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mth201 Lecture Calculus

This document provides a lecture note on partial differentiation, which is the differentiation of a function of several variables with respect to a particular independent variable while keeping all other variables constant. It defines partial derivatives and gives examples of calculating first and higher order partial derivatives. It also discusses properties such as partial derivatives being continuous and equal to each other. The document aims to introduce students to the concept and calculation of partial derivatives as part of a calculus course.

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0% found this document useful (0 votes)
184 views19 pages

mth201 Lecture Calculus

This document provides a lecture note on partial differentiation, which is the differentiation of a function of several variables with respect to a particular independent variable while keeping all other variables constant. It defines partial derivatives and gives examples of calculating first and higher order partial derivatives. It also discusses properties such as partial derivatives being continuous and equal to each other. The document aims to introduce students to the concept and calculation of partial derivatives as part of a calculus course.

Uploaded by

victor
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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LECTURE NOTE FOR PART OF MTH 201

CALCULUS
PARTIAL DIFFERENTIATION

Table of contents
1 Partial differentiation 2
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Higher order Partial derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2 Differential 5
2.1 Theorems on differential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

3 Composite functions 7

4 Homogeneous function 8
4.1 Euler’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
4.2 Some results on Euler’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . 10

5 Implicit functions 12

6 Change of Variables 14

7 Taylor’s theorem 17

References 18

1
MTH 201 1 PARTIAL DIFFERENTIATION

1 Partial differentiation
1.1 Introduction
The differentiation of a function of several variables with respect to a particular independent
variable keeping all other independent variables constant is called partial derivative of the func-
tion with respect to the variable.
Suppose z = f (x, y) is a function of two independent variables x and y. Partial derivative of z
with respect to x is
 
∂z ∂z
simply written as = zx or fx .
∂x y ∂x

First order partial derivatives of z are defined as

∂z f (x + ∆x, y) − f (x, y)
= lim (1.1)
∂x ∆x→0 ∆x
∂z f (x, y + ∆y) − f (x, y)
= lim (1.2)
∂y ∆y→0 ∆y
Example 1.1. Find all the first order partial derivatives of the following:

a. h = t7 ln(s2 ) + t93 − s4
7

 2 3
b. f = cos x4 ex y−5y

c. v = (2x − y)(x + 3y)


2x−y
d. z = x+y

Solution 1.2. The first order partial derivatives are:

a. (i)
∂h 2s 4 −3 2t7 4 −3
= 2 t7 − s 7 = − s7
∂s s 7 s 7
(ii)
∂h 27
= 7t6 ln(s2 ) − 27t−4 = 7t6 ln(s2 ) − 4
∂t t
b. (i)    
4 4 x2 y−5y3 4 x2 y−5y3
fx = 2 sin e + 2xy cos e
x x x

Adetona R. A. 2 MTH 201, 2017/2018 Session.


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1.2 Higher order Partial derivatives MTH 201 1 PARTIAL DIFFERENTIATION

(ii)  
2 2 4 x2 y−5y3
fy = (x − 15y ) cos e
x
c. (i)
vx = 3(4x − 2y) + 4(3x + 5y) = 24x + 14y

(ii)
vy = 5(4x − 2y) + (−2)(3x + 5y) = 14x − 20y

d. (i)
2(x + y) − (1)(2x − y) 3y
zx = 2
=
(x + y) (x + y)2
(ii)
(x + y)(−1) − (2x − y)(1) −3x
zy = 2
=
(x + y) (x + y)2
Exercise 1.3. Find all the first partial derivatives of these:

a. v = πr2 h

b. u = x2 + xy + y 2
2
c. ψ = x3 y + exy

d. z = sin(3x + 2y)

1.2 Higher order Partial derivatives


The second partial derivatives of a function f (x, y) are:
2
∂ ∂f
a. ∂∂xf2 = ∂x

∂x
= fxx
 
∂2f ∂ ∂f
b. ∂x∂y = ∂x ∂y
= fyx

∂2f ∂ ∂f

c. ∂y∂x
= ∂y ∂x
= fxy
 
∂2f ∂ ∂f
d. ∂y 2
= ∂y ∂y
= fyy

If fxy and fyx are continuous, then fxy = fyx . Otherwise, they may not be equal.

