Lecture Notes on Differential

Calculus
Muhammad Shahnewaz Bhuyan
Lecturer
Department of Mathematics

Chittagong University of Engineering and Technology

Chattogram-4349

Started From : November 20, 2023

Last Updated On : December 11, 2024
Outline

Syllabus
Limit, Continuity and Differentiability of a function.
Derivative of a real-valued function, Successive differentiation, Liebnitz’s
theorem; Rolle’s theorem, Mean Value theorem.
Taylor’s theorem with remainder, Expansion of a function; Indetermi-
nant forms.
Tangent and Normal of cartesian and polar curves; Subtangent and Sub-
normal.
Partial and total derivatives; Homogeneous functions, Euler’s theorem.
Maxima and Minima of functions of more than one variable
Curvature, Radius of curvature, Center of curvature.

Books Recommended
(i) J. G. B. Thomas, Revised by M. D. Weir and J. Hass, Thomas’ Cal-
culus, Addison-Wesley, 12th Edition.

(ii) H. Anton, I. Bivens and S. Davis, Calculus : Early Transcendentals,

Wiley, 10th Edition, 2018-19.

(iii) J. Stewart, Calculus, Brook’s/Cole Publishing Company, 10th Edition.

(iv) B. S. Grewall, Higher Engineeering Mathematics, Khanna Publishers,

43rd Edition, 2015.

(v) F. Rahman, E. Hossaion, H. Rahman and M. Islam, Calculus I, Titas

Publications, 14th Edition, 2022-23.

(vi) D. Abdul Kuddus, M. F. Rahman, M. E. Hossaion, M. H. Rahman

and M. M. Islam, Calculus II, Titas Publications, 19th Edition, 2022
(January).

(vii) B. C. Das and B. N. Mukherjee, Differential Calculus, U. N. Dhur and

Sons, Private Ltd., 43rd Edition.

ii
Contents

Outline ii

I Single Variable Calculus 1

1 Limit, Continuity and Differentiability 2

1.1 Limit of a Function at a Point . . . . . . . . . . . . . . . . . . 2
1.1.1 Informal definition of limit . . . . . . . . . . . . . . . 2
1.1.2 Formal definition of limit . . . . . . . . . . . . . . . . 2
1.1.3 Algorithm to find δ > 0 for given f (x), L, x0 and ϵ > 0 3
1.2 Precise definition of One-sided Limit . . . . . . . . . . . . . . 3
1.3 Some Frequently Used Limits . . . . . . . . . . . . . . . . . . 4
1.3.1 Limit of constant function . . . . . . . . . . . . . . . . 4
1.3.2 Limit of identity function . . . . . . . . . . . . . . . . 4
1.4 Finite Limit at ∞ or −∞ . . . . . . . . . . . . . . . . . . . . 4
1.5 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.5.1 Continuity of a function at a point . . . . . . . . . . . 4
1.5.2 Continuity test . . . . . . . . . . . . . . . . . . . . . . 5
1.5.3 Continuous function . . . . . . . . . . . . . . . . . . . 5
1.5.4 Point of discontinuity of a function . . . . . . . . . . . 5
1.6 Differentiability of a Function . . . . . . . . . . . . . . . . . . 6
1.6.1 Differentiability of a function at a point . . . . . . . . 6
1.6.2 Derivative of a function with respect to its indepen-
dent variable . . . . . . . . . . . . . . . . . . . . . . . 8

2 Leibnitz’s Theorem 10
2.1 n-th Derivative of Some Well-known Functions . . . . . . . . 10
2.2 Leibnitz’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2.1 Leibnitz’s Theorem . . . . . . . . . . . . . . . . . . . . 11
2.3 Problem Solving Using Leibnitz’s Theorem . . . . . . . . . . 12
2.3.1 Solving some problems using Leibnitz’s Theorem . . . 12

iii
3 Mean Value Theorem 16
3.1 Rolle’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.1.1 Rolle’s theorem . . . . . . . . . . . . . . . . . . . . . . 16
3.1.2 Geometric interpretation of Rolle’s theorem . . . . . . 16
3.1.3 Physical interpretation of Rolle’s theorem . . . . . . . 16
3.2 Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . 17
3.2.1 Mean value theorem . . . . . . . . . . . . . . . . . . . 17
3.2.2 Geometric interpretation of mean value theorem . . . 17
3.2.3 Physical interpretation of mean value theorem . . . . 17

4 Taylor’s Theorem and Taylor’s Series 18

4.1 Taylor’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 18

5 Indeterminant Form 19
5.1 Indeterminant Form . . . . . . . . . . . . . . . . . . . . . . . 19
5.2 L’Hospital Rule . . . . . . . . . . . . . . . . . . . . . . . . . . 19
5.3 Expansion Method . . . . . . . . . . . . . . . . . . . . . . . . 20

6 Application of Derivative 21
6.1 Tangent and Normal of a Curve at a Point . . . . . . . . . . . 21
6.1.1 Slope and tangent of a curve at a point . . . . . . . . 21
6.1.2 Normal of a curve at a point . . . . . . . . . . . . . . 21
6.1.3 Angle between two curves . . . . . . . . . . . . . . . . 22
6.1.4 Method of finding the angle between two curves . . . 22
6.2 Polar Curves and Pedal Equations . . . . . . . . . . . . . . . 22
6.2.1 Pedal equation . . . . . . . . . . . . . . . . . . . . . . 22

II Multivariable Calculus 23

7 Limit and Continuity of Functions of Several Variables 24

7.1 Functions of Several Variables . . . . . . . . . . . . . . . . . . 24
7.1.1 Real-valued functions of n-independent variables . . . 24
7.1.2 Domain and range of a function with several variables 24
7.2 Limit and Continuity of Functions with Several Variables . . 25
7.2.1 Limit at a point of a function with two variables . . . 25
7.2.2 Continuity at a point of a function with two variables 25

8 Partial Differentiation 26
8.1 Partial Derivative . . . . . . . . . . . . . . . . . . . . . . . . . 26
8.1.1 Partial derivatives of a function with two variables . . 26
8.1.2 Geometrical interpretation of partial derivatives . . . . 27
8.1.3 Physical interpretation of partial derivatives . . . . . . 27
8.1.4 Higher order partial derivatives . . . . . . . . . . . . . 27
8.2 Chain Rule for Functions of Two Variables . . . . . . . . . . 30

iv
 8.2.1 Total differential of a function of two independent vari-
ables . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
8.2.2 Chain rule for functions of two independent variables . 31
8.3 Homogeneous Functions . . . . . . . . . . . . . . . . . . . . . 31
8.3.1 Homogeneous function of two independent variables . 31
8.3.2 Euler’s theorem for homogeneous function . . . . . . . 32

9 Extreme Value of Multivariable Functions 36

9.1 Extreme Value of Multivariable Functions . . . . . . . . . . . 36
9.1.1 K T Method . . . . . . . . . . . . . . . . . . . . . . . 38
9.2 Lagrange’s Multiplier . . . . . . . . . . . . . . . . . . . . . . . 38

10 Curvature 39
10.1 Curvature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
10.1.1 Curvature . . . . . . . . . . . . . . . . . . . . . . . . . 39
10.1.2 Curvature of parametric function . . . . . . . . . . . . 42

A Necessary Formulae 43

Appendix A 43
A.1 Trigonometric Formulae . . . . . . . . . . . . . . . . . . . . . 43

Bibliography 45

v
 Part I

Single Variable Calculus

1
Chapter 1

Limit, Continuity and

Differentiability

1.1 Limit of a Function at a Point

1.1.1 Informal definition of limit
Definition 1.1.1 Let f (x) be defined on an open interval (a, b) about
x = x0 , except possibly at x = x0 itself. Then we say that L is the limit of
f (x) as x approaches x0 and we write

lim f (x) = L,
x→x0

if f (x) gets arbitrarily close to L for all x sufficiently close to x0 .

1.1.2 Formal definition of limit

Definition 1.1.2 Let f (x) be defined on an open interval (a, b) about
x = x0 , except possibly at x = x0 itself. Then we say that L is the limit of
f (x) as x approaches x0 and we write

lim f (x) = L,
x→x0

if for every ϵ > 0 there exists a corresponding δ > 0 such that for all x

0 < |x − x0 | < δ ⇒ |f (x) − L| < ϵ.

