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Mathematics II Partial Differentiation 2nd Year

 Functions of two or more independent Variables


Definition:-
𝑤 = 𝑓(𝑥1 , 𝑥2 , 𝑥3 , … , 𝑥𝑛 ) is function of more variable
𝑤 = is the dependent variable of 𝑓
𝑥1 , 𝑥2 , 𝑥3 , … , 𝑥𝑛 are independent variables.
As Example :
1) 𝑣 = 𝜋𝑟 2 ℎ is a function calculate the volume of cylinder

2) 𝑣 = 𝑙 𝑤 ℎ is a function calculate the a rectangular box

Where 𝑣 is dependent variable


In eq. (1) 𝑉 is a function of two independent variables 𝑟 , ℎ
In eq . (2) 𝑉 is a function of three independent variables 𝑙 , 𝑤 , ℎ

 Partial Derivatives:-
In mathematics, a partial derivative of a function of several variables is
its derivative with respect to one of those variables, with the others held constant
(as opposed to the total derivative, in which all variables are allowed to vary).
Partial derivatives are used in vector calculus and differential geometry.

𝜕𝑓 𝜕𝑓
Example:- Find the values of and at the point (4,5) if 𝑓(𝑥, 𝑦) = 𝑥 2 +
𝜕𝑥 𝜕𝑦
3𝑥𝑦 + 𝑦 − 1
𝜕𝑓
Solution:- We regard 𝑦 as a constant and differentiate with respect to 𝑥 :-
𝜕𝑥

𝜕𝑓 𝜕𝑓
= 2𝑥 + 3𝑦 ⇒ (𝑓𝑜𝑟 4,5) = 2.4 + 3.5 = 23
𝜕𝑥 𝜕𝑥

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Mathematics II Partial Differentiation 2nd Year

𝜕𝑓 𝜕 2 𝜕𝑓
= (𝑥 + 3𝑥𝑦 + 𝑦 − 1) = 3𝑥 + 1 ⇒ (𝑓𝑜𝑟 4,5) = 13
𝜕𝑦 𝜕𝑦 𝜕𝑦

Example:- Find 𝑓𝑥 & 𝑓𝑦 if


𝜕 2𝑦 (𝑦 + 𝑐𝑜𝑠𝑥). 0 − (2𝑦)(−𝑠𝑖𝑛𝑥) 2𝑦 𝑠𝑖𝑛𝑥
𝑓𝑥 = ( )= =
𝜕𝑥 𝑦 + 𝑐𝑜𝑠𝑥 (𝑦 + 𝑐𝑜𝑠𝑥)2 (𝑦 + 𝑐𝑜𝑠𝑥)2

𝜕 2𝑦 (𝑦 + 𝑐𝑜𝑠𝑥). 2 − (2𝑦). 1 2𝑦 + 2𝑐𝑜𝑠𝑥 − 2𝑦


𝑓𝑦 = ( )= =
𝜕𝑦 𝑦 + 𝑐𝑜𝑠𝑥 (𝑦 + 𝑐𝑜𝑠𝑥)2 (𝑦 + 𝑐𝑜𝑠𝑥)2

2𝑐𝑜𝑠𝑥
=
(𝑦 + 𝑐𝑜𝑠𝑥)2

 Function of More Than Two Variables:-


𝜕
Example:- Find (𝑥 sin(𝑦 + 3𝑧))
𝜕𝑧
𝜕𝑓 𝜕 𝜕
Solution:- =𝑥 (sin(𝑦 + 3𝑧)) = 𝑥 cos(𝑦 + 3𝑧) (𝑦 + 3𝑧)
𝜕𝑧 𝜕𝑧 𝜕𝑧

= 3𝑥 cos(𝑦 + 3𝑧)

 Cylindrical Coordinates:-
We obtain cylindrical coordinates for space by combining polar coordinates in
the xy- plane with the usual Z-axis
The value of 𝑥, 𝑦, 𝑟 and 𝜃 in cylindrical coordinates are related by the usual eqs.
:-
𝒙 = 𝒓 𝐜𝐨𝐬 𝜽 , 𝒚 = 𝒓 𝐬𝐢𝐧 𝜽
𝒚
𝒓𝟐 = 𝒙𝟐 + 𝒚𝟐 , 𝜽 = 𝐭𝐚𝐧−𝟏
𝒙

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 Spherical Coordinates:-
Spherical coordinates locate points in space with two angle and a distance from
the origin.
Relation between spherical and Cartesian coordinates:-
𝒓 = 𝝆 𝐬𝐢𝐧 ∅ , 𝒙 = 𝒓 𝐜𝐨𝐬 𝜽 = 𝝆 𝐬𝐢𝐧 ∅ 𝐜𝐨𝐬 𝜽
𝒛 = 𝝆 𝐜𝐨𝐬 ∅ , 𝒚 = 𝒓 𝐬𝐢𝐧 𝜽 = 𝝆 𝐬𝐢𝐧 ∅ 𝐬𝐢𝐧 𝜽

𝝆 = √𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 = √𝒓𝟐 + 𝒛𝟐

Example:- Let 𝑅̅(𝑥, 𝑦, 𝑧) = 𝑥𝑖 + 𝑦𝑗 + 𝑧𝑘 be the position vector of the


Cartesian coordinate point (𝑥, 𝑦, 𝑧) and ,
𝜕𝑅̅
1- Let 𝑥 = 𝜌 sin ∅ cos 𝜃 , 𝑦 = 𝜌 sin ∅ sin 𝜃 𝑎𝑛𝑑 𝑧 = 𝜌 cos ∅ . Find
𝜕𝜃
𝜕𝑅̅ 𝜕𝑅̅ 𝜕𝑅̅
2- Let 𝑟 , 𝜃 , 𝑎𝑛𝑑 𝑧 be cylindrical coordinates. Express , 𝑎𝑛𝑑 as
𝜕𝑟 𝜕𝜃 𝜕𝑧
vector function of 𝑟 , 𝜃 𝑎𝑛𝑑 𝑧 .
Solution:-
𝜕𝑅̅ 𝜕𝑥 𝜕𝑦 𝜕𝑧
1- = 𝑖+ 𝑗+ 𝑘
𝜕𝜃 𝜕𝜃 𝜕𝜃 𝜕𝜃

= −(𝜌 sin ∅ sin 𝜃)𝑖 + (𝜌 sin ∅ cos 𝜃)𝑗

𝜕𝑅̅ 𝜕𝑥 𝜕𝑦 𝜕𝑧
2- = 𝑖+ 𝑗+ 𝑘 = cos 𝜃 𝑖 + sin 𝜃 𝑗
𝜕𝑟 𝜕𝑟 𝜕𝑟 𝜕𝑟

𝜕𝑅̅ 𝜕𝑥 𝜕𝑦 𝜕𝑧
= 𝑖+ 𝑗+ 𝑘 = −𝑟 sin 𝜃𝑖 + 𝑟 cos 𝜃𝑗
𝜕𝜃 𝜕𝜃 𝜕𝜃 𝜕𝜃

𝜕𝑅̅ 𝜕𝑥 𝜕𝑦 𝜕𝑧
= 𝑖+ 𝑗+ 𝑘=𝑘
𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧

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 The Chain Rule:-

If 𝑤 = 𝑓(𝑥, 𝑦) where 𝑥 = 𝑥(𝑡) and 𝑦 = 𝑦(𝑡) then,

𝒅𝒘 𝝏𝒇 𝒅𝒙 𝝏𝒇 𝒅𝒚
= . + .
𝒅𝒕 𝝏𝒙 𝒅𝒕 𝝏𝒚 𝒅𝒕

Example:- If 𝑓(𝑥, 𝑦) = 𝑥𝑦 Find the derivative of 𝑓(𝑥, 𝑦) with respect to 𝑡


along the path 𝑥 = cos 𝑡 , 𝑦 = sin 𝑡. What is the value of the derivative at
𝜋
𝑡=
2
Solution:-

𝑑𝑓 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
= . + . … … … … … . . (∗)
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡

𝜕𝑓 𝜕𝑓
𝑓(𝑥, 𝑦) = 𝑥𝑦 ⇒ =𝑦 , =𝑥
𝜕𝑥 𝜕𝑦
𝑑𝑥
𝑥 = cos 𝑡 = − sin 𝑡
𝑑𝑡
𝑑𝑦
𝑦 = sin 𝑡 = cos 𝑡
𝑑𝑡

𝑑𝑓
⇒ = −𝑦 sin 𝑡 + 𝑥 cos 𝑡 = −𝑠𝑖𝑛2 𝑡 + 𝑐𝑜𝑠 2 𝑡 = cos 2𝑡
𝑑𝑡

We can check our result by a more direct calculation , As a function of 𝑡.