Example 1.4. If z = x cos y − y cos x, find:

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1.2 Higher order Partial derivatives MTH 201 1 PARTIAL DIFFERENTIATION

a. all the second partial derivatives of z


∂3z
b. ∂x2 ∂y

∂3z
c. ∂x∂y∂x

∂3z
d. ∂x∂y 2

Solution 1.5.
∂z ∂z
= cos y + y sin x, = −x sin y − cos x
∂x ∂y
a. (i)
∂ 2z
 
∂ ∂z
= = y cos x
∂x2 ∂x ∂x
(ii)
∂ 2z
 
∂ ∂z
= = − sin y + sin x
∂x∂y ∂x ∂y
(iii)
∂ 2z
 
∂ ∂z
= = − sin y + sin x
∂y∂x ∂y ∂x
(iv)
∂ 2z
 
∂ ∂z
= = −x cos y
∂y 2 ∂y ∂y
b.
∂ 3z ∂ 2z
 

2
= = cos x
∂x ∂y ∂x ∂x∂y
c.
∂ 3z ∂ 2z
 

= = cos x
∂x∂y∂x ∂x ∂y∂x
d.
∂ 3z ∂ 2z
 

2
= = − cos y
∂x∂y ∂x ∂y 2

Example 1.6. Suppose p = ln (x2 + y 2 ), prove that

pxx + pyy = 0.

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MTH 201 2 DIFFERENTIAL

Solution 1.7.
2x (x2 + y 2 )(2) − 2x(2x) 2y 2 − 2x2
px = , pxx = =
x + y2
2
(x2 + y 2 )2 (x2 + y 2 )2

similarly,
2y 2x2 − 2y 2
py = , pyy =
x + y2
2
(x2 + y 2 )2
Hence,

2y 2 − 2x2 2x2 − 2y 2
pxx + pyy = + =0
(x2 + y 2 )2 (x2 + y 2 )2
Exercise 1.8. Show that
1
V (x, y, z) = p
x2 + y 2 + z 2
satisfies
Vxx + Vyy + Vzz = 0

2 Differential
Given a function z = f (x, y), the differential dz of z is

dz = fx dx + fy dy. (2.1)

2.1 Theorems on differential


Suppose the function f (x1 , x2 , . . . xn ) are continuously differentiable in a region <

a. if z = f (x1 , x2 , . . . xn ) then

∂f ∂f ∂f
df = dx1 + dx2 + . . . + dxn (2.2)
∂x 1 ∂x 2 ∂x n

b. if f (x1 , x2 , . . . xn ) = k, where k is a constant then df = 0

c. df is called an exact differential when df = p(x, y)dx + q(x, y)dy iff

∂p ∂q
=
∂y ∂x
.

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2.1 Theorems on differential MTH 201 2 DIFFERENTIAL

dy
Example 2.1. Find dx
if xy = y x .

Solution 2.2. Let f (x, y) = xy − y x = 0


By theorem (2.1)(b),
df = fx dx + fy dy = 0,
then
dy fx
=− (2.3)
dx fy
y−1 xy y x y y
 
fx = y x − y ln y = x − y ln y = x − ln y [since xy = y x ]
x x
 
y x−1 y x x y x
fy = x ln x − x y = x ln x − y = x ln x −
y y
Therefore,
xy xy − ln y

dy y (x ln y − y)
=−  =
dx xy ln x − x x (y ln x − x)
y

Aliter
Differentiate xy = y x with respect to x, we get

y dy x dy
+ ln x = ln y +
x dx y dx
 
y x dy
− ln y = − ln x
x y dx
y

dy x
− ln y y (x ln y − y)
=  =
dx x
− ln x x (y ln x − x)
y

Example 2.3. Find the approximate increase in volume of a cylinder of radius 5cm and height
10cm when the radius increased by 0.2cm and the height decreased by 0.1cm.

Solution 2.4. Volume of cylinder is V = πr2 h


r = 5cm, h = 10cm, δr = 0.2cm, δh = −0.1cm

dV = Vr dr + Vh dh.

Therefore,

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MTH 201 3 COMPOSITE FUNCTIONS

δV ≈ Vr δr + Vh δh
≈ 2π rhδr + π r2 δh = 20π − 2.5π
= 17.5π
δV ≈ 54.98cm3
Approximate increase in volume is 54.98cm3 .

