Unit 4 Pde

UNIT 4 SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS
Example 1: Find the first order partial derivatives of the following
x x
(i) u  xy (ii) u  (iii) v  tan 1   (iv) u  3x y  x sin xy .
2 2
x y
2 2
 y
Solution:
(i) Given that u  xy

2
u
 y 2 1 (treating y as constant ).
x
u
 x  2 y   2 xy (treating x as constant).
y
 u  vu  uv
' '
x
(ii) Given that u  D  
x  y2
2
v v2
u

 x 2  y 2  1  x  2 x  0  
x2  y 2  2x2

y 2  x2
x x  y  2 2
x  y2  x  y2 
2 2 2 2 2
u  x  y   0   x  0  2 y 
2 2
0  2xy 2xy
  
y x  y  2 2
x 
2 2
x  y2 
2
2 2
y 2
x
(iii) Given that v  tan 1  
 y
v 1 1  y  v 1 x x
  2 2 
,   2  2
x y x  y  x  y
2
x y
2
y  x2
1   1  
 y  y
(iv) Given that u  3x y  x sin xy
2
… (1)
Differentiating equation (1) partially with respect to ‘ x ’ we get,
u
 3(2 x) y  x  cos xy  y  sin xy (1)
x
= 6 xy  xy cos xy  sin xy
Engineering Mathematics-I 2.2
Differentiating equation (1) partially with respect to ‘ y ’ we get
u
 3x 2 (1)  x cos xy  x  = 3x 2  x 2 cos xy
y

1
u u
Example 2: If u  (1  2 xy  y 2 ) 2 , prove that x y  y 2u 3
x y
1

Solution: Given that u  (1  2 xy  y ) 2 2
u
1
1  1 y
=  (1  2 xy  y 2 ) 2 (2 y ) =
x
3
2
(1  2 xy  y ) 2 2
u 1 1
 1 x y
 (1  2 xy  y ) 2 2
(2 x  2 y) =
y 2 3
(1  2 xy  y ) 2 2
u
x  y
u

xy

 xy  y  2
y (1  2 xy  y )
2 2

3
2
x y 3 3
(1  2 xy  y ) 2 2
(1  2 xy  y ) 2 2
u u  3  
3
x y  u  (1  2 xy  y ) 
2 3 2 2
= yu
x y  
Hence proved.
x2  y 2 1
Example 3: Find the first order partial derivative of u  tan
x y
Solution:
x2  y 2
1
Given that u  tan … (1)
x y
Differentiating equation (1) partially with respect to ‘ x ’ , we get
u 1   x2  y 2 
   
x  x2  y 2 
2
x  x  y 
1  
 x y 
Functions of Several Variables 2.3
     
  x  y    x2  y 2    ( x2  y 2 ) ( x  y) 
=
1
  x  x

x y  
2 2
 x  y
2
2

1    
 x y 
 x  y  ( x  y )(2 x)  ( x 2  y 2 )(1) 
2
2  
=
 x  y    x 2  y 2    x  y
2

2
 x  y  (2 x)   x 2  y 2  2 x 2  2 xy  x 2  y 2
= =
 x  y    x2  y 2   x  y    x2  y 2 
2 2 2 2
u x 2  2 xy  y 2

x  x  y 2   x 2  y 2 2
Differentiating equation (1) partially with respect to ‘ y ’, we get
u 1  ( x  y )(2 y )  ( x 2  y 2 )(1) 
 
2  
y  x  y
2
 x 2  y 2   
1  
 x y 
 x  y  2 xy  2 y 2  x 2  y 2 
2
=  
    
2 2
  
2
    
2 2
x y x y x y
u y 2  2 xy  x 2
 
y  x  y 2   x 2  y 2 2
u u
Example 4: If u  log(tan x  tan y ) , prove that sin 2 x  sin 2 y 2
x y
Solution:
Given that u  log(tan x  tan y ) …(1)
Differentiating equation (1) partially with respect to ‘ x ’, we get
u 1 
  (tan x  tan y)
x tan x  tan y x
u sec2 x
 
x tan x  tan y
Differentiating equation (1) partially with respect to ‘ y ’, we get
u 1 
  (tan x  tan y)
y tan x  tan y y
sec2 y
=
tan x  tan y
u u
L.H.S = sin 2 x  sin 2 y
x y
1
= sin 2 x sec2 x  sin 2 y sec2 y 
tan x  tan y 
1  1 1 
  2sin y cos y 
cos 2 y 
= 2sin x cos x
tan x  tan y  2
cos x
1  sin x sin y  2  tan x  tan y 

=  2 2  =
tan x  tan y  cos x cos y   tan x  tan y 
= 2 = R.H.S.
2 z 2 z
Example 9: If z  log  e  e  , Show that rt  s  0 where r  2 ; t  2 ;
x y 2
x y
2 z
s .
xy
Solution:

Given that z  log e x  e y 
z 1 ex z 1
 x y  ex  x y ;  x ey
x e  e e e y e  e y
  z   e  e  e   e  e   e   e e   e 
x y x x x x x y x 2 2
r   
x  x   
y 2
ex  e y 
2
e x
 e
ex y
r
e  ey 
x 2
2 z e x y
By symmetry, t   r
y 2  e x  e y 2
2 z   z    e y 
s   
xy x  y  x  e x  e y 

e x
 e y   0  e y ex 

  e y  e x 
ex  e y  e  ey 
2 x 2
e x  y
s  r
 ex  e y 
2
rt  s 2  r  r    r   r 2  r 2  0 .
2
 2v  2v  2v
 
2  2
1
Example 10: If v  x  y  z   0
2 2
, show that
x 2 y 2 z 2
Solution:
 
1
Given that v  x 2  y 2  z 2 2
v 1 2
 x  y 2  z 2  2   2x    x  x2  y 2  z 2  2
3 3

x 2
 2v  3 2
 
2  2
 
2  2
1
5 3
   x  x  y 2
 z  2 x   x 2
 y 2
 z
x 2
 2 
 2v
 
2  2
 
2  2
5 3
 3 x 2
x 2
 y 2
 z  x 2
 y 2
 z
x 2
 2v
 
2  2
 
2  2
5 3
Similarly,  3 y 2
x 2
 y 2
 z  x 2
 y 2
 z
y 2
 2v
 
2  2
 
2  2
5 3
 3 z 2
x 2
 y 2
 z  x 2
 y 2
 z
z 2
 2v  2v  2v
 
2  2
 
2  2
5 3
   3 x 2
x 2
 y 2
 z  x 2
 y 2
 z
x 2 y 2 z 2
 3y 2  x2  y 2  z 2    x2  y 2  z 2 
5 3
2 2
3z 2  x 2  y 2  z 2    x2  y 2  z 2 
5 3
2 2
 3  x2  y 2  z 2  x  y 2  z 2   3 x2  y 2  z 2 
5 2 3
2 2
 3  x2  y 2  z 2   3 x2  y 2  z 2 
3 3
2 2
 0 Hence proved.
2.5 HOMOGENEOUS FUNCTIONS
A function f  x, y , z  is called a homogeneous function of degree n if
f  tx, ty, tz   t n f  x, y, z  . Here n need not be an integer. (i.e.) Replacing x, y, z by
tx, ty, tz in the function f  x, y, z  , it reduces to t n f  x, y, z  .
For example, if f  x, y, z   ax y  2hxz  by z

2 2 2
f  xt , yt , zt   a( xt )2 ( yt )  2h( xt )( zt ) 2  b( yt ) 2 ( zt )
 ax 2 yt 3  2hxz 2t 3  by 2 zt 3
 t 3 (ax 2 y  2hxz 2  by 2 z )  t 3 f ( x, y, z )
Hence the function f  x, y, z  is homogeneous of degree 3.

2.5.1. Euler’s Theorem on Homogeneous Functions
f f
If f ( x, y) is a homogeneous function of degree n in x and y , then x  y  nf ( x, y)
x y
Proof:
 y
Let f ( x, y) = x n g   … (1)
 x
 y  y y
Also g '   denotes the derivative of g   with respect to x .
x x
Differentiating equation (1) partially with respect o x , we have
f  y   y   y
= x n g '    2  + nx n 1 g  
x x x  x
f  y  y
  yx n  2 g '    nx n 1 g  
x x x
Multiplying by x on both sides,
f  y  y
x  nx n g    yx n 1 g '   … (2)
x x x
Differentiating equation (1) partially with respect to y , we have
f  y 1  y
 x n g '      = x n 1 g '  
y  x  x x
f  y
y  yx n 1 g '   … (3)
y x
f f  y
Adding equations (2) & (3) gives, x y  nx n g  
x y x
f f
Using (1), x  y  nf ( x, y) .
x y
Note: This result can be extended for several independent variables as follows:
If, f ( x, y, z,...) is homogeneous function of the nth degree in the variable x, y, z ,... then we
 f f f 
get  x  y  zy  ...   nf  x, y, z ,...
 x y z 
Points to Remember:
1. A function f  x, y, z  is called a homogeneous function of degree n if
f  tx, ty, tz   t n f  x, y, z  .
2. Euler’s Theorem: If f ( x, y) is a homogeneous function of degree n in x and y ,
f f
then x  y  nf ( x, y)
x y
Higher order partial derivatives:

for 2 fz  x, y, z   3x yz  5 xy z  4 z
2 2 4
Example
 2 z 1: Verify
 2Euler’s
z  theorem
2
z
= r, = = s, , = t.
x 2
Solution: xy yx y 2
Given that f  x, y, z   3x yz  5 xy z  4 z
2 2 4
f
 f x  6 xyz  5 y 2 z
x
f
 f y  3x 2 z  10 xyz
y
f
 f z  3x 2 y  5xy 2  16 z 3
z
f f f
x  y  z  6 x 2 yz  5xy 2 z  3x 2 zy  10 xy 2 z  3x 2 yz  5xy 2 z  16 z 4
x y z
2 2 4

= 12 x yz  20 xy z  16 z = 4 3 x 2 yz  5 xy 2 z  4 z 4 
= 4 f ( x, y, z ) .
 x y u u
Example 2: If u  sin 1   show that x y 0
 x y x y
 
Solution:
 x y
Given that u  sin 1 
 x  y 
 
 y  y
x 1    1 
x y  x   x 
sin u    
x y  y  y
x 1    1 
 x   x 

Let f  sin u , it is a homogeneous function of degree 0 in x , y .
f f
x  y  0 f
x y
f f
(i.e.) x  y 0 … (1)
x y
f  sin u
f u f u
 cos u ;  cos u
x x y y
Substituting in equation (1) we get,
u u
x cos u  y cos u 0
x y
u u
Dividing by cos u , we get x y 0
x y
 xy  yz  zx  u u u
Example 3: If u  cos  2 
, Prove that x y z  0.
x y z  x y z
2 2
Solution:
 xy  yz  zx 
Let f  x, y, z   u  cos  2 2 
x y z 
2
 xyt 2  yzt 2  zxt 2 

f  tx, ty, tz   cos  2 2 2 2 
 x t y t z t 
2 2
 xy  yz  zx 
 t 0 cos  2 2 
x y z 
2
 t 0 f  x, y , z 
 u is a homogeneous function of degree zero.
1  x3  y 3  u u
Example 4: If u  tan   , Prove that x  y  sin 2u .
 x y  x y
Solution:
x3  y 3
Given that u  tan 1
x y
x3  y 3
tan u 
x y
x3  y 3
Let f  x, y   tan u 
x y
Hence f is a homogeneous function of degree 2.
f f
By Euler’s theorem, x y  2f
x y
  tan u    tan u 
x y  2 tan u
x y
u u
x sec2 u  y sec2 u  2 tan u
x y
u u 2 tan u
Dividing by sec2 u , we get x y 
x y sec2 u
sin u
2  cos2 u  2sin u cos u  sin 2u
cos u
u u
x y  sin 2u
x y
x z z
2
 y  y y
Example 5: If z  sin    tan 1      
1
, prove that x y 0
 y x x x x y
Solution:
x
2
 y  y y
Given that z  f  x, y   sin    tan 1      
1
 y x x x
 tx 
2
 ty   ty  ty
f  tx, ty   sin    tan 1      
1
 ty   tx   tx  tx
 1  x  1  y   y 
2
y
 t sin    tan      
0

  y x x x 
f  tx, ty   t 0 f  x, y 
 z  f  x, y  is homogeneous function of degree zero.
z z
By Euler’s theorem, x y  0 z  0 .
x y
 y x z z  y
Example 6: If z  x f       , prove that x  y  x f  .
x  y x y x
Solution:
Let z  f1  x, y   f 2  x, y 
 y
 f1  x, y   x f   is homogeneous of degree 1.
x
 y
f 2  x, y      is homogeneous of degree zero.
x
By Euler’s theorem,
f1 f
x  y 1  1 f1 
x y
f 2 f
x  y 2  0  f2 
x y
 
x  f1  f2   y  f1  f2   f1  0
x y
z z  y   y 
x y xf   f1  x f   
x y x   x 
2.5.2. Extension of Euler’s Theorem
If f  x, y  is a homogeneous function of x, y of degree n , then

