Partial differentiation, total differentiation, Jacobian, Taylor's expansion, stationary points,maxima & minima (Extreme values),constraint maxima & minima ( Lagrangian multiplier), differentiation of implicit functions.
These slides contain information about Euler method,Improved Euler and Runge-kutta's method.How these methods are helpful and applied to our questions are detailed discussed in the slides.
Gamma Function mathematics and history.
Please send comments and suggestions for improvements to solo.hermelin@gmail.com. Thanks.
More presentations on different subjects can be found on my website at http://www.solohermelin.com.
These slides contain information about Euler method,Improved Euler and Runge-kutta's method.How these methods are helpful and applied to our questions are detailed discussed in the slides.
Gamma Function mathematics and history.
Please send comments and suggestions for improvements to solo.hermelin@gmail.com. Thanks.
More presentations on different subjects can be found on my website at http://www.solohermelin.com.
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We disclose a simple and straightforward method of solving single-order linear partial differential equations. The advantage of the method is that it is applicable to any orders and the big disadvantage is that it is restricted to a single order at a time. As it is very easy compared to classical methods, it has didactic value.
How do you calculate the particular integral of linear differential equations?
Learn this and much more by watching this video. Here, we learn how the inverse differential operator is used to find the particular integral of trigonometric, exponential, polynomial and inverse hyperbolic functions. Problems are explained with the relevant formulae.
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critical points/ stationary points , turning points,Increasing, decreasing functions, absolute maxima & Minima, Local Maxima & Minima , convex upward & convex downward - first & second derivative tests.
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We all have good and bad thoughts from time to time and situation to situation. We are bombarded daily with spiraling thoughts(both negative and positive) creating all-consuming feel , making us difficult to manage with associated suffering. Good thoughts are like our Mob Signal (Positive thought) amidst noise(negative thought) in the atmosphere. Negative thoughts like noise outweigh positive thoughts. These thoughts often create unwanted confusion, trouble, stress and frustration in our mind as well as chaos in our physical world. Negative thoughts are also known as βdistorted thinkingβ.
2. A function of several variables is a function where the domain is a
subset of π π and range is π .
A real valued function of πβvariables is a function
π βΆ π· β R, where the domain D is a subset of π π.
So: for each (π₯1, π₯2, . . . , π₯ π) in D, the value of f is a real number
π(π₯1, π₯2, . . . , π₯ π ).
For example,
1.π(π₯, π¦) = π₯ β π¦
(a function of 2 variables defined for all (π₯, π¦) β π 2)
2. If π is a function defined by
π(π₯, π¦) = 9 β cos(π₯) + sin(π₯2 + π¦2),
(a function of 2 variables defined for all (π₯, π¦) β π 2
)
3. 2. π π₯, π¦, π§ =
1
π₯2+π¦2+π§2
Then f is a function of 3 variables, defined whenever π₯2 + π¦2 + π§2 β
0
This is all (π₯, π¦, π§) β π 3 except for (π₯, π¦, π§) = (0, 0, 0).
4. Partial Derivative
If π(π₯, π¦) is a function of two variables π₯ and π¦,
the partial derivative of π with respect to π₯, is given by ππ₯ π₯, π¦ =
lim
ββ0
π π₯+β,π¦ βπ π₯,π¦
β
The partial derivative of π with respect to π¦, is given by ππ¦ π₯, π¦ =
lim
ββ0
π π₯,π¦+β βπ π₯,π¦
β
5. Note
β’ If π(π₯, π¦) is a function of two variables π₯ and π¦, then
Partial derivative of π(π₯, π¦) with respect to π₯ is
ππ
ππ₯
, it is
denoted by ππ₯
β’ Partial derivative of π(π₯, π¦) with respect to π¦ is
ππ
ππ¦
, it is denoted by
ππ¦
β’ Partial second derivative of π(π₯, π¦) with respect to π₯ is
π2 π
ππ₯2 , it is
denoted by ππ₯π₯
β’ Partial second derivative of π(π₯, π¦) with respect to π¦ is
π2 π
ππ¦2 , it is
denoted by ππ¦π¦
β’ Partial derivative of
ππ
ππ₯
with respect to π¦ is
π2 π
ππ¦ππ₯
, it is denoted by ππ₯π¦
and so on
12. Homogeneous Function:
A function π(π₯, π¦) is called a homogeneous function of the degree β²πβ² if
the following relationship is valid for all π‘ > 0: π π‘π₯, π‘π¦ = π‘ π
π π₯, π¦ .