1
𝑓(𝑥, 𝑦) = 𝑥𝑦 = cos 𝑡 sin 𝑡 = sin 2𝑡
2
𝑑𝑓 𝑑 1
= ( sin 2𝑡) = cos 2𝑡
𝑑𝑡 𝑑𝑡 2
𝑑𝑓
In either case, the value of ( ) = cos 𝜋 = −1
𝑑𝑡

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Mathematics II Partial Differentiation 2nd Year

 The Chain Rule for Functions of Three Variables:-

If 𝑤 = 𝑓(𝑥, 𝑦, 𝑧) and its partial derivatives are continuous and 𝑥 = 𝑥(𝑡) , 𝑦 =


𝑦(𝑡) , 𝑎𝑛𝑑 𝑧 = 𝑧(𝑡) are differentiable functions of , then the appropriate
𝑑𝑓
formula for is
𝑑𝑡

𝒅𝒇 𝝏𝒇 𝒅𝒙 𝝏𝒇 𝒅𝒚 𝝏𝒇 𝒅𝒛
= . + . + .
𝒅𝒕 𝝏𝒙 𝒅𝒕 𝝏𝒚 𝒅𝒕 𝝏𝒛 𝒅𝒕

𝑑𝑓
Example:- Find the value of 𝑎𝑡 𝑡 = 0 if 𝑓(𝑥, 𝑦, 𝑧) = 𝑥𝑦 + 𝑧 and
𝑑𝑡
𝑥 = cos 𝑡 , 𝑦 = sin 𝑡 , 𝑧 = 𝑡.

Solution:-
𝑑𝑓 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦 𝜕𝑓 𝑑𝑧
= . + . + .
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝜕𝑧 𝑑𝑡

𝑑𝑓
= (𝑦)(− sin 𝑡) + (𝑥)(cos 𝑡 ) + 1 = −𝑠𝑖𝑛2 𝑡 + 𝑐𝑜𝑠 2 𝑡 + 1
𝑑𝑡

𝑑𝑓 𝑑𝑓
= 1 + cos 2𝑡 , (𝑡 = 0) = 1 + cos 0 = 2
𝑑𝑡 𝑑𝑡

 The Chain Rule for Functions Defined on Surfaces:-

If 𝑤 = 𝑓(𝑥, 𝑦, 𝑧) and the variable 𝑥, 𝑦 𝑎𝑛𝑑 𝑧 are functions of the variables


𝑟 𝑎𝑛𝑑 𝑠 → 𝑓(𝑥, 𝑦, 𝑧) = 𝑓[𝑥(𝑟, 𝑠), 𝑦(𝑟, 𝑠), 𝑧(𝑟, 𝑠)]
Then :-

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑓 𝜕𝑧
= . + . + . …………………………………. (1)
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟 𝜕𝑧 𝜕𝑟

And
𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑓 𝜕𝑧
= . + . + . ……………………………….... (2)
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠 𝜕𝑧 𝜕𝑠

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Mathematics II Partial Differentiation 2nd Year

Example:-
𝜕𝑓 𝜕𝑓
Find and as functions of 𝑟 & 𝑠 if 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 + 2𝑦 + 𝑧 2 ,
𝜕𝑟 𝜕𝑠
𝑟
𝑥= , 𝑦 = 𝑟 2 + ln 𝑠 and 𝑧 = 2𝑟
𝑠

Solution:- From eq. of (1)

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑓 𝜕𝑧
= . + . + .
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟 𝜕𝑧 𝜕𝑟

1 1
= (1). ( ) + (2). (2𝑟) + (2𝑧). (2) = + 12𝑟
𝑠 𝑠
From eq. of (2)

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑓 𝜕𝑧
= . + . + .
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠 𝜕𝑧 𝜕𝑠

𝑟 1 2 𝑟 2𝑠−𝑟
= (1) (− 2) + (2) ( ) + 2𝑧. (0) = − 2 =
𝑠 𝑠 𝑠 𝑠 𝑠2

Example:- Show that any differentiable function of the form 𝑤 = 𝑓(𝑠), where
𝑠 = 𝑦 + 𝑎𝑥 , is a solution of the partial differential equation
𝜕𝑤 𝜕𝑤
−𝑎 =0 (𝑎 ≠ 0 constant )
𝜕𝑥 𝜕𝑦

Solution:- From the chain Rule we find

𝜕𝑤 𝑑𝑓 𝜕𝑠 𝑑𝑓
= . =𝑎 ……………… (1)
𝜕𝑥 𝑑𝑠 𝜕𝑥 𝑑𝑠

𝜕𝑤 𝑑𝑓 𝜕𝑠 𝑑𝑓
= . = … … … … … … … (2)
𝜕𝑦 𝑑𝑠 𝜕𝑦 𝑑𝑠

Sub. (2) in to (1)

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𝜕𝑤 𝜕𝑤 𝜕𝑤 𝜕𝑤
=𝑎 ⇒ −𝑎 =0
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦

Example:- Suppose 𝑓(𝑢, 𝑣, 𝑤) and its partial derivatives with respect to


𝑢, 𝑣 𝑎𝑛𝑑 𝑤 are continuous and that 𝑢 = 𝑥 − 𝑦, 𝑟 = 𝑦 − 𝑧, 𝑎𝑛𝑑
𝑤 = 𝑧 − 𝑥. show that
𝜕𝑓 𝜕𝑓 𝜕𝑓
+ + = 0 … … … … … … (∗)
𝜕𝑥 𝜕𝑦 𝜕𝑧

Solution:-

𝜕𝑓 𝜕𝑓 𝜕𝑢 𝜕𝑓 𝜕𝑣 𝜕𝑓 𝜕𝑤
= . + . + .
𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑤 𝜕𝑥

𝜕𝑓 𝜕𝑓 𝜕𝑓
= . (1) + . (0) + . (−1) …………………….. (1)
𝜕𝑢 𝜕𝑣 𝜕𝑤

𝜕𝑓 𝜕𝑓
= − … … … … … . . (1)
𝜕𝑢 𝜕𝑤

𝜕𝑓 𝜕𝑓 𝜕𝑢 𝜕𝑓 𝜕𝑣 𝜕𝑓 𝜕𝑤
= . + . + .
𝜕𝑦 𝜕𝑢 𝜕𝑦 𝜕𝑣 𝜕𝑦 𝜕𝑤 𝜕𝑦

𝜕𝑓 𝜕𝑓 𝜕𝑓
. (−1) + . (1) + . (0)
𝜕𝑢 𝜕𝑣 𝜕𝑤

𝜕𝑓 𝜕𝑓 𝜕𝑓
= − … … … … … … . (2)
𝜕𝑦 𝜕𝑣 𝜕𝑢

𝜕𝑓 𝜕𝑓 𝜕𝑢 𝜕𝑓 𝜕𝑣 𝜕𝑓 𝜕𝑤
= . + . + .
𝜕𝑧 𝜕𝑢 𝜕𝑧 𝜕𝑣 𝜕𝑧 𝜕𝑤 𝜕𝑧
𝜕𝑓 𝜕𝑓 𝜕𝑓
. (0) + . (−1) + . (1)
𝜕𝑢 𝜕𝑣 𝜕𝑤

𝜕𝑓 𝜕𝑓 𝜕𝑓
= − … … … … … … (3) sub eqs. 1,2 & 3 in to eq. (*)
𝜕𝑧 𝜕𝑤 𝜕𝑣

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𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
− + − + − =0
𝜕𝑢 𝜕𝑤 𝜕𝑣 𝜕𝑢 𝜕𝑤 𝜕𝑣

𝜕𝑓 𝜕𝑓 𝜕𝑓
+ + =0
𝜕𝑥 𝜕𝑦 𝜕𝑧

 Gradient and Directional Derivatives:-


If 𝑓(𝑥, 𝑦, 𝑧) and its partial derivatives are continuous, then the rate at which the
values of 𝑓 change with respect to 𝑡 along a differentiable curve
𝑥 = 𝑥(𝑡) , 𝑦 = 𝑦(𝑡) , 𝑧 = 𝑧(𝑡)
May be calculated from the formula
𝒅𝒇 𝝏𝒇 𝒅𝒙 𝝏𝒇 𝒅𝒚 𝝏𝒇 𝒅𝒛
= . + . + . … … … … … … … … (𝟏)
𝒅𝒕 𝝏𝒙 𝒅𝒕 𝝏𝒚 𝒅𝒕 𝝏𝒛 𝒅𝒕

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 Calculating Directional Derivatives:-

Directional Derivatives is the rate of change of 𝑓(𝑥, 𝑦, 𝑧) with respect to distance


in its domain in the direction of 𝑢̅. By varying 𝑢̅, we can find the rates at which 𝑓
changes with respect to distance as we move through 𝑝0 in different directions.

