Partial Differentiation

Course Instructor:
Dr. Md. Abul Kalam Azad
Assistant Professor of Mathematics
Department of NSc
IUT
Motivation
Motivation
Motivation
Motivation
 The Partial Derivative
The ordinary derivative of a function of one independent variable can
be carried out because everything else in the function is a constant and
does not affect the process of differentiation.
When there is more than one independent variable in a function it
is often useful to examine the variation of the function with respect
to one of the variables with all the other variables constrained to
stay constant. This is the purpose of a partial derivative.
For example, given the polynomial in variables x and y,

the partial derivative with respect to x is written

and the partial derivative with respect to y is written

The ordinary derivative of a function of several variables with
respect to one of the independent variables, keeping all other
independent variables constant, is called the partial derivative
of the function.

Partial derivatives of f(x,y) with respect to x and y are denoted by

f f
= fx = fy
x y
f f ( x + x, y ) − f ( x, y )
By definition = lim
x x→0 x

f f ( x, y + y ) − f ( x, y )
= lim
y y→0 y
When these limits exist
Example:

If f ( x, y ) = 2 x 3 + 3 xy 2

f
= 6x2 + 3y 2
x

f
= 6 xy
y
 Higher order partial derivatives

If f(x,y) has partial derivatives at each point (x.y) in a region, then f / x and f / y
are themselves fuctions of x and y, which may also have partial derivatives. These
second derivatives are denoted by

  f   2 f   f   2 f   f   2 f
  = 2 = f xx   = 2
y  y  y   = 2 = f zz
x  x  x z  z  z

  f   2 f   f   2 f
 = = f yx  = = f xy
x  y  xy y  x  yx

   2 f  3 f
  = 2 = f yxx
x  xy  x y
Example#1:

If  ( x, y ) = x y + e
3 xy 2
find
         
(a) (b) (c)   (d)  
x y x  x  y  y 

 2  2  3
(e) (f) (g)
yx xy x 2 y

Solution:

(a)

x
=
 3
x
(
x y+e xy 2
) = 3x y + e . y
2 xy 2 2
= 3x y + y e
2 2 xy 2

(b)

y
=
 3
y
(
x y+e xy 2
) = x +e
3 xy 2
.2 xy = x + 2 xy.e
3 xy 2
 Example#2:  2U  2U  2U
suppose U (x, y, z ) = (x 2 + y 2 + z 2 ) + + 2 =0
−1 / 2
show that
x 2 y 2 z

We assume here that (x, y, z )  (0,0,0) Then,

U
( .2 x = − x(x + y + z ) )
1 2 2 −3 / 2 2 −3 / 2
=− x +y +z
2 2 2

x 2

x 2 x

 2U =  − x x 2 + y 2 + z 2 −3 / 2
( ) 
( ) 3 2
= − x − x + y + z
2
(
2 −5 / 2 
.2 x  + x + y + z
2 2
)
2 −3 / 2
.(− 1) ( )
 2 

=
3x 2
−
(x 2
+ y2 + z2 ) =
2x2 − y 2 − z 2
(x 2
+y +z
2
)
2 5/ 2
(x 2
+y +z 2
)
2 5/ 2
(x 2
+y +z
2
)
2 5/ 2
 2U 2 y2 − x2 − z 2  2U 2z 2 − x2 − y 2
= =
y 2
(x 2 + y 2 + z 2 )5 / 2 z 2
(x 2 + y 2 + z 2 )5 / 2
 2U  2U  2U
Adding + 2 + 2
x 2
y z

2x2 − y 2 − z 2 2 y2 − x2 − z 2 2z 2 − x2 − y 2
= + +
(x 2
+y +z
2
)
2 5/ 2
(x 2
+y +z2
)
2 5/ 2
(x 2
+ y2 + z2 )
5/ 2

2x2 − y 2 − z 2 + 2 y 2 − x2 − z 2 + 2z 2 − x2 − y 2
=
(x 2
+ y2 + z2 )
5/ 2

2x2 − 2x2 + 2 y 2 − 2 y 2 + 2z 2 − 2z 2
= =0
(x 2
+y +z 2
)
2 5/ 2
Homogeneous Function:
A function f ( x1 , x2 , ...... xk ) is a homogeneous function of
degree n in x1 , x2 , ...... xk if
f ( tx1 , tx2 , ......txk ) = t n f ( x1 , x2 , ...... xk ) .

For example: 1.
f ( x, y ) = ax 2 + 2hxy + by 2
is a homogeneous function of degree 2 in x and y,
because
f ( tx, ty ) = a ( tx ) + 2h ( tx )( ty ) + b ( ty )
2 2

(
= t 2 ax 2 + 2hxy + by 2 )
= t 2 f ( x, y )
For example:
2x − 3y
2. g ( x, y ) =
x+ y
is a homogeneous function of degree 0 in x and y.
 y
3. h ( x, y, z ) = x 2 tan −1   + 2 yz + z 2
x
is a homogeneous function of degree 2 in x, y and z.
x
4. f ( x, y ) =
x + y2
4 2

is a homogeneous function of degree 1/2 in x and y.

