SVKM’s Narsee Monjee Institute of Management Studies

Mukesh Patel School of Technology Management & Engineering

Unit II
Partial Differentiation
Overview:
This unit aims at providing exposure to the theory and applications of Differential calculus of
multivariable functions; It also aims to gradually develop in students an ability to apply these
theoretical constructs to solve problems within Engineering domain.
Outcome:
After completion of this unit, students would be able to:
operate and analyse functions of several variables and relate the results to real life problems.

Detailed Syllabus:

2.1 Limit and continuity

2.2 partial derivatives
2.3 Taylor’s theorem of function of two variables
2.4 Maxima, minima and saddle points
2.5 Method of Lagrange multipliers

Unit Details:

2.1 Limits and Continuity of Functions of Two Variables

Limits :

Definition: We write lim f ( x, y)  L and we read the limit of

( x , y )( a ,b )

f ( x, y) as ( x, y) approaches (a, b) is L, if we can make f ( x, y) as close as

we want to L, simply by taking ( x, y) close enough to (a, b) but not equal to it.

Remark:
1) It is important to note that when computing lim f ( x, y)  L
( x , y )( a ,b )

( x, y) is never equal to (a, b) . In fact, the function may not even be defined at
(a,b) yet the limit may still exist. While (a, b) may not be in the domain of f ,
the points ( x, y) we consider as ( x, y)  (a, b) are always in the domain of f .

2) There are several notation for this limit. They all represent the
same thing, listed as follows
i) lim f ( x, y)  L
( x , y )( a ,b )

ii) lim f ( x, y)  L
x a
y b

iii) f ( x, y) Approaches L as ( x, y) approaches (a, b) .

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Properties of Limits of Functions of Several Variables

We list these properties for functions of two variables. Similar properties hold
for functions of more variables. Let us assume that L, M, and k are real numbers
and that lim f ( x, y)  L and lim g ( x, y)  M
( x , y )( a ,b ) ( x , y )( a ,b )

then the following holds

1) lim xa
( x , y ) ( a ,b )

lim y b
( x , y ) ( a ,b )

lim c  c , if c is constant.
( x , y ) ( a ,b )

2) Sum and difference rules

lim f ( x, y)  g ( x, y)  L  M
( x , y )( a ,b )

3) Constant multiple rule

lim [k f ( x, y)]  k L
( x , y )( a ,b )

4) Product rule
lim f ( x, y) g ( x, y)  L M
( x , y )( a ,b )

5) Quotient rule
f ( x, y) L
lim  Provided M  0
( x , y )  ( a , b ) g ( x, y ) M
6) Power rule
If r and s are integers with no common factors, and s  0
r r
Then lim [ f ( x, y )] s  Ls
( x , y )  ( a ,b )

Continuity:

Definition: A function f ( x, y) is said to be continuous at a point (a ,b)

if the following is true
i) (a,b) is in the domain of f.
ii) lim f ( x, y) exist
( x , y )( a ,b )

iii) lim f ( x, y)  f (a, b)

( x , y ) ( a ,b )

Definition: If a function f is not continuous at a point (a , b) ,

Then it is called as discontinuous at (a , b) .

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Results: The following results are true for multivariable functions:

1. The sum, difference and product of continuous functions is a continuous function.

2. The quotient of two continuous functions is continuous as long as the Denominator is not 0.

3. Polynomial functions are continuous.

4. Rational functions are continuous in their domain.

5. If f ( x, y) is continuous and g ( x) is defined and continuous on the range of f , then

g ( f ( x, y)) is also continuous.

