MATH - 1107 TOPIC: PARTIAL DIFFERENTIATION & EXTREMA OF FUNCTIONS Md. Farhad Uddin Assistant Professor Department of Mathematics Chittagong University of Engineering & Technology Chittagong-4349, Bangladesh Partial Differentiation & Extrema of Functions 4.1 Function of Several Variables 4.2 Partial Derivatives 4.3 Euler’s Theorem on Homogeneous Function 4.4 Maxima and Minima of Functions 4.1 Functions of Several Variables z f(x, y) = x2 + y2 x2 + y2 = 16 x2 + y2 = 9 x2 + y2 = 4 x2 + y2 = 1 x2 + y2 = 0 x y Functions of Two Variables A real-valued function of two variables f, consists of 1. A set A of ordered pairs of real numbers (x, y) called the domain of the function. 2. A rule that associates with each ordered pair in the domain of f one and only one real number, denoted by z = f(x, y). 4.2 Partial Derivatives x f x x f 22 f x x x 22 y f 2 f y x y x x f 2 f x y xy f y f y y f 22 f y y y 22 22 f 22 f y x xy When both are continuous First Order Partial Derivatives First Partial Derivatives of f(x, y) Suppose f(x, y) is a function of two variables x and y. Then, the first partial derivative of f with respect to x at the point (x, y) is f f ( x h, y ) f ( x, y ) lim x h 0 h provided the limit exists. The first partial derivative of f with respect to y at the point (x, y) is f f ( x, y k ) f ( x, y ) lim y k 0 k provided the limit exists. Geometric Interpretation of the Partial Derivative z What does f x f(x, y) mean? y x Geometric Interpretation of the Partial Derivative z What does f x x f(x, y) mean? f slope of f ( x , b ) f(x, b) y = b plane b a (a, b) x y Geometric Interpretation of the Partial Derivative z f(x, y) f What does mean? y y x Geometric Interpretation of the Partial Derivative z f(x, y) f What does mean? y f f(c, y) y slope of f (c , y ) x = c plane d c (c, d) x y Examples Find the partial derivatives ∂f/∂x and ∂f/∂y of the function f ( x , y ) x 2 xy 2 y 3 Use the partials to determine the rate of change of f in the x-direction and in the y-direction at the point (1, 2) . Solution To compute ∂f/∂x, think of the variable y as a constant and differentiate the resulting function of x with respect to x: f ( x, y ) x 2 y 2 x y 3 f 2x y2 x Examples Find the partial derivatives ∂f/∂x and ∂f/∂y of the function f ( x , y ) x 2 xy 2 y 3 Use the partials to determine the rate of change of f in the x-direction and in the y-direction at the point (1, 2). Solution To compute ∂f/∂y, think of the variable x as a constant and differentiate the resulting function of y with respect to y: f ( x , y ) x 2 xy 2 y 3 f 2 xy 3 y 2 y Examples Find the partial derivatives ∂f/∂x and ∂f/∂y of the function f ( x , y ) x 2 xy 2 y 3 Use the partials to determine the rate of change of f in the x-direction and in the y-direction at the point (1, 2). Solution The rate of change of f in the x-direction at the point (1, 2) is given by f x 2(1) 2 2 2 (1,2) The rate of change of f in the y-direction at the point (1, 2) is given by f y 2(1)(2) 3(2) 2 8 (1,2 ) Examples Find the first partial derivatives of the function w( x , y ) xy x2 y2 