dependency Diagram (w.r.t. r)

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 59 / 89


Tree Diagram (w.r.t. s)

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 60 / 89


Question

Given

w = ln(x2 + y 2 + z 2 ),
x = uev sin u, y = uev cos u, z = uev .

(a) Express ∂w ∂w
∂u and ∂v as a function of u and v, both by
using chain rule and by expressing w directly in terms of
u and v before differentiating.
∂w ∂w
(b) Then evaluate ∂u and ∂v at (u, v) = (−2, 0).

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 61 / 89


Sol. (a) Using chain rule:
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + +
∂u ∂x ∂u ∂y ∂u ∂z ∂u
2x
= 2 2 2
(ev sin u + uev cos u)
x +y +z
2y
+ 2 (ev cos u − uev sin u)
x + y2 + z2
2z
+ 2 2 2
(ev )
x +y +z

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 62 / 89


Substituting the values of x, y and z:
∂w 2uev sin u
= (ev sin u + uev cos u)
∂u (uev sin u)2 + (uev cos u)2 + (uev )2
2uev cos u
+ (ev cos u − uev sin u)
(uev sin u)2 + (uev cos u)2 + (uev )2
2uev
+ (ev )
(uev sin u)2 + (uev cos u)2 + (uev )2
2
= .
u

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 63 / 89


Now
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + +
∂v ∂x ∂v ∂y ∂v ∂z ∂v
2x
= 2 (uev sin u)
x + y2 + z2
2y
+ 2 2 2
(uev cos u)
x +y +z
2z
+ 2 2 2
(uev )
x +y +z

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 64 / 89


Substituting the values of x, y and z:
∂w 2uev sin u
= v 2 v 2 v 2
(uev sin u)
∂v (ue sin u) + (ue cos u) + (ue )
2uev cos u
+ v 2 v 2 v 2
(uev cos u)
(ue sin u) + (ue cos u) + (ue )
2uev
+ (uev )
(uev sin u)2 + (uev cos u)2 + (uev )2
= 2.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 65 / 89


One can also express w directly in terms of u and v to
compute ∂w ∂w
∂u , ∂v .

w = ln(x2 + y 2 + z 2 )
= ln((uev sin u)2 + (uev cos u)2 + (uev )2 )
= ln(2u2 e2v )
= ln 2 + 2 ln u + 2v

Thus
∂w 2 ∂w
= , = 2.
∂u u ∂v

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 66 / 89


(b) Now at (−2, 0)
∂w 2 ∂w
= = −1, = 2.
∂u u ∂v

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 67 / 89


Question

Let w = (x + y + z)2 , and


∂w
x = r − s, y = cos(r + s), z = sin(r + s). Find ∂r when
r = 1, s = −1.

Sol. We have, using chain rule


∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + +
∂r ∂x ∂r ∂y ∂r ∂z ∂r
= 2(x + y + z)[1 − sin(r + s) + cos(r + s)]
= 2(r − s + cos(r + s) + sin(r + s))[1 − sin(r + s) + cos(r + s)].

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 68 / 89


Hence
∂w
= 2(2 + 1 + 0)[1 − 0 + 1] = 12.
∂r r=1,s=−1

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 69 / 89


Chain Rule
The chain rule for two independent variables and one
intermediate variable is as follows:
Suppose that w = f (x) and x = g(r, s) are differentiable
functions, then w has partial derivatives with respect to
r and s given by the formulae
∂w dw ∂x
= ,
∂r dx ∂r
and
∂w dw ∂x
= .
∂s dx ∂s

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 70 / 89


Dependency Diagram

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 71 / 89


Implicit Differentiation

Suppose F (x, y) is differentiable and the equation


F (x, y) = 0 defines y as a (implicitly ) differentiable
function of x.
Then at any point where Fy ̸= 0,

dy Fx
=− .
dx Fy

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 72 / 89


Proof.

w = F (x, y) = 0
dw
=0
dx
dx dy
Fx + Fy =0
dx dx
dy
Fx + Fy =0
dx
dy Fx
=− .
dx Fy

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 73 / 89


Dependency Diagram

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 74 / 89


Question
dy
Find dx at the given point:

xey + sin xy + y − ln 2 = 0; (x, y) = (0, ln 2).

Sol. Here

F (x, y) = xey + sin xy + y − ln 2.

