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PARTIAL DIFFERENTIATION
f ( x + h, y ) − f ( x , y )
(i) If Lt exists then the limit is called the partial derivatie of u with
h→ 0 h
∂u ∂f
respect to x. It is denoted by or ux or or f x .
∂x ∂x
f ( x, y + k ) − f ( x, y)
(ii) If Lt exists then the limit is called the partial derivative of u with
k →0 k
∂u ∂f
respect to y. It is denoted by or u y or or f y .
∂y ∂y
∂u f ( x + h , y) − f ( x, y ) ∂u f ( x , y + k ) − f ( x, y )
∴ = Lt and = Lt
∂x h → 0 h ∂y k →0 k
Note : (i)The partial derivative of u w.r.t. x is the ordinary derivative of u w.r.t. x treating the
other variable y (and its functions) as constant
(ii) The partial derivative of u w.r.t. y is the ordinary derivative of u w.r.t. y treating the other
variable x (and its functions) as constant.
∂V dV ∂U ∂V dV ∂U
1. If V = g(U) and U = f(x, y) then (i) = . , (ii) = .
∂x dU ∂x ∂y dU ∂y
dZ ∂Z dx ∂Z dy
2. If Z = f(x, y) and x = g(t); y = h(t) then = . + is called the total differential
dt ∂x dt ∂y dt
coefficient of Z w.r.t. t.
dy ∂f ∂f
3. If f(x, y) = c where c is constant, then =− .
dx ∂x ∂y
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∂ ∂U ∂ 2U ∂ ∂U ∂ 2U ∂ ∂U ∂ 2U
= ≡ U ≡ f , = ≡ U yx ≡ f yx , = ≡ U xy ≡ f xy
∂x ∂x ∂x 2 xx xx
∂y ∂x ∂y∂x ∂x ∂y ∂x ∂y
∂ ∂U ∂ 2U
and = ≡ U yy ≡ f yy .
∂y ∂y ∂y 2
HOMOGENEOUS FUNCTION:
EULER’S THEOREM
∂U ∂U
If u = f ( x , y ) is a homogeneous function of degree n in the variables x,y then x +y = nU
∂x ∂y
Proof:
Since u = f ( x , y ) is a homogeneous function of degree n, we have U = xn g ( y / x)
where g ( y / x ) is function of y/x.
∂U −y
∴ = x n .g ′( y / x) 2 + nx n −1.g ( y / x) -- (1)
∂x x
∂U 1
and = x n .g ′( y / x)
∂y x
∂U ∂U y
∴x +y = x x n g ′( y / x) − 2 + nx n g ( y / x) + yx n−1.g ′( y / x)
∂x ∂y x
= n.x n .g ( y / x ) == nU.
Therorem
If U = f ( x, y ) is a homogeneous function of degree n in x,y
∂ 2U ∂ 2U 2 ∂ U
2
then x 2 + 2 xy + y = n(n − 1)U .
∂x 2 ∂x∂y ∂y 2
Proof:
Since U = f ( x, y ) is a homogeneous function of degree n, by Euler’s theorem, we have
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∂U ∂U
x +y = nU ------(1)
∂x ∂y
Differentiating (1) partially w.r.t. x we get
∂ 2U ∂U ∂ 2U ∂U ∂2U ∂2U ∂U
x + .1 + y = n ⇒ x + y = (n −1) -- (2)
∂x 2
∂x ∂x∂y ∂x ∂x 2
∂x∂y ∂x
Differentiating (1) w.r.t. y partially we get,
∂ 2U ∂ 2U ∂U ∂U ∂2U ∂2U ∂U
x +y 2 + .1 = n ⇒x + y 2 = (n −1) -------(3)
∂y∂x ∂y ∂y ∂y ∂y∂x ∂y ∂y
∂ 2U ∂ 2U 2 ∂ U
2
(2) . x + (3) . y ⇒ x 2 + 2 xy + y = n(n − 1)U .
∂x 2 ∂x∂y ∂y 2
PARTIAL DIFFERENTIATION
EXERCISE – 11(a)
I.
1. Find ∂z ∂z for
,
∂x ∂y
2
i) z = 3xe y + 4y
differentiate partially w.r.t x,
Sol: ∂ z = 3e y ∂ ( x ) + ∂ ( 4 y ) = 3e y
2 2
∂x ∂x ∂x
differentiate partially w.r.t y,
∂z
∂y
=
∂
∂y ( 2
3xe y +
∂
∂y )
( 4 y ) = 6 x ye y + 4
2
x
ii) z = log y + 2
y
x
Sol: z = log y + 2
y
differentiate partially w.r.t x,
∂z 1 ∂ x y2 1 1
= y + 2 = 3 = 3
∂x y + x ∂x y y + x y y + x
2
y2
differentiate partially w.r.t y,
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∂z 1 ∂ x y2 −2
= y + = 1 + x
y3
∂y x ∂y y 2 y3 + x
y + 3
y
y 2 y3 − 2x
= 3
=
(
y − 2x 3
)
y + x y 3
y y +x
3
( )
y2
iii) z = Tan−1
x
Sol: differentiate partially w.r.t x,
∂z ∂ y2
1 x 2 − y2 − y2
= = 2 4 2
= 2
∂x y2 ∂x x x + y x x + y
2 4
1+
x
differentiate partially w.r.t y,
∂z 1 ∂ y2
= .