2.2 Partial Derivatives (Basic)

 Partial Derivative of first order:

Let 𝑧 = 𝑓(𝑥, 𝑦) be a function of two independent variables x and y, then partial derivative
𝜕𝑧 𝜕𝑓
of z with respect to x is denoted by 𝜕𝑥 𝑜𝑟 𝜕𝑥 𝑜𝑟 𝑓𝑥 and is defined as
𝜕𝑧 𝑓(𝑥+𝛿𝑥,𝑦)−𝑓(𝑥,𝑦)
= lim Provided limit on RHS exists.
𝜕𝑥 𝛿𝑥→0 𝛿𝑥
𝜕𝑧 𝜕𝑓
Similarly partial derivative of z with respect to y is denoted by 𝑜𝑟 𝜕𝑦 𝑜𝑟 𝑓𝑦 and is
𝜕𝑦

defined as
𝜕𝑧 𝑓(𝑥,𝑦+𝛿𝑦)−𝑓(𝑥,𝑦)
= lim Provided limit on RHS exists.
𝜕𝑦 𝛿𝑦→0 𝛿𝑦

 Standard Rules:
If u and v are functions of x and y possessing partial derivatives of the first order then we
can use standard rules of differentiation of sum, difference, product and quotient of u and
v as follows:
𝜕𝑧 𝜕𝑢 𝜕𝑣 𝜕𝑧 𝜕𝑢 𝜕𝑣
1. If 𝑧 = 𝑢 ± 𝑣 then 𝜕𝑥 = 𝜕𝑥 ± 𝜕𝑥 , = 𝜕𝑦 + 𝜕𝑦
𝜕𝑦
𝜕𝑧 𝜕𝑣 𝜕𝑢 𝜕𝑧 𝜕𝑣 𝜕𝑢
2. If 𝑧 = 𝑢𝑣, then 𝜕𝑥 = 𝑢 𝜕𝑥 + 𝑣 𝜕𝑥 , = 𝑢 𝜕𝑦 + 𝑣 𝜕𝑦
𝜕𝑦
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
𝑢 𝜕𝑧 𝑣 −𝑢 𝜕𝑧 𝑣 −𝑢
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
3. If 𝑧 = 𝑣 , then 𝜕𝑥 = , =
𝑣2 𝜕𝑦 𝑣2

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Partial Derivatives (Chain rule)

 Composite Function:
Let 𝑧 = 𝑓(𝑥, 𝑦) 𝑎𝑛𝑑 𝑥 = ∅(𝑡), 𝑦 = 𝜑(𝑡) so that z is a function of x, y and x, y are
themselves functions of a third variable t. These three relations define z as a function of t.
In such cases z is called as Composite Function of t.
 Chain rule:
1. If z is a function of x, y and x, y themselves functions of t i.e. if z is a composite
function of t then the derivative of z with respect to t is given by the chain rule:
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= . + .
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
2. If u is a function of x, y, z and x, y, z themselves functions of t i.e. if z is a
composite function of t then the derivative of z with respect to t is given by the
chain rule:
𝑑𝑢 𝜕𝑢 𝑑𝑥 𝜕𝑢 𝑑𝑦 𝜕𝑢 𝑑𝑧
= . + . + .
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝜕𝑧 𝑑𝑡
3. If z is a function of x, y and x, y themselves are the functions of u, v i.e. if z is a
composite function of u, v then the partial derivatives of z with respect to u and v
are given by:
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= . + . , = . + .
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣
4. If w is a function of x, y, z and x, y, z themselves are the functions of u, v i.e. If w is
a composite function of u, v then the partial derivatives of z with respect to u and v
are given by:
𝜕𝑤 𝜕𝑤 𝜕𝑥 𝜕𝑤 𝜕𝑦 𝜕𝑤 𝜕𝑧 𝜕𝑤 𝜕𝑤 𝜕𝑥 𝜕𝑤 𝜕𝑦 𝜕𝑤 𝜕𝑧
= . + . + . , = . + . + .
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑧 𝜕𝑢 𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣 𝜕𝑧 𝜕𝑣

2.3 Taylor’s theorem of function of two variables

Taylor’s Series of Two Variables

If f ( x, y) and all its partial derivatives up to the nth order are finite and continuous at all points
( x, y) , then

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f ( x, y )  f (a, b)  ( x  a ) f x (a, b)  ( y  b) f y (a, b) 

