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Foundation of Mathematics Unit 8

Unit 8 Calculus of Functions of Several Variables


Structure:
8.1 Introduction
Objectives
8.2 Partial Derivative
8.3 Chain Rule
8.4 Differentiation of Implicit Functions
8.5 Exact Differential
8.6 Extreme values
Maxima
Minima
Saddle point
8.7 Methods of Lagrange Multiplier
8.8 Jacobians
8.9 Double and Triple Integrals
8.10 Summary
8.11 Terminal Questions
8.12 Answers

8.1 Introduction
So far we studied functions of single independent variables and its
applications in differential calculus. In this chapter, we will study the
differential calculus of functions of several variables.
Objectives:
At the end of the unit you will be able to
 Explain Partial derivatives in practical problems
 Explain implicit functions, its differentiation and applications
 Solve problems related to double and triple integrals.

8.2 Partial derivatives:


Let us suppose that a function is of single variable i.e. . Then the
derivative of means rate of change of as changes.

But what happens if the function is of several variables. Then how we are
going to define the derivative.
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So there comes the concept of partial derivative.


Look in case of function of single variable the derivative of function depends
only on one variable. But in the case of function of several variables it
depends if we only want one of the variable to change or if we want more
than one variable to change. It may be the case that one variable could be
changing faster than the other variables.
So in case of partial derivatives, we change only one variable and other
variables are kept fixed. For example, let us consider a function of two
variables i.e. . Now, we will find the rate at which the function
is changing at a point .

We start with the case by fixing and changing i.e. and is


varying. Thus we get a function say depending on only. That is

Now is a function of single variable. Since we know the derivative of


function of single variable so we can differentiate at

Thus, we call the partial derivative of with respect to at

and we denote this as .

Now, let us consider the case when is fixed and allow to vary. That is,
and is varying. Thus we get a function depending on variable only,
say,

Now we can differentiate . That is

Here is the partial derivative of with respect to at and

we denote this as .

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Definition: The ordinary derivative of a function of several variables with


respect to one of the independent variable keeping all other variables
constant is called partial derivative of function with respect to the variable.
Let be a function, the partial derivative of with respect to
is

It is also denoted as respectively.

Note:

1. or , or is called first order partial derivative of

2. The second order partial derivatives is defined as

In a similar way we can find all other higher order partial derivatives.

3. are often called mixed partial derivative.

Example: Find , at the point (1,2) where

Solution: We have

Then, at (x,y) = (1,2)

at (x,y) = (1,2)

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Example: If , find

Solution: We have

Then,

Example: Find all the second order derivatives for

Solution: We have

Example: Find for

Solution: We have

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= =

Example: Find for

Solution: We have

Example: Verify that , where

Solution: We have

Now,

Again,

Hence,

SAQ 1: If verify that

SAQ 2. If prove that

SAQ 3. Examine the equality of where

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8.3 Chain Rule


In this section we will study chain rule for the function of more than one
variable. But for the sake of completeness let us quickly revise, what we
understand by chain rule for the function of single variable.

Let . Then

We can also define chain rule as if then

For example: Let here

Therefore,

Now, lets move to the functions of more than one variable. Consider
function of two variables
Case – I: If is differentiable function of i.e. and be
differentiable function of single variable i.e. then
possesses continuous derivative with respect to t and

Example: If Compute .

Solution: By definition of Chain rule, we have

Therefore,

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Now, put in the above equation, we get

Alternative method: We can also compute by first substituting the


values of in and then differentiating it w.r.t. .

That is, ,

Example: If Compute at

Solution: We know by chain rule that

Therefore,

At

Example: If Compute

Solution: We know by chain rule that

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Therefore,

=( )

Now, put the values of in the above equations, we


get

Case-II:

Then the chain rule for becomes,

Example: Find for

Solution: By chain rule, we have

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Put the value of y in above equation, we get

Example: Let

Solution: By chain rule, we have

Example: Let

Solution: By chain rule, we have

Case-III: If be differentiable function of two independent variables say


u,v and is differentiable function of i.e. . Then
possesses continuous derivative with respect to u,v and

And

Example: If Find

Solution: By chain rule, we have

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Now, put the values of x, y in the above equation, we get

Similarly,

Example: Find for

Solution: By chain rule, we have

Again

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Note: In a similar way we can find the chain rule for more than two variables
as if is a function of variables say and is a function of
variables say . Then

Example: Let and Find .