3 Composite functions
Let z = f (x, y) and x = g(t), y=h(t), suppose f , g and h are differentiable, then the total
derivative of z with respect to t is
dz ∂z dx ∂z dy
= + (3.1)
dt ∂x dt ∂y dt
Generally, if z = f (x1 , x2 , . . . , xn ) and xi = gi (t1 , t2 , . . . , tm ), then partial derivative of z
with respect to tj is

∂z ∂z ∂x1 ∂z ∂x2 ∂z ∂xn


= + + ··· + , j = 1, 2, . . . , m, i = 1, 2, . . . , n. (3.2)
∂tj ∂x1 ∂xj ∂x2 ∂tj ∂xn ∂tj
Equation (3.2) is known as chain rule.
dz 1
Example 3.1. Find dt
if z = x exy , x = t2 and y = t

Solution 3.2. By equation (3.1),

x2
 
dz xy xy 2 xy −2 xy
= (e + x y e ) (2t) + x e (−t ) = e 2t + 2txy − 2
dt t
substitute x and y, we have
dz
= tet (2 + t)
dt
dz
Example 3.3. Suppose z = x ln(xy) + y 3 and y = cos (x2 + 1), what is dx
?

Solution 3.4. By equation (3.1),


 
dz ∂z ∂z dy dx
= + since =1
dx ∂x ∂y dx dx
 
dz x
= (1 + ln(xy)) − 2x + 3y sin(x2 + 1)
2
dx y

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MTH 201 4 HOMOGENEOUS FUNCTION

substituting y, we get
dz
= 1 + ln(x cos(x2 + 1)) − 2x2 tan(x2 + 1) − 6x sin(x2 + 1) cos2 (x2 + 1)
dx
∂z ∂z
Example 3.5. Let z = x3 − xy + y 3 , x = r cos θ and y = r sin θ. Find ∂r
and ∂θ
.

Solution 3.6. Since z = f (x, y), x = g(r, θ) and y = h(r, θ),


by equation (3.2),
∂z ∂z ∂x ∂z ∂y
= + (3.3)
∂r ∂x ∂r ∂y ∂r
∂z ∂z ∂x ∂z ∂y
= + (3.4)
∂θ ∂x ∂θ ∂y ∂θ
Therefore,
∂z
= (3x2 − y) cos θ + (3y 2 − x) sin θ
∂r
= 3r2 cos2 θ − r sin θ cos θ + 3r2 sin2 θ − r cos θ sin θ
 

= 3r2 cos3 θ + 3r2 sin3 θ − r sin 2θ


∂z
= −(3x2 − y) r sin θ + (3y 2 − x) r cos θ
∂θ
= − 3r2 cos2 θ − r sin θ r sin θ + 3r2 sin2 θ − r cos θ r cos θ
 

= 3r3 sin2 θ cos θ − 3r3 cos2 θ sin θ − r2 sin 2θ.


√ ∂z ∂z
Exercise 3.7. If z = e2r sin 3θ, r = st − t2 and θ = s2 + t2 , find ∂s
, and ∂t
?

4 Homogeneous function
A function g(x1 , x2 , . . . , xn ) is called a homogeneous function of degree m, if for all values of
the parameter λ,
g (λx1 , λx2 , . . . , λxn ) = λm g(x1 , x2 , . . . , xn ) (4.1)
i.e power of each term of g(x1 , x2 , . . . , xn ) is the same.

Example 4.1. Determine whether these functions are homogeneous

a. f (x, y) = x2 + y 2
 
b. g(x, y) = sin xy

c. h(x, y) = x + y 2

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4.1 Euler’s theorem MTH 201 4 HOMOGENEOUS FUNCTION

Solution 4.2. By equation(4.1)

a.
f (λx, λy) = (λx)2 + (λy)2 = λ2 x2 + y 2 = λ2 f (x, y).


Therefore, f (x, y) is a homogeneous function of degree 2.

b.    
λx x
g(λx, λy) = sin = sin = λ0 g(x, y).
λy y
Therefore, g(x, y) is a homogeneous function of degree 0.

c.
h(λx, λy) = λx + (λy)2 = λx + λ2 y 2 = λ x + λy 2


since (x + λy 2 ) 6= h(x, y),


Therefore, h(x, y) is not homogeneous.

