Thermal Physics

Instructor-
Golam Dastegir Al-Quaderi
Professor
Department of Physics, DU
 Mathematical Theorems
• Differentials: Consider an inclined plane in the 𝑥−𝑦−𝑧
coordinate space:
• We can think the plane as a
meadow with
• x-axis pointed east
• y-axis pointed north
• z-axis pointed up
• The z-coordinate is the
elevation above the sea level.
• Here, elevation is a function of
the east–north position in the field, i.e.
𝑧 = 𝑧(𝑥, 𝑦)
 Mathematical Theorems
• We seek to know the change of elevation (i.e. of 𝑧) as we
go from point 𝑖 to point 𝑓 on the meadow.
• We first travel east, a distance Δ𝑥, ending up at point 𝑔.
• The easterly slope of the meadow (a plane) is: Δ𝑧/Δ𝑥 𝑦
• Change in elevation upon arrival at point 𝑔 is:
(Δ𝑧)1 = Δ𝑧/Δ𝑥 𝑦 Δ𝑥
• We complete our journey to point 𝑓 by traveling in the
northerly direction, by a distance Δy.
• The northerly slope of the meadow (a plane) is: Δ𝑧/Δ𝑦 𝑥
• Change in elevation in the second part of the trip is:
(Δ𝑧)2 = Δ𝑧/Δ𝑦 𝑥 Δy
 Mathematical Theorems
• The change in elevation for the total trip is the
sum of that in the two parts:
Δ𝑧 = Δ𝑧 𝑡𝑜𝑡 = (Δ𝑧)1 + (Δ𝑧)2
Δ𝑧 Δ𝑧
⇒ Δ𝑧 = Δ𝑥 + Δy
Δ𝑥 𝑦 Δ𝑦 𝑥
• Since the meadow is planar, we could have
taken the journey in the alternate order i.e.
going northerly first and then easterly and
would have got the same result.
 Mathematical Theorems
• What happens if the meadow is not planar?
• At a given point, we can approximate a nonplanar
meadow with a segment of a plane that is tangent to
the meadow at the point.
• If we stay very close to the original point (i.e. 𝑓 is not
far from 𝑖 ), the tangent-plane is a very good
approximation to the meadow in the local region.
• In the limit of infinitesimal displacement from the
point, it is a perfect approximation and we get:
Δ𝑧 → 𝑑𝑧, Δ𝑥 → 𝑑𝑥, Δ𝑦 → 𝑑𝑦
Δ𝑧 𝜕𝑧 Δ𝑧 𝜕𝑧
LimΔx→0
Δ𝑥 𝑦
=
𝜕𝑥 𝑦
, LimΔy→0
Δ𝑦 𝑥
=
𝜕𝑦 𝑥
 Mathematical Theorems
• Hence we get,
𝜕𝑧 𝜕𝑧
𝑑𝑧 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝑦
𝜕𝑦 𝑥
• 𝑑𝑧 is called the total differential of the function
𝑧 = 𝑧(𝑥, 𝑦).
• The quantities like 𝜕𝑧/𝜕𝑥 𝑦 , i.e. the partial
derivative of 𝑧 with respect to 𝑥 holding 𝑦
constant, are the slopes of the meadow in
particular directions.
 Mathematical Theorems
• Exact and Inexact Differentials: Suppose we are
given a differential expression of the form:
𝛿𝐺 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦
• Question: Is this expression an exact differential?
• That is, can it be obtained from a function 𝑓(𝑥, 𝑦)
in the form 𝛿𝐺 = 𝑑𝑓 = 𝑑𝑓(𝑥, 𝑦)?
• Answer: The answer to the above question is not
always yes.
• Suppose that, such a function does actually exist.
 Mathematical Theorems
• If such a function 𝑓(𝑥, 𝑦) exists, then we have
𝜕𝑓 𝜕𝑓
𝑑𝑓 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝑦 𝜕𝑦 𝑥
• Comparing the above two, we get:
𝜕𝑓 𝜕𝑓
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝑦
𝜕𝑦 𝑥
• Then if 𝑥 and 𝑦 are independent variables we have
𝜕𝑓 𝜕𝑓
𝑀 𝑥, 𝑦 − 𝑑𝑥 + 𝑁 𝑥, 𝑦 − 𝑑𝑦 = 0
𝜕𝑥 𝑦 𝜕𝑦 𝑥
𝜕𝑓 𝜕𝑓
is true only when 𝑀 𝑥, 𝑦 − = 0 and 𝑁 𝑥, 𝑦 −
𝜕𝑥 𝑦 𝜕𝑦 𝑥
 Mathematical Theorems
• Thus since the changes in the independent
variables 𝑥 and 𝑦 are arbitrary (i.e.
independent of each other) we must have:
𝜕𝑓 𝜕𝑓
= 𝑀(𝑥, 𝑦) and = 𝑁(𝑥, 𝑦)
𝜕𝑥 𝑦 𝜕𝑦 𝑥
• Hence, a differential of the form
𝛿𝐺 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦
will be an exact differential if the above
conditions are true.
 Mathematical Theorems
• However, if any two (arbitrary) functions 𝑀(𝑥, 𝑦)
and 𝑁 𝑥, 𝑦 are combined in the form:
𝛿𝐺 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦
it is not always true that the combination will
be an exact differential.
• Condition for Exact Differential:
• A differential 𝑑𝑓 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 is
exact, if any of the following statements are
satisfied:
 Mathematical Theorems
𝜕𝑓 𝜕𝑓
• (a) 𝑀 𝑥, 𝑦 = and 𝑁 𝑥, 𝑦 =
𝜕𝑥 𝑦 𝜕𝑦 𝑥
𝐵
• (b) Its integral 𝐴
𝑑𝑓 is path independent, i.e.
