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Partial Derivatives (Mid 1)

Prof. Dr. Mohammad Babul Hasan
Dept. of Mathematics
University of Dhaka, Dhaka-1000

Lecture 1:
Functions of Two Variables, Limit, Continuity

Function of one variable: f x

Function of two variables: f x, y , Example: Area of a triangle A 1 b h
2

Function of three variables: f x, y, z Volume of a rectangular box, V b l h

Function of n variables: f x1 , x 2 ,......, x n Mean of n numbers, x x1 x 2 .... x n
n
Definitions, Domain, Natural domain:
Level curve, Contour plot, Sketching:

Examples:
1. Define function of two variables. Sketch and describe the graph of following f x, y in an xyz-
coordinate system.
(i) f x, y 1 x
1
y (ii) f x, y 1 x 2 y 2 (iii) f x, y x 2 y 2
2

(iv) f x, y x y (v) f x, y 4 x 2 y 2 (vi) f x, y 2 x y

2 2

(vii) f x, y 1 x 2 y 2 z 2 (viii) f x, y x 2 y 2 z 2 (ix) f x, y z 2 y 2 x 2

2. Define Natural domain of function of two variables. Sketch the natural domain of the followings:
(i) f x, y 3x 2 y 1
(ii)
f x, y ln x 2 y
xy 5
(iii) f x, y
2 y x2
3. Define level curve and contour plot. Sketch the contour plot of f x, y using the level curves of
height k = 0, 1, 2, 3, 4.
(i) f x, y x 2 9 y 2 ,
(ii)
(iii) (ii) f x, y 4 x 2 y 2

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Limit of f along curves

Limit of f along curves: Lt f x, y Lt f xt , y t

x , y x0 , y0 t t 0

Closed disk:
Open disk:
Open ball:
Closed ball:
General limit:
Definition of Limit:
2-paths versus many paths:
Relation between general limit and limit along curves

4. Evaluate the followings:

x2 y2 7
(i) Lt
x, y
3, 4 x y
2 2 5
(ii) Lt x 3
4 xy 2 5 y 7 86
x, y
2 , 3

x2 y
Lt
x , y 0, 0 x4 y2
(iii)
x y
Lt
x, y
0, 0 x2 y2
(iv)

Lt
ln 1 x 2 y 3 0
(v) x, y
0, 0

5. Define limit of a function of two variables. Given f x, y xy . Find the limit at (0, 0) along (i)
x y2
2

the x- axis, (ii) y-axis, (iii) the line y = x, (iv) y = - x and (v) the parabola y x 2 .
6. Find the limit of f x, y x 2 y 2 ln x 2 y 2 at the point (0, 0).
7. Define limit of a function of two variables. Show that x 2 y 2 does not exist.
Lt
x, y
0, 0 x2 y2

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Continuity:
Theorem:
Examples:

xy
Lt
x, y
0, 0 x y2
2
1.

sin x 2 y 2 , x, y 0,0
2. Lt f x, y where f x, y
x2 y2
x , y 0 , 0
1 , x, y 0,0
3. Define continuity of a function of two variables. Show that the function f x, y is continuous
everywhere.
(i) f x, y 3x 2 y 5
(ii)
f x, y sin 3x 2 y 5
(iii) f x, y xe xy y 2 / 3
xy
(iv) f x, y
1 x 2 y 2

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Lecture 2:
Partial Derivatives Differentiability and Chain Rules

1. Define partial derivative of f x, y . Compute

f x x, y , f y x, y , f xx x, y , f xy x, y , f yy x, y , f yx x, y . ,
f xxx x, y , f xyx x, y , f xxy x, y , f xyx x, y , f yyy x, y of the following functions:
xy
, x, y 0,0
(i) f x, y x 2 y 2
0 , x, y 0,0
(ii) f x, y x 2 y 3 x 4 y
(iii) f x, y x 4 sin( xy3 )

2. Define differentiability of s function f x, y at x, 0 y 0 . Show that f x, y x 2 y 2 is differentiable

at (0, 0).
3. Given ux, t sin x ct . Show that u2 c 2 u2
2 2

t x
4. State Chain rule for derivatives. Given,
(i) z 3 cos x sin xy, x 1 , y 3t . Find dz .
t dt
(ii) z 3x 2 y 3 x t 4 , y t 2 , Find dz .
dt
(iii) z 3x y , x t , y t . Find dz .
2 3 4 2

dt

5. State Chain rule for partial derivatives. Given,

z and z .
(i) z 8x 2 y 3 2 x 3 y, x uv, y u v . Find
u v
z and z .
(ii) z e xy , x 2u v, y u / v . Find
u v