 Euler’s Theorem on Homogeneous Function:
Statement: If u(x, y, z) be a homogeneous function of
degree n in x, y and z, then
u u u
x +y +z = nu.
x y z
Q.1. If ( ) = + +
3 3 3
u x , y , z x y z then prove that
u u u
x +y +z = 3u.
x y z
How can you justify it with the Euler’s Theorem.
u  3 u
= ( x + y + z ) = 3x
3 3 2
 x = 3x3
x x x

Similarly, we have u
y = 3 y3 ,
y
u
and z = 3z 3
z

Adding,

u u u
x
x
+y +z
y z
(
= 3 x3 + y 3 + z 3 ) = 3u
2nd Part: since
u ( tx, ty, tz ) = ( tx ) + ( ty ) + ( tz )
3 3 3

(
= t 3 x3 + y 3 + z 3 )
= t 3u ( x, y , z )
So, u is a homogeneous function of degree 3 in x, y and z.
Therefore, by Euler’s Theorem have,

u u u
x +y +z = 3u.
x y z
 Self Study:
1
Q.1: If V = then prove that Vxx + Vyy + Vzz = 0.
x +y +z
2 2 2

Q.2: If V = x 2 + y 2 + z 2 then prove that Vxx + Vyy + Vzz = 2 V .

 2
u  2
u
Q.3: If u = e ( x cos y − y sin y ) then prove that
x
+ 2 = 0.
x 2
y
 2
 2

( )
u u
Q.4: If u = ln x + y
2 2
then prove that + 2 = 0.
x 2
y
( )
−1 2
Q.5: If u = x + y + z
2 2 2
then prove that
u u u
x +y +z = −u
x y z
Q.6: If u is a homogeneous function of degree n in x and y then
prove that 2
   
 x + y  u = n ( n − 1) u
 x y 
 Total Derivative!!!
dz
If z = 2t sin t , what is ???
2

dt
 Total Derivative!!!

If u ( x, y, z ) , then what is du ?

u u u
du = dx + dy + dz
x y z

Example
 dw
If w = xy + z, x = cos t , y = sin t , z = t , what is at t = 0?
dt
Hints: Use the following formula
dw w dx w dy w dz
= + +
dt x dt y dt z dt
Chain Rule
Chain Rule for Partial Derivative:
Let z = F ( u , v ) be a function
with u = f ( x, y ) and v = g ( x, y ) .

z u
1st path is: z → u → x ; gives,
u x
z v
2nd path is: z → v → x ; gives,
v x
 Chain Rule for Partial Derivative:
Therefore, the derivative of z with respect to x
is the sum of all possible paths from z to x:

z z u z v
= +
x u x v x
Similarly, the derivative of z with respect to y
is the sum of all possible paths from z to y:
z z u z v
= +
y u y v y
 Chain Rule for Partial Derivative:
Let z = F ( u , v, y ) be a function with u = f ( v, x ) and v = g ( x, y ) .
z
What is ?
y
u x
Z
y
v
z
1st path is: z → y ; gives,
y
z v
2nd path is: z → v → y ; gives,
v y
z u v
3rd path is: z → u → v → y ; gives,
u v y
 Chain Rule for Partial Derivative:
Therefore, the derivative of z with respect to y
is the sum of all possible paths from z to y:

z z z v z u v
= + +
y y v y u v y
Similarly, the derivative of z with respect to x
is the sum of all possible paths from z to x:

z z u z v z u v
= + ++
x u x v x u v x
 Chain Rule for Partial Derivative:
Example #1 If z = xy, x = sin ( s + t ) , y = s − t
z z
What is , ?
s t
z z x z y
= +
s x s y s
= y cos ( s + t ) + x.1
 Chain Rule for Partial Derivative:
Example #2
If u = x 2 + 2 xy − y ln z , x = s + t 2 , y = s − t 2 , z = 2t ,
u u
What is , ?
s t
 u u 2y
Ans : = 4 x + 2 y − ln z, = 4 yt + 2t ln z −
s t z
 Chain Rule for Partial Derivative:
Example #3
r
If w = x + 2 y + z , x = , y = r 2 + ln s, z = 2r ,
2

s
w w
What is , ?
s r
 w 2 r w 1
Ans : = − 2, = + 12r
s s s r s
 Chain Rule for Partial Derivative:
Example #4
If w = x 2 + y 2 , x = r − s, y = r + s
w w
What is , ?
s r
 w w
Ans : = 4 s, = 4r
s r