CO-2 Material
CO-2 Material
(CO-2)
Session-09
Partial Derivative
Instructional Objective:
1. Understand the concept of partial derivative.
2. Be able to understand that how to find partial derivative and its application.
Learning Outcomes: Students will learn to understand the concept and application of
partial derivative.
Partial Derivative:
Let be function of two independent variables x and y. If we keep y constant
and x varies then z becomes a function of x only. The derivative of z with respect to x, keeping y
as constant is called partial derivative of ‘z’ with respect to ‘x’ and is denoted by symbols,
etc.
Then,
The process of finding the partial differential coefficient of z with respect to ‘x’ is that of
ordinary differentiation, but with the only difference that we treat ‘y’ as constant.
Similarly, the partial derivative of ‘z’ with respect to ‘y’ keeping ‘x’ as constant is
denoted by
etc.
1
Then,
and are called first order partial derivative of ‘z’ with respect to ‘x’ and ‘y’,
respectively.
function of two variables and their partial derivative can be taken. Hence, we can differentiate
partially with respect to ‘x’ and ‘y’ again and get the second order partial derivative as follows:
1.
2.
2
3.
Standard Notations:
Solution:
We have
Solution:
We have
3
. (1)
. (2)
(3)
Similarly, taking partial derivative of Eq. (2) w. r. to ‘x’. we have,
(4)
Solution: We have,
and
Thus, we have
Example: Check whether the function satisfy the Laplace equation or not.
and
Thus, we have
4
Thus, the given function ‘u’ does not satisfy the Laplace Equation.
Review Questions:
Self-assessment questions:
1. . Find at
a. 0
b. 1
c. 2
d. 3
Terminal Questions:
5
Tutorial Questions:
Quiz Questions:
6
d) .
4. If , then
a) 33
b) 0
c) 3
d) 1
5. If , then
a) .
b) .
c) .
d) .
6. If , then,
a) .
b) .
c) .
d) .
7
10. If , then the value of is:
a) .
b) .
c) .
d) .
Answers: 1-b; 2-c;3-a; 4-d; 5-a; 6-c; 7-a; 8-d; 9-b; 10-c.
Session-10
Chain Rule, Total Differentiation, and Jacobian
Instructional Objective:
3. Be able to understand the concept of Chain rule; Total differentiation and its
application.
4. Understand the concept of Jacobian.
Learning Outcomes: Students will learn to understand the concept and application of
Jacobian, Total differentiation, and Chain rule
Chain Rule
In calculus, the chain rule is a formula that expresses the derivative of the composite of two
differentiable functions ‘f’ and ‘g’ in terms of the derivatives of ‘f’ and ‘g’. More precisely,
if is the function such that for every ‘x’, then the chain rule is
8
Example 1: Find for
Solution:
Let
Thus,
Thus, we have
Thus, we have,
Result:
If and . Then the partial derivative of ‘u’ with respect to ‘p’
and ‘q’ are defined as follows:
9
Example: If where and . Then find the values
of and .
Solution:
And,
Total Derivative
If , where and , then we can express ‘u’ as a function
of ‘t’ alone by substituting the values of ‘x’ and ‘y’ in .
Thus, we can find the ordinary derivative which is called total derivative of ‘u’ to distinguish
Now to find without actual substituting the values of ‘x’ and ‘y’ in , we establish this
following formula:
10
In general if , where
. Then the total differential
derivative or total derivative is given by,
Example 1: Find the total derivative of with respect to ‘r’, given that
.
Solution:
Thus, we have
11
Results: As we know that if , where
. Then the total differential derivative or total derivative
is given by,
becomes
Solution:
Let
Then
12
Thus
Example 2: Find the total derivative of with respect to ‘x’, given that
Solution:
Thus,
Solution:
(1)
Now, let
13
Using above value in Eq. (1), we have,
Jacobian:
The term “Jacobian” often represents both the Jacobian matrix and determinants, which
is defined for the finite number of functions with the same number of variables. Here, each row
consists of the first partial derivative of the same function, with respect to the variables. The
Jacobian matrix can be of any form. It may be a square matrix (number of rows and columns are
equal) or the rectangular matrix (the number of rows and columns are not equal).