4.1 Euler’s theorem


Theorem 4.3 (Euler). If z = g(x, y) is a homogeneous function of degree n, then

∂z ∂z
x +y = nz (4.2)
∂x ∂y
y

Proof: Let z = g(x, y) = xn f x
,
=⇒
z = xn f
 
∂z −y
= nxn−1 f + xn 2
f 0 = nxn−1 f − xn−2 yf 0
∂x x
∂z
= xn−1 f 0
∂y
∂z ∂z
x +y = nxn f − xn−1 yf 0 + xn−1 yf 0 = nxn f
∂x ∂y
∂z ∂z
x +y = nz
∂x ∂y

Example 4.4. Verify Euler’s theorem for

a. z = f (x, y) = x2 + y 2

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4.2 Some results on Euler’s theorem MTH 201 4 HOMOGENEOUS FUNCTION

 
x
b. v = g(x, y) = sin y

Solution 4.5. The functions z and v are homogeneous as shown in solution 4.2

a. Using Euler’s theorem,


∂z ∂z
x +y = x(2x) + y(2y)
∂x ∂y
= 2 x2 + y 2


= 2z

b. Using Euler’s theorem,


     
∂v ∂v 1 x −x x
x +y =x cos +y 2
cos
∂x ∂y y y y y
   
x x x x
= cos − cos
y y y y
=0
= 0v

Exercise 4.6. Verify Euler’s theorem for


1 1
x3 − y 3
z= 1 1
x2 − y 2

4.2 Some results on Euler’s theorem


Suppose z(x, y) is a homogeneous function of degree n, and z = f (u), then

a.
∂u ∂u f (u)
x +y =n 0 (4.3)
∂x ∂y f (u)
b.
∂ 2z ∂ 2z ∂z
x + y = (n − 1) (4.4)
∂x2 ∂x∂y ∂x
c.
∂ 2z ∂ 2z ∂z
x + y 2 = (n − 1) (4.5)
∂x∂y ∂y ∂y
d.
2∂ 2z ∂ 2z 2
2 ∂ z
x + 2xy +y = n (n − 1) z (4.6)
∂x2 ∂x∂y ∂y 2

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4.2 Some results on Euler’s theorem MTH 201 4 HOMOGENEOUS FUNCTION

e.
∂ 2u ∂ 2u 2
2 ∂ u
x2 + 2 x y + y = g(u) (g 0 (u) − 1) (4.7)
∂x2 ∂x∂y ∂y 2
where g(u) = n ff0(u)
(u)
.

f. If p(x, y) and q(x, y) are homogeneous functions of degree m and n such that z(x, y) =
p(x, y) + q(x, y) then
∂z ∂z
x +y = ap + bq (4.8)
∂x ∂y
N.B Proofs of these results are left to reader as exercises.
 
x+y
Example 4.7. Given that u = cos−1 √x+ √
y
, prove that

∂z ∂z 1
x +y = − cot u
∂x ∂y 2

Solution 4.8. Let z = √x+y


√ , then u = cos−1 z
x+ y

 
λx + λy 1 x+y
z(λx, λy) = √ √ = λ2 √ √
λx + λy x+ y

Thus, z is homogeneous.
1
n= , z = cos u = f (u), f 0 (u) = − sin u
2
By equation (4.3)

∂z ∂z 1 cos u 1
+y =x = − cot u
∂x ∂y 2 (− sin u) 2
 3 3
Example 4.9. If u = tan−1 xx−y
+y
, show that

∂ 2u ∂ 2u 2
2 ∂ u
x2 + 2 x y + y = 2 cos 3u sin u
∂x2 ∂x∂y ∂y 2
x3 +y 3
Solution 4.10. Let z = x−y
, then u = tan−1 z

(λx)3 + (λy)3 x3 + y 3
 
z(λx, λy) = = λ2
λx − λy x−y

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MTH 201 5 IMPLICIT FUNCTIONS

Thus, n = 2, z = tan u = f (u), f 0 (u) = sec2 u

f (u) tan u
g(u) = n 0
= 2 2 = sin 2u
f (u) sec u
g 0 (u) = 2 cos 2u
By equation (4.7),

∂ 2u ∂ 2u 2
2 ∂ u
x2 + 2 x y + y
∂x2 ∂x∂y ∂y 2
= sin 2u (2 cos 2u − 1)
= sin 4u − sin 2u
= 2 cos 3u sin u
1 1
x 4 +y 4
Exercise 4.11. Let u = sin−1 1 1 , show that
x 6 +y 6

∂ 2u ∂ 2u 2
2 ∂ u 1
x2 2
+ 2 x y + y 2
= tan u (tan2 u − 11)
∂x ∂x∂y ∂y 144

5 Implicit functions
A function f (x, y, z) = 0 where z = g(x, y) is called an Implicit function. Partial differentia-
tion of implicit functions involves these steps:

i. differentiate all the given functions with respect to the variable concerned

ii. solve the resulting system of equations.


