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Faculty of

Technology, Engineering and the Environment

B.Eng.(Hons) in Engineering
Modular Degree Programme

Mathematical Analysis UG1

Partial Differentiation
Introduction
Notation
First and Second
Order Partial
Differentiation
Worksheet 1

Rates of Change
Tangent Planes
(Taylor Polynomials)
Worksheet 1
Stationary Values 
Local maximum, local
minimum and saddle
points.
Worksheet 2

Unit Coordinator : Brian Smith

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1.1 Introduction
Many engineering applications involve more than one variable, for example, temperature
variation in space, u = f[x,y,z,t] where x,y,z are coordinates in space and t is time.
Heat flow along a bar, vibrations of surfaces, deflection of beams are all examples which involve
more than one variable and partial differential equations.

1.2 Notation
Assume that we have two variables x and y, let z = f[x,y]

 z
If we want to differentiate with respect to x we write  x , keeping y constant, see example 1.3.1

 z
If we want to differentiate with respect to y we write  y , keeping x constant, see example 1.3.1

This can be extended to second order derivatives;

 2z  z
2 is obtained by differentiating  x with respect to x, keeping y constant, see example 1.4.1
 x

 2z  z
2 is obtained by differentiating  y with respect to y, keeping x constant, see example 1.4.1
 y

 2z  z
is obtained by differentiating  x with respect to y, see example 1.4.1
 y x

 2z  z
is obtained by differentiating  y with respect to x, see example 1.4.1
 x y

1.3 First Order


 z  z
Example 1.3.1If z = f(x,y) = x2 + 5xy + y3 , find  x and  y
 z
= 2x + 5y (the y3 term has disappeared because it is considered to be a constant, or a
 x
number)

 z
= 5x + 3y2 (similarly, the x2 term has disappeared because it is considered to be a constant,
 y
or a number)

Mjbs\Matanii\Partdif 3
 z  z
Example 1.3.2If z = 3x3 + 5xy2  2xy + 3y2 , find  x and  y
 z  z
 x
= 9x 2
+ 5y 2
 2y , and  y
= 10xy  2x + 6y

1.4 Second Order


4 2 2
 z  z  2z  2z
4
 2z
Example 1.4.1If z = 2x + 5x y + 6xy + y find  x ,  y , 2 , 2 and
 x  y  x y
 z
= 8x3 + 10xy + 6y2
 x

 z
= 5x2 + 12xy + 4y3
 y

 2z
= 24x2 + 10y
 x2

 2z
= 12x + 12y2
 y2

 2z  z  z  z
=  y of  x =  y (8x3 + 10xy + 6y2 ) = 10x + 12y
 y x

 2z  z  z  z
=  x of  y =  x (5x2 + 12xy + 4y3 ) = 10x + 12y
 x y

 2z  2z
As we can see and are the same. This will always be the case.
 y x  x y

x  z  z  2z  2z  2z
Example 1.4.2If z = sinxcosy + find  x ,  y , , and
y2  x2  y2  y x

 z 1  z 2x
 x
= cosxcosy +  y
= sinxsiny 
y2 y3

 2z  2z 6x
= sinxcosy 2 = sinxcosy +
 x2  y y4

 2z 2
= cosxsiny  3
 y x y

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 z  z
Example 1.4.3If z = x3sin(x + 2y) find  x and  y
Note that when differentiating with respect to x , z is a product, when differentiating with respect to
y z is not a product.

 z
= 3x2 sin(x + 2y) + x3 cos(x + 2y)
 x

 z
= 2x3 cos(x + 2y)
 y

1.5 Rates of Change


In engineering problems, it is often useful to find the rate at which a quantity is changing,
Say we have z = f(x,y) and z, x and y are changing with time t.
 z  x  y
Then a small change in z, x and y with respect to t would be written as;  t ,  t and  t ,
respectively
 z  z  x  z  y
The formula we would use is :  t =  x   t +  y   t , this gives us the rate of change of z
with respect to time.

