IIUM, Faculty of Engineering,

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Engineering Mathematics 2, MATH 1320

Chapter I.1: Function of Several Variables

I. FUNCTIONS OF SEVERAL VAREABLES

1.1 Functions. Definition & examples of functions paraboloid, sphere, ellipsoid,
hyperboloids
1.2 Partial derivatives. Higher order partial derivatives of simple functions of two or
more variables
1.3 Harmonic functions. Chain rule. Implicit differentiation.
1.3 Harmonic functions. Chain rule and Implicit differentiation. A stationary point of
a function of several variables, local maximum, local minimum and saddle point
for a function of two variables
Harmonic functions
In this section, we will show how Greens theorem is closely connected with
solutions to Laplaces partial differential equation in two dimensions:

2w 2w

0
(1.22)
x 2 y 2
Where w x, y is some unknown function of two variables, assumed to be
twice differentiable. Equation (1) models a variety of physical situations, as we
discussed in Section P of these notes, and shall briefly review.

The Laplace operator and harmonic functions.

The two dimensional Laplace operator, or laplacian as it is often called, is
denoted by or lap, and defined by
2

2
2
2 2
x
y
2

(1.23)

The notation comes from thinking of the operator as a sort of symbolic scalar
2

product:

i
y
x
2

j i
y
x

2
2
j 2 2
y
x

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Chapter I.1: Function of Several Variables

In terms of this operator, Laplaces equation (1.23) reads simply

2 w 0

(1.22*)

Notice that, the laplacian is a linear operator, which is it satisfies the two rules

2 u 2u 2 ,

2 c u c 2u ,

(1.25)

for any two twice differentiable functions u x, y and x, y , c any constant.

Definition 6 (Harmonic functions for engineering students):
A function w x, y which has continuous second partial derivatives and
solves Laplaces equation (1.22) is called a harmonic function.

Examples of harmonic functions

Here are some examples of harmonic functions.
A)

Harmonic homogeneous polynomials1 in two variables.

Degree 0 : all constants c are harmonic.
Degree 1 :

all linear polynomials ax by are harmonic.

Degree 2 : the quadratic polynomials x y and xy are harmonic; all other

2

harmonic homogeneous quadratic polynomials are linear combinations of these:

f x, y a x 2 y 2 bxy , ( a, b constants).
Degree

n : the real and imaginary parts of the complex polynomial x i y

are harmonic.

B)

Functions with radial symmetry.

Letting r

x 2 y 2 , the function given by f r ln r is harmonic, and its

constant multiples c ln r are the only harmonic functions with radial symmetry, i.e., of
the form f r .

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Chapter I.1: Function of Several Variables

C) Exponentially growing or decaying oscillations.

For all

the functions

ekx sin ky

and

ekx cos ky

are harmonic.

In general, harmonic functions cannot be written down explicitly in terms of

elementary functions. Nevertheless, we will be able to prove things about them, by
using Greens theorem.

Definition 7 (Harmonic functions with three variables):

Let denote an open set in R3 . A real valued function u x, y, z on
with continuous second partials derivatives is said to be harmonic if and only if
Laplacian u 0 identically on .
2

Note that, the Laplacian u is defined by

2

2u 2u 2u
u

x 2 y 2 z 2
2

(1.26)

Some basic examples of harmonic functions are

u x2 y 2 2z 2 ,
1
u ,
r
where r

R3 ,
R 3 0, 0, 0

x2 y 2 z 2 .

Moreover, by a theorem on complex variables, the real part of an analytic

function on an open set in R 2 is always harmonic. Thus a function such as

u r n cos n is a harmonic function on R 2 since u is the real part of z n .

Exercises:
1.

Verify that a function below is a harmonic at any point x, y but not at 0, 0 :

u x, y ln x 2 y 2
2.

Verify that following functions are harmonic at any point x, y

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3.

Engineering Mathematics 2, MATH 1320

Chapter I.1: Function of Several Variables

a)

u x, y e x sin y

b)

u x, y e2 x cos 2 x

c)

u x, y sinh x sin y

d)

u x, y sin x cosh y

e)

x
y
u x, y cos cosh
2
2

Verify that a function below is a harmonic at any point

x,

y, z but not at

0, 0, 0 :
u x, y z

4.