Remark 1.1.1 Limit of a function at a point does not depend on how the
function is defined at that point.

Remark 1.1.2 A function may fail to have a limit at a point of its domain.

2
1.1.3 Algorithm to find δ > 0 for given f (x), L, x0 and ϵ > 0
To find a suitable δ > 0 for a given f (x), L, x0 and ϵ > 0 such that for all x
0 <| x − x0 |< δ ⇒ | f (x) − L |< ϵ,
undermentioned steps are followed.
(i) Solve the inequality | f (x)−L |< ϵ to the open interval (a, b) containing
x = x0 on which the inequality holds for all x ̸= x0 .
(ii) Find a δ > 0 that places the open interval (x0 − δ, x0 + δ) centered at
x = x0 inside the interval (a, b). The inequality | f (x) − L |< ϵ holds
for all x ̸= x0 in this δ-interval.
√
Problem 1.1.1 For limx→5 x − 1 = 2, find a δ > 0 that works for ϵ = 1.

Problem 1.1.2 Using ϵ − δ definition show that limx→2 f (x) = 4, when

(
x2 , if x ̸= 2
f (x) = .
1, if x = 2
Exercise 1.1.1 Using ϵ − δ definition show that
x2 − 4
(a) limx→2 = 4.
x−2
x2 − 9
(b) limx→3 = 6.
x−3
x3 − 1
(c) limx→1 = 3.
x−1

1.2 Precise definition of One-sided Limit

Definition 1.2.1 We say that f (x) has right-hand limit L at x = x0
and write
lim f (x) = L,
x→x+
0

if for every ϵ > 0 there exists a corresponding δ > 0 such that for all x
x0 < x < x 0 + δ ⇒ |f (x) − L| < ϵ.
Definition 1.2.2 We say that f (x) has left-hand limit L at x = x0 and
write
lim f (x) = L,
x→x−
0

if for every ϵ > 0 there exists a corresponding δ > 0 such that for all x
x 0 − δ < x < x0 ⇒ |f (x) − L| < ϵ.

3
1.3 Some Frequently Used Limits
1.3.1 Limit of constant function
Limit of the constant function f (x) = a at any point x = x0 is a. That is
lim f (x) = lim a = a.
x→x0 x→x0

1.3.2 Limit of identity function

Limit of the identity function f (x) = x at any point x = x0 is x0 . That is.
lim f (x) = lim x = x0 .
x→x0 x→x0
Note 1.3.1 Identity and constant functions always have a limit at any
point.

1.4 Finite Limit at ∞ or −∞

Definition 1.4.1 We say that f (x) has the limit L as x approaches ∞
and write
lim f (x) = L,
x→∞
if, for every ϵ > 0 there exists a corresponding number M such that for all x
x>M ⇒ |f (x) − L| < ϵ.
Definition 1.4.2 We say that f (x) has the limit L as x approaches
−∞ and write
lim f (x) = L,
x→−∞
if, for every ϵ > 0 there exists a corresponding number N such that for all x
x<N ⇒ |f (x) − L| < ϵ.
1
Example 1.4.1 Limit of f (x) =when x → ∞ is 0. Also when x → ∞,
x
then f (x) → 0. To become more clear observe the Figure 1.1.

1.5 Continuity
1.5.1 Continuity of a function at a point
A function y = f (x) is called continuous at an interior point x = x0 of its
domain, if limx→x0 f (x) = f (x0 ). Formally, it is defined as follows.

Definition 1.5.1 (ϵ-δ definition of continuity) Let f (x) be defined on a

neighbourhood of x = x0 . We say that f (x) is continuous at x = x0 , if for
every ϵ > 0 there exists a corresponding δ > 0 such that for all x
|x − x0 | < δ ⇒ |f (x) − f (x0 )| < ϵ.

4
 y

1
Figure 1.1: Graph of y = .
x

1.5.2 Continuity test

A function y = f (x) is continuous at an interior point x = x0 of its domain,
if the following three conditions hold :

(i) f (x0 ) exists.

(ii) limx→x0 f (x) exists.

(iii) limx→x0 f (x) = f (x0 ).

Problem 1.5.1 Discuss the continuity of the function



 1, if x ≤ 0

 π
f (x) = 1 + sin x, if 0 < x ≤
2

  π 2 π
2 + x −
 , if x > .
2 2
π
at x = .
2
Solution

1.5.3 Continuous function

Definition 1.5.2 A function is called continuous, if it is continuous at
all points of its domain.

1.5.4 Point of discontinuity of a function

Definition 1.5.3 (Point of discontinuity of a function) A point x = x0
is called a point of discontinuity of a function y = f (x), if it is not

5
continuous at x = x0 and then x = x0 is called the point of discontinuity
of f .

1.6 Differentiability of a Function

1.6.1 Differentiability of a function at a point
Definition 1.6.1 (Differentiability of a function at a point) A function
y = f (x) is called differentiable at x = x0 , if the limit

f (x0 + h) − f (x0 )
f ′ (x0 ) = lim
h→0 h
exists.

In an alternative fashion above definition is also stated as follows.

Definition 1.6.2 (Differentiability of a function at a point) A function

y = f (x) is called differentiable at x = x0 , if

f (x) − f (x0 )
lim
x→x0 x − x0
exists.

Problem 1.6.1 Discuss the differentiability of the function



 1, if x ≤ 0

 π
f (x) = 1 + sin x, if 0 < x ≤
2
2 + x − π 2 , if x > π .

  

2 2
π
at x = .
2
π
Solution To check the differentiability of f (x) at x = , we need to check
2

6
 π  π 
π  f +h −f
whether the limit f ′ = limh→0 2 2 exists or not. Now,
2 h
π  π  h π i
π  f +h −f 1 + sin +h −2
Lf ′ = lim 2 2 = lim 2
2 h→0
− h h→0
− h
  
h
− 1 − cos 2 ×
cos (h) − 1 2
= lim = lim
h→0− h h→0 − h
     2 
2 h h
−2 sin  sin 2 
2 h
= lim = − lim  × =0
  
h→0− h h→0 −  h  2 
2

and
π  π 
π  f +h −f
Rf ′ = lim 2 2
2 h→0+ h
 π 
π 2
2+ +h− −2
2 2
= lim
h→0+ h
h 2
= lim = lim h = 0
+ h
h→0 h→0+
π  π 
π  π  f +h −f
Since Lf ′ = Rf ′ , the limit limh→0 2 2 exists.
2 2 h
π
Therefore f (x) is differentiable at x = .
2
Exercise 1.6.1 Discuss the continuity and differentiability of the following
functions at the stated points.
(a) f (x) =| x + 1 | +|x − 3| at the points x = −1, x = 1 and x = −3.

2
x − 1, if x ≤ 0

(b) f (x) = x, if 0 < x < 3 at the points x = −1 and x = 3.

1
x, if x ≥ 3.
(
x2 sin x1 , if x ̸= 0


(c) f (x) = at the point x = 0.
0, if x = 0.

−2x + 2,
 if x < −1
Solution (a) Hints : f (x) =| x+1 | +|x−3| = 4, if − 1 ≤ x ≤ 3

2x − 2, if x > 3.


7
Definition 1.6.3 (Derivative of a function at a point) For y = f (x), if the
limit
f (x0 + h) − f (x0 )
lim ,
h→0 h
or equivalently
f (x) − f (x0 )
lim
x→x0 x − x0
exists, then it is denoted by f ′ (x0 ) and called the derivative of f (x) at
x = x0 .

1.6.2 Derivative of a function with respect to its independent

variable
Definition 1.6.4 The derivative of a function y = f (x) with respect to
x is denoted by f ′ (x) and defined as

f (x + h) − f (x)
f ′ (x) = lim
h→0 h
provided the limit exists.

Alternatively, the above definition is also stated as follows.

Definition 1.6.5 The derivative of a function y = f (x) with respect to

x is denoted by f ′ (x) and also defined as

f (z) − f (x)
f ′ (x) = lim
z→x z−x
provided the limit exists.
d dy
Note 1.6.1 We also write (f (x)) or to mean f ′ (x).
dx dx
Theorem 1.6.1 Every differentiable function is continuous.

