MTH165 – Mathematics for Engineers

Multivariable
Differentiation

Unit IV
Course Code: MTH165
Course Title: Mathematics for Engineers
Credits: 3 – 1 – 0 – 4
Weightage: ATT 5 | CA 25 | MTT 20 | ETT 50

Course Outcome CO4

Apply partial differentiation, chain rule, Euler's theorem, and Lagrange multipliers to solve multivariable optimization problems.

📑 Table of Contents

IOrientation – Functions of Two Variables3
IILimits and Continuity of Functions of Two Variables4
IIIPartial Derivatives and Total Derivative6
IVChain Rule of Differentiation9
VEuler's Theorem for Homogeneous Functions11
VIMaxima and Minima for a Function of Two Variables13
VIILagrange Method of Multipliers16
Comprehensive Summary Table & Formula Sheet18
Exam Tips & Practice Questions19
Solutions, References & CO Mapping21
How to use these notes: Each section contains theory, formulas, worked examples, and exam-focused tips. Use the summary table at the end for quick revision before exams.

I. Orientation – Functions of Two Variables

1.1 What is a Function of Two Variables?

A function of two variables \( f(x, y) \) assigns a unique real number \( z = f(x, y) \) to each ordered pair \( (x, y) \) in a domain \( D \subset \mathbb{R}^2 \).

Notation: \( z = f(x, y) \) where \( x \) and \( y \) are independent variables and \( z \) is the dependent variable.

Examples

1.2 Engineering Significance

Most engineering quantities depend on multiple variables — temperature \( T(x, y, z, t) \), stress \( \sigma(x, y) \), pressure \( P(V, T) \), etc. Multivariable differentiation studies how these quantities change when one or more variables vary.

II. Limits and Continuity of Functions of Two Variables

2.1 Limit of a Function of Two Variables

We say \( \displaystyle\lim_{(x,y) \to (a,b)} f(x, y) = L \) if for every \( \varepsilon > 0 \), there exists \( \delta > 0 \) such that:

\[ 0 < \sqrt{(x-a)^2 + (y-b)^2} < \delta \implies |f(x,y) - L| < \varepsilon \]
Critical Difference from Single Variable: For \( \lim_{(x,y) \to (a,b)} f(x,y) \) to exist, the limit must be the same along every possible path approaching \( (a, b) \) — not just horizontal, vertical, or linear paths.

2.2 Testing Limits Using Paths

To show a limit does NOT exist, find two different paths that give different limiting values.

Common paths to test:

2.3 Worked Examples

Example 1: Limit Exists

Problem: Evaluate \( \displaystyle\lim_{(x,y) \to (0,0)} \frac{x^2 y}{x^2 + y^2} \)

Solution:

Using polar coordinates \( x = r\cos\theta \), \( y = r\sin\theta \):

\[ \frac{x^2 y}{x^2 + y^2} = \frac{r^3\cos^2\theta\sin\theta}{r^2} = r\cos^2\theta\sin\theta \]

As \( r \to 0 \): \( |r\cos^2\theta\sin\theta| \leq r \to 0 \)

Therefore, the limit exists and equals 0.

Example 2: Limit Does Not Exist

Problem: Evaluate \( \displaystyle\lim_{(x,y) \to (0,0)} \frac{xy}{x^2 + y^2} \)

Solution:

Along \( y = mx \):

\[ \frac{xy}{x^2 + y^2} = \frac{mx^2}{x^2 + m^2x^2} = \frac{m}{1 + m^2} \]

This depends on \( m \). For \( m = 1 \): value = \( \frac{1}{2} \); for \( m = 2 \): value = \( \frac{2}{5} \)

Different paths give different values → Limit does NOT exist.

2.4 Continuity

A function \( f(x, y) \) is continuous at \( (a, b) \) if:

\[ \lim_{(x,y) \to (a,b)} f(x, y) = f(a, b) \]

This requires three conditions:

  1. \( f(a, b) \) is defined
  2. \( \displaystyle\lim_{(x,y) \to (a,b)} f(x, y) \) exists
  3. The limit equals the function value
Exam Tip: To prove a limit exists, use polar coordinates or the squeeze theorem. To prove it doesn't exist, show two different paths give different values.

