Differential Calculus

Multi-Variate

Class Notes/B.Tech II Semester

23EN1201

Department of Mathematics
School of Engineering
Dayananda Sagar University
Bangalore, Karnataka
India
Contents

1 Differential Calculus 1
1.1 Function of Several Variable (Two or more variables) . . . . . . . . . . . . . . 1
1.2 Limit of Higher Dimensions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.1 Properties of limits of function of two variables . . . . . . . . . . . . . 8
1.3 Continuity of Higher Dimensions . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.4 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.4.1 Second order partial derivatives . . . . . . . . . . . . . . . . . . . . . . 17
1.4.2 Differentiability of a function of two variables . . . . . . . . . . . . . . 18
1.4.3 The Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.5 Extreme Values and Saddle Points . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.6 Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

Bibliography 25

i
Chapter 1

Differential Calculus

1.1 Function of Several Variable (Two or more variables)

Suppose D is a set of n-tuples of real numbers ( x1 , x2 , ..., xn ). A real-valued function f on
D is a rule that assigns a unique (single) real number

w = f ( x1 , x2 , x3 , ..., xn )

to each element in D. The set D is the function’s domain. The set of w-values taken on by
f is the function’s range. The symbol w is the dependent variable of f , and f is said to be
a function of the n independent variables x1 to xn . Here, x ′j s are called the function’s input
variables and w is called the function’s output variable.
Functions of two variables
Let D be a set of ordered pairs of real numbers ( x, y). A real-valued function f on D is a
rule that assigns a unique (single) real number

z = f ( x, y)

to each element in D. The set D is the function’s domain as a region in the xy-plane and z
is the set of all corresponding values of f called range of f .

Figure 1.1: Arrow diagram for the function z = f ( x, y)

1
1.1. Function of Several Variable (Two or more variables) 2

Example 1:- The volume of a right circular cylinder (V ) is a function of its radius (r ) and
its height (h) and is written as V = f (r, h) or V = πr2 h
Domain and Range of function of several variables
For defining a real-valued function of more than one variable, we generally avoid the in-
puts values that lead the function to a complex number or make the denominator of the
function to be zero.
Examples 2:- p
a). If f ( x, y) = y − x2 , y cannot be less then x2 for the purpose of making the function
real valued.
b). If f ( x, y) = 1/xy, x, y can not be zero, otherwise the function leads to an indeterminate
value.
The domain of the function is assumed to be the largest set for which the defining rule
generates real numbers, unless the domain is otherwise specified explicitly.
The range consists of the set of output values for the dependent variables.
Example 3:-
a). For function of two variables

Function Domain Range

p
z = y − x2 y ≥ x2 [0,∞)
z = 1/xy xy ̸= 0 (-∞,0) ∪ (0,∞)
z = sin xy Entire plane [-1,1]
b). For function of three variables
Function Domain Range
p
w = x 2 + y2 + z2 Entire space [0,∞)
w = x2 +y12 +z2 ( x, y, z) ̸= (0, 0, 0) (0,∞)
w = xy ln z Half space z > 0 (-∞,∞)
Problem 1:- Find the domain and range of the following function

f ( x, y) = 3x + 5y + 2

Solution:- The given function is linear in two variables. This function is defined for all
ordered pairs of real number (x,y). so the domain of f is the Cartesian xy-plane or R2 .
Range:- Let 3x + 5y + 2 = z or f ( x, y) = z
To find the solution of f ( x, y) = z, we put y = 0.
∴ x = (z − 2)/3 which is defined for all value of z.
Hence, the range of the function is all real number.
Region in a Plane
Regions in a plane can have interior points and boundary points just like intervals on the
1.1. Function of Several Variable (Two or more variables) 3

real line. Closed intervals [a, b] include their boundary points, open intervals (a, b) don’t
include their boundary points, and intervals such as [a, b) or (a, b] are neither open nor
closed.
Definitions
A point ( x0 , y0 ) in a region (set) R in the xy-plane is an interior point of R if it is the center
of a disk of positive radius that lies entirely in R.
A point ( x0 , y0 ) is a boundary point of R if every disk centered at ( x0 , y0 ) contains points
that lie outside of R as well as points that lie in R. (The boundary point itself need not
belong to R.)

Figure 1.2: Interior points and boundary points of a plane region R

The interior points of a region, as a set, make up the interior of the region. The region’s
boundary points make up its boundary. A region is open if it consists entirely of interior
points. A region is closed if it contains all its boundary points.

