PARTIAL DERIVATIVES Prepared by : MISS RAHIMAH JUSOH @ AWANG rahimahj@ump.edu.my Objectives : • Identify domain and range of function of two and three variables. • Sketch graphs and level of curves of functions of two and three variables • Compute first and second partial derivatives. Definition : A function of two variables is a rule f that assigns to each ordered pair (x,y) in a set D a unique number z = f (x,y). The set D is called the domain of the function, and the corresponding values of z = f (x,y) constitute the range of f . rahimahj@ump.edu.my EXAMPLE 1 Find the domains and range of the following functions and evaluate f at the given points. a) x y 1 f x, y ; x 1 Eva1uate f 3, 2 6 Answer : D x, y x y 1 0, x 1 , f 3, 2 2 z f x, y , range is z z b) xy f x, y ; x 2y Eva1uate f 2,3 , f 2,1 Continue… Find the domains and range of the following functions and evaluate f at the given points. c) f x, y 25 x 2 y 2 ; Eva1uate f 2,3 , f 7, 4 Answer : D x, y x 2 y 2 25 , z f x, y , range is z 0 z 5 d) f x, y 3ln y 2 x Eva1uate f 3, 2 A set of points where f is a constant is called a level curve. A set of level curves is called contour map. Figure 13.1.4 (p. 909) Figure 13.1.8 (p. 911) Figure 13.1.10 (p. 912) Table 13.1.2a (p. 913) Table 13.1.2b (p. 913) Table 13.1.2c (p. 913) Table 13.1.2d (p. 913) Table 13.1.2e (p. 913) Table 13.1.2f (p. 913) f x, y 9 x 2 y 2 or z 2 x 2 y 2 32 x y f x, y sin 2 2 2 EXAMPLE 2 Sketch the level curves of the function f x, y 9 x y 2 for k 0,1, 2,3 2 f x, y 9 x y 2 2 Limits Along Curves For a function one variable there two one-sided limits at a point x 0 namely lim f ( x) and lim f ( x) x x0 x x0 reflecting the fact that there are only two directions from which x can approach x 0 Function of 2 variables Function of 3 variables lim ( x , y )( x0 , y0 ) f ( x, y) lim f ( x(t ), y(t )) t t0 ( alongC ) lim ( x , y , z )( x0 , y0 , z0 ) f ( x, y, z) lim f ( x(t ), y(t ), z (t )) t t0 ( alongC ) rahimahj@ump.edu.my EXAMPLE 3 xy Find the limit of f ( x, y ) 2 along 2 x y (a) the x - axis (b) the y - axis (c) the line y x (d ) the line y x (e) the parabola y x 2 The process of differentiating a function of several variables with respect to one of its variables while keeping the other variable(s) fixed is called partial differentiation, and the resulting derivative is a partial derivative of the function. The derivative of a function of a single variable f is defined to be the limit of difference quotient, namely, f x x f x f x lim x 0 x Partial derivatives with respect to x or y are defined similarly. If z f x, y , then the partial derivatives of f with respect to x and y are the functions f x and f y , respectively, defined by f x x, y f x, y and f x, y lim x x 0 x f x, y y f x, y f y x, y lim y 0 y provided the limits exists. We can interpret partial derivatives as rates of change. If z f ( x, y) , then z / x represents the rate of change of z with respect to x when y is fixed. Similarly, z / y is the rate of change of z with respect to y when x is fixed. rahimahj@ump.edu.my EXAMPLE 4 If f ( x, y ) 4 x 2 2 y 2 , find f x (1,1) and f y (1,1). Solution : f x ( x, y ) 2 x f y ( x, y ) 4 y f x (1,1) 2 f y (1,1) 4 rahimahj@ump.edu.my EXAMPLE 5 If x f , calculate f and f ( x, y) sin . y x y x Implicit Differentiation (i) Theorem : If F(x,y ) 0 implicitly defines a differenti able function y as a function of one variable x, then Fx ( x, y ) dy dx Fy ( x, y ) rahimahj@ump.edu.my EXAMPLE 6 dy Find , if y as a function of x is implicitly defined by dx y 5 3 y-4 x 3-5 x 1 Solution : We have y5 3 y-4 x 3-5 x 1 , so F ( x, y ) y 5 3 y-4 x 3-5 x 1 Thus Fx ( x, y ) dy dx Fy ( x, y ) (12 x 2 5) 12 x 2 5 4 5y 3 5y4 3 rahimahj@ump.edu.my Implicit Differentiation (ii) If z = F (x, y, z) then Fy Fx and z z x Fz y Fz EXAMPLE 7 Find z and z if z is defined implicitly as a function of x y x and y by the equation (a) x 3 y 3 z 3 6 xyz 1 (b) x 2 z 2 xy 2 z 3 4 yz 5 0 rahimahj@ump.edu.my f 2 f f xx fx ( ) 2 x x x x f 2 f f yy fy ( ) 2 y y y y f f f yx fy ( ) x x y xy 2 f f f xy fx ( ) y y x yx 2 rahimahj@ump.edu.my EXAMPLE 8 Find f xx , f xy, f yx , f yy if f ( x, y ) x 2 y 3 x 4 y The first derivative of f are f x ( x 2 y 3 x 4 y ) 2 xy 3 4 x 3 y , x The second derivative of f are fy 2 3 ( x y x 4 y) 3x 2 y 2 x 4 y f xx ( f x ) (2 xy 3 4 x 3 y ) 2 y 3 12 x 2 y x x f xy ( f x ) (2 xy 3 4 x 3 y ) 6 xy 2 4 x 3 y y f yx ( f y ) (3 x 2 y 2 x 4 ) 6 xy 2 4 x 3 x x f yy ( f y ) (3 x 2 y 2 x 4 ) 6 x 2 y y y EXAMPLE 9 3 2 3 2 Find the second partial derivatives of f ( x, y ) x x y 2 y EXAMPLE 10 Find f xx, f xy, f yx, f yy if given f ( x, y) ( x y)e xy rahimahj@ump.edu.my Theorem : If z f (u,v ), u g ( x,y ) and v h( x,y ) with partial derivative s of f , g and h exist, then z z u z v , x u x v x z z u z v , y u y v y The three diagram for function of two variables rahimahj@ump.edu.my EXAMPLE 11 Suppose z u 3 v 3 , and u xy 2 , v x 2 sin y Use a chain rule z x and z y . Solution : From z u 3 v 2 , we obtain z z 2 3u and 2v u v Similarly from u xy 2 and v x 2 sin y, u u v y2 , 2 xy, 2 x sin y , x y x Hence we obtain z z u z v 3u 2 ( y 2 ) 2v(2 x sin y ) x u x v x 3u 2 y 2 4vx sin y v x 2 cosy y rahimahj@ump.edu.my continue... z z u z v 3u 2 (2 xy ) 2v( x 2 cos y ) y u y v y 6u 2 xy 2vx2 cos y Substituting u xy 2 and v x 2 sin y, weobtain z 3u 2 y 2 4vx sin y x 3( xy 2 ) 2 y 2 4( x 2 sin y ) x sin y 3x 2 y 6 4 x 3 sin 2 y z 6u 2 xy 2vx2 cos y y 6( xy 2 ) 2 xy 2( x 2 sin y ) x 2 cos y 6 x 3 y 5 x 4 sin 2 y rahimahj@ump.edu.my EXAMPLE 12 2 4 z x y 3 xy , where x sin 2t and y cost , If find dz when t = 0 . dt Solution : The Chain Rule gives dz z dx z dy dt x dt y dt 2 4 we calculate the derivatives, since z x y 3 xy , we get z 2 xy 3 y 4 x z x 2 12 xy 3 y rahimahj@ump.edu.my Then from x sin 2t and y cost , we get dx 2 cos 2t dt dy sin t dt So, dz z dx z dy (2 xy 3 y 4 )( 2 cos 2t ) ( x 2 12 xy 3 )( sin t ) dt x dt y dt (2 sin 2t cos t 3 cos 4 t )( 2 cos 2t ) (sin 2 2t 12 sin 2t cos 3 t )( sin t ) Therefore z (0 3)( 2) (0 0)( 0) 6 t t 0 rahimahj@ump.edu.my Chain rule can be applied to compositefunctions of any number of variables, and tree diagrams can be constructed to help formulate these rules. EXAMPLE 13 Use the chain rule to find dw dt if w x 2 3 yz with x 3t 2 4, y 2t 1, and z t 3 Solution : x w t y t z t dw w dx w dy w dz dt x dt y dt z dt rahimahj@ump.edu.my From the tree diagram, we obtain dw w dx w dy w dz dt x dt y dt z dt 2 x(6t ) 3z (2) 3 y (3t 2 ) 12tx 6 z 9t 2 y 12t (3t 2 4) 6(t 3 ) 9t 2 (2t 1) 3t (20t 2 -3t 16) rahimahj@ump.edu.my EXAMPLE 14 The pressure P (in kilopascals), volume V (in liters), and temperature T (in kelvins) of a mole of an ideal gas are related by the equation PV 8.31T . Find the rate at which the pressure is changing when the temperature is 300 K and increasing at a rate 0.1 K/s and the volume is 100 L and increasing at a rate of 0.2 L/s. Solution : If t represent the time elapsed in seconds, then at the given instant we have T 300, dT dV 0.1, V 100, 0.2. dt dt rahimahj@ump.edu.my The chain rule gives dP P dT P dV 8.31 dT 8.31T dV dt t dt V dt V dt V 2 dt 8.31 8.31(300) (0.1) (0.2) 2 100 100 0.04155 The pressure is decreasing at a rate of about 0.042 kPa/s. rahimahj@ump.edu.my rahimahj@ump.edu.my Figure 13.6.2 (p. 960) Theorem 13.6.3 (p. 961) rahimahj@ump.edu.my Figure 13.6.5 (p. 964) Theorem 13.6.5 (p. 964) Objective : • • Compare absolute extrema and local extrema. Locate critical points and determine its classification using second partial derivatives test. rahimahj@ump.edu.my Definitions 13.8.1 and 13.8.2 (p. 977) Figure 13.8.2 (p. 977) Critical point (or stationary point) of graph z f ( x,y) has three possibilit ies : - maximum point, minimum point or saddle point. The wordextremum refer toeither maximum or minimum values of a function. rahimahj@ump.edu.my