Lecture 07 03-11-21
Lecture 07 03-11-21
Lecture 07 03-11-21
1 y x x
arc sin 2 2 2
y y y x y y
2
y x y y y 2 x2
1
y
2 z z 1 2 2 23 2 2 1 y
yx y x 2
y x
y
y x 3
2y 3
2 y x
2 2 2
y x
2 2 2
2 z z 1 x 1 2 x y2 x2 x2 y
3
xy x y y y x y 2 2 2 2 3 3
2 2
y x y y 2
x 2 2
y 2
x 2 2
z
2
z
2
Here, you can see that
yx xy
2 f 2 f 2 f 2 f
Example 2: Find , , and for f ( x, y ) x cos y y e x .
x 2 y 2 y x xy
f
Solution :
x
x
x cos y y e x cos y y e x
f
y
y
x cos y y e x x sin y e x
2 f f
cos y y e 0 y e y e
x x x
x 2
x x x
2 f f
cos y y e x sin y e x
yx y x y
2 f f
x sin y e x sin y e x
xy x y x
2 f f
x sin y e x x cos y
y 2
y y y
Laplace’s Equation
For a function w f ( x, y, z ) , the equation
2 f 2 f 2 f
0
x 2 y 2 z 2
is called Laplace’s equation.
Example 3: Show that the function f ( x, y ) e x sin y e y cos x satisfies the Laplace’s equation.
Solution: f ( x, y ) e x sin y e y cos x
f
e x sin y e y cos x e x sin y e y sin x
x x
f
e x sin y e y cos x e x cos y e y cos x
y y
2 f f x
e sin y e sin x e sin y e cos x
y x y
x 2
x x x
2 f f x
e cos y e cos x e sin y e cos x
y x y
y 2
y y y
Adding both partial second order derivatives, we have
2 f 2 f
2 e x sin y e y cos x e x sin y e y cos x 0
x 2
y
Euler’s Theorem
The Mixed Derivative Theorem
If f(x, y) and its partial derivatives f x , f y , f xy and f yx are defined throughout an open region
containing a point (a, b) and are all continuous at (a, b), then
f xy ( a, b) f yx ( a, b )
Advantage of Euler’s theorem
ey
w xy
y2 1
2w
The symbol tells us to differentiate first with respect to y and then with respect to x.
x y
However, if we postpone the differentiation with respect to y and differentiate first with respect
to x, we get the answer more quickly.
w ey
xy 2 y 0 y
x x y 1
2 w w
and y 1
yx y x y
Overview of lecture# 7
Chapter # 16 Partial derivatives
Page # 790 Article # 16.3
LECTURE No. 8
In general, the order of differentiation in an nth order partial derivative can be changed
without affecting the final result whenever the function and all of its partial derivatives of
order less than n are continuous.
For example, if f and its partial derivatives of the first, second and third orders are
continuous on an open set, then at each point of the set,
f xyy f yxy f yyx
3 f 3 f 3 f
or in another notation,
y 2 x yxy xy 2
Order of Differentiation
For a function f ( x, y ) y 2 x 4 e x 2
5 f
If we are interested to find , that is, differentiating in the order firstly w.r.t. x
y 3x 2
and then w.r.t. y , then the calculation will involve many steps making the job difficult.
But if we differentiate this function with respect to y first, and then with respect to x
secondly then the value of this fifth order derivative can be calculated in a few steps.
f
y
y
y 2 x 4e x 2 x 4e x y 2 2 x 4e x 2 y 0 2 yx 4e x
y y
2 f f
y 2
y y y
y
2 yx 4e x 2 x 4e x y 2 x 4e x 1 2 x 4e x
3 f 2 f 4 f 3 f
y 3
y y 2 y
2 x 4 x
e 0,
xy 3 x y 3 x
0 0
5 f 4 f
0 0
x 2y 3 x xy 3 x
x y
EXAMPLE 1 : Let f ( x, y ) . Find f x and f y .
x y
x y x y x y x y x y 2 y
Solution : f x f x x
x x x y x y x y
2 2
x y
x y x y x y x y
y y 2x
fy f
y y x y x y x y
2 2
EXAMPLE 2: If f ( x, y ) x 3 e y y 3 sec x , then find the partial derivatives of f(x, y)
with respect to x and y.
