Mathematics 2 AM025 Topic 1:Partial Differentiation

TUTORIAL 1 OF 6
TOPIC : 1.0 PARTIAL DIFFERENTIATION
SUBTOPIC : 1.1 First Order Partial Derivatives
LEARNING OUTCOME:
At the end of this lesson, students should be able to:
1.1 (a) compute the first order partial derivatives involving two variables x and y .

FIRST ORDER PARTIAL DERIVATIVES

The notation we use for first order partial derivative of f with respect to x depends on what
aspect of the derivative we want to emphasize:

f
( x0 , y 0 ) Partial derivative of f with respect to x at ( x0 , y0 )
x

f x ( x0 , y0 ) f sub x at ( x0 , y0 )

z
Partial derivative of z with respect to x at ( x0 , y0 )
x ( x0 , y0 )
f z
fx , , Z x , or Partial derivative of f (or z) with respect to x
x x

RECALL BACK DIFFERENTIATION FORMULA:

1. If f x   k , then f ' x   0 where k is a constant.

2. If f x   x n , then f ' x   nx n 1 . This is call the power rule.
3. If f x  kx n , then f ' x  knxn 1 .

Derivative of Exponential Functions

For the general exponential function, e f  x  where f x  is a function of x, the derivative is

given by
d f x
dx
e  
 f ' x e f  x 

Derivative of Logarithmic Functions

Natural logarithmic functions of the form y  ln f ( x) , where f x  is some function of x ,

d
ln f x   f ' x 
dx f x 

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Mathematics 2 AM025 Topic 1:Partial Differentiation

The Product Rule of Differentiation

If u (x) and v(x) are differentiable functions, the derivative of

f ( x)  u ( x) v( x)
is f ' ( x)  v( x)u ' ( x)  u ( x)v' ( x)
d
The Product Rule can be written as (uv)  vu'  uv' .
dx

The Quotient Rule of Differentiation

u ( x)
If u (x) and v(x) are differentiable functions, the derivative of f ( x)  is
v( x)
v( x)u ' ( x)  u ( x)v' ( x)
f ' ( x)  .
vx 2

The General Power Rule of Differentiation

d
 f x n  n f x n1 f ' x 
dx

EXERCISE:

f f
1. Find and for the followings:
x y
1
(a) f ( x, y)  2 x2  3 y  4 (b) f ( x, y ) 
x y
x
(c) f ( x, y )  (d) f ( x, y )  ln( x  y )
(x  y2 )
2

x y
(e) f ( x, y ) 
x y

2. Find f x and f y for the followings:

(a) f ( x, y)  ln( x2  y 2 ) (b) f ( x, y)  e x ln y
f ( x, y)  e x y f ( x, y )  e y ln x
2
(c) (d)
(e) f ( x, y )  x 2  y 2

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Mathematics 2 AM025 Topic 1:Partial Differentiation

TUTORIAL 2 OF 6
TOPIC : 1.0 PARTIAL DIFFERENTIATION
SUBTOPIC : 1.2 Second Order Partial Derivatives
LEARNING OUTCOME:
At the end of this lesson, students should be able to:
1.2 (a) compute the second order partial derivatives involving two variables x and y.

EXERCISE:

1. Find all the second order partial derivatives of the followings:

(a) f ( x, y)  3x2  5 y3  10
(b) f x, y   x 2  3x 3 y  4 y 2  2 y
x
(c) f ( x, y )  2
y
3
(d) f ( x, y)   6 x  8 y  2
(e) f ( x, y)  e y ln x

2. Verify that f xy  f yx for the followings:

(a) f ( x, y)  x2  2 x  y
(b) f ( x, y )  x 2  y 2
(c) f ( x, y )  ln(2 x  3 y)
(d) f ( x, y)  e x  x ln y  y ln x

3. If f x, y   xy 4  2 x 2 y 3  4 x 2  3 y , show that f xy x, y   f yx x, y  . [PSE]

4. If f x, y   e 2 x3 y , show that f xx x, y   f yy x, y   13 f x, y . [PSE]

5.  2 2

Show that the function z  ln x  a    y  b  , where a and b are constants,
2z 2z
satisfies the equation  0. [PSE]
x 2 y 2

 2V  2V
6.  
Given V x, y   ln x 2  y 2 . Calculate 
x 2 y 2
. [PSE]

7.  2 2

If F x, y   ln x  y , show that x Fxx  y Fyy 
2 2 8x 2 y 2
 2 . [PSE]
x 2
 y2 
2

Given F x, y   x 3 e 2 x3 y and U x, y  

1 1
8. 2
Fxy  Fy . Find U 3, 2 . [PSE]
x 3

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Mathematics 2 AM025 Topic 1:Partial Differentiation

TUTORIAL 3 OF 6
TOPIC : 1.0 PARTIAL DIFFERENTIATION
SUBTOPIC : 1.3 Extremum of Function of Two Variables
LEARNING OUTCOMES:
At the end of this lesson, students should be able to:
(a) determine the stationary points (a, b) by solving the simultaneous equations
f x ( x, y)  0 and f y ( x, y )  0 .
(b) determine the types of stationary point (a, b) by using the second order partial
derivatives test.