If ‘u’ and ‘v’ are functions of the two independent variables ‘x’ and ‘y’, then the determinant
is called the Jacobian of ‘u’ and ‘v’ with respect to ‘x’ and ‘y’ and is written as
Similarly, the Jacobian of ‘u’, ‘v’, ‘w’ with respect to ‘x’, ‘y’, ‘z’ is written as follows:
14
Example 1: Let and . Then find the Jacobian of ‘u’ and ‘v’ with respect to
‘x’ and ‘y’.
Thus .
Example 2: If . Compute .
Solution:
Thus, we have
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Properties of Jacobian
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Example 2: If . Show that .
Solution: We have
Thus
Thus,
Hence, .
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2. Second Property (Chain Rule):
If ‘u’, ‘v’ are the functions of ‘r’, ‘s’ where ‘r’, ‘s’ are functions of ‘x’, ‘y’, then
Solution:
And
Thus, we have,
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In other words, if Jacobian of two or more functions is zero, then functions are linearly
dependent.
Solution:
Which gives,
Solution:
If ‘u’, ‘v’, ‘w’ are functionally dependent then
Now,
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(Two columns are identical)
Review Questions:
Self-assessment questions:
3. If , then
e.
f.
g.
h.
e.
f.
g.
h.
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5. The Jacobian of w.r.t given is
a. 0
b. 1
c. 2
d. -2
Terminal Questions:
2. Simplify:
a) If and . Then find .
b) If . Then find
4. Given . Calculate .
5. Show that the functions are
dependent.
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Tutorial Problems
2. Simplify:
a. Given . Then find .
b. If , where . Find .
2. Simplify:
a. Find when .
b. Find the total derivative of with respect to ‘x’, given that
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3. Given . Find the value of .
Quiz Questions
a. .
b. .
c. .
d. .
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4. The value of for is:
a. .
b. .
c. .
d. .
5. If where , then is
a. .
b. .
c. .
d. .
6. If . Then at is:
a. -184
b. 90
c. 20
d. -40.
8. Which among the following is the definition of Jacobian of ‘u’ and ‘v’ w.r.t ‘x’ and ‘y’:
a. .
b. .
c. .
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d. .
Answers: 1-b; 2-c; 3-a; 4-d; 5-c; 6-a; 7-c; 8-b; 9-c; 10-a.
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[ +---
Note : In the Taylor’s series when (a,b) then the series is called Maclaurin’s series.
Maclurin’s series of f(x,y) about the origin is
f(x,y)=f(0,0)+[x (0,0)+y + [ +---
x
Example-1: Expand the function f (x, y) =e Cos y in the neighborhood of up to the
terms of second degree by taylor’s series. Also find the fifth term of the series.
Ex:-2 Expand the function f (x, y) =sin xy in the neighborhood of up to third degree
by taylor’s series . Also find the value of the third degree first term.
Ex:-3 Expansion of f(x, y)= up to second degree containing (x+1) & (y-1)
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Sol:
Review Questions:
1. Find first order partial derivatives of u = x3+ y2?
2. Find second order partial derivatives of u = Sin(x+y)?
Summary:
Here, we discussed about how to expand a function of two variables around a neighborhood
point as polynomial in x, y.
Self-assessment questions:
1. Find first order partial derivatives of u = x2+ y2?
a)
b)
c)
d)
Ans: a
2. Find first order partial derivatives of u = x3 y2?
a)
b)
c)
d)
Ans: b
3. Find first order partial derivatives of u = x3 y?
a)
b)
c)
d)
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Ans: a
4. Find second order partial derivatives of u = x3 y2?
a)
b)
c)
d)
Ans: a
5. Find first order partial derivatives of u = x3 + y2?
a)
b)
c)
d)
Ans: a
Terminal Questions:
Classroom delivery problems
1. Express the Taylor’s series expansion for f (x, y) = x2y+3y-2 in powers of (x-1) & (y+2).
2. Expand f ( x, y ) = sin x cos y in powers of ‘x’ and ‘y’ up to the terms of second degree.
x
3. Expand the function f (x, y) =e log(1+y) in terms of ‘x’ and ‘y’ up to the terms of second
degree.
