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B.Eng.(Hons) in Engineering
Modular Degree Programme
Partial Differentiation
Introduction
Notation
First and Second
Order Partial
Differentiation
Worksheet 1
Rates of Change
Tangent Planes
(Taylor Polynomials)
Worksheet 1
Stationary Values
Local maximum, local
minimum and saddle
points.
Worksheet 2
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1.1 Introduction
Many engineering applications involve more than one variable, for example, temperature
variation in space, u = f[x,y,z,t] where x,y,z are coordinates in space and t is time.
Heat flow along a bar, vibrations of surfaces, deflection of beams are all examples which involve
more than one variable and partial differential equations.
1.2 Notation
Assume that we have two variables x and y, let z = f[x,y]
z
If we want to differentiate with respect to x we write x , keeping y constant, see example 1.3.1
z
If we want to differentiate with respect to y we write y , keeping x constant, see example 1.3.1
2z z
2 is obtained by differentiating x with respect to x, keeping y constant, see example 1.4.1
x
2z z
2 is obtained by differentiating y with respect to y, keeping x constant, see example 1.4.1
y
2z z
is obtained by differentiating x with respect to y, see example 1.4.1
y x
2z z
is obtained by differentiating y with respect to x, see example 1.4.1
x y
z
= 5x + 3y2 (similarly, the x2 term has disappeared because it is considered to be a constant,
y
or a number)
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z z
Example 1.3.2If z = 3x3 + 5xy2 2xy + 3y2 , find x and y
z z
x
= 9x 2
+ 5y 2
2y , and y
= 10xy 2x + 6y
z
= 5x2 + 12xy + 4y3
y
2z
= 24x2 + 10y
x2
2z
= 12x + 12y2
y2
2z z z z
= y of x = y (8x3 + 10xy + 6y2 ) = 10x + 12y
y x
2z z z z
= x of y = x (5x2 + 12xy + 4y3 ) = 10x + 12y
x y
2z 2z
As we can see and are the same. This will always be the case.
y x x y
x z z 2z 2z 2z
Example 1.4.2If z = sinxcosy + find x , y , , and
y2 x2 y2 y x
z 1 z 2x
x
= cosxcosy + y
= sinxsiny
y2 y3
2z 2z 6x
= sinxcosy 2 = sinxcosy +
x2 y y4
2z 2
= cosxsiny 3
y x y
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z z
Example 1.4.3If z = x3sin(x + 2y) find x and y
Note that when differentiating with respect to x , z is a product, when differentiating with respect to
y z is not a product.
z
= 3x2 sin(x + 2y) + x3 cos(x + 2y)
x
z
= 2x3 cos(x + 2y)
y
Example 1.5.1
z x y
Find t when x = 4, y = 6 , given that z = 3x 2 + 4xy2 , t = 0.5 and t = 0.3
z z
If z = 3x2 + 4xy2 then x = 6x + 4y2 and y = 8xy
z
Now when x = 4 and y = 6, x = 6x + 4y2 = 6(4) + 4(6)2 = 24 + 144 = 168
z
and y = 8xy = 8(4)(6) = 192
z z x z y
Using the formula t = x t + y t ,
z
= 168 0.5 + 192 (0.3)
t
= 84 57.6 = 26.4
Example 1.5.2
v v r v h
In this case our formula becomes t = r t + h t
r h
Volume of a cylinder = r2 h and from the question t = +0.2 and t = 0.5
v v
Now if v = r2 h then r = 2rh and h = r2
Substituting in the values of r = 8cm and h = 12cm gives;
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v v
= 2(8)(12) = 192 and = (8)2 = 64
r h
v v r v h
So t = r t + h t = 192 0.2 + 64(0.5)
= 38.4 32 = 6.4 = 20.1 cm3 / sec
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Worksheet 1
Partial Differentiation
1. Find all the first and second partial derivatives of the following
z z 2z 2z 2z
(ie find x , y , , and )
x2 y2 y x
c) z = 3x 3 + 4y 3 ─ 2x 2 + 3xy 2 ─ 7x + 3 d) z = 4x 4 ─ x 2y 2 + 2xy ─ 3x + 4y
e) z = 4x 2y 3 ─ y 3 + x 4 ─ 4x + 2y ─ 7 f) z = x 4y ─ xy 3 + x2y ─ 7xy + 3x ─ 4y + 2
xy
g) z = h) z = cos(3x 5y)
xy
2
i) z = e x y2 j) z = x2 sin(2x + 3y)
xy
k) z = l) z = ln(x2 + y)
xy
Notes:
1.g) and 1.k) need quotient rule
1.j) needs product rule
z z
2. If z = ln(ex + ey ) show that x + y = 1
Rates of Change
3. In a right angled triangle, the hypotenuse is x and the two smaller sides are y and z.
Given that x increases at 2cm/sec and y decreases at 3cm/sec, what is the rate at which z
is changing when x = 5cm and y = 3cm.
4. The power dissipated in a resistor is given by Power (P) equals emf(E) squared divided by
the resistance (R).
If E = 200 volts and R = 8 ohms, find the change in P resulting from a drop of 5volts in E
and an increase of 0.2ohms in R
x z z
5. If z = y2 show that 2x +y =0
e x y
6. Sand falls from a hopper at a constant rate of 0.81m 3 /sec. Assuming that the sand makes
a conical shape and that the height increases at half the rate of that of the radius, show
that the rate of increase of the height when the radius is 2m and the height is 6m, is
approximately 0.0149 m/sec.
Thus for f(x,y) at the point (x,y) near x = a and y = b, where (x a) and (x b) are small, the first
order approximation would be
f f
f(x,y) = f(a,b) + x (a,b) (x a) + y (a,b) (y b)
This is a polynomial (an expression with terms in ascending powers of x). Although in this case
because we are considering first order the highest power of x (and y) is one.