𝐵
𝑑𝑓 = 𝑓𝐵 − 𝑓𝐴
𝐴
• (c) Hence, the integral along a closed contour is zero, i.e.
𝑑𝑓 = 0

𝜕𝑀 𝑥,𝑦 𝜕𝑁 𝑥,𝑦
• (d) =
𝜕𝑦 𝑥 𝜕𝑥 𝑦
 Mathematical Theorems
• Proof: (a) If we move in the 𝑥𝑦 − plane from an initial point
𝑖 ≡ (𝑥𝑖 , 𝑦𝑖 ) to a final point 𝑗 ≡ (𝑥𝑗 , 𝑦𝑗 ), then the integral from
𝑗 𝑗
𝑖 to 𝑗 is: 𝑖
𝑑𝑓 = 𝑖
(𝑀𝑑𝑥 + 𝑁 𝑑𝑦)
• However, from the analogy of the displacement along the
meadow, and since 𝑑𝑥 and 𝑑𝑦 are independent of each other
,we get, if 𝑑𝑓 is exact, then we can write it as:
𝜕𝑓 𝜕𝑓
𝑑𝑓 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝑦 𝜕𝑦 𝑥
• Hence, comparing the two expressions for 𝑑𝑓, we have:
𝜕𝑓 𝜕𝑓
𝑀 𝑥, 𝑦 = and 𝑁 𝑥, 𝑦 =
𝜕𝑥 𝑦 𝜕𝑦 𝑥
Proved (a).
 Mathematical Theorems
• Proof: (b) If 𝑑𝑓 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 is an
exact differential, we get, upon integration
𝑗 𝑗
Δ𝑓 = 𝑓𝑗 − 𝑓𝑖 = 𝑑𝑓 = (𝑀𝑑𝑥 + 𝑁 𝑑𝑦)
𝑖 𝑖
• Since the difference on the left-hand side
depends only on the initial and final points, the
integral on the right-hand side can only depend
on these points as well.
𝑗
• Hence, the integral 𝑖
𝑑𝑓 is path independent.
Here, 𝑓𝑗 = 𝑓 𝑥𝑗 , 𝑦𝑗 , 𝑓𝑖 = 𝑓(𝑥𝑖 , 𝑦𝑖 ) Proved (b).
 Mathematical Theorems
𝑗
• Proof: (c) Since the integral 𝑑𝑓
is path
𝑖
independent and depends only on the initial and
final points, we have trivially, 𝑑𝑓 = 0
• Proof: (d) We have, if 𝑑𝑓 = 𝑀 𝑥, 𝑦 𝑑𝑥 +
𝑁 𝑥, 𝑦 𝑑𝑦 is an exact differential:
𝜕𝑓 𝜕𝑓
𝑀 𝑥, 𝑦 = 𝑁 𝑥, 𝑦 =
and
𝜕𝑥 𝑦 𝜕𝑦 𝑥
𝜕2 𝑓(𝑥,𝑦) 𝜕𝑀 𝜕2 𝑓(𝑥,𝑦) 𝜕𝑁
• Then, = and =
𝜕𝑦𝜕𝑥 𝜕𝑦 𝑥 𝜕𝑥𝜕𝑦 𝜕𝑥 𝑦
 Mathematical Theorems
• Since, in general for smooth enough functions,
𝜕2 𝑓(𝑥,𝑦) 𝜕2 𝑓(𝑥,𝑦)
=
𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦
we have,
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝑥
𝜕𝑥 𝑦 Proved.
• Note: The exact conditions for the equality of the
mixed derivatives 𝑓𝑥𝑦 = 𝑓𝑦𝑥 are all of 𝑓𝑥 , 𝑓𝑦 , 𝑓𝑥𝑦
and 𝑓𝑦𝑥 exits and are continuous.
 Mathematical Theorems
• Heuristic Proof of Equality of Mixed Partial
Derivatives:
• Consider 𝑧 = 𝑧(𝑥, 𝑦) as in the example of a
meadow.
• A good or smooth nature of the function 𝑧(𝑥, 𝑦)
is that its mixed partial derivatives are equal.
• Let us calculate the difference 𝛿𝑧 in the heights of
A and C in the figure to follow.
• We can go from A to C via B or via D, and 𝛿𝑧 is
route-independent.
 Mathematical Theorems
• Then to first order:
(𝐴) (𝐵) (𝐴) (𝐷)
𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
𝛿𝑧 = 𝛿𝑥 + 𝛿𝑦 = 𝛿𝑦 + 𝛿𝑥
𝜕𝑥 𝑦 𝜕𝑦 𝑥
𝜕𝑦 𝑥
𝜕𝑥 𝑦
• Here the superscript (A) means “evaluated at A”.
• Divide both sides by 𝛿𝑥𝛿𝑦:
𝜕𝑧 (𝐵) 𝜕𝑧 (𝐴) 𝜕𝑧 (𝐷) 𝜕𝑧 (𝐴)
− −
𝜕𝑦 𝑥 𝜕𝑦 𝑥 𝜕𝑥 𝑦 𝜕𝑥 𝑦
=
𝛿𝑥 𝛿𝑦
• Hence, in the infinitesimal limit:
𝜕 𝜕𝑧 𝜕 𝜕𝑧
=
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
𝜕2𝑧 𝜕2𝑧
⇒ =
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
Proved.
