STAT 1010Y Tutorial 6 (Partial Differentiation) 1, Find the first partial derivatives of the given fumetions: (a) f(e,t) = tan (eve) (b) f(2,y) = Jf cos(t?)at () z= ae (d) w= ae ©) fley2t)= 2. Find all the second partial derivatives of the given functions: (2) flay) = In(Be + 5y) b) v= vere 3. Show that the Cobb-Douglas production function P= blk? satisfies the equation rea + «ez =(a+f)P 4, Find the differential of the given function: (a) z= 2° ln’) (b) w= ay rer 5. Use the Chain rule to find the indicated derivatives: te (a) w=ay+y2?, a =e, y =etsint, 2 = ef cost ja (b) z= tanI(Qr-+y), = st, y = lng; 9,82 (0) z=" c0s0, r= st, 0= VS FP ; 2 d) w= a2 +yz, 2 = preosd, y= prsind, z= p-+r jt, 2, % when p=2,r = 3,0 =0 Bp Bn? a0 6. If V isa function of a and y and if 2 =rsec8, y = rtané show that FV AV _ BV | 18V _ costOV | sind cosd OV aa? Oy? 7 Oe 7 807. If z=log,y, find % and % in terms of x and y. 8. Show that any function of the form z= f(z+at) + g(x —at) is a solution of the wave equation Be _ yO ae = Bat 9, The Black-Scholes partial differential equation is given by WV Lage F¥ | gV eta age tag V0 for V(S,#) with constant o and r. Show that the Black-Scholes equation is equivalent to the heat equation for y(x,) given by oy _ oy Or” Ba? by following the steps below: and W(5,t)= v(x ‘C) Ke and t = T— 5 (T constant),to show that the Black-Scholes 7, or oD 0 (a) Use the transformations $ equation is equivalent to for a,b depending on r and o. (b) Apply a transformation of the type Vix,2) = Ke™*ry(x,7) and determine the constants a and § that make the equation derived in (a) equivalent to the heat equation 10. Find the local maximura and minimum values and saddle point(s) of the following functions: (a) f(e,y) = 32% uty Sat — By? +2 7 F(z) f(o,y) =sina + siny + cos(z +y); 0S aS 0/4,0 B22. D2 De.» Bz 2B OS Br De 90 25 = ewsek + (-cfcing) dst) * 25 trode) — ser singar) | Be = 22 We 4 22 20 (DE ‘Dr DE 36° St 2 ecos0(5) + (eGo) (54) * 2E = setae) — be sin(VSar) See (d). |= wey ye prces® ;, ye pone 5 Z=pir (Qu = Bu 2: Bui Qu D2 (3p soe : oe * 32 Op P22;0=3,620 (= 2a1(e50 + 2rsin@ + |= 2pr’cos76 + (pre) rsino + prsind = 2Q)(1) = 36 <— (Bus Ba 2x 4 24 By 4 Bu Be i oe By or" “dz dr | p:2,r23,e-0 i = 2x pt098 + ZpsinG + | = 2cptes'e + (Pte) psine + pene | < 2(3)(u))) = 24 <—— eee er Qxpon® +. zprcose + = = -2p'*oinOeosO + Cp -)prcose = -2(h)(4)(0) + (2+3)213) = 30 <——6. H=eO , Yer band | (254) ps (DV = Vx + BW? 3c 