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Jacobian

This document discusses Jacobians and their applications to partial derivatives. It begins with an overview of Jacobians for two and three variables. It then provides examples of calculating Jacobians when given functions of multiple variables. These include finding the Jacobian directly from the functions, and finding the inverse Jacobian. The document also presents properties of Jacobians, such as the property that the Jacobian times its inverse is the identity matrix. Overall, the document covers the concept and calculation of Jacobians to understand applications to partial derivatives.
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
461 views

Jacobian

This document discusses Jacobians and their applications to partial derivatives. It begins with an overview of Jacobians for two and three variables. It then provides examples of calculating Jacobians when given functions of multiple variables. These include finding the Jacobian directly from the functions, and finding the inverse Jacobian. The document also presents properties of Jacobians, such as the property that the Jacobian times its inverse is the identity matrix. Overall, the document covers the concept and calculation of Jacobians to understand applications to partial derivatives.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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INDUS INSTITUTE OF SCIENCE HUMANITIES & LIBERAL STUDIES

SEMESTER: I

SUBJECT: CALCULUS

FACULTY NAME: RONAK PATEL

UNIT-2- APPLICATION OF PARTIAL DERIVATIVES

Ronak Patel (IISHLS) CALCULUS : U - 2.1 1 / 23


Overview I

1 Jacobians

Ronak Patel (IISHLS) CALCULUS : U - 2.1 2 / 23


Jacobians

Jacobians for two variables


If u and v are functions of the two independent variables x and y, then the
jacobian of u and v w.r.t x and y is written as,

  ∂u ∂u
∂(u, v ) u, v ∂x ∂y
=J = ∂v ∂v
∂(x, y) x, y
∂x ∂y
and
  ∂x ∂x
∂(x, y ) x, y
= J∗ = ∂u
∂y
∂v
∂y
∂(u, v ) u, v
∂u ∂v

Ronak Patel (IISHLS) CALCULUS : U - 2.1 3 / 23


Jacobians for three variables
If u,v and w are functions of the three independent variables x, y and z then
the jacobian of u,v and w w.r.t x,y and z is written as,
∂u ∂u ∂u
  ∂x ∂y ∂z
∂(u, v , w) u, v , w ∂v ∂v ∂v
=J =
∂(x, y , z) x, y , z ∂x ∂y ∂z
∂w ∂w ∂w
∂x ∂y ∂z
and
∂x ∂x ∂x
  ∂u ∂v ∂w
∂(x, y, z) x, y , z ∂y ∂y ∂y
= J∗ =
∂(u, v , w) u, v , w ∂u ∂v ∂w
∂z ∂z ∂z
∂u ∂v ∂w

Ronak Patel (IISHLS) CALCULUS : U - 2.1 4 / 23


Solved Examples:

Example: 1
 
u, v
Find J , if u = ex sin y and v = x + log sin y
x, y

Solution:
u = ex sin y v = x + log sin y

ux = ex sin y vx = 1

uy = ex cos y vy = cot y

ex sin y ex cos y
 
u, v ux uy
J = = = ex cos y − ex cos y = 0
x, y vx vy 1 cot y

Ronak Patel (IISHLS) CALCULUS : U - 2.1 5 / 23


Example: 2
∂(x, y)
Find , if x = r cos θ and y = r sin θ
∂(r , θ)

Solution:
x = r cos θ y = r sin θ

xr = cos θ yr = sin θ

xθ = −r sin θ yθ = r cos θ

∂(x, y) x xθ cos θ −r sin θ


= r = = r (cos2 θ + sin2 θ) = r
∂(r , θ) yr yθ sin θ r cos θ

Ronak Patel (IISHLS) CALCULUS : U - 2.1 6 / 23


Example: 3
x +y
Find the Jacobian J if u = and v = tan−1 x + tan−1 y .
1 − xy

Solution:
(1 − xy ) − (x + y)(−y) 1
ux = vx = +0
(1 − xy )2 1 + x2
1 + y2 1
= vx =
(1 − xy )2 1 + x2

(1 − xy ) − (x + y)(−x) 1
uy = vy = 0+
(1 − xy )2 1 + y2

1 + x2 1
= vy =
(1 − xy )2 1 + y2

Ronak Patel (IISHLS) CALCULUS : U - 2.1 7 / 23


ux uy
J =
vx vy

1 + y2 1 + x2
= (1 − xy )2 (1 − xy )2
1 1
1 + x2 1 + y2

1 1
= −
(1 − xy )2 (1 − xy )2

= 0

Ronak Patel (IISHLS) CALCULUS : U - 2.1 8 / 23


Example: 4
∂(x, y, z)
If x = r sin θ cos φ, y = r sin θ sin φ, z = r cos θ then show that = r 2 sin θ
∂(r , θ, φ)