 Problems
• Example-1: Consider the differential
𝛿𝐹 = 𝐾1 𝑦 𝑑𝑥 + 𝐾2 𝑥 𝑑𝑦
where 𝐾1 , 𝐾2 are constants. Examine whether
𝛿𝐹 is an exact differential by integration over a
closed rectangular path in the 𝑥𝑦 −plane.
• Solution-1: Consider
a rectangular path
as shown below:
 Problems
• Solution-1 (contd.): We evaluate the integral of 𝛿𝐹
along two paths between two points 𝐴 and 𝐵 as
shown.
(1) 𝑥𝐵 𝑦𝐵
• 𝑊 = 𝐾1 𝑥 𝑑𝑥 𝑦𝐴 +0+0+ 𝐾2 𝑦 𝑑𝑦 𝑥𝐵
𝐴 𝐴
= 𝐾1 𝑦𝐴 𝑥𝐵 − 𝑥𝐴 + 𝐾2 𝑥𝐵 (𝑦𝐵 − 𝑦𝐴 )
𝑦𝐵 𝑥𝐵
• 𝑊 (2) =0+ 𝐾2 𝑦 𝑑𝑦 𝑥𝐴 + 𝐾1 𝑥 𝑑𝑥 𝑦𝐵 +0
𝐴 𝐴
= 𝐾1 𝑦𝐵 𝑥𝐵 − 𝑥𝐴 + 𝐾2 𝑥𝐴 (𝑦𝐵 − 𝑦𝐴 )
• Hence in general, 𝑊 (1) ≠ 𝑊 (2)
• Comparing with the force 𝐹 and displacement along
the path, we see that the integrals will be work done.
 Problems
• Thus if we start at point 𝐴, the kinetic energy at point 𝐵 will
depend on the path taken, since the work done is path-
dependent.
• The work done will be path independent if
𝑊 (1) − 𝑊 2 = 𝑑𝐹 = (𝐾2 − 𝐾1 )(𝑥𝐵 − 𝑥𝐴 )(𝑦𝐵 − 𝑦𝐴 )

becomes zero.
• In fact, if 𝐾1 = 𝐾2 , the work would be path-independent,
and would depend only on the endpoints.
• Explicitly then, 𝐹 = 𝐾1 𝑥𝑦 since 𝑑 𝑥𝑦 = 𝑥𝑑𝑦 + 𝑦𝑑𝑥 .
However, if 𝐾1 ≠ 𝐾2 , the differential is inexact.
 Dependent and Independent
Variables
• Single-Component System: We have seen that a single-
component hydrostatic system is in general specified by
three state variables:
𝑃, 𝑉, 𝑇 or 𝑆, 𝑉, 𝑁 or 𝑈, 𝐻, 𝑇
or any three of 𝑃, 𝑉, 𝑇, 𝑆, 𝑁, 𝑈 etc.
• For example, we may have:
𝑈 = 𝑈 𝑆, 𝑉, 𝑁 or 𝑈 = 𝑈(𝑃, 𝑉, 𝑇)
• In many systems, the number of particles 𝑁 is held
constant.
• This is called a constraint (i.e. an imposed condition).
 Dependent and Independent
Variables
• The condition of 𝑁 = constant makes the number of
independent variables to two, reducing it from three for a
single-component hydrostatic system.
• Chemical Potential: We define the chemical potential as
the energy needed to increase the number of particles of a
system by one unit if everything else is held constant.
• Introducing the possibility of change of the number of
particles, the first law has to be modified to:
𝑑𝑈 = 𝑑𝐸𝑖𝑛𝑡 = 𝑑𝑄𝑖𝑛 + 𝑑𝑊𝑜𝑛 + 𝜇 𝑑𝑁
⇒ 𝑑𝑈 = 𝑇 𝑑𝑆 − 𝑃 𝑑𝑉 + 𝜇 𝑑𝑁
• The chemical potential is:
𝜕𝑈
𝜇=
𝜕𝑁 𝑆,𝑉
 Dependent and Independent
Variables
• The interdependence of so many different
thermodynamic variables means that there are
several different but equivalent ways of writing
any expression.
• The redundancy among the various parameters
may at first seem like a great deal of trouble.
• But we can use this interdependence to our
advantage.
• To do this, we need to have the necessary
mathematical relationships at our hand.
 Dependent and Independent
Variables
• Consider a set of 𝑛 independent variables:
{𝑥1 , 𝑥2 , 𝑥3 , … , 𝑥𝑛 }.
• For example: in 𝑈 = 𝑈(𝑃, 𝑉, 𝑇) , the three
variables are 𝑃, 𝑉, 𝑇 , etc., i.e. 𝑥1 = 𝑃, 𝑥2 = 𝑉,
𝑥3 = 𝑇 and 𝑛 = 3 .
• Then the state of a system is described by these
three independent variables (𝑃, 𝑉, 𝑇) in a 3D
space i.e. in 𝑃−𝑉−𝑇 space.
• We may describe a state, in general as a point in
an 𝑛−dimensional space.
 Dependent and Independent
Variables
• Again, the same state of the system may be
expressed by a set of other 𝑛 number of
independent variables: {𝑦1 , 𝑦2 , 𝑦3 , … , 𝑦𝑛 }.
• Note that the number of independent variables is
the same as before i.e. 𝑛 .
• For example, in 𝑈 = 𝑈(𝑆, 𝑉, 𝑁) these are 𝑆, 𝑉, 𝑁
and the same state is described by a different
point in a different space (in 3D 𝑆−𝑉−𝑁 space.)
• Again a set of another 𝑛 state variables:
{𝑧1 , 𝑧2 , 𝑧3 , … , 𝑧𝑛 } may be used to describe the
same state of the system in another space.