2 f 2 f 2  f
2
x2  2 xy  y  n  n  1 f
x 2 xy y 2
2
   
(i.e.)  x  y  f  n  n  1 f
 x y 
Proof:
f f
By Euler’s theorem, x y  nf … (1)
x y
Differentiating equation (1) partially with respect to x ,
 2 f f  2 f f f
x  
1  y   0  n
x 2
x xy y x
 f
2
 f
2
f
x 2 y   n  1 … (2)
x xy x
Differentiating equation (1) partially with respect to y ,
 2 f f  2 f f f
x   0   y 2  1  n
yx x y y y
 f
2
 f
2
f
y 2 x  (n  1) … (3)
y yx y
Multiplying equation (2) by x and equation (3) by y and adding,
2 f 2 f 2 f 2 f  f f 
x 2 2  xy  y 2 2  xy   n  1  x  y 
x xy y yx  x y 
Hence proved.
Points to Remember:
1. Extension of Euler’s Theorem: If f ( x, y) is a homogeneous function of degree
2
   
n in x and y , then  x  y  f  n  n  1 f
 x y 
x2 y 2  2u  2u u
Example 1: If u  , prove that x 2  y 2 .
x y x xy x
Solution:
x2 y 2  f  tx, ty   t n f  x, y 
Given that u  f  x, y    
x y  By Euler s theorem 
'
 tx   ty 
2 2
t 4  x2 y 2 
 f  tx, ty     t 3 f  x, y 
tx  ty t  x  y
 u is a homogeneous function of degree 3 in x, y .
u u
By Euler’s theorem, x y  3u … (1)
x y
Differentiating equation (1) partially with respect to x ,
 2u u  2u u
x 1   y 3
x x
2
xy x
u2
u2
u
x 2 y 2 .
x xy x
1  x  1  y  2  f 2 f
2
Example 2: If f  x, y   cos    tan   , prove that x  2 xy 
 y x x 2 xy
2 f
y 2
 0.
y 2
Solution:
 tx  1  ty  1  x  1  y 
Consider f  tx, ty   cos    tan    t cos    tan    t f  x, y 
1 0 0
 ty   tx   y x
 f is homogeneous of degree zero.
By Extension of Euler’s theorem,
2 f 2 f 2  f
2
x  2 xy
2
y  n  n  1 f
x 2 xy y 2
2  f 2 f 2  f
2 2
x  2 xy y  0.
x 2 xy y 2
y x 2 f 2  f
2
2 f
Example 3: If f  x 2 tan 1  y 2 sin 1 , prove that x 2  y  2 xy  2f .
x y x 2 y 2 xy
Solution:
y x
Given that f ( x, y)  x 2 tan 1  y 2 sin 1
x y
ty 2 2 1 tx
f  tx, ty   t 2 x 2 tan 1  t y sin
tx ty
 y x
 t 2  x 2 tan 1  y 2 sin 1
 x y 
f  tx, ty   t 2 f  x, y 
 f is homogeneous function of x, y of degree 2.
By Extension of Euler’s theorem,
2 f 2  f
2
2 f
x2
y  2 xy  n  n  1 f  2  2  1 f
x 2 y 2 xy
2 f 2  f
2
2 f
x2  y  2 xy  2f .
x 2 y 2 xy
 y  y 2  z 2 z 2  z
2 2
Example 4: If z  xf    g   , prove that x  2 xy  y  0.
x x x 2 xy y 2
Solution:
y   y
Let z  f1  x, y   f 2  x, y  Where f1  xf   and f 2  g  
x  x
Here f1 is a homogeneous function of degree 1 and f 2 is a homogeneous function of degree 0
in x, y .
2 f 2  f
2
2 f
By extension of Euler’s theorem, x y2
 2 xy  n(n  1) f
x 2 y 2 xy
 2 f1 2  f1
2
 2 f1
 x2  y  2 xy  1(1  1) f  0 … (1)
x 2 y 2 xy
 2 f1 2  f1
2
 2 f1
Also, x 2  y  2 xy  (0) f  0 … (2)
x 2 y 2 xy
Adding equations (1) and (2) we get,
2 2 2 
2
x2
 f1  f 2   2 xy  f1  f 2   y 2  f1  f 2   0
x 2 xy y
2 z 2 z 2  z
2
Hence x 2  2 xy  y 0.
x 2 xy y 2
1
 13 1
2
  , Prove that x 2  u  2 xy  u  y 2  u
2 2 2
Example 5: If u  sin 1  1
3
x y
 1  x 2 xy y 2
 x2  y2 
 

tan u
144
13  tan 2 u  .
Solution:
Since u is not a homogeneous function.
1
 13 1
2
x  y3
sin u  f ( x, y )   1 
 1 
 x2  y2 
 
1 1
 13  13 1
 2   13 1
 2
t x  y  3
 1 x  y 
3
1

f (tx, ty )  1 1    =  t 6

    t 12 f ( x, y )
  1
   12 1 

t 2  x2  y2     x  y 
2
       
1
 sin u since is a homogeneous function of degree  in x and y .
12
f f
By Euler’s theorem, we have x  y  nf .
x y
  1
x (sin u )  y (sin u )  sin u
x y 12
u u 1
x cos u  y cos u  sin u
x y 12
u u 1
Dividing by cos u , x y  tan u … (1)
x y 12
Differentiating equation (1) partially with respect to ' x '
 2u u  2u 1 u
x  (1)  y   sec2 u
x 2
x xy 12 x
 2u  2u u  1 
x  y    sec2 u  1 … (2)
x 2
xy x  12 
Differentiating equation (1) partially with respect to ' y ' ,
 2u  2u u 1 u
x y 2    sec2 u
xy y y 12 y
 2u  2u u  1 
x y 2    sec2 u  1 … (3)
xy y y  12 
Multiplying equation (2) by x and equation (3) by y and adding we get,
 2u  2u 2  u  1   u u 
2
x2  2 xy  y    sec 2 u  1  x  y 
x 2
xy y 2
 12   x y 
 1   1  1 1
=  sec2 u  1  tan u  = tan u sec2 u  tan u
 12   12  144 12
 tan 2 u  1  12 
= tan u  
 144 
 2u  2u 2  u
2
x
x
2
2
 2 xy
xy
y
y 2

tan u
144
13  tan 2 u 
Exercises
1  x  y  u u
2 2
1. If u  sin   , Prove that x  y  tan u .
 x y  x y
 x4  y 4  u u
2. If u  log   , Prove that x  y  3.
 x y  x y
y z x u u u
3. If u    , Prove that x  y  z 0
z x y x y z
z z
4. If z  log  x 2  xy  y 2  , Prove that x  y  2.
x y
y  z  z
2 2
5. z  tan 1 , Prove that 2  2  0
x x y
 y 2 f 2 f
6. f ( x, y )  log( x 2  y 2 )  tan 1   . Prove that  0.
x x 2 y 2
x  2u  2u  2u
If u  3 and r  x  y  z , Prove that   0.
2 2 2 2
7.
r x 2 y 2 z 2
 x  2 y  3z  u u u
8. If u  sin 1   . Prove that x  y  z  3tan u  0
 x8  y 8  z 8  x y z
 
1  x  y  2  u  2u 2  u
3 3 2 2
9. If u  tan   , Prove that x  2 xy y  sin 4u  sin 2u .
 x y  x 2 xy y 2
x y
10. If u  , applying Euler’s theorem, prove that the order of u is -1.
x2  y 2
2.6 TOTAL DERIVATIVE
Let z  f ( x, y) be a function of two independent variables x and y . If the increments for x
and y are considered as x and y , there will be an increment z for z .

 z  z  f ( x  x, y  y )
z  f ( x  x, y  y )  f ( x, y )
=  f ( x  x, y  y)  f ( x, y  y)   f ( x, y  y)  f ( x, y)

Another manipulation is of the form,
f ( x  x, y  y)  f ( x  x, y) f ( x  x, y)  f ( x, y)
z  y  x
y x
As y  0 and x  0 , then we have
   
z   f ( x, y )  y   .y   f ( x, y )  x  n.x  z  f ( x, y ) 
 y   x 
z z
z  y  x   .y  .x … (4)
y x
As x and y tends to zero independently, the first two terms on the R.H.S of (4) gives us an
approximation to the increment z . This approximation is called the total differential of z and
is denoted by dz .
z z
 dz  x  y .
x y
z z
In case of one independent variable, dz  dx  dy .
x y
Points to Remember:
1. In case of three independent variables x, y and z , the total derivative is
z z z
given by dz  dx  dy  dz .
x y z
2. If z is a function of x & y and x and y themselves are functions of t , then
z z x z y
we get  
t x t y t
Higher order partial derivatives:
2 z 2 z 2 z 2 z
= r, = = s, , = t.
x 2 xy yx y 2
du
if u  sin( x  y ) where a x  b y  c
2 2 2 2 2 2 2
Example 1: Find
dx
Solution:
Given that u  sin( x  y )
2 2
Differentiating with respect to x, we get

du u dx u dy u u
    du  dx  dy.
dx x dx y dx x y
 2 x cos  x 2  y 2   2 y cos  x 2  y 2 
dy
. …(1)
dx
Given that a x  b y  c .
2 2 2 2 2
Differentiating the above equation with respect to ‘ x ’,
dy dy a2 x
2a 2 x  2b 2 y 0   2 …(2)
dx dx b y
Using equation (2) in (1), we get
2  a2 x 
 2 x cos  x  y   2 y cos  x  y    2 
du 2 2 2
dx  b y
 a2 x 
 2 x cos  x 2  y 2   2 y cos  x 2  y 2    2 
du
dx  b y
a2
 2 x cos  x 2  y 2   2 x cos  x 2  y 2 
b2
 b2  a 2 
 2 x cos  x 2  y 2  
du
 2 
dx  b 
t 1 du
Example 2: If u  xy  yz  zx where x  e , y  e and z  , find
t
.
t dt
Solution:
Given that u  xy  yz  zx
du u dx u dy u dz
     
dt x dt y dt z dt
 1
  y  z   e t   z  x   e  t    x  y    2 
 t 
 1 1   1
  e  t   e t    e t   e  t    e t  e  t    2 
 t t   t 
t t t t
e e e e 1 1
 1   1  2  2   2sinh t   2  2cosh t 
t t t t t t
du 2
 2 t sinh t  cosh t 
dt t
du
when u  xy  x y, x  at , y  2at. Also verify by direct
2 2 2
Example 3: Find
dt
substitution.
Solution:
du u dx u dy
We know that    
dt x dt y dt

= y 2  2 xy   2at    2 xy  x   2a 
2

=  4a 2t 2  2at 2  2at    2at   2at 2  2at  a 2t 4   2a 
 x  at 2 , y  2at 
= 8a t  8a t  8a t  2a t = 16a3t 3  10a3t 4
3 3 3 4 3 3 3 4
du
 = 2a t  8  5t 
3 3
dt
Verification: u  at (4a t )  a t (2at )

2 2 2 2 4
= 4a3t 4  2a3t 5
du
 16a 3t 3  10a 3t 4  2a 3t 3 (8  5t )
dt
1 du 3
Example 4: If u  sin ( x  y ) , x  3t , y  4t , Prove that 
3
.
dt 1 t2
Solution:
du u dx u dy
We know that    
dt x dt y dt
(1) 12t 2 
1 1
= (3) 
1  ( x  y) 2
1  ( x  y) 2
3  12t 2 3(1  4t 2 )
= 
1  ( x  y)2 1  (3t  4t 3 ) 2
3(1  4t 2 ) 3(1  4t 2 )
= =
1  9t 2  24t 4  16t 6 1  t 1  8t
2 2
 16t 4 
3(1  4t 2 ) 3
= 
1  t 1  4t 
2 2 2 1 t2
x du
Example 5: If u  sin   , x  e , y  t , Find
t 2
as a function of t .
 y dt
Solution:
du u dx u dy
We know that     ... (1)
dt x dt y dt
x
u  sin  
 y
u x 1 u  x   x 
 cos      ;  cos     2 
x  y   y  y  y  y 
Also x  e , y  t
t 2
dx dy
 et ,  2t
dt dt
x  x   x 
 cos     et   cos   2   (2t )
du 1
Hence equation (1) becomes,
dt y  y  y  y 
et  et  2e t t  et  et (t  2)  et 
= cos  2   cos  2 =  cos  2
t2 t  t
4
t  t3 t 
Example 6: If z  xy( x  y) , find d 2 z .
Solution:
z z
If z  f ( x, y) , then dz  dx  dy
x y
   
dz   dx  dy  z  d ( z )
 x y 
      
d 2 z  d  dz    dx  dy  dx  dy  z
 x y  x y 
2
   
  dx  dy  z
 x y 
 2 
2
2 
2
2 
  dx     
xy 
dy 2 dxdy z
 x 2 y 2
2 z 2 z 2 z
d 2z       
2 2
dx dy 2 dxdy … (1)
x 2 y 2 xy
Since z  xy  x  y   x y  xy
2 2
z z
 2 xy  y 2 ,  x 2  2 xy
x y
2 z 2 z 2 z
 2 y,  2 x,  2x  2 y
x 2 y 2 xy
d 2 z  2 y  dx   2 x  dy   4  x  y  dxdy .
2 2
 Equation (1) becomes ,
dx dy dz
Example 7: If x  y  z  2 xyz  1, Prove that    0.
2 2 2
1  x2 1 y2 1 z2
Solution:
Given that x  y  z  2 xyz  1
2 2 2
… (1)
Taking differentials, we get
2 x dx  2 y dy  2 z dz  2 yz dx  2 xz dy  2 xy dz  0
 x  yz  dx   y  xz  dy   z  xy  dz  0 … (2)
Now,  x  yz   x 2  2 xyz  y 2 z 2
2
 x 2  2 xyz  1  y 2  z 2 
 1  y 2  z 2  y 2 z 2  1  y 2   z 2 1  y 2 
 1  y 2 1  z 2 
x  yz  1  y 1  z 
2 2
Similarly, y  zx  1  z 1  x 
2 2
 z  xy   1  x 1  y 
2 2
Using these values in equation (2), we get
1  y 1  z dx  1  z 1  x dy  1  x 1  y dz  0