Solution To compute ∂w/∂x, think of the variable y as a constant and differentiate the resulting function of x with respect to x: xy w( x , y ) 2 x y2 w ( x 2 y 2 ) y x y (2 x ) x ( x 2 y 2 )2 y( y 2 x2 ) 2 ( x y 2 )2 Examples Find the first partial derivatives of the function w( x , y ) xy x2 y2 Solution To compute ∂w/∂y, think of the variable x as a constant and differentiate the resulting function of y with respect to y: xy w( x , y ) 2 x y2 w ( x 2 y 2 ) x x y (2 y ) y ( x 2 y 2 )2 x( x 2 y 2 ) 2 ( x y 2 )2 Examples Find the first partial derivatives of the function w f ( x , y , z ) xyz xe yz x ln y Solution Here we have a function of three variables, x, y, and z, and we are required to compute f f f , , x y z For short, we can label these first partial derivatives respectively fx, fy, and fz. Examples Find the first partial derivatives of the function w f ( x , y , z ) xyz xe yz x ln y Solution To find fx, think of the variables y and z as a constant and differentiate the resulting function of x with respect to x: w f ( x , y , z ) xyz xe yz x ln y f x yz e yz ln y Examples Find the first partial derivatives of the function w f ( x , y , z ) xyz xe yz x ln y Solution To find fy, think of the variables x and z as a constant and differentiate the resulting function of y with respect to y: w f ( x, y , z ) xyz xe yz x ln y x f y xz xze y yz Examples Find the first partial derivatives of the function w f ( x , y , z ) xyz xe yz x ln y Solution To find fz, think of the variables x and y as a constant and differentiate the resulting function of z with respect to z: w f ( x, y , z ) xyz xe yz x ln y f z xy xye yz Second Order Partial Derivatives The first partial derivatives fx(x, y) and fy(x, y) of a function f(x, y) of two variables x and y are also functions of x and y. As such, we may differentiate each of the functions fx and fy to obtain the second-order partial derivatives of f. Second Order Partial Derivatives Differentiating the function fx with respect to x leads to the second partial derivative f xx 2 f ( fx ) 2 x x But the function fx can also be differentiated with respect to y leading to a different second partial derivative f xy 2 f ( fx ) y x y Second Order Partial Derivatives Similarly, differentiating the function fy with respect to y leads to the second partial derivative f yy 2 f ( fy) 2 y y Finally, the function fy can also be differentiated with respect to x leading to the second partial derivative f yx 2 f ( fy) xy x Second Order Partial Derivatives Thus, four second-order partial derivatives can be obtained of a function of two variables: x f x x f 2 f x x x 2 y f 2 f y x y x x f 2 f x y xy f y f y y f 2 f y y y 2 2 f 2 f y x xy When both are continuous Examples Find the second-order partial derivatives of the function f ( x , y ) x 3 3 x 2 y 3 xy 2 y 2 Solution First, calculate fx and use it to find fxx and fxy: fx 3 ( x 3 x 2 y 3 xy 2 y 2 ) x 3 x 2 6 xy 3 y 2 f xx (3 x 2 6 xy 3 y 2 ) x f xy (3 x 2 6 xy 3 y 2 ) y 6x 6 y 6 x 6 y 6( x y ) 6( y x ) Examples Find the second-order partial