III. Partial Derivatives and Total Derivative

3.1 Partial Derivatives

A partial derivative of \( f(x, y) \) with respect to \( x \) is the derivative of \( f \) treating \( y \) as a constant. Similarly for \( y \).

\[ \boxed{\frac{\partial f}{\partial x} = f_x = \lim_{h \to 0} \frac{f(x+h, y) - f(x, y)}{h}} \] \[ \boxed{\frac{\partial f}{\partial y} = f_y = \lim_{k \to 0} \frac{f(x, y+k) - f(x, y)}{k}} \]

3.2 Notation

Partial w.r.t. \( x \)Partial w.r.t. \( y \)
\( f_x \), \( \dfrac{\partial f}{\partial x} \), \( \dfrac{\partial z}{\partial x} \)\( f_y \), \( \dfrac{\partial f}{\partial y} \), \( \dfrac{\partial z}{\partial y} \)

3.3 Higher-Order Partial Derivatives

\[ f_{xx} = \frac{\partial^2 f}{\partial x^2}, \quad f_{yy} = \frac{\partial^2 f}{\partial y^2} \] \[ f_{xy} = \frac{\partial^2 f}{\partial y \partial x} = \frac{\partial}{\partial y}\left(\frac{\partial f}{\partial x}\right) \] \[ f_{yx} = \frac{\partial^2 f}{\partial x \partial y} = \frac{\partial}{\partial x}\left(\frac{\partial f}{\partial y}\right) \]
Clairaut's Theorem (Mixed Partials)
If \( f_{xy} \) and \( f_{yx} \) are continuous, then: \[ f_{xy} = f_{yx} \] (Order of differentiation doesn't matter for "nice" functions.)

3.4 Total Derivative

If \( z = f(x, y) \) and \( x, y \) are functions of a parameter \( t \), the total derivative of \( z \) with respect to \( t \) is:

\[ \boxed{\frac{dz}{dt} = \frac{\partial z}{\partial x}\frac{dx}{dt} + \frac{\partial z}{\partial y}\frac{dy}{dt}} \]

More generally, if \( z = f(x_1, x_2, \ldots, x_n) \) and each \( x_i \) depends on \( t \):

\[ \frac{dz}{dt} = \sum_{i=1}^{n} \frac{\partial z}{\partial x_i}\frac{dx_i}{dt} \]

3.5 Worked Examples

Example 1: Partial Derivatives

Problem: Find \( f_x \) and \( f_y \) for \( f(x, y) = x^3 y^2 + 2xy + 5 \)

Solution:

With respect to \( x \) (treat \( y \) as constant):

\[ f_x = 3x^2 y^2 + 2y \]

With respect to \( y \) (treat \( x \) as constant):

\[ f_y = 2x^3 y + 2x \]
Example 2: Higher-Order Partials

Problem: Find all second-order partial derivatives of \( f(x, y) = x^2 y^3 \)

Solution:

First-order: \( f_x = 2xy^3 \), \( f_y = 3x^2 y^2 \)

Second-order:

\[ f_{xx} = \frac{\partial}{\partial x}(2xy^3) = 2y^3 \] \[ f_{yy} = \frac{\partial}{\partial y}(3x^2 y^2) = 6x^2 y \] \[ f_{xy} = \frac{\partial}{\partial y}(2xy^3) = 6xy^2 \] \[ f_{yx} = \frac{\partial}{\partial x}(3x^2 y^2) = 6xy^2 \]

Verify: \( f_{xy} = f_{yx} = 6xy^2 \) ✓ (Clairaut's theorem)

Example 3: Total Derivative

Problem: If \( z = x^2 + y^2 \), where \( x = t^2 \) and \( y = 2t \), find \( \dfrac{dz}{dt} \)

Solution:

Using the total derivative formula:

\[ \frac{dz}{dt} = \frac{\partial z}{\partial x}\frac{dx}{dt} + \frac{\partial z}{\partial y}\frac{dy}{dt} \] \[ \frac{\partial z}{\partial x} = 2x, \quad \frac{\partial z}{\partial y} = 2y, \quad \frac{dx}{dt} = 2t, \quad \frac{dy}{dt} = 2 \] \[ \frac{dz}{dt} = (2x)(2t) + (2y)(2) = 4xt + 4y \]

Substituting \( x = t^2 \), \( y = 2t \):

\[ \frac{dz}{dt} = 4t^3 + 8t \]

Verification: Direct substitution gives \( z = t^4 + 4t^2 \), so \( \dfrac{dz}{dt} = 4t^3 + 8t \) ✓

Example 4: Implicit Partial Differentiation

Problem: If \( x^2 + y^2 + z^2 = 25 \), find \( \dfrac{\partial z}{\partial x} \) and \( \dfrac{\partial z}{\partial y} \)

Solution:

Differentiating with respect to \( x \) (treat \( y \) as constant):

\[ 2x + 2z\frac{\partial z}{\partial x} = 0 \implies \frac{\partial z}{\partial x} = -\frac{x}{z} \]

Similarly:

\[ \frac{\partial z}{\partial y} = -\frac{y}{z} \]
Exam Tip: When finding partial derivatives, mentally "freeze" the other variables. Write them as constants to avoid mistakes.

IV. Chain Rule of Differentiation

4.1 Chain Rule for Multivariable Functions

The chain rule allows us to differentiate composite functions of several variables. It has several forms depending on the dependency structure.