Figure 1.3: Interior points and boundary points of the unit disk in the plane.
1.1. Function of Several Variable (Two or more variables) 4

Note Like a half-open interval of real numbers [a, b), regions in the plane may be half-open
,i.e., neither open nor closed.
Bounded and Unbounded regions:-
A region in the plane is bounded if it lies inside a disk of finite radius. A region is
unbounded if it is not bounded.
Examples 4:-
a). Bounded regions (sets) in the plane:- line segments, triangles, interiors of triangles,
rectangles, circles, and disks.
b). Unbounded regions (sets) in the plane:- lines, coordinate axes, the graphs of functions
defined on infinite intervals, quadrants, half-planes, and the p
plane itself.
Problem 2:- Describe the domain of the function f ( x, y) = y − x2 .
Solution:- Since f is defined only where y − x2 ≥ 0, the domain is the closed, unbounded
region as shown in Figure. The parabola y = x2 is the boundary of the domain. The points
above the parabola make up the domain’s interior.

Figure 1.4: The domain of f ( x, y) consists of the shaded region and its bounding parabola.

Graphs and Level Curve:-

The set of points in the plane where a function f ( x, y) has a constant value f ( x, y) = c is
called a level curve of f .
Note:- The set of all points ( x, y, f ( x, y)) in space, for ( x, y) in the domain of f , is called
the graph of f . The graph of f is also called the surface z = f ( x, y).
Problem 3:- Graph f ( x, y) = 100 − x2 − y2 and plot the level curves f ( x, y) = 0, f ( x, y) =
51, and f ( x, y) = 75 in the domain of f in the plane.
Solution:-
The domain of f is the entire xy-plane, and the range of f is the set of real numbers less
1.1. Function of Several Variable (Two or more variables) 5

than or equal to zero. The graph is the paraboloid z = 100 − x2 − y2 , the positive portion
of which is shown in the figure. The level curve f ( x, y) = 0 is the set of points in the
xy=plane at which f ( x, y) = 100 − x2 − y2 = 0, or x2 + y2 = 100, which is the circle of
radius 10 centered at the origin. Similarly, the level curves f ( x, y) = 51 and f ( x, y) = 75
are the circles x2 + y2 = 49 and x2 + y2 = 25, respectively.
The level curve f ( x, y) = 100 consists of the origin alone. (It is still a level curve).
If x2 + y2 > 100, then the values of f(x,y) are negative. For example, the circle x2 + y2 =
144, which is the circle centered at the origin with radius 12, gives the constant value
f ( x, y) = −44 and is a level curve of f .
Note:- Sometime, a level curve is called synonymously as contour curve.

Figure 1.5: The graph and selected level curves of the function f(x, y)

Level Surface:-
The set of points in space where a function of three independent variables has a constant
value f ( x, y, z) = 0 is called a level surface of f .
Problem 4:- Describe the level surface of the function
q
f ( x, y, z) = x2 + y2 + z2 .

Solution:-
p value of f is the distance from the origin to the point ( x, y, z). Each level surface
The
2 2 2
p x + y + z = c, c > 0, is the surface radius c centred at the origin. The level surface
x + y + z2 = 0 consists of the origin alone.
2 2
1.1. Function of Several Variable (Two or more variables) 6

Figure 1.6: The graph and selected level surface of the function f(x, y,z)

Region in a Space
Regions in a space can have interior and boundary points.
Definition:- A point ( x0 , y0 , z0 ) in a region R in space is an interior point of R if it is the
center of a solid ball that lies entirely in R.
A Point ( x0 , y0 , z0 ) is a boundary point of R if every solid ball centered at ( x0 , y0 , z0 )
contains points that lie outside of R. The boundary of R is the set of boundary points of R.
1.2. Limit of Higher Dimensions 7

1.2 Limit of Higher Dimensions

Definition:- ϵ-δ definition of limit of function of two variable
We say that a function f ( x, y) approaches the limit l as ( x, y) approaches ( x0 , y0 ), and write
as
lim f ( x, y) = l
( x,y)→( x0 ,y0 )

if, for every number ϵ > 0, there exist a corresponding number δ > 0 such that for all
( x, y) in the domain of f ,
q
| f ( x, y) − l | < ϵ, whenever, 0 < ( x − x0 )2 + (y − y0 )2 < δ.

Note:- i) In the limit definition, δ is the radius of the disk centered at ( x0 , y0 ). For all
points ( x, y) within this disk, the function values f ( x, y) lie inside the corresponding in-
terval (l − ϵ, l + ϵ).