The converse of the above theorem may not be true.

Definition 1.6.6 (Differentiation) The process of calculating derivative of

a function is called differentiation.
−1
Problem 1.6.2 Differentiate xsin x with respect to sin−1 x.

Exercise 1.6.2 Find the derivative of

−1
(a) esin x with respect to cos 3x.
−1
(b) ea sin x with respect to cos 3x.

8
    
2x −1 2x
(c) tan−1 with respect to sin .
1 − x2 1 + x2
   
−1 x −1 1
(d) tan √ with respect to sec .
1 − x2 2x2 − 1
√ !
1 − x 2−1
(e) tan−1 with respect to tan−1 (x).
x

−1
esin x
Solution (a) − √
3 1 − x2 sin 3x
−1
aea sin x
(b) − √
3 1 − x2 sin 3x
(c) 1
1
(d)
2
1
(e)
2

9
Chapter 2

Leibnitz’s Theorem

For this chapter the reader is referred to [5, 3].

2.1 n-th Derivative of Some Well-known Functions

Using the notion of successive differentiation, we can easily derive a formula
for the n-th derivative of a n-times differentiable function.

Formula 2.1.1 If y = xn , then yn = n!.

Corollary 2.1.1 If y = xn , then yn+1 = 0, yn+2 = 0, yn+3 = 0 etc.

m!
Formula 2.1.2 If y = (ax + b)m , then yn = an (ax + b)m−n ,
(m − n)!
provided that m, n ∈ N and m > n.

Corollary 2.1.2 If y = (ax + b)m and m = n, then yn = n!an .

Formula 2.1.3 If y = emx , then yn = mn emx .

1 (−1)n · n!
Formula 2.1.4 If y = , then yn = .
x+a (x + a)n+1

(−1)n−1 · (n − 1)! · an
Formula 2.1.5 If y = ln(ax + a), then yn = .
(ax + a)n

(−1)n−1 · (n − 1)!
Corollary 2.1.3 If y = ln(x + a), then yn = .
(x + a)n
 nπ 
Formula 2.1.6 If y = sin(ax + a), then yn = an sin + ax + b .
2
 nπ 
Formula 2.1.7 If y = cos(ax + a), then yn = an cos + ax + b .
2

10
2.2 Leibnitz’s Theorem
2.2.1 Leibnitz’s Theorem
To find the n-th derivative of the product of two n-times differentiable func-
tions, mathematician Leibnitz gave a formula, which is known to us as Leib-
nitz’s Theorem.

Theorem 2.2.1 If each of the functions u = u(x) and v = v(x) are n-times
differentiable, then
     
n n n
(uv)n = un v + un−1 v1 + un−2 v2 + ... + un−r vr + ... + uvn ,
1 2 r

dn dn dn
where un = (u), v n = (v) and (uv) n = (uv).
dxn dxn dxn
Proof. Let u = u(x) and v = v(x) be two n times differentiable functions.
Now,

(uv)1 = u1 v + uv1 (2.1)

Again,
d
(uv)2 = ((uv)1 )
dx
d
= (u1 v + uv1 )
dx
= u2 v + u1 v1 + u1 v1 + uv2
= u2 v + 2u1 v1 + uv2
 
2
= u2 v + u1 v1 + uv2 (2.2)
1

Moreover,
d
(uv)3 = ((uv)2 )
dx
d
= (u2 v + 2u1 v1 + uv2 )
dx
= u3 v + u2 v1 + 2u2 v1 + 2u1 v2 + u1 v2 + uv3
= u2 v + 3u2 v1 + 3u1 v2 + uv3
   
3 3
= u2 v + u2 v1 + u1 v2 + uv3 (2.3)
1 2

Here, (2.1), (2.2) and (2.3) show that given statement is respectively true
for n = 1, 2, 3.

11
 Let the given statement be for n = m. So
   
m m
(uv)m = um v + um−1 v1 + um−2 v2 + ...+
1 2
 
m
um−r vr + ... + uvm . (2.4)
r
Differentiating both sides of (2.4) with respect to x, we obtain that
     
m m m
(uv)m+1 = um+1 v + um v1 + um v1 + um−1 v2 + um−1 v2
1 1 2
     
m m m
+ um−2 v3 + ... + um−r+1 vr + um−r vr+1 + ...
2 r r
+ u1 vm + uvm+1
      
m m m
= um+1 v + 1 + um v1 + + um−1 v2 + ...
1 1 2
   
m m
+ + um−r+1 vr + ... + uvm+1
r−1 r
       
m m m m
= um+1 v + + um v1 + + um−1 v2 + ...
0 1 1 2
   
m m
+ + um−r+1 vr + ... + uvm+1
r−1 r
   
m+1 m+1
= um+1 v + um v1 + um−1 v2 + ...
1 2
 
m+1
+ um+1−r vr + ... + uvm+1 ; (2.5)
r
     
p p p+1
as + = .
q−1 q q
That is, (2.5) is equivalent to the given statement for n = m + 1. Thus if
the given statement is true for n = m, then it is also true for n = m + 1.
Therefore the Theorem is true for all n ∈ N.

2.3 Problem Solving Using Leibnitz’s Theorem

2.3.1 Solving some problems using Leibnitz’s Theorem
At this stage, we use Leibnitz’s Theorem as a device to find the n-th deriva-
tive of the product of two n-times differentiable functions.

Note 2.3.1 In case of applying Leibnitz’s Theorem to find (uv)n , we con-

sider that function as v which is easy to differentiate and becomes 0 after a
comparatively few number of steps. For example, to find yn = (x3 sin x)n ,
we consider x3 as v.

12
Problem 2.3.1 Find yn , when y = x3 sin x. Then find yn .

Solution Now,

yn = (sin x)x3


n
(2.6)

Considering sin x as u and x3 as v, according to the Leibnitz Theorem,

we can write (2.6) as
 nπ   n 
(n − 1)π

3 2
yn = x sin +x + · 3x · sin +x
2 1 2
       
n (n − 2)π n (n − 3)π
+ · 6x · sin +x + · 6 · sin +x
2 2 3 2
 nπ  h π  nπ i
= x3 sin + x − 3nx2 sin − +x
2 2 2
n(n − 1) h  nπ i
− · 6x · sin π − +x
2 2
n(n − 1)(n − 2) 3π  nπ 
− · 6 · sin − +x
6 2 2
 nπ   nπ   nπ 
= x3 sin + x − 3nx2 cos + x − 3n(n − 1)x sin +x
2  nπ 2 2
+ n(n − 1)(n − 2) cos +x
2
 nπ 
= x3 − 3n(n − 1)x sin
 
+x
2  nπ 
2
 
− 3nx − n(n − 1)(n − 2) cos +x .
2
n!
Exercise 2.3.1 For y = xn ln x, show that yn+1 = .
x
2 y 2 2


Problem 2.3.2 Show that
 1 − x n+2 −(2n+1)xyn+1 −(n +a )yn = 0,
1
whenever x = sin ln y . Hence deduce a formula for (yn )0 .
a

Solution Here
 
1
x = sin ln y
a
−1
⇒ y = ea sin x
(2.7)

Differentiating both sides with respect to x,

−1 a a
y1 = ea sin x × √ = y√ (2.8)
1 − x2 1 − x2
p
⇒ 1 − x2 y1 = ay ⇒ (1 − x2 )y12 = a2 y 2

13
Again, differentiating both sides with respect to x,

2y1 y2 (1 − x2 ) − 2xy12 = 2a2 yy1

⇒ y2 (1 − x2 ) − xy1 − a2 y = 0 (2.9)

Applying Leibnitz’s theorem,

     
2 n n
yn+2 (1 − x ) + yn+1 (−2x) + yn (−2) + 0
1 2
   
n
yn (1) + 0 − a2 yn + 0 = 0
 
− xyn+1 +
1
n(n − 1)
⇒ (1 − x2 )yn+2 − 2nxyn+1 − 2 × yn − xyn+1 − nyn − a2 yn = 0
2
∴ (1 − x2 )yn+2 − (2n + 1)xyn+1 − (n2 + a2 )yn = 0. (2.10)

Putting x = 0 in (2.7) and (2.8), we obtain respectively

(y)0 = e0 = 1

and
a
(y1 )0 = e0 × = a.
1
Again, putting x = 0 in (2.9),

(y2 )0 (1 − 02 ) − (0) (y1 )0 − a2 (y)0 = 0

⇒ (y2 )0 − a2 × 1 = 0 ∴ (y2 )0 = a2 .