2 2 2 2 2 2
Dividing by 1  x 1  y 1  z 

2 2 2
dx dy dz
  0
1 x 2
1 y 2
1 z2
Example 8: If the sides and angles of a triangle ABC vary in such a way that its
da db dc
circumradius remains constant, prove that    0.
cos A cos B cos C
Solution:
a b c
The circum-Radius R of a ABC is given by R =  
2sin A 2sin B 2sin C
Now a  2R sin A ( R is constant).
Taking differentials, da  2 R cos AdA
da
  2 R dA
cos A
db dc
Similarly,  2 R dB and  2R dC .
cos B cos C
da db dc
Adding we get ,    2R(dA  dB  dC )
cos A cos B cos C
We know that A  B  C  
Taking differentials, dA  dB  dC  0 .
da db dc
   0
cos A cos B cos C
Example 9: If u  xyz , find d 2u .
Solution: If u  f ( x, y, z )  xyz , then
u u u
du  dx  dy  dz .
x y z
    
d (u )   dx  dy  dz  u.
 x y z 
d 2u  d (du )
        
=  dx  dy  dz   dx  dy  dz  u
 x y z   x y z 
2
    
=  dx  dy  dz  u
 x y z 
2  u 2  u 2  u  2u  2u  2u
2 2 2
=  dx    dy    dz   2dxdy  2dydz  2dxdz
x 2 y 2 z 2 xy yz xz
… (1)
u u u
Since u  xyz ,  yz ;  zx ;  xy
x y z
 2u  2u  2u
0 ;  0 ; 0
x 2 y 2 z 2
 2u  2u  2u
z ; x ; y
xy yz xz
Substituting in equation (1) we get d u  0  0  0  2 zdxdy  2 xdydz  2 ydxdz
2
 d 2u  2 x dy dz  2 y dz dx  2 z dx dy .
Exercises
du
1. If u  x y where x  t , y  t , find
3 4 3 2
.
dt
du
2. If u  x y where x  log t and y  e , find
2 3 t
.
dt
y z
3. If u  tan(3x  y )  6 , find du .
dz
4. If z  xy  yx , x  at 2 , y  2at . Find
2 2
.
dt
du
5. If u  x  y  z , x  e cos t , y  e sin t , z  e Find
2 2 2 t t t
.
dt
1 du
6. If u  e sin yz , x  t 2 , y  t  1, z  . Find
x
t dt
7. In a plane triangle, if the sides a, b, c are constant. Prove that the variations of its
dA dB dC
angles are given by the relations   .
a  b sin A
2 2 2
b  a sin B
2 2 2 c
Answers
2C 3t log t
 3e3t  log t 
2
1. 17t16 2.
t
3. du  3sec (3 x  y )dx  6 (log 6)  sec 2 (3 x  y )  dy  6 y  z (log 6)dz
2
 yz
  t 1   t  1 
a 3 16t 3  10t 4 
1
  2 cos 
2
t
4. 5. 4e2t 6. e  2t sin  
  t  t  t 
2.7 DIFFERENTIATION OF IMPLICIT FUNCTIONS
Implicit Function: Let f be a function of two variables x and y on solving f  x, y   0 ,
this defines y as an implicit function of x .
Derivative of Implicit Function: Let f  x, y   0 be defined for y as an implicit function of
x.
df f dx f dy
  
dx x dx y dx
df f f dy
However, 0   0.
dx x y dx
f

f
 x  x if y  0 .
dy
dx f fy
y
 f  f 2  2 f f f  f  f 2 
 xx y 
2
d y xy x y yy x
Similarly, 
f 
3
dx 2
y
d2 y

 p t  2 pqs  q r 
2 2
where p  f x , q  f y , r  f xx , s  f xy , t  f yy
dx 2 q3
dy
if x  y  a .
y x k
Example 1: Find
dx
Solution:
d ax  d  xa 
We know that  a log a ,
x
 ax a 1 .
dx dx
f  x, y   x y  y x  a k  0
f x  yx y 1  y x log y
f y  x y log x  xy x 1
dy fx yx y 1  y x log y
   y .
dx fy x log x  xy x 1
dy
if x  y  3ax y .
3 3 2
Example 2: Find
dx
Solution:
Let f  x, y   x  y  3ax y
3 3 2
f f
 f x  3x 2  6axy ;  f y  3 y 2  3ax 2
x y
f x   3x  6axy  3x  2ay  x 
2
dy
  
dx fy 3 y 2  3ax 2 3  y 2  ax 2 
dy x  2ay  x 
 
dx  y 2  ax 2 
.
d 2 y 2a 2 x 2
Example 3: If y  3ax  x  0 . Prove that 2   0.
3 2 3
dx y5
Solution:
Let f ( x, y) = y  3ax  x
3 2 3
f x  6ax  3x2 ; f y  3y2
f xx  6a  6 x ; f xy  0 ; f yy  6 y
d 2 y f xx ( f y )  2 f xy f x f y  f yy ( f x )
2 2

f 
3
dx 2
y
 6 x  6a   9 y 4   0  6 y  3 x 2  6ax 2 
 
6
= 27 y
54 y  x  a  y 3   x 2  2ax  

2
  
27 y 6
2  x  a   3ax 2  x 3    x 2  2ax  

2
 

y5
 y 3  3ax 2  x3 
a2 x2
 2
y5
a2 x2
y"  2 0
y5
d2y h 2  ab
Example 4: If ax  2hxy  by  1 , Prove that 
2 2
.
dx 2  hx  by 3
Solution:
Let f  x, y   ax  2hxy  by  1
2 2
f x  2ax  2hy  2(ax  hy ) f y  2hx  2by  2(hx  by)

,
f xx  2a ; f xy  2h ; f yy  2b ;
dy f 2  ax  hy   ax  hy 
 x  
dx fy 2  ah  by   hx  by 
d 2 y   f xx  f y   2 f xy f x f y  f yy  f x  
 2 2

f 
3
dx 2
y


 2a  2(hx  by )   2(2h)2  ax  hy  2  hx  by   2b  2(ax  hy ) 
2 2

 2(hx  by) 
3
8a  h 2 x 2  b 2 y 2  2hbxy   16h  ahx 2  h 2 xy  abxy  hby 2  

 
 
 8b  a 2 2
x  h 2 2
y  2 ahxy  
  
8  hx  by 
3
ah 2 x 2  ab2 y 2  2abhxy  2ah2 x2  2 h3 xy  2 abhxy  2 h2 by 2 

8  2 2 
 a bx  bh y  2abhxy 
2 2

8  hx  by 
3

a  h 2
 ab  x 2  2h  h 2  ab  xy  b  h 2  ab  y 2 
 hx  by 
3
=
 h 2
 ab  ax 2  2hxy  by 2    ax 2  2hxy  by 2  1
 hx  by 
3
d2y h 2  ab

dx 2  hx  by 3
dy
Example 5: If (cos x)  (sin y) , find
y x
.
dx
Solution:
Given that (cos x)  (sin y)
y x
Taking logarithm on both sides, y log(cos x)  x log(sin y )

Let f ( x, y )  y log(cos x)  x log(sin y )  0
f x   y tan x  log sin y, f y  log cos x  x cot y
dy  f x y tan x  log sin y

  
dx fy log cos x  x cot y
 2 2

Example 6: If u  cos x 2  y 2 where a x  b y  c . Find
2 2 2 du
dx
.
Solution:

Given that u  cos x 2  y 2 
u
  sin  x2  y 2    2 x 
x
u
  sin  x 2  y 2    2 y 
y
Let f  a x  b y  c .
2 2 2 2 2
dy f 2a 2 x a2 x
 x   2   2
dx fy 2b y b y
du u u dy
  
dx x y dx

  sin  x2  y 2    2 x  + 2 y sin  x 2  y 2      ba yx  = 2 x sin  x  a2 
2
 y 2   2  1
du 2
2
dx b 
 a2 
= 2 x  2  1 sin  x  y  .
du 2 2
dx  b 
du 1  x 
if u  tan   where x  y  a .
2 2 2
Example 7: Find
dx  
y
Solution:
1 x
Given that u  tan   and f  x  y  a
2 2 2
 y
dy f 2x x
 x    … (1)
dx fy 2y y
u u
We know that du  x  y … (2)
x y
u 1 1 y
    2 … (3)
x x2  y x y
2
1 2
y
u 1  x  x
 
2  2 
 2 … (4)
y x  y  x  y2
1 2
y
Substituting equations (1), (3), (4) in (2), we get
du y x  x y x2
 2     = 
dx x  y 2  x 2  y 2   y  x 2  y 2 y  x 2  y 2 
du y2  x2 1
  
dx y  x  y  y
2 2
d2y
Example 8: If x  y  3axy  0 , Find
3 3
.
d 2x
Solution:
Given that f ( x, y )  x  y  3axy

3 3
f x  3x 2  3ay ; f y  3 y 2  3ax ; f xy  3a
f xx  6 x ; f yy  6 y
dy  f x  3x 2  3ay   x 2  ay 
   2  2 
dx fy  3 y  3ax   ax  y 
d2y f xx f y2  2 f x f y f xy  f yy f x2

dx 2 f y3
6 x  3 y 2  3ax   2  3x 2  3ay  3 y 2  3ax   3a   6 y  3x 2  3ay 

2 2
d2y

dx 2  3 y 2  3ax 
= 
54  x  y 2  ax 2  a  x 2  ay  y 2  ax   y  x 2  ay 2 
 
27  y 2  ax  
3
2
=  xy 4  2ax 2 y 2  a 2 x3  ax2 y 2  a2 x3  a2 y3  a3 xy  yx4  2ax2 y2  a2 y3 
 ax  y 
2 3
2
=  xy 4  x 4 y  3ax 2 y 2  a 3 xy 
 ax  y 
2 3
2
=  xy ( x3  y 3  3axy)  a3 xy   x3  y 3  3axy  0 
 ax  y 
2 3
d2y 2a3 xy

dx 2  ax  y 2 3
Exercises
dy
if ax  2hxy  by  2 gx  2 fy  c  0 .
2 2
1. Find
dx
dy
if x  y .
y x
2. Find
dx
dy 3
if x  3x y  6 xy  y  1 .
2 2 3
3. Find
dx
du
if u  x log xy where x  y  3xy  1 .
3 3
4. Find
dx
du
if u  x y where x  xy  y  1 .
2 2 2
5. Find
dx
d2y
if ay  2by  c  x
2 2
6. Find 2
dx
d2y 4
if x  y  4a xy .
4 2
7. Find 2
dx
Answers
  ax  hy  g    x 2  2 xy  2 y 2 
1.
 hx  by  f  3.
x 2
 4 xy  y 2 
y  y  x log y 
2. x  x2  y 
x  x  y log x  4. 1  log( xy ) 
y  x  y2 
x  xy  4 y 2  2 x 2  2a 2 xy  3a 4  x 2 y 2 
5.
 x  2y 7.
a x  y 
2 3 3
b  ac
2
6.
 ay  b 
3
2.8 CHANGE OF VARIABLES

