mth201 Lecture Calculus
mth201 Lecture Calculus
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
∂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
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
(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)
∂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.
∂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
pxx + pyy = 0.
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)
a. if z = f (x1 , x2 , . . . xn ) then
∂f ∂f ∂f
df = dx1 + dx2 + . . . + dxn (2.2)
∂x 1 ∂x 2 ∂x n
∂p ∂q
=
∂y ∂x
.
dy
Example 2.1. Find dx
if xy = y x .
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.
dV = Vr dr + Vh dh.
Therefore,
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
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
?
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
.
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.
a. f (x, y) = x2 + y 2
b. g(x, y) = sin xy
c. h(x, y) = x + y 2
a.
f (λx, λy) = (λx)2 + (λy)2 = λ2 x2 + y 2 = λ2 f (x, y).
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
∂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
a. z = f (x, y) = x2 + y 2
x
b. v = g(x, y) = sin y
Solution 4.5. The functions z and v are homogeneous as shown in solution 4.2
= 2z
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
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
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
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
u = x + y2
v = y + z2 (5.1)
w = z + x2
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
Adetona R. A. 14 MTH 201, 2017/2018 Session.
https://scholar.oauife.edu.ng/adetonara
MTH 201 6 CHANGE OF VARIABLES
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
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
∂z ∂z
a +b =c
∂x ∂y
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
References
[1] Dass, H. K.(2013). Advanced Engineering Mathematics, twenty-first revised edition, S.
Chand & Company Ltd.
[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.