I.d Increments, Dierentials and the Chain Rule We begin by recalling the following results.

Suppose y = f (x) is given, and let us increase x by an amount x. Then y increases by an amount y = f (x + x) f (x). We recall that dy dx = lim
x0

f (x + x) f (x) , x

and thus if x is small, then f (x+x)f (x) should be near to dy/dx. We conclude x f (x + x) f (x) dy that in this case. Equivalently, x dx f (x + x) f (x) = dy dx + (x, x) x where measures the dierence between the two sides and can be a complicated term. Since dy/dx and f /x are equal in the limit as x 0, lim ((x, x)) =
x0

0. We then have f (x + x) f (x) = [dy dx] x + (x, x) x. Equivalently, y = [dy dx] x + (x, x) x. dy dx the dierential of y, and denote it by dy. dx Note that if dx (= x) is small, then y (dy/dx)dx. The natural question We denote x by dx and term is how small is small? I.e., for what dx is (dy/dx)dx a good approximation to y? In general, this is a complicated question. We shall usually use dierentials only together with limit processes, in which case the question does not pose itself. It is useful also to recall the mean value theorem: y = (dy/dx)(x1 )x where x1 is some value between x and x + x. We now return to the situation of w = f (x, y). Assume we increase x by x
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and y by y. As before, w increases by an amount w given by: w = f (x + x, y + y) f (x, y). We express this as: w = [f (x + x, y + y) f (x, y + y)] + [f (x, y + y) f (x, y)] = f (x, y + y) f (x, y) f (x + x, y + y) f (x, y + y) x + y. x y

Observe that y is xed inside the rst bracket (at y + y) and x is xed inside the second bracket. Thus, from the 1-dimensional results just recalled, f (x + x, y + y) f (x, y + y) = f (x, y + y) f (x, y) = Substituting, this gives w = = with f f (x, y + y) + 1 x + (x, y) + 2 y x y f f (x, y)x + (x, y)y + x y lim 1 = 0 and lim f f (x, y + y) (x, y) + 1 x + 2 y x x 2 = 0. Note that for functions encounf (x, y + y) + 1 x x f (x, y) + 2 y. y

(x,y)(0,0)

(x,y)(0,0)

tered in practice we have f f (x, y + y) (x, y) 0 x x as (y) 0.

In summary: for x, y small, and denoted by dx, dy respectively, w We term

f dx x

f f dx + dy . x y

f dy y

the dierential of w, denoted by dw.

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Remark.

If w = f (x, y, z), then dw = f f f dx + dy + dz x y z

with analogous formula for w = f (x, y, z, t), etc. We can now obtain the chain rule. Suppose w = f (u, v) with u = g(x, y), v = k(x, y). I.e., w is a function of u and v, which in turn are functions of (x, y). Consequently, w is a function of (x, y) and we wish to nd w/x and w/y. To do this, suppose x is increased by an amount x. Then u will change by an amount u (= u(x+x, y)u(x, y)), and v by an amount v (= v(x+x, y) v(x, y)). This generates a change in w, denoted by w, represented by w = f f u + v + 1 u + 2 v u v

where 1 , 2 are complicated terms, with 1 and 2 0 as (u, v) 0 (i.e., as x 0). Then w f u f v u v = + + 1 + 2 . x u x v x x x u u v v Now let x 0. Then , and 1 and 2 0 (as (u, v) x x x x w w 0), while . We conclude: x x f u f v w = + . x u x v x In exactly the same way: w f u f v = + . y u y v y

Remarks.