Definition Suppose z f ( x,y) is a function of two variables defines in a domain D, and that (a, b) in D (i) f (a,b) is a local maximum of the function f , if there exists a region R D, such that f (a,b) f ( x,y) for every ( x,y) in R. (ii) f (a,b) is a local minimum of the function f , if there exists a region R D, such that f (a,b) f ( x,y) for every ( x,y) in R. rahimahj@ump.edu.my Point (a,b,f (a,b)) is a Local Maximum Point (a,b,f (a,b)) is a Local Minimum Point (a,b,f (a,b)) is a saddle point rahimahj@ump.edu.my A pair (a,b) such that f x (a, b) 0 and f (a, b) 0 is y called a critical point or stationary point. To find out whether a critical point will give f (x, y) a local maximum or a local minimum, or will give a saddle point, we use theorem : Second Derivative Test. Theorem: SecondDerivativeTest Suppose that f ( x,y) is a function of two variables that has continuous second partial derivatives on a region R and (a, b) is a critical point in R. Let G(a,b) f xx (a, b) f xy (a, b) f xy (a, b) f yy (a, b) f xx (a, b) f yy (a, b) [ f xy (a, b)]2 Then (i) f (a, b) is a local maximum if G(a,b) 0 and f xx (a, b) 0 (ii) f (a, b) is a local minimum if G(a,b) 0 and f xx (a, b) 0 (iii) (a, b, f (a, b)) is a saddle point if G(a,b) 0 (iv) No conclusions can be made if G(a,b) 0 rahimahj@ump.edu.my EXAMPLE 15 Find the critical points of the following functions and determine whether f (x,y) at that point is a local maximum or a local minimum, or value at a saddle point. (i) (ii ) (iii ) y3 2 f ( x, y ) x y 3 f ( x, y ) x 4 16 xy y 4 1 1 1 f ( x, y ) x y xy rahimahj@ump.edu.my 3 y Solution : (i) f ( x, y ) x2 y 3 Step 1 : Find the first partial derivatives f x 2 x , fy y 2 1 Step 2 : Solve f x 0 and f y 0 simultaneously -2 x 0 y 2 1 0 x0 y 1 Step 3 : Find the second derivative and G( x,y) f xx 2 f xy 0 f yy 2 y G( x,y) f xx f yy f xy2 2(2 y ) 0 4 y rahimahj@ump.edu.my Step 4 : Test thepoint (0,1) and (0,-1) At (0,1) G(0,1) - 4(1) 4 0 1 2 f (0,1) 0 1 3 3 2 Therefore,(0,1,- ) is a saddle point 3 At (0,-1) G(0,-1) -4(1) 4 0 f xx (0,1) 2 0 ( 1) 3 2 f (0,1) 0 1 3 3 2 Therefore, (0,-1, ) is a maximum point 3 rahimahj@ump.edu.my Clearly finding the local extremum is not enough for most practicalapplicatio ns. It is more useful to find the extremum value of f ( x,y) on only given region. Definition Absolute extremum for a function is the extremum value on any given region. rahimahj@ump.edu.my Theorem Suppose f ( x,y) is continuous in a region R. (i) If f ( x,y) assumesonly a local maximum and there is no local minimum and no saddle point in the region, then thelocal maximum is the absolute maximum in the region. (ii) If f ( x,y) assumesonly a local minimum and there is no local maximum and no saddle point in the region, then thelocal minimum is the absolute minimum in the region. rahimahj@ump.edu.my EXAMPLE 16 Find the absolute extremumof f ( x, y) x3 y 3 6 xy in the region R ( x, y) : 0 x ,0 y . Solution : Step 1 : Find critical points. Find ( x,y) such that f x ( x, y ) 0 and f y ( x, y ) 0 simultaneously. Thus we have 3 x 2 6 y 0 and 3 y 2 6 x 0 Solving the equations simultaneously, we obtain critical points (0,0) and (2,2).Since (0,0) is outside the region R, we only test the critical point (2,2) rahimahj@ump.edu.my Step 2 : Compute f xx (2,2), f xy (2,2) and f yy (2,2) f xx ( x,y) 6 x thus f xx (2,2) 12 f xy ( x,y) 6 thus f xy (2,2) 6 f yy ( x,y) 6 y thus f xy (2,2) 12 Step 3 : Compute G(2,2) and classify the critical point. G(2,2) 12(12 )-(-6) 2 108 0 and f xx (2,2) 12 0 Therefore f (2,2) 23 23 6(2)( 2) 8 is a local minimum. Since there is no local maximum in R, therefore the local minimum f (2,2) -8 is the absolute minimum in R. rahimahj@ump.edu.my “Just believe in yourself and work hard, no matter what obstacles or hardships come in your way. You will definitely reach your final destination.” rahimahj@ump.edu.my rahimahj@ump.edu.my 66