Let 𝑅 be the domain of function 𝑓(𝑥, 𝑦, 𝑧) & of 𝑢̅ is a unit vactor of

𝑢̅ = 𝑢1 𝑖 + 𝑢2 𝑗 + 𝑢3 𝑘.

Then 𝑥 = 𝑥0 + 𝑠𝑢1 , 𝑦 = 𝑦0 + 𝑠𝑢2 , 𝑧 = 𝑧0 + 𝑠𝑢3

are parametric eq's. For the line through 𝑝0 parallel to 𝑢̅

S = is the parameter, measures the directed distance along this line from 𝑝0 to the
point 𝑝𝑠 (𝑥0 + 𝑠𝑢1 , 𝑦0 + 𝑠𝑢2 , 𝑧0 + 𝑠𝑢3 ).

𝑑𝑓
To calculate , we substitute the derivatives,
𝑑𝑠

𝑑𝑥 𝑑𝑦 𝑑𝑧
= 𝑢1 , = 𝑢2 , = 𝑢3 , in to the equation
𝑑𝑠 𝑑𝑠 𝑑𝑠

𝑑𝑓 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦 𝜕𝑓 𝑑𝑧
= . + . + .
𝑑𝑠 𝜕𝑥 𝑑𝑠 𝜕𝑦 𝑑𝑠 𝜕𝑧 𝑑𝑠
And evaluate the partial derivatives of 𝑓 𝑎𝑡 𝑝0
𝑑𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
= ( )𝑝0 𝑢1 + ( )𝑝0 𝑢2 + ( )𝑝0 𝑢3
𝑑𝑠 𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕𝑓 𝜕𝑓 𝜕𝑓
= [( )𝑝0 𝑖 + ( )𝑝0 𝑗 + ( )𝑝0 𝑘].[𝑢1 𝑖 + 𝑢2 𝑗 + 𝑢3 𝑘]
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕𝑓 𝜕𝑓 𝜕𝑓
̅𝑓 = ( )𝑝 𝑖 + ( )𝑝 𝑗 + ( )𝑝 𝑘 This vector is called the gradient of 𝑓
Where ∇ 0𝜕𝑥 0 𝜕𝑦 0 𝜕𝑧
at the point 𝑝0 .

∴ The derivative of 𝑓 at the point 𝑝0 in the direction of 𝑢̅ , is :- (denoted by


(𝐷𝑢𝑓)𝑝0
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̅ 𝒇)𝒑 . 𝒖
(𝑫𝒖𝒇)𝒑𝟎 = (𝛁 ̅ = Directional derivative (scalar product)
𝟎

Example:- Find the derivative of 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 3 − 𝑥𝑦 2 − 𝑧 at 𝑝0 (1,1,0) in the


direction of the vector 𝐴̅ = 2𝑖 − 3𝑗 + 6𝑘
̅𝑓)𝑝 . 𝑢̅
Solution:- (𝐷𝑢𝑓)𝑝0 = (∇ 0

𝐴̅ = 2𝑖 − 3𝑗 + 6𝑘 , |𝐴̅| = √22 + (−3)2 + 62 = √49 = 7


𝐴̅ 2 3 6
𝑢̅ = = 𝑖− 𝑗+ 𝑘
|𝐴̅| 7 7 7
The partial derivatives of 𝑓 at 𝑝0 are
𝑓𝑥 = 3𝑥 2 − 𝑦 2 ↓(1,1,0) = 2
𝑓𝑦 = −2𝑥𝑦 ↓(1,1,0) = −2
𝑓𝑧 = −1 ↓(1,1,0) = −1

̅𝑓)𝑝 = (𝜕𝑓)𝑝 𝑖 + (𝜕𝑓 )𝑝 𝑗 + (𝜕𝑓)𝑝 𝑘


The gradient of 𝑓 at 𝑝0 is (∇ 0 0 𝜕𝑥 0 𝜕𝑦 0 𝜕𝑧

̅𝑓 ↓(1,1,0) = 2𝑖 − 2𝑗 − 𝑘

2 3 6
(𝐷𝑢𝑓)𝑝0 = (2𝑖 − 2𝑗 − 𝑘). ( 𝑖 − 𝑗 + 𝑘)
7 7 7
4 6 6
= + −
7 7 7
4
=
7

Example:- Estimate how much 𝑓(𝑥, 𝑦, 𝑧)=x𝑒 𝑦 + 𝑦𝑧 will change if the point
𝑝(𝑥, 𝑦, 𝑧) is moved from 𝑝0 (2,0,0) straight toward 𝑝1 (4,1, −2) a distance of
𝑑𝑠 = 0.1 units

𝑝0 𝑝1 = (4 − 2)𝑖 + (1 − 0)𝑗 + (−2 − 0)𝑘


Solution:- ̅̅̅̅̅̅

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= 2𝑖 + 𝑗 − 2𝑘
The direction of this vector is :-
̅̅̅̅̅̅
𝑝 0 𝑝1 𝑝0 𝑝1 2
̅̅̅̅̅̅ 1 2
𝑢̅ = = = 𝑖+ 𝑗− 𝑘
|𝑝
̅̅̅̅̅̅|
0 𝑝1 3 3 3 3
The gradient of 𝑓 at 𝑝0 is
̅𝑓 ↓(2,0,0) = (𝑒 𝑦 𝑖 + (𝑥𝑒 𝑦 + 𝑧)𝑗 + 𝑦𝑘) ↓(2,0,0)

= 𝑖 + 2𝑗 .
Therefor,
2 1 2
(𝐷𝑢𝑓)𝑝0 = ∇𝑓 ↓𝑝0 . 𝑢̅ = (𝑖 + 2𝑗). ( 𝑖 + 𝑗 − 𝑘)
3 3 3
2 2 4
= + =
3 3 3

The change 𝑑𝑓 in 𝑓 that results from moving 𝑑𝑠 = 0.1 units a way from 𝑝0 in the
direction of 𝑢̅ is approx.
4
𝑑𝑓 = ∇𝑓 ↓𝑝0 . 𝑢̅ 𝑑𝑠 = (0.1) = 0.13
3

 Properties of the Directional Derivative:-


̅ 𝒇. 𝒖
∴ 𝑫𝒖𝒇 = 𝛁 ̅ 𝒇||𝒖
̅ = |𝛁 ̅ 𝒇| 𝐜𝐨𝐬 𝜽
̅ | 𝐜𝐨𝐬 𝜽 = |𝛁
1- The directional derivative has its largest positive value when cos 𝜃 = 1, or
̅𝑓. That is, 𝑓 increases most rapidly at any point
when 𝑢̅ is the direction of ∇
̅𝑓.
in its domain in the direction of ∇
The derivative in this direction is
̅ 𝒇| 𝐜𝐨𝐬(𝟎) = |𝛁
𝑫𝒖𝒇 = |𝛁 ̅ 𝒇|.

̅𝑓. The derivative


2- Similarly, 𝑓 decreases most rapidly in the direction of −∇
in this direction is

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̅ 𝒇| 𝐜𝐨𝐬(𝝅) = −|𝛁
𝑫𝒖𝒇 = |𝛁 ̅ 𝒇|.

̅ 𝒇|(−𝒖
3- 𝑫𝒖𝒇 = |𝛁 ̅ ) = −𝛁𝒇.𝒖
̅ = −𝑫𝒖𝒇.