 Dependent and Independent
Variables
• These three sets of variables are sets of
independent variables represent the same state
of the system, in respective spaces.
• Since these three sets of variables are used to
represent the same state of a system, there exists
transformations among the elements of the sets.
• As this state of the system changes, the values of
the variables change, but the relationship among
them remains valid.
 Dependent and Independent
Variables
• Hence, each variable from one set may be
expressed as a function of the variables in the
other set(s):
𝑥𝑖 = 𝐹𝑖 𝑦𝑗 or 𝑥𝑖 = 𝐺𝑖 𝑧𝑗
and similarly for the other variables.
• Here,
𝑥𝑖 = 𝐹𝑖 𝑦𝑗 = 𝐹𝑖 (𝑦1 , 𝑦2 , 𝑦3 , … , 𝑦𝑛 )
𝑥𝑖 = 𝐺𝑖 𝑧𝑗 = 𝐺𝑖 (𝑧1 , 𝑧2 , 𝑧3 , … , 𝑧𝑛 )
where 𝑖 = 1,2,3, … 𝑛
 Dependent and Independent
Variables
• Also any one of 𝑦𝑗 and any one of 𝑧𝑘 are related. e.g.
we may write: 𝑦𝑗 = 𝑀𝑗 𝑧𝑘 = 𝑦𝑗 ( 𝑧𝑘 )
• We can equivalently write:
𝑥𝑖 = 𝐹𝑖 𝑦𝑗 = 𝑥𝑖 𝑦𝑗 = 𝑥𝑖 (𝑦1 , 𝑦2 , 𝑦3 , … , 𝑦𝑛 )
• Similarly,
𝑦𝑗 = 𝑦𝑗 (𝑧1 , 𝑧2 , 𝑧3 , … , 𝑧𝑛 )
• Then we write
𝑥𝑖 = 𝑥𝑖 (𝑦1 ( 𝑧𝑘 ), 𝑦2 ( 𝑧𝑘 ), 𝑦3 ( 𝑧𝑘 ), … , 𝑦𝑛 ( 𝑧𝑘 ))
𝑋 = 𝑋(𝑌 𝑍 )
• For example,
𝑃 = 𝑃(𝑆 𝑈, 𝐻, 𝐺 , 𝑉 𝑈, 𝐻, 𝐺 , 𝑁 𝑈, 𝐻, 𝐺 )
 Dependent and Independent
Variables
• Then by chain rule between the variables, for particular
𝑖 and 𝑘:
𝜕𝑥𝑖 𝜕𝑥𝑖 𝜕𝑦𝑗 𝜕𝑥𝑖 𝜕𝑦𝑗
= =
𝜕𝑧𝑘 𝜕𝑦𝑗 𝜕𝑧𝑘 𝜕𝑦𝑗 𝜕𝑧𝑘
𝑗
where we have used Einstein’s summation convention.
• For example for 𝑖 = 1 and 𝑘 = 4 (say) , we have
𝑛
𝜕𝑥1 𝜕𝑥1 𝜕𝑦𝑗 𝜕𝑥1 𝜕𝑦𝑗
= =
𝜕𝑧4 𝜕𝑦𝑗 𝜕𝑧4 𝜕𝑦𝑗 𝜕𝑧4
𝑗=1
• Here 𝑖, 𝑘 are “free” variables having particular values and 𝑗
is a dummy variable taking all possible values in the range
and it is used in the sum.
A General Mathematical Theorem
𝜕𝑥𝑖 𝜕𝑥𝑖 𝜕𝑦𝑗 𝜕𝑥𝑖 𝜕𝑦𝑗
• We can write = 𝑗 𝜕𝑦 𝜕𝑧 = as a matrix
𝜕𝑧𝑘 𝑗 𝑘 𝜕𝑦𝑗 𝜕𝑧𝑘
multiplication:
𝐴𝑖𝑘 = 𝐵𝑖𝑗 𝐶𝑗𝑘
where, 𝐴𝑖𝑘 = 𝜕𝑥𝑖 /𝜕𝑧𝑘 , 𝐵𝑖𝑗 = 𝜕𝑥𝑖 /𝜕𝑦𝑗 , 𝐶𝑗𝑘 = 𝜕𝑦𝑗 /𝜕𝑧𝑘
• Jacobian: Define the Jacobian determinant:
𝜕𝑥𝑖 𝜕 𝑥1 , 𝑥2 , … , 𝑥𝑛
det =
𝜕𝑧𝑘 𝜕 𝑧1 , 𝑧2 , … , 𝑧𝑛
𝜕𝑥 𝜕𝑥
𝜕 𝑥,𝑦 𝜕𝑥𝑖 𝜕𝑢 𝑣 𝜕𝑣 𝑢
• For example: = det = 𝜕𝑦 𝜕𝑦
𝜕 𝑢,𝑣 𝜕𝑢𝑘
𝜕𝑢 𝑣 𝜕𝑣 𝑢
A General Mathematical Theorem
• Similarly, we can write:
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕𝑢 𝑣,𝑤
𝜕𝑣 𝑢,𝑤
𝜕𝑤 𝑢,𝑣
𝜕 𝑥, 𝑦, 𝑧 𝜕𝑥𝑖 𝜕𝑦 𝜕𝑦 𝜕𝑦
= det =
𝜕 𝑢, 𝑣, 𝑤 𝜕𝑢𝑘 𝜕𝑢 𝑣,𝑤
𝜕𝑣 𝑢,𝑤
𝜕𝑤 𝑢,𝑣
𝜕𝑧 𝜕𝑧 𝜕𝑧
𝜕𝑢 𝑣,𝑤
𝜕𝑣 𝑢,𝑤
𝜕𝑤 𝑢,𝑣
• Omitting the subscript, for clarity we get:
𝜕𝑥/𝜕𝑢 𝜕𝑥/𝜕𝑣 𝜕𝑥/𝜕𝑤
𝜕 𝑥, 𝑦, 𝑧
= det 𝜕𝑦/𝜕𝑢 𝜕𝑦/𝜕𝑣 𝜕𝑦/𝜕𝑤
𝜕 𝑢, 𝑣, 𝑤
𝜕𝑧/𝜕𝑢 𝜕𝑧/𝜕𝑣 𝜕𝑧/𝜕𝑤
A General Mathematical Theorem
• From the properties of the determinant, we get, if
𝐴 = 𝐵𝐶 then, det 𝐴 = det(𝐵) det(𝐶)
• Hence, we get:
𝜕 𝑥1 ,𝑥2 ,…,𝑥𝑛 𝜕 𝑥1 ,𝑥2 ,…,𝑥𝑛 𝜕 𝑦1 ,𝑦2 ,…,𝑦𝑛
= .