(1) Note the following. Once again, if u = g(x, y, z) and v = k(x, y, z),
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then f u f v w = + x u x v x as before, but if w = f (u, v, t) with u = f (x, y), v = k(x, y), t = (x, y), then w f u f v f t = + + ! x u x v x t x (2) Suppose w = f (u, v) but now u = g(t), v = k(t) (i.e., u, v are functions of a single variable t). Then w is also a function only of t, and f du f dv dw = + . dt u dt v dt (3) Consider the Implicit Function case. Suppose y = f (x), but all we know is F (x, y) = 0. We can still nd dy/dx as follows: dierentiate with respect to x both sides of F (x, y) = 0 keeping in mind that y = f (x) and F is a function of (x, y). Then F dx F + dy dx = 0 x dx y and thus F dy dx = x . F y (4) In a similar situation to (3), suppose now z = f (x, y) and what we know is F (x, y, z) = 0. Then to nd z/x we have F x F y F z + + =0 x x y x z x F z = x . F x z
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Note that y/x = 0 here, since (x, y) are independent variables: a change in x has no eects on y! Find the dierential of w = z cos(xy).

Example 1.

Answer.

Here w is a function of x, y, z and thus w w w dx + dy + dz x y z

dw =

= z( sin(xy))y dx + z( sin(xy))x dy + cos(xy) dz.

Example 2.

Use dierentials to approximate

(2.99)2 + (4.001)2 . x2 + y 2 , then

Answer.

We observe that

32 + 42 = 5. Thus if we set f (x, y) =

we know f (3, 4) and we seek to approximate f (2.99, 4.001). Then f f (3, 4) dx + (3, 4) dy x y 1 x2 + y2 2x dx +
(3,4)

f (2.99, 4.001) f (3, 4) = =

df = 1 2

1 2

1 x2 + y2

2y

dy
(3,4)

1 1 1 1 (6)(.01) + (8)(.001) 2 5 2 5 .06 + .008 = = 52 104 10 5 .0052 = 4.9948.

f (2.99, 4.001)

Example 3.

A closed cylindrical aluminium can has a radius 5 cm and a height of

16 cm. Use dierentials to estimate the amount of aluminium, if the metal thickness is .01 cm.
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Answer.

The volume V of a cylinder is r 2 h where r = radius, h = altitude. Thus dV = (2rh) dr + (r 2 ) dh.

Now the outer dimensions of the can are r = 5, h = 16 while the inner dimensions are r = 4.99, h = 15.98. Since the can has both a bottom and a top, thus (metal) = V (5, 16) V (4.99, 15.98)
r+dr

= V (4.99, 15.98) V (5, 16)

h+dh

= [(2)(5)(16)(.01) + (5)2 (.02)] = (1.6) + .5 = (2.1).

Remark.

By tradition, we carry out the calculations using the simple numbers

r = 5, h = 16. In theory, we could use r = 4.99, h = 15.98. Note that dr, dh depend on what we take for r, h, respectively. Example 4. Answer. If z = f (x, y) and ezy cos1 (zx) + x = y, nd z z , . x y

We can use the earlier formulas for F (x, y, z) = 0, (here F = ezy cos1 (zx)+

x y), but its just as easy to dierentiate both sides with respect to x, keeping in mind that z = f (x, y). We have (ezy y) Hence
e 1 + 1zz x2 2 z = zy . 1 (zx) xezy x ye cos 1z 2 x2
zy

z x

cos1 (zx) + ezy

(1) z + z + 1 = 0. x 2 x2 x 1z

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In the same way: ezy Hence ezy z cos1 (zx) z = . x y y cos1 (zx) 1z 2 x2 If z = sinh(xy) and x = t2 , y = t3 , nd dz . dt z z 1 x y + z cos1 (zx) + ezy + 0 = 1. 2 x2 y y 1z

Example 5. Answer.

Here the simplest way is just to substitute: z = sinh(t2 t3 ) = sinh(t5 ).

We recall sinh u =

eu eu d eu + eu , (sinh u) = = cosh u. Thus 2 du 2 dz = cosh(t5 ) (5t4 ). dt

But, to practice the chain rule: dz z dx z dy = + dt x dt y dt = cosh(xy) y dx dy + cos(xy) x dt dt

= cosh(t5 ) t3 2t + cosh(t5 ) t2 3t2 = cosh(t5 ) 5t4 , just like before. Example 6. Suppose w = x2 + xy + z 2 and x = u sin v, y = v sin u, z = u2 + v 2 . Find w/u by the Chain Rule.
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Answer. v. Thus

Here w is a function of (x, y, z), each of which is in turn a function of u,

w x w y w z w = + + u x u y u z u = (2x + y) sin v + (x)(v cos u) + (2z)(2u).