Figure 1.7: In the limit definition δ is the radius of a disk centered at ( x0 .y0 ). For all points ( x, y)
within this disk, the function values f ( x, y) lie inside the corresponding interval l

ii) If
lim f ( x, y)
( x,y)→( x0 ,y0 )

exists, then this limit is independent of the path along which we approach the point
( x0 , y0 ). If the limit is dependent on the path, then the limit does not exit.
1.2. Limit of Higher Dimensions 8

1.2.1 Properties of limits of function of two variables

Let l, m and k are real numbers and

lim f ( x, y) = l and lim g( x, y) = m

( x,y)→( x0 ,y0 ) ( x,y)→( x0 ,y0 )

Then the following rules hold:-

a). Sum Rule:-

lim { f ( x, y) + g( x, y)} = lim f ( x, y) + lim g( x, y) = l + m

( x,y)→( x0 ,y0 ) ( x,y)→( x0 ,y0 ) ( x,y)→( x0 ,y0 )

b). Difference rule:-

lim { f ( x, y) − g( x, y)} = lim f ( x, y) − lim g( x, y) = l − m

( x,y)→( x0 ,y0 ) ( x,y)→( x0 ,y0 ) ( x,y)→( x0 ,y0 )

c). Constant Multiple rule:-

lim k f ( x, y) = k { lim f ( x, y)} = kl, any number k

( x,y)→( x0 ,y0 ) ( x,y)→( x0 ,y0 )

d). Product rule:-

lim { f ( x, y) ∗ g( x, y)} = { lim f ( x, y)} ∗ { lim g( x, y)} = l ∗ m

( x,y)→( x0 ,y0 ) ( x,y)→( x0 ,y0 ) ( x,y)→( x0 ,y0 )

e). Quotient rule:-

lim f ( x, y)
f ( x, y) ( x,y)→( x0 ,y0 ) l
lim = = , m ̸= 0
( x,y)→( x0 ,y0 ) g( x, y) lim g( x, y) m
( x,y)→( x0 ,y0 )

f). Power rule:-

lim { f ( x, y)}n = { lim f ( x, y)}n = l n ,
( x,y)→( x0 ,y0 ) ( x,y)→( x0 ,y0 )

where, n is a positive integer.

g). Root rule:- q r
lim n
f ( x, y) = n lim f ( x, y) = l 1/n
( x,y)→( x0 ,y0 ) ( x,y)→( x0 ,y0 )

where, n is a positive integer and if n is even, l > 0

Problem 5:- Find the limiting value.

x − xy + 3 0 − (0).(1) + 3
i) lim = = −3
( x,y)→(0,1) x2 y + 5xy − y3 (0)2 .(1) + 5.(0).(1) − (1)3
q q
ii ) lim x + y = (3)2 + (−4)2 = 5
2 2
( x,y)→(3,−4)
1.2. Limit of Higher Dimensions 9

Problem 6:- Find the limit

x2 − xy
√ √ lim
( x,y)→(0,0) x− y
√ √
Solution: Since the denominator x − y approaches 0 as ( x, y) → (0, 0), we cannot use
√ √
the quotient rule. If we multiply numerator and denominator by x + y, however, we
can produce an equivalent function whose limit we can find as follow:
√ √
x2 − xy ( x2 − xy)( x + y)
lim √ √ = lim √ √ √ √
( x,y)→(0,0) x− y ( x,y)→(0,0) ( x − y )( x + y )
√ √
x ( x − y)( x + y)
= lim
( x,y)→(0,0) ( x − y)
√ √
= lim x ( x + y)
( x,y)→(0,0)
= 0

Problem 7:- Find the limit

y
lim
( x,y)→(1,0) x+y−1
Solution:  
y 0
lim , f orm
( x,y)→(1,0) x+y−1 0
0
The direct substitution of x and y gives 0 form, which is indeterminate form. So, we use
different approach to find the limit.
Limit along the path y = 0:

y 0
lim = lim = lim 0 = 0
( x,y)→(1,0) x+y−1 ( x,y)→(1,0) x + 0 − 1 ( x,y)→(1,0)
along y = 0 along y= 0

Limit along the path x = 1:

y y
lim = lim = lim 1 = 1
( x,y)→(1,0) x+y−1 ( x,y)→(1,0) 1 + y − 1 ( x,y)→(1,0)
along x = 1 along x = 1

y y
∵ lim ̸= lim
( x,y)→(1,0) x+y−1 ( x,y)→(1,0) x + y − 1
along y = 0 along x = 1

y
∴ lim x + y −1 does not exists.
( x,y)→(1,0)
Problem 8: Let f : R2 → R be defined by
xy
(
x 2 + y2
, ( x, y) ̸= (0, 0)
f ( x, y) =
0, ( x, y) = (0, 0)
1.2. Limit of Higher Dimensions 10

Show that lim f ( x, y) does not exist.

( x,y)→(0,0)
Solution: We know that if lim exists, then this limit is independent of the path along
( x,y)→( a,b)
which we approach the point ( a, b).
Let ( x, y) → (0, 0) along the path y = mx, where n is any real number.
As x → 0, from y = mx, we have y → 0.
now,
xy
lim f ( x, y) = lim
( x,y)→(0,0) ( x,y)→(0,0) x2 + y2

Putting y = mx (along the path y = mx):

xy mx2 m
lim 2 2
= lim 2 2 2
= lim
( x,y)→(1,0) x +y x →0 x + m x x →0 1 + m 2
along y = mx

xy m
lim =
( x,y)→(1,0) x2 +y 2 1 + m2
along y = mx

which will be different for different values of m.