Solution:

x = r sin θ cos φ y = r sin θ sin φ z = r cos θ


xr = sin θ cos φ yr = sin θ sin φ zr = cos θ
xθ = r cos θ cos φ yθ = r cos θ sin φ zθ = −r sin θ
xφ = −r sin θ sin φ yφ = r sin θ cos φ zφ = 0

Ronak Patel (IISHLS) CALCULUS : U - 2.1 9 / 23


xr xθ xφ
∂(x, y , z)
= yr yθ yφ
∂(r , θ, φ)
zr zθ zφ

sin θ cos φ r cos θ cos φ −r sin θ sin φ


= sin θ sin φ r cos θ sin φ r sin θ cos φ
cos θ −r sin θ 0

sin θ cos φ cos θ cos φ − sin φ


= r 2 sin θ sin θ sin φ cos θ sin φ cos φ
cos θ − sin θ 0

= r 2 sin θ[cos θ(cos θ cos2 φ + cos θ sin2 φ)+


sin θ(sin θ cos2 φ + sin θ sin2 φ)]

= r 2 sin θ[cos2 θ + sin2 θ]

= r 2 sin θ

Ronak Patel (IISHLS) CALCULUS : U - 2.1 10 / 23


Example : 5
∂(x, y, z)
If u = x + y + z, uv = y + z, uvw = z, find
∂(u, v , w)

Solution:
we have ,u = x + y + z, uv = y + z, uvw = z
z = uvw
uv = y + z ⇒ uv = y + uvw ⇒ y = uv (1 − w)
u = x + y + z ⇒ u = x + uv − uvw + uvw ⇒ x = u(1 − v )

xu = (1 − v ) yu = v (1 − w) zu = vw
xv = −u yv = u(1 − w) zv = uw
xw = 0 yw = −uv zw = uv

Ronak Patel (IISHLS) CALCULUS : U - 2.1 11 / 23


xu xv xw
∂(x, y, z)
= yu yv yw
∂(u, v , w)
zu zv zw

(1 − v ) −u 0
= v (1 − w) u(1 − w) −uv
vw uw uv

(1 − v ) −1 0
= u 2 v v (1 − w) (1 − w) −1
vw w 1

= u 2 v [(1 − v )(1 − w + w) + 1(v − vw + vw)]

= u 2 v [1 − v + v ]

= u2v

Ronak Patel (IISHLS) CALCULUS : U - 2.1 12 / 23


Example: 6
∂(x, y ) ∂(u, v )
If x = u(1 − v ), y = uv ; evaluate and
∂(u, v ) ∂(x, y)

Solution:
x = u(1 − v ) ⇒ xu = 1 − v and xv = −u
y = uv ⇒ yu = v and yv = u
∂(x, y) x xv 1−v −u
J= = u = = u − uv + uv = u
∂(u, v ) yu yv v u
Now,
x = u − uv ⇒ x = u − y ⇒ u = x + y
y y
y = uv ⇒ v = ⇒ v =
u x +y
∂(u, v ) u uy 1 1 x +y 1
J∗ = = x = −y x = =
∂(x, y) vx vy (x + y )2 (x + y)
(x + y )2 (x + y)2

Ronak Patel (IISHLS) CALCULUS : U - 2.1 13 / 23


Property : 1
If u and v are the functions of x and y then,

∂(u, v ) ∂(x, y)
× =1
∂(x, y ) ∂(u, v )
or
J.J ∗ = 1

Ronak Patel (IISHLS) CALCULUS : U - 2.1 14 / 23


Example: 7
∂(u, v )
Calculate for x = eu cos v and y = eu sin v
∂(x, y )

Solution:
x = eu cos v ⇒ xu = eu cos v and xv = −eu sin v
y = eu sin v ⇒ yu = eu sin v and yv = eu cos v
∂(x, y ) x xv eu cos v −eu sin v
= u = u = e2u (cos2 v + sin2 v ) = e2u
∂(u, v ) yu yv e sin v eu cos v
From property,
∂(u, v ) ∂(x, y)
× =1
∂(x, y ) ∂(u, v )
∂(u, v ) 1 1
= = 2u = e−2u
∂(x, y ) ∂(x, y ) e
∂(u, v )