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

2.4 Maxima, Minima and saddle points (second derivative test)

 Maxima and Minima of 𝒛 = 𝒇(𝒙, 𝒚):

i. A function 𝑓(𝑥, 𝑦) is said to be maximum at point (a, b) if 𝑓(𝑎, 𝑏) > 𝑓(𝑎 + ℎ, 𝑦 + 𝑘)
for small values of ℎ 𝑎𝑛𝑑 𝑘, positive or negative.
ii. A function 𝑓(𝑥, 𝑦) is said to be minimum at point (a, b) if 𝑓(𝑎, 𝑏) < 𝑓(𝑎 + ℎ, 𝑦 + 𝑘)
for small values of ℎ 𝑎𝑛𝑑 𝑘, positive or negative.

Working rule to find maxima and minima:

Let f ( x, y) be a function of two variables.

f f
Step1: Find &
x y

f f
Step2: Solve 0 &  0 and find values of x & y.
x y

2 f 2 f 2 f
Step 3: Find  r ,  s ,  t at above points.
x 2 xy y 2

Case(i): If rt  s 2  0 & r  0 then f has maximum at that point.

Case(ii): If rt  s 2  0 & r  0 then f has minimum at that point.

Case(iii): If rt  s 2  0 then f has neither maximum nor minimum (saddle point).

Case(iv): If rt  s 2  0 then failure case.

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2.5 Method of Lagrange Multipliers

 Lagrange Multipliers Method: ( with one constraint)

Let 𝑓(𝑥, 𝑦, 𝑧) be a function of three variables x, y, z and the variables be connected by the
relation ∅(𝑥, 𝑦, 𝑧) = 0……………. (1)
Then to find values of x, y, z for which 𝑓(𝑥, 𝑦, 𝑧) is maximum and minimum construct an
auxiliary equation
𝐹(𝑥, 𝑦, 𝑧) = 𝑓(𝑥, 𝑦, 𝑧) + 𝜆𝜙(𝑥, 𝑦, 𝑧)
Differentiating partially w. r. t. x, y, z and equating to zero we get
𝜕𝐹 𝜕𝑓 𝜕∅
= 𝜕𝑥 + 𝜆 𝜕𝑥 = 0………………… (2)
𝜕𝑥
𝜕𝐹 𝜕𝑓 𝜕∅
= 𝜕𝑦 + 𝜆 𝜕𝑦 = 0………………… (3)
𝜕𝑦
𝜕𝐹 𝜕𝑓 𝜕∅
= + 𝜆 𝜕𝑧 = 0………………… (4)
𝜕𝑧 𝜕𝑧

Solving equations (1), (2), (3) and (4) we can find the values of x, y, z and 𝜆 for which 𝑓(𝑥, 𝑦, 𝑧)
has maximum and minimum values. This method of obtaining maximum and minimum values of
𝑓(𝑥, 𝑦, 𝑧) is called as Lagrange’s method of undetermined multipliers and the equations (2), (3)
and (4) are called Lagrange’s equations. The term 𝜆 is called undermined multiplier.

Classwork problems

2.1 Problems on Limit and continuity

1. Evaluate the following

x 2  3x
1) lim Ans:  2
( x , y ) (1,3) x y
xy  y  2 x  2
2) lim Ans:  2
( x , y ) (0,0) x 1

2x  y  2 1
3) lim Ans:
( x , y ) (2,0) 2x  y  4 4
x 2  xy
4) lim Ans: 0
( x , y ) (0,0) x y
e y sin x
5) lim Ans: 1
( x , y ) (0,0) x

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2. Determine the existence of following limits

x y
1) lim Ans: Does not exist
( x , y )(0,0) x 2  y 2

x2
2) lim Ans: Does not exist
( x , y )(0,0) x 4  y 2

x2 y
3) lim Ans: Does not exist
( x , y )(0,0) x 4  y 4

3. Is f ( x, y)  x2 y  3x3 y 4  x  2 y continuous at (0, 0) ? Where is it continuous?

Ans: Yes , continuous every where

4. Test the continuity for the following functions at origin

2 x2 y
f ( x, y )  4 if ( x, y )  (0, 0)
i) x  y2 Ans: Discontinuous
0 ( x, y )  (0, 0)
x
f ( x, y)  if ( x, y)  (0, 0)
ii) x  y2
2
Ans: Discontinuous
2 ( x, y)  (0, 0)

x2  y 2
f ( x, y )  2 if ( x, y )  (0, 0)
iii) x  y2 Ans: Discontinuous
0 ( x, y )  (0, 0)

