Mathematics for Physics 1

Attendence- regular evaluation (10%)

Mid-term evaluation (30%)

Evaluation

Final examination (60%)

• Chapter 1: Multi-variable functions

• Chapter 2: Integrals

• Chapter 3: Vector analysis in curved

coordinate

• Chapter 4: Complex number. Theory of

complex function

• Chapter 5: Complex integration and

complex function series
Chapter 1: Multi-variable
functions
I. Introduction
II. Derivative and differential of multi-variable function
III. Extreme of multi-variable function
I. INTRODUCTION

z
f(x, y) = x2 + y2

x2 + y2 = 16

x2 + y2 = 9
x2 + y2 = 4
x2 + y2 = 1
y
x2 + y2 = 0

x
Function of Two Variables
A real-valued function of two variables f, consists of
1. A set A of ordered pairs of real numbers (x, y) called
the domain of the function.
2. A rule that associates with each ordered pair in the
domain of f one and only one real number, denoted
by f = f(x, y).
Examples
 Let f be the function defined by

f ( x, y ) = x + xy + y 2 + 2
 Compute f(0, 0), f(1, 2), and f(2, 1).
Solution
f (0,0) = 0 + (0)(0) + 02 + 2 = 2
f (1, 2) = 1 + (1)(2) + 2 2 + 2 = 9

f (2,1) = 2 + (2)(1) + 12 + 2 = 7
 The domain of a function of two variables f (x, y), is a set of
ordered pairs of real numbers and may therefore be viewed
as a subset of the xy-plane.
Examples
 Find the domain of the function

f ( x, y ) = x 2 + y 2
Solution
 f(x, y) is defined for all real values of x and y, so the domain of
the function f is the set of all points (x, y) in the xy-plane.
Examples
 Find the domain of the function

2
g ( x, y ) =
x− y
Solution
 g(x, y) is defined for all x ≠ y, so the domain of the function g is
the set of all points (x, y) in the xy-plane except those lying on
the y = x line.
y
y=x

x
Examples
 Find the domain of the function

h( x, y ) = 1 − x 2 − y 2
Solution
 We require that 1 – x2 – y2  0 or x2 + y2  1 which is the set of all
points (x, y) lying on and inside the circle of radius 1 with
center at the origin:
y

1
x2 + y2 = 1

x
–1 1

–1
Graphs of Functions of Two
Variables
 Consider the task of locating P(1, 2, 3) in 3-space:
 One method to achieve this is to start at the origin and measure
out from there, axis by axis:
z

P(1, 2, 3)

3
y
1
2
x
Graphs of Functions of Two
Variables
◆ Consider the task of locating P(1, 2, 3) in 3-space:
◆ Another common method is to find the xy
coordinate and from there elevate to the level of
the z value: z

P(1, 2, 3)

3
y
2
1 (1, 2)
x
Graphs of Functions of Two
Variables
◆ Locate the following points in 3-space:
Q(–1, 2, 3), R(1, 2, –2), and S(1, –1, 0).
Solution
z
Q(–1, 2, 3)

y
S(1, –1, 0)

x –2
R(1, 2, –2)
Graphs of Functions of Two
Variables
◆ The graph of a function in 3-space is a surface.
◆ For every (x, y) in the domain of f, there is a z value
z
on the surface.
z = f(x, y)

(x, y, z)

(x, y)
x
Level Curves
 The graph of a function of two variables is often difficult to
sketch.
 It can therefore be useful to apply the method used to
construct topographic maps.
 This method is relatively easy to apply and conveys sufficient
information to enable one to obtain a feel for the graph of the
function.
Examples
 Sketch a contour map of the function f(x, y) = x2 + y2.
Solution
 The function f(x, y) = x2 + y2 is a revolving parabola called a
paraboloid.