Example:
Consider π π₯, π¦ =
π₯2+π¦2
π₯π¦
π π‘π₯, π‘π¦ =
π‘π₯ 2+ π‘π¦ 2
π‘π₯ π‘π¦
=
π‘2 π₯2+π‘2 π¦2
π‘2 π₯π¦
=
π‘2 π₯2+π¦2
π‘2 π₯π¦
=
π₯2+π¦2
π₯π¦
= π‘0 π(π₯, π¦)
Hence f(x, y ) is homogeneous of order zero
13. Eulerβs Theorem:
If π’ = π π₯, π¦ is a homogeneous function of degree βnβ, then π₯
ππ’
ππ₯
+ π¦
ππ’
ππ¦
= ππ’
(OR) π₯
ππ
ππ₯
+ π¦
ππ
ππ¦
= ππ
Problem 1:
If π = π
π
π
, prove that π
ππ
ππ
+ π
ππ
ππ
= π
Solution:
Given π’ π₯, π¦ = π
π₯
π¦
For any π‘ > 0,
π’ π‘π₯, π‘π¦ = π
π‘π₯
π‘π¦
= π
π₯
π¦
= π‘0
π
π₯
π¦
= π‘0
π’(π₯, π¦)
Hence π’ = π
π₯
π¦
is a homogeneous function of order zero
π. π π = 0
By Eulerβs Theorem , π₯
ππ’
ππ₯
+ π¦
ππ’
ππ¦
= ππ’
βΉ π₯
ππ’
ππ₯
+ π¦
ππ’
ππ¦
= 0 u = 0
Hence proved.
.
14. Problem 2:
If π = π¬π’π§βπ π
π
+ πππ§βπ π
π
, prove that π
ππ
ππ
+ π
ππ
ππ
= π.
Solution:
Given π’(π₯, π¦) = sinβ1 π₯
π¦
+ tanβ1 π¦
π₯
For any π‘ > 0,
π’(π‘π₯, π‘π¦) = sinβ1 π‘π₯
π‘π¦
+ tanβ1 π‘π¦
π‘π₯
= sinβ1 π₯
π¦
+ tanβ1 π¦
π₯
= π‘0
( sinβ1 π₯
π¦
+ tanβ1 π¦
π₯
)
Hence π’(π₯, π¦) is a homogeneous function of order zero
π. π π = 0
By Eulerβs Theorem,
π₯
ππ’
ππ₯
+ π¦
ππ’
ππ¦
= ππ’ = 0 π’ = 0
15. Total differential coefficient
If π’ = π π₯, π¦ , the total differential of π’ is given by
ππ’ = π’ π₯ ππ₯ + π’ π¦ ππ¦ (OR) ππ = ππ₯ ππ₯ + ππ¦ ππ¦
If π’ = π π₯, π¦ , and x = g(t) , y = h(t) , the total differential of π’ is given
by
ππ’
ππ‘
=
ππ’
ππ₯
ππ₯
ππ‘
+
ππ’
ππ¦
ππ¦
ππ‘
= π’ π₯
ππ₯
ππ‘
+ π’ π¦
ππ¦
ππ‘
(OR)
ππ
ππ‘
=
ππ
ππ₯
ππ₯
ππ‘
+
ππ
ππ¦
ππ¦
ππ‘
= ππ₯
ππ₯
ππ‘
+ ππ¦
ππ¦
ππ‘
33. Necessary Conditions
The necessary conditions for π(π₯, π¦) to have a maximum or minimum at a point
(π, π) are that ππ₯ π, π = 0 πππ ππ¦(π, π) = 0 ππ‘ (π, π)
Sufficient Conditions
The sufficient conditions for π(π₯, π¦) to have a maximum or minimum at a point
(π, π) are as follows
Let π = ππ₯π₯ π, π , π = ππ₯π¦ π, π πππ π‘ = ππ¦π¦ π, π
The function π(π₯, π¦) has maximum or minimum (extreme values) at ( a, b) if
1. ππ₯ π, π = 0 πππ ππ¦(π, π) = 0
2. ππ‘ β π 2
> 0
3. π(π₯, π¦) has maximum or minimum at (π, π) according as π < 0 or π > 0
34. Procedure to find maximum or minimum (extreme values):
Step 1. Find ππ₯ πππ ππ¦
Step 2. Put ππ₯ = 0 πππ ππ¦ = 0
Step 3. Solve the simultaneous equations in a and y, find the values of x and y
Say (π, π), (π, π) β¦ . ( these points are called stationary / critical points)
Step 4.Find π = ππ₯π₯ , π‘ = ππ¦π¦ πππ π = ππ₯π¦ (at each pair (π, π) , (π, π) β¦ . )
Step 5. Find ππ‘ β π 2 (at each pair (π, π) , (π, π) β¦ . )
Step 6.