2.2 Problems on partial derivatives

1) If u  x 3  3 xy 2 , Prove that  2 u  2 u .
 2 0
x 2
y

2) If u  cos x  y , Prove that 
u u 1
x
x
y 
y 2
 x  y sin  x y 0 
 
3) If u  log x 2  y 2  z 2 , Prove that x
 2u
yz
y
 2u
zx
z
 2u
xy
.

 3u
4) If u  e xyz , Prove that  1  3xyz  x 2 y 2 z 2  e xyz .
xyz
1  y  1  x  2z 2z x2  y2
5) If z  x tan    y tan   , Prove that   2
2 2
.
x  y xy yx x  y 2

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
6) If u  log x 3  y 3  z 3  3xyz then prove that 
2
     9
    u  .
 x y z  x  y  z 2
1  x2
z 2z
7) If z  ct
2
2
 a2 2 .
e 4 a t , then prove that
t x
 2u  2u  2u
8) If u  f (r ) , r  x  y  z , prove that
2 2 2 2 2
 2  2  f ' ' (r )  f ' (r ) .
x 2
y z r
 2u  2u  2u
9) If u  r , r  x  y  z , prove that
m 2 2 2
 2  2  m(m  1)r m  2 .
2

x 2
y z
1 u 1 u 1 u
10) If u  f ( x 2  y 2 , y 2  z 2 , z 2  x 2 ) then prove that    0.
x x y y z z
z z  z z 
11) If x  e u  e v , y  e u  e v , z  f ( x, y) Prove that x  y   .
x y  u v 
z z z
12) If u  log  x 2  y 2  , v  , z  f (u, v) . Prove that x  y  1  v 2
y
x y x
 v
.
2.3 Taylor’s theorem of function of two variables
1. Expand e x sin y in powers of x and y as far as terms of third degree.
2. Find the expansion for cos x cos y in powers of x , y upto fourth order terms.
3. Find the first six terms of the expansion of the function ex log(1  y) in a Taylor’s series
in the neighborhood of the point (0, 0) .
 
4. Expand e x cos y near the point  1,  by Taylor’s Theorem.
 4
y
5. Obtain Taylor’s expansion of tan 1 about (1,1) up to and including the second degree
x
terms.

2.4 Problems on Maxima, minima and saddle points

1. Find extreme values of x 3  xy 2  21x  12x 2  2 y 2 .
{Answer: Max value 10 at (1, 0) and min value -98 at (7, 0).}

2. Find extreme values of x 3 y 2 (12  3x  4 y) . {Answer: Max value 16 at (2, 1).}

3. A rectangular box open at the top has volume of 108 cubic cm. Find the dimensions of
the box requiring least material. {Answer: (6, 6, 3)}

4. Divide 24 into three parts such that the continued product of the first, square of the second
and cube of the third is maximum. {Answer: (4, 8, 12)}

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2.5 Problems on Method of Lagrange multipliers

1. Use Lagrange Multipliers Method to determine minimum distance from origin to the plane
3x  2 y  z  12 . {Answer: Minimum distance is 72 / 7 at x = 18/7, y = 12/7, z = 6/7}
a3 b3 c3
2. If u  2  2  2 where x  y  z  1 , prove that stationary point of u is given by
x y z
a b c
x , y , z using Lagrange Multipliers Method.
abc abc abc
3. Prove that the stationary value of x m y n z p under the condition x  y  z  a is
m n p
 a 
m n p 
m n p
 using Lagrange Multipliers Method.
 m  n  p 

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