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Partial Differentiation - GATE Study

Material in PDF
Now that we have learnt about Differentiation, let us take a look at a new concept in
Calculus Partial Differentiation. These free GATE Notes are important for GATE EC,
GATE EE, GATE ME, GATE CS, GATE CE as well as for other exams like IES, BARC, BSNL,
DRDO etc.
These Gate Study Material on Partial Differentiation can be downloaded in PDF so that
the preparation is made easy and you ace your exam. Before you get started, get your
basics in Engineering Mathematics right.

Recommended Reading
Types of Matrices
Properties of Matrices
Rank of a Matrix & Its Properties
Solution of a System of Linear Equations
Eigen Values & Eigen Vectors
Linear Algebra Revision Test 1
Laplace Transforms
Limits, Continuity & Differentiability
Mean Value Theorems
Differentiation

Let f(x,y) be a function of two variables x and y.


The partial derivative of f(x,y) w.r.t x keeping y as constant is defined as
f

= fx = lim
x

x0

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

Similarly, the partial derivative of =f(x,y) w.r. to y keeping x as constant is defined as


f

= fy = lim
y

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

y0

1. Partial differentiation is nothing but ordinary differentiation only treating one of the
variables as constant.
. Physically

f f

gives rate of change of f(x, y) w. r. t x and y separately.

x y

3. Geometrically partial differentiation represents equation of surface where as


ordinary differentiation represents equation of curve.

Limit of a Function of Two Variables


A function f(x, y) is said to be tend to the limit l as (x, y) tends to (a, b) (i.e.) x a and y
b if corresponding to any given positive number there exists a positive number
such |f(x,y) - l| < for all points (x, y) whenever |x-a| , |y-b|
In other words the variable value f(x, y) approaches finite fixed value l in the codomain
when the variable value (x, y) approaches a fixed value (a, b) i.e. x approaches a and y
approaches b simultaneously. We write it as
lim
f(x, y) = l (or)
xa
yb

lim

(x,y)(a,b)

Example 1:
xy

Check the limit of lim x+y


x1
y2

Solution:
xy

x(2)

(1)y

lim x+y = lim x+2 = 3

x1
y2

x1

xy

lim x+y = lim 1+y = 3

x1
y2

y2

So limit exists.

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f(x, y) = l

Continuity of a Function of Two Variables at a Point


f(x,y) is said to be continuous at (a, b) on its domain of definition if
lim

(x,y)(a,b)

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

Example 2:
xy

Discuss the limit of the function lim x+y


x0
y0

Solution:
xy

lim x+y = lim x = 1_______________(1)

x0
y0

x0

xy

lim x+y = lim

y0 y

y0
x0

= 1 ___________(2)

(1) (2)
Limit does not exist.

Example 3:
If U = log(x 3 + y 3 + z 3 3xyz) Then find the value of

Solution:
U
x
U
y
U
z

= x3 +y3+z3 3xyz (3x 2 3yz)


1

= x3 +y3+z3 3xyz (3y 2 3xz)


1

= x3 +y3+z3 3xyz (3z 2 3xy)

+ y + z =
x

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3(x2 +y2 +z2 )3(zy+yz+zx)


x3 +y3 +z3 3xyz

U
x

+ y + z =

3(x2 +y2 +z2 zy+yz+zx)

= (x+y+z)(x2 +y2+z2 zy+yz+zx)

U
x

+ y + z = x+y+x

Second Order Partial Differentiation


Let z = f(x,y) be a given function and Differentiated partially w.r.t x and y separately
we get

z z

x y

since z is a functions of x, y.