3x 9° 35 ot |QVe 5x6 WV 4 lane WV ——@ 30 Ox ay 36 Bx 36 oy 38 QV rseOlan® BV + psec WV —@ | 20 Bz 2y Mulligly O and @ by re@ avid lao respectively and subbiack taco DV — lan® a = £Kxee av — _rsec6 ken? QV oF ax ‘Trecto — rsec@ = 1 a = rsec’@ pia —lme av 36 BY 2 sec WV = sine BV 3 3x or rT 30 Malkiply © by rlon® and Subtack © bom @ clan@ WV -— QV = rlan7® av _ rsec*O WV Oe 86 °5 4 | OV = rland Dv _ ov | By Or 36 ; yw = 4 W ~ btaneov ——@ 24 ae 3O aravs 2 (2) | ox ax \ ox @ =(* 2 - sine 2) (92% - i ane 2) i ar co | = (so 2 Vf sce a = #O 2 ‘Sin ae or or - 36 | = Sin 2B (GOW) + sno DB 2 (ang sing QV i r 06 or Oe W CO ON(sec0 BV\ - ec? PY oc or ar @) -«O 2f sing x) =~ (xe av + 2B. ae) or f Of | Cc 3reO 36 re 1 = ban Vv — lan® BV | r* 26 r ae @) | ~Sin (sec8 PV 4 QV. xO lane if 309¢ or = -lan@ OV. _ tan’e QV ee oe 7 ae Se | | gine 2 (ase ov) = sine ( sine QV + BW Cosb | f 26 C30 c F367 oO fa I = 9NO DV 4 gin@es® QV | ry 367 Te oe | Therelore » DV 2 sec76 PV + a8 QV — bane VY — ban® 2°V ya oe 08 YO 806 BO Oe \ = bnp’e av + Sin ay. + Gnee Qv i > oc 36 i = e070 BV + (tne 4 inscose aV — 2lane Vv. i Or 26 7 or alan’ WV + sie en . OF wee aotOV = G - tone 2 ft mM tne 24) jog: Ue oS 2 1 2 = GB)ER)- Cae) = lan? 2+ ac) + lon 2 {ent 2) )) 2 2ftowv\= 1t 2 | (+2(4%) 7 De | 12 2 i (tone 2 4 BV xo e +B, ( te 3) 1 (tne 2u + BY | = -lane@ IV — sec’o QV er Oar c ar | 1s 2 Qv\ = -tonef 1 avi+ QV. a oy lon 2 (4 ar) (+ 708 30 | = bane OV _ ban® Wy 7 Bo 7 ree. (| lool 2-( lone av _ tan*e Vv | or ar 3 | | Thee, : 7 ys av. —lae Vv — Ce av +t lune BV oe B 36" 7 “309r rf D6 | lang Qv_ + bono av | ne Ora Se ‘ 21 Ov — 2kne Dv —sxe 2v + lune 9v | 7 3eF iiciueras orn er 3 lan’ DV. Oe4a, S =Ke* b= T-20_ (te ery) = bin @)). [alae = V(5,t) =V (KY, r- 2) i | ON = Ot | BE + 3t SE a 2 2 9C | _ | QV = QV. 2x | 2S 2x 35 | AK sb a “KS S OxNow, let vas Kem EG, ) PEROC yy KertE 5, Be = KZe y+ Ke 2y } = eee (4y + I = Kotert, 4 egoitnae Bh Hoey « neta = kere (a4 + 3) ay io Ket?" (oy 25 24) z Kare (ay + Bt) = KA ( 2834 + OU + ry) axe PTR 6 Be (agi) acy =0 -By+ + + (2494 2 Zysoty) Ge) N43 +34) ; [pe =0 | b = = (0? + At +b-2) 4 + Qu10) 4 + cc 2 | To. be equivalent bo He. heat equation: : A+ Akt b- 6 =O 2QA+a =O A= -4 = - 2 he Ge) —B= A* 40k +b oe B= 0% +b a u 1 IS » + ec n t(48-) - 25 a F(xy) 2 Bey + ya 30 Bye 42 2 = xq — 6x De 2 3x4 32-6 35 yee 4 s Be 2 Gy-€ Be se ar . Cy-€ Lao | 27e = bx * ‘D. EE [fey] @ 3 6xy 6x20 =9 6xly-1)sO0 =D XO oF Yel Bx743y7- 