1.partial Differentiation

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PARTIAL DIFFERENTIATION

OBJECTIVES
At the end of this lesson students should be able to
 understand the concept of partial differentiation.
 differentiate a function partially with respect to each of its variables in turn.
 apply Euler’s theorem on homogeneous functions.
 find the partial derivatives of implicit and composite functions.
 apply the concept of partial differentiation in calculating the errors and approximations

1. INTRODUCTION
In many applications in science and engineering, a function of interest depends on multiple
variables. For instance, the ideal gas law p = RT states that the pressure p is a function of both
its density , and its temperature, T. (The gas constant R is a material property and not a

variable). Consider volume of a container in the shape of a right circular cone:


Here the volume V depends on the two quantities r and h, representing the base radius and
altitude of the cone respectively. These are simple example of a function of more than one
variable.
The process of taking the derivative, with respect to a single variable, and holding constant all
of the other independent variables, is called finding (or, taking) a partial derivative. Partial
derivatives are distinguished from ordinary derivatives by using a  instead of a d.

2. FUNCTION OF TWO VARIABLES


Let D be a region in the xy – plane. Suppose that f is a function that associates every (x, y)D,
with a unique real number z. We write z = f(x, y) and we call z, a function two variables x and
y. The variables x and y are called independent variables and z is called the dependent variable.

3. NEIGHBOURHOOD OF A POINT (a, b)

Let be any positive number. The points (x, y) such that

determine a square bounded by the lines Its centre is at


the point (a, b). This square is called a neighbourhood of the point (a, b). Thus the set

is a neighbourhood of the point (a, b).


4. CONTINUITY OF A FUNCTION OF TWO VARIABLES.
We shall briefly introduce the concept of a continuous function in two variables. A real valued
function w = f(x, y) defined on a region D of the xy-plane is said to be continuous at a point

(x0, y0) ∈ D if .
If f is continuous at every point in D, it is said to be continuous on D.

Example 1. Let
Consider the polar coordinates of the point (x, y), i.e. x = r cos θ and y = r sin θ. Then

. Since r → 0 as (x, y) → (0, 0) and |sin θ cos θ| ≤ 1 for all θ, we have

. Therefore, the function is continuous at the origin.

Example 2. Let
Suppose that (x, y) approaches (0, 0) along the line y = x. Then

Similarly, if (x, y) approaches (0, 0) along the line y = −x, we have

Therefore, the limit does not exist and the function is not continuous at the origin.

Remark: In order for the limit in to exist, f(x, y) must approach


f(x0, y0) for each and every path of approach of (x, y) to (x0, y0).
5. PARTIAL DERIVATIVES
Let z = f (x, y) be a function of two variables x and y. Then

,
if it exists, is said to be the first order partial derivative of f w.r.t x at (a, b) and is denoted by

.
Similarly,

,
if it exists, is said to be the first order partial derivative of f w.r.t y at (a, b) and is denoted by

.
If the partial derivatives of f exist at each point in the domain of definition of f, then they are
given by

Example 3: Let z = f(x, y) = x3+ y3- 3xy. Then

We see that fx and fy are functions of x and y again and hence may be differentiable wr.t x and
w.r.t y. If the partial derivatives exist, they are called the second order partial derivatives ad are
given as follows:

In a similar way one can define third and higher order partial derivatives.
Note: The two second partial derivatives f xy and fyx above, the ones with one partial derivative
with respect to x and one with respect to y, are called mixed partial derivatives. If the partial
order derivatives are continuous then the mixed partial derivatives are equal i.e., the order in
which we differentiate f is immaterial. For instance
fxy= fyx; fxxy= fxyx= fyxx, fxyy= fyyx= fyxy.
Remark: Just because the order of partial differentiation doesn't (typically) matter as far as the
final resulting higher-order partial derivative is concerned, that doesn't mean that calculating
the partial derivatives in different orders is equally easy. For example, consider

If you want to calculate the second partial derivative of f, once with respect to x and once with
respect to y, it would be a painful waste of time to calculate f/x first. If this isn't obvious to
you, you should think about it until it's clear.
What you want to do is calculate the partial derivative with respect to y first, since, then, the
entire right-hand ugly expression will disappear. Hence, we find that

6. GEOMETRICAL REPRESENTATION OF PARTIAL DERIVATIVES OF THE

FIRST ORDER.

The derivative of a one-variable function can be interpreted graphically as the slope of the
tangent line. Is there also a way to interpret the partial derivatives graphically? Yes.