4. Write the expansion of f (x, y) = in powers of ‘x’ and ‘y’ up to the terms of third
degree.
5. Expand the function f (x, y) = Cos xy in the neighborhood of up to third
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Tutorial Problems
1. Apply Taylor’s series to expand f(x, y)=x3+2xy+y3 in powers of (x+1)and (y+2).
2. Applying Taylor’s series expansion formula expand the function f(x, y)= siny at (-1,π/4) up
to the terms of second degree.
3. Write the expansion of f (x, y) = x +1 in powers of ‘x-1’ and ‘y’ up to the terms of third
degree.
4. Expand in powers of and up to the terms of second
degree.
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3. Calculate the values of for each pair of values.
4.
i. If is maximum.
ii. If is minimum.
iii. If is not an extreme value i.e., is a saddle
point.
iv. If then the case is doubtful and needs further investigation.
Example: 1
Determine the maxima and minima of
Sol: and
(2)
On solving (1) and (2) we get,
Now, , ,
Also,
Thus, the given function attains minimum value at (2, -1).
The minimum value is
Ex:-2 Divide 120 into three parts so that the sum of their products taken two at a time is
maximum. If x, y, z are two parts, find value of x, y and z.
Review questions:
1. Solve the system of equations .
2. What is the critical point?
3. What is the condition for a point to be neither maximum nor minimum?
Summary:
In this session, we discussed about how to find maxima and minima of a function in
two variables.
Self-assessment questions:
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1. For function f(x, y) to have maximum value at (a, b) is?
Ans: a
2. What is the saddle point?
a) Point where function has maximum value
b) Point where function has minimum value
c) Point where function has zero value
d) Point where function neither have maximum value nor minimum value
Ans: d
3. For function f(x, y) to have minimum value at (a, b) is?
Ans: b
4. What is the condition for method fails to find maxima and minima of function f(x, y)?
Ans: d
5. What is the critical point of
a) (-2,0)
b) (2,0)
c) (0,-2)
d) (0,3)
Ans: a
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Terminal questions
CLASSROOM DELIVARY PROBLEMS
1. Determine the maxima and minima of
3. A rectangular box open at the top is to have a volume of 32 cubic ft. Find the dimensions
of the box requiring least material for its construction.
4. Show that the rectangular solid of maximum volume that can be inscribed in a sphere is
cube.
5. Divide 36 into 3 parts such that the product of the first square of the second and cube of
the third is maximum
PRACTICE PROBLEMS
TUTORIAL PROBLEMS
1. The sum of three numbers is constant. Prove that their product is maximum when
they are equal.
2. Evaluate minimum values of , given that ax+by+cz=p
3. Find the dimensions of the rectangular box, open at the top, of maximum capacity
where surface is 432 sq.cm.
4. The temperature T at any point (x, y, z) in space is .Find the highest
temperature on the surface of the unit sphere of
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5. Evaluate maximum and minimum values of the function
Explanation:
Working rule
1. Write 𝐹=(𝑥,𝑦,𝑧)+𝜆(𝑥,𝑦,𝑧).
3. Solve the above equations together with ∅(𝑥,𝑦,𝑧)=0. The values of x, y and z will give the
stationary value of 𝑓(𝑥,𝑦,𝑧). Thus, we will get the local extremum points through the solutions of
the above set of equations
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i.e., 𝐹=𝑥2+𝑦2+𝑧2+ 𝜆∙(𝑥𝑦𝑧−𝑎3) (3)
Example 2. Determine the rectangular solid of maximum volume that can be inscribed in a
sphere.
Sol. Let 2𝑥,2𝑦,2𝑧 be the length, breadth and height of the rectangular solid so that its volume
𝑉=8𝑥𝑦𝑧 (1)
𝑅2=𝑥2+𝑦2+𝑧2=𝜙 (2)
i.e., 𝐹=8𝑥𝑦𝑧+(𝑥2+𝑦2+𝑧2−𝑅2)𝜆
Therefore 𝑥=𝑦=𝑧
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Thus for a maximum volume 𝑥=𝑦=𝑧
Example 3. A rectangular box open at the top is to have volume of 32 cubic feet. Determine the
dimensions of the box requiring least material for its construction.