Example 2.1.1
1
Find the Taylor polynomial of first order at the point (1,1) given that f(x,y) = (xy) 2
f 1 1 y f 1 1 x
= (xy) 2 y and = (xy) 2 x
x 2 2 xy y 2 2 xy
Substituting in x = 1 and y = 1 gives
f 1 f 1
x
(1,1) = and y
(1,1) = and f(1,1) = 1
2 2
Substituting these into the Taylor polynomial equation gives:
f f
f(x,y) = f(a,b) + x (a,b) (x a) + y (a,b) (y b)
f f
f(x,y) = f(1,1) + (1,1) (x 1) + (1,1) (y 1)
x y
1 1
f(x,y) = 1 + (x 1) + (y 1)
2 2
1
f(x,y) = (x + y)
2
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2.2 Tangents to surfaces
The Taylor Polynomial (1st Order) at (a,b) is the equation of the “tangent plane” to the
surface f(x,y) at this point
f f
ie p(x,y) = f(a,b) + x (a , b)(x a) + y (a , b) (y b)
3D surface
Example 2.2.1
Find the equation of the tangent plane at the point (1,2) to the surface f(x,y) = x 2 + y2 1
f
Differentiating with respect to x gives x = 2x and differentiating with respect to y gives
f
y
= 2y
f f
x
(a,b) is the value of x at the point (a,b) in this case the point (1,2)
f
x (1,2) = 2(1) = 2
f f
and y (a,b) is the value of y at the point (1,2)
f
y (1,2) = 2(2) = 4
f(a,b) is found by substituting the coordinates (1,2) into f(x,y) and this gives
f f
Using the formula p(x,y) = f(a,b) + x (a , b)(x a) + y (a , b) (y b)
f f
then p(x,y) = f(1,2) + x (1,2)(x 1) + y (1,2) (y 2)
= 4 + 2(x 1) + 4(y 2)
= 4 + 2x 2 + 4y 8
p(x,y) = 2x + 4y 6
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Example 2.2.2
Find the equation of the tangent plane at the point (1,1) to the surface:
f(x,y) = xe(x + y) xy
(Note that when differentiating with respect to x the first part will require the product rule.)
f
x
= 1 e(x + y) + xe(x + y) 1 y = e(x + y) + xe(x + y) y
f
and x (1,1) = e(1 1) + (1) e(1 1) (1) = e0 + 1 + 1 = 3
f
Similarly y = xe(x + y) x
f
and y (1,1) = (1) e(1 1) 1 = 1 e0 1 = 0
f f
Hence p(x,y) = f(1,1) + x (1,1)(x 1) + y (1,1) (y 1)
= 2 + 3(x 1) + 0(y + 2)
= 2 + 3x 3
= 3x 1
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2.3 Stationary Values
These stationary values can be maximum, minimum or a saddle point.
Saddle Point
M
i j i j
f x y
M
AC B 2 < 0
A saddle point is where the point is neither a maximum or a minimum, but is such that the
point is a maximum in one direction and a minimum in the other.
z z
The test for stationary values is x = 0 and y = 0
To find the nature of the turning points at the point (a,b) it is necessary to calculate
2f 2f 2f
, and
x2 y x y2
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2f 2f 2f
Let = A, = B and =C
x2 y x y2
Example 2.3.1
f f
x
= 3x2
3 and y
= 3y2 12
f
Equating x to zero we get 3x2 3 = 0 3x2 = 3 x = +1 or 1
f
Equating y to zero we get 3y2 12 = 0 3y2 = 12 y = +2 or 2
2f 2f 2f
2 = 6x , = 0 and = 6y ie A = 6x, B = 0 and C = 6y
x y x y2
Worksheet 2
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1. Determine the Taylor polynomial (1st order) for the following:
a) f(x,y) = xy at (4,9)
c) f(x,y) = 3 xy at (8,125)
2. Determine the equation of the tangent plane to the surface f(x,y) for the following:
3. Determine the position and nature of the stationary points of the following
a) f(x,y) = x2 + y2 2x + 4y + 6
b) f(x,y) = x2 y2 2x + 4y + 6
d) f(x,y) = x3 y3 + 3xy + 7
e) f(x,y) = y2 + xy + x2 + 4y 4x + 5
f) f(x,y) = y2 + xy + 2x + 3y + 6
Mjbs\Matanii\Partdif 13
Answers to Worksheets
Worksheet 1
Qu. z z 2z 2z 2z
x y x2 y2 y x
1.a) 12x2 5y2 10xy + 21y2 24x 10x + 42y 10y
4y2 e x 2 y 2
2 2
e x y
1.j) 2xsin(2x+3y) 3x2cos(2x+3y (24x2 ) 9x2sin(2x+3y 6xcos(2x+3y)
+ ) sin(2x+3y) )
2x2cos(2x+3y + 8xcos(2x+3y) 2
6x sin(2x+3y)
)
1.k) y2 x2 2y 2 2x 2 2xy
(x y) 2 (x y) 2 (x y) 3 (x y) 3 (x y) 3
1.l) 2x 1 2y 2x 2 1 2x
x y
2
x y
2
(x 2 y) 2 (x 2 y) 2 (x 2 y) 2
3. 4.75
4. 375
Mjbs\Matanii\Partdif 14
Worksheet 2
3 1 5 2 10
1.a) p(x,y) = x y b) p(x,y) = 9x 9y + 8 c) p(x,y) = x y
4 3 12 75 3
1
2.a) p(x,y) = 6y + 4 b) p(x,y) = (14 x 2y)
3
1 1
c) ( , ) local maximum
2 2
10 6
g) ( , ) local maximum
7 7
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