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Unit II. 21mab101t Calculus and Linear Algebra 2023 2024pptx

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39 views84 pages

Unit II. 21mab101t Calculus and Linear Algebra 2023 2024pptx

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velaagencies1977
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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21MAB101T- C A L C U L U S A N D LINEAR A L G E B R A

Department of Mathematics
College of Engineering and Technology
SRM Institute of Science and Technology Kattankulathur-603203

Unit II - Functions of several


variables
The following topics are
 Variables
 Functions of Several Variables
 Partial Derivatives
 Chain Rule
 Differentiation of Implicit function
 Total Differentiation
 Taylors Series
 Maxima and Minima
 Constrained Maxima and Minima by Lagrange's
method
 Jacobians
Function of several variable

INTRODUCTION
Definition 1: Independent variable
In a function, the values for the variable which are free to assign is
called independent variable.

Definition 2: Dependent variable


In a function, the values for the variable which depends on the value of
independent variable is called dependent variable.

Example
z = x 2 +y 2
Here x and y are independent variable and z is a dependent variable.
Note: In function you have only one dependent variable and the other
variables are called independent variable.
Definition 3:Function of several variables
A function has more than one independent variable then it is called as
function of several variables.
Example: u(x,y,z) = x 2 +y 2 +2xy −z 2 +xz
Definition 4: Partial derivative
The derivative of function of several variable with respect to
independent variable is called partial derivative and it is denoted by ∂

Example :
Z = x 3 −y 3 +3x 2 y +3xy 2
∂z
is called partial derivative with respect to independent variable x
∂x
∂z
= 3x 2 +6xy +3y 2
∂x
∂z
In , differentiating z with respect to independent variable x and
∂x
treating the other independent variable as constants.
Example:
∂u ∂u ∂u
Find , and for U = ex sinycosz .
∂x ∂y ∂z

Solution:
∂u
= ex sinycosz
∂x
∂u
= ex cosycosz
∂y
∂u
= −e xsinysinz
∂z
Definition: Chain rule
If z = f(x,y ) and x and y are function on t then,
dz ∂z dx ∂z dy
= · + ·
dt ∂x dt ∂y dt

dz
Example: Find where z = xy 2 +x 2y, x = at2 and y = 2at
dt

Solution:

dz ∂z dx ∂z dy
= · + ·
dt ∂x dt ∂y dt
∂z ∂z
= y 2 +2xy = 2xy +x 2
∂x ∂x
dx dy
= 2at = 2a
dt dt
dz
= (y 2 +2xy)(2at)+(2xy +x 2 )(2a)
dt
Substituting x = at2 and y = 2at we get
dz
= 16a3 t3 +10a3 t4
dt
x du
If u = sin , x = e t,y = t 2 Find
y dt

Solution:
du et et 2
− cos 1−
dt t2 t2 t

Differentiation of Implict Function


dy ∂f/∂x
Consider the implict function f(x,y) = 0 then =− .
dx ∂f/∂y
dy
Example: Find if xe− y−2ye =
x 1
dx

Solution:
Given f(x,y ) = xe−y −2yex −1 = 0

∂f ∂f
= e−y −2ye x = e−y −2ye x
∂x ∂y
dy −∂f/∂x e−y −2ye x
= = − −y
dx ∂f/∂y −xe −2ex
y
e −2ye
− x
= −y
xe +2ex
dy
Find if (cosx )y = (siny )x
dx

Solution:
dy ytanx +log(siny )
= .
dx log(cosx )−xcoty
Total differentiation: If z = f(x1,x2,...,xn) where x1, x2,..., xn are all
functions on ′t′then,
dz ∂f dx1 ∂f dx2 ∂f dxn
= · + · +···+ ·
dt ∂x1 dt ∂x2 dt ∂xn dt
Example:For z = f(x1,x2,x3) = x12 +x22 +x32 where x1(t) = t2,
dz
x2 (t) = 2t and x3 (t) = 3t3 then find
dt

Solution:

∂f ∂f ∂f
= 2x1 = 2x2 = 2x3
∂x1 ∂x2 ∂x3
dx1 dx2
= 2t = 2 dx3 = 9t2
dt dt dt
dz
= 2(t2 )(2t)+2(2t)(2)+2(3t2 )(qt2 )
dt
= 4t3 +8t+54t5
= 54t5 +4t3 +8t.
Total differential:
If u = f(x1,x2,···,xn) then the total differential of u is given by
∂f ∂f ∂f
du = ·dx 1+ ·dx 2+···+ ·dx n.
∂x1 ∂x2 ∂xn
Example: A metal box without a top has inside dimensions 6ft, 4ft and
2ft. If the metal is 0.1ft thick. Find the approximate volume by using the
differential.
Solution: Let x, y, z be the dimensions of a metal box. Then its
volume is V = xyz From total differential we have
∂v ∂V ∂v
dV = ·dx + ·dy + ·dz
∂x ∂y ∂z
= yzdx +xzdy +xydz
= 8(0.2)+12(0.2)+24(0.1)
= 6.4 cu.ft
TAYLOR SERI ES
The Taylor series expansions of f(x,y) in powers of (x −a) and (y −b)
is given by
f(x,y) = f(a,b)+ (x −a)f x(a,b)+(y −b)f (a,b) y
1
+ (x −a) f xx(a,b)+2 (x −a)( y −b)f xy(a,b)+(y −b) f2 (a,b)
2
yy
2!
1
+ (x −a) 3f xxx (a,b)+3(x −a) (y 2 −b)f
xxy (a,b)
3!
+3(x −a)(y −b)2fxyy (a,b) +(y −b)3fyyy (a,b) +...
∂f ∂f
Where fx = fy =
∂x ∂y
∂2 f ∂2 f ∂2 f
fxx = 2 fxy = fyy = 2
∂x ∂x∂y ∂y
∂3 f ∂3 f ∂3 f ∂3 f
fxxx = 3 fxxy = 2 fxyy = and fyyy = and sum
∂x ∂x ∂y ∂x∂y 2 ∂y 3
Note If a = 0 and b = 0 in Taylor series we get Macularion series in two
variables f(x,y ) = f(0,0)+ xfx(0 ,0)+yfy (0,0) +
1 2
x fxx(0 ,0)+2xyfxy (0,0 )+y 2 fyy (0,0) +
2!
1 3
x fxxx (0,0)+3x 2 yfxxy (0,0 )++3xy 2 fxyy (0,0)+y 3 fyyy (0,0) +...
3!