Example 1.5.1

 z  x  y
Find  t when x = 4, y = 6 , given that z = 3x 2 + 4xy2 ,  t = 0.5 and  t = 0.3

 z  z
If z = 3x2 + 4xy2 then  x = 6x + 4y2 and  y = 8xy
 z
Now when x = 4 and y = 6,  x = 6x + 4y2 = 6(4) + 4(6)2 = 24 + 144 = 168
 z
and  y = 8xy = 8(4)(6) = 192
 z  z  x  z  y
Using the formula  t =  x   t +  y   t ,
 z
= 168  0.5 + 192  (0.3)
 t
= 84  57.6 = 26.4

Example 1.5.2

The radius, r, of a cylinder is increasing at 0.2cm/sec, and the height, h, is decreasing at


0.5cm/sec. Find the rate of change of the volume, v, at the instant when r = 8cm and h = 12cm.

 v  v  r  v  h
In this case our formula becomes  t =  r   t +  h   t
 r  h
Volume of a cylinder = r2 h and from the question  t = +0.2 and  t = 0.5
 v  v
Now if v = r2 h then  r = 2rh and  h = r2
Substituting in the values of r = 8cm and h = 12cm gives;

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 v  v
= 2(8)(12) = 192 and = (8)2 = 64
 r  h

 v  v  r  v  h
So  t =  r   t +  h   t = 192  0.2 + 64(0.5)
= 38.4  32 = 6.4 = 20.1 cm3 / sec

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Worksheet 1

Partial Differentiation

1. Find all the first and second partial derivatives of the following
 z  z  2z  2z  2z
(ie find  x ,  y , , and )
 x2  y2  y x

a) z = 4x3  5xy2 + 7y3 b) z = x3 + 3x2y2  y4 + 6

c) z = 3x 3 + 4y 3 ─ 2x 2 + 3xy 2 ─ 7x + 3 d) z = 4x 4 ─ x 2y 2 + 2xy ─ 3x + 4y

e) z = 4x 2y 3 ─ y 3 + x 4 ─ 4x + 2y ─ 7 f) z = x 4y ─ xy 3 + x2y ─ 7xy + 3x ─ 4y + 2

xy
g) z = h) z = cos(3x  5y)
xy

2
i) z = e x  y2 j) z = x2 sin(2x + 3y)

xy
k) z = l) z = ln(x2 + y)
xy

Notes:
1.g) and 1.k) need quotient rule
1.j) needs product rule

 z  z
2. If z = ln(ex + ey ) show that  x +  y = 1

Rates of Change

3. In a right angled triangle, the hypotenuse is x and the two smaller sides are y and z.
Given that x increases at 2cm/sec and y decreases at 3cm/sec, what is the rate at which z
is changing when x = 5cm and y = 3cm.

4. The power dissipated in a resistor is given by Power (P) equals emf(E) squared divided by
the resistance (R).
If E = 200 volts and R = 8 ohms, find the change in P resulting from a drop of 5volts in E
and an increase of 0.2ohms in R

x  z  z
5. If z = y2 show that 2x +y =0
e  x  y

6. Sand falls from a hopper at a constant rate of 0.81m 3 /sec. Assuming that the sand makes
a conical shape and that the height increases at half the rate of that of the radius, show
that the rate of increase of the height when the radius is 2m and the height is 6m, is
approximately 0.0149 m/sec.

2.1 Taylor Polynomials of First Order


Taylor’s series gives us an approximation for f(x) at a point (x,y) near x = a
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If we consider the terms in the series up to and including the FIRST derivative only;
f (a)(x  a)
f(x) = f(a) +
1!
where (x  a) must be small and f(x) must be well-behaved in this region.
this is called TAYLOR’S FIRST ORDER APPROXIMATION.

Thus for f(x,y) at the point (x,y) near x = a and y = b, where (x  a) and (x  b) are small, the first
order approximation would be
 f  f
f(x,y) = f(a,b) +  x (a,b) (x  a) +  y (a,b) (y  b)

This is a polynomial (an expression with terms in ascending powers of x). Although in this case
because we are considering first order the highest power of x (and y) is one.

So we have a TAYLOR POLYNOMIAL of FIRST ORDER, this is often represented by p(x,y).