6. Using the partial derivatives, test the continuity of f x, y y 2 e x y .

7. State Cauchy-Riemann equations in Cartesian co-ordinates.
8. State Cauchy-Riemann equation in Polar co-ordinates.
9. Show that u ln x 2 y 2 , v 2 tan 1 satisfies Cauchy-Riemann equations.
y
x

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Lecture 3:
Directional Derivative and Gradient
Directional Derivatives (DD): If f x, y is differentiable at x0 , y 0 and if u u1i u 2 j u1 , u 2 is a unit
vector, then the DD of f at x0 , y 0 in the direction of u is defined by

Du f x 0 , y 0 f x x 0 , y 0 u1 f y x 0 , y 0 u 2

Example 1: Find the DD of f x, y 3x 2 y at (1, 2) in the direction of a 3i 4 j .

a 3i 4 j 3 4 3 4
Solution: u i j . Here u1 , u 2
a 32 4 2 5 5 5 5

f x 6 xy, f y 3x 2 , f x 1,2 6 *1* 2 12, f y 1,2 3 *12 3

Now Du f x 0 , y 0 f x x0 , y 0 u1 f y x 0 , y 0 u 2

Du f 1, 2 12 * 3 *
3 4 48

5 5 5

Example 2: Find the DD of z f x, y 4 x 3 y 2 at (2, 1) in the direction of a 4i 3 j .

Example 3: Find the DD of z f x, y xy at (1, 2) in the direction of a

3 1
i j.
2 2

Example 4: Find the DD of z f x, y x 2 3xy 4 y 3 at (-2, 0) in the direction of a i 2 j .

Example 5: Find the DD of z f x, y y 2 ln x at (1, 4) in the direction of a 3i 3 j .

2nd form of DD: If u cos i sin j u1 , u 2 then

Du f x 0 , y 0 f x x 0 , y 0 cos f y x 0 , y 0 sin , where is the angle that u makes with

positive x-axis.

Example 6: Find the DD of z f x, y e xy at (- 2, 0) in the direction of u that makes an angle with
3
the positive x-axis.

Solution:

Du f x 0 , y 0 f x x 0 , y 0 cos f y x 0 , y 0 sin

Du f x 0 , y 0 ye xy cos xe xy sin
3 3

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Du f 2,0 0 (2)e 0 *
3
3
2

Example 7: Find the DD of z f x, y xy at (1, 4) in the direction of u that makes an angle
3
with the positive x-axis.

Example 8: Find the DD of z f x, y tan 2x y at , in the direction of u that makes an angle
6 3
7
with the positive x-axis.
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3rd form of DD: Another form of DD is Du f x, y ( f x x, y i f y x, y j ). u1i u 2 j

Gradient: If z f x, y then the gradient of f is defined by

f x , y f x x , y i f y x , y j

4th form of DD: Another form of DD is Du f x, y f x, y . u

Example 9: Find the gradient of f x, y x 2 xy at (-1, -1) and then find the DD in the direction of
3

a 3i 4 j .

Solution:

Gradient calculation: We know that the gradient of f is

f x , y f x x , y i f y x , y j

f x, y 3 x 2 xy 2x y i 3xx
2 2
xy 2
j

f 1,1 31 1 2 1 i 3 * 11 12 j 36i 12 j
2

DD calculation: We know that the DD of f is

3 36 * 3 12 * 4 156
Du f x, y f x, y . u 36i 12 j . i
4
j
5 5 5 5 5

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Theorem: If f x, y is differentiable at x0 , y 0 , then

(i) if f x0 , y 0 0 then all DD of f at x0 , y 0 are zero

(ii) if f x0 , y 0 0 then among all possible DD of f at x0 , y 0 , the derivative in the direction
f x 0 , y 0 has the largest value f x0 , y0
(iii) the derivative in the direction opposite to that of f x0 , y 0 has the smallest value - f x0 , y0

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Example 10: Find the gradient of f x, y x 2 y 2 2 at (3, 4) and then find the DD in the direction of
a 3i 4 j .

Example 11: Find the maximum value of the DD of f x, y x 2 e y at (-2, 0) and give a unit vector in the
direction of the maximum.

Solution: f x, y 2 xe y i x 2 e y j

f 2,0 2 * 2e 0 i 4e 0 j 4i 4 j

The maximum value is = f x0 , y 0 16 16 4 2

A unit vector in this direction is = f x 0 , y 0 f 2,0 4i 4 j 1 i 1 j

f x 0 , y 0 f 2,0 4 2 2 2

Example 12: Find the maximum value of the DD of f x, y 20 x 2 y 2 at (-1, -3) and give a unit
vector in the direction of the maximum.

Example 13: Find the maximum value of the DD of f x, y x 2 y 2 at (4, -3) and give a unit vector
in the direction of the maximum.