4- The relationships of the partial derivatives of 𝑓 to the directional derivative


are
̅ 𝒇. 𝒊 = 𝒇𝒙, 𝑫𝒋𝒇 = 𝛁
𝑫𝒊𝒇 = 𝛁 ̅ 𝒇. 𝒋 = 𝒇𝒚, ̅ 𝒇. 𝒌 = 𝒇𝒛
𝑫𝒌𝒇 = 𝛁

5- Any direction 𝑢̅ normal (perpendicular) to the Gradient is a direction of zero


change in 𝑓 because
𝝅
𝑫𝒖𝒇 = |𝛁𝒇| 𝐜𝐨𝐬 ( ) = |𝛁𝒇| . 𝟎 = 𝟎
𝟐

Example:- Find the directions in which 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + 𝑧 2 increases and


decreases most rapidly at the point (1,1,1) in its domain . At what rates does 𝑓
change in these directions?
̅𝑓 = 2𝑥𝑖 + 2𝑦𝑗 + 2𝑧𝑘 ,
Solution:- The most rapid increase is in the direction of ∇
At (1,1,1,) .
̅𝑓 = 2𝑖 + 2𝑗 + 2𝑘 , |∇
We have ∇ ̅𝑓| = √12 = 2√3
̅
̅𝑓 is 𝑢̅ = ∇𝑓 =
The direction of ∇
1
(𝑖 + 𝑗 + 𝑘)
̅
|∇ 𝑓| √3

̅𝑓| = 2√3
The derivatives of 𝑓 in this direction is |∇
1
The direction of most rapid decrease at (1,1,1) is −𝑢̅ = − (𝑖 + 𝑗 + 𝑘)
√3

̅𝑓| = −2√3
The derivative of 𝑓 in this direction is −|∇

Example:-

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a) Find the direction of 𝑓(𝑥, 𝑦) = 𝑥 2 +𝑦 2 at the point 𝑝0 (1,1) in the direction


of the unit vector 𝑢̅ = 𝑢1 𝑖 + 𝑢2 𝑗.
b) In what direction in its domain (the 𝑥𝑦 − plane) does 𝑓 increase most
rapidly at (1,1) ? What is the derivative of 𝑓 in this direction ?
c) Find the directions in which the derivative of 𝑓 at (1,1) is zero
Solution:-
a) We have 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2
𝑓𝑥 ↓(1,1) = 2𝑥 ↓(1,1) = 2
𝑓𝑦 ↓(1,1) = 2𝑦 ↓(1,1) = 2
̅𝑓) ↓(1,1) = 𝑓𝑥(1,1)𝑖 + 𝑓𝑦(1,1)𝑗 = 2𝑖 + 2𝑗
(∇ and
̅𝑓 ↓(1,1) . 𝑢̅ = (2𝑖 + 2𝑗). 𝑢̅ = 2𝑢1 + 2𝑢2
(𝐷𝑢𝑓)(1,1) = ∇

̅𝑓 at (1,1) ,
b) The Function increases most rapidly at (1,1) in the direction of ∇
which is
̅𝑓
∇ 2𝑖 + 2𝑗 2 2 1 1
( ) ↓(1,1) = = 𝑖+ 𝑗= 𝑖+ 𝑗
̅𝑓|
|∇ √22 + 22 √8 √8 √2 √2

̅𝑓| ↓(1,1) = 2√2


The derivative of 𝑓 in this direction at (1,1) is |∇

̅𝑓 , by
c) The derivative of 𝑓 is zero in the directions perpendicular to ∇
̅𝑓

changing the comps. Of |∇̅
𝑓|

And changing the sign of the new first comp. This gives
1 1
𝑛̅ = − 𝑖+ 𝑗
√2 √2
̅𝑓. 𝑛̅ to see that it is zero
As a check , we calculate ∇

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1 1 2 2
̅𝑓. 𝑛̅ = (2𝑖 + 2𝑗). (−
∇ 𝑖+ 𝑗) = − + =0
√2 √2 √2 √2
The other direction of zero change in 𝑓 at (1,1) is
1 1
−𝑛̅ = 𝑖− 𝑗
√2 √2

 Algebraic Properties of Gradient Vectors:-


If 𝑓(𝑥, 𝑦, 𝑧) & 𝑔(𝑥, 𝑦, 𝑧) have partial derivatives, then
1- ̅(𝑘𝑓) = 𝑘∇
∇ ̅𝑓 (any number k)
2- ̅(𝑓 + 𝑔) = ∇
∇ ̅𝑓 + ∇
̅𝑔
3- ̅(𝑓𝑔) = 𝑓∇
∇ ̅𝑔 + 𝑔∇
̅𝑓

Example:- if 𝑓(𝑥, 𝑦, 𝑧) = 𝑒 𝑥 , 𝑔(𝑥, 𝑦, 𝑧) = 𝑦 − 𝑧


̅𝑓 = 𝑒 𝑥 𝑖 , ∇
Then, ∇ ̅𝑔 = 𝑗 − 𝑘 ,

Therefore,
1- ̅(2𝑓) = ∇
∇ ̅(2𝑒 𝑥 ) = 2𝑒 𝑥 𝑖 = 2∇ ̅𝑓 ,
2- ̅(𝑓 + 𝑔) = ∇
∇ ̅(𝑒 + 𝑦 − 𝑧) = 𝑒 𝑥 𝑖 + 𝑗 − 𝑘 = ∇
𝑥 ̅𝑓 + ∇
̅𝑔
3- ̅(𝑓𝑔) = ∇
∇ ̅(𝑦𝑒 𝑥 − 𝑧𝑒 𝑥 )
= (𝑦𝑒 𝑥 − 𝑧𝑒 𝑥 )𝑖 + 𝑒 𝑥 𝑗 − 𝑒 𝑥 𝑘
= (𝑦 − 𝑧)𝑒 𝑥 𝑖 + 𝑒 𝑥 (𝑗 − 𝑘)
= 𝑔∇̅𝑓 + 𝑓∇ ̅𝑔

 Tangent Planes and Normal Line for the Surface (𝒙, 𝒚, 𝒛) :-


Let 𝑓(𝑥, 𝑦, 𝑧) and its partial derivatives are continuous, that 𝑥 = 𝑥(𝑡) 𝑦=
𝑦(𝑡) 𝑧 = 𝑧(𝑡)

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This a differentiable curve that lies on the surface (𝑠) defined by the equation
𝑓(𝑥, 𝑦, 𝑧) = 𝑐, and that this curve passes through the point 𝑝0 on the surface.
Then 𝑓(𝑥(𝑡), 𝑦(𝑡), 𝑧(𝑡)) = 𝑐 for every value of (t)
Taking the derivative of both sides of the equation for (𝑠) with respect to (t) gives
𝝏𝒇 𝒅𝒙 𝝏𝒇 𝒅𝒚 𝝏𝒇 𝒅𝒛
+ + --------------------------------- (1)
𝝏𝒙 𝒅𝒕 𝝏𝒚 𝒅𝒕 𝝏𝒛 𝒅𝒕

Or
̅ 𝒇. 𝑽
𝛁 ̅ = 𝟎 -------------------------------------------------- (2)
Where 𝑉̅ is the velocity vector of the curve
𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑣̅ = 𝑖+ 𝑗+ 𝑘
𝑑𝑡 𝑑𝑡 𝑑𝑡
̅𝑓 = 𝑓𝑥𝑖 + 𝑓𝑦𝑗 + 𝑓𝑧𝑘

(sub into eq (1) to obtain eq (2))

We conclude from eq (2) :


1- ̅𝑓 ⊥ 𝑣̅ for every differentiable curve on (𝑠) that passes through 𝑝0

2- ̅𝑓 ⊥ to the tangent line for every differentiable curve on (𝑠) that passes

through 𝑝0
3- These tangent lines therefore lie in a common plane, namely the plane
through 𝑝0 normal to ∇̅𝑓

∴ We define this plane (in step 3) to be the tangent plane of the surface
𝑓 (𝑥, 𝑦, 𝑧) = 𝑐 at the point 𝑝0 .
its eq. is
𝒇𝒙(𝒑𝟎 )(𝒙 − 𝒙𝟎 ) + 𝒇𝒚(𝒑𝟎 )(𝒚 − 𝒚𝟎 ) + 𝒇𝒛(𝒑𝟎 )(𝒛 − 𝒛𝟎 ) = 𝟎 ---------- (3)

The line normal to the surface at 𝑝0 is defined to be the line normal to the
tangent plane at 𝑝0 .