Case 1: \( z = f(x, y) \), \( x = x(t) \), \( y = y(t) \)

\[ \boxed{\frac{dz}{dt} = \frac{\partial z}{\partial x}\frac{dx}{dt} + \frac{\partial z}{\partial y}\frac{dy}{dt}} \]

Case 2: \( z = f(x, y) \), \( x = x(s, t) \), \( y = y(s, t) \)

\[ \boxed{\frac{\partial z}{\partial s} = \frac{\partial z}{\partial x}\frac{\partial x}{\partial s} + \frac{\partial z}{\partial y}\frac{\partial y}{\partial s}} \] \[ \boxed{\frac{\partial z}{\partial t} = \frac{\partial z}{\partial x}\frac{\partial x}{\partial t} + \frac{\partial z}{\partial y}\frac{\partial y}{\partial t}} \]

Case 3: General Chain Rule — \( z = f(x_1, x_2, \ldots, x_n) \) with \( x_i = x_i(t_1, t_2, \ldots, t_m) \)

\[ \frac{\partial z}{\partial t_j} = \sum_{i=1}^{n} \frac{\partial z}{\partial x_i}\frac{\partial x_i}{\partial t_j} \]

4.2 Chain Rule Tree Diagrams

Dependency Tree for \( z = f(x, y) \), \( x = x(s, t) \), \( y = y(s, t) \)
        z
       / \
      x   y
     / \ / \
    s  t s  t
    

Each path from \( z \) to \( s \) (or \( t \)) contributes a product of partial derivatives. Sum all paths.

4.3 Worked Examples

Example 1: One Parameter

Problem: If \( z = x^2 y + y^3 \), \( x = t^2 \), \( y = t + 1 \), find \( \dfrac{dz}{dt} \)

Solution:

\[ \frac{\partial z}{\partial x} = 2xy, \quad \frac{\partial z}{\partial y} = x^2 + 3y^2 \] \[ \frac{dx}{dt} = 2t, \quad \frac{dy}{dt} = 1 \] \[ \frac{dz}{dt} = (2xy)(2t) + (x^2 + 3y^2)(1) \]

Substituting \( x = t^2 \), \( y = t+1 \):

\[ \frac{dz}{dt} = 2(t^2)(t+1)(2t) + t^4 + 3(t+1)^2 = 4t^3(t+1) + t^4 + 3(t+1)^2 \] \[ = 4t^4 + 4t^3 + t^4 + 3t^2 + 6t + 3 = 5t^4 + 4t^3 + 3t^2 + 6t + 3 \]
Example 2: Two Parameters

Problem: If \( z = x^2 + y^2 \), \( x = s + t \), \( y = s - t \), find \( \dfrac{\partial z}{\partial s} \) and \( \dfrac{\partial z}{\partial t} \)

Solution:

\[ \frac{\partial z}{\partial x} = 2x, \quad \frac{\partial z}{\partial y} = 2y \] \[ \frac{\partial x}{\partial s} = 1, \quad \frac{\partial y}{\partial s} = 1, \quad \frac{\partial x}{\partial t} = 1, \quad \frac{\partial y}{\partial t} = -1 \] \[ \frac{\partial z}{\partial s} = (2x)(1) + (2y)(1) = 2x + 2y = 2(s+t) + 2(s-t) = 4s \] \[ \frac{\partial z}{\partial t} = (2x)(1) + (2y)(-1) = 2x - 2y = 2(s+t) - 2(s-t) = 4t \]
Example 3: Three Variables

Problem: If \( w = x^2 + y^2 + z^2 \), \( x = u + v \), \( y = u - v \), \( z = 2uv \), find \( \dfrac{\partial w}{\partial u} \)

Solution:

\[ \frac{\partial w}{\partial u} = \frac{\partial w}{\partial x}\frac{\partial x}{\partial u} + \frac{\partial w}{\partial y}\frac{\partial y}{\partial u} + \frac{\partial w}{\partial z}\frac{\partial z}{\partial u} \] \[ = (2x)(1) + (2y)(1) + (2z)(2v) \] \[ = 2(u+v) + 2(u-v) + 4uv(2v) = 4u + 8uv^2 \]
Exam Tip: Draw a dependency tree diagram before applying the chain rule. It helps you identify all the paths you need to sum.

V. Euler's Theorem for Homogeneous Functions

5.1 Homogeneous Functions

A function \( f(x, y) \) is homogeneous of degree \( n \) if:

\[ \boxed{f(tx, ty) = t^n f(x, y) \quad \text{for all } t > 0} \]

where \( n \) is a real number called the degree of homogeneity.

