0% found this document useful (0 votes)
15 views

Higher Derivatives

This document discusses higher order derivatives and partial differential equations. It provides examples of calculating second order partial derivatives and shows functions that are solutions to Laplace's equation and the wave equation. It also covers the chain rule for finding derivatives of composite functions with multiple variables.

Uploaded by

doaaayman784
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
15 views

Higher Derivatives

This document discusses higher order derivatives and partial differential equations. It provides examples of calculating second order partial derivatives and shows functions that are solutions to Laplace's equation and the wave equation. It also covers the chain rule for finding derivatives of composite functions with multiple variables.

Uploaded by

doaaayman784
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 11

Math – 2 : Lecture 03

Dr. Amany Mostafa ( Lec-02 )

By: Mahmoud Osama


2/25/2023
Higher Derivatives

𝝏 𝝏𝒇 𝝏𝟐 𝒇
(𝒇𝒙 )𝒙 = 𝒇𝒙𝒙 = ( ) = 𝝏𝒙𝟐
𝝏𝒙 𝝏𝒙
𝝏 𝝏𝒇 𝝏𝟐 𝒇
(𝒇𝒙 )𝒚 = 𝒇𝒙𝒚 = ( ) = 𝝏𝒚∗𝝏𝒙
𝝏𝒚 𝝏𝒙

𝝏 𝝏𝒇 𝝏𝟐 𝒇
(𝒇𝒚 ) = 𝒇𝒚𝒙 = ( ) = 𝝏𝒙∗𝝏𝒚
𝒙 𝝏𝒙 𝝏𝒚

𝝏 𝝏𝒇 𝝏𝟐 𝒇
(𝒇𝒚 ) = 𝒇𝒚𝒚 = ( ) = 𝝏𝒚𝟐
𝒚 𝝏𝒚 𝝏𝒚

𝝏 𝝏 𝝏𝒇
((𝒇𝒙 )𝒚 ) = 𝒇𝒙𝒚𝒚 = ( ( ))
𝒚 𝝏𝒚 𝝏𝒚 𝝏𝒙

Example 1:
Find the second partial derivative of 𝒇(𝒙, 𝒚) = 𝒙𝟑 + 𝒙𝟐 𝒚𝟑 − 𝟐𝒚𝟐

➔ 𝒇𝒙 = 𝟑𝒙𝟐 + 𝟐𝒙𝒚𝟑 , 𝒇𝒚 = 𝟑𝒙𝟐 𝒚𝟐 − 𝟒𝒚


𝒇𝒙𝒙 = 𝟔𝒙 + 𝟐𝒚𝟑
𝒇𝒙𝒚 = 𝟔𝒙𝒚𝟐
𝒇𝒚𝒙 = 𝟔𝒙𝒚𝟐
𝒇𝒚𝒚 = 𝟔𝒙𝟐 𝒚 − 𝟒
Since 𝒇𝒙𝒚 = 𝒇𝒚𝒙 , then: the Function is continuous. #solved
1
Example 2:
Find 𝒇𝒙𝒙𝒚𝒛 of 𝒇(𝒙, 𝒚, 𝒛) = 𝐬𝐢𝐧(𝟑𝒙 + 𝒚𝒛)

➔ 𝒇𝒙 = 𝐜𝐨𝐬(𝟑𝒙 + 𝒚𝒛) ∗ 𝟑 = 𝟑 𝐜𝐨𝐬(𝟑𝒙 + 𝒚𝒛)


𝒇𝒙𝒙 = −𝟑 𝐬𝐢𝐧(𝟑𝒙 + 𝒚𝒛) ∗ 𝟑 = − 𝟗 𝐬𝐢𝐧(𝟑𝒙 + 𝒚𝒛)
𝒇𝒙𝒙𝒚 = −𝟗 𝐜𝐨𝐬(𝟑𝒙 + 𝒚𝒛) ∗ 𝒛 = −𝟗𝒛 𝐜𝐨𝐬(𝟑𝒙 + 𝒚𝒛)
𝒇𝒙𝒙𝒚𝒛 = −𝟗 𝐜𝐨𝐬(𝟑𝒙 + 𝒚𝒛) + 𝟗𝒚𝒛 𝐬𝐢𝐧(𝟑𝒙 + 𝒚𝒛) #solved