Standard Notations:
z

2 z

2 z

2 z

= p, y = q, x (x) = x2 = r, y (x) = y x = s, y (y) = y2 = t


x
For any type function we have

2 z

2 z

= y x
x y

Example 4:
If U = rm where r2 = x2 + y2 then find the value of Uxx + Uyy

Solution:
x

Ux = m r m1 r = m r m2 . x

Uxx = x [m r m2 . x]
x

Uxx = m r m2 + mx (m 2)r m3 r

Similarly, Uyy = m r m2 + my (m 2)r m3 r


Uxx + Uyy = 2mr m2 + m

x2 +y2
r

(m 2)r m3

= r m2 [2m + m2 2m] = m2 r m2

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Homogeneous Function
If z = a 0 x n + a 1 x n1 y + a 2 x n2 y 2 + . a n-1 xy n1 + a n y n is called homogeneous
function of order n in x, y.
y 2

y n

Then z = x n [ a 0 + a 1 (x) + a 2 (x) a n (x) ] = x n f (x) is called homogeneous function


of order n

Eulers Theorem:
U

If U = f(x, y) be a homogeneous function of n th order then x x + y y = nU

Example 5:
U

Find the value of x. x + y y where U = log

(x2 +y2 )
x+y

Solution:
U = log

(x2 +y2 )
x+y

eU =

(x2 +y2 )
x+y

= f(x, y)

From Eulers Formula we have x

f(x,y)
x

+y

f(x,y)
y

= n. f

x eU Ux + y. eU Uy = n. eU
xUx + yUy = n = 1

Example 6:
U

Find the value of x. x + y y where U = sin1

(x2 +y2 )
x+y

Solution:
Here, U = sin1

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(x2 +y2 )
x+y

f(x, y) = sin U =

x2 +y2
x+y

order of 1.

x cos U Ux + y cos U Uy = (1) sin U


xUx + yUy = tan U

Generalized Formula:
U

f(U)

x x + y y = n f(U)
Eulers 2nd Order Theorem:
If U = f(x, y) be a homogeneous of order n then x 2 Uxx + 2xyUxy + y 2 Uyy = n(n 1)U

Example 7:
If U = x 2 + y 2 + 2y then find the value of x 2 Uxx + 2xy Uxy + y 2 Uyy

Solution:
Here order of homogeneous function is 2
So, x 2 Uxx + 2xy Uxy + y 2 Uyy = 2(2 1)U = 2U

Example 8:
Find the value of x 2 Uxx + y 2 Uyy + 2xyUxy where U = sin1

Solution:
Here f(U) = sin U and homogeneous degree is equal to one
U

sin U

x x + y y = (1) cos U = tan U


Differentiate on both sides we get
2 U

y 2 U

x x2 + x +

x y

= sec 2 U x

x 2 Uxx + xUx + xyUxy = x sec 2 U x


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(x2 +y2 )
x+y

Similarly, y 2 Uyy + yUy + xyUxy y sec 2 U y


U

x 2 Uxx + 2xyUxy + y 2 Uyy = sec 2 U [x x + y y ] tan U


= sec 2 U [tan U] tan U = tan U[tan2 U] = tan3 U

Maxima and Minima Values of Function of Two


Variables
Necessary condition:
The necessary condition for f(x , y) is said to be maxima (or) minima is,
f
x
f
y

= 0 ___(1)
= 0 ____(2)

Solving the equations (1) and (2) for the values of x , y and these values are called
stationary points.

Sufficient Conditions:
2 f

2 f

2 f

Calculate r = x2 , t = y2 , s = x y at those points


1. If rt s2 > 0 , r > 0 at the point f(x,y) is said to be minima at the point.
2. If rt s2 > 0 , r < 0 at the point f(x,y) is said to be maxima at the point.
3. If rt s2 < 0 at the point there is no maxima and no minima and this point is called
saddle point
4. If rt s2 = 0 then choose the another point.

Example 9:
9

The minimum value of f(x, y) = xy + x + y is

Solution:
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Given, that f(x, y) = xy + x + y


f

= y x2 = 0 x 2 y = 9
x
f
y

= x y2 = 0 xy 2 = 3

x 3 y 3 = 27 yx = 3
x = 3, y = 1
2 f
x2
2 f
y2

18

= (9). ( x3 ) = 27 = r > 0
= (3). ( y3 ) = 1 = t > 0

2 f
xy

= 10 =1= s> 0

Here, rt s2 > 0 and r > 0 hence the given function has minimum value at stationary
point.
9

Minimum value f(x, y) = f(3,1) = 3 + 3 + 3 = 9


In the next article we will see about Maxima and Minima.

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Maxima and Minima

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