Solution:
f ( x, y ) x 3 e y y 3 sec x
fx f e y 3 x 2 y 3 sec x tan x x
x x
1
3 x 2 e y y 3 sec x tan x
2 x
fy f x 3 e y sec x 3 y 2 x3e y 3 y 2 sec x
y
EXAMPLE 3: If f ( x, y ) x 2 y e xy , then find the partial derivatives of f(x, y) with
respect to x and y at (1, 1).
Solution : f ( x, y ) x 2 y e xy
f x ( x, y ) f y x 2 e xy x 2 e xy y 2 x e xy x 2 e xy xy
x x x x
f x ( x, y ) xye 2 xy
xy
x x
w w
2
20 4 x 3 y 2 z
4
yx y x y
3
20 4 4 x 3 y 2 z 4 x 3 y 2 z 240 4 x 3 y 2 z
3
y
3w
2w
zyx z yx z
240 4 x 3 y 2 z
3
2
240 3 4 x 3 y 2 z 4 x 3 y 2 z 1440 4 x 3 y 2 z
2
z
w w
4 3
1440 4 x 3 y 2 z
2
z yx z zyx z
2
1440 2 4 x 3 y 2 z 4 x 3 y 2 z 5760 4 x 3 y 2 z
z
Chain Rule
I - Chain Rule in function of One Variable
The function f ( x) depends on one variable x , and x depends on single variable t .
dw
Given that w f x and x g t , we find as follows:
dt
dw dx
From w f x , we get , From x g t , we get
dx dt
dw dw dx
Then
dt dx dt
dw
Example 6: Let w x 4, x Sin t . Find , using the chain rule.
dt
Solution : w x 4, x Sin t
dw d dx d
x 4 1 0 1, Sin t cos t
dx dx dt dx
dw dw dx
By Chain Rule, 1 cos t cos t
dt dx dt
Chain Rule in function of one variable
y is a function of u , u is a function of v,
v is a function of w, w is a function of z ,
dy
z is a function of x. Ultimately, y is a function of x.So we can talk about .
dx
dy dy du dv dw dz
By the Chain Rule,
dx du dv dw dz dx
II When the function f is a function of two variable x and y. And x and y are
functions of one variable t .
w = f(x,y), x = g(t), y = f(t)
EXAMPLE BY SUBSTITUTION
dw
Let w x y, x cos t , y sin t. Find
by Substitution method.
dt
Solution : By subtitution, w x y, x cos t , y sin t
1 1
w cos t sin t 2 cos t sin t sin 2t
2 2
dw 1
cos 2t 2 cos 2t
dt 2
dw
EXAMPLE 7 : Let w xy, x cos t , and y sin t. Find by chain rule.
dt
Solution : Given w xy, x cos t , and y sin t
w xy w xy dx d cos t dy d sin t
y, x, sin t , cos t
x x y y dt dt dt dt
dw w dx w dy
y sin t x cos t
dt x dt y dt
sin t sin t cos t cos t sin 2 t cos 2 t cos 2t
dz
EXAMPLE 8: Let z 3 x 2 y 3 , x t 4 , y t 2 . Find .
dt
Solution : Given z 3 x 2 y 3 , x t 4 , y t 2
z z
x x
3x 2 y 3 3 2 x y 3 6 xy 3 ,
y y
3x 2 y 3 3x 2 3 y 2 9 x 2 y 2
dx dy
4t 3 , 2t
dt dt
dz z dx z dy
6 xy 3 4t 3 9 x 2 y 2 2t
dt x dt y dt
6 t 4 t 2
3
4t 9 t t 2t 24t
3 4 2 2 2 13
18t13 42t13
dz
EXAMPLE 9: Let z 1 x 2 xy 4 , x ln t , y t. Find by the Chain Rule.