5.2 Euler's Theorem (Statement)

Euler's Theorem for Homogeneous Functions

If \( f(x, y) \) is a homogeneous function of degree \( n \) with continuous partial derivatives, then:

\[ \boxed{x\frac{\partial f}{\partial x} + y\frac{\partial f}{\partial y} = n f} \]

5.3 Euler's Theorem for Two Independent Variables

For \( f(x, y) \) homogeneous of degree \( n \):

\[ \boxed{x f_x + y f_y = n f} \]

5.4 Euler's Theorem for Three Independent Variables

For \( f(x, y, z) \) homogeneous of degree \( n \):

\[ \boxed{x f_x + y f_y + z f_z = n f} \]

5.5 Euler's Theorem for Second-Order Derivatives

If \( f(x, y) \) is homogeneous of degree \( n \), then its partial derivatives \( f_x \) and \( f_y \) are homogeneous of degree \( n-1 \). Therefore:

\[ x f_{xx} + y f_{xy} = (n-1) f_x \] \[ x f_{yx} + y f_{yy} = (n-1) f_y \]

5.6 Worked Examples

Example 1: Verify Homogeneity

Problem: Show that \( f(x, y) = x^3 + 3x^2 y + y^3 \) is homogeneous and find its degree.

Solution:

\[ f(tx, ty) = (tx)^3 + 3(tx)^2(ty) + (ty)^3 = t^3 x^3 + 3t^3 x^2 y + t^3 y^3 \] \[ = t^3(x^3 + 3x^2 y + y^3) = t^3 f(x, y) \]

Therefore, \( f \) is homogeneous of degree 3.

Example 2: Verify Euler's Theorem

Problem: Verify Euler's theorem for \( f(x, y) = x^2 + 3xy + y^2 \).

Solution:

Degree: \( f(tx, ty) = t^2 f(x, y) \) → \( n = 2 \)

Partials: \( f_x = 2x + 3y \), \( f_y = 3x + 2y \)

LHS of Euler's theorem:

\[ x f_x + y f_y = x(2x + 3y) + y(3x + 2y) = 2x^2 + 3xy + 3xy + 2y^2 = 2x^2 + 6xy + 2y^2 \]

RHS: \( n f = 2(x^2 + 3xy + y^2) = 2x^2 + 6xy + 2y^2 \)

LHS = RHS ✓ Euler's theorem verified.

Example 3: Application

Problem: If \( u = \ln\left(\frac{x^3 + y^3}{x + y}\right) \), show that \( x\frac{\partial u}{\partial x} + y\frac{\partial u}{\partial y} = 2 \).

Solution:

Let \( f = \frac{x^3 + y^3}{x + y} \). Note \( f \) is homogeneous of degree 2.

Then \( u = \ln f \).

\[ \frac{\partial u}{\partial x} = \frac{1}{f}\frac{\partial f}{\partial x}, \quad \frac{\partial u}{\partial y} = \frac{1}{f}\frac{\partial f}{\partial y} \] \[ x\frac{\partial u}{\partial x} + y\frac{\partial u}{\partial y} = \frac{1}{f}\left(x\frac{\partial f}{\partial x} + y\frac{\partial f}{\partial y}\right) = \frac{1}{f}(2f) = 2 \]

Verified ✓

Example 4: Three Variables

Problem: If \( u = x^2 + y^2 + z^2 + 2xyz \), find \( x u_x + y u_y + z u_z \).

Solution:

Check homogeneity: \( u(tx, ty, tz) = t^2(x^2 + y^2 + z^2 + 2xyz) = t^2 u \) → degree \( n = 2 \)

By Euler's theorem:

\[ x u_x + y u_y + z u_z = 2u = 2(x^2 + y^2 + z^2 + 2xyz) \]
Exam Tip: Before applying Euler's theorem, always verify the function is homogeneous by checking \( f(tx, ty) = t^n f(x, y) \). Then apply the formula directly.

VI. Maxima and Minima for a Function of Two Variables

6.1 Definitions

A function \( f(x, y) \) has a local maximum at \( (a, b) \) if \( f(a, b) \geq f(x, y) \) for all \( (x, y) \) near \( (a, b) \). Similarly for a local minimum.

A point where either \( f_x = f_y = 0 \) or one of the partials doesn't exist is called a critical point.

6.2 Second Derivative Test for Functions of Two Variables

Let \( (a, b) \) be a critical point where \( f_x(a,b) = f_y(a,b) = 0 \).