∵ The limit is not unique.
∴ lim f ( x, y) does not exist.
( x,y)→(0,0)
Problem 9:- Find the limit if it exists
4xy2
lim
( x,y)→(0,0) x 2 + y2

Solution: By approaching the point (0, 0) through different path line y = mx, we can find
the existence of limit.
Limit along the path y = mx

4xy2 4m2 x
lim = lim = 0, ∀ m ∈ R.
( x,y)→(0,0) x 2 + y2 x →0 1 + m 2
along y = mx

∵ the limit is unique.

4xy2
∴ the limit exists and lim 2 2 = 0.
( x,y)→(0,0) +y
x

Solution of the above Problem 9 by ϵ − δ definition of limit:

Let ϵ > 0 be given, but arbitrary. We want to find a δ > 0 such that

4xy2
q
−0 < ϵ whenever 0< x 2 + y2 < δ
x 2 + y2
or
4| x | y2
q
<ϵ whenever 0< x 2 + y2 < δ
x 2 + y2
1.2. Limit of Higher Dimensions 11

Since y2 ≤ x2 + y2 we have that

4| x | y2 √ q
y2
≤ 4 | x | = 4 x 2 ≤ 4 x 2 + y2 , [∵ ≤ 1]
x 2 + y2 x 2 + y2
p
So if we choose δ = ϵ/4 and let 0 < x2 + y2 < δ, we get

4xy2
q
−0 ≤ 4 = 4 x2 + y2 < 48(ϵ/4) = ϵ
x 2 + y2

It follows from the definition that

4xy2
lim =0
( x,y)→(0,0) x 2 + y2
1.3. Continuity of Higher Dimensions 12

1.3 Continuity of Higher Dimensions

Definition:- A function f ( x, y) is said to be continuous at the point ( x0 , y0 ) if

(i) f is defined at ( x0 , y0 ),

(ii) lim f ( x, y) exists,

( x,y)→( x0 ,y0 )

(iii) lim f ( x, y) = f ( x0 , y0 )
( x,y)→( x0 ,y0 )

Note: A function is said to be continuous if it is continuous at every point of its domain.

ϵ − δ definition of continuity of function of two variable
A function f ( x, y) is continuous at the point ( x0 , y0 ), if for given ϵ > 0, there exist a real
number δ > 0 such that
q
| f ( x, y) − f ( x0 , y0 )| < ϵ whenever ( x − x0 )2 + (y − y0 )2 < δ.

Note: The algebraic combinations (sums, differences, constant multiples, Products, quo-
tients and powers) of continuous functions are continuous at every point at which all
functions involved are defined. In particular, polynomials and rational functions of two
variables are continuous at every point at which they are defined.
Problem 10:- Show that
( 2xy
2 2 , ( x, y ) ̸ = (0, 0)
f ( x, y) = x +y
0, ( x, y) = (0, 0)

is continuous at every point except the origin.

Solution: The function is well defined at (0, 0).
 
2xy 2xy
lim f ( x, y) = lim = lim lim [ along the line y = mx ]
( x,y)→(0,0) ( x,y)→(0,0) x + y2
2 x →0 y→mx x 2 + y2

2m 2m
= lim =
( x →0) 1 + m 2 1 + m2

This limit changes with each value of the slope m. There is therefore no single number
we may call the limit of f as ( x, y) approaches the origin. The limit fails to exist, and the
function is not continuous at the origin.
Problem 11:- Test the function
( x 3 − y3
2 2 , when x ̸ = 0, y ̸ = 0
f ( x, y) = x +y
0, when x = 0, y = 0
1.3. Continuity of Higher Dimensions 13

for continuity.
Solution: The function is well defined at (0, 0).

x 3 − y3
lim f ( x, y) = lim
( x,y)→(0,0) ( x,y)→(0,0) x 2 + y2
x 3 − y3
 
= lim lim 2
x →0 y→mx x + y2

x (1 − m3 )
= lim =0
x →0 1 + m2
Thus, limit exist at (0, 0).
The limit of f ( x, y) at the origin = The value of the function at origin.
,i.e.,
lim f ( x, y) = f (0, 0) = 0
( x,y)→(0,0)

Hence, the function f is continuous at the origin.

Problem 12:- Show that the function
2x2 y
f ( x, y) =
x 4 + y2

has no limit as ( x, y) approaches (0, 0).