∂y y 2 ∂y x
1+
x
∂z − cos x
iv) z =
co s x ans: ∂ z =
− sin x & = ( cos y )
sin y ∂x sin y ∂y sin 2 y
= − cos x.cot y.cos ecy
∂z −1
( ) ∂
( ) = −21 (1 + x + y 2 )
−3 / 2 −3 / 2
= 1 + x + y2 1 + x + y2
∂x 2 ∂x
differentiate partially w.r.t y,
∂z
( ) ∂
( )
1 −3 / 2
= − 1+ x + y2 1+ x + y2
∂y 2 ∂y
−1
( ) −y
−3 / 2
= 1 + x + y2 ( 2y ) =
(1 + x + y 2 )
2 3/ 2
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vii) (
x = sin x 2 − y ) ( )
[ans. = 2x cos x 2 − y , − cos ( x 2 − y )
i) f ( x ) = x2 − y 2
ii) e x sin y
Sol: f = e x sin y
Differentiate f partially w.r.t x,
f x = e x sin y ,
differentiate fx partially w.r.t x,
f xx = ex sin y
f = e x sin y
differentiate f partially w.r.t y,
f y = e x cos y,
differentiate f x partially w.r.t y,
∴ f yy = −e x sin y
∴ f xx + f yy = 0
iii) f= s i n x .co sh y
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1
z yy = − sin ( x − y ) − ---(2)
( x + y )2
∴ From (1) and (2), we get zxx = z yy
5. ( )
If u 3 1 + a 3 = 8 ( x + ay + b ) then show that u 3x + u 3y = 8
3
8 ( x + ay + b )
3
Sol: u =
3
1 + a3
2
u= ( x + ay + b )
3 1+ a 3
2
differentiate partially w.r.t x ⇒ u x =
3 1 + a3
= − Ap.e − p t sin Px
2
---(2)
From (1) and (2) we get z xx = z t
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II.
1. Find all the first and second order partial derivatives of the following functions f.
i) sin (xy)
(
ii) tan tan −1 x + tan −1 y )
iii) ex cos y
y
iv) ex
i) z = sin (xy)
differentiate partially w.r.t x,
z x = cos ( xy ) .y = xy cos ( x.y )
Again differentiate partially w.r.t x,
z xx = − y sin ( xy ) .y = − y 2 sin ( xy )
Differentiate z partially w.r.t y,
z y = ( cos xy ) .x = x cos xy
Again differentiate partially w.r.t x,
( )x = x ( − sin xy.y ) + cos xy
z xy = z y
= − xy sin ( xy ) + cos ( xy )
Differentiate zy partially w.r.t y,
z yy = − x sin ( xy ) .x = − x 2 sin ( xy )
( z x ) y = ( y cos xy ) y
= y ( sin ( xy ) ) x + cos xy
= cos xy − x.y.sin ( xy )
ii) (
z= tan tan −1 x + tan −1 y )
iii) e x cos y
Sol: z = ex cos y
differentiate partially w.r.t x,
z x = e x cos y, again diff. partially w.r.t x,
.
