UNIT-IV

FUNCTIONS OF SEVERAL VARIABLES 1. FUNCTIONS OF TWO VARIABLES

If three variables x, y, z are so related that the value of z depends upon the values of x and y, then z is called a functions of two variables x and y, and this is denoted by z = f (x, y). z is called the dependent variable while x and y are called independent variables.

2. PARTIAL DERIVATIVES OF FIRST ORDER

Let z = f (x, y) be a function of two independent variables x and y. If y is kept constant and x along is allowed to vary, then n becomes a function of x only. The derivatives of z, with respect to x, treating y as constant, is called partial derivative of z w.r.t. x and os denoted by Thus,
z x z x o f (x+h,h)f (x,y) h

or

f x

or fx .

= lim h

Similarly, the derivative of z, with respect to y, treating x as constant, is called partial derivatives of z w.y and is denoted by Thus,
z x z y z y

or

f y

or fy .

= lim h o f (x,y+k)f (x,y) k

and

z y

are called rst order partial derivatives of z.

3. PARTIAL DERIVATIVES OF HIGHER ORDER

Since the rst order partial derivatives

z x

and

z y

are themselves functions of x

and y, they can be dierented partially w.r.t.x as well as y. These are called second order partial derivatives of z. The usual notations for these second order partial derivatives are: 1

 z ( ) x x z ( ) x y

2z x2 2z xy

or fxx ; or fxy ;
2 2z =z xy yx

z ( ) y y z ( ) y x

= =

2z y 2 2z yx

or fyy or fyx

In general, EXAMPLES: 1. If u = x3 + y 3 + 3x2 y 2 nd SOLUTIONS:

u x u y

or fxy = fyx .

u u , . x y

= 3x2 + 6xy 2 = 3y 2 + 6x2 y.

2. If x = rcos, y = rsin, prove that (i)

r x

x r

(ii)

1 x r

= r x

(iii)

2 x2

2 y 2

= 0.

SOLUTIONS: (i)
r x

means (i)

r =the x y

partial derivatives of r w.r.t.x, treating y as constant.

We express r in terms of x and y. Squaring and adding the given relations, r2 = x2 + y 2

r Dierenting partially w.r.t.x, we get 2r x = 2x or x r r x x r

means ( x ) =the partial derivative of x w.r.t.r treating as constant. r

We express x in terms of r and . Thus, x = rcos x x = cos = r r r x = x r (ii) Expressing x in terms of r and , we have x = rcos
x

= rsin = y

1 x r

= y r
y x y or = tan1 x

Expressing in terms of x and y, we have tan = 2

y y y 1 2 .( x2 ) = x2 +y 2 = r 2 (cos2 +sin2 ) 1+ y 2 x r x = y 1 . x = r x . r r

= ry2

(iii) Expressing in terms of x and y, we have tan =

x 2 x2 y 2 y 2

y x

y or = tan1 x

1 2 1+ y 2
x

y y .( x2 ) = x2 +y2 = y(x2 + y 2 )1 2xy (x2 +y 2 )2

= y(x2 + y 2 )2 .2x = =
1 2 1+ y 2
x

1 .( x ) =

x x2 +y 2

= x(x2 + y 2 )1

= x(x2 + y 2 )2 .2y = (x22xy2 )2 +y +

2 y 2

2 x2

= 0.

4. HOMOGENEOUS FUNCTIONS:

A function f (x, y) is said to homogeneous of degree(or order) n in the variy able x and y if it can be expressed in the form xn ( x ) or y n ( x ). y

5. EULER THEOREM ON HOMOGENEOUS FUNCTIONS:

If u is a homogeneous function of degree n in x and y, then x u + y u = nu. x y Since u is a homogeneous function of degree n in x and y, it can be expressed as y u = xn f ( ) x u y y y n1 = nx f ( ) + xn f ( ).( 2 ) x x x x u y y x = nxn f ( ) xn1 yf ( ) x x x u y 1 y Also = xn f ( ). = xn1 f ( ) y x x x u y y = xn1 yf ( ) y x
y Adding (1) and (2), we get x u + y u = nxn f ( x ) = nu. x y

(1)

(2)

Note. Eulers theorem can be extended to a homogeneous function of any number of variables. thus, if u is a homogeneous function of degree n in x, y and z, then x u + y u + z u = nu. x y z 6. IF u IS A HOMOGENEOUS FUNCTION OF DEGREE n IN x AND
u y THEN x2 u + 2xy xy + y 2 u = n(n 1)u. x2 y 2
2 2 2

