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Chain Rule And Euler’s Theoram G.H.Patel College of Engineering And Technology Created By Enrolment number 130110120022 To 130110120028 Tanuj Parikh Akash Pansuriya

Partial differentiation

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Page 1: Partial differentiation

Chain Rule And Euler’s Theoram

G.H.Patel College of Engineering And Technology

Created By Enrolment number130110120022 To 130110120028

Tanuj Parikh Akash Pansuriya

Page 2: Partial differentiation

The Chain Rule

In this section, we will learn

about:

The Chain Rule

Page 3: Partial differentiation

thE CHAIN RULE

• Recall that the Chain Rule for functions of a single variable gives the following rule for differentiating a composite function.

Page 4: Partial differentiation

• Suppose that z = f(x, y) is a differentiable function of x and y, where x = g(t) and y = h(t) are both differentiable functions of t.

– Then, z is a differentiable function of tand

THE CHAIN RULE (CASE 1)

dz f dx f dy

dt x dt y dt

Page 5: Partial differentiation

• If y = f(x) and x = g(t), where f and g are differentiable functions, then y is indirectly a differentiable function of t, and

THE CHAIN RULE

dy dy dx

dt dx dt

Page 6: Partial differentiation

• For functions of more than one variable, the Chain Rule has several versions.

– Each gives a rule for differentiating a composite function.

THE CHAIN RULE

Page 7: Partial differentiation

-Example(1)

• The pressure P (in kilopascals), volume V(in liters), and temperature T (in kelvins) of a mole of an ideal gas are related by the equation

PV = 8.31T

THE CHAIN RULE (CASE 1)

Page 8: Partial differentiation

• Find the rate at which the pressure is changing when:

– The temperature is 300 K and increasing at a rate of 0.1 K/s.

– The volume is 100 L and increasing at a rate of 0.2 L/s.

THE CHAIN RULE (CASE 1)

Page 9: Partial differentiation

• If t represents the time elapsed in seconds, then, at the given instant, we have:

– T = 300

– dT/dt = 0.1

– V = 100

– dV/dt = 0.2

THE CHAIN RULE (CASE 1)

Page 10: Partial differentiation

• Since , the Chain Rule gives:

– The pressure is decreasing at about 0.042 kPa/s.

THE CHAIN RULE (CASE 1)

8.31T

PV

2

2

8.31 8.13

8.31 8.31(300)(0.1) (0.2)

100 100

0.04155

dP P dT P dV dT T dV

dt T dt V dt V dt V dt

Page 11: Partial differentiation

• We now consider the situation where z = f(x, y), but each of x and y is a function of two variables s and t: x = g(s, t), y = h(s, t).

– Then, z is indirectly a function of s and t,and we wish to find ∂z/∂s and ∂z/∂t.

THE CHAIN RULE (CASE 1)

Page 12: Partial differentiation

• Recall that, in computing ∂z/∂t, we hold s fixed and compute the ordinary derivative of z with respect to t.

– So, we can apply Theorem 2 to obtain:

THE CHAIN RULE (CASE 1)

z z x z y

t x t y t

Page 13: Partial differentiation

• Suppose z = f(x, y) is a differentiable function of x and y, where x = g(s, t) and y = h(s, t) are differentiable functions of s and t.

– Then,

THE CHAIN RULE (CASE 2)

z z x z y z z x z y

s x s y s t x t y t

Page 14: Partial differentiation

-Example(2)

• If z = ex sin y, where x = st2 and y = s2t, find ∂z/∂s and ∂z/∂t.

– Applying Case 2 of the Chain Rule, we get the following results.

THE CHAIN RULE (CASE 2)

Page 15: Partial differentiation

THE CHAIN RULE (CASE 2)

2 2

2

2 2 2

( sin )( ) ( cos )(2 )

sin( ) 2 cos( )

x x

st st

z z x z y

s x s y s

e y t e y st

t e s t ste s t

Page 16: Partial differentiation

THE CHAIN RULE (CASE 2)

2 2

2

2 2 2

( sin )(2 ) ( cos )( )

2 sin( ) cos( )

x x

st st

z z x z y

t x t y t

e y st e y s

ste s t s e s t

Page 17: Partial differentiation

• Case 2 of the Chain Rule contains three types of variables:

– s and t are independent variables.

– x and y are called intermediate variables.

– z is the dependent variable.