Putting x = 0 in (2.10),

(1 − 02 ) (yn+2 )0 − (2n + 1) × 0 × (yn+1 )0 − (n2 + a2 ) (yn )0 = 0

⇒ (yn+2 )0 = (n2 + a2 ) (yn )0 . (2.11)

Replacing n by n − 2 in (2.11),

(yn )0 = (n − 2)2 + a2 (yn−2 )0 .

 
(2.12)

Now, putting n = 3, 4, 5, 6, · · · in (2.12), we obtain respectively

(y3 )0 = (12 + a2 ) (y1 )0 = (12 + a2 )a, as (y1 )0 = a

(y4 )0 = (22 + a2 ) (y2 )0 = (22 + a2 )a2 , as (y2 )0 = a2
(y5 )0 = (32 + a2 ) (y3 )0 = (32 + a2 )(12 + a2 )a
(y6 )0 = (42 + a2 ) (y4 )0 = (42 + a2 )(22 + a2 )a2

and so on. Therefore

(
(n − 2)2 + a2 . · · · .(32 + a2 )(12 + a2 )a,

when n is odd
(yn )0 =  .
(n − 2)2 + a2 . · · · .(42 + a2 )(22 + a2 )a2 ,

when n is even

14
Exercise 2.3.2 (***) If y = sin m sin−1 x , then determine (yn )0 .

Exercise 2.3.3 (***) If y = tan−1 x, then show that

(1 + x2 )yn+2 + 2(n + 1)xyn+1 + n(n + 1)yn = 0.

Exercise 2.3.4 (***) If y = a cos (ln x) + b sin (ln x), then show that

x2 yn+2 + (2n + 1)xyn+1 + (n2 + 1)yn = 0.

Exercise 2.3.5 (***) If sin−1 y = m sin−1 (x), then show that

(1 − x2 )yn+2 − (2n + 1)xyn+1 + (m2 − n2 )yn = 0.

Or, if y = sin m sin−1 x , then show that

(1 − x2 )yn+2 − (2n + 1)xyn+1 + (m2 − n2 )yn = 0.

Exercise 2.3.6 (***) If ln y = tan−1 x, then show that

(1 + x2 )yn+2 + (2nx + 2x − 1)yn+1 + n(n + 1)yn = 0.

Exercise 2.3.7 (**) If y = sin (a ln(x + b)), then show that

(x + b)2 yn+2 + (2n + 1)(x + b)yn+1 + (n2 + a2 )yn = 0.

Exercise 2.3.8 (**) If y = cos (ln(1 + x)), then show that

(1 + x)2 yn+2 + (2n + 1)(1 + x)yn+1 + (n2 + 1)yn = 0.

1 1
Exercise 2.3.9 (***) If y m + y − m = 2x, then show that

(x2 − 1)yn+2 + (2n + 1)xyn+1 + (n2 − m2 )yn = 0.

−1
Exercise 2.3.10 (*) If y = em cos x, then show that

(1 − x2 )yn+2 − (2n + 1)xyn+1 − (n2 + m2 )yn = 0.

 √ m
Exercise 2.3.11 (**) If y = x + x2 + 1 , then show that

(1 + x2 )yn+2 + (2n + 1)xyn+1 + (n2 − m2 )yn = 0.

−1
Exercise 2.3.12 (*) If y = etan x = ∞ r
P
r=0 ar x , then show that

(n + 2)an+2 + nan = an+1 .

Exercise 2.3.13 (**) If y = (x2 − 1)n , then show that

(x2 − 1)yn+2 + 2xyn+1 − n(n + 1)yn = 0.

dn
 
d 2 du
+n(n+1)u = 0, where u = n (x2 − 1)n .


Also show that (1 − x )
dx dx dx

15
Chapter 3

Mean Value Theorem

For this chapter the reader is referred to Thomas and Finney [7], Stewart [6],
Anton [2] and [5].

3.1 Rolle’s Theorem

3.1.1 Rolle’s theorem
Theorem 3.1.1 (Rolle’s theorem) If a function y = f (x) is continuous on
the closed interval [a, b], differentiable on the open (a, b) and f (a) = f (b),
then there exists at least one c ∈ (a, b) such that f ′ (c) = 0.

Note 3.1.1 If one of three hypotheses in Rolle’s theorem is not obeyed by

a function at a point, then that function fails to have a horizontal tangent
at that point.

3.1.2 Geometric interpretation of Rolle’s theorem

If the graph of a differentiable function crosses a horizontal line at two
different points, then there is at least one point between them where the
tangent to the graph is horizontal.

3.1.3 Physical interpretation of Rolle’s theorem

Suppose that a smooth function x = f (t) describes the position of a body
moving along the straight line. If the position of the body becomes same at
time t = t1 and t = t2 , then at least once between the time interval (t1 , t2 )
the velocity of the body will be zero.

Problem 3.1.1 Verify the Rolle’s theorem for the function

(a) f (x) = |x| on (−1, 1)
(b) f (x) = tan x in [0, π]

16
 (c) f (x) = x2 in (−1, 1)
√ √
(d) f (x) = 2x3 + x2 − 4x − 2 in [− 2, 2]

(e) f (x) = x2 + 5x − 6 in (−6, 1)

(
x, when 0 ≤ x ≤ 1
(f) f (x) = over the interval (0, 2).
2 − x, when 1 < x ≤ 2

3.2 Mean Value Theorem

3.2.1 Mean value theorem
Mean value theorem is the generalization of the Rolle’s theorem. This the-
orem was first stated by the mathematician Joseph-Louis Lagrange.

Theorem 3.2.1 (Mean value theorem) If a function y = f (x) is continuous

on the closed interval [a, b] and differentiable on the open (a, b), then there
f (b) − f (a)
exists at least one c ∈ (a, b) such that f ′ (c) = .
b−a

3.2.2 Geometric interpretation of mean value theorem

If the graph of a differentiable function y = f (x) crosses a non-vertical line
at two different points (a, f (a)) and (b, f (b)), then there is at least one point
between them where the tangent to the curve is parallel to the line joining
the points (a, f (a)) and (b, f (b)).

3.2.3 Physical interpretation of mean value theorem

f (b) − f (a)
If is treated as an average change in a function f over the
b−a
interval [a, b] and f ′ (c) is treated as its instantaneous change, then the mean
value theorem says that at some interior points of [a, b] the instantaneous
change must be equal to the average change over entire interval.

Note 3.2.1 Mean value theorem is also known as Lagrange’s mean value
theorem.

Problem 3.2.1 Verify the mean value theorem for the function

(a) f (x) = 3 + 2x − x2 on (0, 1)

(b) f (x) = x(x − 1)(x − 2) in 0, 12

 

(c) f (x) = (x − 1)(x − 2)(x − 3) in [0, 4].

17
Chapter 4

Taylor’s Theorem and

Taylor’s Series

For this chapter the reader is referred to Thomas and Finney [7], Anton [2].

4.1 Taylor’s Theorem

18
Chapter 5

Indeterminant Form

For this chapter the reader is referred to Stewart [6, Section 6.8 of Page 469]
and [5].

5.1 Indeterminant Form

If to determine the limit of a function at a point we get the function value
in one or more of the following forms
0 ∞ 0
, , 0 , ∞ × 0, ∞ − ∞, ∞0 , 10 ,
0 ∞
then the function is said to be of the indeterminant form. Limit of the
function at that point may or may not exist. This type of limit problems
are solved by using two methods

(a) L’Hospital’s rule

(b) Expansion method.