1
x y z
2

Verify that following functions are harmonic at any point x, y, z

a)

3
y
u x, y, z e x sin cos
z
2
2

b)

u x, y, z e2 y cos

3 x sin z

IIUM, Faculty of Engineering,

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Engineering Mathematics 2, MATH 1320

Chapter I.1: Function of Several Variables

Chain Rules for Function of Several Variables and Implicit differentiation

Objectives of this section

Use the Chain Rules for functions of several variables.

Find partial derivatives implicitly.

You can determine the rate of change of a function f with respect to one of its
several independent variables. This process is called partial differentiation, and the
result is referred to as the partial derivative of f with respect to the chosen independent
variable.

Theorem 1 (The Chain Rule one independent Variable):

Let u = f x, y , where f is a differentiable function of x and y . If x = g t
and y = h t , where g and h are differentiable functions of t , then
differentiable function of t , and

d u u d x u d y
=

dt x dt y dt .
u
u
x

u
y

t
Figure 1

This diagram represents the derivative of

u with respect to t .

u is a

(1.27)

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Engineering Mathematics 2, MATH 1320

Chapter I.1: Function of Several Variables

Example 1 (Applying the Chain Rule with One Independent Variable):

du
t
2
2
Let u = x y y , where x = sin t and y = e . Find
when
dt

t=0.

Solution:
By the Chain Rule for one independent variable (Eq. 1.27), you have

d u u d x u d y
=

dt x dt y dt
The first we have to find

dx dy
,
, so
dt dt

dx d

sin t cos t ,
dt dt

x 2 y y 2 2 xy ,
x x

dy d

et et ,
dt dt

x 2 y y 2 x 2 2 y , then
y y

du
= 2 xy cos t x 2 2 y et
dt

= 2 sin t et cos t sin 2 t 2 et et

= 2 et sin t cos t et sin 2 t 2 et et
= 2 et sin t cos t et sin 2 t 2 e2t .
When t = 0 , it follows that

du
= 2 e0 sin 0 cos 0 e0 sin 2 0 2 e0 = 0 2 .
d t t 0
0
1
0
1
1
1

Chain Rules for Functions of Several Variables

The Chain Rule in Theorem 1 can be extended to any number of variables. For
example, if each xi is a differentiable function of a single variable t , then for

u = f x1 , x2 , x3 ,

xn we have

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Engineering Mathematics 2, MATH 1320

Chapter I.1: Function of Several Variables

d u u dx1 u dx2
=

+
d t x1 d t x2 d t

u dxn

xn d t

(1.28)

The simplest multivariable chain rule situation involves a function z = f x, y

where both x and y are functions of the same single variable t : x = g (t ) ) and

y = h(t ) ). The composite function f g t , h t is then a singlevariable function

t , and Theorem 1 expresses its derivative in terms of the partial derivatives of f and

the ordinary derivatives of g and h .

Theorem 2 (The Chain Rule: Two independent Variables) (case 1):
Suppose that z = f x, y has continuous firstorder partial derivatives and that
x = g (t ) and y = h(t ) are differentiable functions. Then z is a differentiable
function of t , and

dz z dx z dy
= +
dt x dt y dt

(1.29)

Example 2 (Chain Rule Two independent Variables):

2
3
Suppose that w f x, y e , x t and y t , find,

xy

dw
.
dt

Solution:

dw
z z x
y
,
,
and
To find derivative
, the first we have to find
. So
x y t
t
dt
w
w
dx
dt
ye xy ,
xe xy and
2t ,
3t 2 . Then by Theorem 3 the equation (3)
x
y
dt
dt

yields

IIUM, Faculty of Engineering,

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Engineering Mathematics 2, MATH 1320

Chapter I.1: Function of Several Variables

dw w dx w dy
=
+

= ye xy
dt
x dt y dt

2 3

= t 3et t

2t t 2et t

2 3

2t xe 3t
xy

3t 2 = t 3et

2t t 2et

3t
2

= 2t 4 et 3t 4 et = 2t 4 3t 4 et = 5t 4 et .
5

Example 3 (Chain Rule Two independent Variables):