z xx = e x cos y
differentiate z partially w.r.t y,
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z y = −e x sin y,
again diff. partially w.r.t y,
z yy = −e x cos y
Differentiate zy partially w.r.t x,
z yx = z y ( )x = −e x .sin y
z x = ex cos y
z y = z xy = z yx = − e x .sin y
y
iv) z = ex
( ) ( ) ( )
2
−2y x 2 + y 2 + 2xy.2 x 2 + y 2 .2x 2y x 2 + y 2 − x 2 − y 2 + 4x 2
f xx = =
( )
4
x2 + y 2 4
x 2 + y2
=
(
2 − x 2 − y 2 + 4x 2 ) = 2y (3x 2 − y2 )
( x 2
+ y )
2 3
( x 2
+ y )
2 3
fy =
(
1 x 2 + y 2 − 2y 2 ) x 2 − y2
=
( x2 + y ) 2 2
( x 2 + y2 )
2
f yy =
−2y x 2 + y2( ) − 2 ( x2 + y2 )( x2 − y2 ) ( 2y)
2
=
( )
2y x 2 + y 2 − x 2 − y 2 − 2x 2 + 2y 2
( x 2 + y2 ) ( )
4 4
x 2 + y2
=
(
2y y 2 − 3x 2 ) ∴ f xx + f yy = 0
( )
3
x 2 + y2
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y
ii) Tan −1
x
Sol: y
f = ta n − 1
x
differentiate partially w.r.t x,
1 −y −x 2 y 1 −y
fx = 2 x
= . 2 =
y x 2
+ y 2
x x2 + y2
1+
x
differentiate partially w.r.t x,
+ y ( 2x )
f xx =
( x 2 + y2 )
2
iii) (
f= log x2 + y 2 )
iv) e − x ( x sin y − y cos y )
Sol: f = e − x ( x sin y − y cos y )
differentiate partially w.r.t x,
f ( x ) = e− x ( x sin y − y cos y )
∴ f xx + f yy = 0
v) ex ( x cos y − y sin y )
vi) (
e2xy cos y 2 − x2 )
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(
viii) f= e−2xy sin x 2 − y 2 )
( ) y
1/ 2
3. If r, θ, x and y are connected by the equations r = x 2 + y 2 ; θ = Tan −1 . find
x
rx ,ry , θx and θy . Also verify that ry θ y + rx θ x = 0 .
Sol: r = x 2 + y2
differentiate partially w.r.t x,
1 x
rx = .2x =
2 x 2 + y2 x 2 + y2
differentiate r partially w.r.t y,
1 y
ry = .2y =
2 x 2 + y2 x 2 + y2
y
θ = tan − 1
x
differentiate partially w.r.t x,
1 y y y
θx = − 2 =− =−
y x
1+
2
x 2 (x 2
+y 2
) x + y2
2
x x2
differentiate partially w.r.t y,
1 1 x
θy = . = 2
y
2 x x + y2
1+
x
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y x x y xy − xy
ry .θx + rx .θ y = . + − 2 = =0
x 2 + y2 x + y
2 2
x 2 + y2 x + y
2
x 2 + y2
If z = tan ( y + ax ) + ( y − ax )
1/ 2
4. , find z xx − a 2 z yy .
Sol: z = tan ( y + ax ) + ( y − ax )
1/ 2
1 ∂ 2u
7. If u 2 =
x2 + y 2 + z 2
, then show that ∑ ∂x 2 = 0 .
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Exercise – 11(b)
I.
1. Which of the following are homogeneous functions?
y
i) f ( x, y ) = x1/ 3 .y 3 / 4 , tan −1
x
y
Sol: f ( x, y ) = x1/ 3 .y 3 / 4 , tan −1 f ( k x , k y ) = ( k x )1 / 3 ( k y )3 / 4 . ta n − 1 k y
x kx
y
= k 1 / 3 .x 1 / 3 .k 3 / 4 .y 3 / 4 ta n − 1
x
1 3 1 3
+ y
= k 3 4 .x 3 .y 4 tan −1
x
13
= k 12 f ( x , y )
f ( x, y ) is a homogeneous function.
3x y
ii) f ( x, y ) = + log
y x
Ans ; f ( x, y ) is a homogeneous function.
iii) f ( x, y ) = log y + 2 log x
Sol: f ( kx1 ky ) = log ky + 2 log kx
= log k + log y + 2 ( log k + log x )
= 3log k + ( log y + 2 log x )
= 3log k + f ( x, y)
f ( x, y ) is not a homogeneous function.
y x
iv) u ( x, y ) = xf + y.g
x y
Ans : homogeneous function.
( )
3/2
v) f ( x, y ) = x 3 + y 3
(
= k 2 / 3 x1/ 3 .y1/ 3 + k1/ 3 .x 2 / 3.y1/ 3 )
= k n f ( x, y )
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II.
1. Verify Euler’s theorem for the following.
x− y
i) f (x, y) =
x+ y
x− y
Sol. f (x, y) =
x+ y
Differentiate partially w.r.t
1 −1/ 2 1 −1/ 2 ( x − y 1 (x) −1/ 2 x + y − x + y
∂f 2
(x) x + y − 2 (x) 2
x, = =
∂x x + y
2
x + y
2
∂f (x) −1/ 2 (y)1/ 2
=
∂y x + y
2
∂f (xy)1/ 2
x =
∂y x + y 2
Differentiate partially w.r.t y,
∂f
−1 −1/ 2
(y) x + y − 1 (y) −1/ 2
2 { x− y } 1
− (y)−1/ 2 2 x
= 2 = 2
∂y x + y
2
x + y
2
∂f − (xy)1/ 2
y =
∂y x + y 2
∂f ∂f
x + y =o
∂x ∂y
Degree of the given function is 0.