Solution: The limit can not be found by direct substitution, which gives the indeterminate
form 0/0. we examine the values of f along parabolic curves that end at (0, 0). Along the
curve y = kx2 , x ̸= 0 the function has the constant value.
,i.e.,

2x2 y
 
lim f ( x, y) = lim lim 2
( x,y)→(0,0) x →0 y → x 2 x + y 2

2k
= lim
x →0 1 + k 2
2k
=
1 + k2
This limit varies with the path of approach. If ( x, y) approaches (0, 0) along the parabola
y = x2 , for instance k = 1 and the limit is 1. If ( x, y) approaches (0, 0) along the x-axis,
k = 0 and the limit is 0. By the two-path test, f has no limit as ( x, y) approaches (0, 0).
Two path test for non-existence of a limit:
If a function f ( x, y) has different limits along two different paths in the domain of f as
( x, y) approaches ( x0 , y0 ), then lim f ( x, y) does not exists.
( x,y)→( x0 ,y0 )
Note: In the above example, it can be shown that the function has limit 0 along every path
y = mx. But the function is not continuous. Hence, it is concluded that having the same
limit along all straight lines approaching ( x0 , y0 ) does not imply a limit exists at ( x0 , y0 ).
1.4. Partial Derivatives 14

1.4 Partial Derivatives

Definition of partial derivatives of first order:
If f ( x, y) be a continuous function of two independent variables x and y, then the deriva-
tive of f ( x, y) with respect to x (treating y as a constant) is called the partial derivative of
∂ f ( x,y)
f ( x, y) with respect to x and is denoted by ∂x or f x ( x, y).
Symbolically, we write
∂ f ( x, y) f ( x + h, y) − f ( x, y)
= lim
∂x h→o h
provided that the limit exists. Here, the real number h is an small increment in x.
Similarly, the partial derivative of f ( x, y) with respect to y is obtained by treating x as
constant.
Symbolically,
∂ f ( x, y) f ( x, y + k ) − f ( x, y)
= lim
∂y k→o k
provided that the limit exists. Here, the real number k is an small increment in y.
Partial derivative of f ( x, y) at the point ( x0 , y0 ):
(i ) The partial derivative of f ( x, y) with respect to x at the point ( x0 , y0 ) is

∂ f ( x0 , y0 ) ∂ f ( x, y) f ( x0 + h, y0 ) − f ( x0 , y0 )
= = lim
∂x ∂x ( x0 ,y0 ) h →0 h

provided the limit exists.

(ii ) The partial derivative of f ( x, y) with respect to y at the point ( x0 , y0 ) is

∂ f ( x0 , y0 ) ∂ f ( x, y) f ( x0 , y0 + k ) − f ( x0 , y0 )
= = lim
∂y ∂y ( x0 ,y0 ) k →0 k

provided the limit exists.

Note:-
i). The slope of the curve z = f ( x, y0 ) at the point P( x0 , y0 , f ( x0 , y0 )) in the plane y = y0 is
the value of the partial derivative of f w.r.to x at ( x0 , y0 ). [Fig. 1.8]

Figure 1.8: The intersection of the plane y = y0 with the surface z = f ( x, y), viewed from above
the first quadrant of the xy-plane.
1.4. Partial Derivatives 15

ii). The slope of the curve z = f ( x0 , y) at the point P( x0 , y0 , f ( x0 , y0 )) in the vertical plane
x = x0 is the value of the partial derivative of f w.r.to y at ( x0 , y0 ). [Fig. 1.9]

Figure 1.9: The intersection of the plane x = x0 with the surface z = f ( x, y), viewed from above
the first quadrant of the xy-plane.

∂f ∂f
Problem 13: Find the value of ∂x and ∂y at the point (4, −5) if f ( x, y) = x2 + 3xy + y − 1.
∂f
Solution: To find ∂x , we treat y as a constant and differentiate w.r.to. x, we have,
∂f ∂ 2
= ( x + 3xy + y − 1) = 2x + 3y
∂x ∂x
∂f
The value of ∂x at (4, −5) is 2(4) + 3(−5) = −7.
∂f
Again, to find ∂y , we treat x as a constant and differentiate w.r.to. y, we have,

∂f ∂
= ( x2 + 3xy + y − 1) = 3x + 1
∂y ∂y
∂f
The value of ∂y at (4, −5) is 3(4) + 1 = 13.
∂f
Problem 14: Find ∂y as a function if f ( x, y) = y sin xy.
∂f
Solution: Treating x as constant, the partial derivative ∂y is obtained as

∂f ∂ ∂ ∂
= (y sin xy) = y (sin xy) + sin xy (y) = xy cos xy + sin xy.
∂y ∂y ∂y ∂y
Problem 15: The plane x = 1 intersects the paraboloid z = x2 + y2 in a parabola. Find
the slope of the tangent to the parabola at (1, 2, 5)
∂z
Solution: The slope is the value of the partial derivative ∂y at (1, 2). [Fig. 1.10]

∂z ∂ 2
= ( x + y2 ) = 2y|(1,2) = 2(2) = 4
∂y 1,2 ∂y 1,2
1.4. Partial Derivatives 16

Figure 1.10: The tangent to the curve of intersection of the plane x = 1 and surface z = x2 + y2 at
the point (1, 2, 5).