(i) If rπ‘ β π 2
> 0 πππ π < 0 ππ‘ (π, π) , then π(π₯, π¦) has maximum at (π, π)
And the maximum value is π(π, π)
(ii) If rπ‘ β π 2 > 0 πππ π > 0 ππ‘ (π, π) , then π(π₯, π¦) has minimum at (π, π)
And the minimum value is π(π, π)
(iii) If rπ‘ β π 2 < 0 ππ‘ (π, π) , then π(π₯, π¦) has neither maximum nor minimum at
(π, π) (no extreme values at (π, π)) and the point (π, π) is called saddle point.
(iv) If ππ‘ β π 2
= 0 ππ‘ (π, π), the case is doubtful and need further investigation.
Step 7. Step 6 to be repeated for other pair of values (c, d) β¦ to examine extreme values
40. To find the point at which π(π, π) has maximum/minimum:
ππ‘ β π 2 = 6 + 6π₯ β2 β 0 = β12 β 12π₯
At the Point (0,0):
ππ‘ β π 2
ππ‘ 0,0 = β12 β 12 0 = β12 < π
Hence the point (0,0) is the saddle point of π(π₯, π¦)
At the Point (-2,0):
ππ‘ β π 2
ππ‘ β2,0 = β12 β 12 β2 = β12 + 24 = 12 > π
πat β2,0 = 6 + 6 β2 = 6 β 12 = β6 < π
Hence at the point β2,0 the function π π₯, π¦ has maximum.
To find the maximum value:
Put π₯, π¦ = (β2,0) in (1), π β2,0 = 3(β2)2 β 0 2 + β2 3 = 12 β 8 = 4
41. Constrained Maxima and Minima β Lagrangian Multiplier
If π(π₯, π¦, π§) is a function of three variables π₯, π¦, π§ , we will find the extreme values
(maximum or minimum) of π(π₯, π¦, π§) with respect to a constraint β π₯, π¦, π§ = 0
Procedure
Step 1. Identify the constraint equation β π₯, π¦, π§ = 0
Step 2. Identify the main function for which we have to find the extreme value, let it be
π(π₯, π¦, π§)
Step 3. Form the equation πΉ = π + πβ
Step 4. Find πΉπ₯ , πΉπ¦, πΉπ§
Step 5. Put πΉπ₯ = 0 , πΉπ¦ = 0, πΉπ§ = 0 and solve all the equations including β π₯, π¦, π§ = 0
Step 6. Find the values of π₯, π¦, π§ and π
Step 7. The values of π₯, π¦, π§ gives the extreme values of π(π₯, π¦, π§)
42. Note :
Distance of a point π₯1, π¦1, π§1 ππππ π₯, π¦, π§ is given by
π = π₯ β π₯1
2 + π¦ β π¦1
2 + π§ β π§1
2
Square of the distance is π2
= π₯ β π₯1
2
+ π¦ β π¦1
2
+ π§ β π§1
2
43. Problem 1:
Find the length of the shortest line form the point (π, π,
ππ
π
) to the surface
π = ππ
Solution:
The square of the distance from the point (0,0,
25
9
) to (π₯, π¦, π§) is (π2)
π π₯, π¦, π§ = π₯ β 0 2 + π¦ β 0 2 + π§ β
25
9
2
π π₯, π¦, π§ = π₯2 + π¦2 + π§ β
25
9
2
------- (1)
Subject to ( to the surface) β π₯, π¦π§ = π§ β π₯π¦ = 0 ------------(2)
(β΅ π§ = π₯π¦ βΉ π§ β π₯π¦ = 0)
Consider the Lagrangian function F = π π₯, π¦, π§ + ππ π₯, π¦, π§
πΉ = π₯2
+ π¦2
+ π§ β
25
9
2
+ π(π§ β π₯π¦)
πF
ππ±
= 2x β Ξ»y
πF
πy
= 2y β Ξ»x
πF
πz
= 2 z β
25
9
+ Ξ»
45. Hence π₯ = π¦ = Β±
4
3
& π§ = π₯π¦ = π¦2 =
4
3
2
=
16
9
From (1) square distance is π2 = π₯2 + π¦2 + π§ β
25
9
2
=
4
3
2
+
4
3
2
+
16
9
β
25
9
2
=
16
9
+
16
9
+ β
9
9
2
= 2
16
9
+ β1 2
=
32
9
+ 1 =
32+9
9
=
41
9
The required minimum distance is (d) =
41
9
=
41
3
units
Problem 2:
A rectangular box open at the top is to have a volume of 32 cc .Find the dimensions of the
box that requires the least material for its construction
Solution:
Given a rectangular open box with volume 32cc
Let us take the length, width and height of the box be x, y and z respectively.
46. Hence the volume of the box is π₯π¦π§ = 32 , which is the given constrain
(condition).
Let β π₯, π¦, π§ = π₯π¦π§ β 32 ------ (1)
Requirement of least material to construct the open top box is the total least surface
area of the box.