If u  f ( x, y) … (1) where x    s, t  and y    s, t  … (2).
u u
It is often necessary to change expressions involving u, x, y, , etc. to expressions
x y
u u
involving u, s, t , , etc.
s t
If t is regarded as a constant, then x, y , u will be functions of s alone.
u u x u y
Hence we have     …(3)
s x s y s
Where the ordinary derivatives have been replaced by the partial derivatives because x, y
are functions of two variables s and t . Similarly, regarding s as constant,
u u x u y
We have     …(4)
t x t y t
u u u u
On solvingequations (3) and (4), we get and in terms of , , u , s, t .
x y s t
Also equation (2) can be written as s   ( x, y) and t   ( x, y) .
u u s u t
It is easier to use    
x s x t x
u u s u t
   
y s y t y
The higher derivatives of u can be found by repeated application of (3) and (4)
u u v v
Example 1: If x  u  v , y  2uv . Find
2 2
, , , .
x y x y
Solution:
Given that x  u  v y  2uv
2 2
…(1) …(2)
Differentiating equations (1) and (2) partially with respect to ‘ x ’ we get,

u v v u
1  2u  2v ; 0  2u  2v
x x x x
On solving we get,
u u v v
 and 
x 2  u  v 2 
2
x 2  u 2  v 2 
Differentiating equation s(1) and (2) partially with respect to ‘ y ’ we get,
u v u v
0  2u  2v ; 1  2v  2u
y y y y
On solving we get,
u v v u
 and 
y 2  u  v 2 
2
y 2  u  v 2 
2
u u u
Example 2: If u  f  r , s  , r  x  y, s  x  y , prove that  2 .
x y r
Solution:
Given that u  f  r , s  , r  x  y, s  x  y
r r s s
1; 1; 1;  1
x y x y
u u r u s
   
x r x s x
u u u u
 1  1   …(1)
r s r s
u u r u s
   
y r y s y
u u u u
 1   1   …(2)
r s r s
Adding equation (1) and (2) we get.
u u u u u u u
     2
x y r s r s r
u u u
  2
x y r
Example 3: If u  f  x, y  where x  r cos  , y  r sin  Prove that
2
 u   u   u  1  u 
2 2 2
        2   .
 x   y   r  r   
Solution:
Given that u  f  x, y 
u u x u y u u
      cos    sin  
r x r y r x y
u u x u y u u
      r sin     r cos 
 x  y  x y
 u u 
 r   sin   cos  
 x y 
From equation (1) and (2),
2 2
 u  1  u   u u   u u 
2 2
   2    cos   sin      sin   cos  

 r  r     x y   x y 
2
 u   u 
2
    
 x   y 
2
 u  1  u   u   u 
2 2 2
   2       
 r  r     x   y 
u u u
Example 4: If u  f  x  y, y  z , z  x  , prove that    0.
x y z
Solution:
Let x  y  p, y  z  q, z  x  r .
 u  f  p, q, r  where p, q, r are functions of x, y, z .
u u p u q u r
By chain rule,      
x p x q x r x
u u u
 1   0   1
p q r
u u u
   …(1)
x p r
u u p u q u r
     
y p y q y r y
u u u
  1  1   0
p q r
u u u
   …(2)
y p q
u u p u q u r
     
z p z q z r z
u u u
  0   1  1
p q r
u u u
   …(3)
z q r
Adding equations (1) ,(2) ,(3) we get,
u u u u u u u u u
         0.
x y z p r p q q r
Example 5: If u  f  x, y  where x  e cos  , y  e sin  . Show that
r r
u u u
x y  e2r .
 r y
Solution:
Given that u  f  x, y  where x and y are functions of r and  .
u u x u y
   
r x r y r
u r u
   e cos      er sin  
x y
u r u u u
 er cos   e sin   x y
x y x y
u u x u y
   
 x  y 
u u
   er sin      er cos  
x y
u r u u u
  er sin   e cos   y x
x y x y
u u  u u   u u 
x y  xy  x   y x  y 
 r  x y   x y 
u u u u
  xy  x2  xy  y 2
x y x y
u u u u u
x y  x2  y2   x2  y 2 
 r y y y
u u u
Hence x y  e2r  x 2  y 2  e 2r 
 r y
x y z
Example 6: If u  f  r , s, t  and r  , s  , t  . Prove that
y z x
u u u
x  y z  0.
x y z
Solution:
Given that u  f  r , s, t 
x y z
r ;s ;t 
y z x
u u r u s u t u 1 u u   z 
          0   2 
x r x s x t x r y s t  x 
u x  u  z  u 
x      …(1)
x y  r  x  t 
u u r u s u t u   x  u  1  u
              0
y r y s y t y r  y 2  s  z  t
u   x   u  y  u 
y        …(2)
y  y   r  z  s 
u   y  u  z  u 
Similarly, z       …(3)
z  z  s  x  t 
Adding equations (1) , (2) and (3) we get,
u u u x  u  z  u  x  u  y  u  y  u  z  u 
x  y  z             
x y z y  r  x  t  y  r  z  s  z  s  x  t 
u u u
(i. e.) x y z  0
x y z
 2u  2u
Example 7: Transfer the equation   0 into polar co-ordinates.
x 2 y 2
Solution:
We know that the relation between the cartesian  x, y  and polar co-ordinates  r ,  are
x  r cos  ; y  r sin 
y  y
Also, x 2  y 2  r 2  r  x 2  y 2 , tan      tan 1  
x x
r x x r y y
   cos  ;    sin 
x x2  y 2 r y x2  y 2 r
 1  y  y  r sin   sin 
  2 2  
x 1  y 2  x  x y
2
r2 r
x2
 1 1 x r cos  cos 
   2  
y 1  y 2 x x  y
2
r2 r
x2
Here u is a composite function of x and y .
u u r u  u sin  u
     cos  
x r x  x r r 
 u    sin      sin  
  cos   u   cos   …(1)
x  r r   x r r 
Similarly,
u u r u  u cos  u
     sin  
y r y  y r r 
  cos  
  sin   .
y r r 
 2u   u    sin    u sin  u 
     cos    cos   
x 2
x  x   r r   r r  
  u sin  u  sin    u sin  u 
 cos   cos     cos   
r  r r   r   r r  
  2u u  1  sin   2u 
 cos 2  2  sin  cos    
 r   r 2  r r  
 sin 2  u sin  cos   2u sin  cos  u sin 2   2u 
     2  2
 r r r r r2  r  
 2u  2u 2sin  cos  u sin 2  u 2sin  cos   2u sin 2   2u

 cos  2 
2
    2  2
x 2 r r2  r r r r r 
…(3)
u
2
  u    cos    u cos  u 
     sin    sin   
y 2
y  y   r r   r r  
  u cos  u  cos    u cos  u 
 sin   sin     sin   
r  r r   r   r r  
 2u 2sin  cos  u cos2  u 2cos  sin   2u cos 2   2u
 sin 2  2      2  2
r r2  r r r r r 
…(4)
Adding (3) and (4), we get
 2u  sin   cos   u  sin 2   cos2    2u

2 2
 2u  2u
   cos   sin   2 
2 2
  2
x 2 y 2 r r r  r2  
 2u 1 u 1  2u
 2 
r r r r 2  2
 2u  2u  2u 1 u 1  2u
 2 2 0 is transformed into    0.
x y r 2 r r r 2  2
Exercises
z z 1 z
1. P.T. u v  2  x 2  y 2  2 if z  f  x, y  and x  u 2  v 2 and y  2uv
u v x
  u
2. P.T.  y 2  zx    x 2  yz    z 2  xy   0 if u  f  x 2 , 2 yz , y 2  2 xz 
u u
x y z
 z   z 
2 2

2u  z 
2
 z  
2
     e       if z  f  x, y  and x  e cos v,
u
3. P.T. 
 u   v   x   y  
y  eu sin v
 y  x z  x u u 2 u
4. If u  f  ,  , Show that x 2  y2 z  0.
 xy xz  x y z
z z z z
if z  f  x, y  where x  e  e and y  e  e
v u
5. P.T.   x y u v
u v x y
1 u 1 u 1 u
6. P.T.    0 if u  f  x 2  y 2 , y 2  z 2 , z 2  x 2  .
x x y y z z
2 2 2
 v   v   v  1  v 
2
7. P.T.          2   if v is a function of x and y and

 x   y       f 
x   cos  , y   sin 
z z
8. P.T. a b  c if f  cx  az , cy  bz   0
x y
2.9 JACOBIANS
If u and v are functions of two independent variables x and y , then the determinant
u u
x y
is called the Jacobian or functional determinant of u and v with respect to x and
v v
x y
  u, v   u, v 
y and is denoted by or J  .
  x, y   x, y 
Similarly, if u , v, w are functions of three independent variables x, y and z , then the

u u u
x y z
v v v
determinant is called the Jacobian of u , v, w with respect to x, y, z and is
x y z
w w w
x y z
  u , v, w   u , v, w 
denoted by or J  .
  x, y , z   x, y , z 
Note: If the functions u , v, w of three independent variables x, y, z are not independent, then
  u , v, w 
the Jacobian of u , v, w with respect to x, y, z vanishes. (i.e.) 0
  x, y , z 
2.9.1 Properties of Jacobian
  u , v    x, y 
1. If u and v are functions of x and y , then   1 (or) J  J ' 1 .
  x, y    u, v 
u u x x u u x x
  u, v    x, y  x y u v x y u u
Proof: J  J '     
  x, y    u , v  v v y y v v y y
x y u v x y v v
By interchanging rows and columns of the second determinant.
u x u y u x u y u u
     
x u y u x v y v u v 1 0
    1.
v x v y v x v y v v 0 1
     
x u x u x v y v u v
 JJ '  1
2. If u and v are functions of r and s where r and s are functions of x and y then
  u, v    u, v    r , s 
  .
  x, y    r , s    x, y 
Proof:
u u r r u u r s
  u, v    r , s  r s x y r s x x
  
  r , s    x, y  v v s s v v r s
r s x y r s y y
u r u s u r u s
     
r x s x r y s y

v r v s v r v s
     
r x s x r y s y
u u
x y

v v
x y
  u, v 
 .
  x, y 
Hence proved.
Points to Remember:
1. Jacobian of two functions u ( x, y ) and v( x, y ) where x and y are
u u
 u, v    u, v  x y
independent variables: J   .
 x, y    x, y  v v
x y
2. Jacobian of three functions u ( x, y, z ) v( x, y, z ) and w( x, y, z ) where x, y, z
u u u
x y z
 u , v, w    u, v, w  v v v
are independent variables : J   .
 x, y, z    x, y, z  x y z
w w w
x y z
  u , v    x, y 
3. If u and v are functions of x and y , then   1 (or) J  J ' 1 .
  x, y    u , v 
4. If u and v are functions of r and s where r and s are functions of x and
y then   u, v  
  u, v    r , s 
 .
  x, y    r , s    x, y 
  x, y    r ,  
Example 1: If x  r cos  , y  r sin  , prove that   1.
  r ,     x, y 
Solution:
Given that x  r cos  ; y  r sin 
y
r 2  x 2  y 2 ; tan  
x
 y
r x 2  y 2 ;   tan 1  
x
 r 2  x2  y 2
r r x
2r  2x  
x x r
r y
Similarly, 
y r
 1 y y y  x
Similarly,    2  2 and  2
x 1  y 2 x 2
x y 2
r y r
x2
r r x y
  r ,  x y 2
r  x y
2
  r
  x, y    y x r3 r3
x y r2 r2
x x
x y2
r 1 
2
 x , y   r  cos  r sin 
  3  
r 3
r r   r ,  y y sin  r cos 
r 
 r cos 2   r sin 2   r
From the above equation
  r ,     x, y  1
  r    1.
  x, y    r ,  r
u   x, y    u , v 
Example 2: If x  uv; y  prove that   1.
v   u , v    x, y 
Solution:
u
Given that x  uv ; y
v
x x
 v; u
u v
xy  u 2  u  xy
y 1 y u
  ; 
u v v v 2
x 1 x
 2 ; v
y v y
x x
v u
  x, y  u v 2u
J    1 u  
  u, v  y y v
v v2
u v
u u y x
  u, v  x y 2 x 2 y
J'   
  x, y  v v 1  x
y y 2 xy 2 yy
y x
2u 2u x x x
   
1 x 4uvy 4uvy 2uvy
2
2vy 2vy
 2u    x  x  x
JJ '      2 1  v 
 v   2uvy  v y  y
JJ '  1
  u, v 
Example 3: If u  2 xy, v  x  y , x  r cos  , y  r sin  . Evaluate
2 2
.
  r , 
Solution:
  u , v    u , v    x, y 
 
  r ,     x, y    r ,  
u u x x
x y r  2 y 2 x cos  r sin 
  
v v y y 2 x 2 y sin  r cos 
x y r 
  4 y 2  4 x 2  r cos 2   r sin 2     4  x 2  y 2  r
  u, v 
  4r 3
  r , 
.
Example 4: If p  3x  2 y  z, q  x  2 y  z, r  x  2 y  z . Prove that
  p, q, r 
 0.
  x, y , z 
Solution:
p p p
x y z
3 2 1 3 1 1
  p, q, r  q q q
Consider   1 2 1   2 1 1 1
  x, y , z  x y z
1 2 1 1 1 1
r r r
x y z
  p, q, r 
 0
  x, y , z 
  x, y 
Example 5: If x  u 1  v  , y  uv , compute the Jacobians J  and
  u, v 
  u, v 
J'  and verify that JJ  1 .
'
  x, y 
Solution:
Given that x  u 1  v   u  uv ...(1)
y  uv …(2)
x x
 1 v ,  0u  u
u v
y y
 v, u
u v
x x
  x, y  u v 1  v u
J     u 1  v   uv  u
  u, v  y y v u
u v
J u
To find J ' :
From equation (1) and (2) x  uy y  uv
y y
u  x  y v 
u x y
u v 1 y
1  y 
x x  x  y  x  y
2 2
u v  x  y 1  y 1 x
1  
y y  x  y  x  y
2 2
u u
1 1
  u, v  x y
J'    y x
  x, y  v v
 x  y  x  y
2 2
x y
x y 1
  
 x  y  x  y x y
2 2
1
J' 
u
1
Hence, JJ '  u  1
u
Example 6: If x  r sin  cos  , y  r sin  sin  , z  r cos  , prove that
  x, y, z 
 r 2 sin  .
  r , ,  
Solution:
Given that x  r sin  cos 
x x x
 sin  cos  ;  r cos  cos  ;   r sin  sin 
r  
y y y
 sin  sin  ;  r cos  sin  ;  r sin  cos 
r  
z z z
 cos  ;   r sin  ; 0
r  
sin  cos  r cos  cos  r sin  sin 

  x, y , z 
  sin  sin  r cos  sin  r sin  cos 
  r , ,  
cos  r sin  0
  r sin  sin   r sin 2  sin   r cos 2  sin  

 r sin  cos   r sin 2  cos   r cos 2  cos  
 r 2 sin  sin 2   r 2 sin  cos 2   r 2 sin   sin 2   cos 2  

  x, y, z 
 r 2 sin 
  r , ,  
  x, y , z 
Example 7: If x  y  z  u ; y  z  uv ; z  uvw , prove  u 2v .
  u , v, w 
Solution:
Given that z  uvw
y  uv  z  uv  uvw , y  uv  z
x  u   y  z   u  uv
x  u 1  v  y  uv 1  w  z  uvw
x y z
 1 v  v 1  w  vw
u u u
x y z
 u  u 1  w  uw
v v v
x y z
0   uv  uv
w w w
x x x
u v w 1 v u 0
  x, y , z  y y y
   v 1  w  u 1  w  uv
  u, v, w  u v w
vw uw uv
z z z
u v w
  