Problem 16:- If resistors of R1 , R2 and R3 ohms are connected in parallel to make an

R-ohm register, the value of R can be found from the equation
1 1 1 1
= + +
R R1 R2 R3
∂R
Find the value of ∂R 2
when R1 = 30, R2 = 45, R3 = 90 ohms.
∂R
Solution: To find ∂R2 , we treat R1 and R3 as constant and differentiate both sides of the
equation w.r.to R2

Figure 1.11: Resistance connected in parallel

   
∂ 1 ∂ 1 1 1
∴ = + +
∂R2 R ∂R2 R1 R2 R3
1 ∂R 1
=⇒ − 2 = 0− 2 +0
R ∂R2 R2
1.4. Partial Derivatives 17

 2
∂R R
=⇒ = (1.1)
∂R2 R2
when R1 = 30, R2 = 45 and R3 = 90, then
1 1 1 1 1 1 1 1
= + + = + + =
R R1 R2 R3 30 45 90 15
R = 15
eq. 1.1 =⇒
 2  2
∂R R 15 1
= = =
∂R2 R2 45 9
Thus, at the given values, a small change in the resistance R2 leads to change in R about
(1/9)th as large.

1.4.1 Second order partial derivatives

Let f ( x, y) be a continuous function of two independent variables x and y. Then the second
∂2 f
order partial derivative of f w.r.to x is denoted by ∂x2 or f xx and defined by
∂2 f
 
∂ ∂f
= , [treating y as a constant]
∂x2 ∂x ∂x
Similarly, the second order partial derivative of f w.r.to y is given by
∂2 f
 
∂ ∂f
= , [treating x as a constant]
∂y2 ∂y ∂y
∂2 f ∂2 f ∂2 f
Problem 17: If f ( x, y) = x cos y + ye x , find the second order derivatives , ,
∂x2 ∂x∂y ∂y∂x
,
∂2 f
∂y2
.
Solution: The first order partial derivatives are
∂f ∂
= ( x cos y + ye x ) = cos y + ye x
∂x ∂x
and
∂f ∂
= ( x cos y + ye x ) = − x sin y + e x
∂y ∂y
Now, the second order partial derivatives are
∂2 f
 
∂ ∂f ∂
= = (cos y + ye x ) = ye x .
∂x2 ∂x ∂x ∂x
∂2 f
 
∂ ∂f ∂
= = (cos y + ye x ) = − sin y + e x .
∂y∂x ∂y ∂x ∂y
2
 
∂ f ∂ ∂f ∂
2
= = (− x sin y + e x ) = − x cos y
∂y ∂ ∂y ∂y
2
 
∂ f ∂ ∂f ∂
and, = = (− x sin y + e x ) = − sin y + e x .
∂x∂y ∂x ∂y ∂x
1.4. Partial Derivatives 18

Note:-
∂2 f ∂2 f
= .
∂y∂x ∂x∂y
But this can not be equal when derivatives f x , f y , f x,y , f yx and the function f are not
continuous.
The Mixed Derivative Theorem (Clairaut’s Theorem)
Statement:- If f ( x, y) and its partial derivatives f x , f y , f x,y and f yx are defined throughout
an open region containing a point ( a, b) and are all continuous at ( a, b), then

∂2 ∂2
f ( a, b) = f ( a, b)
∂x∂y ∂y∂x

Example 5: If
x 2 − y2
(
xy x2 +y2 , i f ( x, y) ̸= (0, 0),
f ( x, y) =
0, i f ( x, y) ̸= (0, 0).

then,
∂2 ∂2
( f (0, 0)) = ( f (0, 0))
∂x∂y ∂y∂x
Note:-
∂2 f ∂f ∂f
̸= .
∂x∂y ∂x ∂y

1.4.2 Differentiability of a function of two variables

Definition:- A function z = f ( x, y) is differentiable at f x ( x0 , y0 ) and f y ( x0 , y0 ) exist and
∆z = f ( x0 + ∆x, y0 + ∆x ) − f ( x0 , y0 ) satisfies an equation of the form

∆z = f x ( x0 , y0 )∆x + f y ( x0 , y0 )∆y + ϵ1 ∆x + ϵ2 ∆y

in which each of ϵ1 , ϵ2 → 0 as both ∆x, ∆y → 0. We call f differentiable if it is differentiable

at every point in its domain, and say that its graph is a smooth surface.
Theorem:- If the partial derivatives f x and f y of a function f ( x, y) are continuous through-
out an open region R then f is differentiable at every point of R.
Theorem:-Differentiability implies Continuity
If a function f is differentiable at f ( x0 , y0 ) then f is continuous at ( x0 , y0 ).
Note:- Existence alone the partial derivatives of a function of two variables at a given point
does not imply differentiability. However, continuity of the partial derivatives guarantees
differencetiability.
1.4. Partial Derivatives 19

