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Total Derivative

The total derivative of a function f of three variables x, y, z is defined as: df/dt = (∂f/∂x)(dx/dt) + (∂f/∂y)(dy/dt) + (∂f/∂z)(dz/dt) When x, y, z are functions of a single variable t, the total derivative expresses how f changes with respect to t. Taking the partial derivative of an implicit function f(x,y) = 0 allows us to solve for dy/dx without explicitly solving for y in terms of x. The formula is: dy/dx = - (∂f

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Vardhan Mungla
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0% found this document useful (0 votes)
6K views33 pages

Total Derivative

The total derivative of a function f of three variables x, y, z is defined as: df/dt = (∂f/∂x)(dx/dt) + (∂f/∂y)(dy/dt) + (∂f/∂z)(dz/dt) When x, y, z are functions of a single variable t, the total derivative expresses how f changes with respect to t. Taking the partial derivative of an implicit function f(x,y) = 0 allows us to solve for dy/dx without explicitly solving for y in terms of x. The formula is: dy/dx = - (∂f

Uploaded by

Vardhan Mungla
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Total Derivative

Total Derivative
• Total derivative of a function f of three variables x, y, z is defined by
df and is defined as

f f f
df  dx  dy  dz
x y z

• Where or not x,y and z are independent of each other.


• Several types of dependence among x,y and z are considered.
2
Total Derivative - 1
• Let u  f x, y  and x and y are themselves functions of a single
independent variable t.
• Then the dependent variable f may be considered as truly a function of
the one independent variable t via the intermediate variable x, y.
• Now the derivative of f w.r.t. t is written as

df f dx f dy
 
dt x dt y dt

• Where or not x,y and z are independent of each other.


3
Total Derivative - 1
• Let u  f x, y, z  and x, y and z are themselves functions of a single
independent variable t.
• Then the dependent variable f may be considered as truly a function of
the one independent variable t via the intermediate variable x, y and z.
• Now the derivative of f w.r.t. t is written as

df f dx f dy f dz
  
dt x dt y dt z dt

• Where .x  xt , y  y t , z  z t ,
4
Total Derivative - 2
• Let u  f x, y, z  and y and z are functions of x.
• Then the dependent variable f may be considered as truly a function of
the one independent variable x
• Now the derivative of f w.r.t. x is written as

df f dx f dy f dz
  
dx x dx y dx z dx

• Where . y  y  x , z  z x ,

5
du
Example 1: Find as a total derivative and verify the result by direct
dt
substitution if u  x 2  y 2  z 2 and x  e 2 t , y  e 2 t cos 3t , z  e 2 t sin 3t.

Solution: here u is a function of x, y, z and x, y, z are in turn function of


t. thus u is a function t via the intermediate variable x, y, z. then
du u dx u dy u dz
  
dt x dt y dt z dt
du
dt
  
 2 x.2e 2t  2 y. 2e 2t cos 3t  3e 2t sin 3t  2 z. 2e 2t sin 3t  3e 2t cos 3t 
 2 x.2.x  2 y.2. y  3.z   2 z.2.z  3. y 
du
dt du

 4 x2  y2  z 2  Answer dt
 8e 4t
6
Example 2: Find the total differential coefficient of x 2 y w. r. t. x when x, y
connected by f  x 2  xy  y 2  1
u u
Solution: du  dx  dy
x y
du u u dy du 2 dy
   2 xy  x
dx x y dx dx dx

From the function f  x 2  xy  y 2  1 we have


dy fx 2x  y
 
dx fy x  2y
du 2 2x  y 
 2 xy  x   
dx  x  2y 
7
Partial Differentiation of Composite
Functions: Change of Variable

8
Partial Differentiation of Composite Functions: Change of Variable

u u
Example 1: If u  x  y , x  2r  3s  4, y  r  8s  5 find
2 2
and
r s

Solution: here u is a function of x, y which are functions of s, t. so by


chain rule u u x u y
   2 x.2   2 y  1  22 x  y 
r x r y r

u u x u y
   2 x. 3   2 y 8   6 x  16 y
s x s y s

9
Partial Differentiation of Composite Functions: Change of Variable

 
Example 1: If wx, y, z   f x 2  y 2  z 2  f u 
w w
where x  r cos  cos  , y  r cos  sin  and z  r sin  find and
 