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̅𝑓 may be taken at
Its parametric equations in terms of ∇
𝒙 = 𝒙𝟎 + 𝒇𝒙(𝒑𝟎 )𝒕 , 𝒚 = 𝒚𝟎 + 𝒇𝒚(𝒑𝟎 )𝒕 , 𝒛 = 𝒛𝟎 + 𝒇𝒛(𝒑𝟎 )𝒕 -------------- (4)

Example :-
Find equations for the tangent plane and normal line of the surface 𝑓(𝑥, 𝑦, 𝑧) =
𝑥2 + 𝑦2 + 𝑧 − 9 = 0
(a circular parabola) at the point 𝑝0 (1,2,4).
̅𝑓𝑝 = 2𝑥𝑖 + 2𝑦𝑗 + 𝑘
Solution :- The gradient is ∇ 𝑜

= 2𝑖 + 4𝑗 + 𝑘
The plane is therefore 𝒇𝒙(𝒑𝟎 )(𝒙 − 𝒙𝟎 ) + 𝒇𝒚(𝒑𝟎 )(𝒚 − 𝒚𝟎 ) + 𝒇𝒛(𝒑𝟎 )(𝒛 − 𝒛𝟎 ) = 𝟎
2(𝑥 − 1) + 4(𝑦 − 2) + (𝑧 − 4) = 0
Or 2𝑥 + 4𝑦 + 𝑧 = 14
The line normal to the surface at 𝑝0 is 𝑥 = 1 + 2𝑡 , 𝑦 = 2 + 4𝑡 , 𝑧 =4+𝑡

Example :- Find Parametric equation’s for the line that is tangent to the curve at
the given point of intersection of the surfaces

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The surface 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 − 2 = 0 (a cylinder)


and
𝑔(𝑥, 𝑦, 𝑧) = 𝑥 + 𝑧 − 4 = 0 (a plane)
Or
meet in a curve . Find parametric equations for the tangent to 𝑐 at the point
𝑝0 (1,1.3).

̅𝑓 𝑎𝑛𝑑 ∇
Solution :- The tangent line perpendicular to both ∇ ̅𝑔 at 𝑝0 .
̅𝑓 × ∇
The vector 𝑣̅ = ∇ ̅𝑔 will therefore be parallel to the line
̅𝑓 = 2𝑥𝑖 + 2𝑦𝑗 = 2𝑖 + 2𝑗

̅𝑔 = 𝑖 + 𝑘 = 𝑖 + 𝑘 ,

Hence
̅= ∇
∇ ̅𝑓 × ∇
̅𝑔 = (2𝑖 + 2𝑗) × (𝑖 + 𝑘)
𝑖 𝑗 𝑘
=|2 2 0| = 2𝑖 − 2𝑗 − 2𝑘
1 0 1
We have vector parallel and point 𝑝0 (1,1,3). The line is
𝑥 = 1 + 2𝑡, 𝑦 = 1 − 2𝑡 , 𝑧 = 3 − 2𝑡

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𝑥2
Example:- Find a vector normal to the level curve + 𝑦2 = 2
4
𝑥2
Of the function 𝑓(𝑥, 𝑦) = ( ) + 𝑦 2 at the point 𝑝0 (−2,1).
4

Write an equation for the tangent plane to the curve at 𝑝0 .


𝑥
̅𝑓 (−2,1) = ( 𝑖 + 2𝑦𝑗)(−2,1)
Solution:- The gradient vector ∇
2

= −𝑖 + 2𝑗
Is normal to the curve at the point (-2,1).
The tangent plane at this point is the line
𝑓𝑥𝑝0 (𝑥 − 𝑥0 ) + 𝑓𝑦𝑝0 (𝑦 − 𝑦0 ) + 𝑓𝑧𝑝0 (𝑧 − 𝑧0 ) = 0
−1(𝑥 + 2) + 2(𝑦 − 1) + 0 = 0
Or – 𝑥 − 2 + 2𝑦 − 2 = 0
Or 2𝑦 − 𝑥 = 4
Or 𝑥 − 2𝑦 = −4

 Higher Order Derivative Differential Equations :-


A differential equation is an equation that involves one or more derivatives, or
differentials. Differential equations are classified by:-
(a) Type (Namely, ordinary or partial )
(b) Order (That of the highest – order derivative that occurs in the equation)
(c) Degree (The exponent of the highest power of the highest order derivative).

For example
𝑑 3𝑦 2 𝑑2𝑦 5 𝑦
(1) ( ) +( ) + = 𝑒𝑥 (ordinary D.E , order 3rd , degree 2 )
𝑑𝑥 3 𝑑𝑥 2 𝑥 2 +1

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(2) 𝑥 2 𝑦 ′′′ + 𝑦 ′ + 2𝑒 𝑥 𝑦 ′′ = (𝑥 2 + 2)𝑦 2 (ordinary D.E , order 3rd , degree 1 )

𝜕2 𝑦 𝜕2 𝑦
(3) = 𝑐2 (Partial D.E. , order 2nd , degree 1 )
𝜕𝑡 2 𝜕𝑥 2

 Partial Differential Equations:-

Second Order Derivatives:-


When we differentiate a function 𝑓(𝑥, 𝑦) twice, we produce its second order
derivatives. These derivatives are usually denoted by

𝝏𝟐 𝒇 𝝏𝟐 𝒇 𝝏𝟐 𝒇 𝝏𝟐 𝒇
, , ,
𝝏𝒙𝟐 𝝏𝒚𝟐 𝝏𝒙𝝏𝒚 𝝏𝒚𝝏𝒙

Or 𝒇𝒙𝒙 , 𝒇𝒚𝒚 , 𝒇𝒙𝒚 , 𝒇𝒚𝒙

And defined by the equations


𝜕2 𝑓 𝜕 𝜕𝑓 𝜕2 𝑓 𝜕 𝜕𝑓
= ( ), = ( ), 𝑓𝑥𝑦 mean the same thing
𝜕𝑥 2 𝜕𝑥 𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦

Example :- If 𝑓(𝑥, 𝑦) = 𝑥 cos 𝑦 + 𝑦𝑒 𝑥 ,


Then While
𝜕𝑓 𝜕𝑓
= cos 𝑦 + 𝑦𝑒 𝑥 = −𝑥 sin 𝑦 + 𝑒 𝑥 ,
𝜕𝑥 𝜕𝑦

𝜕2 𝑓 𝜕 𝜕𝑓 𝜕2 𝑓 𝜕 𝜕𝑓
𝜕𝑦𝜕𝑥
= ( ) = − sin 𝑦 + 𝑒 𝑥 ,
𝜕𝑦 𝜕𝑥 𝜕𝑥𝜕𝑦
= ( ) = − sin 𝑦 + 𝑒 𝑥 ,
𝜕𝑥 𝜕𝑦

𝜕2 𝑓 𝜕 𝜕𝑓 𝜕2 𝑓 𝜕 𝜕𝑓
𝜕𝑥 2
= ( ) = 𝑦𝑒 𝑥 ,
𝜕𝑥 𝜕𝑥 𝜕𝑦 2
= ( ) = −𝑥 cos 𝑦
𝜕𝑦 𝜕𝑦

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𝜕3 𝑓 𝜕 𝜕2 𝑓 𝜕3 𝑓 𝜕 𝜕𝑓
𝜕𝑥 3
= ( ) = 𝑦𝑒 𝑥
𝜕𝑥 𝜕𝑥 2 𝜕𝑦 3
= ( ) = 𝑥 sin 𝑦
𝜕𝑦 𝜕𝑦 2

𝜕3 𝑓 𝜕 𝜕2 𝑓 𝜕3 𝑓 𝜕 𝜕2 𝑓
𝜕𝑦𝜕𝑥 2
= ( ) = 𝑒𝑥
𝜕𝑦 𝜕𝑥 2 𝜕2 𝑥𝜕𝑦
= (
𝜕𝑥 𝜕𝑥𝜕𝑦
) = 𝑒𝑥

 The Mixed Derivative Theorem :-


We have noticed in previous example that mixed second order derivative
𝝏𝟐 𝒇 𝝏𝟐 𝒇
& , were equal
𝝏𝒚𝝏𝒙 𝝏𝒙𝝏𝒚

If 𝑓(𝑥, 𝑦) and its partial derivative 𝑓𝑥 , 𝑓𝑦 , 𝑓𝑥𝑦 , 𝑓𝑦𝑥 are defined in a region
containing a point (𝑎, 𝑏) and are all continuous at (𝑎, 𝑏), then
𝒇𝒙𝒚 (𝒂, 𝒃) = 𝒇𝒚𝒙 (𝒂, 𝒃)