Example 7.

Suppose z = f (x+at)+g(xat), with a = constant, f , g unspecied

functions! Show that z satises the wave equation:

2 2z 2 z =a . t2 x2

Answer.

The amazing thing is that we need not specify f , g precisely!

Now put u = x + at, v = x at, then z = f (u) + g(v) and zt = = Now keep in mind ztt = = but df d df u d2 f (u) = (u) = (u)a. t du du du t du2 The same for dg/dv and so ztt = d2 f d2 g (u)a2 + 2 (v)a2 du2 dv
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z u z v + u t v t dg df (u)a + (v)(a). du dv

z t

dg df (u)a + (v)(a) , t du dv

while zx = zxx = and so a2 zxx = ztt . Example 8. If u = xf (x + y) + yg(x + y), show that uxx 2uxy + uyy = 0. df dg z u z v + = (u) + (v) u x v x du dv d2 f d2 g (u) + 2 (v) du2 dv

Answer.

Put v = x + y. Then u = xf (v) + yg(v). Then ux = f (v) + x dg df (v)(1) + y (v)(1) dv dv df dg uy = x (v) + g(v) + y (v) dv dv df df d2 f d2 g (v)(1) + (v) + x 2 (v) + y 2 (v) dv dv dv dv df d2 f d2 g dg (v) + x 2 (v) + (v) + y 2 (v) dv dv dv dv dg d2 g dg d2 f (v) + (v) + y 2 (v), (v) + dv 2 dv dv dv

uxx = uxy =

uyy = x and thus

uxx 2uxy + uyy = [2fv + xfvv + ygvv ] 2[fv + xfvv + gv + ygvv ] + [xfvv + 2gv + ygvv ] = 0.

Example 9.

Car A is travelling north at 120 km/hr, while car B is travelling east

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at 100 km/hr. Each car is approaching the intersection of the two highways, and

car A is at 10 km while car B is at 12 km from the intersection. How fast is the distance between them changing? Answer. Let x = distance from car B to intersection y = distance from car A to intersection.

Then D = distance from A to B =

x2 + y 2 . Therefore,

D dx D dy dD = + dt x dt y dt = dx + x2 + y 2 dt x dy . x2 + y 2 dt y

Observe that, as cars are approaching the intersection, dx = 100, dt and dD = dt dy = 120 dt

1 [(12)(100) + (10)(120)]. (10)2 + (12)2

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Further Exercises: 1) Find the dierential df if f (x, y, z) = ln(x2 + y 2 + z 2 ). 2) Find the dierential df if f (x, y, z, t) = et sin x tan(y 2 + z 2 ). 3) Calculate w/u, w/v by the chain rule if w is a function of (x, y, z) which in turn are functions of (u, v, r) given by: w = ex (sin y)z 2 x = u2 + v 2 + r 2 , with z = u cos v + r.

y = u sin v + r,

4) Calculate dw/du by the chain rule if w = cos1 (x2 + y 2 ) and x = sin u, y = u. 5) If z is a function of (x, y) and sin(xz) + x2 + y 2 + z 2 = x, nd z/x, z/y. 6) Use dierentials to approximate e.01 ln(.999) cos(.0015). 7) Let f (t), g(t) denote dierentiable functions of a single variable. Show that u = f (ex + ey ) + g(ex ey ) satises e2x (uxx ux ) = e2y (uyy uy ). 8) Show that u = (x2 + y 2 + z 2 + t2 )1 satises uxx + uyy + uzz + utt = 0 in any region of space that does not include the point (0, 0, 0).
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9) For what valuesif anyof the constant k does the function u = ekt (sin kx+ cos kx) satisfy ut = 4uxx ? 10) For what valuesif anyof the constant k does the function u(x, y) = f (e x eky ) satisfy uxx = uyy if f (t) is any twice dierentiable function of a single variable?

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