z
f(x, y) = x2 + y2

x
Examples
 Sketch a contour map of the function f(x, y) = x2 + y2.
Solution
 A level curve is the graph of the equation x2 + y2 = c, which
describes a circle with radius .c
 Taking different values of c we obtain:

z
f(x, y) = x2 + y2 y
x2 + y2 =
4 x16
2 + y2 = 9

x2 + y2 = 4
2 x2 + 2y2 = 1
x2 + y2 =
x +y =0
2
16
x
–4 –2 2 4
x2 + y 2 = 9
–2
x2+ =4y2
x2 + y2 = 1
–4
y
x2 + y2 = 0

x
Examples
 Sketch level curves of the function f(x, y) = 2x2 – y
corresponding to z = –2, –1, 0, 1, and 2.
Solution
 The level curves are the graphs of the equation 2x2 – y = k or
for k = –2, –1, 0, 1, and 2:

y
2x2 – y = – 2
4
2x2 – y = – 1
3 2x2 – y = 0
2 2x2 – y = 1
2x2 – y = 2
1

0 x
–2 –1 1 2
–1

–2
II. DERIVATIVE AND DIFFERENTIAL OF MULTI-
VARIABLE FUNCTION
1. PARTIAL DERIVATIVES

   f   2 f
x  =
f x  x  x 2

x   f   2 f
x 
 =
y y  x  yx
2 f 2 f
f =
yx xy
   f   2 f
   = When both are
f x x  y  xy continuous
y
y    f   2 f
  = 2
y y  y  y
First Partial Derivatives
First Partial Derivatives of f(x, y)
 Suppose f(x, y) is a function of two variables x and y.
 Then, the first partial derivative of f with respect to x at
the point (x, y) is

f f ( x + h, y ) − f ( x , y )
= lim
x h→0 h
provided the limit exists.
 The first partial derivative of f with respect to y at the point
(x, y) is

f f ( x, y + k ) − f ( x, y )
= lim
 y k →0
provided the limit exists.
k
 Geometric Interpretation of
the Partial Derivative
z
f f(x, y)
What does mean?
x

x
 Geometric Interpretation of
the Partial Derivative
z f
= slope of f ( x, b)
f f(x, y) x
What does mean?
x f(x, b)

y = b plane

b y
a
(a, b)

x
 Geometric Interpretation of
the Partial Derivative
z
f(x, y)
f
What does mean?
y

x
 Geometric Interpretation of
the Partial Derivative
z
f(x, y)
f
What does mean?
y
f
f(c, y) = slope of f (c, y )
y

x=c
plane d
y

c
(c, d)

x
Examples
 Find the partial derivatives ∂f/∂x and ∂f/∂y of the function

f ( x, y ) = x 2 − xy 2 + y 3
 Use the partials to determine the rate of change of f in the x-
direction and in the y-direction at the point (1, 2) .
Solution
 To compute ∂f/∂x, think of the variable y as a constant and
differentiate the resulting function of x with respect to x:

f ( x, y ) = x 2 − y 2 x + y 3
f
= 2x − y2
x
Examples
 Find the partial derivatives ∂f/∂x and ∂f/∂y of the function

f ( x, y ) = x 2 − xy 2 + y 3
 Use the partials to determine the rate of change of f in the x-
direction and in the y-direction at the point (1, 2).
Solution
 To compute ∂f/∂y, think of the variable x as a constant and
differentiate the resulting function of y with respect to y:

f ( x , y ) = x 2 − xy 2 + y 3
f
= −2 x y + 3 y 2
y
Examples
 Find the partial derivatives ∂f/∂x and ∂f/∂y of the function

f ( x, y ) = x 2 − xy 2 + y 3
 Use the partials to determine the rate of change of f in the x-
direction and in the y-direction at the point (1, 2).
Solution
 The rate of change of f in the x-direction at the point (1, 2) is
given by
f
= 2(1) − 22 = −2
x (1,2)
 The rate of change of f in the y-direction at the point (1, 2) is
given by

f
= −2(1)(2) + 3(2) 2 = 8
y (1,2)
Examples
 Find the first partial derivatives of the function
xy
w( x, y ) =
x2 + y2
Solution
 To compute ∂w/∂x, think of the variable y as a constant and
differentiate the resulting function of x with respect to x:

xy
w( x, y ) = 2
x + y2

w ( x 2 + y 2 ) y − xy (2 x )
=
x ( x 2 + y 2 )2

y( y 2 − x2 )
= 2
( x + y 2 )2
Examples
 Find the first partial derivatives of the function
xy
w( x, y ) =
x2 + y2
Solution
 To compute ∂w/∂y, think of the variable x as a constant and
differentiate the resulting function of y with respect to y:

xy
w( x, y ) = 2
x + y2

w ( x 2 + y 2 ) x − xy (2 y )
=
y ( x 2 + y 2 )2

x( x 2 − y 2 )
= 2
( x + y 2 )2
Examples
 Find the first partial derivatives of the function

g ( s, t ) = ( s 2 − st + t 2 )5
Solution
 To compute ∂g/∂s, think of the variable t as a constant and
differentiate the resulting function of s with respect to s:

g ( s, t ) = ( s 2 − st + t 2 )5

g
= 5( s 2 − st + t 2 ) 4  (2 s − t )
s

= 5(2 s − t )( s 2 − st + t 2 ) 4
Examples
 Find the first partial derivatives of the function

g ( s, t ) = ( s 2 − st + t 2 )5
Solution
 To compute ∂g/∂t, think of the variable s as a constant and
differentiate the resulting function of t with respect to t:

g ( s, t ) = ( s 2 − st + t 2 )5

g
= 5( s 2 − st + t 2 ) 4  ( − s + 2t )
t

= 5(2t − s )( s 2 − st + t 2 ) 4
Examples
 Find the first partial derivatives of the function

u2 −v2
h ( u, v ) = e
Solution
 To compute ∂h/∂u, think of the variable v as a constant and
differentiate the resulting function of u with respect to u:

u2 −v2
h ( u, v ) = e

h u2 −v2
=e  2u
u
u2 −v2
= 2ue
Examples
 Find the first partial derivatives of the function

u2 −v2
h ( u, v ) = e
Solution
 To compute ∂h/∂v, think of the variable u as a constant and
differentiate the resulting function of v with respect to v:

u2 −v2
h ( u, v ) = e

h u2 −v2
=e  ( −2 v )
u
u2 −v2
= −2ve
Examples
 Find the first partial derivatives of the function

w = f ( x, y , z ) = xyz − xe yz + x ln y
Solution
 Here we have a function of three variables, x, y, and z, and we
are required to compute

f f f
, ,
x y z
 For short, we can label these first partial derivatives respectively
fx, fy, and fz.
Examples
 Find the first partial derivatives of the function

w = f ( x, y, z ) = xyz − xe yz + x ln y
Solution
 To find fx, think of the variables y and z as a constant and
differentiate the resulting function of x with respect to x:

w = f ( x, y , z ) = xyz − xe yz + x ln y

f x = yz − e yz + ln y
Examples
 Find the first partial derivatives of the function

w = f ( x, y, z ) = xyz − xe yz + x ln y
Solution
 To find fy, think of the variables x and z as a constant and
differentiate the resulting function of y with respect to y:

w = f ( x, y , z ) = xyz − xe yz + x ln y
x
f y = xz − xze +yz

y
Examples
 Find the first partial derivatives of the function

w = f ( x, y, z ) = xyz − xe yz + x ln y
Solution
 To find fz, think of the variables x and y as a constant and
differentiate the resulting function of z with respect to z:

w = f ( x, y , z ) = xyz − xe yz + x ln y

f z = xy − xye yz
 Second Order Partial
Derivatives
 The first partial derivatives fx(x, y) and fy(x, y) of a
function f(x, y) of two variables x and y are also functions
of x and y.
 As such, we may differentiate each of the functions fx
and fy to obtain the second-order partial derivatives of f.
Second Order Partial
Derivatives
 Differentiating the function fx with respect to x leads to the
second partial derivative

2 f 
f xx  2 = ( f x )
x x
 But the function fx can also be differentiated with respect to y
leading to a different second partial derivative