 1  v  u 1  w  uv   u 2vw  u v 1  w  uv   uv 2 w 
 1  v  u 2 v 1  w   u 2 vw  u uv 2 1  w   uv 2 w
 1  v  u 2v 1  w  w  u 2v 2 1  w  w
 1  v  u 2v  u 2v 2  u 2v  u 2v 2  u 2v 2  u 2 v
  x, y , z 
  u 2v
  u , v, w 
  x, y    r , 
Example 8: If x  e sec  ; y  e tan  , prove that   1.
r r
  r ,    x, y 
Solution:
To find J :
Given that x  e sec  …(1)

r
y  er tan  …(2)
x y
 er sec  er tan 
r r
x y
 er sec tan   er sec2 
 
x y
  x, y  r r er sec er tan 
J   
  r ,  x y er sec tan  er sec2 
 
 e2 r sec3   e2 r sec tan 2 

 e2 r sec   sec 2   tan 2   sec2   tan 2   1
J  e2 r sec 
To find J ' :
From equations (1) and (2) , x  y  e sec   e tan   e

2 2 2r 2 2r 2 2r
x 2  y 2  e2r  2r  log  x 2  y 2 
log  x 2  y 2 
1
r 
2
y er tan 
Also   sin 
x er sec
y  y
 sin     sin 1  
x x
r r
  r ,  x y
J'  
  x, y   
x y
 y
log  x 2  y 2  and   sin 1  
1
r
2 x
r 1 1 x
2 
 2x   2
x 2 x  y
2
x  y2
r 1 1 y
2 
 2 y   2
y 2 x  y
2
x  y2
 1  y  y x y
   2   2 
x  y  x  x
2
x2  y 2 x x2  y 2
1  
x
 1 1 1 x 1
    
y  y  x x
2
x2  y 2 x2  y 2
1  
x
x y
x  y2 2
x  y2
2
x y2
J'   
y 1 x 2
 y 2  x2  y 2 x  x2  y 2  x2  y 2
x x2  y 2 x2  y 2

1  y2   x2  y 2 
x  x  
x 2
 y2  x2  y 2   x  x2  y 2  x2  y 2
1 1 1
   2r
x x2  y 2  e sec  e e sec
r r
1
 JJ '  e2 r sec  1
e sec
2r
Exercises
  u, v 
1. If u  x and v  y , find
2 2
.
  x, y 
  x, y , z 
2. If x  r cos  ; y  r sin  ; z  z , find .
  r , , z 
  x, y    u , v 
3. If x  u 1  v  ; y  uv , prove that  1
  u , v    x, y 
  u , v, w 
4. If u  xyz , v  xy  yz  zx and w  x  y  z , find .
  x, y , z 
x2 x3 xx xx
5. If y1  , y2  3 1 , y3  1 2 , prove that the Jacobian of y1 , y2 , y3 with respect
x1 x2 x3
to x1 , x2 , x3 is 4 .
  x, y  a 2
6. If x  a cosh u cos v ; y  a sinh usin v , prove that   cosh 2u  cos 2v  .
  u, v  2
7. P.T. J
 x, y, z    sin 3 u sin 2 v sin w if x  cos u ; y  cos u sin u ;
 u , v, w 
z  cos w sin v sin u .
  , v  y 1  r 2  w  z 1  r 2 
1 1 1
8. If u  x 1  r 2 where r  x  y  z .
2 2 2 2 2 2 2
  u , v, w 
 1  r 2  2 .
5
Prove that
  x, y, z 
Answers
1. 4xy .
2. r
3.  x  y  y  z  z  x  .
2.10 TAYLOR’S SERIES FOR FUNCTIONS OF TWO VARIABLES
Taylor’s series for a function of single variable x is defined as
h ' h2 ''
f  x  h  f  x  f  x  f  x   ...
1! 2!
Let us consider a function of f  x, y  of two independent variables x and y . Expanding
using Taylor’s series for a function of single variable x by treating y as constant , we get,
 h2  2
f  x  h, y  k   f  x, y  k   h f  x, y  k   f  x, y  k   ... …(1)
x 2! x 2
Similarly treating x as constant , apply Taylor’s series for a function of a single variable y ,
we get,
k  k 2 2
f  x, y  k   f  x, y   f  x, y   f  x, y   ... …(2)
1! y 2! y 2
Using equation (2) in (1), we get
 k  k 2 2 
f  x  h, y  k    f  x , y   f  x, y   f  x, y   ...
 1! y 2! y 2

h   k   h2  2   
  f  x, y   f  x, y   ...  2  
f x, y   k f  x, y   ...
1! x  1! y  2! x  y 
 f k 2  2 f   f 2 f 2  f
2

  f  x, y   k   ...   h  hk  hk  ...
 y 2! y 2
  x xy xy 2

 h2  2 f h2k 3 f 
   ...
 2! x 2! x y
2 2

1  f f   h 2  2 f 2 f k 2 2 f 
 f  x, y      
1!  x y   2! x 2 xy 2! y 2 
h k hk
 h3  3 f h 2 k  3 f hk 2  3 f k 3 3 f 
      ...
 3! x 2! x 2 y 2! xy 2 3! y 3
3

 f f  1   2 f 2 f 2 f 
 f  x, y    h  k    h 2 2  2hk  k2 2 
 x y  2!  x xy y 
1  3 3 f 3 f 2  f
3
3  f
3

  2
    ...
3!  x3
h 3h k 3hk k
x 2 y xy 2 y 3 
2 3
1   1   1  
= f  x, y    h  k  f   h  k  f   h  k  f  ...
1!  x y  2!  x y  3!  x y 
… (3)
Corollary 1: Putting x  a and y  b in equation (3) we get,
f  a  h, b  k   f  a, b    hf x  a, b   kf y  a, b  
1 2
 h f xx  a, b   2hkf xy  a, b   k 2 f yy  a, b 
2!
1 3
 h f xxx  a, b   2h2 kf xxy  a, b   3hk 2 f xyy  a, b   h3 f yyy  a, b   ...
3! 
Corollary 2: Putting a  h  x , b  k  y , then h  x  a , k  y  b , we get
f  x, y   f  a, b    x  a  f x  a, b    y  b  f y  a, b  
1
  x  a  f xx  a, b   2  x  a  y  b  f xy  a, b    y  b  f yy  a, b   ...
2 2
…(4)
2!  
This is used to expand f  x, y  in the neighborhood of  a, b  .
Corollary 3: Putting a  0 , b  0 in Corollary 2, we have
f  x, y   f  0, 0    xf x  0, 0   yf y  0, 0  
1 2
  x f xx  0,0   2 xyf xy  0,0   y 2 f yy  0,0   ...
2!
This is called Maclaurin’s series (or) Maclaurin’s theorem for two variables.
This is used to expand f  x, y  in powers of x and y or in the neighbourhood of the origin
(0,0).
Note: The expansion (4) is called expansion of f  x, y  at  a, b  or in the neighborhood of
 a, b  or in powers of  x  a  and  y  b  .
Taylor’s series for a Function of Two Variables:
2
1   1  
f  x  h, y  k   f  x , y    h  k  f  h  k  f
1!  x y  2!  x y 
3
1  
  h  k  f  ...
3!  x y 
x
Example 1 : Expand e cos y in powers of x & y up to the second degree terms.
Solution:
f  x, y   e x cos y f  0, 0   1
f x  e x cos y f x  0, 0   1
f xx  e x cos y f xx  0, 0   1
f y  e x   sin y  f y  0, 0   0
f yy  e x   cos y  f yy  0, 0   1
f xy  e x sin y f xy  0, 0   0
Taylor’s series for f  x, y  in powers of x and y is
1
f  x, y  = f  0,0   xf x  0,0  yf y  0,0
1! 
1 2
  x f xx  0,0   2 xyf xy  0,0   y 2 f yy  0,0   ...
2! 
1 1
 e x cos y  1   x 1  y  0    x 2 1  2 xy  0   y 2  1
1! 2!
1 3
  x 1  3x2 y  0   3xy 2  1  y3  0   ...
3!
x 1 2
= 1   x  y 2   ...
1! 2!
x2 y 2
 e x cos y  1  x    ...
2! 2!
Example 2: Find the Taylor series expansion of x y near the point 1,1 up to the second
degree terms.
Solution:
Taylor’s series of f  x, y  near the point 1,1 is f  x, y  is given by
1
f  x, y   f 1,1   x  1 f x 1,1   y  1 f y 1,1
1! 
1
  x 1 f xx 1,1  2  x 1 y 1 f xy 1,1   y 1 f yy 1,1  ...
2 2
2! 
f  x, y   x y f 1,1  1
f x  yx y 1 f x 1,1  1
f xx  y  y  1 x y  2 f xx 1,1  0
f y  x y log x f y 1,1  0
f yy   log x  x y log x = x y  log x  f yy 1,1  0

2
,
1
f xy   log x  yx y 1  x y   = x y 1  yx y 1 log x , f xy 1,1  1
 x
1 1
 x y  1  x  11   y  1 0    x  1  0   2  x  1 y  11   y  1  0 
2 2
1! 2!  
1 1
= 1   x  1  2  x  1 y  1
1! 2!
x y  1   x  1   x  1 y  1  ...
Example 3: Evaluate approximately log  3

1.03  4 0.98  1 . 
Solution:
Let f  x  h, y  k   log  x  h    y  k  4  1 .
1 1
3
 
Put h  k  0 , f  x, y   log x  1
3
y
1
4
1 
1 23
x
1 1 3  3 2
fx  1  x   13
x 3  y 4 1  3  x  y 4 1
1 1
1 34
x
1  1 34  4
fy  1  x  
x 3  y 4 1  4  x 3  y 4 1
1 1 1
log  x  h  3   y  k  4  1  f  x  h, y  k 
1 1
Also,
 
= f  x, y   hf x  hf y (app., )
Put, x  y  1, h  0.03 , k  0.02 , we get
log  3

1  1.03  4 1  0.02 1 = f 1,1  0.03 f x 1,1  0.02 f y 1,1
 1   1 
 3 1   4 1 
= log 1  1  1  0.03    0.02  
 1 1 1   111 
   
1 1
= log1  0.03    0.02   = 0  0.01  0.005
3 4
 log  3

1  1.03  4 0.98  1  0.005 (app., )
x
Example 4: Expand e sin y in powers of x and y up to the third degree terms.
Solution:
Let f  x, y   e sin y f  0, 0   0
x
f x  e x sin y f x  0, 0   0
f xx  0, 0   0
f xx  e x sin y
f y  e x cos y f y  0, 0   1
f yy  e x sin y f yy  0, 0   0
f xy  e x cos y f xy  0, 0   1
f xxx  e x sin y f xxx  0, 0   0
f xxy  e x cos y f xxy  0, 0   1
f xyy  e x sin y f xyy  0, 0   0
f yyy  e x cos y f yyy (0,0)  1

Taylor series for f  x, y  in powers of x and y is

1
f  x, y   f  0,0    xf x  0,0   yf y  0,0 
1! 
1 2
  x f xx  0,0   2 xyf xy  0,0   y 2 f yy  0,0 
2!
1
  x3 f xxx  0,0   3x 2 yf xxy  0,0   3xy 2 f xyy  0,0   y 3 f yyy  0,0   ...
3!
1 1
e x sin y  0   x  0   y 1   x 2  0   2 xy 1  y 2  0 
1! 2!
1
  x3  0   3x2 y 1  3xy 2  0   y3  1  ...
3!
1 1
 e x sin y  y  xy  x 2 y  y 3  ...
2 6
Example 5: Expand x y  3 y  2 in powers of ( x  1) and ( y  2) up to the third degree
2
terms.
Solution:
Let f ( x, y )  x y  3 y  2
2
The expansion of f ( x, y) is powers of ( x  a ) & ( y  b) is given by Taylor’s theorem,

 f ( x, y )  f (a, b)  ( x  a) f x (a, b)  ( y  b) f y (a, b) 
1
 ( x  a)2 f xx (a, b)  2( x  a)( y  b) f xy (a, b)  ( y  b) 2 f yy (a, b) 
2!
1
 ( x  a)3 f xxx (a, b)  3( x  a)2 ( y  b) f xxy (a, b) 
3!
3( x  a)( y  b) 2 f xyy (a, b)  ( y  b)3 f yyy (a, b)   ...
f ( x, y )  x 2 y  3 y  2 f (1, 2)  10

f x  2 xy f x (1, 2)  4
f xx  2 y, f xxx  0 f xx (1, 2)  4, f xxx (1, 2)  0
f y  x2  3 f y (1, 2)  4
f yy  2 x, f yyy  2 f yy (1, 2)  2, f yyy (1, 2)  2
f xy  2 x f xy (1, 2)  2
f xxy  2 f xxy (1, 2)  2

f xyy  0 f xyy (1, 2)  0
Substituting all these values in f(x,y) ,we get
x 2 y  3 y  2  10   x  1 4    y  2  4  
1
  x  1  4   2  x  1 y  2  2    y  2   0 
2 2
2 
1
 3  x  1  y  2  2 
2
6  
x 2 y  3 y  2  10  4  x  1  4  y  2   2  x  1  2  x  1 y  2    x  1  y  2 .
2 2
Example 6: Expand
 x  h  y  k  in powers of h and k up to the second degree terms.
xh yk
Solution:
Let f  x  h, y  k  =
 x  h  y  k 
xh yk
xy
 f ( x, y ) 
x y
fx 
 x  y  y   xy 1 = y 2 , fy 
 x  y  x   xy 1 = x 2
 x  y  x  y  x  y  x  y
2 2 2 2
 x  y   2 y   y2 2  x  y 
2
f xy 
 x  y
4
2  x  y   2 y  x  y   2 y 2  2xy
= =
 x  y  x  y
4 3
 x  y   0   y 2 2  x  y 
2
2 y 2
f xx  =
 x  y  x  y
4 3
 x  y   0   x 2 2  x  y  2 x3
2
f yy  
 x  y  x  y
4 3
The Taylor’s series expansion for f  x  h, y  k  in powers of h and k is given by
1 2
f  x  h, y  k  = f ( x, y)   hf x  kf x   h f xx  2hkf xy  k 2 f yy   ...
2! 
xy   y2   x2 
=  h    k  
x  y    x  y 2    x  y 2  
 

