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Multivariable CalculusIn thermodynamics, we will frequently dealwith functions of more than one variable
e.g., , , , , , , , , P P T V n U U T V n U U T P n
extensive variable: depends on the size of the system
intensive variable: independent of the size of the system
V, n are extensive, P, T, molar volume V/n are intensive
change volume at fixed T, npressure changes
,n T
PdP dVV
U = energyn = # moles
these variables areheld constant
cylinder with pistonPartial derivative
2/16/2018
Suppose we have an ideal gas
2,
,
,
n T
V n
V T
PV nRTP nRTV V
P nRT V
P RTn V
subscripts referto variables thatare held constant
now suppose we want to see how P changes when both V and T change
, ,T n V n
P PdP dV TV T
d Note that this is fully consistent with a Taylor‐series expansion involving two variables
need to add a term,T V
P dnn
If n changes as well
In general, 1 2
1
, ,
,
n
n
ii xi
y y x x x
ydyx
dx x
'
' hold fixed allvariables except xi
Ideal gas
, , ,
2
n V T n T V
P P PdP dT dV dnT V n
nR nRT RTdP dT dV dnV V V
for small finite changes
2
nR nRT RTP T V nV V V
These equations are most useful when we don't havean analytical function for the quantity of interest.
, , ,
( , , )
P n T n T P
U U T P nU U UdU dT dP dnT P n
The derivatives are often available experimentally.
We can also write
, , ,
, ,
V n T n T V
U U T V n
U U UdU dT dV dnT V n
Note, in general,, ,P n V n
U UT T
Consider
Example 3 from text
2 2
2y
z ax bxy cyz ax byx
Comment: The in the text
,
,
z x x y
z z x y
should be
Suppose uyx
then2
22
2
3
22u
cuz ax bux
z cuaxx x
Above, we sawP V
U UT T
We may want to know how these two quantities are related(variable change identity)
Comment: if you work out example 8.4, note that when it refers to example 8.2,it should be 8.3. Also, in the last term of the answer, the u should be u2.
, , ,
, , ,
, , , , , ,
,
P n T n T P
P n T n T P
V n P n T n V n T P V n
V n
U U UdU dT dP dnT P n
dU U U dP U dndT T P dT n dT
U U U P U nT T P T n T
UT
, , ,P n T n V n
U U PT P T
0
, ,U U T P n
Note: This essentiallyfollows from a Taylorseries 0 0
,
, ,P n
UU T P n U T TT
for small changes 0T T dT
Consider
We have now obtained the relation between the two derivatives of interest.
Reciprocal identity
,
,
1
z u
z u
yx x
y
e.g., ,
,
1
n T
n T
PVVP
Example sin arcsinxz x y zy
2
2
2
2
, ,
is yy y
y x
V nn T n
z zx x x
z zy x y x
UV T V T
U
Second derivatives
Show in this case1
y
y
dzxdxz
Ex.
2
1arcsin( )1
d zdz z
2/11/2018
Euler Reciprocity2 2z z
x y y x
It is normal tosuppress the infoon the variable(s)held constant
Maxwell relations
Consider dU TdS PdV
V
S
UTS
UPV
You will derive thisin P Chem 2.S = entropy,n fixed,system assumed to be reversible
S
V
T UV V SP US S V
, ,S n V n
T PV S
, ,S n V n
T P V S
is much easier to measure than
dA SdT PdV
Helmholtz free energy
, ,
V T
T
T n V n
V
A
A AS PT V
SV V T S P
V TPT
AT V
A U TSdA SdT PdV
Text describes a rule for finding these derivative relationships – but it is confusing. It is easier to start from the definitions of U, H, A, G energies.