Problem on Taylor series


Expand x 2 y +3y −2 in power of (x −1) and (y +2) using Taylor series
upto terms of third degree.

Solution: The Taylor series expansion of f(x,y) in power of (x −a)


and (y −b) is given by
f(x,y) = f(a,b)+ (x −a)fx (a,b)+(y −b)fy (a,b)
1
+ (x −a) 2f xx(a,b)+2 (x −a)( y −b)f xy(a,b)+(y −b) f2 (a,b)
yy +...
2!
Here a = 1 and b = −2
f(x,y) = x 2 y +3y −2 f(1,−2) = −10
fx = 2xy fx (1,−2) = −4
fy = x 2 +3 fy (1,−2) = 4
fxx = 2y fxx (1,−2) = −4
fxy = 2x fxy (1,−2) = 2
fyy = 0 fyy (1,−2) = 0
fxxx = 0 fxxx (1,−2) = 0
fxxy = 2 fxxy (1,−2) = 2
fxyy = 0 fxyy (1,−2) = 0
fyyy = 0 fyyy (1,−2) = 0
Substituting the values we get
1
f(x,y) = −10 + ((x −1)(−4)+(y +2 )(4))
1!
1 1
+ (x −1) 2(− 4)+2(x −1)(y +2)(2) + 3(x −1) 2(y +2)(2) +...
2! 3!
= −10−4(x −1) +4(y +2) −2(x −1)2 +2(x −1)(y +2) +(x −1)2(y +
2)+...
Expand ex cosy in power of x and y as for as the term of the third
degree

Solution: f(x,y) = ex cosy a = 0 and b = 0


f(x,y) = ex cosy f(0,0) = 1
fx = ex cosy fx (0,0) = 1
fy = −ex siny fy (0,0) = 0
fxx = e cosy fxx (0,0) = 1
x

fxy = −ex siny fxy (0,0) = 0


fyy = −ex cosy fyy (0,0) = −1
fxxx = e cosy fxxx (0,0) = 1
x

fxxy = −e x siny fxxy (0,0) = 0


fxyy = −e cosy
x fxyy (0,0) = −1
fyyy = ex siny fyyy (0,0) = 0
Substituting these values in the Taylor series we get,
x x 2 −y 2 x 3 −3xy 2
f(x,y) = 1 + + + +...
1! 2! 3!
(x +y)2 (x +y)4
Using Taylor series verify that cos (x +y) = 1 − + —...
2! 4!

f(x,y) = cos(x +y) f(0,0) = 1


fx = fy = −sin(x +y) =⇒ fx (0,0) = fy (0,0) = 0
fxx = fxy = fyy = −cos(x +y ) =⇒ fxx (0,0) = fxy (0,0) = fyy (0,0) = −1
fxxx = fxxy = fxyy = fyyy = sin(x + y ) =⇒ fxxx (0, 0) = fxxy (0, 0) =
fxyy (0,0) = fyyy (0,0) = 0
fxxxx = fxxxy = fxxyy = fxyyy = fyyyy = cos(x +y) =⇒fxxxx (0,0) =
fxxxy (0,0) = fxxyy (0,0) = fxyyy (0,0) = fyyyy (0,0) = 1
Substituting these values we get
(x +y)2 (x +y)4
cos(x +y) = 1 − + −...
2! 4!
Problems for practice
1 Using Taylor’s series expand ex log(1 +y ) upto term of the third
degree about (0,0)
2 Find the Taylor series expansion of exy at (1,1) upto third degree
terms.
3 Find the expansions for cosxsiny on powers of x and y upto terms
of third degree.
Maxima and Minima of Functions two variables

Maximum Value: A function f (x, y ) is said to have a maximum value at


x = a, y = b if f(a, b) > f(a + h, b + k ), for small and independent values
of h and k, positive or negative.

Minimum Value: A function f (x, y ) is said to have a maximum value at


x = a, y = b if f(a, b) < f(a + h, b + k ), for small and independent values
of h and k, positive or negative.

Extreme Value: f (a, b) is said to be an extremum value of f(x, y ) if it is


either maximum or minimum.
Working rule to find extreme values (Necessary
Conditions)
∂f ∂f
Step 1: Find and .
∂x ∂y
∂f ∂f
Step 2: Solve the equations = 0 and = 0 simultaneously.
∂x ∂y
Let the solutions be (a,b),(c,d),...
∂f ∂f
Stationary Points: The point (a,b) at which = 0 and = 0 are
∂x ∂y
called stationary points of the function f(x,y).
Stationary values: The values of f(x, y) at the stationary points are
called stationary values of the function f(x,y).
Note: Every extremum value is a stationary value but a stationary value
need not be an extremum.
Notations:
∂f ∂f ∂2 f ∂2 f ∂2 f
p= ,q = ,r = 2 ,s = and t = 2
∂x ∂y ∂x ∂x∂y ∂y
Sufficient Condition for Maxima and Minima

Let (a,b) be a stationary point. Then if


rt −s 2 > 0 at (a,b) and r < 0 (t < 0) then f(a,b) is maximum value.
rt − s 2 > 0 at (a,b) and r > 0 (t > 0) then f(a,b) is minimum value.
rt − s 2 < 0 at (a, b) then f (a, b) has neither a maximum nor a mini-
mum value. In this case, the point (a, b) is called a saddle point of
the function f(x, y).
if rt − s 2 = 0, then the case is doubtful and hence further investiga-
tions are required.
Example 1:

Discuss the maximum and minimum of x 2 + y 2 + 6x + 12.