1.4.3 The Chain Rule

Theorem:- Chain rule for function of one independent variable and two independent
variables
If w = f ( x, y) is a differentiable and if x = x (t), y = y(t) are differentiable function of t,
then the composite function w = f ( x (t), y(t)) is differentiable function of t and is given by

dw ∂ f dx ∂ f dy
= +
dt ∂x dt ∂y dt

Problem 18:- Use the Chain Rule to find the derivative of w = xy with respect to t along
the path x = cos t, y = sin t. What is the derivative’s value at x = π/2 ?
Solution: from the chain rule, we have
dw ∂w dx ∂w dy
= +
dt ∂x dt ∂y dt
∂ d ∂ d
= ( xy). (cos t) + ( xy). (sin t)
∂x dt ∂y dt

dw
= y.(− sin t) + cos t. cos t
dt
= cos2 t − sin2 t = cos 2t

Also,
dw
= cos 2(π/2) = −1
dt t=π/2

Note:- Branch diagram to remamber the above chain rule

Similarly, chain rule for function of three independent variables, i.e., w = f ( x, y, z) is

dw ∂w dx ∂w dy ∂w dz
= + +
dt ∂x dt ∂y dt ∂z dt
dw dw
Problem 19:- Find dt if w = xy + z, x = cos t, y = sin t, z = t. Also, find dt at t = 0.
Solution:
dw ∂w dx ∂w dy ∂w dz
= + +
dt ∂x dt ∂y dt ∂z dt
= y.(sin t) + x. cos t + 1
= − sin2 t + cos2 t + 1 = 1 + cos 2t.

Also,  
dw
=2
dt t =0
1.4. Partial Derivatives 20

Figure 1.12: Chain rule diagram

Theorem:- Chain rule for two independent variables and three independent variables
Let w = f ( x, y, z), x = g(r, s), y = h(r, s) and z = k (r, s) all are differentiable, then

∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + +
∂r ∂x ∂r ∂y ∂r ∂z ∂r
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + +
∂s ∂x ∂s ∂y ∂s ∂z ∂s
2 r 2
Problem 20:- Express ∂w ∂w
∂r and ∂s in terms of r and s if w = x + 2y + z , x = s , y = r + ln s,
z = 2r.
Solution: From the chain rule, we have
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + +
∂r ∂x ∂r ∂y ∂r ∂z ∂r
 
1
= 1. + 2.(2r ) + 2z.(2)
s
1 1
= + 4r + 8r = + 12r
s s
Similarly, we can obtained
∂w 2 r
= − 2.
∂s s s
1.4. Partial Derivatives 21

Total Differential:- Consider a function f ( x, y) of two independent variables x and y, Then

the total differential is defined as
∂f ∂f
df = dx + dy
∂x ∂y

Similarly, for f = f ( x, y, z)
∂f ∂f ∂f
df = dx + dy + dz
∂x ∂y ∂z
1.5. Extreme Values and Saddle Points 22

1.5 Extreme Values and Saddle Points

Continuous functions of two variables assume extreme values on closed, bounded do-
mains.
A maximum or minimum value of a function is called an extreme value.
Definition: Local Maximum or local Minimum
Let f ( x, y) be defined on a region R containing the point ( a, b). Then

i). f ( a, b) is a local maximum value of f if f ( a, b) ≥ f ( x, y) for all domain points ( x, y)

in an open disk centered at ( a, b).

ii). f ( a, b) is a local minimum value of f if f ( a, b) ≤ f ( x, y) for all domain points ( x, y)

in an open disk centered at ( a, b).

Note:- Local extrema are also called relative extrema.

First derivative test for the local extreme values:
If f ( x, y) has a local maximum or minimum value at an interior point ( a, b) of its domain
an if the first derivatives exists, then f x ( a, b) = 0 and f y ( a, b) = 0. Definition:- Critical
Point
An interior point of the domain of a function f ( x, y) where both f x and f y are zero or both
of f x and f y do not exist is called a critical point of f .
Definition:- Saddle Point
A differentiable function f ( x, y) has a saddle point at a critical point ( a, b) if in every open
disk centered at ( a, b), there are domain points ( x, y), where f ( x, y) > f ( a, b) and domain
point ( x, y), where f ( x, y) < f ( a, b). The corresponding point ( a, b, f ( a, b)) on the surface
z = f ( x, y) is called a saddle point of the surface.
Problem 21:- Find local extreme values of

f ( x, y) = x2 + y2 − 4x + 9.