𝜕 𝑧1 ,𝑧2 ,…,𝑧𝑛 𝜕 𝑦1 ,𝑦2 ,…,𝑦𝑛 𝜕 𝑧1 ,𝑧2 ,…,𝑧𝑛
• Explicitly for the case of 𝑛 = 2 we get, using 𝑥1 = 𝑥,
𝑥2 = 𝑦 and 𝑦1 = 𝑢 , 𝑦2 = 𝑣 :
𝜕𝑥 𝜕𝑥
𝜕 𝑥, 𝑦 𝜕𝑢 𝑣
𝜕𝑣 𝑢 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
= = −
𝜕 𝑢, 𝑣 𝜕𝑦 𝜕𝑦 𝜕𝑢 𝑣
𝜕𝑣 𝑢
𝜕𝑢 𝑣
𝜕𝑣 𝑢
𝜕𝑢 𝑣
𝜕𝑣 𝑢
A General Mathematical Theorem
• Similarly, using 𝑧1 = 𝑟, 𝑧2 = 𝑠 we get
𝜕 𝑢, 𝑣 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
= −
𝜕 𝑟, 𝑠 𝜕𝑟 𝑠
𝜕𝑠 𝑟
𝜕𝑟 𝑠
𝜕𝑠 𝑟
𝜕 𝑥,𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
• Also, = −
𝜕 𝑟,𝑠 𝜕𝑟 𝑠 𝜕𝑠 𝑟 𝜕𝑟 𝑠 𝜕𝑠 𝑟
• Hence as an example:
𝜕 𝑥, 𝑦 𝜕 𝑥, 𝑦 𝜕 𝑢, 𝑣
= .
𝜕 𝑟, 𝑠 𝜕 𝑢, 𝑣 𝜕 𝑟, 𝑠
𝜕𝑥𝑖
• Also recall that: = 𝛿𝑖𝑘
𝜕𝑥𝑘
where 𝛿𝑖𝑘 = 0 if 𝑖 ≠ 𝑘, 𝛿𝑖𝑘 = 1, if 𝑖 = 𝑘
A General Mathematical Theorem
𝜕 𝑥,𝑦 𝜕 𝑥,𝑦 𝜕 𝑢,𝑣
• Example-2: Prove that = .
𝜕 𝑟,𝑠 𝜕 𝑢,𝑣 𝜕 𝑟,𝑠
• Solution-2: We have the right hand side
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
− × −
𝜕𝑢 𝑣 𝜕𝑣 𝑢 𝜕𝑢 𝑣 𝜕𝑣 𝑢 𝜕𝑟 𝑠 𝜕𝑠 𝑟
𝜕𝑟 𝑠
𝜕𝑠 𝑟
𝜕𝑥 𝜕𝑦 𝜕𝑢 𝜕𝑣 𝜕𝑥 𝜕𝑦 𝜕𝑣 𝜕𝑢
= −
𝜕𝑢 𝑣 𝜕𝑣 𝑢 𝜕𝑟 𝑠 𝜕𝑠 𝑟 𝜕𝑢 𝑣 𝜕𝑣 𝑢
𝜕𝑟 𝑠 𝜕𝑠 𝑟
𝜕𝑦 𝜕𝑥 𝜕𝑢 𝜕𝑣 𝜕𝑦 𝜕𝑥 𝜕𝑣 𝜕𝑢
− +
𝜕𝑢 𝑣 𝜕𝑣 𝑢 𝜕𝑟 𝑠 𝜕𝑠 𝑟 𝜕𝑢 𝑣 𝜕𝑣 𝑢
𝜕𝑟 𝑠 𝜕𝑠 𝑟
= 𝑇1 − 𝑇2 − 𝑇3 + 𝑇4
where each of 𝑇𝑖 is a product of four terms.