dt
Solution: Given z 1 x 2 xy 4 , x ln t , y t
z 1 1
1 2 y4
1 x 2 xy 4 2 1 x 2 xy 4
x 2 x 2 1 x 2 xy 4
z 1 1
4 xy 3
1 x 2 xy 4 2 1 x 2 xy 4
y 2 y 1 x 2 xy 4
dx d ln t 1 dy d
= , t =1
dt dt t dt dt
dz z dx z dy 1 2 y4 1 4 xy 3
1
dt x dt y dt 2 1 x 2 xy 4 t 1 x 2 xy 4
1 1 2 y4 1 1
4 xy 3 t 3 4t 3 ln t
1 x 2 xy 4 2t 1 ln t 2t 4 ln t 2t
2
dz
EXAMPLE 10: Let z ln ( 2 x 2 y ), x t , y t 3 . Find , using Chain Rule.
dt
Solution : z ln ( 2 x 2 y ) z F ( x, y )
2
x t, y t 3
x g (t ), y f (t )
z ln ( 2 x y ) 1 2x y
2 2
1 4x
2 2 4x 2
x x 2x y x 2x y 2x y
z ln ( 2 x y ) 1 2x y
2 2
1 1
2 2 0 1 2
y y 2x y y 2x y 2x y
2
2
dx d t 1 dy dt 3 2 1 2
, t 3
1
dt dt 2 t dt dt 3 3
3t
dz z dx z dy 4 x 1 1 2
dt x dt y dt 2 x 2 y 2 t 2 x 2 y 13
3t
1
4 t 1 1 2 2 2 6t 3 2
2 2
1
1 2
3 2 t
2 1 2
2 2 t t 3 3t 3
2 2
t t 2t t
3
3t 3 2t t 3 3t 3 2t t 3
III When the function f is a function of three variable x, y and z. And x,
y and z are functions of one variable t .
w = f(x,y,z), x = g(t) ,y = f(t), z = h(t)
dw w dx w dy w dz
dt x dt y dt z dt
Overview of Lecture#8
Book Calculus by Howard Anton
( Chapter # 16 - Topic # 16.4, Page # 799)
LECTURE No. 9
EXAMPLES
First of all, we revise the example which we did in our 8th lecture.
Consider w = f(x , y, z) , where x = g(t), y = f(t), z = h(t) , then
dw w dx w dy w dz
dt x dt y dt z dt
dw
Example 1: Consider a function w x 2 y z 4, then find .
dt
Solution:
w = x2 + y + z + 4
x = e t, y = cost, z= t +4
w w w
= 2x, = 1, =1
x y z
dx dy dz
= et , = Sint, =1
dt dt dt
dw w dx w dy w dz
= + + .
dt x dt y dt z dt
= (2x) (et ) + (1) . ( Sint) + (1) (1)
= 2 (et ) (et ) Sint + 1
= 2 e2t Sint + 1
Consider w = f(x), where x = g(r, s). Now it is clear from the figure that “x” is
w dw x w dw x
intermediate variable and we can write and
r dx r s dx s
w w
Example 2 : If w Sin x x 2 , x 3r 4s, then find and .
r s
Solution : w sin x x 2 , x 3 r 4 s
dw x x
cos x 2 x, 3, 4
dx r s
w dw x
cos x 2 x 3 3cos x 6 x 3cos 3 r 4 s 6 3 r 4 s
r dx r
3cos 3 r 4 s 18 r 24 s
w dw x
cos x 2 x 4 4 cos x 8 x 4 cos 3 r 4 s 8 3 r 4 s
s dx s
4 cos 3 r 4 s 24 r 32 s
w w x w y
= +
r x r y r
Similarly, if you differentiate the function w with respect to s we will get
w w x w y
= +
s x s y s
Consider the function w f x, y, z , where x g r , s , y h r , s , z k (r , s )
Thus we have
w w x w y w z
= + +
r x r y r z r
Similarly if we differentiate with respect to s then we have,
w w x w y w z
= + +
s x s y s z s
r
Example 3 : Consider the function w x 2 y z 2 , x , y r 2 ln s, z 2r.