1   2 y 2   2 xy  2  2 x 2  
 h2    2 hk  k     ...
2    x  y 3    x  y 3 
 
  x  y 3  
 

xy y2 x2 y2
f  x  h, y  k  =  h  k  h2
x  y  x  y 2  x  y
2
 x  y
3
2 xy x2
 hk  k 2  ...
 x  y  x  y
3 3
Exercises
x
1. Expand e sin y in powers of x and y up to the third degree terms using Taylor’s theorem.
 y
2. Expand tan 1   in powers of  x  1 and  y  1 up to the second degree term.
x

3. Expand sin xy in powers of x  1 and y  .
4
 x  y  x  y
2 4
4. Using Taylor’s series, prove that cos  x  y  = 1   ...

2! 4!
x 2 x3 xy 2 x 2 y
5. Using Taylor’s series, prove that e y log(1  x)  x  xy      ...
2 3 2 2
y 2 x 2 y xy 2 y 3
6. Using Taylor’s series, Prove that e log(1  y )  y  xy 
x
    ...
2 2 2 3
y
7. Expand x at the point (1,1) up to the second degree terms.
Answers
x2 y y3
1. e x sin y = y  xy 
  ...
2 6
1  y   1 1 1 1
2. tan      x  1   y  1   x  1   y  1  ...
2 2
x 4 2 2 4 4
  1 
2
1 1 
3. sin xy  1   2  x  1    x  1  y     y    ...
2
8 2  2  2 2
1
7. x y  1   x  1   x  1 y  1   x  1  ...
2
2.11 MAXIMA AND MINIMA OF FUNCTIONS OF TWO VARIABLES

Maximum Value: A function f ( x, y) is said to have a maximum value at x  a , y  b if
f (a, b)  f  a  h, b  k  for all small values of h and k
Minimum Value: A function f ( x, y) is said to have a minimum value at x  a , y  b if
f (a, b)  f  a  h, b  k  for all small value of h and k .

Extremum Value: A maximum or minimum value of a function is said to be extreme or
extremum value of a function f ( x, y) .

To find the extreme values of a function f ( x, y) .
f f
(i) Find and .
x y
f f
(ii) We solve the equations = 0 and = 0 for x and y .
x y
2 f 2 f 2 f
(iii) Find r  2 , s  ,t 2
x xy y
(a) If rt  s  0 and r  0 , then f ( x, y) has a maximum value at (a, b) .
2
(b) If rt  s 2  0 and r  0 , then f ( x, y) has a minimum value at (a, b) .

(c) If rt  s 2  0 , then f ( x, y) has no extremum value at (a, b) and the point
(a, b) is called a saddle point of the function f ( x, y) .
(d) If rt  s 2  0 , this case is not considered for further investigation.
 f   f 
Note: A function f ( x, y) is said to be stationary at (a, b) if    0 and   0.
 x ( a ,b )  y ( a ,b )
Every extreme value is a stationary value however the converse need not be true.
Geometrical Meaning: The surface z  f ( x, y) has a maximum value at the point (a, b) if
f (a, b) is the greatest in a small neighborhood of the point (a, b) . As such the surface
descends in all directions at this point. The point of maximum can be compared with the
highest point of a dome.
The surface has a minimum value at (a, b) if f (a, b) is the smallest in a small
neighborhood of the point (a, b) . As such the surface ascends in all directions at that point. The
point of minimum can be compared with the lowest point of a bowl.
Saddle Point
The tangent plane is horizontal and the surface descends in certain directions and ascends in
other directions at the point (a, b) . Such a point is called a saddle point.
Theorem: The necessary conditions for a function f ( x, y) to have an extremum at (a, b) are
f x (a, b)  0 or f y (a, b)  0 .
Critical Point: A point (a, b) is said to be a critical point for a function f ( x, y) if
f x (a, b)  0 and f y (a, b)  0

Note: If f has an extremum at (a, b) , then (a, b) is a critical point however the converse is
not true.
Example 1: Find the extreme values for x  y  6 x  12 .

2 2
Solution:
Let f ( x, y )  x  y  6 x  12
2 2
f f
 2x  6 ;  2y
x y
2 f 2 f 2 f
r 2 2 ; s 0 ; t 2 2
x xy y
f f
For extremum,  0 and 0
x y
2 x  6  0 and 2 y  0
On solving we get x  3 and y  0 .
At (3, 0) , rt  s 2  4  0  4
rt  s 2  4  0 and r  2  0 .
 f ( x, y ) is minimum at (3, 0) .
The minimum value of f (3, 0) is given by (3)  0  6(3)  12  3 .

2
Example 2: Find the maximum and minimum of x  y  3xy .

3 3
Solution:
f ( x, y)  x3  y 3  3xy .
f f
 3x 2  3 y ;  3 y 2  3x
x y
2 f 2 f 2 f
s  3 ; r  6x ; t  6y
xy x 2 y 2
f f
For extremum  0 and 0
x y
3x 2  3 y  0 and 3 y 2  3x  0
x2  y  0 … (1) and y  x  0
2
… (2)
Sub y  x in equation (2) we get, x4  x  0

2
x  x 3  1  0
x  x  1  x 2  x  1  0 .
 The real roots are x  0 , 1.

 y  0,1 .
Hence (0,0) and (1,1) are the stationary points.
At (0,0) , rt  s 2  9  0
At (1,1) , rt  s 2  27  0 and also r  0 .
Therefore, (1,1) is a point of minimum value. The minimum value of
f (1,1)  1  1  3(1)(1)  1 .
Example 3: Find the extreme values of f ( x, y )  x  y  2 x  4 xy  2 y .

4 4 2 2
Solution:
f ( x, y )  x 4  y 4  2 x 2  4 xy  2 y 2 .
f f
 4 x3  4 x  4 y ,  4 y3  4 x  4 y
x y
2 f 2 f 2 f
r  12 x 2  4 , s 4 , t  12 y  4
x 2
xy y 2
f f
For extremum,  0 and  0.
x y
4 x3  4 x  4 y  0 … (1)
4 y3  4 x  4 y  0 … (2)
Adding (1) and (2) we get
4 x3  4 y 3  0
x3  y 3  0 , ( x  y )( x 2  xy  y 2 )  0
x  y .
Sub x   y in equation (2) we get, 4 y  8 y  0 , y  2 y  0 , y ( y  2)  0

3 3 2
 y  0,  2
Substituting y  0 ,  2 in x   y we get x  0 , x   2,  2.
Hence the stationary points are (0,0),  2,  

2 and  
2,  2 .
At   2, 2  , rt  s 2
 384  0 and r  0 .
At  2,  2  , rt  s 2
 384  0 and r  0 .
At (0, 0) , rt  s  0
2

At  2, 
2 and  
2,  2 the function f ( x, y) has a minimum value.
The minimum value is 8 at  2, 2 .  

Example 4: Find the minimum value of x  y  z when x  y  z  3a .
2 2 2
Solution:
To find the minimum of f ( x, y )  x  y  z subject to the constraint x  y  z  3a .

2 2 2
Also z  3a  x  y .
f ( x, y )  x 2  y 2   3a  x  y 
2
f
 2 x  2  3a  x  y  1  2 x  2  3a  x  y 
x
f
 2 y  2  3a  x  y  1  2 y  2  3a  x  y 
y
2 f 2 f 2 f
r  2  2  1  4 , s  0  2  1  2 , t  2  2  1  4
x 2 xy y 2
f f
For extremum,  0, 0
x y
2 x  y  3a , x  2 y  3a
Solving these we get only one extreme points  a, a 
At  a, a  , rt  s 2  0 and r  0 .
 f ( x, y ) is minimum at  a, a  and the minimum value of f  a, a   3a .

2
Example 5: Find the points on z  xy  1 which is nearest to the origin.

2
Solution:
If the required point on the surface is ( x, y, z ) then its distance from the origin must be
minimum.
Hence, we want to find the minimum of  x  0    y  0    z  0   x 2  y 2  z 2 .

2 2 2
Let f ( x, y, z )  x  y  z
2 2 2
Using z  xy  1
2
f  x, y   x 2  y 2  xy  1
f f
 2x  y … (1) ;  2y  x … (2)
x y
r  2 , s  1, t  2
rt  s 2  4  1  3  0 at all points.
Solving equations (1) & (2) we get x  0 and y  0 .
Substituting x  0 and y  0 in z  xy  1 , we get z  1 .

2
Hence the stationary points are (0,0,1) and (0, 0, 1) .
Since rt  s 2  3  0 and r  0 .
 f is minimum at (0,0,1) and (0, 0, 1) .
Hence the two nearest points are (0,0,1) and (0, 0, 1) .
Example 6: Find the maximum and minimum of x y 1  x  y  .

3 2
Solution:
Let f  x, y   x y 1  x  y 
3 2
f
 1  x  y  3x 2 y 2  x3 y 2  1 = 1  x  y  3x 2 y 2  x 3 y 2
x
f
 1  x  y  2 x3 y  x3 y 2 (1) = 2 x3 y 1  x  y   x3 y 2
y
2 f
r  2  1  x  y  6 xy 2  3x 2 y 2 (1)  3x 2 y 2
x
= 1  x  y  6 xy  6 x y
2 2 2
2 f
t  1  x  y  2 x3  2 x3 y(1)  2 x3 y
y 2
= 1  x  y  2 x  4 x y
3 3
2 f
s  1  x  y  6 x 2 y  2 x3 y (1)  3x 2 y 2
xy
= 1  x  y  6 x y  2 x y  3x y .
2 3 2 2
f
For extremum,  0  1  x  y  3x 2 y 2  x3 y 2  0
x
x 2 y 2 1  x  y  3  x   0
3  3x  3 y  x  0, 4 x  3 y  3
4x  3 y  3 … (1)
f
 0  1  x  y  2 x3 y  x3 y 2  0
y
x 3 y  2 1  x  y   y   0, 2  2x  2 y  y  0
2 x  3 y  2
2x  3 y  2 …(2)
1 1
Solving equations (1) and (2) we get, x  ,y
2 3
1 1 1 1 1
 Substituting  ,  , we get r  , s  , t  .
 2 3 9 12 8
1 1
 rt  s 2    > 0 and r < 0
72 144
1 1
 f  x, y  is maximum at  ,  .
 2 3
1 1 1
Hence the maximum value of f  ,   .
 2 3 432
Example 7: Find the maximum and minimum values of
f  x, y   sin x sin y sin  x  y  , 0 < x , y <  .
Solution:
f  x, y   sin x sin y sin  x  y 
f
 cos x sin y sin  x  y   sin x sin y cos  x  y 
x
f
 sin x cos y sin  x  y   sin x sin y cos  x  y 
y
f
 sin y sin  x  y  cos x  cos  x  y  sin x  sin y sin  2 x  y 
x
f
 sin x sin  x  y  cos y  cos  x  y  sin y  sin x sin  x  2 y 
y
2 f 2 f
 2sin y cos  2 x  y  ,  2sin x cos  x  2 y 
x 2 y 2
2 f
 sin y cos  2 x  y   sin  2 x  y  cos y  sin  2 x  2 y 
xy
f
For extremum value of f  x, y  , 0
x
(i.e.) sin y sin  2 x  y   0
1
cos 2 x  cos  2 x  2 y   0
2
cos 2 x  cos  2 x  2 y   0 …(1)
f
0 (i.e.), sin x sin  x  2 y   0
y
1
cos 2 y  cos  2 x  2 y   0
2
cos 2 y  cos  2 x  2 y   0 …(2)
From equations (1) and (2) we get cos 2 x  cos 2 y

x y
Substituting x  y in equation (1) we get cos 2 x  cos 4 x  0
(i.e.) 2sin x sin 3x  0
sin x  0 or sin 3x  0
 x  0,  and 3x  0,  , 2
 2
x  0, ,
3 3
 2
 The admissible values are x  0, , .
3 3
    2 2 
Thus the maxima and minima of f  x, y  are given by  0, 0  ,  ,  and  , .
3 3  3 3 
At the point  0, 0  , r  t  s  0 .
rt  s 2  0 .
Thus the extremum of f  x, y  at  0, 0  is unpredicted.
   3 3
At the point  ,  , r   3, s   , t   3 and rt  s 2  3  > 0
3 3 2 4
As rt  s > 0 and r < 0 .
2
  
 f  x, y  is maximum at  , 
3 3
3 3
Maximum value of f  x, y   .
8
 2 2  3
At the point  ,  , r  3, s  2 , t  3
 3 3 
3
rt  s 2  3  >0
4
As rt  s 2 > 0 as r > 0
2 2 
 f  x, y  is minimum at  , 
 3 3 
3 3
 Minimum value of f  x, y    .
8
Example 8: In a plane triangle ABC , find the maximum value of
cos A cos B cos C .
Solution:
Let f  cos A cos B cos C
In a triangle ABC , A  B  C   , C     A  B 
f  cos A cos B cos[  ( A  B)]

f  cos A cos B [ cos( A  B)]
f   cos A cos B cos( A  B)
f
  cos B  sin A cos  A  B   cos A sin  A  B  
A
 cos B sin  A   A  B  
 cos B sin  2 A  B 
f
  cos A  sin B cos  A  B   cos B sin  A  B 
B
 cos A sin  B   A  B  
 cos A sin  A  2 B 
2 f
r  2cos B sin  2 A  B 
A2
2 f
s   sin A sin  A  2B   cos A cos  A  2B 
AB
 cos  2 A  2 B 
2 f
t  2cos A cos  A  2 B 
B 2
f f
Now, the extremum are given by  0 and 0
A B
 cos B sin  2 A  B   0 …(1)
cos A sin  A  2 B   0 …(2)
 B  90 (or) 2 A  B  180 and A  90 (or) 2 B  A  180