2 f 
f xy  = ( fx )
yx y
 Second Order Partial
Derivatives
 Similarly, differentiating the function fy with respect to y leads to
the second partial derivative
2 f 
f yy  2 = ( f y )
y y

 Finally, the function fy can also be differentiated with respect to x

leading to the second partial derivative

2 f 
f yx  = ( fy)
xy x
Second Order Partial Derivatives
 Thus, four second-order partial derivatives can be obtained of
a function of two variables:

   f   2 f
x  = 2
f x  x  x

x   f   2 f

x  =
y y  x  yx
2 f 2 f
f =
yx xy
   f   2 f
   = When both are
f x x  y  xy continuous
y
y    f   2 f
  = 2
y y  y  y
Examples
 Find the second-order partial derivatives of the function

f ( x, y ) = x 3 − 3x 2 y + 3xy 2 + y 2
Solution
 First, calculate fx and use it to find fxx and fxy:

 3
f x = ( x − 3x 2 y + 3xy 2 + y 2 )
x
= 3x 2 − 6 xy + 3 y 2

 
f xx = (3x 2 − 6 xy + 3 y 2 ) f xy = (3x 2 − 6 xy + 3 y 2 )
x y
= 6x − 6 y = −6 x + 6 y

= 6( x − y ) = 6( y − x )
Examples
 Find the second-order partial derivatives of the function

f ( x, y ) = x 3 − 3x 2 y + 3xy 2 + y 2
Solution
 Then, calculate fy and use it to find fyx and fyy:

 3
f y = ( x − 3x 2 y + 3xy 2 + y 2 )
y
= −3x 2 + 6 xy + 2 y

 
f yx = ( −3x 2 + 6 xy + 2 y ) f yy = ( −3x 2 + 6 xy + 2 y )
x y
= −6 x + 6 y = 6x + 2
= 6( y − x ) = 2(3x + 1)
Examples
 Find the second-order partial derivatives of the function

f ( x, y ) = e xy 2

Solution
 First, calculate fx and use it to find fxx and fxy:

 xy 2
f x = (e )
x
=ye 2 xy 2

 2 xy 2  2 xy 2
f xx = ( y e ) f xy = ( y e )
x y
=ye 4 xy 2
= 2 ye xy 2
+ 2 xy e
3 xy 2

= 2 ye (1 + xy 2 )
xy 2
Examples
 Find the second-order partial derivatives of the function

f ( x, y ) = e xy 2

Solution
 Then, calculate fy and use it to find fyx and fyy:

 xy 2
f y = (e )
y
= 2 xye xy 2

 
f yx = (2 xye )
xy 2
f yy = (2 xye )
xy 2

x y
= 2 ye xy 2
+ 2 xy e
3 xy 2
= 2 xe xy 2
+ (2 xy )(2 xy )e xy 2

= 2 ye (1 + xy )
xy 2 2
= 2 xe (1 + 2 xy 2 )
xy 2
 2. Differential of multi-variable functions

Let f = f (x, y). The differential df is given by

f f
df = dx + dy
x y
 Some applications of this linear approximation to f are
1. Estimating values of functions.
2. Estimating errors in measurements
 Examples
Solution

The size of the error depends on the second order derivatives of f

3. Derivative of function composition
4. Gradient vector and directional
derivative

Gradient vector
 Directional derivative
Let P0(x0; y0) be a fixed point in the xy–plane.
Let l be a line in the xy–plane that passes
through P0.
The point P (x; y) moves along the line l.
Directly above it, the point Q moves along the
surface z = f(x; y), tracing out a curve C.