s
Solution:
w w w x 1 y z
First we calculate 1, 2, 2 z, , 2r , 2
x y z r s r r
w w x w y w z
Since
r x r y r z r
w 1 1 1
(1) (2)(2r ) (2 z )(2) 4r (4r )(2) 12r
r s s s
x r y 1 z
By putting the values from above, we get 2, , 0
s s s s s
So we can calculate w w x w y w z
s x r y r z r
r 1 2 r
(1) 2 (2) (2 z )(0) 2
s s s s
Remembering the Different Forms of the Chain Rule:
The best thing to do is to draw appropriate tree diagram by placing the dependent
variable on top, the intermediate variables in the middle, and the selected independent
variable at the bottom.
To find the derivative of dependent variable with respect to the selected independent
variable, start at the dependent variable and read down each branch of the tree to the
independent variable, calculating and multiplying the derivatives along
the branch. Then add the products you found for the different branches.
The Chain Rule for Functions
of Many Variables
S up p o se = f ( x, y, … ., ) is a
d iffe re nt ia b le fu nc t io n o f t he
va r ia b le s x, y, … .., (a fin ite
se t) a nd t he x, y, … , a re
d iffe re nt ia b le fu n c t io ns o f p , q , , t
(a no t he r fin it e se t ). T he n is a
d iffe re nt ia b le fu nc t io n o f t he
va r ia b le s p t hro u g h t a nd t he
p a rt ia l d e r iv a t iv e s o f w it h
re sp e c t to t he se va r ia b le s a re
g iv e n b y e q ua t io ns o f t he fo r m
x y
= + + … … + .
p x p y p p
The othe r eq uatio ns a re obta ined b y
rep lac ing p b y q, …, t, o ne a t a time.
One wa y to re me mbe r last eq ua tio n
is to think o f the right- ha nd side as
the dot prod uc t o f two vec tors with
co mpo ne nts.
x y
…… and ……
x y p p p
Derivatives of with Derivatives of the intermedaite
respect to the variables with respect to the
intermedaite variables selected independent variable
4 w
Example 4 : For the function w ln( er es et eu ),find wrstu where wrstu .
utsr
Solution: w ln ( e r e s et eu )
e s et e u )
e w eln ( e
r
Take anti-log on both sides
e e e e e
w r
(1)
s t u
since eln x x
Take derivative with respect to r,
e w (e r e s et e u )
(e r 0 0 0)
r r
w
e w wr e r Since wr
r
er
wr w e r w (2)
e
Take derivative with respect to s,
e w (e r e s et eu )
(0 e s 0 0)
s s
w
e w ws e s Since ws
s
es
ws w e s w (3)
e
Similarly, by taking derivative of (1) with respect to u, we get
wu eu w -----(4)
Similarly, by taking derivative of (1) with respect to t, we get
wt et w -----(5)
Now differentiate equation (2) with respect to s,
wr e r w e r w (r w) r w w
e (0 ) since r is kept constant
s s s s
wrs e r w ws e r w e s w by (3)
wrs e r w s w e r s 2 w
Now differentiate it with respect to t,
wrs e r s 2 w (r s 2w)
er s 2 w
t t t
2w
e r s 2 w (0 0 ) since r is kept constant
t
wrst e r s 2 w ( 2 wt ) 2e r s 2 w wt 2e r s 2 w et w
2e r s t 3 w by (5)
r s t 3 w
wrst 2e (r s t 3w)
2e r s t 3 w
u u u
3w
wrstu 2e r s t 3 w (0 0 0 )
u
2e r s t 3 w (3wu ) 6e r s t 3 w eu w
6e r s t u 4 w by (4)