Define:

\[ \boxed{D = f_{xx}(a,b) \cdot f_{yy}(a,b) - [f_{xy}(a,b)]^2} \]
ConditionConclusion
\( D > 0 \) and \( f_{xx}(a,b) > 0 \)Local Minimum
\( D > 0 \) and \( f_{xx}(a,b) < 0 \)Local Maximum
\( D < 0 \)Saddle Point (neither max nor min)
\( D = 0 \)Inconclusive — further investigation needed
The Determinant Form
\( D \) can also be written as the determinant of the Hessian matrix: \[ D = \begin{vmatrix} f_{xx} & f_{xy} \\ f_{yx} & f_{yy} \end{vmatrix} \]

6.3 Steps to Find Maxima and Minima

  1. Find \( f_x \) and \( f_y \).
  2. Solve \( f_x = 0 \) and \( f_y = 0 \) simultaneously to find critical points \( (a, b) \).
  3. Compute \( f_{xx}, f_{yy}, f_{xy} \).
  4. Calculate \( D = f_{xx} f_{yy} - f_{xy}^2 \) at each critical point.
  5. Apply the second derivative test to classify each point.
  6. Evaluate \( f \) at each extremum to find the maximum/minimum value.

6.4 Worked Examples

Example 1: Local Minimum

Problem: Find the extreme values of \( f(x, y) = x^2 + y^2 - 2x - 4y + 5 \)

Solution:

Step 1: \( f_x = 2x - 2 \), \( f_y = 2y - 4 \)

Step 2: \( f_x = 0 \Rightarrow x = 1 \); \( f_y = 0 \Rightarrow y = 2 \)

Critical point: \( (1, 2) \)

Step 3: \( f_{xx} = 2 \), \( f_{yy} = 2 \), \( f_{xy} = 0 \)

Step 4: \( D = (2)(2) - 0^2 = 4 > 0 \), \( f_{xx} = 2 > 0 \)

Step 5: Local minimum at \( (1, 2) \)

Step 6: \( f(1, 2) = 1 + 4 - 2 - 8 + 5 = 0 \)

Minimum value = 0 at \( (1, 2) \)

Example 2: Local Maximum

Problem: Find the extreme values of \( f(x, y) = 4x - x^2 - y^2 + 2y - 1 \)

Solution:

\( f_x = 4 - 2x \), \( f_y = -2y + 2 \)

\( f_x = 0 \Rightarrow x = 2 \); \( f_y = 0 \Rightarrow y = 1 \)

Critical point: \( (2, 1) \)

\( f_{xx} = -2 \), \( f_{yy} = -2 \), \( f_{xy} = 0 \)

\( D = (-2)(-2) - 0 = 4 > 0 \), \( f_{xx} = -2 < 0 \)

Local maximum at \( (2, 1) \)

\( f(2, 1) = 8 - 4 - 1 + 2 - 1 = 4 \)

Maximum value = 4 at \( (2, 1) \)

Example 3: Saddle Point

Problem: Find the extreme values of \( f(x, y) = x^2 - y^2 \)

Solution:

\( f_x = 2x \), \( f_y = -2y \)

Critical point: \( (0, 0) \)

\( f_{xx} = 2 \), \( f_{yy} = -2 \), \( f_{xy} = 0 \)

\( D = (2)(-2) - 0 = -4 < 0 \)

Saddle point at \( (0, 0) \) — no extremum

Example 4: Multiple Critical Points

Problem: Find the extreme values of \( f(x, y) = x^3 + y^3 - 3xy \)

Solution:

Step 1: \( f_x = 3x^2 - 3y \), \( f_y = 3y^2 - 3x \)

Step 2: Setting both to zero: \( y = x^2 \) and \( x = y^2 \)

Substituting: \( x = (x^2)^2 = x^4 \Rightarrow x^4 - x = 0 \Rightarrow x(x^3 - 1) = 0 \)

\( x = 0 \) or \( x = 1 \)

Critical points: \( (0, 0) \) and \( (1, 1) \)

Step 3: \( f_{xx} = 6x \), \( f_{yy} = 6y \), \( f_{xy} = -3 \)

At \( (0, 0) \): \( D = (0)(0) - (-3)^2 = -9 < 0 \) → Saddle point

At \( (1, 1) \): \( D = (6)(6) - (-3)^2 = 36 - 9 = 27 > 0 \), \( f_{xx} = 6 > 0 \) → Local minimum

\( f(1, 1) = 1 + 1 - 3 = -1 \)

Local minimum value = -1 at \( (1, 1) \)

Exam Tip: Always compute \( D \) carefully. The sign of \( D \) determines whether you have an extremum, and the sign of \( f_{xx} \) tells you whether it's a max or min.

VII. Lagrange Method of Multipliers

7.1 Constrained Optimization

Often we need to optimize a function \( f(x, y) \) subject to a constraint \( g(x, y) = 0 \). The Lagrange multiplier method handles such problems elegantly.