Solution: Let f(x,y) = x 2 + y 2 + 6x + 12


Now p = 2x + 6,q = 2y, r = 2, s = 0 and t = 2
The stationary points are given by p = 0,q = 0
⇒ 2x + 6 = 0 and 2y = 0
⇒ x = −3 and y = 0
.˙. (-3, 0) is the stationary point.
(-3,0)
r 2 (> 0)
s 0
t 2 (> 0)
rt − s2 4 (> 0)
Hence f(x,y ) is minimum when x = −3 and y = 0.
Example 2:

Examine f(x, y ) = x 3 + y 3 − 3xy for maximum and minimum values.

Solution: Let f(x,y) = x 3 + y 3 − 3xy


Now p = 3x 2 −3y, q = 3y 2 − 3x, r = 6x, s = −3 and t = 6y
The stationary points are given by p = 0,q = 0
2 2
⇒ 3x − 3y = 0 and 3y − 3x = 0
x2 = y (1)
and y2 =x (2)

Substituting (2) in (1), we get x 2 = x

⇒ x 4 = x ⇒ x(x 3 − 1) = 0
⇒ x = 0,1
.˙. y = 0,1
Example 2: (Contd.)

Therefore (0, 0) and (1, 1) are the stationary points.

(0,0) (1,1)
r = 6x 0 6 (> 0)
s = −3 -3 -3
t = 6y 0 6 (> 0)
rt − s2 -9 (<0) 27 (>0)

At (0,0) is a saddle point and at (1,1) is a point of minimum value.


.˙. the minimum value of f(1,1) = 1 + 1 − 3 = −1.
Example 3:

Find the maximum or minimum value of sin x + sin y + sin(x + y ).

Solution: Given f(x, y) = sin x + sin y + sin(x +y )


Now p = cos x + cos(x + y ),q = cos y + cos(x + y)
r = −sin x − sin(x + y),t = −sin y − sin(x + y ) and s = −sin(x + y)
The stationary points are obtained by equating p = 0 and q = 0
⇒ cos x + cos(x + y) = 0 and cos y +cos(x + y) = 0
.˙. cos x = −cos(x + y)
⇒ cos x = cos(π − (x + y)) ⇒ x = π − (x + y)
2x + y = π (3)
Similarly q = 0, we get
x + 2y = π (4)
π π
Solving (3) and (4), we get x = and y =
3 3
π π
.˙. the stationary points is , .
3 3
Example 3: (contd.)

π π
,
√ 33
r = − sin x − sin(x + y) — 3 (< 0)

3
s = − sin(x + y) −
√ 2
t = − sin y − sin(x + y) − 0)
9 3 (<
rt − s2 (> 0)
4
π π
.˙. the point , is a maximum point.
3 3
Hence the maximum value of

π π π π 2π 3 3
f , = sin + sin + sin = .
3 3 3 3 3 2
Example 4:

Find the extreme values of the function


f(x,y) = x 3 + y 3 −3x −12y + 20.

Solution: Given f(x, y) = x 3 + y 3 −3x −12y + 20


Now p = 3x 2 −3,q = 3y 2 −12, r = 6x,s = 0 and t = 6y
The stationary points are obtained by equating p = 0 and q = 0

p=0 q=0
⇒ 3x 2 − 3 = 0 ⇒ 3y 2 − 12
⇒ x2 − 1 = 0 ⇒ y2 − 4 = 0
⇒ x = ±1 ⇒ y = ±2

.˙. the stationary points are (1,2), (1,-2), (-1,2), (-1,-2).


Example 4: (Contd.)

(1,2) (1,-2) (-1,2) (-1,-2)


r = 6x 6 (> 0) 6 (> 0) -6 (< 0) -6 (> 0)
s=0 0 0 0 0
t = 6y 12 (> 0) -12 (< 0) 12 (> 0) -12 (< 0)
rt − s2 72 (<0) -72 (<0) -72 (< 0) 72 (> 0)
min. saddle saddle max.

Hence the maximum value of f (−1, −2) is 38 and the minimum value
of f(1,2) is 2.
Example 4:
a3 a3
Examine for extreme values of f x y xy
( , )= + + .
x y
a3 a3
Solution: Given f (x ,y ) = xy + x + y
a3 a3 2a3 2a3
Now p = y − 2 , q = x − 2 , r = 3 , s = 1 and t = 3
x y x y
The stationary points are obtained by equating p = 0 and q = 0

a3
⇒y− =0 and (5)
x2

a3
x− =0 (6)
y2
a3
From (5) y
⇒ =
x2
Example 4: (Contd.)

Substituting this value in (6), we get

x4
x− =0
a3

x3
⇒ x 1− =0
a3
⇒ x = 0,a.
When x = 0 ⇒ y = ∞and When x = a ⇒ y = a
Omit (0,∞), the stationary point is (a,a).
Example 4: (Contd.)

(a, a)
2a3
r= 2 (> 0)
x3
s=1 1
2a3
t= 2 (> 0)
y3
rt − s2 3 (> 0)

.˙. the point (a,a) is a minimum point.


Hence the minimum value of f(a,a) = 3a2 .
Example 5:

Examine f(x, y) = x 3 + y 3 −3axy for maxima and minima.