A General Mathematical Theorem
• Solution-2(contd.): Now we can write
𝑥 = 𝑥 𝑢, 𝑣 = 𝑥 𝑢 𝑟, 𝑠 , 𝑣 𝑟, 𝑠 , 𝑦 = 𝑦 𝑢, 𝑣 = 𝑦 𝑢 𝑟, 𝑠 , 𝑣 𝑟, 𝑠
which implies, using the chain rule:
𝜕𝑥 𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑣
= +
𝜕𝑟 𝑠 𝜕𝑢 𝑣 𝜕𝑟 𝑠 𝜕𝑣 𝑢 𝜕𝑟 𝑠
𝜕𝑥 𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑣
= +
𝜕𝑠 𝑟 𝜕𝑢 𝑣 𝜕𝑠 𝑟 𝜕𝑣 𝑢 𝜕𝑠 𝑟
𝜕𝑦 𝜕𝑦 𝜕𝑢 𝜕𝑦 𝜕𝑣
= +
𝜕𝑟 𝑠 𝜕𝑢 𝑣 𝜕𝑟 𝑠 𝜕𝑣 𝑢 𝜕𝑟 𝑠
𝜕𝑦 𝜕𝑦 𝜕𝑢 𝜕𝑦 𝜕𝑣
= +
𝜕𝑠 𝑟 𝜕𝑢 𝑣 𝜕𝑠 𝑟 𝜕𝑣 𝑢 𝜕𝑠 𝑟
 A General Mathematical Theorem
• Solution-2(contd.): Hence the left-hand-side is:
𝜕 𝑥, 𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
= − = 𝑆1 − 𝑆2
𝜕 𝑟, 𝑠 𝜕𝑟 𝑠 𝜕𝑠 𝑟 𝜕𝑟 𝑠 𝜕𝑠 𝑟
𝜕𝑥 𝜕𝑦
⇒ 𝑆1 =
𝜕𝑟 𝑠 𝜕𝑠 𝑟
𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑢 𝜕𝑦 𝜕𝑣
= + +
𝜕𝑢 𝑣 𝜕𝑟 𝑠 𝜕𝑣 𝑢 𝜕𝑟 𝑠 𝜕𝑢 𝑣 𝜕𝑠 𝑟 𝜕𝑣 𝑢 𝜕𝑠 𝑟
𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑣
= +
𝜕𝑢 𝑣 𝜕𝑟 𝑠 𝜕𝑢 𝑣 𝜕𝑠 𝑟 𝜕𝑢 𝑣 𝜕𝑟 𝑠 𝜕𝑣 𝑢 𝜕𝑠 𝑟
𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑢 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣
+ +
𝜕𝑣 𝑢 𝜕𝑟 𝑠 𝜕𝑢 𝑣 𝜕𝑠 𝑟 𝜕𝑣 𝑢 𝜕𝑟 𝑠 𝜕𝑣 𝑢 𝜕𝑠 𝑟
𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣
= + 𝑇1 + 𝑇4 +
𝜕𝑢 𝑣 𝜕𝑟 𝑠 𝜕𝑢 𝑣 𝜕𝑠 𝑟 𝜕𝑣 𝑢 𝜕𝑟 𝑠 𝜕𝑣 𝑢 𝜕𝑠 𝑟
A General Mathematical Theorem
• Solution-2(contd.): Again
𝜕𝑦 𝜕𝑥
𝑆2 =
𝜕𝑟 𝑠
𝜕𝑠 𝑟
𝜕𝑦 𝜕𝑢 𝜕𝑦 𝜕𝑣 𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑣
⇒ 𝑆2 = + +
𝜕𝑢 𝑣 𝜕𝑟 𝑠 𝜕𝑣 𝑢
𝜕𝑟 𝑠
𝜕𝑢 𝑣
𝜕𝑠 𝑟
𝜕𝑣 𝑢 𝜕𝑠 𝑟
𝜕𝑦 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑥 𝜕𝑣
= +
𝜕𝑢 𝑣 𝜕𝑟 𝑠 𝜕𝑢 𝑣 𝜕𝑠 𝑟
𝜕𝑢 𝑣
𝜕𝑟 𝑠 𝜕𝑣 𝑢 𝜕𝑠 𝑟
𝜕𝑦 𝜕𝑣 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑣 𝜕𝑥 𝜕𝑣
+ +
𝜕𝑣 𝑢 𝜕𝑟 𝑠 𝜕𝑢 𝑣 𝜕𝑠 𝑟
𝜕𝑣 𝑢
𝜕𝑟 𝑠 𝜕𝑣 𝑢 𝜕𝑠 𝑟
𝜕𝑦 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑣 𝜕𝑥 𝜕𝑣
= + 𝑇3 + 𝑇2 +
𝜕𝑢 𝑣
𝜕𝑟 𝑠 𝜕𝑢 𝑣 𝜕𝑠 𝑟
𝜕𝑣 𝑢 𝜕𝑟 𝑠 𝜕𝑣 𝑢 𝜕𝑠 𝑟
A General Mathematical Theorem
• Solution-2(contd.): Hence we have,
𝜕 𝑥, 𝑦
𝐿𝐻𝑆 = = 𝑆1 − 𝑆2
𝜕 𝑟, 𝑠
𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣
= + 𝑇1 + 𝑇4 +
𝜕𝑢 𝑣 𝜕𝑟 𝑠 𝜕𝑢 𝑣 𝜕𝑠 𝑟 𝜕𝑣 𝑢 𝜕𝑟 𝑠 𝜕𝑣 𝑢
𝜕𝑠 𝑟
𝜕𝑦 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑣 𝜕𝑥 𝜕𝑣
− − 𝑇3 − 𝑇2 −
𝜕𝑢 𝑣 𝜕𝑟 𝑠 𝜕𝑢 𝑣 𝜕𝑠 𝑟 𝜕𝑣 𝑢 𝜕𝑟 𝑠 𝜕𝑣 𝑢
𝜕𝑠 𝑟
𝜕 𝑥, 𝑦 𝜕 𝑢, 𝑣
= 𝑇1 − 𝑇2 − 𝑇3 + 𝑇4 = 𝑅𝐻𝑆 = .
𝜕 𝑢, 𝑣 𝜕 𝑟, 𝑠
𝜕 𝑥, 𝑦 𝜕 𝑥, 𝑦 𝜕 𝑢, 𝑣
⇒ = .