Partial differential equation

𝛛𝟐 𝐮 𝛛𝟐 𝐮
+ =𝟎 Laplace’s equation
𝛛𝐱 𝟐 𝛛𝐲 𝟐

𝛛𝟐 𝐮 𝛛 𝐮 𝟐
= 𝒂𝟐 𝟐 Wave equation
𝛛𝐭 𝟐 𝛛𝐱

Example 3:
Show that function 𝒖(𝒙, 𝒚) = ⅇ𝒙 𝐬𝐢𝐧 𝒚 is solution of Laplace’s
equation.

➔ 𝒖𝒙 = ⅇ𝒙 𝐬𝐢𝐧 𝒚 , 𝒖𝒚 = ⅇ𝒙 𝐜𝐨𝐬 𝒚
𝒖𝒙𝒙 = ⅇ𝒙 𝐬𝐢𝐧 𝒚 , 𝒖𝒚𝒚 = −ⅇ𝒙 𝐬𝐢𝐧 𝒚

2
𝛛𝟐 𝐮 𝛛𝟐 𝐮
+ = 𝒖𝒙𝒙 + 𝒖𝒚𝒚 = ⅇ𝒙 𝐬𝐢𝐧 𝒚 + (−ⅇ𝒙 𝐬𝐢𝐧 𝒚) = 𝟎 #solved
𝛛𝐱 𝟐 𝛛𝐲 𝟐

Example 4:
Show that function 𝒖(𝒙, 𝒕) = 𝐬𝐢𝐧(𝒙 − 𝒂𝒕) is solution of Wave
equation.

➔ 𝒖𝒙 = 𝐜𝐨𝐬(𝒙 − 𝒂𝒕) , 𝒖𝒕 = −𝒂 𝐜𝐨𝐬(𝒙 − 𝒂𝒕)


𝒖𝒙𝒙 = − 𝐬𝐢𝐧(𝒙 − 𝒂𝒕) , 𝒖𝒕𝒕 = −𝒂𝟐 𝐬𝐢𝐧(𝒙 − 𝒂𝒕)
𝛛𝟐 𝐮 𝛛𝟐 𝐮
= 𝒂𝟐 ➔ 𝒖𝒕𝒕 = 𝒂𝟐 𝒖𝒙𝒙 ➔ −𝒂𝟐 𝐬𝐢𝐧(𝒙 − 𝒂𝒕) = 𝒂𝟐 ∗ − 𝐬𝐢𝐧(𝒙 − 𝒂𝒕)
𝛛𝐭 𝟐 𝛛𝐱 𝟐

#solved

Chain Rules
Case I:
𝒛 = 𝒇(𝒙, 𝒚) , 𝒙 = 𝒈(𝒕) , 𝒚 = 𝒉(𝒕)
ⅆ𝒛 𝝏𝒛 ⅆ𝒙 𝝏𝒛 ⅆ𝒚 𝒛
= ∗ + ∗
ⅆ𝒕 𝝏𝒙 ⅆ𝒕 𝝏𝒚 ⅆ𝒕

𝒙 𝒚

𝒕 𝒕
3
Example 5:
𝒛 = 𝒙𝟐 𝒚 + 𝟑𝒙𝒚𝟒 , 𝒙 = 𝐬𝐢𝐧 𝟐𝒕 , 𝒚 = 𝐜𝐨𝐬 𝒕
ⅆ𝒛
Find when t = 0
ⅆ𝒕

𝝏𝒛 ⅆ𝒙
➔ = 𝟐𝒙𝒚 + 𝟑𝒚𝟒 , = 𝟐 𝐜𝐨𝐬 𝟐𝒕
𝝏𝒙 ⅆ𝒕
𝝏𝒛 ⅆ𝒚
= 𝒙𝟐 + 𝟏𝟐𝒙𝒚𝟑 , = − 𝐬𝐢𝐧 𝒕
𝝏𝒚 ⅆ𝒕
ⅆ𝒛 𝝏𝒛 ⅆ𝒙 𝝏𝒛 ⅆ𝒚
➔ = ∗ + ∗
ⅆ𝒕 𝝏𝒙 ⅆ𝒕 𝝏𝒚 ⅆ𝒕