So

Fx = ey + y cos xy
Fy = xey + x cos xy + 1
Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 75 / 89
Therefore
dy Fx ey + y cos xy
=− =− y
dx Fy xe + x cos xy + 1
and hence

dy
= −(2 + ln 2).
dx (0,ln 2)

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 76 / 89


Three variable implicit differentiation

Suppose that z = f (x, y) is given implicitly by an


equation of the form

F (x, y, z) = 0, i.e., F (x, y, f (x, y)) = 0,

for all (x, y) in the domain of f . If F and f are


differentiable, then one can use the chain rule to
differentiate the equation F (x, y, z) = 0 as follows:

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 77 / 89


∂F ∂x ∂F ∂y ∂F ∂z
+ + =0
∂x ∂x ∂y ∂x ∂z ∂x
∂F ∂F ∂F ∂z
(1) + (0) + =0
∂x ∂y ∂z ∂x
∂z Fx
=− ,
∂x Fz
provided Fz ̸= 0.
∂z F
Similarly ∂y = − Fyz , provided Fz ̸= 0.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 78 / 89


Question
∂z ∂z
Find ∂x and ∂y , if x3 + y 3 + z 3 + 6xyz = 1.

Sol. Here

F (x, y, z) = x3 + y 3 + z 3 + 6xyz − 1.

So

∂F ∂F ∂F
= 3x2 + 6yz, = 3y 2 + 6xz, = 3z 2 + 6xy.
∂x ∂y ∂z

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 79 / 89


Therefore
∂z Fx 3x2 + 6yz
=− =− 2 ,
∂x Fz 3z + 6xy
and
∂z Fy 3y 2 + 6xz
=− =− 2 .
∂y Fz 3z + 6xy

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 80 / 89


Question
Draw a dependency (tree) diagram and write the chain
rule formula for ∂w ∂w
∂u and ∂v , where
w = g(x, y), x = h(u, v), y = k(u, v).

Sol.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 81 / 89


Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 82 / 89
Question
Draw a dependency (tree) diagram and write a chain rule
formula for ∂w ∂w
∂s and ∂t , where w = g(u), u = h(s, t).
Sol.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 83 / 89


Question

Show that if w = f (u, v) satisfies the Laplace equation

fuu + fvv = 0,

and if
x2 − y 2
u= , v = xy.
2
Then w satisfies the Laplace equation

wxx + wyy = 0.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 84 / 89


Sol. Using chain rule, we have
∂w ∂w ∂u ∂w ∂v
= +
∂x ∂u ∂x ∂v ∂x
∂w ∂w
= (x) + (y)
∂u ∂v
∂w ∂w
=x +y
∂u ∂v

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 85 / 89


Again differentiating:
     
∂ ∂w ∂ ∂w ∂ ∂w
= x + y
∂x ∂x ∂x ∂u ∂x ∂v
   
∂ ∂w ∂w ∂ ∂w
=x + +y
∂x ∂u ∂u ∂x ∂v
     
∂ ∂w ∂u ∂ ∂w ∂v ∂w
=x + +
∂u ∂u ∂x ∂v ∂u ∂x ∂u
     
∂ ∂w ∂u ∂ ∂w ∂v
+y +
∂u ∂v ∂x ∂v ∂v ∂x

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 86 / 89


= x[wuu (x) + wuv (y)] + wu + y[wvu (x) + wvv (y)]

Thus, we obtain

wxx = x2 wuu + xywuv + wu + xywvu + y 2 wvv .

Similarly

wyy = y 2 wuu − xywuv − wu − xywvu + x2 wvv .

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 87 / 89


Hence on adding, we obtain

wxx + wyy = (x2 + y 2 )(wuu + wvv ) = 0.

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 88 / 89


Questions
1 Assume that z = f (w), w = g(x, y), x = 2r3 − s2 ,
and y = res . If gx (2, 1) = −3, gy (2, 1) = 2,
f ′ (7) = −1 and g(2, 1) = 7, find ∂z ∂z
∂r and ∂s at r = 1
and s = 0.
2 Let

w = f (x, y, z)
x = g(r, s), y = h(r, s), z = k(r, s)
r = p(t), s = q(t).
dw
Then find dt .

Gaurav Dwivedi (BITS Pilani) MATH F111 (MATHEMATICS-I) September 9, 2024 89 / 89

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