𝜕 𝑟, 𝑠 𝜕 𝑢, 𝑣 𝜕 𝑟, 𝑠

hence proved.
A General Mathematical Theorem
• From simple mathematics follows several very useful results:
𝜕𝑥 𝜕𝑢
• Relation-1: = 1/
𝜕𝑢 𝑦 𝜕𝑥 𝑦

• Proof: From det 𝐴 . det(𝐴 ) = det(𝐴. 𝐴−1 ) = det 𝐼 = 1 we get,

−1

det 𝐴 = 1/(det 𝐴−1 ) i.e.

−1
𝜕(𝑥, 𝑦) 𝜕 𝑢, 𝑣
=
𝜕(𝑢, 𝑣) 𝜕 𝑥, 𝑦
where 𝐴 represents a Jacobian matrix for the transformation from
𝑢, 𝑣 → (𝑥, 𝑦) and 𝐴−1 represents the Jacobian of the opposite
transformation.
𝜕(𝑥,𝑦) 𝜕 𝑢,𝑣 𝜕 𝑥,𝑦
• Note that . = = 1 ⇒ 𝐴 𝐴−1 = 𝐼
𝜕(𝑢,𝑣) 𝜕 𝑥,𝑦 𝜕 𝑥,𝑦
A General Mathematical Theorem
• Now let, 𝑣 = 𝑦, which gives,
𝜕(𝑥, 𝑦) 𝜕(𝑥, 𝑦) 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
= = −
𝜕(𝑢, 𝑣) 𝜕(𝑢, 𝑦) 𝜕𝑢 𝑦
𝜕𝑦 𝑢
𝜕𝑢 𝑦
𝜕𝑦 𝑢
𝜕(𝑥,𝑦) 𝜕𝑥 𝜕𝑥 𝜕𝑥
• ⇒ = . 1 − 0. =
𝜕(𝑢,𝑦) 𝜕𝑢 𝑦 𝜕𝑦 𝑢 𝜕𝑢 𝑦
𝜕 𝑢,𝑦 𝜕𝑢
• Similarly, =
𝜕 𝑥,𝑦 𝜕𝑥 𝑦

𝜕(𝑥,𝑦) 𝜕𝑥 𝜕 𝑢,𝑦 −1 𝜕𝑢
• ⇒ = = = 1/
𝜕(𝑢,𝑦) 𝜕𝑢 𝑦 𝜕 𝑥,𝑦 𝜕𝑥 𝑦
𝜕𝑥 𝜕𝑢
• Hence, = 1/ Proved.
𝜕𝑢 𝑦 𝜕𝑥 𝑦
A General Mathematical Theorem
• Relation-2:
𝜕𝑥 𝜕𝑦 𝜕𝑢
= −1
𝜕𝑦 𝑢
𝜕𝑢 𝑥
𝜕𝑥 𝑦
• Proof: We also get,
𝜕(𝑥, 𝑦) 𝜕𝑥 𝜕(𝑥, 𝑦) 𝜕(𝑥, 𝑢)
= = .
𝜕(𝑢, 𝑦) 𝜕𝑢 𝑦
𝜕(𝑥, 𝑢) 𝜕(𝑢, 𝑦)
𝜕(𝑥,𝑦) 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
• But, = −
𝜕(𝑥,𝑢) 𝜕𝑥 𝑢 𝜕𝑢 𝑥 𝜕𝑥 𝑢 𝜕𝑢 𝑥
𝜕𝑦 𝜕𝑦 𝜕𝑦
= 1. − .0 =
𝜕𝑢 𝑥
𝜕𝑥 𝑢
𝜕𝑢 𝑥
A General Mathematical Theorem
𝜕(𝑥,𝑢) 𝜕𝑥 𝜕𝑢 𝜕𝑢 𝜕𝑥
• But, = −
𝜕(𝑢,𝑦) 𝜕𝑢 𝑦 𝜕𝑦 𝑢 𝜕𝑢 𝑦 𝜕𝑦 𝑢
𝜕𝑥 𝜕𝑥 𝜕𝑥
= . 0 − 1. =−
𝜕𝑢 𝑦
𝜕𝑦 𝑢
𝜕𝑦 𝑢
𝜕(𝑥,𝑦) 𝜕𝑥 𝜕(𝑥,𝑦) 𝜕(𝑥,𝑢)
• Hence, = = . =
𝜕(𝑢,𝑦) 𝜕𝑢 𝑦 𝜕(𝑥,𝑢) 𝜕(𝑢,𝑦)
𝜕𝑦 𝜕𝑥
−
𝜕𝑢 𝑥 𝜕𝑦 𝑢
𝜕𝑥 𝜕𝑦 𝜕𝑢
• Hence, = −1
𝜕𝑦 𝑢 𝜕𝑢 𝑥 𝜕𝑥 𝑦
A General Mathematical Theorem
• Relation-3:
𝜕𝑥 𝜕𝑥 𝜕𝑦
=
𝜕𝑢 𝑣 𝜕𝑦 𝑣 𝜕𝑢 𝑣
• Proof: We have,
𝜕(𝑥, 𝑣) 𝜕(𝑥, 𝑣) 𝜕(𝑦, 𝑣)
= .
𝜕(𝑢, 𝑣) 𝜕(𝑦, 𝑣) 𝜕(𝑢, 𝑣)
• Which says:
𝜕𝑥 𝜕𝑥 𝜕𝑦
=
𝜕𝑢 𝑣 𝜕𝑦 𝑣 𝜕𝑢 𝑣
which is simply the chain rule of partial differentiation.