= (𝟐𝒙𝒚 + 𝟑𝒚𝟒 ) ∗ (𝟐 𝐜𝐨𝐬 𝟐𝒕) + (𝒙𝟐 + 𝟏𝟐𝒙𝒚𝟑 ) ∗ (− 𝐬𝐢𝐧 𝒕)


At t = 0 ➔ 𝟐 ∗ (𝟐𝒙𝒚 + 𝟑𝒚𝟒 ) + 𝟎 = 𝟒𝒙𝒚 + 𝟔𝒚𝟒
𝒙 = 𝐬𝐢𝐧 𝟐𝒕 , 𝒚 = 𝐜𝐨𝐬 𝒕 , then: 𝒙 = 𝟎 , 𝒚 = 𝟏
Then: 𝟒𝒙𝒚 + 𝟔𝒚𝟒 = 𝟒 ∗ 𝟎 ∗ 𝟏 + 𝟔 ∗ 𝟏𝟒 = 𝟔 #solved

4
Case II:
𝒛 = 𝒇(𝒙, 𝒚) , 𝒙 = 𝒈(𝒔, 𝒕) , 𝒚 = 𝒉(𝒔, 𝒕)
𝝏𝒛 𝝏𝒛 𝝏𝒙 𝝏𝒛 𝝏𝒚 𝝏𝒛 𝝏𝒛 𝝏𝒙 𝝏𝒛 𝝏𝒚
= ∗ + ∗ , = ∗ + ∗ 𝒛
𝝏𝒔 𝝏𝒙 𝝏𝒔 𝝏𝒚 𝝏𝒔 𝝏𝒕 𝝏𝒙 𝝏𝒕 𝝏𝒚 𝝏𝒕

𝒙 𝒚

Example 6:
𝒔 𝒕
𝒔 𝒕
𝒛 = ⅇ𝒙 𝐬𝐢𝐧 𝒚 , 𝒙 = 𝒔𝒕𝟐 , 𝒚 = 𝒔𝟐 𝒕
𝝏𝒛 𝝏𝒛
Find ,
𝝏𝒔 𝝏𝒕

𝝏𝒛 𝝏𝒙 𝝏𝒛 𝝏𝒚
➔ = ⅇ𝒙 𝐬𝐢𝐧 𝒚 , = 𝒕𝟐 , = ⅇ𝒙 𝐜𝐨𝐬 𝒚 , = 𝟐𝒔𝒕
𝝏𝒙 𝝏𝒔 𝝏𝒚 𝝏𝒔
𝝏𝒙 𝝏𝒚
= 𝟐𝒔𝒕 , = 𝒔𝟐
𝝏𝒕 𝝏𝒕
𝝏𝒛 𝝏𝒛 𝝏𝒙 𝝏𝒛 𝝏𝒚
= ∗ + ∗ = (ⅇ𝒙 𝐬𝐢𝐧 𝒚 ) ∗ (𝒕𝟐 ) + (ⅇ𝒙 𝐜𝐨𝐬 𝒚) ∗ (𝟐𝒔𝒕)
𝝏𝒔 𝝏𝒙 𝝏𝒔 𝝏𝒚 𝝏𝒔