7.2 Method of Lagrange Multipliers

To optimize \( f(x, y) \) subject to \( g(x, y) = 0 \):

  1. Form the Lagrangian function:
\[ \boxed{\mathcal{L}(x, y, \lambda) = f(x, y) + \lambda \, g(x, y)} \]
  1. Set all partial derivatives to zero:
\[ \frac{\partial \mathcal{L}}{\partial x} = 0, \quad \frac{\partial \mathcal{L}}{\partial y} = 0, \quad \frac{\partial \mathcal{L}}{\partial \lambda} = 0 \]
  1. Solve the resulting system for \( x, y, \lambda \).
  2. Evaluate \( f \) at the solution points to find the optimum.

7.3 For Three Variables

To optimize \( f(x, y, z) \) subject to \( g(x, y, z) = 0 \):

\[ \mathcal{L}(x, y, z, \lambda) = f(x, y, z) + \lambda \, g(x, y, z) \]

Set \( \mathcal{L}_x = \mathcal{L}_y = \mathcal{L}_z = \mathcal{L}_\lambda = 0 \).

7.4 Worked Examples

Example 1: Basic Constrained Optimization

Problem: Find the maximum value of \( f(x, y) = xy \) subject to \( x + y = 10 \).

Solution:

Step 1: Constraint: \( g(x, y) = x + y - 10 = 0 \)

Step 2: Lagrangian:

\[ \mathcal{L} = xy + \lambda(x + y - 10) \]

Step 3: Partial derivatives:

\[ \frac{\partial \mathcal{L}}{\partial x} = y + \lambda = 0 \implies y = -\lambda \] \[ \frac{\partial \mathcal{L}}{\partial y} = x + \lambda = 0 \implies x = -\lambda \] \[ \frac{\partial \mathcal{L}}{\partial \lambda} = x + y - 10 = 0 \]

Step 4: From first two equations: \( x = y \). Substituting into constraint:

\[ 2x = 10 \implies x = 5, \; y = 5 \]

Step 5: \( f(5, 5) = 25 \)

Maximum value = 25 at \( (5, 5) \)

Example 2: Three Variables

Problem: Find the maximum value of \( f(x, y, z) = xyz \) subject to \( x + y + z = 9 \).

Solution:

Lagrangian: \( \mathcal{L} = xyz + \lambda(x + y + z - 9) \)

Partials:

\[ yz + \lambda = 0, \quad xz + \lambda = 0, \quad xy + \lambda = 0 \]

From first two: \( yz = xz \Rightarrow x = y \) (since \( z \neq 0 \))

From last two: \( xz = xy \Rightarrow z = y \)

Therefore \( x = y = z \). Constraint: \( 3x = 9 \Rightarrow x = 3 \)

Maximum value = \( 3 \times 3 \times 3 = 27 \) at \( (3, 3, 3) \)

Example 3: Engineering Application

Problem: Find the dimensions of a rectangular box of maximum volume with total surface area 150 cm².

Solution:

Let dimensions be \( x, y, z \). Maximize \( V = xyz \) subject to \( 2(xy + yz + zx) = 150 \), i.e., \( xy + yz + zx = 75 \).

Lagrangian: \( \mathcal{L} = xyz + \lambda(xy + yz + zx - 75) \)

Partials:

\[ yz + \lambda(y + z) = 0 \quad \text{(1)} \] \[ xz + \lambda(x + z) = 0 \quad \text{(2)} \] \[ xy + \lambda(x + y) = 0 \quad \text{(3)} \]

From (1) and (2): \( yz - xz = \lambda(x - y) \Rightarrow z(y - x) = \lambda(x - y) \Rightarrow \lambda = -z \)

Similarly from (2) and (3): \( \lambda = -x \). From (1) and (3): \( \lambda = -y \).

Therefore \( x = y = z \). Constraint: \( 3x^2 = 75 \Rightarrow x^2 = 25 \Rightarrow x = 5 \)

Box dimensions: 5 cm × 5 cm × 5 cm (a cube)

Maximum volume = 125 cm³

Exam Tip: The Lagrange multiplier \( \lambda \) often has physical meaning (e.g., marginal change of objective per unit change in constraint). Always solve the system systematically.

