Lecture 9

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Calculus of multi variables (MTH301)

First of all we revise the example which we did in our 8 th lecture.


Consider w = f(x,y,z) Where
x = g(t), y = f(t), z = h(t)
Then
dw ∂w dx ∂w dy ∂w dz
= + +
dt ∂x dt ∂y dt ∂z dt

Example:

w = x2 + y + z + 4
x = et, y = cost, z= t+4
∂w ∂w ∂w
= 2x, = 1, =1
∂x ∂y ∂z
dx dy dz
= et , = −Sint, =1
dt dt dt
dw ∂w dx ∂w dy ∂w dz
= + + .
dt ∂x dt ∂y dt ∂z dt
t
= (2x) (e ) + (1) . (− Sint) + (1) (1)
= 2 (et ) (et ) − Sint + 1
= 2 e2t − Sint + 1

Consider
w = f(x), where x = g(r, s). Now it is clear from the figure that “x” is
intermediate variable and we can write.
∂w dw ∂x and ∂w dw ∂x Dependent variable
= =
∂r dx ∂r ∂s dx ∂s
w = f(x)
Example:
dw
w = Sin x + x2, x = 3r + 4s dx
dw
= Cosx + 2x
dx x Intermediate variables
∂x ∂x
=3 =4
∂r ∂s ∂x ∂x
∂w dw ∂x ∂r
= . ∂s
∂r dx ∂r
= (Cosx + 2x) . 3
= 3 Cos (3r+4s) + 6 (3r + 4s) s
= 3 Cos (3r + 4s) + 18r + 24s
∂w dw ∂x
= .
∂s dx ∂s
= (Cosx + 2x) . 4
= 4 Cosx + 8x
= 4 Cos (3r + 4s) + 8 (3r + 4s)
= 4 Cos (3r + 4s) + 24r + 32s
Consider the function w = f(x,y), Where x = g(r, s), y = h(r, s)

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Calculus of multi variables (MTH301)

w = f(x,y) Dependent variable

∂w
∂w
∂x
∂y
x
y Intermediate variables
∂x
∂r ∂x ∂y ∂y
∂s ∂r ∂s

r
s r r
∂w ∂w ∂x ∂w ∂y
= +
∂r ∂x ∂r ∂y ∂r
Similarly if you differentiate the function “w” with respect to “s” we will get

And we have
∂w ∂w ∂x ∂w ∂y
= +
∂s ∂x ∂s ∂y ∂s

Consider the function w = f(x,y,z), Where x = g(r, s), y = h(r,s), z = k(r, s)

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Calculus of multi variables (MTH301)

w = f(x,y,z) Dependent variable

x y z intermediate variables
∂x ∂y ∂y
∂x ∂z ∂z
∂r ∂r ∂s
∂s ∂r ∂s
r p
s r r s

Independent variables

Thus we have
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + +
∂r ∂x ∂r ∂y ∂r ∂z ∂r
Similarly if we differentiate with respect to “s” then we have,
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + +
∂s ∂x ∂s ∂y ∂s ∂z ∂s
Example:
Consider the function w = x + 2 y + z 2 , x = r , y = r 2 + ln s, z = 2r
First we will calculate s

∂w ∂w
=1 = 2 ∂w = 2 z ∂x = 1 ∂y = 2r ∂z = 2
∂x ∂y ∂z ∂r s ∂r ∂r
∂w ∂w ∂x ∂w ∂y ∂w ∂z
Now as we know that = + + By putting the values from above
we get ∂r ∂x ∂r ∂y ∂r ∂z ∂r
δw 1 
= (1)  + (2)(2r ) + (2 z )(2)
δr s 
1 1
= + 4r + (4r )(2) = +12r
Now s s
∂x r ∂y 1 ∂z
=− 2 = =0
∂s s ∂s s ∂s
So we can calculate
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + +
∂s ∂x ∂r ∂y ∂r ∂z ∂r
 r  1 
= (1) − 2 + (2)  + (2 z )(0)
 s  s 
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Calculus of multi variables (MTH301)

Remembering the different Forms of the chain rule:


The best thing to do is to draw appropriate tree diagram by placing the dependent
variable on top, the intermediate variables in the middle, and the selected independent
variable at the bottom. To find the derivative of dependent variable with respect to the
selected independent variable, start at the dependent variable and read down each branch
of the tree to the independent variable, calculating and multiplying the derivatives along
the branch. Then add the products you found for the different branches.

The Chain Rule for Functions


of Many Variables

S u p p o s e ω = f ( x , y , … ., υ ) is a
d if f e r e n t ia b le fu n c t io n o f t h e
v a r ia b le s x , y , … . . , υ ( a f in ite
s e t) a n d t h e x , y , … , υ a r e
d if f e r e n t ia b le f u n c t io n s o f p , q , , t
( a n o t h e r f in it e s e t ). T h e n ω is a
d if f e r e n t ia b le fu n c t io n o f t h e
v a r ia b le s p t h r o u g h t a n d t h e
p a r t ia l d e r iv a t iv e s o f ω w it h
r e s p e c t to t h e s e v a r ia b le s a r e
g iv e n b y e q u a t io n s o f t h e fo r m
∂ω ∂ω ∂x ∂ω ∂y ∂ω ∂υ
= + + …… + .
∂p ∂x ∂p ∂y ∂p ∂υ ∂p

The other equations are obtained by


replacing p by q, …, t, one at a time.
One way to remember last equation
is to think of the right- hand side as
the dot product of two vectors with
components.
∂ω ∂ω ∂ω  ∂x ∂y ∂υ
 , ……  and  , …… 
∂x ∂y ∂υ  ∂p ∂p ∂p 
Derivatives of ω with Derivatives of the intermedaite
respect to the variables with respect to the
intermedaite variables selected independent variable
Example:
w = ln(e r + e s + et + eu )
Taking “ln” of both sides of the given equation we get
e w = e r + e s + et + eu
Now Taking partial derivative with respect to “r, s , u , and t” we get
u −w
, e wu = e ⇒ wu = e
w u
e w wr = e r ⇒ wr = e r −w , e w ws = e s ⇒ ws = e s −w and

e w wt = et ⇒ wt = et −w
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Calculus of multi variables (MTH301)

Now since we have wr = e r −w Now Differentiate it partially w.r.t. “s”

wrs = e r −w ( −ws )
(Here we use the value of ws )
= −e r −w e s −w
wrs = −e r + s −2 w
Now differentiate it partially w.r.t. “t” and using the value of wt we get,

wrst = −er +s −2 w (−2 wt )


= 2e r +s −2 wet −w
wrst = 2e r +s +t −3 w
Now differentiate it partially w.r.t. “u” we get,
wrstu = 2e r +s −3w (−3wu ) and by putting the value of w , we u
get,

wrstu = −6e r +s +t −3 w (eu −w )


wrstu = −6e r +s +t +u −4 w

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