𝝏𝒛 𝝏𝒛 𝝏𝒙 𝝏𝒛 𝝏𝒚
= ∗ + ∗ = (ⅇ𝒙 𝐬𝐢𝐧 𝒚 ) ∗ (𝟐𝒔𝒕) + (ⅇ𝒙 𝐜𝐨𝐬 𝒚) ∗ (𝒔𝟐 )
𝝏𝒕 𝝏𝒙 𝝏𝒕 𝝏𝒚 𝝏𝒕

#solved

5
Case III:
𝒖 = 𝒇(𝒙, 𝒚, 𝒛) , 𝒙 = 𝒈(𝒓, 𝒔, 𝒕) , 𝒚 = 𝒉(𝒓, 𝒔, 𝒕) , 𝒚 = 𝒘(𝒓, 𝒔, 𝒕)
𝝏𝒖 𝝏𝒖 𝝏𝒛 𝝏𝒖 𝝏𝒙 𝝏𝒖 𝝏𝒚
= ∗ + ∗ + ∗
𝝏𝒓 𝝏𝒛 𝝏𝒓 𝝏𝒙 𝝏𝒓 𝝏𝒚 𝝏𝒓
𝝏𝒖 𝝏𝒖 𝝏𝒛 𝝏𝒖 𝝏𝒙 𝝏𝒖 𝝏𝒚 𝒖
= ∗ + ∗ + ∗
𝝏𝒔 𝝏𝒛 𝝏𝒔 𝝏𝒙 𝝏𝒔 𝝏𝒚 𝝏𝒔
𝝏𝒖 𝝏𝒖 𝝏𝒛 𝝏𝒖 𝝏𝒙 𝝏𝒖 𝝏𝒚
= ∗ + ∗ + ∗ 𝒛
𝝏𝒕 𝝏𝒛 𝝏𝒕 𝝏𝒙 𝝏𝒕 𝝏𝒚 𝝏𝒕 𝒙
𝒓 𝒕
𝒓 𝒕
𝒚 𝒔
𝒔
𝒓 𝒕
Example 7: 𝒔
𝒖 = 𝒙𝟒 𝒚 + 𝒚𝟐 𝒛𝟑 , 𝒛 = 𝒔𝒓𝟐 𝐬𝐢𝐧 𝒕 , 𝒙 = 𝒓𝒔ⅇ𝒕 , 𝒚 = 𝒓𝒔𝟐 ⅇ−𝒕
𝝏𝒖 𝝏𝒖 𝝏𝒖
Find , , , when 𝒓 = 𝟐 , 𝒔 = 𝟏 , 𝒕 = 𝟎
𝝏𝒓 𝝏𝒔 𝝏𝒕

𝝏𝒖 𝝏𝒛 𝝏𝒖 𝝏𝒙
➔ = 𝟑𝒚𝟐 𝒛𝟐 , = 𝟐𝒔𝒓 𝐬𝐢𝐧 𝒕 , = 𝟒𝒙𝟑 𝒚 , = 𝒔ⅇ𝒕
𝝏𝒛 𝝏𝒓 𝝏𝒙 𝝏𝒓
𝝏𝒖 𝝏𝒚
= 𝒙𝟒 + 𝟐𝒚𝒛𝟑 , = 𝒔𝟐 ⅇ−𝒕
𝝏𝒚 𝝏𝒓
𝝏𝒖 𝝏𝒖 𝝏𝒛 𝝏𝒖 𝝏𝒙 𝝏𝒖 𝝏𝒚
= ∗ + ∗ + ∗
𝝏𝒓 𝝏𝒛 𝝏𝒓 𝝏𝒙 𝝏𝒓 𝝏𝒚 𝝏𝒓

= (𝟑𝒚𝟐 𝒛𝟐 ) ∗ (𝟐𝒔𝒓 𝐬𝐢𝐧 𝒕) + (𝟒𝒙𝟑 𝒚 ) ∗ (𝒔ⅇ𝒕 ) +


(𝒙𝟒 + 𝟐𝒚𝒛𝟑 ) ∗ (𝒔𝟐 ⅇ−𝒕 )
6
At 𝒓 = 𝟐 , 𝒔 = 𝟏 , 𝒕 = 𝟎
➔ 𝟎 + (𝟒𝒙𝟑 𝒚 ) ∗ (𝟏 ∗ 𝟏) + (𝒙𝟒 + 𝟐𝒚𝒛𝟑 ) ∗ (𝟏𝟐 ⅇ−𝟎 )
= (𝟒𝒙𝟑 𝒚 ) + (𝒙𝟒 + 𝟐𝒚𝒛𝟑 )