∂f ∂f
x +y = nf = 0. f = 0
∂x ∂y
x− y
Hence f(x, y) = holds Euler’s theorem.
x+ y
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y
ii) f ( x, y ) = tan −1
x
x2y
iii) f ( x, y) =
x3 + y 3
x2 y k 3 x2 y x2 y
f ( x, y ) = → f ( kx, ky ) = 3 3 = k0 3
Sol. x +y
3 3
k x +y 3
x + y3
= k0 f
f is a homogeneous function of degree 0.
∂f ∂f
∴x + = 0 .f = 0
∂ x ay
differentiate f partially w.r.t x,
∂f 2xy(x 3 + y3 ) − 3x 2 .x 2 y ∂f 2x 2 y(x 3 + y3 ) − 3x 5 .y
= x =
∂x (x 3 + y3 ) 2 ∂x (x 3 + y3 ) 2
differentiate f partially w.r.t y,
∂f x 2 (x3 + y3 ) − 3y2.x 2 y
=
∂y (x3 + y3 )2
∂f yx 5 + y 4 x 2 − 3y 4 x 2
y =
∂y (x 3 + y3 ) 2
∂f ∂f =0
∴x + = 0.f
∂x ∂y
Hence eulers theorem verified.
y
iv) f (x, y) = x tan −1 + xex / y
x
y y
2) If u = xφ + yψ then show that x 2u xx + 2xy u xy + y 2 u yy = 0
x x
x3 + y 3
3) If u = tan−1 3 3 then show that xu x + yu y = 0 (May.’06)
x +y
x 3 + y3
Sol. u = tan −1 3
x + y3
x 3 − y3
tan u =
x 3 + y3
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x3 − y3 k 3 x3 − y3
let tan u = z ( x , y ) = → f ( kx , ky ) =
x3 + y3 k 3 x3 + y3
x3 − y3
= k0 = k0z
x3 + y3
tanu is a homogeneous function degree Zero in x and y
∂z ∂z
x +y = nz
∂x ∂y
∂ ∂
x (ta n u ) + y (ta n u ) = 0 . ta n u .
∂x ∂y
∂u ∂u
x.sec 2 u. + y. s e c 2 y. = 0
∂x ∂y
∂u ∂u ∂u ∂u
sec 2 u x. + = 0 ⇒ x. + y. = 0
∂x ∂y ∂x ∂y
i.e., x.u u + y.u y = 0
1. If z = eex sin by, where a and b are real Constants, find ZZ,Zy , Zxx , Zxy , ZyyandZyz .
2. Find all the first and second order partial Derivatives for f(x, y) = ex−2y
3. Find all the first and second order partial derivatives for f(x, y) = sin (ax + by)
where a and b are real constants.
x2y
4. If u (x, y) = , show that xu x + yu y = 0
x3 + y 3
5. If z = log (tan x + tan y), show that (Sin2x)z z + (sin 2y)z y = 2
6. (
If u = e xy , show that u u xx + u yy = u x2 + u y2 ) ( )
7. ( )
If z = f x2 + y 2 , show that x
∂z
∂y
− y
∂z
∂x
= 0 .
y x x2 − y2
9. If f ( x, y ) = x 2 tan −1 − y 2 tan −1 ; x ≠ 0 , y ≠ 0 , show that fxy = .
x y x2 + y2
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( x − a)
2
( y − b)
2
( x − a ) + ( y − b)
2 2
( )
r rxx + ryy = 2 − rx − ry2 2
= 2−
r2
−
r2
= 2−
r2
r2
2− = 2 − 1 = 1 ∴ rxx + ryy = 1
r2 r
11. If z = y f ( x + y ) , then show that xz x + y z y = y ( x + y ) f ′ ( x + y ) Where
x x
df
f ′ (x + y ) = an d u = x + y .
du
x y
14. If u ( x, y ) = sin −1 + tan −1 , then show that xu x + yu y = 0 .
y x
x2 + y2
15. Verify Euler’s theorem for the function f ( x,y ) = .
x+ y
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x3 + y 3
If u = tan−1 , show that xu x + yu y = sin 2u .
x + y
18.
x 3 + y3
Sol: Given that tan u =
x+y
x3 + y3
Write z = . Then z is a homogeneous function of degree 2 and z = tan u.
x+y
By Euler’s theorem, ∂z ∂z ---(1)
x + y = 2z
∂x ∂y
But ∂ z = dz . ∂ u = sec 2 u ∂ u
∂x du ∂ x ∂x
and ∂z dz ∂u ∂u ---(2)
= . = se c 2 u
∂y du ∂y ∂y
( ) ( )
Form (1) and (2), x sec 2 u u x + y sec 2 u u y = 2 tan u
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(1 + log Z) ∂ Z = − (1 + log x )
∂x
∂Z (1 + log x )
=−
∂y (1 + log Z)
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