Application of gradient:

Example 14: A heat-seeking particle is located at the point (2, 3) on a flat metal plate whose temperature at a
point (x, y) is T x, y 10 8 x 2 2 y 2 . Find an equation for the trajectory of the particle if it moves
continuously in the direction of maximum temperature increase.

1. Define directional derivatives. Find the directional derivatives of of z f x, y y 2 ln x at (1, 4)

in the direction of a 3i 3 j .

2. Define gradient if a function. Find the gradient of f x, y x 2 xy at (-1, -1) and then find the
3

directional derivatives in the direction of a 3i 4 j .

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Lecture 4:
Relative Extrema
Relative maximum: f x, y is said to have a relative maximum at x0 , y 0 if there exists a circle centered at
x 0 , y 0 such that f x 0 , y 0 f x, y for all (x, y) in the circle.

Absolute maximum: f x, y is said to have a relative maximum at x0 , y 0 if there exists a circle centered at
x 0 , y 0 such that f x 0 , y 0 f x, y for all (x, y) in the domain of f.

Relative minimum: f x, y is said to have a relative maximum at x0 , y 0 if there exists a circle centered at
x 0 , y 0 such that f x0 , y 0 f x, y for all (x, y) in the circle.

Absolute minimum: f x, y is said to have a relative maximum at x0 , y 0 if there exists a circle centered at
x 0 , y 0 such that f x0 , y 0 f x, y for all (x, y) in the domain of f.

Critical point:

Theorem: Let f x, y is continuous and has 2nd order partial derivatives in some circle at a critical point
x0 , y 0 and let D f xx x0 , y 0 * f yy x0 , y 0 f xy x0 , y 0 2 then

(i) If D 0 and f xx x0 , y 0 0 then f has a relative minimum at x0 , y 0 .

(ii) If D 0 and f xx x0 , y 0 0 then f has a relative maximum at x0 , y 0 .
(iii) If D 0 then f has a saddle point at x0 , y 0 .
(iv) If D 0 then no conclusion

Example 1: Given f x, y y 2 xy 3 y 2 x 3 . Locate relative extremum and saddle point if any.

Solution: f x x, y y 2 0 .......(1)

f y x, y 2 y x 3 0 .....(2)

(1) and (2) implies, x = 1, y = -2

The critical point is (1, -2)

f xx x, y 0 , f yy x, y 2 , f xy x, y 1

D f xx x0 , y 0 * f yy x0 , y 0 f xy x0 , y 0 = -1 which is less than zero. So f has a saddle point at (1, -2)

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Example 2: Given f x, y 4 xy x 4 y 4 . Locate relative extremum and saddle point if any.

Solution: f x x, y 4 y 4 x 3 0 .......(1)

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f y x, y 4 x 4 y 3 0 .....(2)

(1) and (2) implies, x = -1, 0, 1, and y = -1, 0, 1

The critical points are (0,0), (1, 1) and (-1, -1)

f xx x, y 12 x 2 , f yy x, y 12 y 2 , f xy x, y 4

At (0, 0):

D f xx x0 , y 0 * f yy x0 , y 0 f xy x0 , y 0 = -16 which is less than zero. So f has a saddle point at (1, -2)
2

At (1, 1):

D f xx x0 , y 0 * f yy x0 , y 0 f xy x0 , y 0 = 128 which is greater than zero and f xx x, y 12 0 . So f has a

2

maximum at (1, -2)

At (-1, -1):

D f xx x0 , y 0 * f yy x0 , y 0 f xy x0 , y 0 = 128 which is greater than zero and f xx x, y 12 0 . So f has a

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maximum at (1, -2).

Example 3: Given f x, y 3x 2 2 xy y 2 8 y . Locate relative extremum and saddle point if any.

Example 4: Given f x, y x 2 y 1 . Locate relative extremum and saddle point if any.

2 2

Example 5: Given f x, y x 2 y 2 . Locate relative extremum and saddle point if any.

Example 6: Given f x, y 13 6 x x 2 4 y y 2 . Locate relative extremum and saddle point if any.

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Absolute Extrema

How to Find the Absolute Extrema of a Continuous Function f on a Closed and Bounded Set R
Step 1. Find the critical points of f that lie in the interior of R.
Step 2. Find all boundary points at which the absolute extrema can occur.
Step 3. Evaluate f(x, y) at the points obtained in the preceding steps. The largest of these values is
the absolute maximum and the smallest the absolute minimum.

Example 7: Find the absolute maximum and minimum values of f(x, y) = 3xy 6x 3y + 7
on the closed triangular region R with vertices (0, 0), (3, 0), and (0, 5).

Solution:
Given f x, y 3xy 6 x 3 y 7 .