5.2 L’Hospital Rule

ex − esin x
Problem 5.2.1 Determine limx→0 .
x − sin x
1
Formula 5.2.1 lim (1 + x) x = e .
x→0

 x
1
Formula 5.2.2 lim 1+ =e.
x→∞ x

Problem 5.2.2 Determine lim π sin xtan x .

x→
2

19
5.3 Expansion Method
x3 x5 x7
Formula 5.3.1 sin x = x − + − + ···.
3! 5! 7!
1 2
Formula 5.3.2 tan x = x + x3 + x5 + · · · .
3 15
Problem 5.3.1 Find the value of

 1  1  1
sin x x sin x x3 tan x x2
(a) limx→0 (c) limx→0 (b) limx→0
x x x

 1  1  1
sin x x2 tan x x tan x x3
(b) limx→0 (d) limx→0 (c) limx→0
x x x

20
Chapter 6

Application of Derivative

For this chapter the reader is referred to Thomas and Finney [7], Anton [2],
B. S. GRewall [4].

6.1 Tangent and Normal of a Curve at a Point

6.1.1 Slope and tangent of a curve at a point
Definition 6.1.1 The slope m of a curve y = f (x) at a (x0 , f (x0 )) is
defined as
f (x0 + h) − f (x0 )
m = lim , provided the limit exists.
h→0 h
If the above limit exists, then the tangent of the curve y = f (x) at a point
(x0 , f (x0 )) is defined as the line

y − f (x0 ) = m(x − x0 ).

6.1.2 Normal of a curve at a point

Definition 6.1.2 The normal of a curve y = f (x) at a point (x0 , f (x0 ))
is the line passing through the point (x0 , f (x0 )) and perpendicular to the
tangent of the curve at that point.

Problem 6.1.1 If the line x cos α + y cos β = p touches the curve with
xm y m
equation m + m = 1, then show that
a b
m m m
(a cos α) m − 1 + (b sin α) m − 1 = p − 1.
m

21
6.1.3 Angle between two curves
Definition 6.1.3 Angle between two curves is nothing but the angle
between the tangents to the curves at their point of intersection.

Definition 6.1.4 If the curves intersects each other at the angle 90o , then
the curves are called orthogonal.

6.1.4 Method of finding the angle between two curves

To find the angle between two curves, at first we find the point of intersection
of the curves. Then we find the slope of the tangents of the curves at their
point of intersection. If the slopes are m1 and m2 , then we find the angle θ
m1 − m2
between the curves by using the formula tan θ = tan−1 .
1 + m1 m2

Problem 6.1.2 Show that the curves ax2 + by 2 = 1 and a′ x2 + b′ y 2 = 1

1 1 1 1
intersect each other orthogonally if − = ′ − ′ .
a b a b

6.2 Polar Curves and Pedal Equations

Theorem 6.2.1 If ϕ is the angle between the radius vector ⃗r and tangent
dθ
at any point of the curve r = f (θ), then tan ϕ = r .
dr

6.2.1 Pedal equation

Definition 6.2.1 If ⃗r is the radius vector of any point on the curve and p
is the length of the perpendicular from the pole on the tangent line at that
point, then the equation involving p and r is called the pedal equation.

Problem 6.2.1 Obtain the pedal equation of rn = an cos nθ.

22
 Part II

Multivariable Calculus

23
Chapter 7

Limit and Continuity of

Functions of Several
Variables

7.1 Functions of Several Variables

7.1.1 Real-valued functions of n-independent variables
Definition 7.1.1 Let A be a set of n-tuples. Then a real-valued func-
tion f of n-independent variables, denoted by f : A → R, is a re-
lation that assigns every (x1 , x2 , x3 , . . . , xn ) belonging to A to a unique
f (x1 , x2 , x3 , . . . , xn ) belonging to R.

Note 7.1.1 In some textbooks like [2, Definitions 13.1.1 and 13.1.2 of
Page 907] a function with n-independent variables is simply referred as a
function of n-variables.

7.1.2 Domain and range of a function with several variables

Definition 7.1.2 Let f be a real-valued function from a set A of n-tuples
to the set R. Then the set A is called the domain of f and it is denoted
by writing domain(f ). In this case, the set R is called the co-domain of F .
Moreover, the set

{y ∈ R : f (x1 , x2 , x3 , . . . , xn ) = y for all (x1 , x2 , x3 , . . . , xn ) ∈ A}

is called the range of f and it is denoted by writing range(f ).

Example 7.1.1 the formula f (x, y) = sin xy is a function of two indepen-

dent variables. Here domain(f ) = R2 and range(f ) = [−1, 1].

Exercise 7.1.1 Find the domain and range of the following functions.

24
 1
p
(a) f (x, y, z) = (d) f (x, y) = − x2 + y 2
xyz
√
x+y+z
p
(b) f (x, y, z) = (e) f (x, y, z) = x2 + y 2 + z 2
y+1
p p
(c) f (x, y) = x2 + y 2 (f) f (x, y, z) = 1 − x2 − y 2 − z 2

7.2 Limit and Continuity of Functions with Sev-

eral Variables
7.2.1 Limit at a point of a function with two variables
Definition 7.2.1 Let f (x, y) be defined on an open disk D centered at
(x, y) = (x0 , y0 ), except possibly at (x, y) = (x0 , y0 ) itself. Then we say that
L is the limit of f (x, y) as (x, y) approaches (x0 , y0 ) and we write

lim f (x, y) = L,
(x,y)→(x0 ,y0 )

if for every ϵ > 0 there exists a corresponding δ > 0 such that for all (x, y)
q
0 < (x − x0 )2 + (y − y0 )2 < δ ⇒ |f (x, y) − L| < ϵ.

7.2.2 Continuity at a point of a function with two variables

Definition 7.2.2 Let f (x, y) be defined on an open disk D centered at
(x, y) = (x0 , y0 ). We say that f (x, y) is continuous at (x, y) = (x0 , y0 ), if
for every ϵ > 0 there exists a corresponding δ > 0 such that for all (x, y)
q
(x − x0 )2 + (y − y0 )2 < δ ⇒ |f (x, y) − f (x0 )| < ϵ.

25
Chapter 8

Partial Differentiation

For detail of this chapter the reader is referred to Thomas and Finney [7],
Anton [2] and [1].

8.1 Partial Derivative

8.1.1 Partial derivatives of a function with two variables
Definition 8.1.1 The partial derivative of f (x, y) with respect to x at
∂f
the point (x0 , y0 ) is denoted by and defined as
∂x (x0 ,y0 )

∂f f (x0 + h, y0 ) − f (x0 , y0 )
= lim ,
∂x (x0 ,y0 ) h→0 h

provided that the limit exists. Again, the partial derivative of f (x, y)
∂f
with respect to y at the point (x0 , y0 ) is denoted by and defined
∂y (x0 ,y0 )
as
∂f f (x0 , y0 + h) − f (x0 , y0 )
= lim ,
∂y (x0 ,y0 ) h→0 h
provided that the limit exists.

∂f ∂f
Note 8.1.1 The equivalent notations for are (x0 , y0 ), or
∂x (x0 ,y0 ) ∂x
∂z
fx (x0 , y0 ). If z = f (x, y), then the notation is also used instead
∂x (x0 ,y0 )
∂f ∂f
of . Similar notations are used for .
∂x (x0 ,y0 ) ∂y (x0 ,y0 )

26
8.1.2 Geometrical interpretation of partial derivatives
∂f
Geometrically, represents the slope of the curve z = f (x, yo ) at
∂x (x0 ,y0 )
the point (x0 , y0 , f (x0 , y0 )) in the plane y = y0 (see Figure 8.1).

Figure 8.1: Geometrical interpretation partial derivative.

. Source : Figure 14.15 of [7, Page 765]

8.1.3 Physical interpretation of partial derivatives

∂f
represents the rate of change of f (x, y) at the point (x0 , y0 ) with
∂x (x0 ,y0 )
∂f
respect to x when y remains fixed at y = y0 . Similarly, represents
∂y (x0 ,y0 )
the rate of change of f (x, y) at the point (x0 , y0 ) with respect to y when x
remains fixed at x = x0 .