∂z ∂z
Example 5.1. if f (x, y, z) = x2 z + yz 2 + 2xy 2 − z 3 = 0 and z = g(x, y), find ∂x
and ∂y
?

Solution 5.2. Differentiate f with respect to x,


∂z ∂z ∂z
2xz + x2 + 2yz + 2y 2 − 3z 2 =0
∂x ∂x ∂x
This gives
 ∂z
x2 + 2yz − 3z 2 = − 2xz + 2y 2

∂x
=⇒
∂z −(2xz + 2y 2 )
= 2
∂x x + 2yz − 3z 2

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MTH 201 5 IMPLICIT FUNCTIONS

Now, differentiate f with respect to y,


∂z ∂z ∂z
x2 + z 2 + 2yz + 4xy − 3z 2 =0
∂y ∂y ∂y
we have
 ∂z
x2 + 2yz − 3z 2 = − z 2 + 4xy

∂y
=⇒
∂z −(z 2 + 4xy)
= 2
∂y x + 2yz − 3z 2
Example 5.3. Given that u = x + y 2 , v = y + z 2 , and w = z + x2 , show that
∂x 1
= ,
∂u 1 + 8xyz
∂2x
then find ∂u2?

Solution 5.4. Given

u = x + y2 

v = y + z2 (5.1)
w = z + x2

N. B: Functions u, v and w are dependent on x, y and z.


Differentiate (5.1) with respect to u.
∂x ∂y 
1 = ∂u + 2y ∂u +0 
∂y ∂z
0 = 0 + ∂u + 2z ∂u (5.2)
∂x ∂z 
0 = 2x ∂u + 0 + ∂u
In matrix form, we have
     ∂x 
1 1 2y 0 ∂u
0 =  0 ∂y 
1 2z   ∂u (5.3)
∂z
0 2x 0 1 ∂u
Using Crammer’s rule,
1 2y 0

0 1 2z

∂x 0 0 1 1
= = (5.4)
∂u 1 2y 0 1 + 8xyz

0 1 2z

2x 0 1

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MTH 201 6 CHANGE OF VARIABLES

Now,
∂ 2x
 
∂ ∂x
=
∂u2 ∂x ∂u
∂ 2x ∂ −1

= (1 + 8xyz)
∂u2 ∂x   (5.5)
−2 ∂x ∂y ∂z
= −8(1 + 8xyz) yz + xz + xy
∂u ∂u ∂u
Using Crammer’s rule again in equation (5.3),

1 1 0

0 0 2z

∂y 2x 0 1 4xz
= = (5.6)
∂u 1 2y 0 1 + 8xyz

0 1 2z

2x 0 1

1 2y 1

0 1 0

∂y 2x 0 0 −2x
= = (5.7)
∂u 1 2y 0 1 + 8xyz

0 1 2z

2x 0 1
substitute equations (5.4), (5.6) and (5.7) in (5.5) we have

∂ 2x 4x2 z 2 2x2 y
 
−2 yz
= −8(1 + 8xyz) + −
∂u2 1 + 8xyz 1 + 8xyz 1 + 8xyz
(5.8)
−8(yz + 4x2 z − 2x2 y)
=
(1 + 8xyz)3
∂u
Exercise 5.5. Find ∂x
if u2 + xv 2 − xy = 0 and u2 + xyv + v 2 = 0
∂x
Exercise 5.6. Find ∂u
if u = xyz, v = x2 + y 2 + z 2 and w = x + y + z

6 Change of Variables
Example 6.1. Prove that y = f (x + ct) + g(x − ct) satisfies the wave equation

∂ 2y 1 ∂ 2y
− =0
∂x2 c2 ∂t2
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MTH 201 6 CHANGE OF VARIABLES

Solution 6.2. Let u = x + ct and v = x − ct, then

y = f (u) + g(v)