Solution: Given f(x, y) = x 3 + y 3 −3axy


Now p = 3x 2 −3ay, q = 3y 2 −3ax, r = 6x, s = −3a and t = 6y
The stationary points are obtained by equating p = 0 and q = 0

⇒ 3x 2 −3ay = 0 and 3y 2 −3ax = 0

⇒ x 2 = ay and y 2 = ax
Solving these two equations, we get (0,0) and (a,a).
Therefore the stationary points are (0,0) and (a,a).
Example 5: (Contd.)

(0,0) (a, a)
r = 6x 0 6a
s = −3a -3a -3a
t = 6y 0 6a
rt − s2 -9 (<0) 27a2 (>0)

Hence the point (a, a) is a minimum if a > 0 and (a, a) is a maximum if


a < 0.
Example 6:

Find the extreme values of f(x, y ) = x 3 y 2 (1 −x −y).

Solution: Given f(x, y ) = x 3 y 2 (1 −x −y) = x 3 y 2 −x 4 y 2 −x 3 y 3


Now p = 3x 2 y 2 −4x 3 y 2 −3x 2 y 2 = x 2 y 2 (3 −4x −3y),
q = 2x 3 y −2x 4 y −3x 3 y 2 = x 3 y (2 −2x −3y),
r = 6xy 2 −12x 2 y 2 −6xy 3 = 6xy 2 (1 −2x −y),
s = 6x 2 y −8x 3 y −9x 2 y 2 = x 2 y (6 −8x −9y) and
t = 2x 3 −2x 4 −6x 3 y = x 3 (2 −2x −6y)
The stationary points are obtained by equating p = 0 and q = 0

⇒ x 2 y 2 (3 −4x −3y) = 0 and x 3 y (2 −2x −3y ) = 0

⇒ x = 0,y = 0,4x + 3y = 3 and x = 0,y = 0,2x + 3y = 2


Example 6: (Contd.)

⇒ 4x + 3y = 3 and (7)
2x + 3y = 2 (8)
1 1
Solving these two equations, we get , .
2 3
Put x = 0 in (7), we get y = 1
3
Put y = 0 in (7), we get x =
4
2
Put x = 0 in (8), we get y =
3
Put y = 0 in (8), we get x = 1
1 1 2 3
.˙. the stationary points are (0,0), , , (0,1), 0, , ,0 and
2 3 3 4
(1,0).
Example 6: (Contd.)

1 1 2 3
(0,0) , (0,1) 0, ,0 (1,0)
2 3 3 4
1
r = 6xy 2 (1 − 2x − y) 0 − (< 0) 0 0 0 0
9
1
s = x 2 y(6 − 8x − 9y) 0 − 0 0 0 0
12
1 27
t = x 3 (2 − 2x − 6y) 0 − (< 0) 0 0 0
8 128
1
rt − s2 0 (> 0) 0 0 0 0
144
inco. Max. incon. inco. inco. inco.
1 1
Therefore , is a maximum point.
2 3
Hence the maximum value of
1 1 1 3 1 2 1 1 1
= 1− −
f ,
2 3 2 3 2 3 = 432 .
Lagrange’s Method of Undetermined Multipliers
This method is to find the maximum or minimum value of a function of
three or more variables, given the constraints.
Let
u = f(x, y, z) (9)
be a function of three variables which is to be tested for maximum or
minimum value, subject to the condition (constraint)

g(x, y, z) = 0 (10)

By total differentials, we have


∂f ∂f ∂f
du = .dx + .dy + .dz by (9) (11)
∂x ∂y ∂z
∂g ∂g ∂g
0= .dx + .dy + .dz by (10) (12)
∂x ∂y ∂z
Lagrange’s Method of Undetermined Multipliers
The conditions for f(x, y, z) to have a maximum point or a minimum
point is du = 0. Therefore (11), we get
∂f ∂f ∂f
.dx + .dy + .dz = 0 (13)
∂x ∂y ∂z

Multiply (12) by λ, we get


∂g ∂g ∂g
λ .dx + λ .dy +λ .dz = 0 (14)
∂x ∂y ∂z

Adding (13) and (14), we get


∂f ∂g ∂f ∂g ∂f ∂g
+λ dx + +λ dy + +λ dz = 0
∂x ∂x ∂y ∂y ∂z ∂z

Here λ is called the Lagrange multiplier.


Lagrange’s Method of Undetermined Multipliers

Now we shall choose λ such that


∂f ∂g
+λ =0
∂x ∂x

∂f ∂g
+λ =0
∂y ∂y
∂f ∂g
+λ =0
∂z ∂z
Solving the above equations along with the given relation, we get the
values of x, y, z and λ.
These values give finally the required maximum or minimum value of
the function f(x, y, z).
Working Rule

To find the maximum and minimum values of f(x, y, z) where x,y, z are
subject to the constraint g(x,y,z)
We define a Function

F (x,y,z) = f(x,y,z) + λg(x,y,z)

∂F ∂F ∂F
Find , and
∂x ∂y ∂z
∂F ∂F ∂F
Set = 0, = 0 and = 0 and then solve we get x,y, z.
∂x ∂y ∂z
Example 1:

A rectangular box open at the top is to have volume of 32 cubic ft. Find
the dimensions in order that the total surface area is minimum.
Solution: Given
g(x,y,z) = xyz −32 = 0 (15)
Let x, y, z be the dimension of rectangular box open at the top.
Total surface area (S): f(x, y, z) = xy + 2xz + 2yz
We define the function
F (x,y,z) = xy + 2xz + 2yz + λ(xyz −32)
At the critical points, we have
∂f ∂g
+λ = 0 ⇒ y + 2z + λyz = 0 (16)
∂x ∂x
∂f ∂g
+λ = 0 ⇒ x + 2z + λxz = 0 (17)
∂y ∂y
Example 1: (Contd.)