📊 Comprehensive Summary Table

TopicKey Formula / Concept
Limit of \( f(x,y) \)Same value along every path approaching \( (a,b) \)
Continuity\( \lim_{(x,y)\to(a,b)} f(x,y) = f(a,b) \)
Partial Derivative \( f_x \)Differentiate w.r.t. \( x \), treat \( y \) as constant
Partial Derivative \( f_y \)Differentiate w.r.t. \( y \), treat \( x \) as constant
Clairaut's Theorem\( f_{xy} = f_{yx} \) (for continuous mixed partials)
Total Derivative\( \dfrac{dz}{dt} = \dfrac{\partial z}{\partial x}\dfrac{dx}{dt} + \dfrac{\partial z}{\partial y}\dfrac{dy}{dt} \)
Chain Rule (2 params)\( \dfrac{\partial z}{\partial s} = \dfrac{\partial z}{\partial x}\dfrac{\partial x}{\partial s} + \dfrac{\partial z}{\partial y}\dfrac{\partial y}{\partial s} \)
Homogeneous Function\( f(tx, ty) = t^n f(x, y) \)
Euler's Theorem\( x f_x + y f_y = n f \)
Euler's Theorem (3 var)\( x f_x + y f_y + z f_z = n f \)
Critical Point\( f_x = f_y = 0 \)
Second Derivative Test\( D = f_{xx} f_{yy} - f_{xy}^2 \)
Local Minimum\( D > 0 \), \( f_{xx} > 0 \)
Local Maximum\( D > 0 \), \( f_{xx} < 0 \)
Saddle Point\( D < 0 \)
Inconclusive\( D = 0 \)
Lagrangian\( \mathcal{L} = f + \lambda g \)
Lagrange Conditions\( \mathcal{L}_x = \mathcal{L}_y = \mathcal{L}_\lambda = 0 \)

📐 Quick Reference — Common Partial Derivatives

Function \( f(x, y) \)\( f_x \)\( f_y \)
\( x^n y^m \)\( nx^{n-1}y^m \)\( mx^n y^{m-1} \)
\( e^{ax + by} \)\( a e^{ax+by} \)\( b e^{ax+by} \)
\( \ln(x^2 + y^2) \)\( \dfrac{2x}{x^2+y^2} \)\( \dfrac{2y}{x^2+y^2} \)
\( \sin(xy) \)\( y\cos(xy) \)\( x\cos(xy) \)
\( \tan^{-1}(y/x) \)\( -\dfrac{y}{x^2+y^2} \)\( \dfrac{x}{x^2+y^2} \)
\( x^y \)\( yx^{y-1} \)\( x^y \ln x \)

🎯 Exam-Focused Tips

  1. For limits, always test multiple paths to prove non-existence.
  2. Use polar coordinates when the limit likely exists — it often simplifies the expression.
  3. Partial derivatives: mentally "freeze" other variables as constants.
  4. Verify \( f_{xy} = f_{yx} \) to check your second-order partials.
  5. Draw a dependency tree before applying the chain rule.
  6. For Euler's theorem, first verify homogeneity and find degree \( n \).
  7. For maxima/minima, always compute \( D \) and check both conditions.
  8. Saddle points are neither maxima nor minima — \( D < 0 \).
  9. Lagrange multipliers: solve the system systematically, don't skip steps.
  10. Verify your answer by substituting back into the constraint.

📝 Practice Questions

Q1 Limits

Evaluate \( \displaystyle\lim_{(x,y) \to (0,0)} \frac{x^2 - y^2}{x^2 + y^2} \) or show it does not exist.

Q2 Partial Derivatives

Find \( f_x \) and \( f_y \) for \( f(x, y) = x^2 e^{xy} + y^3 \ln x \).

Q3 Chain Rule

If \( z = x^2 y + y^2 \), \( x = t^2 + 1 \), \( y = 2t - 1 \), find \( \dfrac{dz}{dt} \).

Q4 Euler's Theorem

If \( u = x^3 + y^3 + z^3 - 3xyz \), find \( x u_x + y u_y + z u_z \).

Q5 Maxima/Minima

Find the extreme values of \( f(x, y) = x^2 + y^2 - 4x - 6y + 10 \).

Q6 Maxima/Minima

Find the critical points of \( f(x, y) = x^3 + y^3 - 6xy \) and classify them.

Q7 Lagrange

Find the maximum value of \( f(x, y) = x + 2y \) subject to \( x^2 + y^2 = 5 \).

Q8 Lagrange

Find the dimensions of a rectangular box with maximum volume and total surface area 96 cm².

✅ Practice Question Solutions

Solution Q1

Along \( y = 0 \): \( \frac{x^2}{x^2} = 1 \)

Along \( x = 0 \): \( \frac{-y^2}{y^2} = -1 \)

Different paths give different values → Limit does not exist.

Solution Q2

\( f_x = 2x e^{xy} + x^2 y e^{xy} + \dfrac{y^3}{x} = e^{xy}(2x + x^2 y) + \dfrac{y^3}{x} \)

\( f_y = x^3 e^{xy} + 3y^2 \ln x \)

Solution Q3

\( \dfrac{\partial z}{\partial x} = 2xy \), \( \dfrac{\partial z}{\partial y} = x^2 + 2y \)

\( \dfrac{dx}{dt} = 2t \), \( \dfrac{dy}{dt} = 2 \)

\[ \frac{dz}{dt} = (2xy)(2t) + (x^2 + 2y)(2) = 4xyt + 2x^2 + 4y \]

Substituting \( x = t^2+1, y = 2t-1 \):

\[ = 4(t^2+1)(2t-1)t + 2(t^2+1)^2 + 4(2t-1) \]
Solution Q4

Check homogeneity: \( u(tx, ty, tz) = t^3 u(x,y,z) \) → \( n = 3 \)