Solution: f x x, y 3 y 6 0 .......(1)

f y x, y 3x 3 0 .....(2)

(1) and (2) implies, x = 1 and y = 2

The critical point is (1,2). This critical point is in the interior of R.

Next, we want to determine the locations of the points on the boundary of R at which the absolute extrema
might occur. The boundary of R consists of three line segments, each of which we will treat separately:
The line segment between (0, 0) and (3, 0): On this line segment we have y = 0, so f simplifies to a function
of the single variable x,
u(x) = f(x, 0) = 6x + 7, 0 x 3

This function has no critical points because ux 6 is nonzero for all x. Thus the extreme values of u(x)
occur at the end points x = 0 and x = 3, which correspond to the points (0, 0) and (3, 0) of R.

The line segment between (0, 0) and (0, 5): On this line segment we have x = 0, so (3) simplifies to a
function of the single variable y,
v(y) = f(0, y) = 3y + 7, 0 y 5
This function has no critical points because v y 3 is nonzero for all y. Thus, the extreme values of v(y)
occur at the endpoints y = 0 and y = 5, which correspond to the points (0, 0) and (0, 5) of R.

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The line segment between (3, 0) and (0, 5): In the xy-plane, an equation for this line segment is
5
y x 5, 0 x 3
3
so f simplifies to a function of the single variable x,
5 5
w x f x, x 5 3x * x 5 6 x 3 * x 5 7 5 x 2 14 x 8, 0 x 3
5
3 3 3
Since wx 10x 14 , the equation yields x = 7/5 as the only critical point of w. Thus, the extreme values
of w occur either at the critical point x = 7/5 or at the endpoints x = 0 and x = 3. The endpoints correspond to
the points (0, 5) and (3, 0) of R, and form the critical point (7/5, 8/3)
Finally, a list of the values of f(x, y) at the interior critical point and at the points on the boundary where an
absolute extremum can occur can be found. From this, we conclude that the absolute maximum value of f is
f(0, 0) = 7 and the absolute minimum value is f(3, 0) = 11.

Example 8: Determine the dimensions of a rectangular box having volume 32 sq. feet and requiring the least
amount of materials for its construction.

Solution: Let length is x feet, width is y feet and height is z feet.

Surface area S 2 xy 2 yz 2 zx ..........(i)

Volume V xyz .....................(ii)

Also given volume V = 32 ........(iii)

(i), (ii), (iii) implies, S f x, y 2 xy

64 64

x y

f x x, y 2 y
64
0 .......(1)
x2

f y x, y 2 x
64
0 .....(2)
y2

(1) and (2) implies, x 0, 3 32 , and y 0, 3 32

The critical points are (0,0) which is not acceptable because it makes D undefined, and
3
32 , 3 32
f xx x, y , f yy x, y 3 , f xy x, y 2
128 128
3
x y

At
3
32 , 3 32 :
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D f xx x0 , y 0 * f yy x0 , y 0 f xy x0 , y 0 = 12 which is greater than zero and f xx x, y 4 0 .
2

So f has a minimum at 3

32 , 3 32 .

32 32
The minimum value is z 3 3
3 32
xy 32 * 32

3
Therefore length is 32 feet,

3
width is 32 feet and

3
height is 32 feet.

1. Define relative extrema and saddle point of a function. Given

(i) f x, y 4 xy x 4 y 4 . Find the relative extrema and saddle points.

(ii) f x, y y 2 xy 3x 2 y 3 . Find the relative extrema and saddle points.

3. Define absolute extrema of f x, y . Find the absolute extrema of f x, y 3xy 6 x 3 y 7

4. Determine the dimensions of a rectangular box with open top having volume 32 ft3, and requiring the
least amount of materials for its construction.

5. Determine the dimensions of a rectangular box having volume 32 ft3, and requiring the least amount
of materials for its construction

6. Find the absolute maximum and minimum values of f(x, y) = 3xy 6x 3y + 7 (3) on the closed
triangular region R with vertices (0, 0), (3, 0), and (0, 5).

7. Recall that the wind chill temperature index is given by the formula
W = 35.74 + 0.6215T + (0.4275T 35.75) v0.16.
Compute the partial derivative of W with respect to v at the point (T , v) = (25, 10) and interpret this
partial derivative as a rate of change.

8. Suppose that D x 2 y 2 is the length of the diagonal of a rectangle whose sides have lengths x
and y that are allowed to vary. Find a formula for the rate of change of D with respect to x if x varies
with y held constant, and use this formula to find the rate of change of D with respect to x at the point
where x = 3 and y = 4.

9. A heat-seeking particle is located at the point (2, 3) on a flat metal plate whose temperature at a point
(x, y) is T (x, y) = 10 8x2 2y2
Find an equation for the trajectory of the particle if it moves continuously in the direction of
maximum temperature increase.

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