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Maths 2 Partial Differential
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Chain Rule And Euler’s Theoram
G.H.Patel College of Engineering And Technology
Created By Enrolment number130110120022 To 130110120028
Tanuj Parikh Akash Pansuriya
The Chain Rule
In this section, we will learn
about:
The Chain Rule
thE CHAIN RULE
• Recall that the Chain Rule for functions of a single variable gives the following rule for differentiating a composite function.
• 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
• 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
• 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
-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)
• 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)
• 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)
• 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
• 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)
• 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
• 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
-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)
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
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
• 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
• To remember the Chain Rule, it’s helpful to draw a tree diagram, as follows.
THE CHAIN RULE
• 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
• 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
• 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
• Similarly, we find ∂z/∂t by using the paths from z to t.
TREE DIAGRAM
• 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)
• 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
-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)
• 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
• 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
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
30
Homogeneous Functions
• If a function is homogeneous of degree k, the partial derivatives of the function will be homogeneous of degree k-1
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
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
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
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
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
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