Solution: We know by chain rule,

SAQ4: Evaluate for if .

8.4 Differentiation of Implicit Functions


First lets recall the definition of implicit function. Implicit function is a function
in which the dependent variable has not been explicitly expressed in terms
of independent variables. That is, it is a function in which the dependent
variable is not expressed in terms of some independent variables.
It is denoted by

For example:

Differentiation of implicit function:


Let (defines y as a function of x) be an implicit function. Then by
differentiation of implicit function we differentiate each term with respect to x

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keeping in mind that if there is a term containing powers of y, we will first


differentiate it with respect to y and then multiply it by to get it
differentiated with respect to x.
Thus, for , differentiating it with respect to x, we get

………………(1)

If the higher partial derivatives of are continuous we can obtain the


higher derivatives of y by successive differentiation of (1), provided

So,

Example: Find if

Solution: We have

Differentiating it with respect to x, we get

Therefore,

Example: Find at (2,4) for

Solution: We have

Differentiating it with respect to x, we get

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Or,

At (2,4),

Example: Find for .

Solution: We have

Differentiating it with respect to x, we get

Or,

Example: Find the slope of the tangent at the point (2,-1) for the curve

Solution: We have . ……(1)

To find the slope of the tangent we need to find

Differentiating (1) with respect to x, we get

Or,
(

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At (2,-1)

That is, the slope of the tangent at (2,-1) is -4.


Example: Find the second derivative of the implicit function .

Solution: We have ,

Differentiating it with respect to x, we get

……. (1)

Again differentiating it with respect to x, we get

SAQ 5: Find if

SAQ 6: Find if

8.5 Exact Differential


Let be a function of two variables. Then we know that gives

the rate of increase of in direction respectively. But what will be

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the direction and increase of if both increases. This increase in


is given by

is called total differential or exact differential.

Definition: Let be a function of two real variables such that has


continuous first partial derivative. Then the exact differential (total
differential) denoted by , and is given by

We can also write as

Where

Note:
1. is said to be exact differential if

As, implies

implies

Since the partial derivatives are continuous so

2. is exact differentiable then it is integrable and is independent of


path of integration

Example: Find for .

Solution: We know that

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Example: Find exact differential for at (1,2)

Solution: We know that

At (1,2)

Example: Find exact differential for

Solution: We know that

Example: Find exact differential of where is the volume of


cylinder and verify that it is an exact differential equation.

Solution: We know that

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…….(1)

Now, (1) is said to be exact differential equation if

Since and

Hence (1) is an exact differential equation


SAQ 7. Is is an exact differential. If yes,
find the original function.

8.6 Extreme Values


As we are studying the functions of several variables so now we are going
to define the extreme values (maximum, minimum, saddle point) for
functions of several variables. There are many practice situations in which it
is necessary to know the largest and smallest values of functions of two or
more variables.
Definition: (Maximum Value) Let be a function defined in a domain
and let . Then is said to have maximum value at
if is greater than all the values in the neighborhood of .
That is,

Minimum Value: is said to have minimum value at if the


value of at is less than all the values in the neighbourhood of .
That is , for all small positive and negative values of
and

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Critical Point: A point in the domain of a function is called a

critical point (stationary point) of if or if

one or both the partial derivatives do not exists at .

Saddle point: It is point where function is neither maximum nor minimum.


At such point is maximum in one direction while minimum in another
direction

P max

P min

Fig. 8.1

Working rules to find Extreme Values

1. Find and equate it to zero. Solve these equations

simultaneously for and find the roots i.e.,

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The points are called stationary point or


critical points.

2. Find . Calculate at points

i) If , for a pair of root say , then has a


maximum point for the pair .

ii) If , for a pair of root say , then has a


minimum point for the pair .

iii) If then has a saddle point there.

iv) If then case is undecided and further investigation is


necessary to decide it.
Example: Find the maximum or minimum of
.

Solution: We have

First let us calculate

Now to find the stationary points we have to equate

Implies

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Or … (1)

… (2)

Subtracting (1) & (2), we get

Implies either implies

Or implies

Put in (1), we get

Implies

Again putting or in (1), we get

Or,

Implies,

So

Hence, are the possible critical points.