Example :- Find 𝑍𝑥𝑦 if


𝑍 = 𝑓(𝑢, 𝑣), 𝑢 = (𝑥 + 𝑦) 𝑣 = 𝑥𝑦
And 𝑓 and its partial derivative are continuous
Solution:- By chain rule
𝜕
𝑍𝑥 = 𝑓(𝑢, 𝑣) = 𝑓𝑢 𝑢𝑥 + 𝑓𝑣 𝑣𝑥 = 𝑓𝑢 (1) + 𝑓𝑣 (𝑦) = 𝑓𝑢 + 𝑦𝑓𝑣 ------------------ (1)
𝜕𝑥

𝜕 𝜕𝑧 𝜕 𝜕 𝜕𝑦 𝜕 𝜕 𝜕
∴ 𝑧𝑥𝑦 = ( ) = 𝜕𝑦 (𝑓𝑢 + 𝑦𝑓𝑣 ) = 𝜕𝑦 𝑓𝑢 + 𝜕𝑦 𝑓𝑣 + 𝑦 𝜕𝑦 𝑓𝑣 = 𝜕𝑦 (𝑓𝑢 ) + 𝑦 𝜕𝑦 𝑓𝑣 +
𝜕𝑦 𝜕𝑥

𝑓𝑣 , ---------------------------------------------------------------------------------------- (2)

We use the chain rule again to calculate the two reaming derivative
𝜕 𝜕𝑢 𝜕𝑣
(𝑓𝑢 ) = 𝑓𝑢𝑢 + 𝑓𝑢𝑣 = 𝑓𝑢𝑢 (1) + 𝑓𝑢𝑣 (𝑥) ----------------------------------- (3)
𝜕𝑦 𝜕𝑦 𝜕𝑦

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𝜕 𝜕𝑢 𝜕𝑣
(𝑓𝑣 ) = 𝑓𝑣𝑢 + 𝑓𝑣𝑣 = 𝑓𝑣𝑢 (1) + 𝑓𝑣𝑣 (𝑥) ------------------------------------ (4)
𝜕𝑦 𝜕𝑦 𝜕𝑦

𝑧𝑥𝑦 = 𝑓𝑢𝑢 + 𝑥𝑓𝑢𝑣 + 𝑦(𝑓𝑣𝑢 + 𝑥𝑓𝑣𝑣 ) + 𝑓𝑣


= 𝑓𝑢𝑢 + 𝑥𝑓𝑢𝑣 + 𝑦𝑓𝑣𝑢 + 𝑥𝑦𝑓𝑣𝑣+ 𝑓𝑣
= 𝑓𝑢𝑢 + (𝑥 + 𝑦)𝑓𝑢𝑣 + 𝑥𝑦𝑓𝑣𝑣 + 𝑓𝑣
for 𝑥+𝑦 =𝑢 & 𝑥𝑦 = 𝑣
= 𝑓𝑢𝑢 + 𝑢𝑓𝑢𝑣 + 𝑣𝑓𝑣𝑣 + 𝑓𝑣

 Applications of Partial Derivatives :-

 Maxima, Minima, and Saddle Points:-


We show how to use partial derivative to find the local maximum and minimum
values of a continuous function 𝑓(𝑥, 𝑦) on a 𝑅 in the 𝑥𝑦 −plane

 The Derivative Tests :-


The local maxima and minima of 𝑓 can occur only at :
1- Boundary Points of 𝑅
2- Interior points of 𝑅 where 𝑓𝑥 = 𝑓𝑦 = 0 and points where 𝑓𝑥 𝑜𝑟 𝑓𝑦 , Fail to
exist . (we call these the critical point of 𝑓)

The test goes like this :-


If 𝑓𝑥 (𝑎, 𝑏) = 𝑓𝑦 (𝑎, 𝑏) = 0 , then

i) 𝑓 has a local maximum at (𝑎, 𝑏) if 𝒇𝒙𝒙 < 𝟎 and 𝒇𝒙𝒙 𝒇𝒚𝒚 − 𝒇𝟐 𝒙𝒚 > 𝟎
at (𝑎, 𝑏):

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ii) 𝑓 has a local minimum at (𝑎, 𝑏) if 𝒇𝒙𝒙 > 𝟎 and 𝒇𝒙𝒙 𝒇𝒚𝒚 − 𝒇𝟐 𝒙𝒚 > 𝟎
at (𝑎, 𝑏),

iii) 𝑓 has a saddle point at (𝑎, 𝑏) if 𝒇𝒙𝒙 𝒇𝒚𝒚 − 𝒇𝟐 𝒙𝒚 < 𝟎 at (𝑎, 𝑏)

iv) The test is inconclusive at (𝑎, 𝑏) if 𝒇𝒙𝒙 𝒇𝒚𝒚 − 𝒇𝒙𝟐𝒚 = 𝟎 , at 𝑎, 𝑏) ,

we must find some other way to determine the behavior of 𝑓 at (𝑎, 𝑏).
The expression
𝒇𝒙𝒙 𝒇𝒙𝒚
𝒇𝒙𝒙 𝒇𝒚𝒚 − 𝒇𝒙𝒚 𝟐 = | | is called Discriminant
𝒇𝒚𝒙 𝒇𝒚𝒚

Example :- Find the extreme values of 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2


Solution :- The domain of 𝑓 has no boundary points. Therefore,
The local maxima and minima can occur only where
𝑓𝑥 = 2𝑥 = 0 and 𝑓𝑦 = 2𝑦 = 0
The only possibility is the origin, where the value of 𝑓 is zero. Since 𝑓 is never
negative we see that zero is an absolute minimum.
𝑓𝑥𝑥 = 2 , 𝑓𝑦𝑦 = 2 , 𝑓𝑥𝑦 = 0

And 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 = 2.2 − 0 = 4 > 0


& 𝑓𝑥𝑥 > 0
The value of 𝑓 at this point is 𝑓(0,0) = 0 𝑎𝑡 (0,0) we have local Minimum.

Example:- Find the extreme values of the function


𝑓(𝑥, 𝑦) = 𝑥𝑦 − 𝑥 2 − 𝑦 2 − 2𝑥 − 2𝑦 + 4
Solution:- The function is defined and differentiable for all 𝑥 𝑎𝑛𝑑 𝑦 and its
domain has no boundary points. This leads to

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𝑓𝑥 = 𝑦 − 2𝑥 − 2 = 0 , 𝑓𝑦 = 𝑥 − 2𝑦 − 2 = 0 ⇒ 𝑥 = 2𝑦 + 2

6
𝑦 − 4𝑦 − 4 − 2 = 0 ⇒ 𝑦= = −2 , 𝑥 = −2
−3
And 𝑓𝑥𝑥 = −2 , 𝑓𝑦𝑦 = −2 , 𝑓𝑥𝑦 = 1

𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 = (−2)(−2) − 12 = 3 > 0 & 𝑓𝑥𝑥 < 0


𝑓 has local maximum at (-2,-2). The value of 𝑓 at this point is 𝑓(−2, −2) = 8

Example:- Find the extreme values of 𝑓(𝑥, 𝑦) = 𝑥𝑦


Solution:- The domain of 𝑓 has no boundary points. The 𝑓 can assume extreme
values only where
𝑓𝑥 = 𝑦 = 0 , and 𝑓𝑦 = 𝑥 = 0
𝑓𝑥𝑥 = 0 , 𝑓𝑦𝑦 = 0 , 𝑓𝑥𝑦 = 1

The discriminant, 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 2 = −1 , is negative .


Therefore, the function has a saddle points 𝑎(0,0).
We conclude that 𝑓(𝑥, 𝑦) = 𝑥𝑦 assume no extreme values at all.