A General Mathematical Theorem
• Relation-4:
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑦
= −
𝜕𝑢 𝑦
𝜕𝑢 𝑣
𝜕𝑦 𝑢
𝜕𝑢 𝑣
• Proof: We have,
𝜕(𝑥, 𝑦) 𝜕(𝑥, 𝑦) 𝜕(𝑢, 𝑣)
= .
𝜕(𝑢, 𝑦) 𝜕(𝑢, 𝑣) 𝜕(𝑢, 𝑦)
𝜕(𝑥,𝑦) 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑥
• But, 𝜕(𝑢,𝑦)
=
𝜕𝑢 𝑦 𝜕𝑦 𝑢
−
𝜕𝑢 𝑦 𝜕𝑦 𝑢
=
𝜕𝑢 𝑦
𝜕(𝑥,𝑦) 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
• Also, = −
𝜕(𝑢,𝑣) 𝜕𝑢 𝑣 𝜕𝑣 𝑢 𝜕𝑢 𝑣 𝜕𝑣 𝑢
A General Mathematical Theorem
𝜕(𝑢,𝑣) 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢 𝜕𝑣
• And, = − =
𝜕(𝑢,𝑦) 𝜕𝑢 𝑦 𝜕𝑦 𝑢 𝜕𝑢 𝑦 𝜕𝑦 𝑢 𝜕𝑦 𝑢
• Hence,
𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
= −
𝜕𝑢 𝑦 𝜕𝑦 𝑢
𝜕𝑢 𝑣
𝜕𝑣 𝑢
𝜕𝑢 𝑣
𝜕𝑣 𝑢
• Hence we get,
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑦
= −
𝜕𝑢 𝑦
𝜕𝑢 𝑣
𝜕𝑦 𝑢
𝜕𝑢 𝑣
A General Mathematical Theorem
• Example-3: Consider the transformation between
plane polar and 2D Cartesian coordinates.
• 𝑥 = 𝑟 cos 𝜃, 𝑦 = 𝑟 sin 𝜃, 𝑟 = 𝑥 2 + 𝑦 2 , 𝜃 =
tan−1 (𝑦/𝑥)
𝜕𝑥
• Then, = cos 𝜃
𝜕𝑟
• Naively, we would expect that
the inverse of this would be:
𝜕𝑟 𝜕𝑥 1
= 1/ = = sec 𝜃 ?
𝜕𝑥 𝜕𝑟 cos 𝜃
• Is it true?
A General Mathematical Theorem
• Example-3 (Contd.):
• The answer is NO.
𝜕𝑟 𝜕 2 2
1 2𝑥 𝑥
= 𝑥 +𝑦 = = = cos 𝜃 !
𝜕𝑥 𝜕𝑥 2 𝑥2 + 𝑦2 𝑟
• Where is the catch?
• The answer lies in the choice of the variable held
constant in partial derivatives.
𝜕𝑥 𝜕𝑢
• Note that: we have = 1/ , where in both
𝜕𝑢 𝑦 𝜕𝑥 𝑦
the derivatives, the same variable is held constant.
A General Mathematical Theorem
• Example-3 (Contd.): Take, 𝑢 = 𝑟 and 𝑣 = 𝜃.
𝜕𝑥 𝜕
• Then, = 𝑟 cos 𝜃 = cos 𝜃
𝜕𝑟 𝜃 𝜕𝑟 𝜃
𝜕
𝜕𝑟 𝜕 1 2𝑥+2𝑦𝜕𝑥𝑟 sin 𝜃
• But, = 𝑥2 + 𝑦2 =
𝜕𝑥 𝜃 𝜕𝑥 𝜃 2 𝑥 2 +𝑦 2
𝜕𝑟 𝑥 𝑦 sin 𝜃 𝜕𝑟
⇒ = +
𝜕𝑥 𝜃
𝑟 𝑟 𝜕𝑥 𝜃
𝜕𝑟 2
𝜕𝑟
⇒ 1 − sin 𝜃 = cos 𝜃 ⇒ = sec 𝜃
𝜕𝑥 𝜃 𝜕𝑥 𝜃
as expected !!
A General Mathematical Theorem
• Example-3 (Contd.):
𝜕𝑟 𝜕 1 2𝑥 𝑥
• Again, = 𝑥2 + 𝑦2 = = = cos 𝜃
𝜕𝑥 𝑦 𝜕𝑥 2 𝑥 2 +𝑦 2 𝑟
𝜕𝑥 𝜕 𝜕𝜃
= 𝑟 cos 𝜃 = cos 𝜃 − 𝑟 sin 𝜃
𝜕𝑟 𝑦
𝜕𝑟 𝑦
𝜕𝑟 𝑦
𝜕𝜃 𝜕 𝑦 1 (−𝑦) 𝜕𝑥
• But, = tan−1 = 𝑦2 𝑥 2
𝜕𝑟 𝑦 𝜕𝑟 𝑥 𝑦 1+ 2 𝜕𝑟 𝑦
𝑥
𝜕𝜃 𝑦 𝜕𝑥 sin 𝜃 𝜕𝑥
⇒ =− 2 =−
𝜕𝑟 𝑦
𝑟 𝜕𝑟 𝑦
𝑟 𝜕𝑟 𝑦
𝜕𝑥 𝜕𝑥
• Hence, 1 − sin2 𝜃 = cos 𝜃 ⇒ = sec 𝜃 !!
𝜕𝑟 𝑦 𝜕𝑟 𝑦
𝜕(𝑥,𝑦) 𝜕(𝑟,𝜃)
H.W.: Calculate the Jacobians: 𝜕(𝑟,𝜃) and 𝜕(𝑥,𝑦)