By Euler's theorem:

\[ x u_x + y u_y + z u_z = 3u = 3(x^3 + y^3 + z^3 - 3xyz) \]
Solution Q5

\( f_x = 2x - 4 = 0 \Rightarrow x = 2 \)

\( f_y = 2y - 6 = 0 \Rightarrow y = 3 \)

Critical point: \( (2, 3) \)

\( f_{xx} = 2 \), \( f_{yy} = 2 \), \( f_{xy} = 0 \)

\( D = 4 > 0 \), \( f_{xx} = 2 > 0 \) → Local minimum

\( f(2,3) = 4 + 9 - 8 - 18 + 10 = -3 \)

Minimum value = -3 at (2, 3)

Solution Q6

\( f_x = 3x^2 - 6y = 0 \Rightarrow y = \frac{x^2}{2} \)

\( f_y = 3y^2 - 6x = 0 \Rightarrow x = \frac{y^2}{2} \)

Substituting: \( x = \frac{(x^2/2)^2}{2} = \frac{x^4}{8} \Rightarrow x^4 = 8x \Rightarrow x(x^3 - 8) = 0 \)

\( x = 0 \) or \( x = 2 \)

Critical points: \( (0, 0) \) and \( (2, 2) \)

\( f_{xx} = 6x \), \( f_{yy} = 6y \), \( f_{xy} = -6 \)

At (0,0): \( D = 0 - 36 = -36 < 0 \) → Saddle point

At (2,2): \( D = (12)(12) - 36 = 108 > 0 \), \( f_{xx} = 12 > 0 \) → Local minimum

\( f(2,2) = 8 + 8 - 24 = -8 \) → Minimum value = -8

Solution Q7

\( \mathcal{L} = x + 2y + \lambda(x^2 + y^2 - 5) \)

\( 1 + 2\lambda x = 0 \Rightarrow x = -\dfrac{1}{2\lambda} \)

\( 2 + 2\lambda y = 0 \Rightarrow y = -\dfrac{1}{\lambda} \)

Substituting into \( x^2 + y^2 = 5 \): \( \dfrac{1}{4\lambda^2} + \dfrac{1}{\lambda^2} = 5 \Rightarrow \dfrac{5}{4\lambda^2} = 5 \Rightarrow \lambda^2 = \dfrac{1}{4} \)

\( \lambda = \pm\dfrac{1}{2} \). For maximum, take \( \lambda = -\dfrac{1}{2} \): \( x = 1, y = 2 \)

\( f(1, 2) = 1 + 4 = 5 \) → Maximum = 5

Solution Q8

Maximize \( V = xyz \) subject to \( 2(xy + yz + zx) = 96 \Rightarrow xy + yz + zx = 48 \)

By symmetry, \( x = y = z \). Then \( 3x^2 = 48 \Rightarrow x^2 = 16 \Rightarrow x = 4 \)

Dimensions: 4 cm × 4 cm × 4 cm (cube)

Maximum volume = \( 4^3 = 64 \) cm³

📚 Textbook References

ReferenceBook
T-1Advanced Engineering Mathematics – R.K. Jain, S.R.K. Iyengar (Narosa Publishing House)
R-1Higher Engineering Mathematics – B.S. Grewal (Khanna Publishers)
R-2Mathematics Textbook for Class XII Part I – NCERT
R-3Mathematics Textbook for Class XII Part II – NCERT
OR-1https://ncert.nic.in/textbook.php?lemh1=5-6
OR-2https://ncert.nic.in/textbook.php?lemh2=1-7

🏆 Key Takeaways

  1. Limits in 2D require the same value along every path — not just straight lines.
  2. Partial derivatives treat other variables as constants.
  3. Mixed partials are equal for "nice" functions (Clairaut's theorem).
  4. Chain rule requires summing over all dependency paths.
  5. Euler's theorem relates partial derivatives of homogeneous functions to the function itself.
  6. Second derivative test uses \( D = f_{xx}f_{yy} - f_{xy}^2 \) to classify critical points.
  7. Saddle points occur when \( D < 0 \) — no extremum.
  8. Lagrange multipliers solve constrained optimization problems elegantly.
  9. Always verify your critical points satisfy all equations.
  10. Practice recognition of each technique's telltale signs.

🎯 Course Outcome CO4 Mapping

After studying this unit, students should be able to:

CO4 ComponentsCovered in Section
Apply partial differentiationIII
Apply chain ruleIV
Apply Euler's theoremV
Solve maxima/minima problemsVI
Apply Lagrange multipliersVII
Understand limits and continuityII

⭐ End of Unit IV Notes ⭐

Multivariable Differentiation

MTH165 – Mathematics for Engineers

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