Now, we will find which of the point are maximum point, minimum point,
sadle point for the function

Now, at

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Now,

Since, , so (3,3) is the minimum point of

At (5,-1)

Now,

Since, , so function has saddle point at (5,-1)

At (-7,-7)

Now,

Since, , so (-7,-7) is the maximum point of

At (-1,5)

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Now,

Since, o there is neither maxima nor minima at (-1,5)

Example: Find the maxima and minima of the function

Solution: We have

Therefore,

Now to find the stationary points we have to equate

Implies

On solving, we get x=1, y=3


So the point is (1,3)
At (1,3), we have

Now,

Since, o (1, 3) is minimum point for .

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Example: Find the extreme values of

Solution: Here

Now,

Now to find the stationary points we have to equate

At (0, 0), we have

Now,

Since, o (0, 0) is saddle point for .

Example: Show that the minimum value of is

Solution: Here

Now,

Now to find the stationary points we have to equate

….. (1)

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….. (2)

Solving (1) & (2) simultaneously, we get

That is, either

But, does not hold from (1) & (2), which is not our case

Therefore, we have and form (1), we get

and so we have

At (a, a), we have

Now,

Since, o (a, a) is minimum point for

Hence, the minimum value is

Example: Discuss the maximum or minimum values of when

Solution: We have

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Now,

Now to find the stationary points we have to equate

That is,
implies …. (1)

implies ….. (2)

Put in (1), we get

Now, from (1), we have when

But does not satisfy (2), so it is not a solution.

Hence the solutions are: (0,0), (a,a)


At (0,0), we have

Now,

Since, o (0,0) is neither maximum nor minimum point for .

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At (a,a), we have

Now,

Also, if .

Hence there is maximum or minimum according as

SAQ 8. Determine the stationary value, if any of the function

SAQ 9. Find all maxima and minima of

SAQ 10. Find all maxima and minima of

SAQ 11. Examine for minimum and maximum values of

8.7 Lagrange’s Method of Undetermined Multipliers


So far we determined the extreme values of those functions which were
without any constrain. Now, we will find the extreme values of functions of
more than one variables with constrains or restrictions.
Let …..(1)

Subjected to …..(2)

For stationary points, we have

Differentiating (1), we get

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……(3)

Differentiating (2), we get

……(4)

Now, multiplying eq (4) by and then add it to (3), we get

( )+ ( )=0 ……(5)

This equation is called Lagrange Multiplier equation.

Implies ( =0

Implies …..(6)

…..(7)

……(8)

Where is the Lagrange multiplier.

On solving (2), (6), (7), (8) we can find the value of x,y,z, for which
has maximum or minimum.

Note: Lagrange method gives only the stationary values of . The


nature of stationary values cannot be determined by this method.
Example: Find the extreme values of

subjected to the condition

Solution: We have

For stationary points, we have

implies 2x +
…..(1)

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implies 2y +

……(2)

implies 2z + …….(3)

Multiplying (1) by x, (2) by y and (3) by z and adding , we get


2( )+

Implies

(Since

Or

Now, put the value of in (1), (2), (3), we get

2x

2y

2z

Or 2(x-y)

Or

Or

Similarly, we get

Therefore,

But

Implies,

Example: Determine the maxima and minima of when

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Solution: Let …….(1)

…….(2)

Now, we have by Lagrange multiplier function

( =0 ……(3)

Now,

, ,

Put it in (3), we get


…….(4)

Implies,

Or, …….(5)

…….(6)

…….(7)

Multiplying (5) by x, (6) by y and (7) by z and adding , we get

Or …….(8)

Using (1) and (2), we get

Put in (5), (6), (7), we get

That is,

SAQ 12. Find maximum and minimum value of , where

and

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Solution: Let …..(1)

Given that ……(2)

and ……(3)

from (1), (2), (3), we get

…….(4)

…….(5)

……..(6)

Multiplying (5) & (6) by and adding to (4), we get

Equating the coefficients of dx,dy,dz, we get

=0

The above three equations are Lagrange equation and we call it (7)
Multiply (7) by x,y,z and adding, we get

Or , using (1), (2), (3)

Or

Therefore, from (7), we have

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Or

Or

Substituting these values in (3), we get

Or

Or

Or

Or

Which gives the maximum and minimum value of u.