Sol. Let 𝑥,, are be the edges of the box and s be its surface.
F=s+λ∅=xy+2xz+2yz+λ(xyz−32).
𝜕𝐹/𝜕𝑥=𝑦+2𝑧+𝜆𝑥𝑧=0 (3)
𝜕𝐹/𝜕𝑦=𝑥+2𝑧+𝜆𝑥𝑧=0 (4)
𝜕𝐹/𝜕𝑧=2𝑥+2𝑦+𝜆𝑥𝑦=0 (5)
Review questions
1. For which functions this method is applicable?
2. What are the disadvantages of this method?
Summary
In this session, we introduced method of Lagrange multipliers. By this method we explained
how to find maxima and minima for a multivariable function with examples.
Terminal questions
Classroom delivery problems
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4. Divide 24 into three parts such that the continued product of the first, square of the
second and the cube of the third may be maximum.
Tutorial Problems
1. If the total surface area of a closed rectangular box is 108 sq.cm. Find the dimensions of
the box having maximum capacity
2. Show that the rectangular solid of maximum volume that can be inscribed in a sphere is
cube.
3. Find the dimensions of the rectangular box, open at the top, of maximum capacity where
surface is 432 sq.cm.
4. Find the volume of the pararallelopiped that can be inscribed in the ellipsoid
Instructional Objective:
1. To understand and modelling into second order DE of the real word problems.
2. To solve the LCR circuits without and with EMF problems.
Learning Outcomes:
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1. Able to be model the second order ODE LCR circuits without and with EMF problems.
Introduction:
The general form of the nth order linear differential with constant coefficients is
dn y d n −1y dy
k0 + k1 + ....... + k n −1 + k n y = F( x ) (1)
dx n dx n −1 dx
where k 0 ( 0), k1, k n −1, k n are cons tan ts and X is a function of x
d2 y dy
Ex .1 +5 − 6y = sin x
2 dx
dx
d2 y dy
Ex .2 +3 + 2y = e x
2 dx
dx
d4 y d2y
Ex .3 +4 +y=0
dx 4 dx 2
dn y
Put Dn y = , for n = 0,1, 2, ... etc
dx n
equation (1 )takes the form
k 0 Dn y + k1Dn −1y + ..... + k n −1Dy + k n y = X( x )
COMPLEMENTARY FUNCTION
Ex .1
Consider the equation
d2 y dy
+6 + 5y = 0. Writing in operator form
2 dx
dx
( D2 + 6D + 5) y = 0.
Roots of the equation m 2 + 6m + 5 = 0 are
→ ( m + 5)( m + 1) = 0
Roots are − 5, − 1
Complementary function
y( x ) = yc ( x ) = c1e −5x + c 2e − x
Ex .2
d2 y dy
Consider the equation +2 +y=0
2 dx
dx
(
Operator form of the equation D 2 + 2D + 1 y = 0 )
2
If theDtwo+roots
2D +are 1 = complex
0 conjugate roots
say m→ ( D++1i)2, m
1= = 20 = − i, then
) = eare
yc ( xroots x
(−c11cos
, − 1x + c2 sin x ) + c3e m3 x + ..... + cn e mn x
complementary function
yc ( x ) = ( c1 + c2 x ) e − x 38
Ex .3
d2 y dy
+2 + 4y = 0
dx 2 dx
Writing in operator form is
( D2 + 2D + 4) y = 0
D 2 + 2D + 4 = 0
→ roots m1 , m 2 = −1 i 3
(
yc ( x ) = e− x c1 cos 3x + c2 sin 3x )
d2 y dy
1.Deter min e thesolution of +3 + 2y = 0
dx 2 dx
Writing in operator form
( D2 − 6D + 9) y = 0
→ ( D − 3) = 0
2
roots are − 3, −3
so, complementary function is
yc ( x ) = y( x ) = ( c1 + c2 x ) e −3x
d2 y dy
2.Compute the complementary function of −6 + 9y = 0
2 dx
dx
Writing in operator form
( D2 − 6D + 9) y = 0
→ ( D − 3) = 0
2
roots are − 3, −3
so, complementary function is
yc ( x ) = y( x ) = ( c1 + c2 x ) e −3x
d2 y dy
3.Compute the complementary function of + 2 + 2y = 0
writng in operator form dx 2 dx
( D2 + 2D + 2) y = 0
roots are − 1 i
complementary function
is yc ( x ) = e− x (c1 cos x + c2 sin x ) 39
Solving electrical circuit problems without e.m.f
L-C-R Circuit
An LCR circuit, also known as a resonant circuit, tuned circuit, or an RLC circuit, is an
electrical circuit consisting of an inductor (L), capacitor (C) and resistor (R) connected in series
or parallel.