derivatives of the function f ( x , y ) x 3 3 x 2 y 3 xy 2 y 2 Solution Then, calculate fy and use it to find fyx and fyy: 3 fy ( x 3 x 2 y 3 xy 2 y 2 ) y 3 x 2 6 xy 2 y f yx ( 3 x 2 6 xy 2 y ) x f yy ( 3 x 2 6 xy 2 y ) y 6 x 6 y 6x 2 6( y x ) 2(3 x 1) Examples Find the second-order partial derivatives of the function f ( x, y ) e xy 2 Solution First, calculate fx and use it to find fxx and fxy: xy 2 fx (e ) x y e 2 f xx 2 xy 2 (y e ) x y e 4 xy 2 xy 2 f xy 2 xy 2 (y e ) y 2 ye xy 2 3 xy 2 2 xy e 2 ye xy 2 (1 xy 2 ) Examples Find the second-order partial derivatives of the function f ( x, y ) e xy 2 Solution Then, calculate fy and use it to find fyx and fyy: xy 2 fy (e ) y 2 xye f yx xy 2 (2 xye ) x xy 2 f yy 2 ye xy 2 3 xy 2 2 xy e 2 ye xy 2 (1 xy ) 2 xy 2 (2 xye ) y 2 xe 2 xe xy 2 xy 2 (2 xy )(2 xy ) e (1 2 xy 2 ) xy 2 Problems 4.3 Euler’s Theorem on Homogeneous Functions 𝝏𝒇 𝝏𝒇 𝒙 +𝒚 = 𝒏𝒇 𝝏𝒙 𝝏𝒚 Homogeneous Functions Euler’s Theorem on Homogeneous Functions Statement If 𝒇 is a homogeneous function of degree 𝒏 in 𝒙, 𝒚 , then 𝒙 𝝏𝒇 + 𝝏𝒙 𝒚 𝝏𝒇 𝝏𝒚 = 𝒏𝒇 Euler’s Theorem on Homogeneous Functions Statement If 𝒇 is a homogeneous function of degree 𝒏 in 𝒙, 𝒚 , then 𝒙 𝝏𝒇 + 𝝏𝒙 𝒚 𝝏𝒇 𝝏𝒚 = 𝒏𝒇 Euler’s Theorem on Homogeneous Functions Statement If 𝒇 is a homogeneous function of degree 𝒏 in 𝒙, 𝒚 , then 𝟐 𝝏 𝒇 𝟐 𝒙 𝝏𝒙𝟐 𝝏𝟐 𝒇 + 𝟐𝒙𝒚 𝝏𝒙 𝝏𝒚 𝝏𝟐 𝒇 𝟐 +𝒚 𝝏𝒚𝟐 =𝒏 𝒏−𝟏 𝒇 Euler’s Theorem on Homogeneous Functions Statement If 𝒇 is a homogeneous function of degree 𝒏 in 𝒙, 𝒚 , then 𝟐 𝝏 𝒇 𝟐 𝒙 𝝏𝒙𝟐 𝝏𝟐 𝒇 + 𝟐𝒙𝒚 𝝏𝒙 𝝏𝒚 𝝏𝟐 𝒇 𝟐 +𝒚 𝝏𝒚𝟐 =𝒏 𝒏−𝟏 𝒇 Problems Example If 𝒖 = sin−1 𝑥+ 𝑦 𝑥− 𝑦 , show by Euler’s theorem that 𝝏𝒖 𝒚 𝝏𝒖 =− . 𝝏𝒙 𝒙 𝝏𝒚 Problems Problems Example If 𝒖 = log 𝑥 4 +𝑦 4 𝑥+𝑦 , show that 𝝏𝒖 𝝏𝒖 𝒙 +𝒚 = 𝟑. 𝝏𝒙 𝝏𝒚 Problems Example If 𝒖 = log 𝑥 4 +𝑦 4 𝑥+𝑦 , show that 𝝏𝒖 𝝏𝒖 𝒙 +𝒚 = 𝟑. 𝝏𝒙 𝝏𝒚 Problems Example If 𝒖 = 3 3 −1 𝑥 +𝑦 tan 𝑥−𝑦 , prove that 𝝏𝒖 𝒙 + 𝝏𝒙 𝝏𝒖 𝒚 𝝏𝒚 = sin 2𝑢. Problems If 𝒖 = 𝑙𝑛 𝑥 3 +𝑦 3 𝑥2 + 𝑦2 , prove that If 𝒖 = 𝑥 3 +𝑦 3 −1 tan 𝑥+𝑦 If 𝒖 = sin−1 If 𝒖 = cosec −1 𝑥 +𝑦 𝑥+ 𝑦 𝝏𝒖 𝝏𝒖 𝒙 +𝒚 𝝏𝒙 𝝏𝒚 = 𝟏. , prove that 𝝏𝒖 𝝏𝒖 𝒙 +𝒚 𝝏𝒙 𝝏𝒚 , prove that 𝝏𝒖 𝒙 + 𝝏𝒙 𝑥 1/2 +𝑦 1/2 , 𝑥 1/3 +𝑦 1/3 prove that 𝝏𝒖 𝒚 𝝏𝒚 𝝏𝒖 𝒙 + 𝝏𝒙 = sin 2𝑢. = 𝟏 tan 𝟐 𝝏𝒖 𝒚 𝝏𝒚 = 𝑢. 𝟏 tan 𝑢. 𝟏𝟐 4.4 Maxima and Minima of Functions z x (g, h) (a, b) (c, d) (e, f ) y Maxima & Minima of Functions In a smoothly changing function a low point (a minimum) or high point (a maximum) are found where the function flattens out But not all flat parts are maxima and minima, we can also have saddle point. When slope is zero then we get maxima and minima If the second derivative is less than zero then we get maximum value If the second derivative is greater than zero then we get minimum value Critical Point of a Function Test for Maxima & Minima of Function (d) If 𝑓 ′′ 𝑥0 = 0 = 𝑓 ′′′ 𝑥0 , then find 𝑓 𝑖𝑣 𝑥0 . (i) If 𝑓 𝑖𝑣 𝑥0 < 0, then 𝑓 𝑥 has maximum at 𝑥0 . (ii) If 𝑓 𝑖𝑣 𝑥0 > 0, then 𝑓 𝑥 has minimum at 𝑥0 . Examples Find the relative extrema of the function 𝒇 𝒙 = 𝟑𝒙𝟓 − 𝟓𝒙𝟑 So, the relative maximum value 𝑓 −1 = 3 −1 5 − 5 −1 3 = −3 + 5 = 2 Also, the relative minimum value 𝑓 1 = 3 1 5 − 5 1 3 = 3 − 5 = −2 Problems Thank you