Example 2.1.1

1
Find the Taylor polynomial of first order at the point (1,1) given that f(x,y) = (xy) 2

The point (1,1) implies that x = 1 and y = 1

 f 1 1 y  f 1 1 x
= (xy) 2  y  and = (xy) 2  x 
 x 2 2 xy  y 2 2 xy
Substituting in x = 1 and y = 1 gives
 f 1  f 1
 x
(1,1) = and  y
(1,1) = and f(1,1) = 1
2 2
Substituting these into the Taylor polynomial equation gives:
 f  f
f(x,y) = f(a,b) +  x (a,b) (x  a) +  y (a,b) (y  b)

 f  f
f(x,y) = f(1,1) + (1,1) (x  1) + (1,1) (y  1)
 x  y

1 1
f(x,y) = 1 + (x  1) + (y  1)
2 2
1
 f(x,y) = (x + y)
2

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2.2 Tangents to surfaces
The Taylor Polynomial (1st Order) at (a,b) is the equation of the “tangent plane” to the
surface f(x,y) at this point
 f  f
ie p(x,y) = f(a,b) +  x (a , b)(x  a) +  y (a , b) (y  b)

p(x,y) tangent plane

3D surface

Example 2.2.1

Find the equation of the tangent plane at the point (1,2) to the surface f(x,y) = x 2 + y2  1

 f
Differentiating with respect to x gives  x = 2x and differentiating with respect to y gives
 f
 y
= 2y

 f  f
 x
(a,b) is the value of  x at the point (a,b) in this case the point (1,2)
 f
  x (1,2) = 2(1) = 2
 f  f
and  y (a,b) is the value of  y at the point (1,2)
 f
  y (1,2) = 2(2) = 4
f(a,b) is found by substituting the coordinates (1,2) into f(x,y) and this gives

f(1,2) = x2 + y2  1 = (1)2 + (2)2  1 = 1 + 4  1 = 4

 f  f
Using the formula p(x,y) = f(a,b) +  x (a , b)(x  a) +  y (a , b) (y  b)
 f  f
then p(x,y) = f(1,2) +  x (1,2)(x  1) +  y (1,2) (y  2)

= 4 + 2(x  1) + 4(y  2)

= 4 + 2x  2 + 4y  8

p(x,y) = 2x + 4y  6
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Example 2.2.2

Find the equation of the tangent plane at the point (1,1) to the surface:

f(x,y) = xe(x + y)  xy

(Note that when differentiating with respect to x the first part will require the product rule.)

 f
 x
= 1 e(x + y) + xe(x + y) 1  y = e(x + y) + xe(x + y)  y

 f
and  x (1,1) = e(1  1) + (1) e(1  1)  (1) = e0 + 1 + 1 = 3
 f
Similarly  y = xe(x + y)  x
 f
and  y (1,1) = (1)  e(1  1)  1 = 1  e0  1 = 0

f(1,1) = 1  e(1  1)  (1)(1) = 1  e0 + 1 = 2

 f  f
Hence p(x,y) = f(1,1) +  x (1,1)(x  1) +  y (1,1) (y  1)

= 2 + 3(x  1) + 0(y + 2)

= 2 + 3x  3

= 3x  1

Hence the equation of the tanget plane is f(x,y) = 3x  1

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2.3 Stationary Values
These stationary values can be maximum, minimum or a saddle point.

Local Maximum Local Minimum

AC  B 2 > 0, and A < 0 AC  B 2 > 0, and A > 0

Saddle Point
M
i j  i j
 f x  y

M
AC  B 2 < 0

A saddle point is where the point is neither a maximum or a minimum, but is such that the
point is a maximum in one direction and a minimum in the other.
z z
The test for stationary values is  x = 0 and  y = 0

Nature of Turning Points

To find the nature of the turning points at the point (a,b) it is necessary to calculate
 2f  2f  2f
, and
 x2  y x  y2

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 2f  2f  2f
Let = A, = B and =C
 x2  y x  y2

If AC  B2 > 0 and A< 0 then the point (a,b) is a local


maximum

If AC  B2 > 0 and A> 0 then the point (a,b) is a local


minimum

If AC  B2 < 0 then the point (a,b) is a saddle point

Example 2.3.1

Find the stationary values of f(x,y) = x3 + y3  3x  12y and their nature.

First find the first differentials.

 f  f
 x
= 3x2
 3 and  y
= 3y2  12

 f
Equating  x to zero we get 3x2  3 = 0  3x2 = 3  x = +1 or 1
 f
Equating  y to zero we get 3y2  12 = 0  3y2 = 12  y = +2 or 2

So we have four stationary points (+1,+2) , (1,+2) , (+1,2) and (1,2)

To classify them we need to look at the second differentials

 2f  2f  2f
2 = 6x , = 0 and = 6y ie A = 6x, B = 0 and C = 6y
 x  y x  y2

The results are best shown in a table thus;