𝒛 = 𝒔𝒓𝟐 𝐬𝐢𝐧 𝒕 , At 𝒓 = 𝟐 , 𝒔 = 𝟏 , 𝒕 = 𝟎
Then: 𝒛 = 𝟎
𝒙 = 𝒓𝒔ⅇ𝒕 , At 𝒓 = 𝟐 , 𝒔 = 𝟏 , 𝒕 = 𝟎
Then: 𝒙 = 𝟐 ∗ 𝟏 ∗ ⅇ𝟎 = 𝟐
𝒚 = 𝒓𝒔𝟐 ⅇ−𝒕 , At 𝒓 = 𝟐 , 𝒔 = 𝟏 , 𝒕 = 𝟎
Then: 𝒚 = 𝟐 ∗ 𝟏 ∗ 𝟏 = 𝟐
By Substitution in the equation:
(𝟒𝒙𝟑 𝒚 ) + (𝒙𝟒 + 𝟐𝒚𝒛𝟑 ) = (𝟒 ∗ 𝟐𝟑 ∗ 𝟐) + (𝟐𝟒 + 𝟐 ∗ 𝟐 ∗ 𝟎𝟑 )
= 𝟔𝟒 + 𝟏𝟔 = 𝟖𝟎

𝒖 = 𝒙𝟒 𝒚 + 𝒚𝟐 𝒛𝟑 , 𝒛 = 𝒔𝒓𝟐 𝐬𝐢𝐧 𝒕 , 𝒙 = 𝒓𝒔ⅇ𝒕 , 𝒚 = 𝒓𝒔𝟐 ⅇ−𝒕


𝝏𝒖 𝝏𝒛 𝝏𝒖 𝝏𝒙
➔ = 𝟑𝒚𝟐 𝒛𝟐 , = 𝒓𝟐 𝐬𝐢𝐧 𝒕 , = 𝟒𝒙𝟑 𝒚 , = 𝒓ⅇ𝒕
𝝏𝒛 𝝏𝒔 𝝏𝒙 𝝏𝒔
𝝏𝒖 𝝏𝒚
= 𝒙𝟒 + 𝟐𝒚𝒛𝟑 , = 𝟐𝒓𝒔ⅇ−𝒕
𝝏𝒚 𝝏𝒔

7
𝝏𝒖 𝝏𝒖 𝝏𝒛 𝝏𝒖 𝝏𝒙 𝝏𝒖 𝝏𝒚
= ∗ + ∗ + ∗
𝝏𝒔 𝝏𝒛 𝝏𝒔 𝝏𝒙 𝝏𝒔 𝝏𝒚 𝝏𝒔

= (𝟑𝒚𝟐 𝒛𝟐 ) ∗ (𝒓𝟐 𝐬𝐢𝐧 𝒕 ) + (𝟒𝒙𝟑 𝒚 ) ∗ (𝒓ⅇ𝒕 ) +


(𝒙𝟒 + 𝟐𝒚𝒛𝟑 ) ∗ (𝟐𝒓𝒔ⅇ−𝒕 )
At 𝒓 = 𝟐 , 𝒔 = 𝟏 , 𝒕 = 𝟎
➔ 𝟎 + (𝟒𝒙𝟑 𝒚 ) ∗ (𝟐 ∗ ⅇ𝟎 ) + (𝒙𝟒 + 𝟐𝒚𝒛𝟑 ) ∗ (𝟐 ∗ 𝟐 ∗ 𝟏 ∗ ⅇ−𝟎 )
= 𝟖𝒙𝟑 𝒚 + 𝟒𝒙𝟒 + 𝟖𝒚𝒛𝟑
At 𝒓 = 𝟐 , 𝒔 = 𝟏 , 𝒕 = 𝟎
➔𝒛=𝟎 , 𝒙=𝟐 , 𝒚=𝟐
Then: 𝟖 ∗ 𝟐𝟑 ∗ 𝟐 + 𝟒 ∗ 𝟐𝟒 + 𝟖 ∗ 𝟐 ∗ 𝟎𝟑 = 𝟏𝟐𝟖 + 𝟔𝟒 + 𝟎 = 𝟏𝟗𝟐