64 =0 => “Sy ( -2)=O when x20 Sm GS =) WS I when gel of wet _ Coico) Ponts « (0,0),(0,2), (41, ») Deoc)= 36 70 &,(0,0)2-€ yO or zeigt | Whea 4 i fy = xe S20 { =O. When ak, See (ay)-0 ys? | x= Vi os | Cokea) Kinks (0,0), (z> + my bbs t4)Dewy) = Fx Foy ee Gy)” a dey C29) (x ~-2)(27-3) etd It nay Je yey?) ere [ bxey? Ox *B) (24-3) = (1-22) 1-297] Dlo,0) = -1 (0,0) je a saddle ponk <— | De *3)- eae ata 3) - (aay | | [u-0] >0 esate >0 (E( &) 2) (4) €'2@)-2) <0 Ele “e) 20 Paw »&)rO be Ce 7a) <0 ee #)- P(-? ale, 3e Local maxima —— /F (aoe) = Pl )= local. minima. <— |«) Foy) = SIX +9ing + cos(x44) BE = coon ~sinlxiy) | ax 12F .. Com- 9 Sr = 05) sinlary) (DE = -sinx = coolasy) ex 56 <- gy = cos (xy) iQe = =coalx4y) Ere) £20 => Coox - sinlry)=0 0) 2 Gay - ginlarg)=0 @) O)-Q) =>. (OSX — a4 = DP _aey COGN IX =O => cosx— Qcsxsinx=O_, =9_ Cox (1-28 inx) =0 = cog =O Sin x= not bux fir 02x <5, xe FF | Cobieal Rink | (E92) | Dek) = fon 9 > Alain oe) = cos*(¥) | : WO -@= 2 20 Og(EB) = ~sin(2)- exl¥) <0 | (2 £) 7 2 15 0 local “maximum, <ley seer ey | vee [> = aM - aE 2 | Qxy = 2x? = X=0 or y= | oe oP: 3 x Me dy" | 3¢ X20, then x? =k; imphes W=0 or ye | Hower, Je yz0 > then guy) <0 )20 L£H#O - # Pg A=0 , then x42 26 => yrs 3 gee. be (dP Ae Gen x72 hy? J? gene or ys +t e has extreme values at (0 7 4y3), (+2, 1) and (22, + F(0 93) = O | [ Mlosximum value F(%2,1) =4 | Miamum vale. (£2; pe -i |tb) Flasy,2) = Bx-he HNO 427 2S Ar Oy” +25 (B)+ 0@)+ eS : 20.5 of Wh of Aee2 7 | fi has extreme. values at (2,0, -1) pod (-2,0,1) case | F(2,0,-1)'2 Ie+h 220. | F€2,0,) = My = -20 _F2,0,-1) = 20 is a maximum on x7rl0y"42%=5 | F(-2,0) 1) 2-20 19 A minimum.on. 271 }0y*2% 5 |© fouy,2) 3x-y- 32 oO Paes 227 | Ht . ba? x ao 8 wy ~~ CS Ae 21777 fal Perera eG eP C + a » aC ‘ A) w (ATP Be Ley 5 32 -AF+ hep f oh -2=0 x22 | M+ | | a4 s = z g = a = E E $i =12. Mex Ps bl?! st mbL-+n | Ve = aV4 Xbb! bli) L* KA Keep ace tbl? KI 2 ym a b0-w) Lk MY = ea Le pis) SSE eg Ogee ee mw) meed 1B@ Max 2 4; gt zee! VE = avg +yVh ya 2x 0 Ya 2a, oO So => 22, tpl 0 X o 24; x o 2a, ra f 4 a : . | Xn i 6 yo 42 Yi 2dr; br issn : eee eee Ly a Se ' [Te Ded, Men gars and Sxyis SaFs | TP ded, then yie7% and Zugi= 1 iti jen eta > Ye 2e% and Boy = FI | Moxinum value of ZA: aeMio CO.,K) = mL+nk _ st bLaKI*2 @ a! BOW ASQ => b tos — : ie (nx ea —Omli-o4 x_n bate ml) ; ; a pe = te bm (a)(b) Assume S 4? FO Zb?#O mt = Zu Z(H) [295 = 29; See = 24s a i Therebre fom (a) bi 25 > 2 var