What is the rate at which the z–coordinate of Q

changes with the distance s between P0 and P?
Examples
III. Extreme of multi-variable function
1. Find the critical points of f(x, y) by solving the system
of simultaneous equations
fx = 0 fy = 0
2. The second derivative test: Let
D(x, y) = f 2xy – fxx fyy
3. Then,
a. D(a, b) < 0 and fxx(a, b) < 0 implies that f(x, y) has a
maximum at the point (a, b).
b. D(a, b) < 0 and fxx(a, b) > 0 implies that f(x, y) has a
minimum at the point (a, b).
c. D(a, b) > 0 implies that f(x, y) has neither a
maximum nor a minimum at the point (a, b), it has
instead a saddle point.
d. D(a, b) = 0 implies that the test is inconclusive, so
some other technique must be used to solve the
problem.
Examples
 Find the extreme of the function

f ( x, y ) = x 2 + y 2
Solution
 We have fx = 2x and fy = 2y.
 To find the critical points, we set fx = 0 and fy = 0 and solve the
resulting system of simultaneous equations
2x = 0 and 2y = 0
obtaining x = 0, y = 0, or (0, 0), as the sole critical point.
 Next, apply the second derivative test to determine the nature
of the critical point (0, 0).
 We compute fxx = 2, fyy = 2, and fxy = 0,
 Thus, D(x, y) = f 2xy – fxx fyy = – 4.
Examples
 Find the relative extreme of the function

f ( x, y ) = x 2 + y 2
Solution
 We have D(x, y) = – 4, and in particular, D(0, 0) = – 4.
 Since D(0, 0) < 0 and fxx = 2 > 0, we conclude that f has a
minimum at the point (0, 0).
Examples
 Find the relative extreme of the function

f ( x, y ) = x 2 + y 2
Solution
◆ The minimum value, f(0, 0) = 0
z
f(x, y) = x2 + y2

y
minimum at
(0, 0, 0).
x
Examples
 Find the relative extreme of the function

f ( x, y ) = 3x 2 − 4 xy + 4 y 2 − 4 x + 8 y + 4
Solution
 We have f x = 6x − 4 y − 4 and f y = −4 x + 8 y + 8
 To find the critical points, we set fx = 0 and fy = 0 and solve the
resulting system of simultaneous equations
6x – 4y – 4 = 0 and – 4x + 8y + 8 = 0
obtaining x = 0, y = –1, or (0, –1), as the sole critical point.
 Next, apply the second derivative test to determine the nature
of the critical point (0, –1).
 We compute fxx = 6, fyy = 8, and fxy = – 4,
 Thus, D(x, y) = f 2xy– fxx · fyy =– 32.
Examples
 Find the relative extreme of the function

f ( x, y ) = 3x 2 − 4 xy + 4 y 2 − 4 x + 8 y + 4
Solution
 We have D(x, y) = – 32, and in particular, D(0, –1) = – 32.
 Since D(0, –1) < 0 and fxx = 6 > 0, we conclude that f has a
minimum at the point (0, –1).
Examples
 Find the relative extreme of the function
f ( x, y ) = 4 y 3 + x 2 − 12 y 2 − 36 y + 2
Solution
 We have fx = 2x and f y = 12 y 2 − 24 y − 36
 To find the critical points, we set fx = 0 and fy = 0 and solve the
resulting system of simultaneous equations
2x = 0 and 12 y 2 − 24 y − 36 = 0
 The first equation implies that x = 0, while the second equation
implies that y = –1 or y = 3.
 Thus, there are two critical points of f : (0, –1) and (0, 3).
 To apply the second derivative test, we calculate
fxx = 2 fyy = 24(y – 1) fxy = 0

D(x, y) = – 48(y – 1)
Examples
 Find the relative extreme of the function
f ( x, y ) = 4 y 3 + x 2 − 12 y 2 − 36 y + 2
Solution
 Apply the second derivative test to the critical point (0, –1):
 We have D(x, y) = – 48(y – 1).
 In particular, D(0, –1) = – 48[(–1) – 1] = 96.
 Since D(0, –1) = 96 > 0 we conclude that f has a saddle point at
(0, –1).
Examples
 Find the relative extreme of the function
f ( x, y ) = 4 y 3 + x 2 − 12 y 2 − 36 y + 2
Solution
 Apply the second derivative test to the critical point (0, 3):
 We have D(x, y) = – 48(y – 1).
 In particular, D(0, 3) = – 48[(3) – 1] = – 96.
 Since D(0, –1) = – 96 < 0 and fxx (0, 3) = 2 > 0, we conclude that f
has a minimum at the point (0, 3).