Cycle rule
1z y x
y x zx z y
Move along a curve with dy = 0
0z x y
y y zx z x
or 1z y x
y x zx z y
Chain rule
,, ,u vu v u v
z z xy x y
z x
y ydy dx dzx z
Show that
Start with
Suppose z = z(u,x,y) and x = x( u,v,y)
y
ydz dxx
Important thermodynamic quantities
, ,
, ,
,
,
,
1
1
1
PP n P n
VV n V n
TT n
SS n
P n
rev
H SC TT T
U SC TT T
VKV P
VKV P
VV T
dqdST
Note: There are constant volume and constant pressure heat capacitiesdU = TdS – PdVdH = TdS + VdP H U PV enthalpy
isothermal compressibility
adiabatic compressibility
definition of entropy
coefficient of thermal expansion
Example 8.10
P T
V S
C KC K
TP T
T
T T T
S
V S S
S
SS
SS S VTPT P P
S V V VTT T T
PT
TP
SP
VS
V
Exact and Inexact Differentials
Suppose , ,du M x y dx N x y dy
This is called an exact differential if
and y x
u uM Nx y
If there is no function u for which thisis true, du is an inexact differential
If M and N are as above
2 2
yx
M u N uy y x x x y
Then we have an exact differential
Note, in our earlier discussion, we assumed this was true for U (and A, H, G)
Example2 3
22
9 32 x xdz xy dx x dyy y
Note: Typo in text
2 2
2
3 22
2 2
9 92 2
3 92
x xxy xy y y
x xx xx y y
Since these are equal,we are dealing withan exact differential
For ; , , , , ,du M x y z dx N x y z dy P x y z dz Note: Typo in text
Exact differential if
, , ,,
, ,
, y z x y y zx z
x y x z
M N M Py x z x
N Pz y
More general case
Heat + work under reversible conditions
heat transferred = dqrevwork done on system = dwrev
if work is associated only with a volume change
revdw PdV
Check to see if dw is an exact differential
dw MdT NdV
but we have already said that for a reversibleprocess, this is 0, so dwrev is not an exact differential
V, T, P. n are state functionsw and q are not state functions
If only work that is due to volume changedU dq dw
state function
Integrating FactorsSometimes, one can find a factor that, when multiplyingan inexact differential, makes it exact
Example: 2 22du Mdx Ndy ax bxy dx bx cxy dy
1x
is an integrating factor for du
2du ax by dx bx cy dyx
2ax by by
bx cy bx
So is an exact differentialdux
is an exact differential, where S is the entropy revdqST
Maxima and Minima of functions of more than one variable
y
x x
y
Maximum in the x direction butminimum in they direction (saddle point)
Maximum in boththe x and y directions
Given , we need to search for ,f x y 0 and 0y x
f fx y
This tells us that we found a point wherethe slope = 0, but does not tell us whatsort of special point this is.
2nd derivative matrix2 2
2
2 2
2
f fx y x
f fx y y
22 2 2
2 2
f f fDx y x y
local minimum
local maximum
neither maximum nor minimum
cannot tell what sort of point it is
2
2
2
2
1 0, and 0
2 0, and 0
3 0,
4 0,
fDx
fDx
D
D
2 2
2 2 0 0f fx y
2 2
2 2 0 0f fx y
Saddle point
Constrained optimization
Example: 2 2, x yf x y e
subject to constraint , 1g x y x y
222 2 2
2( 2 2 1)
1 21 ( 2 2 1)
1
14 2 02
x x
x xxx x x x
y x
f x e e e e ef x e xx
|x| = is also a solution
1 1, 0.6062 2
f
The unconstrained maximum of f is 1 at (0,0).
which then gives 12
y
An alternative approach – Lagrange multipliersfind minimum or maximum of subject to the constraint ,f x y , 0g x y
Define a function u such that , , ,u x y f x y g x y
0
0
y y y
x x x
f
u f gx x x
u gy y y
solve these together with g = 0
Example:
2 2
2 2
2 2
2 2
2 2
2 2
, 1
1
2 0
2 0
2 0
2 0
x y
x y
x y
y
x y
x
x y
x y
f e g x y
u e x y
u xex
u yey
xye y
xye x
Note: this is a simpler derivationof the approach taken in the text
01 0
2 1 01 1,2 2
y x y xg x y
x
x y
A more general case
, ,f f x y z
subject to two constraints
1
2
, , 0
, , 0
g x y z
g x y z
2
2
1 1 2 2
1 21
, , , ,
1 21
, , , ,
1 21
, , ,2
0
0
0
y z y z y z y z
x z x z x z x z
x y x y x y x
u f g g
g gu fx x x x
g gu fy y y y
gu fz z z
gz
,
0y
together with 1 20, 0g g
Vector operatorsGradient
ˆˆ ˆf f ff i j kx y z
Note typo in book
Gradient of a scalardirection in which function increases most rapidlymagnitude is the rate of change in that direction
Example:3
2 ˆˆ ˆ3
bz
bz bz
g ax ye
g ax i e j bye k
,F V
V potential, F = force
Gravitational potential, 1 2Gm mVr
2 2 2
1 23
ˆ ˆ ˆ
r x y zGm mF V xi yj kz
r
3/22 2 2 2 2 2
1 21 2x
x x y z x y z
Divergence operating on a vector
yx zFF FF
x y z
scalar
ˆ ˆˆ ˆ ˆ ˆx y zi j k iF jF kF
x y z
E.g., Continuity Eq. vt
= density, velocity
Example
22
ˆˆ ˆ
22
kxzF ix jyzyxzF x zy
v
Curl ˆˆ y yx xz zF FF FF FxF i j k
y z z x x y
recall ˆˆ ˆy z z y z x x z x y y xx i A B A B j A B A B k A B A B C A B
Laplacian2 2 2
22 2 2
f f ffx y z
Spherical coordinates z
x
y
θ
φ
r sin
rds drds rdds r d
1 1ˆ ˆ ˆ
sinrf f ff e e er r r
ˆ ˆ ˆ sinrdr e dr e rd e r d
DivergenceCurveLaplacian
can all be representedin spherical coordinates
2
2 22 2 2 2 2
1 1 1sinsin sin
f f ff rr r r r r