Ronak Patel (IISHLS) CALCULUS : U - 2.1 15 / 23


Example: 8
u+v ∂(u, v )
If x = uv and y = , find
u−v ∂(x, y )

Solution:
∂(x, y ) v u 2uv + 2uv 4uv
x xv
= u = −2v 2u = =
∂(u, v ) yu yv (u − v )2 (u − v )2
(u − v )2 (u − v )2
From property,
∂(u, v ) ∂(x, y)
× =1
∂(x, y ) ∂(u, v )
∂(u, v ) 1 1 (u − v )2
= = =
∂(x, y ) ∂(x, y ) 4uv 4uv
∂(u, v ) (u − v )2

Ronak Patel (IISHLS) CALCULUS : U - 2.1 16 / 23


Property: 2
If u and v are functions of r and s, and r and s are functions of x,y then

∂(u, v ) ∂(r , s) ∂(u, v )


× =
∂(r , s) ∂(x, y ) ∂(x, y)

Ronak Patel (IISHLS) CALCULUS : U - 2.1 17 / 23


Example: 9
∂(x, y)
If x = a(u + v ), y = b(u − v ) and u = r 2 cos 2θ, v = r 2 sin 2θ, find
∂(r , θ)

Solution:
∂(x, y) x xv a a
= u = = −ab − ab = −2ab
∂(u, v ) yu yv b −b
Now,
∂(u, v ) u uθ 2r cos 2θ −2r 2 sin 2θ
= r = = 4r 3 (cos2 2θ + sin2 2θ) = 4r 3
∂(r , θ) vr vθ 2r sin 2θ 2r 2 cos 2θ
∂(x, y) ∂(x, y) ∂(u, v )
= × = (−2ab)(4r 3 ) = −8abr 3
∂(r , θ) ∂(u, v ) ∂(r , θ)

Ronak Patel (IISHLS) CALCULUS : U - 2.1 18 / 23


Example: 10
√ √ √
If x = vw, y = wu, z = uv and
∂(x, y , z)
u = r sin θ cos φ, v = r sin θ sin φ, w = r cos θ. calculate
∂(r , θ, φ)

Solution:
∂(x, y, z) ∂(x, y, z) ∂(u, v , w)
= ×
∂(r , θ, φ) ∂(u, v , w) ∂(r , θ, φ)
xu xv xw
∂(x, y, z)
= yu yv yw
∂(u, v , w) zu zv zw
√ √
w v
0 √ √
√ 2 v 2√ w
w u
= √ 0 √
2√ u √ 2 w
v u
√ √ 0
2 u 2 v

Ronak Patel (IISHLS) CALCULUS : U - 2.1 19 / 23


√ √
w v
0 √ √
√ v √w
∂(x, y, z) 1 w u
= √ 0 √
∂(u, v , w) 8 √u √ w
v u
√ √ 0
u v
r  r  r r 
1 w uv v wu
= − − +
8 v uw w uv

1
= [1 + 1]
8
1
=
4

Ronak Patel (IISHLS) CALCULUS : U - 2.1 20 / 23


ur uθ uφ
∂(u, v , w)
= vr vθ vφ
∂(r , θ, φ)
wr wθ wφ

sin θ cos φ r cos θ cos φ −r sin θ sin φ


= sin θ sin φ r cos θ sin φ r sin θ cos φ
cos θ −r sin θ 0

sin θ cos φ cos θ cos φ − sin φ


= r 2 sin θ sin θ sin φ cos θ sin φ cos φ
cos θ − sin θ 0

= r 2 sin θ[cos θ(cos θ cos2 φ + cos θ sin2 φ)+


sin θ(sin θ cos2 φ + sin θ sin2 φ)]

= r 2 sin θ[cos2 θ + sin2 θ]

= r 2 sin θ

Ronak Patel (IISHLS) CALCULUS : U - 2.1 21 / 23


∂(x, y, z) ∂(x, y, z) ∂(u, v , w)
= ×
∂(r , θ, φ) ∂(u, v , w) ∂(r , θ, φ)
∂(x, y, z) 1
= r 2 sin θ
∂(r , θ, φ) 4

Ronak Patel (IISHLS) CALCULUS : U - 2.1 22 / 23

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