THE CHAIN RULE

Page 18: Partial differentiation

• To remember the Chain Rule, it’s helpful to draw a tree diagram, as follows.

THE CHAIN RULE

Page 19: Partial differentiation

• We draw branches from the dependent variable z to the intermediate variables x and y to indicate that z is a function of x and y.

TREE DIAGRAM

Page 20: Partial differentiation

• Then, we draw branches from x and yto the independent variables s and t.

– On each branch, we write the corresponding partial derivative.

TREE DIAGRAM

Page 21: Partial differentiation

• To find ∂z/∂s, we find the product of the partial derivatives along each path from z to s and then add these products:

TREE DIAGRAM

z z x z y

s x s y s

Page 22: Partial differentiation

• Similarly, we find ∂z/∂t by using the paths from z to t.

TREE DIAGRAM

Page 23: Partial differentiation

• Suppose u is a differentiable function of the n variables x1, x2, …, xn and each xj

is a differentiable function of the m variables t1, t2 . . . , tm.

THE CHAIN RULE (GEN. VERSION)

Page 24: Partial differentiation

• Then, u is a function of t1, t2, . . . , tm

and

• for each i = 1, 2, . . . , m.

THE CHAIN RULE (GEN. VERSION)

1 2

1 2

n

i i i n i

xx xu u u u

t x t x t x t

Page 25: Partial differentiation

-Example(3)

• If u = x4y + y2z3, where x = rset, y = rs2e–t, z = r2s sin t

find the value of ∂u/∂s when r = 2, s = 1, t = 0

THE CHAIN RULE (GEN. VERSION)

Page 26: Partial differentiation

• With the help of this tree diagram, we have:

THE CHAIN RULE (GEN. VERSION)

3 4 3 2 2 2(4 )( ) ( 2 )(2 ) (3 )( sin )t t

u

s

u x u y u z

x s y s z s

x y re x yz rse y z r t

Page 27: Partial differentiation

• When r = 2, s = 1, and t = 0, we have:

x = 2, y = 2, z = 0

• Thus,

THE CHAIN RULE (GEN. VERSION)

(64)(2) (16)(4) (0)(0)

192

u

s

Page 28: Partial differentiation
Page 29: Partial differentiation

29

Homogeneous Functions

• A function f(x1,x2,…xn) is said to be homogeneous of degree k if

f(tx1,tx2,…txn) = tk f(x1,x2,…xn)

– when a function is homogeneous of degree one, a doubling of all of its arguments doubles the value of the function itself

– when a function is homogeneous of degree zero, a doubling of all of its arguments leaves the value of the function unchanged

Page 30: Partial differentiation

30

Homogeneous Functions

• If a function is homogeneous of degree k, the partial derivatives of the function will be homogeneous of degree k-1

Page 31: Partial differentiation

31

Euler’s Theorem

• If we differentiate the definition for homogeneity with respect to the proportionality factor t, we get

ktk-1f(x1,…,xn) = x1f1(tx1,…,txn) + … + xnfn(x1,…,xn)

• This relationship is called Euler’s theorem

Page 32: Partial differentiation

32

Euler’s Theorem

• Euler’s theorem shows that, for homogeneous functions, there is a definite relationship between the values of the function and the values of its partial derivatives

Page 33: Partial differentiation

Fall 2002

This definition can be further enlarged to include transcendental functions also as follows. A function f(x,y) is said to be homogeneous function of degree n if it can be expressed as

OR

x

yxn

y

xyn

Page 34: Partial differentiation

Fall 2002

Theorem: if f is a homogeneous function of x and y of degree n then

Cor: if f is a homogeneous function of degree n, then

nfy

fy

x

fx

fnny

fy

yx

fxy

x

fx )1(2

2

22

2

2

22

Page 35: Partial differentiation

Fall 2002

Euler’s theorem for three variables: If f is a homogeneous function of three independent variables x, y, z of order n, then

nfzfyfxf zyx

Page 36: Partial differentiation

Modified EULER’s theorem

)('

)(

uf

ufn

y

uy

x

ux

If Z is a Homogeneous function of degree n in

the variables x and y and z=f(u)

If z is a homogeneous function of degree n in

the variables x and y and z=f(u)

],1)(')[(22

2

22

2

22

ugug

yx

uxy

y

uy

x

ux

)('

)()(

uf

ufnug

where

Page 37: Partial differentiation