Example:- Find the absolute maximum and minimum values of 𝑓(𝑥, 𝑦) = 2 +


2𝑥 + 2𝑦 − 𝑥 2 − 𝑦 2 on the triangle plate in the 1st quadrant bounded by the lines
𝑥 = 0 ,𝑦 = 0 ,𝑦 = 9 − 𝑥
Solution:- The only places where 𝑓 can assume these values are points on the
boundary of the triangle and points inside the triangle where 𝑓𝑥 = 𝑓𝑦 = 0
Boundary Points :-
1- On the segment 𝑶𝑨, 𝒚 = 𝟎
𝑓(𝑥, 𝑦) = 𝑓(𝑥, 0) = 2 + 2𝑥 − 𝑥 2 , 0≤𝑥≤9

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At the end point


𝑥 = 0 , where 𝑓(0,0) = 2
𝑥 = 9 , where 𝑓(9,0) = 2 + 18 − 81 = −61
And at the interior points where 𝑓 ′ (𝑥,0) = 2 − 2𝑥 = 0

The only interior points where 𝑓 ′ (𝑥,0) = 0 𝑖𝑠 𝑥 = 1, where 𝑓(𝑥, 0) =


𝑓(1,0) = 3

2- On the segment 𝑶𝑩 , 𝒙 = 𝟎 , 𝟎≤𝒚≤𝟗


𝑓(𝑥, 𝑦) = 𝑓(0, 𝑦) = 2 + 2𝑦 − 𝑦 2
𝑓(0,0) = 2 , 𝑓(0,9) = −61 , 𝑓(0,1) = 3

3- On the segment 𝑨𝑩 , 𝒚 = 𝟗 − 𝒙
We have already accounted for the values of 𝑓 at the endpoint of 𝐴𝐵 , so we
have only to look at the interior point of 𝐴𝐵
𝑓(𝑥, 𝑦) = 2 + 2𝑥 + 2(9 − 𝑥) − 𝑥 2 − (9 − 𝑥)2 = −61 + 18𝑥 − 2𝑥 2
Setting
18 9
𝑓 ′ (𝑥, 9 − 𝑥) = 18 − 4𝑥 = 0 ⇒ 𝑥 = =
4 2
9 9 9 9 41
At this value of 𝑥 = 𝑦 = 9 − = , ⇒ 𝑓(𝑥, 𝑦) = 𝑓 ( , ) = −
2 2 2 2 2

Interior Points :- For these we have


𝑓𝑥 = 2 − 2𝑥 = 0 , 𝑓𝑦 = 2 − 2𝑦 = 0 𝑜𝑟 (𝑥, 𝑦) = (1,1), where 𝑓(1,1) = 4
Summary :- we look at all the candidates :-
41
4 , 2 , - 61 , 3 , −
2

The max. is 4 , at 𝑓(1,1)


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The min. is - 61 , at 𝑓(0,9) & 𝑓(9,0).

 Extreme values on parametric curves :-


Example:- Find the absolute maximum and minimum of 𝑓(𝑥, 𝑦) = 𝑥𝑦 on the
curve
𝑥 = 3 cos 𝑡 , 𝑦 = 2 sin 𝑡 , 0≤𝑡≤𝜋

Solution:- The derivative of 𝑓 with respect to 𝑡 is


𝑑𝑓 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
= . + .
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
𝑑𝑥 𝑑𝑦
= 𝑦. + 𝑥.
𝑑𝑡 𝑑𝑡

= (2 sin 𝑡)(−3 sin 𝑡) + (3 cos 𝑡)(2 cos 𝑡)


= −6𝑠𝑖𝑛2 𝑡 + 6𝑐𝑜𝑠 2 𝑡 = 6 cos 2𝑡

The derivative is defined at every value of 𝑡 and equals to zero, when cos 2𝑡 = 0.
𝝅 𝟑𝝅 𝝅 𝟑𝝅
On the domain 𝟎 ≤ 𝒕 ≤ 𝝅, this means 𝟐𝒕 = , ⇒ 𝒕= , the candidates
𝟐 𝟐 𝟒 𝟒
for the extreme values of 𝑓.
On the curve are therefore critical point values:-
𝜋 𝜋 𝜋 𝜋
𝑓 ( ) = 6 cos sin = 3 sin = 3
4 4 4 2
3𝜋 3𝜋 3𝜋 3𝜋
𝑓 ( ) = 6 cos sin = 3 sin ( ) = −3
4 4 4 2

End points values :- 𝑓(0) = 3 sin 0 = 0

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𝑓(𝜋) = 3 sin 2𝜋 = 0

A comparison of these values shows that , on the curve in question , 𝑓 has an


𝜋 𝜋 3√2
absolute maximum values 3 at the point (3 cos , 2 sin ) = ( , √2)
4 4 2

3𝜋 3𝜋 −3√2
And an absolute minimum value of -3 at the point 3 cos , 2 sin )=( , √2)
4 4 2

 Constrained Maxima and Minima:-


Here, function many (subject) to other kinds of (Constrained) as well
𝒇(𝒙, 𝒚) Subject to the Constraint 𝒈(𝒙, 𝒚)

Example:- Find the point 𝑝(𝑥, 𝑦, 𝑧) on the plane 2𝑥 + 𝑦 − 𝑧 = 0 that lies closest
to origin
̅̅̅̅| = √(𝑥 − 0)2 + (𝑦 − 0)2 + (𝑧 − 0)2
Solution:- |𝑂𝑃

√𝑥 2 + 𝑦 2 + 𝑧 2 (subject to the constraint that 2𝑥 + 𝑦 + 𝑧 − 5 = 0)


̅̅̅̅| has a minimum value wherever the function (to avoid working with
Since |𝑂𝑃
square root)
̅̅̅̅|2 = 𝑥 2 + 𝑦 2 + 𝑧 2
𝑓(𝑥, 𝑦, 𝑧) = |𝑂𝑃
Has a minimum value
Note:-
If we regard 𝒙 & 𝒚 as the independent variable in this eq. ⇒ 𝑧 = 2𝑥 + 𝑦 − 5

ℎ(𝑥, 𝑦) = 𝑓(𝑥, 𝑦, 2𝑥 + 𝑦 − 5) = 𝑥 2 + 𝑦 2 + (2𝑥 + 𝑦 − 5)2


𝜕ℎ 𝜕ℎ
at min point =0, =0
𝜕𝑥 𝜕𝑦

ℎ𝑥 = 2𝑥 + 2(2𝑥 + 𝑦 − 5)2 = 0 , ℎ𝑦 = 2𝑦 + 2(2𝑥 + 𝑦 − 5) = 0


0r 10𝑥 + 4𝑦 = 20 ------------- (1) , 4𝑥 + 4𝑦 = 10 ----------------- (2)
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10−4𝑥
𝑦= sub. In (1)
4
20
5 10− 5
10𝑥 + 10 − 4𝑥 = 20 ⇒ 6𝑥 = 10 ⇒ 𝑥 = ⇒ 𝑦= 3
⇒ 𝑦=
3 4 6

The Z – coordinate of the corresponding point on the plane (𝑧 = 2𝑥 + 𝑦 − 5)


5 5 20+5−30 5
𝑧 = 2𝑥 + 𝑦 − 5 is 𝑧 = 2 ( ) + − 5 = =−
3 6 6 6
5 5 5
Therefore , the point we get is closet point 𝑝 = ( , , )
3 6 6

Checking for Min. :-


ℎ𝑥 = 10𝑥 + 4𝑦 − 20 , ℎ𝑥𝑥 = 10 , ℎ𝑦 = 4𝑥 + 4𝑦 − 10 , ℎ𝑦𝑦 = 4

ℎ𝑥𝑦 = 4 ⇒ ℎ𝑥𝑥 ℎ𝑦𝑦 − ℎ𝑥𝑦 2 = 24 > 0 & ℎ𝑥𝑥 > 0

We have min.

Example:- Find the points on the surface 𝑥 2 − 𝑧 2 − 1 = 0 closest to the origin


Solution 1:- 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + 𝑧 2 (square of the distance). Subject to the
constraint that
𝑥 2 − 𝑧 2 − 1 = 0 , If we regard 𝒙 & 𝒚 as independent variables in the constraint
equation,
Then 𝑧 2 = 𝑥 2 − 1. and the value of 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + 𝑧 2 on the surface are
given by the function
ℎ(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 + (𝑥 2 − 1) = 2𝑥 2 + 𝑦 2 − 1
To find the points on the surface whose coordinates minimize 𝑓,
⇒ ℎ𝑥 = 4𝑥 = 0 , ℎ𝑦 = 2𝑦 = 0 ⇒ at the point (0,0)

But – there are no points on the surface where both 𝑥 & 𝑦 are Zero. What went
Wrong ?