If z f x, y x 2 y 3xy 4 , where x sin 2t and y cos t , find,

t 0.

dz
when
dt

Solution:
The chain rule gives

dz z dx z dy
= +
dt x dt y dt

= 2 xy 3 y 4 2 cos 2t x 2 12 xy 3 sin t .
It is not necessary to substitute the expressions for x and y in terms of t. simply observe
that when t 0 we have x sin 0 0 and y cos 0 1. Therefore,

dz
= 0 3 2 cos 0 0 0 sin 0 6
dt t 0

= 2 0 1 3 1 2 1 0 12 0 1 0 = 0 3 2 0 0 0 6 .

dz
4
2
3
= 2 sin 0 cos 0 3 cos 0 2 cos 2 0 sin 0 12 sin 0 cos 0 sin 0
dt t 0
4

The derivative in the example above can be interpreted as the rate of change in z
with respect to t as the point

x, y

moves along the curve C with parametric

equations x sin 2t and y cos t (see the Figure below)

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Engineering Mathematics 2, MATH 1320

Chapter I.1: Function of Several Variables

In particular, when t 0 the point x, y is 0, 1 and dz dt 6 is the rate of increase

as we move along the curve C through 0, 1 .
If, for instance, z T x, y x 2 y 3xy 4 represents the temperature at the point

x, y ,

then the composite function z T sin 2t , cos t represents the temperature at

points on C and the derivative dz dt represents the rate at which the temperature
changes along C .

Theorem 3 (The Chain Rule: Two independent Variables) (case 2):

Let z = f x, y , where f is a differentiable function of x and y .
If x = g ( s,t ) and y = h( s,t ) such that the first partials
exist, then

z
z
and
exist and are given by
s
t

z z x z y
=
+
s x s y s

y
x x y
, ,
and
all
s t s
t

z z x z y
=
+
t x t y t
z
z
y

z
x

x
x
s

x
t

y
s

y
t

(1.30)

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Chapter I.1: Function of Several Variables

Example 4 (Chain rule):

2
If z f x, y e x sin y , where x st and y s 2t , find,

z
z
and
.
s
t

Solution:
Applying Theorem 2 (case 2) of the Chain rule, we get

z z x z y
= + = e x sin y t 2 e x cos y 2st
s x s y s

z z x z y
= + = e sin y 2st e
t x t y t

= t 2 e st sin s 2t s 2te st cos s 2t .

2

cos y s 2

= 2ste st sin s 2t s 2 e st cos s 2t .

2

Notice that, case (2) of the chain rule contains three types of variables: s and t are
independent variables, x and y are intermediate variables, and z is the
dependent variable.
We draw branches from the dependent variable z to the intermediate variables x
and y to indicate that z is a function of x and y . Then we draw branches from x and

y to the independent variable s and t . On each branch we write the corresponding

partial derivative along each path from z to s and then add these products:

z z x z y
= +
s x s y s
similarly, we find z t by using the paths from z to t .

For example, if u = f x, y , z with

x , y and z each a function of t , then the

chain rule takes the form

du u dx u dy u dz
=
+ +
dt x dt y dt z dt

(1.31)

IIUM, Faculty of Engineering,

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Engineering Mathematics 2, MATH 1320

Chapter I.1: Function of Several Variables

Example 5 (Multivariable chain rue):

Find

du
if
dt

u f x, y x 2 ze y sin xz , where x t , y t 2 and

z t3 .

Solution:
Equation (1.32) gives
u
u
u
2 x z cos xz,
ze y ,
e y x cos xz
x
y
z

and
dx
dy
dz
1,
2t ,
3t 2 .
dt
dt
dt

Then equation (1.33) yields

du u dx u dy u dz
=
+ +
dt x dt y dt z dt

2t e
cos t .

= 2 x z cos xz 1 ze xy

= 2t 3t 2 2t 4 et 4t 3
2

x cos xz 3t 2

Theorem 4 (general case):

Suppose that u is a differentiable function of the n variables x1 , x2 ,
each xi is a differentiable function of m variables t1 ,t2 , tm . Then

u u x1 u x2
=

ti x1 ti x2 ti

u xn

xn ti

xn and

(1.34)

for each i = 1, 2, , m .