∂y df ∂u dg ∂v
= +
∂x du ∂x dv ∂x
= (1)f 0 (u) + (1)g 0 (v)
= f 0 (u) + g 0 (v)

∂ 2y
 
∂ ∂y
=
∂x2 ∂x ∂x
d f 0 (u) ∂u d g 0 (u) ∂v
= +
du ∂x dv ∂x
00 00
= (1)f (u) + (1)g (v)
= f 00 (u) + g 00 (v)
∂y df ∂u dg ∂v
= +
∂t du ∂t dv ∂t
= (c)f (u) + (−c)g 0 (v)
0

= c (f 0 (u) − g 0 (v))

∂ 2y
 
∂ ∂y
=
∂t2 ∂t ∂t
d f 0 (u) ∂u d g 0 (u) ∂v
=c −c
du ∂t dv ∂t
= c ((c)f (u) − (−c)g 00 (v))
00

= c2 (f 00 (u) + g 00 (v))
Hence,
∂ 2y 1 ∂ 2y c2 00
2
− 2 2 = f (u) + g (v) − 2 (f (u) + g 00 (v)) = 0
00 00
∂x c ∂t c
 
Example 6.3. If u = f y−x
xy
, z−x
xz
prove that

∂u ∂u ∂u
x2 + y2 + z2 =0
∂x ∂y ∂z
Solution 6.4. Let
y−x 1 1
a= = −
xy x y

Adetona R. A. 15 MTH 201, 2017/2018 Session.


https://scholar.oauife.edu.ng/adetonara
MTH 201 6 CHANGE OF VARIABLES

and
z−x 1 1
b= = − ,
xz x z
then
u = f (a, b)
By equation (3.2)
∂u ∂u ∂a ∂u ∂b 
= + 
∂x ∂a ∂x ∂b ∂x



−1 ∂u −1 ∂u


= 2 + 2 (6.1)
x ∂a
 x ∂b 
−1 ∂u ∂u



= 2 + 

x ∂a ∂b


∂u ∂u ∂a ∂u ∂b
= + 

∂y ∂a ∂y ∂b ∂y




1 ∂u ∂u 
= 2 + (0) (6.2)
y ∂a ∂b 

1 ∂u


= 2



y ∂a

∂u ∂u ∂a ∂u ∂b

= + 

∂z ∂a ∂z ∂b ∂z 


∂u 1 ∂u 
= (0) + (6.3)
∂a y 2 ∂b 

1 ∂u


= 2


z ∂b
Therefore,  
2 ∂u 2 ∂u 2 ∂u ∂u ∂u ∂u ∂u
x +y +z =− + + + =0 (6.4)
∂x ∂y ∂z ∂a ∂b ∂a ∂b
Exercise 6.5. Suppose g(y − z, z − x, x − y), show that

∂g ∂g ∂g
+ + =0
∂x ∂y ∂z

Exercise 6.6. If f (cx − ax, cy − bz) = 0, prove that

∂z ∂z
a +b =c
∂x ∂y

Adetona R. A. 16 MTH 201, 2017/2018 Session.


https://scholar.oauife.edu.ng/adetonara
MTH 201 7 TAYLOR’S THEOREM

7 Taylor’s theorem for functions of two variables


Theorem 7.1 (Taylor). Let f be a function of two variables x and y. If all partial derivatives
of order n are continuous in a closed region and if all the (n + 1) partial derivatives exist in the
open region, then,
   2
∂ ∂ 1 ∂ ∂
f (x0 + h, y0 + k) = f (x0 , y0 ) + h +k f |(x0 ,y0 ) + h +k f |(x0 ,y0 )
∂x ∂y 2! ∂x ∂y
 n
1 ∂ ∂
+ ··· h +k f |(x0 ,y0 ) + Rn
n! ∂x ∂y
(7.1)
where  n+1
1 ∂ ∂
Rn = h +k f |(x0 +θh,y0 +θk) , 0 < θ < 1
(n + 1)! ∂x ∂y
h = x − x0 , k = y − y 0
=⇒ n  n
X 1 ∂ ∂
f (x0 + h, y0 + k) = h +k f |(x0 ,y0 ) + Rn (7.2)
r=0
n! ∂x ∂y
If Rn → 0 as n → ∞, then f (x0 + h, y0 + k) is the Taylor’s series of f (x, y)
N.B: Taylor’s series expansion at the origin is called Maclaurin’s series.
Example 7.2. Find the Taylor’s series expansion of cos x cos y about the origin up to fourth
order terms.
Solution 7.3. From the question,
x0 = 0, y0 = 0 =⇒ h = x − 0 = x, k =y−0=y
f (x, y) = cos x cos y
By equation (7.2) up to fourth order,
   2
∂ ∂ 1 ∂ ∂
f (x, y) = f (0, 0) + h +k f |(x0 ,y0 ) + h +k f |(x0 ,y0 )
∂x ∂y 2! ∂x ∂y
 3  4 (7.3)
1 ∂ ∂ 1 ∂ ∂
+ h +k f |(x0 ,y0 ) + h +k f |(x0 ,y0 ) + · · ·
3! ∂x ∂y 4! ∂x ∂y
This gives
1
h2 fxx + 2hkfxy + k 2 fy y (x0 ,y0 )