𝒖 = 𝒙𝟒 𝒚 + 𝒚𝟐 𝒛𝟑 , 𝒛 = 𝒔𝒓𝟐 𝐬𝐢𝐧 𝒕 , 𝒙 = 𝒓𝒔ⅇ𝒕 , 𝒚 = 𝒓𝒔𝟐 ⅇ−𝒕


𝝏𝒖 𝝏𝒛 𝝏𝒖 𝝏𝒙
➔ = 𝟑𝒚𝟐 𝒛𝟐 , = 𝒔𝒓𝟐 𝐜𝐨𝐬 𝒕 , = 𝟒𝒙𝟑 𝒚 , = 𝒓𝒔ⅇ𝒕
𝝏𝒛 𝝏𝒕 𝝏𝒙 𝝏𝒕
𝝏𝒖 𝝏𝒚
= 𝒙𝟒 + 𝟐𝒚𝒛𝟑 , = −𝒓𝒔𝟐 ⅇ−𝒕
𝝏𝒚 𝝏𝒕
𝝏𝒖 𝝏𝒖 𝝏𝒛 𝝏𝒖 𝝏𝒙 𝝏𝒖 𝝏𝒚
= ∗ + ∗ + ∗
𝝏𝒕 𝝏𝒛 𝝏𝒕 𝝏𝒙 𝝏𝒕 𝝏𝒚 𝝏𝒕

= (𝟑𝒚𝟐 𝒛𝟐 ) ∗ (𝒔𝒓𝟐 𝐜𝐨𝐬 𝒕) + (𝟒𝒙𝟑 𝒚) ∗ (𝒓𝒔ⅇ𝒕 ) +


(𝒙𝟒 + 𝟐𝒚𝒛𝟑 ) ∗ (−𝒓𝒔𝟐 ⅇ−𝒕 )

8
At 𝒓 = 𝟐 , 𝒔 = 𝟏 , 𝒕 = 𝟎
(𝟑𝒚𝟐 𝒛𝟐 ) ∗ (𝟏 ∗ 𝟐𝟐 ∗ 𝒄𝒐𝒔 𝟎) + (𝟒𝒙𝟑 𝒚) ∗ (𝟐 ∗ 𝟏 ∗ ⅇ𝟎 ) +
(𝒙𝟒 + 𝟐𝒚𝒛𝟑 ) ∗ (−𝟐 ∗ 𝟏𝟐 ∗ ⅇ−𝟎 )
= 𝟏𝟐𝒚𝟐 𝒛𝟐 + 𝟖𝒙𝟑 𝒚 − 𝟐𝒙𝟒 − 𝟒𝒚𝒛𝟑

At 𝒓 = 𝟐 , 𝒔 = 𝟏 , 𝒕 = 𝟎
➔𝒛=𝟎 , 𝒙=𝟐 , 𝒚=𝟐
𝟏𝟐 ∗ 𝟐𝟐 ∗ 𝟎𝟐 + 𝟖 ∗ 𝟐𝟑 ∗ 𝟐 − 𝟐 ∗ 𝟐𝟒 − 𝟒 ∗ 𝟐 ∗ 𝟎𝟑

= 𝟎 + 𝟏𝟐𝟖 − 𝟑𝟐 + 𝟎 = 𝟗𝟔 #solved

9
Implicit differential

𝒇(𝒙, 𝒚) = 𝟎 , 𝒚 = 𝒇(𝒙)
➔ 𝒇(𝒙, 𝒇(𝒙)) = 𝟎
𝝏𝒇
ⅆ𝒚 𝒇𝒙
𝒚′ = =− 𝝏𝒙
𝝏𝒇 =−
ⅆ𝒙 𝒇𝒚
𝝏𝒚

Example 8:
Find 𝒚′ of , 𝒙𝟑 + 𝒚𝟑 = 𝟔𝒙𝒚

𝒙𝟑 + 𝒚𝟑 − 𝟔𝒙𝒚 = 𝟎
➔ 𝒇𝒙 = 𝟑𝒙𝟐 − 𝟔𝒚 , 𝒇𝒚 = 𝟑𝒚𝟐 − 𝟔𝒙
′ 𝒇𝒙 𝟑𝒙𝟐 −𝟔𝒚
𝒚 =− =− #solved
𝒇𝒚 𝟑𝒚𝟐 −𝟔𝒙

10

You might also like