The cases A  90 and B  90 are impossible.
 Only possibility is 2 A  B  180 and 2B  A  180 .

Solving for A and B , we get
A  B  60  C     A  B 
Hence C  60
At A  B  C  60 ,
2 f
r  2  2cos 60 cos180  1
A
2 f 1
s  cos 240 
AB 2
2 f
t  2  2cos 60 cos180  1
B
1 3
 rt  s 2  1   > 0 and r  1 < 0
4 4
Hence f is maximum at  A, B  ie,  60 , 60 
 
  cos 60 cos 60 cos 120  

1
8
Exercises
1. Find the extreme values for x  xy  y  3x  2 y  1 .
2 2
2. Find the extreme values for x y  xy  12 xy .

2 2
3. Find the maxima and minima for the function x  y  63  x  y   12 xy .

3 3
4. Locate the stationary points of x  y  2 x  2 y  4 xy and determine their

4 4 2 2
nature.
5. Show that of all triangles inscribed in a circle, the one with maximum area is
equilateral.
6. Find the maxima and minima for sin x  sin y  sin  x  y  .
7. Show that the maximum value of xm y n subject to x > 0 , y > 0 and x y a is
m m n n a m n
.
m  n
m n
8. If u  400 xyz ,show that the maximum value of u is 50 subject to x  y  z  1 .

2 2 2 2
a 3 b3 c 3
9. Show that the stationary value of f given by f  2  2  2 subject to
x y z
 a b c 
x  y  z  1 occurs at  , , .
 a bc a bc a bc 
10. Prove that x y  5 x  8 xy  5 y is maximum at the origin.
2 2 2 2
11. Prove that 2 x 2 y  x 2  y 2  2 y has no extremum.

Answers
1. No extremum exists.
2. Extremum at  4, 4  is -64.
3. Maxima and minima at  a, a  is  a 3 .
4. Stationary points are  0,0 ,    

2,  2 and  2, 2 .
6. Maxima at   3
,
3  is 3 23 .
2.11.1 Lagrange’s Method of Undetermined Multipliers
Let f  x, y, z  be a function of three variables subject to the constraint
  x, y , z   0 …(1)
The stationary values of f  x, y, z  for the values of x, y, z are given by the equations,
f 
 0 …(2)
x x
f 
 0 …(3)
y y
f 
 0 …(4)
z z
Solving the equations (1),(2),(3) and (4), we get the values of x, y, z,  which extremes the
f  x, y, z  values.
In this case,  is an unknown multiplier and is known as Lagrange multiplier.

Note: To find the values of x, y, z for which f  x, y, z  can have a conditional extremum
and then construct the auxiliary function F  x, y, z  given by
F  x, y , z   f  x , y , z    g  x , y , z 
F F F F
Find , , and and then equate to zero.
x y z 
F F F F
( i.e.) 0; 0; 0; 0.
x y z 
From this, we get the values for x, y, z .
1 1 1
Example 1: Prove that the stationary values of a3 x 2  b3 y 2  c3 z 2 where   1
x y z
abc abc abc
occurs at x  , y , z .
a b c
Solution:
1 1 1
Let f  a3 x 2  b3 y 2  c3 z 2 and     1 .
x y z
1 1 1
 g  f    g  a 3 x 2  b3 y 2  c 3 z 2      
x y z
g g g
0 , 0 , 0
x y z
  
2a3 x  2
0, 2b3 y   0, 2c3 z  0
x y 2
z2
2a3 x3   , 2b3 y 3   , 2c3 z 3  

 a 3 x 3  b3 y 3  c 3 z 3 
2
ax  by  cz
a b c abc abc
(i.e.)    
1 1 1 1 1 1 1
 
x y z x y z
a b c
  a  b  c,  a  b  c,  a  b  c
1 1 1
x y z
abc abc abc
x  ,y ,z 
a b c
Example 2: A rectangular box which is open at the top is to have a volume of 32cm3 .
Find the dimension of the box, that requires the least material for its construction.
Solution:
Let x, y, z be the length, breadth and height of the box respectively.
If the surface area of the box is least, then the materials for the construction will be least.
(i.e.) To minimize, S  xy  2 yz  2 zx .
Subject to the condition that the volume of the box (i.e.) xyz  32 .
Consider f  xy  2 yz  2 zx and   xyz  32 the auxillary function is given by
g  f  
The stationary points of g are
g g g g
 0,  0,  0, 0
x y z 
g  xy  2 yz  2 zx    xyz  32 
g
 y  2 z   yz  0 …(1)
x
g
 x  2 z   xz  0 …(2)
y
g
 2 x  2 y   xy  0 …(3)
z
g
 xyz  32  0 …(4)

1  1  2   ,  2  1  2   ,  3   2  2  
yz z y xz z x xy x z
4 4 2
Solving three equations, we get, x  ,y ,z 
  
Using these values in equation (4) we get,
  1 is the only possible value.
 x  4, y  4, z  2
 Thus the dimensions of the box are 4cm, 4cm, 2cm .
Example 3: Find the greatest and the least distances of the point 1, 2, 2  from the unit
sphere whose centre is at the origin.

Solution:
The equation of the unit sphere with centre  0, 0, 0  is x 2  y 2  z 2  1 .
The distance of the point  x, y , z  from 1, 2, 2  of the sphere is
d  x 1   y  2   z  2
2 2 2
.
 f   x  1   y  2    z  2  subject to the constraint x 2  y 2  z 2  1  0 .

2 2 2
The auxillary function is given by g  f  
g   x  1   y  2    z  2     x 2  y 2  z 2  1
2 2 2
The stationary values are given by

g g g g
 0,  0,  0, 0
x y z 
g
 2  x  1  2 x  0 … (1)
x
x  1  x  0
x 1     1
1
x
1 
g
 2  y  2   2 y  0 … (2)
y
y 2y  0
2
y
1 
g
 2  z  2   2 z  0 … (3)
z
z  2  z  0
z 1     2
2
z .
1 
g
 x2  y 2  z 2 1  0

x2  y 2  z 2  1 … (4)
Sub these values in equation (4) we get,
1 4 4
  1
1    1    1   
2 2 2
9
1
1   
2
(i.e.) 1     9
2
1  2   2  9
 2  2  8  0
   2    4   0
  4 (or)   2
1 2 2 12
When   4 , the point on the sphere is , , and its distance is d  .
3 3 3 3
 1 2 2  2
When   2 , the point on the sphere is  , ,  and its distance is d  .
3 3 3  3
12 2
 The least and the greatest distances are and respectively.
3 3
Example 4: Find the volume of the greatest rectangular parallelepiped which can be
x2 y 2 z 2
inscribed in the ellipsoid   1.
a 2 b2 c 2
Solution:
Let the vertex of rectangular parallelepiped be  x, y , z  , then the edges of the parallelepiped
be 2 x, 2 y, 2 z . (lengths).
 Volume (V)  2 x  2 y  2 z  8xyz  f (say) … (1)
x2 y 2 z 2
 We have to maximize V subject to the condition   2  2  2 1  0 … (2)
a b c
The auxiliary function F is given by F  f  
 x2 y 2 z 2 
F  8 xyz    2  2  2  1
a b c 
F 2 x
 0  8 yz  2  0
x a
F 2 y
 0  8xz  2  0
y b
F 2 z
 0  8xy  2  0
z c
4a 2 yz 4b2 xz 4c 2 xy

From the above equations, we get    
x y z
a 2 xyz b2 xyz c 2 xyz
  2  2
x2 y z
(i.e.) Dividing by xyz and rewriting we get
x2 y 2 z 2 x2 y 2 z 2
 
a 2  b2  c 2  a 2 b2 c 2  1 ( using equation (2))
1 1 1 3 3
2
a a
x2   x 
3 3
2
b b
y2   y 
3 3
2
c c
z2   z 
3 3
 a b c 
 The extremum point is  , , 
 3 3 3
 8abc 
The maximum value of V  8 xyz at the extremum point is  .
3 3
Example 5: Find the shortest distance of the focus 1, 0  from any point of the parabola
y2  4x  0 .
Solution:
Let  x, y  be the point nearest to 1, 0  .
Then distance d   x  1  y 2
2
  x  1  y 2   d 2 
2
f
We have to minimize f subject to   y 2  4 x  0 .
Extreme points are given by

f 
  0  2  x  1  4  0 … (1)
x x
f 
  0  2 y   2 y  0  y 1     0 … (2)
y y
Solving equation (2), we get y  0 (or)   1 .
Substituting   1 in equations (1), we get x  1  y 2  4 x  0 becomes imaginary.
Take y  0 , then y 2  4 x  0  x  0 .
  0, 0  gives the extremum points.
At  0, 0  , extremum value is f   0  1  0  1 .
2
d  f 1
This gives the shortest distance of the focus 1, 0  to the parabola y 2  4 x  0 .
Example 6: Show that the greatest rectangle that can be inscribed in the ellipse
4 x 2  9 y 2  36 , having its sides parallel to the axes is 12.
Solution:
Let the vertices of the rectangle be A  x, y  , B   x, y  , C   x,  y  , D  x,  y  so that
A, B, C, D lies on the ellipse 4 x 2  9 y 2  36 .
Area of the rectangle, A  lb   2 x  2 y 
 4xy  f (say).
We have to maximize the area of the rectangle A subject to the condition,
  4 x 2  9 y 2  36  0 … (1)
The auxiliary function F is given by F  x, y   f  
F  4 xy    4 x 2  9 y 2  36 
F F
 4 y   8x   0 … (2) ;  4 x   18 y   0 … (3)
x y
F
 0   4 x2  9 y 2  36  1  0 … (4)

From equations (3) and (4) we get,
16 xy  144 2 xy
1 1
2   
9 3
1
Sub    in equation (4) we get 4 x  6 y  0 ; 2x  3 y … (5)
3
Substituting equation (5) in (1) we get 9 y 2  9 y 2  36  0
18 y 2  36
y2  2  y   2
3 2
 Substituting y   2 in equation (5) we get, 2x  3 2  x 
2
 The vertices of the rectangle are
3 2   3 2   3 2  3 2 
A  , 2  , B   , 2  , C   ,  2  and D  ,  2  .
 2   2   2   2 
3 2
Hence the maximum area of the rectangle is given by A (i.e.) x  ,y 2.
2
 The maximum area is A  12 .
Example 7: Prove that if the perimeter of a triangle is constant, its area is maximum when
the triangle is equilateral.
Solution:
Let a, b, c be the sides of a triangle whose perimeter 2s is constant.
Then, a  b  c  2s .
Area of the triangle is   s  s  a  s  b  s  c 
If  is maximum, so will be  2 .
Now we have to maximize f    s  s  a  s  b  s  c  subject to the condition,