Stationary A B C AC B2 classification


point

(1,2) 6 (>0) 0 12 72 Minimum

(1,2) 6 0 12 72 Saddle point

(1,2) 6 0 12 72 Saddle point

(1,2) 6 (<0) 0 12 72 Maximum

Worksheet 2

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1. Determine the Taylor polynomial (1st order) for the following:

a) f(x,y) = xy at (4,9)

b) f(x,y) = x5 + 3x2y  xy3 at (1,2)

c) f(x,y) = 3 xy at (8,125)

2. Determine the equation of the tangent plane to the surface f(x,y) for the following:

a) f(x,y) = x4 + 2x2y  y4 at the point (1,1)

b) f(x,y) = 14  x 2  y 2 at the point (1,2)

3. Determine the position and nature of the stationary points of the following

a) f(x,y) = x2 + y2  2x + 4y + 6

b) f(x,y) = x2  y2  2x + 4y + 6

c) f(x,y) = 3x + 2y  2x2  2xy  y2 + 3

d) f(x,y) = x3  y3 + 3xy + 7

e) f(x,y) = y2 + xy + x2 + 4y  4x + 5

f) f(x,y) = y2 + xy + 2x + 3y + 6

g) f(x,y) = 3xy  6y2  3x2 + 6x + 6y + 7

h) f(x,y) = x3 + 3xy2  15x  12y + 3

i) f(x,y) = 4x2y  xy2  x2 + x

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Answers to Worksheets

Worksheet 1

Qu.  z  z  2z  2z  2z
 x  y  x2  y2  y x
1.a) 12x2  5y2 10xy + 21y2 24x 10x + 42y 10y

1.b) 3x2 + 6xy2 6x2y 4y3 6x + 6y2 6x2  12y2 12xy

1.c) 9x 2 ─ 4x + 12y 2 + 6xy 18x ─ 4 24y + 6x 6y


3y 2 ─ 7
1.d) 16x 3 ─ 2xy 2 + ─2x 2y + 2x + 48x 2 ─ 2y 2 ─2x 2 ─4xy + 2
2y ─ 3 4
1.e) 8xy 3 + 4x 3 ─ 12x y ─ 3y 2
2 2
8y 3 + 12x 2 24x 2y ─ 6y 24xy 2
4 +2
1.f) 4x y ─ y 3 +
3
x ─ 3xy 2 +
4
12x 2y + 2y ─6xy ─ 7 4x 3 ─ 3y 2 +
2xy ─ 7y + 3 x 2 ─ 7x ─ 4 2x ─ 7
1.g) 2y 2x 4y 4x 2x  2y
(x  y) 2
(x  y) 2 (x  y) 3 (x  y) 3 (x  y) 3
1.h) 3sin(3x5y) 5sin(3x5y) 9cos(3x5y) 25cos(3x5y 15cos(3x5y)
)
1.i) 2x e x 2  y 2 2y e x
2
 y2 2 e x 2  y 2 + 4x2 2 e x  y +
2 2
4xy e x
2
y2

4y2 e x 2  y 2
2 2
e x y
1.j) 2xsin(2x+3y) 3x2cos(2x+3y (24x2 ) 9x2sin(2x+3y 6xcos(2x+3y)
+ ) sin(2x+3y) ) 
2x2cos(2x+3y + 8xcos(2x+3y) 2
6x sin(2x+3y)
)
1.k) y2 x2 2y 2 2x 2 2xy
(x  y) 2 (x  y) 2 (x  y) 3 (x  y) 3 (x  y) 3
1.l) 2x 1 2y  2x 2 1  2x
x y
2
x y
2
(x 2  y) 2 (x 2  y) 2 (x 2  y) 2

3. 4.75

4. 375

Mjbs\Matanii\Partdif 14
Worksheet 2
3 1 5 2 10
1.a) p(x,y) = x y b) p(x,y) = 9x  9y + 8 c) p(x,y) = x y
4 3 12 75 3
1
2.a) p(x,y) = 6y + 4 b) p(x,y) = (14  x  2y)
3

3.a) (1,2) local minimum

b) (1,2) saddle point

1 1
c) ( , ) local maximum
2 2

d) (0,0) saddle point , (1,1) local minimum

e) (4,4) local minimum

f) (1,2) saddle point

10 6
g) ( , ) local maximum
7 7

h) (1,2) saddle point , (1,2) saddle point

(2,1) local minimum , (2,1) local maximum

i) (0,1) saddle point , (0,1) saddle point

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