Example 6 (Multivariable chain rule):

Write out the chain rule for the case where w f x, y, z, t , where x x u, v ,

y y u, v , z z u, v and t t u, v
Solution:

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Engineering Mathematics 2, MATH 1320

Chapter I.1: Function of Several Variables

Applying Theorem 3 (general case) with n 4 and m 2 (in Figure below shows the
tree diagram).

Although we havent written the partial derivatives for that branch, its understood that
if a branch leads from y to u , then the partial derivative for that branch is y u . with
the aid of the tree diagram we can now write the required expressions:

w
=
u
w
=
v

w x w y w z w t
+
+
+
,
x u y u z u t u
w x w y w z w t
+
+
+
.
x v y v z v t v

Example 7 (Multivariable chain rule):

If g s, t f s 2 t 2 , t 2 s 2 and f is differentiable, show that g satisfies the

equation: t

g
g
s
0.
s
t

Solution:
Let x s 2 t 2 and y t 2 s 2 . Then g s, t f x, y and the chain rule gives:

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Engineering Mathematics 2, MATH 1320

Chapter I.1: Function of Several Variables

g f x f y f
f
=
+ =
2s + 2s ,
s x s y s x
y
g f x f y f
f
=
+ =
2t + 2t .
t x t y t x
y
Therefore:

g
g
f
f
f
f
s
2st 2st 2st 2st 0
s
t
x
y
x
y

IIUM, Faculty of Engineering,

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Chapter I.1: Function of Several Variables

Implicit Differentiation from Partial Derivatives

You probably have learnt how to differentiate and integrate functions implicitly
and parametrically from the Engineering Mathematics 1, but only up to the first order of
single variable function. In this section, we will be learning more details of implicit
differentiation.
An application of the Chain Rule to determine the derivative of a function defined
implicitly. Suppose that x and y are related by the equation F x, y 0 , where it is
assumed that y = f x is a differentiable function of x . To find the

dy
we use chain
dx

rule which we discus in above section.

If you consider the function given by

z = F x, y F x, f x , then you can apply Theorem 1 to obtain

dy
dz
dx
= Fx x, y
Fy x, y
dx
dx
dx
A similar procedure can be used to find the partial derivatives of functions of
several variables that are defined implicitly
Theorem 5 (Chain Rule: Implicit Differentiation):
If the equation F x, y 0 defines y implicitly as a differentiable function of
x , then

F x, y
y
=- x
x
Fy x, y

Fy x, y 0 .

(1.35)

If the equation F x, y,z 0 defines z implicitly as a differentiable function of

x and y , then

F x, y , z
Fx x, y, z
z
z
=- x
=
x
Fz x, y, z and y
Fz x, y, z

Fz x, y, z 0 . (1.36)

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Chapter I.1: Function of Several Variables

What is implicit differentiation?

One method to find the slope is to take the derivative of both sides of the equation
with respect to

x . When taking the derivative of an expression that contains y , you

must treat y as a function of

x . This method is called implicit differentiation and it is

illustrated below.
3
3
Implicit differentiation of the folium x y 9 xy 0 yields:

3x 2 3 y 2

dy
dy
9x 9 y 0 .
dx
dx

Notice that, the term 9xy is considered a product of two functions and the Product
Rule is used to find its derivative, 9 x
So, now solving for

dy
9y .
dx

dy
we have that:
dx

2
3 3 y x2
d
y
d
y
9
y

3
x
3 y x2
3 y2 9x

2

2
dx
dx 3 y 9 x 3 y 2 3x
y 3x

Notice that, the derivative contains both

and y . This is typical for implicit

differentiation.

The chain rule described above leads to a formula that simplifies the implicit
differentiation. Consider f x, y 0 as a function of two variables, differentiable and
defines y implicitly as a function of x , say y g x .
Let z F x, y 0 , then

dz
dx
dy
Fx
Fy
0
dx
dx
dx
dy
Fx 1 Fy
0,
dx
F
dy
dy
Fy
Fx

x , Fy 0.
dx
dx
Fy

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Chapter I.1: Function of Several Variables

This notion can be extended to functions of several variables defined implicitly.