∂f ∂g
+λ = 0 ⇒ 2x + 2y + λxy = 0 (18)
∂z ∂z
(16) × x −(17) × y ⇒ 2(zx −zy) = 0 ⇒ z =
/ 0,x −y = 0

⇒ x =y (19)

⇒ y2 −2yz = 0 by (19)
⇒ y(y −2z) = 0 ⇒ y /= 0,y −2z = 0
y
⇒z= (20)
2
Using (19) and (20) in (16) we get x = 4.
.˙. y = 4,z = 2.
Hence the dimensions are 4cm, 4cm and 2cm.
Example 2:

Find the volume of the largest rectangular parallelopiped that can be


x 2 y 2 z2
inscribed in the ellipsoid 1
+ + = .
a2 b2 c 2
Solution: The given ellipsoid is
x 2 y 2 z2
g(x,y,z) = + + −1 = 0 (21)
a2 b2 c 2
Let 2x, 2y, 2z be the dimensions of the required parallelopiped.
The volume of the parallelopiped (V ) : f(x,y,z) = 8xyz
We define the function
x 2 y 2 z2
F (x,y,z) = 8xyz + λ + + −1
a2 b2 c 2
At the critical points, we have
∂f ∂g 2x
+λ = 0 ⇒ 8yz + λ =0 (22)
∂x ∂x a2
Example 2: (Contd.)

∂f ∂g 2y
+λ = 0 ⇒ 8xz + λ =0 (23)
∂y ∂y b2
∂f ∂g 2z
+λ = 0 ⇒ 8xy + λ =0 (24)
∂z ∂z c2
(22) × x + (23) × y +(24) × z, we get
x2 y2 z2
24xyz + 2λ + + =0
a2 b2 c 2
⇒ 2λ = −24xyz by (21)
λ = −12xyz (25)
Using (25) in (24), we get

2z
8xy + (−12xyz) =0
c2
Example 2: (Contd.)

3z 2
⇒ 8xy 1 − =0
c2

3z 2
⇒ =1
c2
c
⇒ z = √ , since x /= 0,y /=
3
0
b a
Similarly y = ,c =
√ √
3 3
8abc
Hence the volume of rectangular parallelopiped is V = √ units.
3 3
Example 3:

Find the dimensions of the rectangular box, open at the top of


maximum capacity whose surface is 432 sq.cm.

Solution: Let x,y, z be the dimensions of the rectangular bx, open at


the top.
Given its surface area
g(x,y,x) = xy + 2yz + 2zx −432 = 0 (26)
The volume is (V ) : f(x,y,z) = xyz
We define the function
F (x,y,z) = xyz + λ (xy + 2yz + 2zx −432)
At the critical points, we get
yz +λ(y + 2z) = 0 (27)
xz + λ(x + 2z) = 0 (28)
Example 3: (Contd.)

xy + λ(2y +2x) = 0 (29)


(27) × x −(28) × y ⇒ 2λz(x −y ) = 0

⇒ x = y since λ /= 0,z /= 0 (30)

(28) × x −(29) × z ⇒ λy(x −2z) = 0

⇒ z = x since λ /= 0,y /= (31)


2
0 Using (30) and (31) in (26), we get x = 12.
.˙. y = 12,z = 6.
Hence the dimensions of the rectangular box are 12 cm, 12 cm and 6
cm.
Example 4:

Find the maximum and minimum distance of the point (3,4,12) from the
sphere x 2 + y 2 + z 2 = 1.

Solution: Let (x, y, z) be any point on the sphere.


Given
g(x,y,z) = x 2 + y 2 + z 2 −1 = 0 (32)
Distance
√ of the point (x, y, z) from (3,4,12) is given by
d = (x −3) 2 + (y −4) 2+ (z −1) 2
f(x, y, z) = square of the distance from the point (3,4,12) to the sphere

i.e. f(x, y, z) = (x −3) 2 + (y −4) 2 + (z −1) 2


We define the function

F (x, y, z) = (x −3) 2 + (y −4) 2 + (z −1) 2 + λ x 2 + y 2 + z 2 −1


Example 4: (Contd.)

At the critical points, we have

2(x −3) + 2λx = 0 (33)

2(y −4) + 2λy = 0 (34)


2(z −12) + 2λz = 0 (35)
From (33), (34) and (35), we get

3 4 12
x= ,y= ,z = (36)
1 +λ 1 +λ 1 +λ
Using (36) in (32), we get

(1 + λ) 2 = 169 ⇒ 1 + λ = ±13 (37)


Example 4: (Contd.)

Using (37) in (36), we get

3 4 12 −3 −4 −12
, , and , ,
13 13 13 13 13 13

Therefore
s the distance are
3 2 4 2 12 2
3− + 4− + 12 − = 12 and
13 13 13
s
3 2 4 2 12 2
3+ + 4+ + 12 + = 14
13 13 13
Hence the maximum distance is 14 and the minimum distance is 12.
Example 5:

3 4 5
If + + = 6 find the values of x,y, z which make x + y + z is
x y z
minimum.
Solution:
Given
3 4 5
g(x,y,z) = + + −6 = 0 (38)
x y z
The required function is f(x,y,z) = x +y + z
We define the function
3 4 5
F (x,y,z) = x + y +z + λ + + −6
x y z
At the critical points, we have
3λ x2
1− =0 ⇒ λ = (39)
x 2 3
Example 5: (Contd.)