Total surface area of the open rectangular box is π₯π¦ + 2π₯π§ + 2π¦π§
Let π π₯, π¦, π§ = π₯π¦ + 2π₯π§ + 2π¦π§ ------ (2)
53. Problem 3:
Find the dimensions of the rectangular box, open at the top, of maximum capacity
whose surface area is 432 square meter.
Solution:
Given a rectangular open box with surface area 432 sq.m
Let us take the length, width and height of the box be x, y and z respectively.
Hence the surface area π₯π¦ + 2π₯π§ + 2π¦π§ = 432, which is the given constrain(condition)
Let β π₯, π¦, π§ = π₯π¦ + 2π₯π§ + 2π¦π§ β 432 ------ (1)
Requirement of a open rectangular box with maximum capacity (volume)
Total volume of the open rectangular box is π₯π¦π§
Let π π₯, π¦, π§ = π₯π¦π§ ------ (2)
60. Jacobian
β’ If π’ = π(π₯, π¦) and π£ = π(π₯, π¦) are two continuous functions of two
independent variables x and y then the functional determinant
π½ =
ππ’
ππ₯
ππ’
ππ¦
ππ£
ππ₯
ππ£
ππ¦
=
π’ π₯ π’ π¦
π£ π₯ π£ π¦
is called Jacobian of π’ , π£ with respect to π₯, π¦ and it is
denoted by
π π’,π£
π π₯,π¦
β’ If u , v, w are functions of x ,y , z then jacobian of u , v , w with respect to x , y , z
is given by
π π’,π£,π€
π π₯,π¦,π§
=
ππ’
ππ₯
ππ’
ππ¦
ππ’
ππ§
ππ£
ππ₯
ππ£
ππ¦
ππ£
ππ§
ππ€
ππ₯
ππ€
ππ¦
ππ€
ππ§
=
π’ π₯ π’ π¦ π’ π§
π£ π₯ π£ π¦ π£π§
π€ π₯ π€ π¦ π€π§
61. Two important Properties of Jacobian
1. If π’, π£ are functions of π₯, π¦ and π₯, π¦ are the function of π, π then
π π’,π£
π π,π
=
π π’,π£
π π₯,π¦
π π₯,π¦
π π,π
2. If π’, π£ are the functions of π₯, π¦ then
π π₯,π¦
π π’,π£
=
1
π π’,π£
π π₯,π¦
Note :
Two functions π’(π₯, π¦) & π£(π₯, π¦) are functionally depended if
π π’,π£
π π₯,π¦
=0
62. Problem 1:
If π =
ππ
π
, π =
ππ
π
, π =
ππ
π
find
π π,π,π
π π,π,π
Solution:
Wkt, the jacobian of π’, π£, π€ with respect to π₯, π¦, π§ is given by
π π’,π£,π€
π π₯,π¦,π§
=
π’ π₯ π’ π¦ π’ π§
π£ π₯ π£ π¦ π£π§
π€ π₯ π€ π¦ π€π§
Given
π’ =
π¦π§
π₯
, π£ =
π§π₯
π¦
, π€ =
π₯π¦
π§
72. π π₯,π¦
π π’,π£
=
π₯ π’ π₯ π£
π¦π’ π¦π£
=
1 β π£ βπ’
π£ π’
= 1 β π£ π’ + π’π£ = π’ β π’π£ + π’π£ = π’
Note :
Implicit vs Explicit
Explicit: "y = some function of x". When we know x we can calculate y directly.
An explicit function is one which is given in terms of the independent variable.
Example , consider π¦ = π₯2 + 3π₯ β 8
here y is the dependent variable and is given in terms of the independent variable x.
More Examples : π¦ = π₯ + 3 , π¦ = π₯2
β π2
ππ‘π.,
Implicit: "some function of y and x equals something else".
Implicit functions, on the other hand, are usually given in terms of both dependent and
independent variables.
Example, consider π¦ + π₯2 β 3π₯ + 8 = 0
More Examples: π₯2
+ π¦2
= π2
, π₯3
+ π₯π¦2
+ 4π₯ = 5, ππ‘π. ,
73. Differentiation of implicit functions
If π(π₯, π¦ ) is the given implicit function , then
ππ¦
ππ₯
= β
ππ
ππ₯
ππ
ππ¦
Producer to find the differentiation:
(i) Take π(π₯, π¦)
(ii) Find
ππ
ππ₯
&
ππ
ππ¦
(iii) Find
ππ¦
ππ₯
= β
ππ
ππ₯
ππ
ππ¦
Problem 1:
If π π
+ π π
= π, then find
π π
π π
Solution:
Given π₯ π¦
+ π¦ π₯
= π
βΉ π₯ π¦
+ π¦ π₯
β π = 0
Take π π₯, π¦ = π₯ π¦
+ π¦ π₯
β π