Solution: here u is a function of x, y and z which are functions of r, θ
and ϕ. so by chain rule
w w u w  u x u y u z 
     
 u  u  x  y  z  
w
 2 x. r sin  cos    2 y r sin  sin    2 z r cos 
u
Substituting the value of x, y and z we get,
w
2
u
 r 2 sin  cos  cos 2   r 2 sin  cos  sin 2   r 2 sin  cos  

2 w
 2r  sin  cos  sin  cos   0 Anwser
u 10
Partial Differentiation of Composite Functions: Change of Variable

Similarly we have
w w u w  u x u y u z 
     
 u  u  x  y  z  

w
 2 x. r cos sin    2 yr cos cos    2 z 0
u
Substituting the value of x, y and z we get,
w
2
u

 r 2 sin  cos  cos 2   r 2 sin  cos  cos 2  
w
 2r 2
0  0 Anwser
u
11
Partial Differentiation of an Implicit Functions

Implicit Function: An implicit function of x and y is an equation of the form


f  x, y   0
Which can not necessarily be solved for one of the variables say x in terms of the
other variable say y.
Example: x2  y2  a2  0 ………….. (1)
is an implicit function which can not be solved for say x in terms of y explicitly.
If (1) defines y as function of x, the derivative of y w. r. t. x can be calculated in
terms of f, without solving (1) explicitly for x in the form y  y  x  ,

12
Partial Differentiation of an Implicit Functions

By differentiating (1) partially w. r. t. x as


f dx f dy …………… (2)
 0
x dx y dx
Solving (2) we get
f
dy
  x 
fx
………….. (3)
dx f fy
y
Higher derivative of (1) can be obtained by differentiating (3) on both sides.

fx x  fy   2 fx y fx fy  fy y  fx 
2 2
if f y  0
2
d y

dx 2
f 
y
3

13
Partial Differentiation of an Implicit Functions
dy
Example 1: Find from the given implicit function f connecting x and y.
dx
f  x, y   x sin  x  y    x  y 
f
 sin x  y   x. sin  x  y .1  1
Solution:
  x
dy

dx f x cosx  y .(1)  1
y

14
Partial Differentiation of an Implicit Functions
dy
Example 1: Find from the given implicit function f connecting x and y.
dx
xy  yx

Solution: taking log f  y log x  x log y  0

f y
 log y
  x
dy
 x
dx f x
log x 
y y

15
Partial Differentiation of an Implicit Functions
dy
Example 1: Find from the given implicit function f connecting x and y.
dx
y  sin x
xy

Solution: taking log f  x , y   x y


log y  log sin x  0 ……….(1)
Now put z  x y so log z  y log x ……….(2)
Differentiating (2) w. r. t. x and y, we get
1 1 y y y y 1
z x  y. so z x  . z  . x  y x …………(3)
z x x x
1
z y  log x so z y  z log x  x log x
y
…………(4)
z
Now differentiating (1) partially w. r. t. x and y, we get

16
Partial Differentiation of an Implicit Functions

Solution: Now differentiating (1) partially w. r. t. x and y, we get

f  y
x
 fx 
x
 y 1

x log y  log sin x  yx log y  cot x ….(5)

f x y
 f y  x y log x. log y  0 ….(6)
y y

Substituting (5) and (6) in


f
yx y 1 log y  cot x
  x
dy
 y
dx f x log x. log y  x yy 1

y
17
Homogeneous Function
Euler’s Theorem

18
Homogeneous Functions

A polynomial in x and y is said to be homogeneous if all its terms are of the same
degree.
A function f x, y  in two variables x and y is said to be a homogeneous function of
degree n if for any positive number λ .

f x, y   n f x, y 
OR

 y x
f x, y   x   
n
OR f x, y   y   
n

x  y
Here n could be positive, negative or zero.

19
Homogeneous Functions

Example:

1 2
(1) 3x  2 xy  y is homogeneous of degree 2.
2

3
x y
(2) is homogeneous of degree ½.
x y
 y 1  x 
(3) sin    tan   is homogeneous of degree zero.
x  y

1 2 2 1
 
(1) x y 3 3
x y
3 3 is not homogeneous.