4λ y2
1− = 0 ⇒ λ = (40)
y2 4
5λ z2
1− =0⇒ λ = (41)
z 2 5
From (39), (40) and (41), we get
x 2 y 2 z2
λ= = =
3 4 5
√ √ √
⇒ x = 3λ,y = 2 λ,z = 5λ (42)
Using (42) in (38), we get
3 4 5
√ +√ +√ =6
3λ λ 5λ
√ √ √
3 +2 + 5
⇒ λ=
6
Example 5: (Contd.)


Substituting λ in (42), we get

3 √ √
x= ( 3 + 2 + 5)
6
1 √ √
y = ( 3 + 2 + 5)
6

5 √ √
z= ( 3 + 2 + 5)
6
Example 6:

Find the maximum value of x m y n z p when x + y + z = a.

Solution: Given
g(x,y,z) = x + y + z −a = 0 (43)
The required function is f(x,y,z) = x m y n z p
We define the function

F (x,y,z) = x m y n z p + λ (x + y +z −a)

At the critical points, we have

mx m−1 y n z p + λ = 0 (44)

nx m y n−1 z p + λ = 0 (45)
px m y n z p−1 + λ =0 (46)
Example 6: (Contd.)

From equations (44), (45) and (46), we get

−λ = mx m−1 y n z p = nx m y n−1 z p = px m y n z p−1


m n p
⇒ = =
x y z
m +n +p
=
x +y +z
m +n +p
= by (43)
a
am an ap
.˙. x = ,y= ,z=
m +n +p m +n + p m +n + p
am+n+pmmnnpp
The maximum value of f = .
(m + n + p) m+n+p
Jacobians

If u and v are functions of the two independent variables x and y, then


the determinant
∂u ∂u
. .
∂x ∂y
∂v ∂v
. .
∂x ∂y
is called the Jacobian of u,v with respect to x, y. It is denoted by
u,v ∂(u,v )
J or .
x,y ∂(x,y )
Jacobians: Note

The Jacobian of u,v, w with respect to x, y, z is

∂u ∂u ∂u
. .
∂x ∂y ∂z
∂(u, v, w) = ∂v ∂v ∂v
. ∂x .
∂(x,y,z) ∂y ∂z
∂w ∂w ∂w
. .
∂x ∂y ∂z
Properties of Jacobians

Property 1:
If J1 is the Jacobian of u,v with respect to x,y and J2 is the Jacobian
of x,y with respect to u,v then J1 J2 = 1.
∂(u,v ) ∂(x,y )
i.e. × = 1.
∂(x,y ) ∂(u,v )

Proof:
∂u ∂u
∂ (u,v ∂ (x,y ) . ∂x . . ∂x ∂x .
× ∂(u,v ) = ∂y × ∂u ∂v
) . ∂v ∂v . . ∂y ∂y .
. . . .
∂(x,y ) ∂x ∂y ∂u ∂v
∂u ∂x ∂u ∂y ∂u ∂x ∂u ∂y
. . + . . + . .
= ∂x ∂u ∂y ∂x ∂x ∂v ∂y ∂v (47)
. ∂v .∂x + ∂v .∂y ∂v .∂x + ∂v .∂y .
. .
∂x ∂u ∂y ∂u ∂x ∂v ∂y ∂v
Property 1: (Contd.)
Let u = u(x,y) and v = v (x,y)
Differentiating partially w.r.to u and v , we get
∂u ∂u ∂x ∂u ∂y
=1= . + .
∂u ∂x ∂u ∂y ∂u
∂u ∂u ∂x ∂u ∂y
=0= . + .
∂v ∂x ∂v ∂y ∂v
(48)
∂v ∂v ∂x ∂v ∂y
=0= . + .
∂u ∂x ∂u ∂y ∂u
∂v ∂x ∂v ∂y
∂v
=1= . + .
∂v ∂x ∂v ∂y ∂v
Substituting (48) in (47), we get
∂(u,v ) ∂(x,y ) .1 0 .
× = =1
∂(x,y ) ∂(u,v ) .0 1 .
Properties of Jacobians
Property 2:
If u,v are functions of r,s where r,s are functions of x,y then
∂(u,v ) ∂(u,v ) ∂(r,s )
= ×
∂(x,y ) ∂(r,s ) ∂(x,y)

Proof: R.H.S
∂u ∂u ∂r ∂r
∂ (u,v ) ∂ (r,s) . ∂r ∂s . . ∂x ∂y
.
∂(r,s ) × ∂(x,y ) = ∂v ∂v × ∂s ∂s .
. . .
. . .
∂r ∂s ∂x ∂y
. .
∂u ∂r ∂u ∂s ∂u ∂r ∂u ∂s
. + . . + .
= . ∂r ∂x ∂s ∂x ∂r ∂y ∂s ∂y .
∂v ∂r ∂v ∂s ∂v ∂r ∂v ∂s
. . + . . + . .
∂r ∂x ∂s ∂x ∂r ∂y ∂s ∂y
Property 2: (Contd.)

∂u ∂u
∂ (u,v ) ∂ (r,s) . ∂x ∂y .
∂(r,s ) × ∂(x,y ) = ∂v ∂v
. .
. .
∂x ∂y
∂(u,v )
= = L.H .S
∂(x,y)
Note:
∂(u,v ,w) ∂(u,v ,q) ∂(r,s ,t)
1 = ×
∂(x,y,z) ∂(r,s ,t) ∂(x,y,z)
2 If u,v, w are functionally dependent functions of three independent
∂(u,v ,w)
variables x,y,z then =0
∂(x,y,z)
3 If u,v ,w are said to be functionally dependent, if each can be ex-
pressed interms of the others.
Example 1:

If x = u2 −v 2 and y = 2uv, find the Jacobian of x and y with respect to


u and v.
Solution:
∂x ∂x
∂ (x,y . ∂u ∂v .
=
)
. ∂y ∂y .
∂(u,v ) .
. ∂u ∂v .
2u −2v
=.
2v 2u .
= 4(u2 + v 2 )
Example 2:

If x = r sin θ cos φ, y = r sin θ sin φ, z = r cos θ, show that


∂(x,y,z)
= r2 sin θ.
∂(r,θ,φ)

Proof:
∂x ∂x ∂x
. .
∂r ∂θ ∂φ
∂(x,y,z) = ∂y ∂y ∂y
.
∂(r,θ,φ) . ∂r ∂θ ∂φ
∂z ∂z ∂z
. .
∂r ∂θ ∂φ
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 .
Example 2: (Contd.)

sin θ cos φ cos θ cos φ −sin φ


∂(x,y,z)
= r2 sin θ . sin θ sin φ cos θ sin φ cos φ .
∂(r,θ,φ) . cos θ −sin θ 0 .
(
cos θ cos φ −sin φ.
= r2 sin θ cos θ ..
cos θ sin φ cos φ .
)
sin θ cos φ −sin φ
+ sin θ . by expanding the third row
sin θ sin φ cos φ .
"
= r sin θ cos θ cos θ cos 2 φ+ cos θ sin2 φ
2

#
+ sin θ sin θ cos2 φ+ sin θ sin2 φ = r 2 sin θ
Example 3:
yz zx xy
If u = ,v = ,w = . Show that the Jacobian of u,v, w with
x y z
respect to x,y,z is 4.

Proof:
∂u ∂u ∂u
. .
∂x ∂y ∂z
∂(u,v ,w)
= . ∂v ∂v ∂v
.
∂(x,y,z) ∂x ∂y ∂z
∂w ∂w ∂w
. .
∂x ∂y ∂z
yz z y
.− x 2 x .
x
z x
= − zx
. y y2 y .
y x xy
. z − .
z z2
Example 3: (Contd.)

∂(u, v, w) 1 .−yz zx yx .
= zy −zx xy
∂(x, y, z) x 2y 2 z 2 . yz xz −xy .
−1 1 1
x 2y 2 z 2 . .
= 1 −1 1
2 2
x y z .1 2
1 −1 .
= −1(1 −1) −1(−1 −1) + 1(1 + 1) = 4
Example 4:
√ √
Are the functions u = sin−1 x + sin− 1y and v = x 1 −y 2 + y 1 −x 2,
functionally dependent? (Given x 2 < 1,y 2 < 1.)

Solution:
∂u ∂u
∂ (u,v = . ∂x ∂y
.
)∂(x, y) . ∂v ∂v
.
∂x ∂y .
. .
1 1
√ √
= .√ 1 −x 2 1 −y 2
xy √ xy
.
1 −y 2 −√ 1 −x −√
2
. 1 − x2 1 −y2 .
=0

Therefore u and v are functionally dependent.


Example 5:
Verify whether the following functions are functionally dependent, and
if so, find the relation between them.

x +y
u= ,v = tan−1 x + tan−1 y
1 −xy
Solution:
∂u ∂u
∂ (u,v . ∂x ∂y .
=
)∂(x, y) . ∂v ∂v .
.
∂x ∂y
. .
1 +y2 1 +x2
. (1 −xy) 2 ..
= . (1 −xy)
2
1 1
. 1 +x2 1 +y2 .
=0
Example 5: (Contd.)

Hence u,v are functionally dependent.


Now
v = tan−1 x + tan−1 y
x +y
= tan−1
1 −xy
= tan−1 u
⇒ u = tanv .
Example 5:

u = xy +yz +zx, v = x 2 +y 2 +z 2 and w = x +y +z, determine whether


there is a functional relationship between u,v, w and if so, find it.

Solution:
∂u ∂u ∂u
. .
∂x ∂y ∂z
∂(u,v ,w) = ∂v ∂v ∂v
. ∂x .
∂(x,y,z) ∂y ∂z
∂w ∂w ∂w
. .
∂x ∂y ∂z
y +z z +x x +y
. . .y + z z + x x + y .
= . 2x 2y 2z x y z
. = 2. .
1
. 1 1 . . 1 1 1 .
Example 5: (Contd.)

∂(u,v ,w) .x + y + z x + y + z x +y +z.


=2 x y z R 1 → R1 + 2
∂(x,y,z) . . R
1 1 1
1 1 1
. .
x y z
= 2. .=0
1 1 1
.. ..
Hence the functional relationship exists between u,v and w.
Now
w 2 = (x + y + z) 2
= x 2 + y 2 + z 2 + 2(xy + yz + zx)
= v + 2u
Example 6:

If u = y + z, v = x + 2z 2 and w = x −4yz −2y 2, find the Jacobian of


u,v ,w with respect to x,y,z. Comment on the result.

Solution:
∂u ∂u ∂u
. .
∂x ∂y ∂z
∂(u,v ,w) = ∂v ∂v ∂v
. ∂x .
∂(x,y,z) ∂y ∂z
∂w ∂w ∂w
. .
∂x ∂y ∂z
0 1 1
. .
= 1 0 4z
. .
1 −4y −4z −4y
. .
Example 6: (Contd.)

∂(u,v ,w)
= −1(−4y −4z) + (−4y −4z)
∂(x,y,z)
=0

Therefore u,v and w are functionally dependent.


Now
v −w = 2z 2 + 4yz + 2y 2
= 2(y + z) 2
= 2u2 .
Example 7:

∂(u, v, w)
If u = xyz,v = xy + yz + zx and w = x + y + z, find .
∂(x,y,z)

Solution:
∂u ∂u ∂u
. .
∂x ∂y ∂z
∂(u,v ,w) = ∂v ∂v ∂v
. ∂x .
∂(x,y,z) ∂y ∂z
∂w ∂w ∂w
. .
∂x ∂y ∂z
yz xz xy
. .
= .y + z x +z y +z.