8.8 Jacobians
Jacobians is an important tool for finding the inverse function, transformation
of variables from one coordinate system to another coordinate system e.g.
changing from Cartesian coordinates to polar coordinate, polar coordinate to
spherical coordinate etc., area and volume for surface and volume integral.
Definition: Let i.e., are functions of two
independent variables . Then the jacobian of with respect to is
the determinant

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and is denoted by

For, if be functions of three


independent variables . Then the jacobian of with respect to
is

Similarly,
if
are n functions of n independent variables say , then

Properties of Jacobian
Jacobian have property of behaving like derivatives of functions of one
variable. For the determinant is simply .

1. If then i.e., ,

where

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Proof: Since . (1)

…(2)

Differentiating (1) & (2) with respect to , we get

or …(3)

or …(4)

or …(5)

or … (6)

Now,

…. (7)

Putting (3), (4), (5) & (6) in (7), we get

That is,

2. If are functions of and are again functions of , i.e.,

Then

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Proof: We have

Differentiating partially with respect to , we get

…..(1)

…..(2)

…..(3)

….(4)

Now,

Using (1), (2), (3), (4) in above equation, we get

Note: Similarly,

3. If are three independent variables and are not independent,


then

Proof. As are independent then

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…. (1)

Differentiating (1) with respect to , we get

….. (2)

….. (3)

….. (4)

Eliminating from (2), (3) & (4), we have

=0

Interchanging rows and columns, we get

=0

Implies

4. If are implicit function and i.e.,


then

Example: Find , where

Solution: By the definition of jacobians, we have

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So,

Example: Find , where

Solution: By the definition of jacobians, we have

Now,

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So,

Example: If show that


and find

Solution: By the definition of jacobians, we have

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Therefore,

Also, we know that

Therefore,

Example: If find

Solution: We know that

So lets calculate

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(as )

Therefore,

Example: Verify chain rule for jacobians if

Solution: Since

….(1)

Now, solving for in terms of , we have

We have,

Therefore,

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= ….(2)

From (1) & (2), we have

Example: if show that

Solution: let ,

Now,

And

Thus, =

Hence proved.
SAQ 13. If where then
prove that

SAQ 14. If are roots of equation in


, find

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8.9 Double and Triple Integral


Let a function of two independent variables x, yare defined in a
closedregion of the - plane.Divide the region into sub-regions by
drawing lines parallel to Co-ordinate axes.

O X

Fig. 8.2

Let be the numbers of rectangles which lie entirely inside the region R. Let
be any point inside the rectangle whose area is .

Consider the sum


=
….(1)
Let the number of these sub-regions increase indefinitely, such that the
largest linear dimension (i.e. diagonal) of approaches zero. The limit of
the sum (i), ifit exists, irrespective of the mode of subdivision is called the
double Integral of over the region and is denoted by

In other words,

which is also expressed as

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Example: Evaluate

Solution: Let I =

= (treating x as constant)

Example: Evaluate over the area between .

Solution: The area is bounded by the curve

When

That is area of integration is bounded by

Therefore,

Fig. 8.3

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Example: Evaluate

Solution:

= e-1-e+ ½ +1 = ½
Example: Evaluate over the positive quadrant of the circle

Solution: The region of integration here is the quadrant OABO of the circle
as shown in fig.

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Fig. 8.4

Here the coordinates of A and B are (1,0) and (0,1) respectively as the
radius of the given circle is 1.

Here the given integral is =

 (x  y 2 ) dxdy over the region in the positive quadrant


2
SAQ 15: Evaluate
for x  y  1.

SAQ 16. Find where D is the region in the first quadrant


bounded by the hyperbola and the lines .
Triple Integral: Triple Integral is generalization of double integral. Let
be a function defined at every point of . Then for triple
integration of function, we start it by keeping constant and then
integrating it with respect to z. Thus

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Then in we can keep x constant and integrate it with respect to y.


Thus

Finally, is integrated with respect to x from a to b

That is,

Example: Evaluate

Solution: Let

8.10 Summary
In this unit, we studied the basic concept of functions of several variables.
The basic concepts like derivatives maxima, minima, integration which we
studied for the function of single variables are studied for the functions of
several variables with the help of sufficient number of examples.

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8.11 Terminal Questions


1. Verify that for the function

(a). (b) x tanxy (c)

2. Show that satisfies


except at point for which .

3. Given , find all first partial derivatives and verify


that

4. If and show that

5. If and show that

6. If is a function of and prove that the


equation

is equivalent to

7. a) Find if

b) find the tangent to the folium of Descartes at he


point (3,3).