20
Euler’s Theorem

21
Euler’s Theorem

1. If u(x, y) be a homogeneous function of x and y of


degree n, then
u u
x y  nu
x y

2. If z is a homogeneous function of x, y of degree n and


z = f(u), then

u u f u 
x y n
x y f ' u 

22
Euler’s Theorem
x 1  y 
Ex.1 If u  x, y , z   sin 
1
 y
  tan  x 
   
u u
Prove that x y 0
x y

Solution: differentiating both sides with respect to x, we get

u 1 1 1  y 
 .
 y
 .  2
2 
x  2
    y   x 
 x  1  
1  
  
  y   x
 

23
Euler’s Theorem

u 1 1 1  y 
 .
 y
 .  2
2 
x  2
    y   x 
 x 1  
1  
  
  y
  x
 

u 1 y
   2
x y 2
 x2  x  y2

u x xy
  2
y 
x
x 2
 x2 x  y 2 …….(1)

24
Euler’s Theorem

u 1 x 1 1
 .
 y2 
 2 
. 
y  2
    y   x
 x 1  
1  
  
  y
  x
 

u x x
   2
y y y 2
 x2  x  y2

u x xy
  2
y 
y
y 2
 x2 x  y2 ……. (2)

25
Euler’s Theorem

u x xy
  2 ……… (1)
y 
x
x 2
x 2 x  y2

u x xy
  2
y 
y
y 2
 x2 x  y2 ……. (2)
By adding (1) and (2) we get

u u
x y 0
x y

26
Euler’s Theorem
x 1  y 
Ex.1 If u  x, y   sin 
1
 y
  tan  x 
   
u u
Prove that x y 0
x y
log x  log y
f  x, y   2 
1 1
Ex.2. If 
x xy x2  y2

f f
Show that x y  2 f  x, y   0
x y

27
Euler’s Theorem
 x 2
 y 2

Ex.3 If 1
u  tan   

 x  y 

Prove that x u  y u  1 sin 2u


x y 2
 x 14  y 14 
Ex.4. If u  sin 1  1 
 x 5  y 15 
 
u u 1
Show that x y  tan u
x y 20

28
Euler’s Theorem

Ex.5 If u  tan 1 x 2  2 y 2 
Prove that x u  y u  sin 2u
x y
 2
u  2
u  2
u
x 2
 2 xy y 2
 2 sin u cos 3u
x 2
xy y 2

Ex.6. Verify Euler’s theorem for


x
1 1  y 
(a) u  sin 
 y
  tan  x 
   

(b) f x, y   4 x 3  3x 2 y  2 xy 2  5 y 3

29
Euler’s Theorem

1. If u be a homogeneous function of x and y of degree n,


then
 2
 2
 2
 nn  1u
u u u
x 2
 2 xy y 2

x 2
xy y 2

2. If z is a homogeneous function of x, y of degree n and


z = f(u), then

 2
 2
 2
 g u g ' u   1
u u u
x2  2 xy  y 2

x 2
xy y 2

f u 
where g u   n
f ' u 

30
Euler’s Theorem

Ex.7 If  x2  y2 
u  sec 
 x y 
1

 
Find the value of
 2
u  2
u  2
u
x 2
 2 xy y 2

x 2
xy y 2
Ans:
 
 cot u cot 2 u  2

31
Euler’s Theorem

Ex.8 If  y  y
z  xf    g  
x  x

Then show that


 2
u  2
u  2
u
x 2
 2 xy y 2
0
x 2
xy y 2

32
Thank You

33

Total  Derivative
Total Derivative
• Total derivative of a function f of three variables x, y, z is defined by 
df and is defined as 
• Where o
Total Derivative - 1
• Let                   and x and y are themselves functions of a single 
independent variable t. 
• The
Total Derivative - 1
• Let
and x, y and z are themselves functions of a single
independent variable t.
• Then the dependent v
Total Derivative - 2
• Let
and y and z are functions of x.
• Then the dependent variable f may be considered as truly a funct
Example 1: Find
as a total derivative and verify the result by direct
substitution if
and
Solution: here u is a function of x
Example 2: Find the total differential coefficient of
w. r. t. x when x, y
connected by
Solution:
From the function
we have
d
Partial Differentiation of Composite
Functions: Change of Variable
8
Example 1: If
find
and
Solution: here u is a function of x, y which are functions of s, t. so by
chain rule
r
y
y
u
r
x
x
u
r
Example 1: If                                     
where

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