1 1 1
. .
Example 7: (Contd.)

z(x −y) x(y −z) xy


∂(u,v ,w)
= . x −y y −z y +x.
∂(x,y,z) . 0 0 1 .
z x xy
. .
1 1 y +x
= (x −y)(y −z) . .
0 0 1
. .
= (x −y)(y −z)(z −x)
Example 8:

∂(u,v )
Find the value of the Jacobian , where u = x 2 −y 2,v = 2xy and
∂(r,θ)
x = r cos θ,y = r sin θ.

Solution:
∂(u,v ) ∂(u,v ) ∂(x,y )
= ×
∂(r,θ) ∂(x,y) ∂(r,θ)
∂u ∂u
. . . ∂x ∂x .
= ∂x ∂y
∂v ∂v × ∂y ∂r ∂θ
. . . ∂y .
. . .
∂x ∂y ∂r ∂θ
.
2x −2y cos θ −r sin θ
=. . ×.
2y 2x sin θ r cos θ .
= 4r2 .r = 4r3
Example 9:

∂(x,y,z)
If u = x + y + z,uv = y + z,uvw = z, show that = u2 v .
∂(u,v ,w)

Solution: Given z = uvw


∂z ∂z ∂z
⇒ = vw, = vw, = uv
∂u ∂v ∂v
and y + z = uv ⇒ y + uvw = uv ⇒ y = uv −uvw
∂y ∂y ∂y
⇒ = v −vw, = u −uw, = −uv
∂u ∂v ∂v
Also u = x +y + z ⇒ x = u −y −z = u −uv −uvw ⇒ x = u −uv
∂x ∂x ∂x
⇒ = 1 −v , = −u, =0
∂u ∂v ∂v
Example 9: (Contd.)

∂x ∂x ∂x
. .
∂u ∂v ∂w
∂(x, y, z) = ∂y ∂y ∂y
.
∂(u,v ,w) . ∂u ∂v ∂w
∂z ∂z ∂z
. .
∂u ∂v ∂w
1 −v −u 0
. .
= v −vw u −uw −uv .
.
. vw uv
uw .
.1 −vw −uw −uv .
= v u 0 R → R1 + R2 ; R 2 → R 2 + R 3
. . 1
. vw uw uv .
Example 9: (Contd.)

.1 −vw −w −1.
∂(x, y, z) 1 0
=u v. v
2
∂(u,v ,w) .
. vw w 1
.
. 1 0 0.
. . R1 → R1 +R3
= u2v v 1 0
.vw w 1 .
= u2v
Example 10:

∂(x, y) ∂(r,θ)
If x = r cos θ,y = r sin θ verify that × = 1.
∂(r,θ) ∂(x,y )

Proof:
y
Now x 2 + y 2 = r2 and θ = tan−1
x
Differentiating partially w.r.t x, we get
∂r ∂θ 1 y
2r = 2x and = . − 2
∂x ∂x y 2 x
1+ 2
x
∂r x ∂θ y
⇒ = and =− 2
∂x r ∂x r
∂r y ∂θ x
Similarly ⇒ = and =
∂y r ∂y r2
Example 10: (Contd.)

∂r ∂r x y
r . = x +y =
. . . . 2 2 1
∂x ∂y r
. ∂θ ∂θ . = . y x r3 r

.
∂x ∂y . . r 2 r2
.

and
∂x ∂x
. ∂r ∂θ . = .cos θ −r sin θ . = r
. ∂y ∂y . . sin θ r cos θ .
. ∂r ∂θ .
∂x ∂x ∂r ∂r
∂ (x,y ) ∂ (r,θ . ∂r . .
× = ∂θ . × ∂x ∂y = r × 1 = 1
)∂(r,θ) ∂(x,y ) ∂y . . ∂θ ∂θ .
. ∂y r
. . . ∂x ∂y
.
∂r ∂θ
Example 11:

∂(x,y ) ∂(u,v )
If x = u(1 −v ),y = uv verify that × = 1.
∂(u,v ) ∂(x,y )

Proof:
Given x = u(1 −v ) ⇒ u = x + uv ⇒ u = x + y
∂u ∂u
⇒ = 1, =1
∂x ∂y
y y
and y = uv ⇒ v = ⇒ v =
u
∂v y ∂v x x+ y
⇒ =− , =
∂y (x + y) 2 ∂y (x + y) 2
∂v y ∂v x
⇒ =− 2, = 2
∂y u ∂y u
Example 11: (Contd.)

∂u ∂u 1 1.
∂ (u,v ) . ∂x .
∂y = . x
∂(x,y ) = ∂v ∂v . .− y x = +y 1
.
. . u2 u2
. =
∂x ∂y u 2 u
and
∂x ∂x
∂ (x,y )
=
.. ∂u ∂v .. = ..1 −u −u ..
=u
∂(u, v ) ∂y ∂y . v u .
. .
∂u ∂v
∂x ∂x ∂u ∂u
∂ (x,y ) ∂ (u,v . ∂u . .
× = ∂v . × ∂x ∂y = u × 1 = 1
) (u,v ) ∂(x,y )
∂ ∂y . . ∂v ∂v .
. ∂y u
. . . ∂x ∂y
.
∂u ∂v
Problem for practices
1. Find the stationary points of 𝑓 𝑥, 𝑦 = 𝑥 2 − 𝑥𝑦 + 𝑦 2 − 2𝑥 + 𝑦.
2. Find the stationary points of 𝑓 𝑥, 𝑦 = 𝑥 3 + 3𝑥𝑦 2 − 15𝑥 2 −
15𝑦 2 + 72𝑥.
THANK YOU

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