The algebraic sum of all the voltages around any closed loop in a circuit is equal to zero.
This idea by Kirchhoff is commonly known as the Conservation of Energy, as moving around a
closed loop, or circuit, you will end up back to where you started in the circuit and therefore back
to the same initial potential with no loss of voltage around the loop.
Hence any voltage drops around the loop must be equal to any voltage sources met along the
way.
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q
Voltage drop across Capacitor of capaci tan ce c is
c
dq
Voltage drop across Re sister of resis tan ce R is Ri = R
dt
d 2q dq q
L +R + =E
2 dt c
dt
or
d 2q R dq q E
+ + =
2 L dt cL L
dt
Example: Determine the charge in an LC series circuit when inductance 1 H, capacitance 0.25 F,
and E (t) = 0 V.
Solution: We know that from Kirchhoff’s law
VR+VL+VC = EMF
+ =0
+ =0
+ =0
This is homogeneous differential equation it has only solution of Complimentary function
AE = f(m) = 0
m2+10m+25 = 0 (m+5)2 = 0 m = -5, -5
solution Q = C.F = (C1+C2 t)e-5t
at t = 0, Q = 0 C1 = 0
Therefore Q=C2 t e-5t
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1. Determine the charge on the capacitor in an LRC series circuit at t = 0.01 s when
inductance 1 H, resistance 9, capacitance (1/20) F, Electromotive force (EMF) is 0 V,
q(0) = 3 C, and i(0) = 0 A.
2. Compute the charge on the capacitor in an LRC series circuit at t when inductance 3H,
resistance 15, capacitance (1/12) F, E(t)= 0 V, q (0) =1C, and i (0) =2 A.
3. Determine the charge on the capacitor in an LRC series circuit at when inductance 1 H,
resistance 18 ohms, capacitance 1/81, F, E(t)= 0.
4. Determine the charge on the capacitor in an LRC series circuit at t when inductance 1 H,
resistance 10, capacitance 0.04 F, V, q (0) =5 C, and i(0) =0 A.
PRACTICE PROBLEMS
5. Determine charge q in the LRC circuit with inductance 1H, resistance 16 ohms,
capacitance (1/16) F, , and the initial conditions are q(0) = 0, i(0) = 1.
TUTORIAL PROBLEMS
1. Determine the charge on the capacitor in an LRC series circuit at t when inductance 1 H,
resistance 4, capacitance 0.25 F, E(t) = 0 V, q(0) =5 C, and i(0) =0 A.
2. Determine the charge on the capacitor in an LC series circuit at t when L = 2 h, C= 0.005
F, E(t) = 0 V, q(0) = 5 C, and i(0) = 0 A.
3. Determine the charge on the capacitor in an LC series circuit at t when inductance 1 H,
capacitance 1F, E(t) = 0 V, q(0) = 2 C, i(0) = 0 A.
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4. Apply Kirchhoff’s law and evaluate the charge flowing in an LRC series circuit when
inductance 1 H, resistance 6 ohms and capacitance 1/5 F, E(t)= 0V, q(0) = 1 C, and i(0) =
3 A.
5. Determine the charge on the capacitor in an LRC series circuit at t when inductance 1 H,
resistance 10, capacitance 0.04 F, V, q(0) = 5 C, and i(0) = 0 A.
6. The motion of a mass spring system without damping is described by the I.V.P
d 2x
+ 4 x = 2cos t , x(0) = 0, x(0) = 1 , where x is the distance of the mass from the
dt 2
equilibrium position, downward being taken as positive direction. Determine the
displacement of the motion.
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