Solution: The domain of f is the entire plane (so there are no boundary points) and the
partial derivatives f x = 2x and f y = 2y − 4 exist everywhere. Therefore, local extreme
values can occur only where

f x = 2x = 0 and f y = 2y − 4
=⇒ x = 0 and y=2

The only possibility is the point (0, 2), where the value of f is 5. Since f ( x, y) = x2 + (y −
2)2 + 5 is never less than 5. Hence, 5 is the local minima at the critical point (0, 2).
Second derivative test for local extreme values:
Suppose that f ( x, y) and its first and second partial derivatives are continuous throughout
a disk centered at ( a, b) and that f x ( a, b) = f y ( a, b) = 0, then
2 > 0 at ( a, b ).
i). f has a local maximum at ( a, b) if f xx < 0 and f xx f yy − f xy
1.5. Extreme Values and Saddle Points 23

2 > 0 at ( a, b ).
ii). f has a local minimum at ( a, b) if f xx > 0 and f xx f yy − f xy
2 < 0 at (a,b).
iii). f has a saddle point at ( a, b) if f xx f yy − f xy
2 = 0 at (0, 0).
iv). the test is inconclusive at ( a, b) if f xx f yy − f xy
In this case, we must find some other way to determine the behavior of f at ( a, b).
Problem 22:- Find the local extreme values of the function
f ( x, y) = xy − x2 − y2 − 2x − 2y + 4.
Solution: The function is defined and differentiable for x and y and its domain has no
boundary points. The function therefore has extreme value only at the points where f x
and f y are similarly zero. This leads to
y=-2
f x = y − 2x − 2 = 0, f y = x − 2y − 2 = 0,
or x = y = −2.
Therefore, the point (−2, −2) is the only point where f may take on an extreme value. To
see if it does so, we calculate, f xx = −2, f yy = −2, f xy = 1.
The discriminant of f at ( a, b) = (−2, −2) is
2
f xx f yy − f xy = (−2)(−2) − (−1)2 = 3
2 > 0 tells us that f has a local maximum at
The combination f xx < 0 and f xx f yy − f xy
(−2, −2). The value of f at this point is f (−2, −2) = 8.
Absolute Maxima and Minima on Closed Bounded Regions
The absolute extrema of a continuous function f ( x, y) on a closed and bounded region R
into three steps.
a). List the interior points of R where f may have local maxima and minima and evalu-
ate f at these points. These are the critical points of f .

b). List the boundary points oƒ R where f has local maxima and minima and evaluate
f at these points.

c). Look through the lists for the maximum and minimum values of f . These will be
the absolute maximum and minimum values of f on R. Since absolute maxima and
minima are also local maxima and minima, the absolute maximum and minimum
values of f appear somewhere in the lists made in Steps 1 and 2.
Problem 23:- Find the absolute maximum and minimum values of
f ( x, y) = 2 + 2x + 2y − x2 − y2
on the triangular region in the first quadrant bounded by the lines x = 0, y = 0, y =
9 − x.
Solution:
1.6. Lagrange Multipliers 24

1.6 Lagrange Multipliers

Let f ( x, y, z) be a function of x, y, z which is to be examined for maximum or minimum
value and let the variables be connected by the relation

ϕ( x, y, z) = 0 (1.2)

Since f ( x, y, z) is to have a maximum or minimum, the necessary condition is

∂f ∂f ∂f
= 0, = 0, = 0.
∂x ∂y ∂z

∂f ∂f ∂f
∴ dx + dy + dz = 0 (1.3)
∂x ∂y ∂z
Also, differentiating the given relation ϕ( x, y, z) = 0, we have

∂ϕ ∂ϕ ∂ϕ
dx + dy + dz = 0 (1.4)
∂x ∂y ∂z

Now multiplying eq.(1.4) by the parameter λ (called Lagrange Multiplier) and addition to
eq.(1.3), we get
     
∂f ∂ϕ ∂f ∂ϕ ∂f ∂ϕ
−λ dx + −λ dy + −λ dz = 0 (1.5)
∂x ∂x ∂y ∂x ∂z ∂x

This equation will be identically satisfied if coefficients of dx, dy, dz are separately zero.
,i.e.,
∂f ∂ϕ
−λ = 0 (1.6)
∂x ∂x
∂f ∂ϕ
−λ = 0 (1.7)
∂x ∂x
∂f ∂ϕ
−λ = 0 (1.8)
∂x ∂x
The four equations (1.2), (1.6), (1.7), (1.8) will determine the value of x, y, z (and λ) for
f ( x, y, z) is stationary.
Problem 24:- Find the greatest and smallest values that the function f ( x, y) = xy takes
on the ellipse
x2 y2
+ =1
8 2
Solution:
Here is a cite,[1]
Bibliography

[1] Weir Thomas George B. Thomas’ Calculus. Pearson, 2014.

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