8.1.4 Higher order partial derivatives

Definition 8.1.2 Differentiating a function f (x, y) twice, we get its sec-
ond order partial derivatives

∂2f ∂2f ∂2f ∂2f

or fxx , or fyy , or fxy , or fyx ,
∂x2 ∂y 2 ∂x∂y ∂y∂x

27
which are defined as
∂2f
  2
∂2f ∂2f
     
∂ ∂f ∂ f ∂ ∂f ∂ ∂f ∂ ∂f
= , 2 = , = , = .
∂x2 ∂x ∂x ∂y ∂y ∂y ∂x∂y ∂x ∂y ∂y∂x ∂y ∂x

Similarly, we get third and higher order derivatives.

Theorem 8.1.1 (Clairaut’s theorem) If a function f (x, y) and its par-

∂f ∂f ∂ 2 f ∂2f
tial derivatives , , , are defined throughout an open disk
∂x ∂y ∂x∂y ∂y∂x
containing the point (x0 , y0 ) and all are continuous at (x0 , y0 ), then

∂2f ∂2f
=
∂x∂y ∂y∂x

at the point (x0 , y0 ).

Note 8.1.2 Above theorem is named after the French mathematician

Alexis Clairaut, as he discovered it. This theorem is also referred as the
mixed derivative theorem.
∂2f ∂2f
Problem 8.1.1 If f (x, y) = ln(x2 + y 2 ), then show that 2
+ 2 = 0.
∂x ∂y
Solution Here
∂f 2x ∂f 2y
= 2 and = 2 .
∂x x + y2 ∂y x + y2
So
∂2f (x2 + y 2 ) × 2 − 2x × 2x 2(y 2 − x2 )
= =
∂x2 (x2 + y 2 )2 (x2 + y 2 )2
and
∂2f (x2 + y 2 ) × 2 − 2y × 2y 2(x2 − y 2 )
= = .
∂y 2 (x2 + y 2 )2 (x2 + y 2 )2
∂2f ∂2f 2(y 2 − x2 + x2 − y 2 )
Therefore + = = 0.
∂x2 ∂y 2 (x2 + y 2 )2
1
Problem 8.1.2 If a function f is defined as f (x, y, z) = (x2 + y 2 + z 2 )− 2 ,
2
∂ f ∂2f ∂2f
then show that + + = 0.
∂x2 ∂y 2 ∂z 2
Solution Here
∂f 1
− 3
− 3
= − × x2 + y 2 + z 2 2 × 2x = −x x2 + y 2 + z 2 2 .
∂x 2

28
So
∂2f
 
∂ ∂ −3 2
− 5
− 3
2
= = −x × x + y 2 + z 2 2 × 2x − x2 + y 2 + z 2 2
∂x ∂x ∂x 2

− 5
− 3
= 3x2 x2 + y 2 + z 2 2 − x2 + y 2 + z 2 2

− 5 h
1 i
= x2 + y 2 + z 2 2 3x2 − x2 + y 2 + z 2

− 5
= x2 + y 2 + z 2 2 2x2 − y 2 − z 2 .

Similarly,
∂2f 2 2

5
2 −2 2 2 2


= x + y + z 2y − z − x
∂y 2
and
∂2f
− 5
= x2 + y 2 + z 2 2 2z 2 − x2 − y 2 .


∂z 2
2
∂ f ∂2f ∂2f
− 5
Therefore 2
+ 2
+ 2
= x2 + y 2 + z 2 2 × 0 = 0.
∂x ∂y ∂z

Problem 8.1.3 If f (x, y, z) = ln(x3 + y 3 + z 3 − 3xyz), then show that

∂ 2
 
∂ ∂ −9
+ + f= .
∂x ∂y ∂z (x + y + z)2

Solution We have

∂ 2
    
∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂
+ + f= + + + + f
∂x ∂y ∂z ∂x ∂y ∂z ∂x ∂y ∂z
  
∂ ∂ ∂ ∂f ∂f ∂f
= + + + + .
∂x ∂y ∂z ∂x ∂y ∂z

Here
∂f 3x2 − 3yz
= 3 ,
∂x x + y 3 + z 3 − 3xyz
∂f 3y 2 − 3zx
= 3
∂x x + y 3 + z 3 − 3xyz
and
∂f 3z 2 − 3xy
= 3 .
∂x x + y 3 + z 3 − 3xyz
So
∂f ∂f ∂f 3(x2 + y 2 + z 2 − xy − yz − zx
+ + =
∂x ∂y ∂z x3 + y 3 + z 3 − 3xyz
3(x2 + y 2 + z 2 − xy − yz − zx) 3
= 2 2 2
= .
(x + y + z)(x + y + z − xy − yz − zx) x+y+z

29
So

∂ 2
    
∂ ∂ ∂ ∂ ∂ ∂f ∂f ∂f
+ + f= + + + +
∂x ∂y ∂z ∂x ∂y ∂z ∂x ∂y ∂z
  
∂ ∂ ∂ 3
= + +
∂x ∂y ∂z x+y+z
     
∂ 3 ∂ 3 ∂ 3
= + +
∂x x + y + z ∂y x + y + z ∂z x + y + z
=(−3)(x + y + z)−2 + (−3)(x + y + z)−2 + (−3)(x + y + z)−2
−9
= .
(x + y + z)2

∂2u 2
2 ∂ u.
Problem 8.1.4 If u = f (x+ay)+g(x−ay), then show that = a
∂y 2 ∂x2
Solution Here
∂u
= f ′ (x + ay) + g ′ (x − ay).
∂x
So
∂2u
= f ′′ (x + ay) + g ′′ (x − ay).
∂x2
Again,
∂u
= af ′ (x + ay) − ag ′ (x − ay).
∂y
So
∂2u
= a2 f ′′ (x + ay) + a2 g ′′ (x − ay)
∂y 2
∂2u
= a2 f ′′ (x + ay) + g ′′ (x − ay) = a2 2 .


∂x
Note 8.1.3 Solution having the form u = f (x + at) + g(x − at) is known
∂2u ∂2u
as the D’Alembert’s solution of the heat equation 2 = a2 2 .
∂t ∂x

8.2 Chain Rule for Functions of Two Variables

8.2.1 Total differential of a function of two independent vari-
ables
Definition 8.2.1 The total differential of the function f (x, y) is denoted
∂f ∂f
by df and defined as df = dx + dy.
∂x ∂y

30
8.2.2 Chain rule for functions of two independent variables
Theorem 8.2.1 If f (x, y) is differentiable at (x, y) and x = φ(t), y = ψ(t)
df ∂f dx ∂f dy
are differentiable at t, then = + .
dt ∂x dt ∂y dt

Problem 8.2.1 If f (x, y) = sin−1 (x − y), x = 3t, y = 4t3 , then with the
df 3
help of chain rule show that =√ .
dt 1 − t2
Solution Here
∂u 1 1
=p =p
∂x 1 − (x − y)2 1 − (3t − 4t3 )2
1 1
=√ =p
2 2
1 − 9t + 24t − 16t 6 (1 − t )(1 − 8t2 + 16t4 )
2

1 1
=p = √ .
2 2
(1 − t )(1 − 4t ) 2 (1 − 4t ) 1 − t2
2

Again
∂u 1 1
= −p =p
∂y 1 − (x − y)2 1 − (3t − 4t3 )2
1
=− √ .
(1 − 4t ) 1 − t2
2

dx dy
Moreover = 3 and = 12t2 . Therefore
dt dt
du ∂u dx ∂u dy
= +
dt ∂x dt ∂y dt
1 1
= √ ×3− √ × 12t2
2
(1 − 4t ) 1 − t 2 (1 − 4t ) 1 − t2
2

3(1 − 4t2 ) 3
= √ =√ .
2
(1 − 4t ) 1 − t 2 1 − t2

8.3 Homogeneous Functions

8.3.1 Homogeneous function of two independent variables
Definition 8.3.1 A function z = f (x, y) is called
  homogeneous func-
y x
tion of degree n, if z = xn φ or z = y n φ .
x y

In an alternative fashion, a homogeneous function of two independent

variables is defined as follows.

31
Definition 8.3.2 A function z = f (x, y) is called homogeneous func-
tion of degree n, if f (tx, ty) = tn f (x, y), where t is a parameter.