Definition Stationary Point

The point (a, b) is a stationary point if fx(a,b) = 0 and fy(a,b) = 0

Classify the Types of Stationary Point (a, b)

Suppose (a,b) is a stationary point of a function f ( x, y ) . How can we

determine whether f(x,y) has a maximum, minimum or a saddle point at (a, b)?

Then, using the second order partial derivative test, determine the nature of the points.

Second order partial derivative test

D  ( f xx )( f yy )  ( f xy ) 2

i) if D  0, f xx  0, then (a,b) is a maximum point

ii) if D  0, f xx  0, then (a,b) is a minimum point
iii) if D  0 , then (a,b) is a saddle point.
iv) if D  0 , then test fails.

D is called the discriminant of f at (a,b).

EXERCISE:

1. Determine the location and nature of all the critical points for the followings:
(a) f ( x, y)  x 2  xy  y 2  3x  2
(b) f ( x, y)  x 2 y  2 xy  2 y 2  15 y
(c) f ( x, y )  xy
(d) f ( x, y)  8x 3  24 xy  y 3

2. Find the stationary point of each following function and determine its nature
f ( x, y)  x 3  y 3  3x  6 y  15 .

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Mathematics 2 AM025 Topic 1:Partial Differentiation

3. Find the location and nature of all the stationary points for the followings:
x3 5 x 2
(a) f ( x, y )    3 y 2  12 y
3 2
(b) f ( x, y)  x  y  3x  6 y  10
3 2

(c) f ( x, y)  x3  y 2  3x  4 y  25
(d) f ( x, y)  x3  y3  3x2 18 y 2  81y  5

4. Determine the maximum or minimum or saddle point of the function

f x, y   6 x 2  2 x 3  3 y 2  6 xy by using the second derivative test.
[PSE]

5. Determine the maximum or minimum or saddle point of the function

f x, y   xy  x 2  y 2  3x  3 y  8 by using the second derivative test.
[PSE]

6. Determine the stationary points of f x, y   x 3  3x 2  2 xy  y 2 and determine the

type of each point.
[PSE]

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Mathematics 2 AM025 Topic 1:Partial Differentiation

TUTORIAL 4 OF 6
TOPIC : 1.0 PARTIAL DIFFERENTIATION
SUBTOPIC : 1.3 Extremum of Function of Two Variables
LEARNING OUTCOME:
At the end of this lesson, students should be able to:
(c) solve problems related to economics and business.

EXERCISE:

1. A firm sells two products. The total annual revenue R is given as

R( x, y)  400x  4 x 2  1960 y  8 y 2
where x and y , respectively, are the numbers sold of each product in units. The cost
of producing the two products is
C ( x, y)  100  2 x  4 y  2 xy
2 2

(a) Determine how many of each product should be produced and sold in order to
maximize the annual profit. Determine the maximum profit.
(b) Determine the total revenue, total cost when profit is maximized.

2. Siti hand paints x sweatshirts and y T-shirts every month. The price function for
sweatshirts is p( x)  200  0.2 x and the price function for T-shirts is
p( y )  160  0.25 y , where both functions are in RM. The cost for manufacturing x
sweatshirts and y T-shirts is C ( x, y )  100 x  70 y  0.2 xy
(a) find the number of sweatshirts and T-shirts that will maximize the profit.
(b) find the maximum profit.

3. The cost function and revenue function of producing x units of product X are as follows.
1 2
C ( x)  x  5 x  1000
50
R ( x)  15 x
Whereas the cost function and revenue function of producing y units of product Y are
as follows.
1 2
C ( y)  y  5 y  1000
20
R ( y )  19 y
(a) Find the profit function for producing both the products.
(b) Find the maximum profit and the number of units of each product that need to
be produced.
(c) Find the average cost of product X at maximum profit.

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Mathematics 2 AM025 Topic 1:Partial Differentiation

4. A yearly profit earned by selling x units of item A and y units of item B is given as
P( x, y)  200  2 x 2  2 y 2  400x  700 y. Find the yearly sales of item A and item B
that give maximum profit. Hence, find the annual revenue that gives maximum profit
if the annual cost function of production of both items is given by
C( x, y)  x 2  y 2  200x  100 y  100.
[PSE]

5. Farid draws on x units of shirt A and y units of shirt B. The demand functions for shirt
A and shirt B are
p A x   24.8  0.1x and p B  y   11.6  0.2 y
respectively. Both functions give the selling price for each shirt in RM. The cost
function for manufacturing x units of shirt A and y units of shirt B is
C x, y   20 x  5 y  0.1xy
(a) State the total revenue and the total profit functions by selling x units of shirt A
and y units of shirt B.
(b) Determine the maximum profit and hence, obtain the quantity and price of shirt
A and B.
[PSE]