8. If find .

9. Find the total differential dz when


i)

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ii)

10. Test the function for maxima and minima for


the points not at origin.
11. Find the maximum and minimum values of the function

12. Find the point where the function is


maximum or minimum.
13. find the maximum and minimum value of

14. Find the minimum distance value of when

15. Find the maximum value of where the variables x,y,z are
subjected to the condition .

16. Find the maximum and minimum value of subjected to


condition

17. Find the maximum and minimum values of when

18. If find .

19. If are the roots of equation in and , then find

20. If . Show that the jacobian of

with respect to is 4.

21. Evaluate over the area bounded by the ellipse

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22. Find the area lying between the parabola and the line

8.12 Answers
Self Assessment Questions
1. Solution: we have

Hence proved.

2. Solution: Given

Therefore,

Therefore,

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Or,

and

implies,

Hence proved.

3. Solution: We have

Then,

Hence,

4. Solution: We have by chain rule,

Now,

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= …..(1)

We know that are functions of

Therefore,

…(2)

Now, we will evaluate

……..(3)

Now put (2),(3) in (1), we get

5. Solution: we have,

Differentiating it with respect to x, we get

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6. Solution: Differentiating with respect to x, we get

Again differentiating the above expression with respect to x, we get

(because )

7. Solution: The differential


is said to be exact

differential if .

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Here

And

Hence, is an exact differential.

Now, since

Now, integrating it with respect to (x), we get


….. (1)

Where is a constant of integration

Now, differentiating (1) with respect to y, we get

……(2)

But

Implies, (from (2))

Implies, (by integrating)

Therefore,

is the required function.


8. Solution: We have

Now,

Now to find the stationary points we have to equate

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……..(1)

……..(2)

From (1), we have , put it in (2), we get

Or

implies x = 0 or x = 2

When x = 0, y = 0 and when x = 2, y = 2. So the stationary points are


(0,0), (2,2).
At (0,0), we have

Now,

Since, o (0,0) is neither maximum nor minimum point for


.

At (2,2), we have

Now,

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Since, o (2,2) is minimum point for .

9. Solution: We have

Now,

Now to find the stationary points we have to equate

…..(1)

…...(2)

From (2), x = 2y
Put it in (1), we get

Or y = 1
So x = 2.
Thus (2,1) is the only critical point
At (2,1), we have

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Now,

Since, o (2,1) is undecided point.

10. Solution: We have

Now,

Now to find the stationary points we have to equate

On solving , we get x = 0, y = 0 and

As does not holds good if we take x = 0 , y = 0

Hence (0,0) is the only stationary point.


At (0,0), we have

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Now,

Since, o (0,0) is minimum point

So the minimum value is (0+0)e0=0


11. Solution: Here

Now,

Now to find the stationary points we have to equate

…..(1)

…..(2)

Subtracting (2) from (1), we get

or

Implies

From (1),

Or

Or

Therefore,

That is,

At ( , ), we have

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Now,

Since, o ( , ) is maximum point

And the maximum value is

13. Solution:

Now,

Or

And =

Therefore,

14. Solution: Given

Implies =0

Sum of roots = ….(1)

Product of roots = …(2)

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...(3)

Eq (1). (2), (3) can be written as

= (-1)(-2)(-1)

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Therefore,

15. Solution:
Y

Y=1-x

O N, y=0 A X

The region of the integral in the triangle OAB, for this region x varies from O
to A that is from x = 0 to x = 1 and for any intermediary value x at N say y,
varies from the x – axis i.e. y varies from y = 0 to y = 1-x.
Hence the given integral is

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16. Solution: We have (1) (2) (3) (4)

From equation (1) and (2), we get

Similarly, intersecting point of (1) and (4) is (8,2).


To evaluate the given integral, we divide the area OABEO into two parts by
AG as shown in figure.

Then

Terminal Questions:

7. a)

b) x+y = 6

8.

9 i) tan(xy)(ydx+xdy)

ii)

11. Max ( ), Minimum = ( ),

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Foundation of Mathematics Unit 8

12. Maximum (1/3,1/3)


13. Max (0,1/3)
14. which gives the maximum and minimum values.

15.

16. Minimum value is 27


17. maximum value = 3, Minimum value = 2.

18.

19.

21.

22.

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