Example 8.3.1 f (x, y) = x3 − y 3 is a homogeneous

 function of degree 3.
 y 3 
Because f (x, y) can be written as f (x, y) = x3 1 − .
x

Example 8.3.2 f (x, y) = x2 + 2xy + y 2 is a homogeneous function of

degree 2, as f (tx, ty) = t2 f (x, y).

8.3.2 Euler’s theorem for homogeneous function

Theorem 8.3.1 (Euler’s theorem for homogeneous function of two inde-
pendent variables) If z = f (x, y) is a homogeneous function of degree n,
∂f ∂f
then x +y = nf .
∂x ∂y

Problem 8.3.1 Verify the Euler’s theorem for f (x, y) = ln(x2 + y 2 ).

Solution Here
∂f 2x ∂f 2y
= 2 and = 2 .
∂x x + y2 ∂y x + y2
So
∂f 2x2 ∂f 2y 2
x = 2 and y = 2 .
∂x x + y2 ∂y x + y2
Thus
∂f ∂f 2x2 2y 2
x +y = 2 + = 2. (8.1)
∂x ∂x x + y 2 x2 + y 2
Again,
f (x, y) = ln(x2 + y 2 )
or, ef = x2 + y 2
  y 2 
2
=x 1+ .
x
So ef is a homogeneous function of degree 2. Thus by Euler’s theorem
∂  f ∂  f
x e +y e = 2ef
∂x ∂y
∂f ∂f
or, xef + yef = 2ef
∂x ∂y
∂f ∂f
∴ x +y = 2,
∂x ∂y
which is exactly the Equation (8.1). Hence the Euler’s theorem is verified.

32
 x+y
Problem 8.3.2 If f (x, y) = tan−1 √ √ , then show that
x+ y

∂f ∂f 1
x +y = sin 2u.
∂x ∂y 4
Solution Here
x+y
f (x, y) = tan−1 √
√
x+ y
! y
x+y 1+
or, tan f = √ 2 rx .
√ =x
x+ y y
1+
x
1
So tan f is a homogeneous function of degree . Thus by Euler’s theorem
2
∂ ∂ 1
x (tan f ) + y (tan f ) = tan f
∂x ∂y 2
∂f ∂f 1
or, x sec2 f + y sec2 f = tan f
∂x ∂y 2
∂f ∂f 1 1 1
∴ x +y = cos2 f tan f = × 2 sin u cos u = sin 2u.
∂x ∂y 2 4 4
√ √

Problem 8.3.3 If f (x, y) = sin x + y , then show that

∂f ∂f 1 √ √
√ √

x +y = x + y cos x + y .
∂x ∂y 2
Solution Here
√ √

f (x, y) = sin x+ y
! 
√
r 
√ 2 y
or, sin−1 f = x+ y=x 1+ .
x

1
So sin−1 f is a homogeneous function of degree . Thus by Euler’s theorem
2
∂ ∂
1
sin−1 f + y sin−1 f = sin−1 f


x
∂x ∂y 2
1 ∂f 1 ∂f 1
or, x × p × +y× p × = sin−1 f
1 − f 2 ∂x 1 − f2 ∂y 2
∂f ∂f 1 p
∴ x +y = 1 − f 2 sin−1 f.
∂x ∂y 2

33
Now
p
2
q
2
√ √

q √ √
√ √

1 − f = 1 − sin x + y = cos2 x + y = cos x + y .

∂f ∂f 1 √ √
√ √

Therefore x +y = x + y cos x + y .
∂x ∂y 2

x4 + y 4 + x2 y 2
Problem 8.3.4 If f (x, y) = ln √ , then show that
x + y + xy
∂f ∂f
x +y = 3.
∂x ∂y
Solution Here
x4 + y 4 + x2 y 2
f (x, y) = ln √
x + y + xy
x4 + y 4 + x2 y 2
or, ef = √
x + y + xy
y4 y2 y4 y2
   
x4 1 + 4 + 2 1+ 4 + 2
x x x x
=  r  = x3  r .
y y y y
x 1+ + 1+ +
x x x x
So ef is a homogeneous function of degree 3. Thus by Euler’s theorem
∂  f ∂  f
x e +y e = 3ef
∂x ∂y
∂f ∂f
or, xef + yef = 3ef
∂x ∂y
∂f ∂f
∴ x +y = 3.
∂x ∂y
Problem 8.3.5 If f (x, y) is a homogeneous function of degree n, then
∂2f ∂2f ∂2f
show that x2 2 + 2xy + y 2 2 = n(n − 1)f .
∂x ∂x∂y ∂y

Solution Since f (x, y) is a homogeneous function of degree n, by Euler’s

theorem
∂f ∂f
x +y = nf (8.2)
∂x ∂y
Differentiating partially both sides of (8.2) with respect to x,
∂2f ∂f ∂2f ∂f
x 2
+ + y =n
∂x ∂x ∂x∂y ∂x
∂2f ∂2f ∂f
or, x 2 +y = (n − 1) (8.3)
∂x ∂x∂y ∂x

34
Again, differentiating partially both sides of (8.3) with respect to y,

∂2f ∂f ∂2f ∂f
x + +y 2 =n
∂y∂x ∂y ∂y ∂y
∂2f ∂2f ∂f
or, x + y 2 = (n − 1) (8.4)
∂x∂y ∂y ∂y

Multiplying (8.3) by x and (8.4) y and then adding

∂2f ∂2f ∂2f

 
∂f ∂f
x2 2 + 2xy + y 2 2 = (n − 1) x +y
∂x ∂x∂y ∂y ∂x ∂y
= n(n − 1)f, using (8.2).

35
Chapter 9

Extreme Value of
Multivariable Functions

For this chapter the reader is referred to Thomas and Finney [7], Anton [2].

9.1 Extreme Value of Multivariable Functions

Definition 9.1.1 [7, Page 804] An interior point (x0 , y0 ) of the domain of
a function f (x, y) is called a critical point of f (x, y), if

fx (x0 , y0 ) = fy (x0 , y0 ) = 0

or one or both fx and fy do not exist at (x0 , y0 ).

Definition 9.1.2 A critical point (x0 , y0 ) of a function f (x, y) is called a

saddle point of it, if there exists neither maximum nor a minimum value
of f (x, y).

Theorem 9.1.1 (First derivative test for local extreme values) If f (x, y)
has a local extreme value (maximum or minimum) at an interior point
(x0 , y0 ) of its domain, then

fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0,

provided the first partial derivatives exist at (x0 , y0 ).

2 is called the discriminant
Definition 9.1.3 The expression fxx fyy − fxy
or Hessian of f .

Theorem 9.1.2 (Second derivative test for local extreme values) Suppose
that f (x, y) and its first and second partial derivatives are continuous in
a disk centered at (x0 , y0 ) and also fx (x0 , y0 ) = fy (x0 , y0 ) = 0. Say that
r = fxx (x0 , y0 ), t = fyy (x0 , y0 ) and s = fxy (x0 , y0 ). Then at (x0 , y0 ),

36
 (i) f has a local (or relative) maximum, if r < 0 and rt − s2 > 0.

(ii) f has a local (or relative) minimum, if r > 0 and rt − s2 > 0.

(iii) f has a saddle point, if rt − s2 < 0.

(iv) the test is inconclusive, if rt − s2 = 0

at the point (x0 , y0 ).

Problem 9.1.1 [7, Example 3 of Page 805] Find the local extreme values
of the function f (x, y) = xy − x2 − y 2 − 2x − 2y + 4.

Solution Given function is

f (x, y) = xy − x2 − y 2 − 2x − 2y + 4
or fx = y − 2x − 2 and fy = x − 2y − 2.

When fx (x, y) = 0, then

2x − y + 2 = 0 (9.1)
Again, when fy (x, y) = 0, then

x − 2y − 2 = 0 (9.2)

Solving (9.1) and (9.2), we obtain the critical point (−2, −2). At the critical
point (−2, −2) the function f has a local maximum and that value is 8.

Problem 9.1.2 [7, Example 6 of Page 807] A delivery company accepts

only rectangular boxes the sum of whose length and girth (perimeter of a
cross-section) does not exceed 108 in. Find the dimensions of acceptable
box of largest volume.