6. The cost function which is given as C x, y   x 2  y 2  xy  20 x  25 y  1500 for

inspection of an assembly operation depends on the number of inspections x and y .
How many inspections of x and y should be made in order to minimize the cost?
Hence, determine the minimum cost.
[PSE]

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Mathematics 2 AM025 Topic 1:Partial Differentiation

TUTORIAL 5 OF 6
TOPIC : 1.0 PARTIAL DIFFERENTIATION
SUBTOPIC : 1.4 Lagrange Multiplier
LEARNING OUTCOMES:
At the end of this lesson, students should be able to:
(a) formulate the problem related to maximize or minimize Z  f ( x, y ) , subject to the
constraint g ( x, y )  0 .
(b) determine the critical points ( x, y ) by solving the simultaneous equations:
Fx ( x, y,  )  0 , Fy ( x, y,  )  0 , F ( x, y,  )  0

CONTENTS

Suppose f ( x, y ) and g ( x, y ) are differentiable, and that f ( x, y ) has an

extremum subject to the constraint g ( x, y )  0 .
Then, to find the extreme value, proceed as follows:

i) Form a new function using the Lagrange Multiplier

F ( x, y ,  )  f ( x , y )   g ( x, y )
ii) Find the critical point ( x, y,  ) by solving the simultaneous equations.
Fx ( x, y,  )  0 , Fy ( x, y,  )  0 , F ( x, y,  )  0
iii) Find the maximum or minimum value by substituting x and y in f ( x, y ) .

 is called the Lagrange Multiplier.

EXERCISE:

1. By using Lagrange multiplier method:

(a) Maximize f ( x, y)  16  x 2  y 2 subject to x  2 y  6
(b) Minimize f ( x, y)  x 2  y 2 subject to x  y  24
(c) Maximize f ( x, y)  20x  10 y  x 2  y 2 subject to x  2 y  10  0
(d) Maximize f ( x, y)  25  x 2  y 2 subject to 2 x  y  4

2. Minimize f ( x, y)  x 2  y 2 subject to the constraint x  2 y  6  0 .

3. Find the minimum point and value of f ( x, y)  5x 2  6 y 2  xy subject to the constraint

x  2 y  24 .

4. Find the minimum value of the function f ( x, y)  2 y 2  x 2  1 subject to the constraint

y  2 x.

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Mathematics 2 AM025 Topic 1:Partial Differentiation

5. Find the minimum and maximum point of the function f ( x, y)  x 3  4 y 3 subject to

the constraint x  y  12 by using the Lagrange multiplier method.

6. Find x and y that minimize the function f ( x, y)  2 x 2  y 2  xy subject to the

constraint x  y  4. Use the method of Lagrange multipliers to find the minimum
value of the function.
[PSE]

7. Find x and y that minimize the function f x, y   16x 3  4 y 3 subject to the constraint
x  y  3  0 . Use the method of Lagrange multiplier to find the minimum value of the
function.
[PSE]

8. Use the method of Lagrange multiplier to find the maximum value for the function
F x, y   x  5 y  2 xy  x 2  2 y 2 subject to the constraint 2 x  y  4 .
[PSE]

9. Find the maximum value for the function F x, y   8x3  2 y 3 subject to the constraint
x  y  3 by using the Lagrange multiplier method.
[PSE]

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Mathematics 2 AM025 Topic 1:Partial Differentiation

TUTORIAL 6 OF 6
TOPIC : 1.0 PARTIAL DIFFERENTIATION
SUBTOPIC : 1.4 Lagrange Multiplier
LEARNING OUTCOME:
At the end of this lesson, students should be able to:
(c) solve problems related to economics and business.

EXERCISE:

1. The production function for a firm is f ( x, y)  12 x  20 y  x 2  2 y 2 . The cost of

producing x and y is 4 and 8 per unit. If the firm wants the total cost to be 88, find the
maximum production, subject to this constraint.

2. A company produces x units of DVD players and y units of televisions. The profit
function is given as  x, y   60x  80 y  x 2  y 2 . The total production for both
products is set at 40 units, use the Lagrange multiplier method to find the number of
each product should be made to maximize the profit.

3. The profit function for a firm is Px, y   80x  2 x 2  xy  3 y 2  100 y , where x and
y are number of units sold for commodity M and commodity N respectively. The
maximum output capacity for both commodities is 12 units. Use the method of
Lagrange multiplier to find x and y so that the profit is maximized. Hence, find the
maximum profit.
[PSE]

4. Find x and y that minimize the function f x, y   3x 2  y 2  2 xy  7 subject to the

constraint 3x  2 y  90 by using the Lagrange multiplier method. Hence, find the
minimum value of the function.
[PSE]

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