Since u is a homogeneous function of degree n in x and y, By Eulers theorem, we have x u + y u = nu. x y

2 2

...(1)
2

u Dierentiating (1) partially w.r.t.x, we have 1 u + x u + y xy = n u . x x2 x u Dierentiating (1) partially w.r.t.y, we have x yx + 1. u + y u = n u . y y 2 y
2

...(2)

But
2 2

2u yx
2

2u xy
2

u x xy + 1. u + y u = n u . y y 2 y

...(3)

Multiplying (2) by x, (3) byy and adding

u x2 u + 2xy xy + y 2 u + (x u + y u ) = n(x u + y u ) x2 y 2 x y x y u x2 u + 2xy xy + y 2 u + nu = n.nu x2 y 2
2 2 2 2

[using (1)

x2 x2 + 2xy xy + y 2 y2 = n2 u nu = n(n 1)u.

3 3

2u

2u

2u

+y EXAMPLE 1. If u = tan1 xxy , prove that x u + y u = sin2u. x y

SOLUTION: Here u is not a homogeneous function but tanu is a homogeneous function of degree 2 in x and y.
By Eulers theorem, we have x x (tanu) + y y (tanu) = 2(tanu).

or xsec2 u u + ysec2 u u = 2(tanu). x y or x u + y u = x y Hence

2sinu .cos2 u cosu

= 2 sin u cos u = sin 2u.

x u + y u = sin 2u. x y

7. TAYLORS SERIES EXPANSION OF TWO VARIABLES The taylors series expansion of two variables is

f (x, y) = f (a, b) +

1 [fx (a, b)(x a) + fy (a, b)(y b)] 1!

1 + [fxx (a, b)(x a)2 + 2fxy (a, b)(x a)(y b) + fyy (a, b)(y b)2 ] + ... 2! Example.1 Expand ex cos y as the Taylors series. Solution: the point is not given, consider the point as (0,0) f (x, y) = ex cos y, (a, b) = (0, 0) f (x, y) = ex cos y, f (a, b) = f (0, 0) = 1 fx (x, y) = ex cos y, f (a, b) = f (0, 0) = 1 fxx (x, y) = ex cos y, fxx (a, b) = fxx (0, 0) = 1 fxy (x, y) = ex (sin y), fxy (a, b) = f (xy)(0, 0) = 0 fy (x, y) = ex (sin y), fy (a, b) = fy (0, 0) = 0 fyy (x, y) = ex (cos y), fyy (a, b) = fyy (0, 0) = 1 The Taylors series is f (x, y) = 1 + 1 [(x 0)(1) + (y 0)(0)] 1!

1 + [(x 0)2 (1) + 2(x 0)(y 0)(0) + (y 0)2 (1)] + ... 2! x 1 f (x, y) = 1 + + (x2 y 2 ) + ... 1 2

8. MAXIMA AND MINIMA OF FUNCTIONS OF TWO VARIABLES: DEFINITION A function f (x, y) is considered to have maximum or minimum at x = a and y = b according as f (a + h, b + k) f (a, b) < or > 0 for all numerically small values of h and k. 5

Procedure for nding the maximum or minimum values of f (x, y): (i) The given function is f (x, y). (ii) Find
f x

and

f y

and equal to zero, by solving the equation

f x

= 0, f = 0, y

nd the roots (x1 , y1 )(x2 , y2 ).....These points may be maximum points or minimum points, now we need to verify this. (iii) Find the values of r =
2f , x2 2f y 2 2f xy

t=

and s =

at these points. (iv) (a) If

rt s2 > 0, and r < 0 at a certain point, then the function is maximum at that point. (b) If rt s2 > 0, and r > 0 at a certain point, then the function is minimum at that point. (c) If rt s2 < 0, for a certain point, then the function is neither maximum nor minimum at that point. This point is known as saddle point. (d) If rts2 = 0, at a certain point, then nothing can be said whether the function is maximum or minimum at that point. In this case further investigation are required.