Solution Let x, y and z be the length, breadth and height of the required
box. Then the volume V of the box is

V = xyz (9.3)

and the girth of the box is 2y + 2z. According to the question

x + 2y + 2z = 108
or x = 108 − 2y − 2z (9.4)

So we can write (9.3) as

V (y, z) = (108 − 2y − 2z)yz

= 108yz − 2y 2 z − 2yz 2 (9.5)

37
Here

Vy (y, z) = 108z − 4yz − 2z 2 = z(108 − 4y − 2z),

Vz (y, z) = 108y − 4yz − 2y 2 = y(108 − 4z − 2y).

When Vy (y, z) = 0, then either

z=0 (9.6)

or

4y + 2z = 108 (9.7)

Again, when Vz (y, z) = 0, then either

y=0 (9.8)

or

2y + 4z = 108 (9.9)

Solving the Equations (9.6), (9.7), (9.8), (9.9), we obtain the critical points
of the function V (y, z) as

(0, 0), (54, 0), (0, 54) and (18, 18).

But at the first three points volume V = 0, which is not maximum value.
Now
Vyy = −4z, Vzz = −4y, Vyz = 108 − 4y − 4z.
Observe that

Vyy (18, 18) = −72,

Vzz (18, 18) = −72,
Vyz (18, 18) = 108 − (4 × 18) − (4 × 18) = −36,
[Vyy (18, 18) × Vzz (18, 18)] − [Vyy (18, 18)]2 = (−72)(−72) − (−36)2 = 3888.

Since Vyy (18, 18) < 0 and [Vyy (18, 18) × Vzz (18, 18)] − [Vyy (18, 18)]2 > 0, we
get the maximum value of V (y, z) at (y, z) = (18, 18). From (9.4), we obtain

x = 108 − 36 − 36 = 36.

Therefore required dimensions are 36 in., 18 in. and 18 in. and the maximum
11664
volume is V = 36 × 18 × 18 in3 . = 11664 in3 ., or = 6.75 ft3 .
123

9.1.1 K T Method

9.2 Lagrange’s Multiplier

38
Chapter 10

Curvature

10.1 Curvature
10.1.1 Curvature
Definition 10.1.1 The rate of change of direction of curve at a point with
respect to the arc is called curvature.

y2
Theorem 10.1.1 For a curve y = f (x), curvature is κ = 3 and
(1 + y12 ) 2
the radius of curvature is
3
1 (1 + y12 ) 2
ρ= = .
κ y2

Problem 10.1.1 Find the radius of curvature at any point of the ellipse
x2 y 2
+ 2 = 1.
a2 b
Solution Given ellipse is

x2 y 2
+ 2 =1 (10.1)
a2 b
2x 2yy1
or + 2 = 0, differentiating with respect to x
a2 b
b2 x
or y1 = − 2 × . (10.2)
a y

39
So
b2 y − xy1
y2 = − 2
×
a y2
 2 
b x
y−x − 2 ×
b2 a y
=− 2 × , using (10.2)
a y2
b2 x2
y +
b2 a2 y
=− 2 ×
a y2
b2 a y 2 + b2 x2
2
=− 2 ×
a a2 y 3
b2 a2 b2
= − 2 × 2 3 , using (10.1)
a a y
b 4
= − 2 3.
a y
3
(1 + y12 ) 2
Therefore according to the formula ρ = , required radius of cur-
y2
vature is
3
(1 + y12 ) 2
ρ=
y2
" 2 # 23
b2

x
1+ − 2 ×
a y
=
b4
−
a2 y 3
 23
b4 x2
  2 3
a y
= 1+ 4 2 × − 4
a y b
 4 2 3
a y + b4 x2 2
  2 3
a y
= × − 4
a4 y 2 b

3
a4 y 2 + b4 x2 2 a2 y 3
= − ×
a6 y 3 b4

3
a4 y 2 + b4 x2 2
=
a4 b4
Problem 10.1.2 Show that the length of latus rectum of the ellipse
x2 y 2
+ 2 =1
a2 b

40
at the end point of its major axes is double of its radius of curvature.

Solution We know that the length of latus rectum of the ellipse

x2 y 2
+ 2 =1
a2 b
2b2
is and its end point of the major axes is (± a, 0). From the solution of
a
3
a4 y 2 + b4 x2 2
Problem 10.1.1, we get ρ = . At the point (± a, 0),
a4 y 4

3
0 + b4 a2 2 b6 a3 b2
ρ= = =
a4 b4 a4 b4 a
2b2
Clearly = 2ρ. Hence the statement.
a
2 2 2
Problem 10.1.3 Find the radius of curvature of the astroid x 3 + y 3 = a 3
at any point.

Solution Given astroid is

2 2 2
x3 + y 3 = a3 (10.3)
1
3
y1
or y1 = − 1 . (10.4)
x3
So
2 −4
a3 x3
y2 = × 1 .
3 y3
3
(1 + y12 ) 2
Therefore according to the formula ρ = , required radius of cur-
y2
vature is
3
(1 + y12 ) 2
ρ=
y2
  1
2  23
3
1 + − y11  
x3
= 2 −4
a3 x3
× 1
3 y3

1
= 3(axy) 3
1
= 3 |axy| 3 .

41
 x2
Theorem 10.1.2 For a curve x = f (y), curvature is κ = 3 and
(1 + x21 ) 2
the radius of curvature is
3
1 (1 + x21 ) 2
ρ= = .
κ x2

10.1.2 Curvature of parametric function

For a parameter t, the locus of the point (x, y) = (f (t), ψ(t)) is a curve. The
radius of curvature of this curve at any point can be found by employing
the following theorem.

Theorem 10.1.3 For a curve (x, y) = (f (t), y = ψ(t)) the radius of cur-
vature is 3
[(x′ )2 + (y ′ )2 ] 2
ρ= .
x′ y ′′ − x′′ y ′

42
Appendix A

Necessary Formulae

A.1 Trigonometric Formulae

Formula A.1.1 sin(A + B) = sin A cos B + cos A sin B

Formula A.1.2 sin(A − B) = sin A cos B − cos A sin B

Formula A.1.3 cos(A + B) = cos A cos B − sin A sin B

Formula A.1.4 cos(A − B) = cos A cos B + sin A sin B

tan A + tan B
Formula A.1.5 tan(A + B) =
1 − tan A tan B
tan A − tan B
Formula A.1.6 tan(A − B) =
1 + tan A tan B
Formula A.1.7 2 sin A cos B = sin(A + B) + sin(A − B)

Formula A.1.8 2 cos A sin B = sin(A + B) − sin(A − B)

Formula A.1.9 2 cos A cos B = cos(A + B) + cos(A − B)

Formula A.1.10 2 sin A sin B = cos(A − B) − cos(A + B)

   
C +D C −D
Formula A.1.11 sin C + sin D = 2 sin cos
2 2
   
C +D C −D
Formula A.1.12 sin C − sin D = 2 cos sin
2 2
   
C +D C −D
Formula A.1.13 cos C + cos D = 2 cos cos
2 2

43
    
C +D D−C
Formula A.1.14 cos C − cos D = 2 sin sin
2 2
Formula A.1.15 sin 2A = 2 sin A cos A

Formula A.1.16 cos 2A = cos2 A − sin2 A

Formula A.1.17 1 − cos 2A = 2 sin2 A

Formula A.1.18 1 + cos 2A = 2 cos2 A

Formula A.1.19 sin 3A = 3 sin A − 4 sin3 A

Formula A.1.20 cos 3A = 4 cos3 A − 3 cos A

44
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[2] H. Anton, I. Bivens and S. Davis, Calculus : Early Transcendentals,

Wiley, 10th Edition, 2018-19.

[3] B. C. Das and B. N. Mukherjee, Differential Calculus for Degree Course,

U. N. Dhur & Sons Private Ltd, 43rd Edition, 1997.

[4] B. S. Grewal, Higher Engineeering Mathematics, Khanna Publishers,

43rd Edition, 2015.

[5] F. Rahman, E. Hossaion, H. Rahman and M. Islam, Calculus I, Titas

Publications, 14th Edition, 2022-23.

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45