Suppose that the equation F x, y , y 0 implicitly defines a function z f x, y ,
where f is differentiable.
Again from the chain rule, the following formula can be derived

F
dz
x , Fz 0,
dx
Fz
Fy
dz
, Fz 0.
dy
Fz
For example given a multivariable function f x, y , we defined the partial
derivative of one variable with respect to another variable. All other variables are
treated as constants.
Example 8 (Implicit Differentiation):
If z f x, y x 4 y 3 8x 2 y y 4 5x , find

z
z
and
.
x
y

Solution:
We will go by step, first
z 4 3

x y 8 x 2 y y 4 5 x 8 x3 y 3 16 xy 5 ,
x x

Not that, in this case y is fixed, x independent variable, z is dependent variable.

z 4 3

x y 8 x 2 y y 4 5 x 3x 4 y 2 8 x 2 4 y 3 ,
y y

Not that, in this case x is fixed, y independent variable, z is dependent variable.

Example 9 (Implicit Differentiation):
If z f x, y xe xy , find

z
z
and
.
x
y

Solution:
We will go by step, first
'
z
'
'

xe xy x e xy x e xy e xy xe xy xy e xy xye xy ,
x x

IIUM, Faculty of Engineering,

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Chapter I.1: Function of Several Variables

Note: Product rule (an Chain rule in the second term)

'
z
'
'

xe xy x e xy x e xy 0 e xy xe xy xy xxe xy x 2e xy ,
y y

Note: No product rule, but we did need the chain rule.

Example 10 (Implicit Differentiation):
w
x
w w
If w f x, y, z
, find
and
.
,
z
x yz
x y

Solution:
Here we applying quotient rule,

y x y z y x y z
w
y

2
x x x y z
x y z
'

0 x y z y 1 0 0

x y z

'

y x y z y x y z
w
y

2
y y x y z
x y z
'

1 x y z y 0 1 0

x y z

y x y z y x y z
w
y

2
z z x y z
x y z
'

0 x y z y 0 0 1

x y z

x y z
'

xz

x y z
'

x y z

When we are taking a partial derivative all variables are treated as fixed constant
except two, the independent variable and the dependent variable.
Lets do some examples:
Example 11 (Implicit Differentiation):
Given x2 cos y z 3 0 , find

z
z
and
.
x
y

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Chapter I.1: Function of Several Variables

Solution:
Differentiating with respect to x (and treating z as a function of x , and y as a
constant) gives
z 2
z

x cos y z 3 2 x 2 0 3z 2
0.
x x
x

Note: the Chain rule in the derivative of z 3 .

z
Now, solving for
we have that
x
z 2 x 2
2 z
2
.
3z
2 x

x
x 3z 2
Note that, we get z s in the answer, but, as before, at least we get some answer.
z
So, now for
. Differentiating with respect to y (and treating z as a function of
y
y , and x as a constant) gives we have that
z 2
z

x cos y z 3 0 sin y 3z 2
0.
y y
y

Now, solving for

z
we have that
y
z
z sin y
.
3z 2
sin y ,

2
y
y
3z

Example 12 (Implicit Differentiation):

Given sin xyz x 3z y , find

z
.
x

Solution:
Differentiating with respect to x (and treating z as a function of x , and y as a
constant) gives

sin xyz x 3z y

x
x

z
.
sin xyz xyz 1 3 0
x
x
z
z

sin xyz yz xy 1 3
x
x

Note: applied of the product and Chain rules.

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Chapter I.1: Function of Several Variables

z
, which gives
x
z
z

sin xyz yz xy 1 3
x
x

z
z
yz sin xyz xy sin xyz 1 3
x
x
.
z
z
xy sin xyz 3 1 yz sin xyz
x
x
z
xy sin xyz 3 x 1 yz sin xyz
z 1 yz sin xyz

.
x xy sin xyz 3

Now we expand and solve for

Match the problem (Implicit Differentiation):

Find

z
z
and
for the given functions
x
y

a)

xyz cos x y z ,

b)

ln x 2 y 2 tan 1 x z