EXAMPLE.1 Find the maximum or minimum values of x3 + 3xy 2 15x2 15y 2 + 72x. SOLUTION: f (x, y) = x3 + 3xy 2 15x2 15y 2 + 72x
f x f y

= 3x2 + 3y 2 30x + 72 = 6xy 30y

2f x2 2f xy 2f y 2

r= s= t=

= 60x 30 = 6y

= 6x 30

At the maximum point or minimum point

f x

= 0,

f y

=0

x2 + y 2 10x + 24 = 0 6xy 30y = 0 since (2) y = 0, x = 5 y = 0 in (1) : x = 4, 6 x = 5 in (1) : y = 1

...(1) ...(2)

y(6x 30) = 0

x2 10x + 24 = 0

25 + y 2 50 + 24 = 0

The points (4,0), (6,0), (5,1), (5,-1) may be a maximum point or minimum point. At (4,0) rt s2 = (6)(6) 0 = 36 = positive > 0 r = 6 = negative < 0 The point (4,0) is a maximum point. At (6,0) rt s2 = (6)(6) 0 = 36 = positive > 0 r = 6 = positive > 0 The point (6,0) is a minimum point. At (5,1) rt s2 = (0)(0) 36 = 36 = negative < 0 The point (5,1) is neither maximum point nor minimum point. At (5,-1) rt s2 = (0)(0) 36 = 36 = negative < 0 The point (5,-1) is neither maximum point nor minimum point.

9. LAGRANGE METHOD OF UNDETERMINED MULTIPLIERS: This method is to determine the maximum or minimum value of a function of three or more variables, the variables are not independent. the variables should be

connected by some given relation. Let f (x, y, z) be a function of x, y, z which is to be examined for maximum or minimum value. The variable x, y, z are to be connected by some given relation. (x, y, z) = 0 ...(1)

As f (x, y, z) is to have a max or min, the condition is:

f x

= 0, f = 0, f = 0 y z +
f .dy y

...(2) =0

f .dx x

f .dz z

from the given relation (x, y, z) = 0

.dx x

.dy y

.dz z

=0

(2)+(3) ( f + )dx + ( f + )dy + ( f + )dz = 0 x x y y z z which gives: ( f + )dx = 0 x x ( f + )dy = 0 y y ( f + )dz = 0 z z ...(4) ...(5) ...(6)

Solving equation (1), (4), (5), (6) determine the value of x, y, z, and .

EXAMPLE.1 A rectangular box open at the top is to have volume of 32 cubic feet. Find its dimensions if the total surface area is minimum. Soln: Given volume=xyz=32 (x, y, z) xyz 32 Surface Area=S=xy + 2xz + 2yz f (x, y, z) = xy + 2xz + 2yz Thenf + (xy + 2xz + 2yz) + (xyz 32)

Di w.r.t. x:(y + 2z) + yz=0 Di w.r.t. y:(x + 2z) + xz=0 Di w.r.t. z:(2x + 2y) + xy=0 (1)x (2)y : 2z(x y) = 0 z = 0, x y = 0 x = y, if z = 0 (1)x (3)z xy 2yz = 0 y(x 2z) = 0 y = 0, x = 2z Putx, y = x, z = x3 = 64 x=4 y = 4 and z = 2 Dimension of the box is :
x 2

...(1) ...(2) ...(3)

in xyz = 32

x = length = 4, y = breadth = 4, z = height = 2. 10. JACOBIANS Denitions (i) If u and v be the functions of two independent variablesx and y, then the determinant written
u x u y v v x y as (u,v) (x,y)

is called the Jacobian of u and v with respect to x and y. It is or J(u, v).

(ii) If u, v and w be the functions of two independent variablesx, y and z then

u x u y v y w y u z v z w z (u,v,w) (x,y,z)

the determinant

v x w x

is called the Jacobian of u, v and w with respect

to x ,y and z. It is written as

or J(u, v, w).

11. PROPERTIES OF JACOBIANS (i) If u and v be the functions of r and s , where r and s are functions of x and y then
(u,v) (x,y) (u,v) (r,s) (r,s) . (x,y)

(ii) 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.
(x,y) (r,) (r,) . (x,y)

Example:If x = rcos, y = rsin nd Soln:

(x,y) = (r,) x r y r x y

and

cos rsin sin

(r,) (x,y)

=r(cos2 + sin2 )=r.

rcos = 1 By using property (ii). r

Example:If x = u(1 v), y = uv compute J and J and prove JJ = 1. Soln: J= J=

x u y u (x,y) (u,v) x v y v

1 v u v u

= u(1 v) + uv = u x=u-uv y=uv

Given

Solve the equations u=x+y v= J =

(u,v) (x,y) y x+y u y v y

u x v x

1
y (x+y)2

1
x (x+y)2

1 x+y

1 u

1 JJ =u. u =1.

10