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We can avoid this problem if we treat 𝒚 & 𝒛 as independent variables (instead of


𝑥 & 𝑦 ) and express (𝑥) in the terms of (𝑦) and (𝑧) as 𝑥 2 = 𝑧 2 + 1
⇒ 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + 𝑧 2 becomes

𝑘(𝑦, 𝑧) = (𝑧 2 + 1) + 𝑦 2 + 𝑧 2 = 1 + 𝑦 2 + 2𝑧 2
𝑘𝑦 = 2𝑦 = 0 , 𝑘𝑧 = 2𝑧 = 0 ⇒ 𝑦=𝑧=0

⇒ 𝑥 2 = 𝑧 2 + 1 = 1 ⇒ 𝑥 = ∓1

The corresponding points on the surface (∓1,0,0) .


Checking for Min. :-
𝑘𝑦𝑦 = 2 , 𝑘𝑧𝑧 = 4 , 𝑘𝑦𝑧 = 0 ,⇒ 𝑘𝑦𝑦 𝑘𝑧𝑧 − 𝑘𝑦𝑧 = 8 > 0

𝑘𝑦𝑦 > 0 ⇒ Min.

Solution 2 ( Another Method of solution) :-


 Lagrange Multipliers :-
Is a powerful method for finding the maxima and minima of constrained function.
Solution 2:- Imagine a small sphere centered at the origin expanding like a soap
bubble until it just touches the surface. At each point of contact, the surface and
sphere have the same tangent plane and normal line.
Therefore, it the sphere and surface are represented as level surface of the function.
𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + 𝑧 2 − 𝑎2 = 0
𝑔(𝑥, 𝑦, 𝑧) = 𝑥 2 − 𝑧 2 − 1 = 0
̅𝑓 ∥ ∇
At the point of contact ∇ ̅𝑔
̅𝒇 = 𝛌 𝛁
𝛁 ̅𝒈 .

⇒ λ: is some scalar called Lagrange Multiplier

Or 2𝑥𝑖 + 2𝑦𝑗 + 2𝑧𝑘 = λ (2𝑥𝑖 − 2𝑧𝑘)

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2𝑥 = 2 λ𝑥 ---------(1), 2𝑦 = 0 -------- (2), 2𝑧 = −2𝜆𝑧 ------------ (3)


Now for what values of 𝜆 will a point 𝑓(𝑥, 𝑦, 𝑧) whose coordinates satisfy the eq’s
in (1)(2)(3) also lie on the surface 𝑥 2 − 𝑧 2 − 1 = 0 ?
We use the fact that no point on the surface has a zero – x – coordinates to
conclude that 𝑥 ≠ 0 in eq. (1)
⇒ 2𝑥 = 2𝑥 ⇒ 𝜆 = 1 ⇒ eq (3) become 2𝑧 = −2𝑧

From eq. (2) ⇒ 𝑦 = 0

From eq. of surface 𝑥 2 − 𝑧 2 = 1 & 𝒁 = 𝟎 (𝑴𝒖𝒔𝒕 𝒃𝒆 𝒛𝒆𝒓𝒐)


𝑥 2 − (0)2 = 1 ⇒ 𝑥 2 = 1 ⇒ 𝑥 = ∓1

⇒ The point on the surface closest to the (∓1,0,0)

Theorem:- Suppose that 𝑓(𝑥, 𝑦, 𝑧) and its first partial derivatives are continuous
on a region that contains the differentiable
𝐶: 𝑅(𝑡) = 𝑥(𝑡) + 𝑦(𝑡)𝑗 + 𝑧(𝑡)𝑘
If 𝑝0 is a point on 𝐶 where 𝑓 has a local maximum or minimum relative to its
values,
̅𝑓 is perpendicular to 𝐶 at 𝑝0

 The Method of Lagrange Multipliers :-


Suppose that 𝑓(𝑥, 𝑦, 𝑧) and 𝑔(𝑥, 𝑦, 𝑧) and their first partial derivatives are
continuous. To find the local Max. and Min. values of 𝑓(𝑥, 𝑦, 𝑧) subject to the
constraint 𝑔(𝑥, 𝑦, 𝑧) = 0
Find the values of 𝑥 , 𝑦 , 𝑧 𝑎𝑛𝑑 𝜆 that simultaneously satisfy the equations.
̅ 𝒇 = 𝝀 ̅𝛁𝒈 and 𝑔(𝑥, 𝑦, 𝑧) = 0
𝛁

Page 29 semanizam@uokirkuk.edu.iq
Mathematics II Partial Differentiation 2nd Year

Example:- Find the greatest and smallest values that the function 𝑓(𝑥, 𝑦) = 𝑥𝑦
𝑥2 𝑦2
takes on the ellipse + =1
8 2

Solution:- find the extreme values of 𝑓(𝑥, 𝑦) = 𝑥𝑦 subject to the constraint


𝑥2 𝑦2
𝑔(𝑥, 𝑦) = + −1=0
8 2
̅𝑓 = 𝜆∇
We 1st find the value of 𝑥, 𝑦 & 𝜆 for which ∇ ̅𝑔 and 𝑔(𝑥, 𝑦) = 0
The gradient equation gives
𝑥 𝜆
𝑦𝑖 + 𝑥𝑗 = 𝜆 ( 𝑖 + 𝑦𝑗) = 𝑥𝑖 + 𝜆𝑦𝑗
4 4

From which we find


𝜆 𝜆
𝑦= 𝑥, 𝑥 = 𝜆𝑦 , 𝑎𝑛𝑑 𝑦= 𝜆𝑦
4 4
𝜆2
⇒ 𝑦= 𝑦,
4

So that if 𝑦 = 0 or 𝜆2 = 4 , 𝝀 = ∓𝟐
Case 1:- If 𝑦 = 0, then 𝑥=𝑦=0
But the point (0,0) is not on the ellipse
Hence, 𝑦 ≠ 0
Case 2 :- If 𝑦 ≠ 0 , then 𝜆 = ∓2 , and 𝑥 = ∓2𝑦
(∓2𝑦)2 𝑦2
Substituting this in the equation 𝑔(𝑥, 𝑦) = 0 gives + =1
8 2
4𝑦 2 𝑦2
Or + =1
8 2

Or 4𝑦 2 + 4𝑦 2 = 8 or 𝑦 2 = 1, 𝑦 = ∓1
At 𝑦 = 1 ⇒ 𝑥 = ∓2

At 𝑦 = −1 ⇒ 𝑥 = ∓2

Page 30 semanizam@uokirkuk.edu.iq
Mathematics II Partial Differentiation 2nd Year

The function (𝑥, 𝑦) = 𝑥𝑦 , takes an extreme values on the ellipse at the four points
(∓2,1), (∓2, −1)
The extreme values are 𝑥𝑦 = 2 & 𝑥𝑦 = −2

Example:- Find the maximum and minimum values of the function 3𝑥 + 4𝑦


On the circle 𝑥 2 + 𝑦 2 = 1

Solution:- 𝑓(𝑥, 𝑦) = 3𝑥 + 4𝑦 , 𝑔(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 − 1


̅𝑓 = 𝜆∇
∇ ̅𝑔 ⇒ 3𝑖 + 4𝑗 = 𝜆(2𝑥𝑖 + 2𝑦𝑗)

𝑔(𝑥, 𝑦) = 0 𝑥2 + 𝑦2 − 1 = 0
3 = 𝜆2𝑥 , 4 = 𝜆2𝑦
3 2
𝑥= , 𝑦= ⇒ the gradient eq. implies that sub. The above
2𝜆 𝜆
values in eq. ⇒

3 2 2 9 4
( )2 + ( ) = 1 Or + =1 Or 9 + 16 = 4𝜆2
2𝜆 𝜆 4𝜆2 𝜆2
𝟓
Or 4𝜆2 = 25 ⇒ 𝝀 = ∓ ,
𝟐

Thus
3 3 2 4
𝑥= =∓ , 𝑦= =∓
2𝜆 5 𝜆 5

And
3 4
𝑓(𝑥, 𝑦) = 3𝑥 + 4𝑦 has extreme values at the points (𝑥, 𝑦) = ∓( , )
5 5

(There are only two points instead of four because 𝑥 & 𝑦 have the same sign)
3 4 3 4 25
⇒ 𝑓( , ) = 3( ) + 4( ) = =5 Max
5 5 5 5 5
3 4 3 4 25
& ⇒ 𝑓 (− , − ) = 3 (− ) + 4 (− ) = − = −5 Min
5 5 5 5 5

Page 31 semanizam@uokirkuk.edu.iq

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