f (x, y) = f (0, 0) +hfx |(x0 ,y0 ) + kfy |(x0 ,y0 ) +
2!
1
h3 fxxx + 3h2 kfxxy + 3hk 2 fxyy + k 3 fyyy (x0 ,y0 )

+ (7.4)
3!
1
h4 fxxxx + 4h3 kfxxxy + 6h2 k 2 fxxyy + 4hk 3 fxyyy + k 4 fyyyy (x0 ,y0 ) + · · ·

+
4!
Adetona R. A. 17 MTH 201, 2017/2018 Session.
https://scholar.oauife.edu.ng/adetonara
MTH 201 7 TAYLOR’S THEOREM

f (0, 0) = cos x cos y|(0,0) = 1 (7.5)


Now compute the partial derivatives of f with respect to x and y
First order
fx |(0,0) = − sin x cos y|(0,0) = 0 (7.6)
fy |(0,0) = − cos x sin y|(0,0) = 0 (7.7)

Second order
fxx |(0,0) = − cos x cos y|(0,0) = −1 (7.8)
fxy |(0,0) = sin x sin y|(0,0) = 0 (7.9)
fyy |(0,0) = − cos x cos y|(0,0) = −1 (7.10)

Third order
fxxx |(0,0) = sin x cos y|(0,0) = 0 (7.11)
fxxy |(0,0) = cos x sin y|(0,0) = 0 (7.12)
fxyy |(0,0) = sin x cos y|(0,0) = 0 (7.13)
fyyy |(0,0) = cos x sin y|(0,0) = 0 (7.14)

Fourth order
fxxxx |(0,0) = cos x cos y|(0,0) = 1 (7.15)
fxxxy |(0,0) = − sin x sin y|(0,0) = 0 (7.16)
fxxyy |(0,0) = cos x cos y|(0,0) = 1 (7.17)
fxyyy |(0,0) = − sin x sin y|(0,0) = 0 (7.18)
fyyyy |(0,0) = cos x cos y|(0,0) = 1 (7.19)
Substitute (7.5) to (7.19) in (7.4), we have Taylor’s series expansion of f (x, y) at the origin as

x2 y 2 x 4 x2 y 2 y 4
f (x, y) = 1 − − + + + + ··· (7.20)
2 2 24 4 24
π

Exercise 7.4. Expand sin(xy) in powers of (x − 1) and y − 2
to second degree terms.
Hint: Take x0 = 1 and y0 = π2


Exercise 7.5. Expand exy at (1, 1) up to second term.

Adetona R. A. 18 MTH 201, 2017/2018 Session.


https://scholar.oauife.edu.ng/adetonara
REFERENCES MTH 201 REFERENCES

References
[1] Dass, H. K.(2013). Advanced Engineering Mathematics, twenty-first revised edition, S.
Chand & Company Ltd.

[2] Paul Dawkins (2007). Calculus III, http://tutorial.math.lamar.edu/terms.aspx.

[3] Robert C. Wrede and Murray R. Spiegel (2002). Theory and Problems of Advanced Cal-
culus, Schaum’s Outlines, second edition, McGRAW-HILL.

[4] Stroud, K. A. and DExter J. Boot (2001). Engineering Mathematics, fifth edition, Indus-
trial press inc., New York.

Adetona R. A. 19 MTH 201, 2017/2018 Session.


https://scholar.oauife.edu.ng/adetonara

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