2
  a  b  c  2s  0 … (1)
Lagrange’s equations are
f 
  s  s  b  s  c     0 … (2)
a a
f 
  s  s  a  s  c     0 … (3)
b b
f 
  s  s  a  s  b     0 … (4)
c c
From equations (2) and (3),
  s  s  a  s  c   s  s  c  s  b 
s a  s b  a  b
Similarly from equations (3) and (4), b  c
  has maximum value when a  b  c , i.e., when the triangle is equilateral.
Exercises
1. Find the minimum value of x 2  y 2 subject to the condition ax  by  c .
2. Show that the rectangular solid of maximum volume that can be inscribed in a
sphere is a cube.
3. Find the dimensions of the rectangular box without a top of maximum capacity ,
whose surface is 108 sq.cm .
4. Find the point on the surface z 2  xy  1 nearest to the origin.
a b c
5. Find the stationary values of u  x  y  z subject to the condition   1.
x y z
6. Find the maximum value of x 2 y 2 z 2 under the condition x 2  y 2  z 2  a 2 .
7. The temperature T at any point  x, y, z  in space is T  400 xyz 2 . Find the highest
temperature on the surface of the unit sphere x 2  y 2  z 2  1 .
8. Find the minimum value of x 2  y 2  z 2 , given that ax  by  cz  p .
9. Find the shortest and longest distance from the point 1, 2, 1 to the sphere
x 2  y 2  z 2  24 .
Answers
 ac bc 
1. Minimum at  , 2 2 
.
 a b a b 
2 2
2. length  6cm , breadth  6cm , height  3cm .
4. f is minimum at  0, 0,1 and  0, 0, 1 .
5. x a  
a b c ;y b  
a b c ; z c  a b c 
3
 a2 
6.  
 3
7. T  50 C .
p2
8. Minimum7 value of u  2 .
a  b2  c 2
9. Shortest distance  14 ; Longest distance  46 .
PART A – QUESTIONS AND ANSWERS
z z
1. If z  2 x 2  3xy  y 3 , find , .
x y
Given that z  2 x 2  3xy  y 3
z z
 4x  3 y ;  3x  3 y 2
x y
x x y y
2. If x  r cos  , y  r sin  , find , , ,
r  r  .
Given that x  r cos 
x x
 cos  ,  r sin 
r 
y  r sin 
y y
 sin  ,  r cos  .
r 
3. Define a homogeneous function.
A function f ( x, y, z ) is called a homogenous function of degree n if
f (tx, ty, tz )  t n f ( x, y, z ) , n need not be an integer.
4. Find the second order partial derivatives of f ( x, y )  ax 2  2hxy  by 2 .
Given that f ( x, y )  ax 2  2hxy  by 2
f f
 2ax  2hy ;  2hx  2by
x y
2 f 2 f 2 f 2 f
 2a ;  2h ;  2b ;  2h .
x 2 xy y yx
 2u  2u
5. If u  log( x 2  y 2 ) , Prove that  .
xy yx
u 1 2x u 1 2y
Given that  2 (2 x)  2 ;  2 (2 y)  2
x x  y 2
x y 2
y x  y 2
x  y2
 2u 2 x 4 xy
2 
 2y  ;
yx  x 2  y 2   x 2
 y 2

2
 2u 2 y 4 xy
  2x  
xy   x 
2 2
x  y2
2 2
 y2
 2u  2u
 
xy yx
dy
6. Find if ax 2  2hxy  by 2  1 .
dx
Given that f ( x, y )  ax 2  2hxy  by 2  1
f f
 2ax  2hy ,  2hx  2by
x y
dy f x ax  hy
 
dx f y hx  by
7. Write some example for homogeneous functions.

x 3 1  y 
1. f ( x, y, z )  x 3 sin    y tan  
 y x
This is a homogeneous function of degree 3 in x, y, z.
x
2. f ( x, y )  cos  
 y
This is a homogeneous function of degree zero in x, y, z
1
z z

8. If z  1  2 xy  y 2  2 , Prove that x
x
 y  y2 z3 .
y
1

Given that z  1  2 xy  y 2
 2
3 3
z 1
 
1  2 xy  y 2  2 (2 y)  y 1  2 xy  y 2
 2
x 2
3 3
z 1

y 2

1  2 xy  y 2  2

(2 x  2 y)  1  2 xy  y 2  2 ( x  y)
3 1
z z
x
x y

 y  xy 1  2 xy  y 2  2

 y ( x  y ) 1  2 xy  y 2  2
 xyz 3  y ( x  y ) z 3
z z
x  y  y2 z3
x y
du x
9. Find dt if u  , x  e , y  log t .
t
y
du u dx u dy 1 x 1 
 .  .  et  2  
dt x dt y dt y y t 
du et et
 
dt log t t  log t 2
f  dz f 
10. If f ( x, y )  0 ,  ( y, z )  0 , Prove that . .  . .
y z dx x y
Given that f ( x, y)  0  ( y, z )  0
dy f x dz  y
 
dx f y dy z
dz dy dz f x  y
 .  .
dx dx dy f y z
f 
y
 x .
f 
y z
f  dz f 
 . .  .
y z dx x y
11. What is meant by total differentiation?

z z
In the differential form, dz  dx  dy , this dz is called the total differential of z,
x y
where z is a function of two variables x and y.
12. Define Euler’s theorem on homogeneous functions.
If z  f ( x, y) is a homogeneous function of x and y of order n , then
f f
x y  nf
x y
13. Verify Euler’s theorem for f ( x, y )  ax 2  2hxy  by 2 .
Given that f ( x, y )  ax 2  2hxy  by 2
f f
 2ax  2hy ;  2hx  2by
x y
f f
x y  x(2ax  2hy)  y(2hx  2by)
x y
 2(ax 2  2hxy  by 2 )  2 f ( x, y)
f ( x, y) is homogeneous of degree 2. Hence verified.
z z
14. If z  log( x3  x 2 y  xy 2  y 3 ) then find  .
x y
z 1
Given that  3 2 (3x 2  2 xy  y 2 )
x ( x  x y  xy  y )
2 3
z 1
 3 2 ( x 2  2 xy  3 y 2 )
y ( x  x y  xy  y )
2 3
z z 1
  3 2 (3x 2  2 xy  y 2  x 2  2 xy  3 y 2 )
x y ( x  x y  xy  y )
2 3
1 2( x  y)2
 3 2 (2 x  4 xy  2 y )  2
2 2
( x  x y  xy 2  y 3 )  x  y 2  ( x  y)
z z 2
 
x y x  y
x 1  x  u u
15. If u  sin 1    tan   . Find x  y .
 y  y x y
Since u is a homogeneous function of degree zero.By Euler’s
u u
theorem, x y  0(u )  0
x y
 y x z z
16. If z  f       , prove that x  y  0 .
x  y x y
 y x
Given that z  F ( x, y )  f     
x  y
 ty   tx 
F (tx, ty )  f        F ( x, y )
 tx   ty 
Hence z is homogeneous of degree zero.
z z
By Euler’s theorem, x  y  0( z )  0 .
x y
 y  2 1  x  2  f 2 f
2
17. If f ( x, y )  x 2 tan 1    y sin   , Prove that x  2 xy
x  y x 2 xy
2 f
 y2 2f .
y 2
To test the homogeneity of the function,
 ty   tx 
f (tx, ty )   tx  tan 1     ty  sin 1    t 2 f ( x, y ) .
2 2
 tx   ty 
Hence f is a homogeneous function of x, y of degree 2.
2 f 2 f 2  f
2
 x2  2 xy  y  n(n  1) f
x 2 xy y 2
 2(2  1) f  2 f .
x2  y 2 2 f 2 f 2  f
2
18. If f ( x, y )  , Prove that x 2  2 xy  y  0.
x y x 2 xy y 2
f ( x, y) is a homogeneous of degree zero.
2 f 2 f 2  f
2
By extended Euler’s theorem, x  2 xy
2
y  n(n  1) f
x 2 xy y 2
2 f 2 f 2  f
2
 x2  2 xy  y  0( f )  0 .
x 2 xy y 2
1 du
19. If u  xy  yz  zx where x  , y  et , z  et , find .
t dt
du u dx u dy u dz
 .  .  .
dt x dt y dt z dt
 1 
 ( y  z )  2   ( x  z ) et  ( x  y )(e t )
t 
du  yz 
 ( x  z )e t  ( x  y )e  t   2  .
dt  t 
u u
20. If u  e x sin y where x  st 2 , y  s 2t .Find , .
s t
u u x u y
 .  .
s x s y s
 e x sin y (t 2 )  e x cos y (2st )
u
 e x [t 2 sin y  2st cos y]
s
u u x u y
 .  .
t x t y t
u
 e x [2st sin y  s 2 cos y]
t
( x, y)
21. If x  r cos  , y  r sin  , find (r , )
 x x 
 ( x, y )  r    cos   r sin  
We know that    
 (r ,  )  y y   sin  r cos  
 
 r  
 r cos 2   r sin 2 
( x, y )
r
 (r ,  )
22. Define stationary point.
The point (a,b) is called a stationary point if f x (a, b)  0 and f y (a, b)  0 . The value
of f (a, b) is called the stationary value.
(u, v)
23. If u  x(1  y ), v  xy, then the value of the Jacobian
( x, y)
u u 1 y x
(u, v) x y  y  x(1  y )  xy  x
We know that  x
( x, y) v v
x y
(u, v)
x
( x, y)
24. Define saddle point.

2
2 f 2 f  2 f 
If    0 , then we have neither a maximum nor a minimum , such a
x 2 y 2  xy 
point is called a saddle point.
25. Define Lagrange’s multiplier.

If f ( x, y, z ) is a function of the three variables subject to the constraint,  ( x, y, z )  0
the values of x, y ,z that give the stationary values of f ( x, y, z ) are given by the
f 
equations  0
x x
f 
 0
y y
f 
  0 and  ( x, y, z )  0
z z
Solving these equations for x, y, z and  we obtain the co-ordinates x, y, z which
maximizes or minimizes. f ( x, y, z ). Here  is a parameter independent of x, y, z and

it is called Lagrange multiplier.

Unit 4 Pde

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UNIT 4 SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS

Example 1: Find the first order partial derivatives of the following

(i) Given that u  xy

Differentiating equation (1) partially with respect to ‘ y ’ we get

Differentiating equation (1) partially with respect to ‘ y ’, we get

1  sin x sin y  2  tan x  tan y 

2.5 HOMOGENEOUS FUNCTIONS

A function f  x, y , z  is called a homogeneous function of degree n if

f  tx, ty, tz   t n f  x, y, z  . Here n need not be an integer. (i.e.) Replacing x, y, z by

tx, ty, tz in the function f  x, y, z  , it reduces to t n f  x, y, z  .

For example, if f  x, y, z   ax y  2hxz  by z

Hence the function f  x, y, z  is homogeneous of degree 3.

2.5.1. Euler’s Theorem on Homogeneous Functions

1. A function f  x, y, z  is called a homogeneous function of degree n if

Higher order partial derivatives:

 xyt 2  yzt 2  zxt 2 

 z  f  x, y  is homogeneous function of degree zero.

If f  x, y  is a homogeneous function of x, y of degree n , then

Let z  f ( x, y) be a function of two independent variables x and y . If the increments for x

and y are considered as x and y , there will be an increment z for z .

=  f ( x  x, y  y)  f ( x, y  y)   f ( x, y  y)  f ( x, y)

Higher order partial derivatives:

Differentiating with respect to x, we get

Differentiating the above equation with respect to ‘ x ’,

Verification: u  at (4a t )  a t (2at )

Using these values in equation (2), we get

1  y 1  z dx  1  z 1  x dy  1  x 1  y dz  0

Dividing by 1  x 1  y 1  z 

Implicit Function: Let f be a function of two variables x and y on solving f  x, y   0 ,

this defines y as an implicit function of x .

Derivative of Implicit Function: Let f  x, y   0 be defined for y as an implicit function of

f x  6ax  3x2 ; f y  3y2

54 y  x  a  y 3   x 2  2ax  

2  x  a   3ax 2  x 3    x 2  2ax  

f x  2ax  2hy  2(ax  hy ) f y  2hx  2by  2(hx  by)

8a  h 2 x 2  b 2 y 2  2hbxy   16h  ahx 2  h 2 xy  abxy  hby 2  

ah 2 x 2  ab2 y 2  2abhxy  2ah2 x2  2 h3 xy  2 abhxy  2 h2 by 2 

Taking logarithm on both sides, y log(cos x)  x log(sin y )

f x   y tan x  log sin y, f y  log cos x  x cot y

dy  f x y tan x  log sin y

Given that f ( x, y )  x  y  3axy

f x  3x 2  3ay ; f y  3 y 2  3ax ; f xy  3a

6 x  3 y 2  3ax   2  3x 2  3ay  3 y 2  3ax   3a   6 y  3x 2  3ay 

2.8 CHANGE OF VARIABLES

Differentiating equations (1) and (2) partially with respect to ‘ x ’ we get,

Differentiating equation s(1) and (2) partially with respect to ‘ y ’ we get,

   2    cos   sin      sin   cos  

 u  f  p, q, r  where p, q, r are functions of x, y, z .

Given that u  f  x, y  where x and y are functions of r and  .

 2u  2u 2sin  cos  u sin 2  u 2sin  cos   2u sin 2   2u

 2u  sin   cos   u  sin 2   cos2    2u

7. P.T.          2   if v is a function of x and y and

Similarly, if u , v, w are functions of three independent variables x, y and z , then the

2. Jacobian of three functions u ( x, y, z ) v( x, y, z ) and w( x, y, z ) where x, y, z

4. If u and v are functions of r and s where r and s are functions of x and

sin  cos  r cos  cos  r sin  sin 

  r sin  sin   r sin 2  sin   r cos 2  sin  

 r 2 sin  sin 2   r 2 sin  cos 2   r 2 sin   sin 2   cos 2  

Given that x  e sec  …(1)

 e2 r sec3   e2 r sec tan 2 

 e2 r sec   sec 2   tan 2   sec2   tan 2   1

From equations (1) and (2) , x  y  e sec   e tan   e