Geometrically the function z = f(x,y) represents a surface. Then fx(a,b) denotes the tangent of

the angle which the tangent to the curve , in which the plane y = b parallel to the ZX plane cuts

the surface at the point P(a,b, f(a,b)), makes with X-axis.


Similarly, fy(a, b) denotes the tangent of the angle which the tangent to the curve, in which the

plane x = a parallel to the ZY plane cuts the surface at the point P(a,b, f(a,b)), makes with Y-

axis.

Example 4: Find z/x and z /y if xy + yz + zx = 1.

Solution: xy + yz + zx – 1= 0 (1)

Differentiating (1) partially w.r.to x, we get

Differentiating (1) partially w.r.to y, we get


Example 8: If

prove that
Solution:

PROBLEMS:

7. HOMOGENEOUS FUNCTIONS:
A function z = f(x, y) is said to be a homogeneous function of degree n in x and y if we can

write

Example 1:

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

Example 2:

8. EULER’S THEOREM ON HOMOGENEOUS FUNCTIONS:


Statement: If z = f(x, y) is a homogeneous function of degree n in x and y then

Proof: Since z is a homogeneous function of degree n in x and y, we can express it in the form

Hence,

Corollary: If z is a homogeneous function of degree n, then

Proof:

Since z is a homogeneous function of degree n, we have

Differentiate equation (1) partially with respect to x, we get


Multiplying by x, we get

Differentiate equation (1) partially with respect to y, we get

Multiplying by y, we get

Adding equation (1) and (2), we get

Example 1: Verify Euler’s theorem for

Solution:
Hence z is homogeneous function of degree n = 0.

Similarly,

Hence verified.

Example 2: If

show that

Solution:
Thus z is a homogeneous function of degree ½. Hence by Euler’s theorem

Example 3: If

prove that

Solution: Let
Differentiate equation (1) partially with respect to x, We get

Multiplying by x, we get

Differentiate equation (1) partially with respect to y, We get

Multiplying by y, we get

Adding equation (2) and (3), we get


Exercise :

1. Verify Euler’s theorem for the following functions:

(i) z = ax2 + 2hxy + by2 (ii) z = (x2 + xy + y2)-1.

9. TOTAL DERIVATIVES:

Let z = f(x, y).Then the total differential dz is defined as

10. COMPOSITE FUNCTIONS:

A function of a function is called a composite function.


Let z = f(x, y) where x = (t) and y = (t).

Now, we can express z as s function of t alone by substituting the values of x and y in f(x, y).

Then z is a composite function of t.

Thus the ordinary derivative dz/dt which is called the total derivative of and is given by,

Total partial derivative theorem for composite function:

If z = f(u, v) where u = (x, y) and v = (x, y), then the partial derivatives of z are given by

Example 1:

Solution:
Example 2:

Solution:

Similarly,

Example 3:

Solution:
Similarly,

Example 4:

Solution:

Similarly,
Hence

Example 5:

Solution:

Similarly,

Hence,
Exercise

11. IMPLICIT DIFFERENTIATION:

When is a function of two variables and , the equation (where is a

constant) enables us to obtain values of corresponding to values of . Then we say that


is an implicit function of . We assume, for simplicity, that the above equation always defines

a unique value of for each value of .

Since is a function of and , and is again a function of , we can consider a


composite function of . Then, its total derivative with respect to is

But since , the total derivative of must be identically . Thus

if .

Differentiating again with respect to , considering and as composite


functions of , we get
Thus,

and

Example 1: If , find .
Solution:

Example 2: Prove that if , then .


Solution: Let

We have

Therefore,

EXERCISE
1. If , prove that

2. If , , are the angles of a triangle such that is


constant, show that

12. ERRORS AND APPROXIMATIONS

Let be a continuous function of and . If and are the increments of

and , then the new value of will be . Hence

Expanding by Taylor's theorem and supposing , to be small


enough that their products, squares, and higher powers can be neglected, we get

, approximately.

The value is called the error in due to the errors and in and is

called the relative error in and is called the percentage error in .

Example 1: If and if the relative errors in is and in is then

show that error in is .


Solution:

and

Taking log on both sides of the equation,


Thus, error is

Example 2: The time of a complete oscillation of a simple pendulum is given by the

formula . If is a constant find the error in the calculated value of due to an

error of in the value of .


Solution:

Taking log on both sides,

Thus, the error in is


Example 3: If the sides and angles of a plane triangle vary in such a way that its

circum-radius remains constant, prove that , where , , and


denote small increments in the sides a, b and c respectively.
Solution:
Let R be the circum-radius of the , then
Differentiating, we get

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