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Notes - M1 Unit 4

The document discusses the Jacobian, which is defined as the determinant of the partial derivatives of dependent variables with respect to independent variables. The Jacobian is used to change variables in multiple integrals and differential equations. Some key properties are discussed, including that the reciprocal of the Jacobian is equal to 1 and the chain rule for Jacobians. Several examples are provided to illustrate calculating the Jacobian and verifying that the reciprocal is equal to 1.

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Pratima Shinde
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0% found this document useful (0 votes)
270 views

Notes - M1 Unit 4

The document discusses the Jacobian, which is defined as the determinant of the partial derivatives of dependent variables with respect to independent variables. The Jacobian is used to change variables in multiple integrals and differential equations. Some key properties are discussed, including that the reciprocal of the Jacobian is equal to 1 and the chain rule for Jacobians. Several examples are provided to illustrate calculating the Jacobian and verifying that the reciprocal is equal to 1.

Uploaded by

Pratima Shinde
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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For more Subjects

https://www.studymedia.in/fe/notes
Prof. N. R. Kharat Engineering Mathematics I

𝑥+𝑦
Example: If 𝑢 = sec −1 [ ] then Prove that
𝑥 1/2 + 𝑦 1/2
∂2 u
2
∂2 u 2
∂2 u cot u
x 2
+ 2xy + y 2
= − [3 + cot2 u]
∂x ∂x ∂y ∂y 4
************
𝑥3 + 𝑦3
Example: If 𝑢 = tan−1 [ ] then Prove that
𝑥+ 𝑦
∂2 u
2
∂2 u 2
∂2 u
x 2
+ 2xy +y 2
= sin 2u [1 − 4 sin2 𝑢]
∂x ∂x ∂y ∂y
************
𝑥+𝑦
Example: If 𝑢 = sin−1 [ ] then Prove that
𝑥 1/2 + 𝑦 1/2

2
∂2 f ∂2 f 2
∂2 f −sin u cos 2u
x + 2xy + y =
∂x2 ∂x ∂y ∂y 2 4 cos 3 u
************
1
𝑥2 2
+𝑦 2
Example: If 𝑢 = sin−1 [ ] then Prove that
𝑥+𝑦
∂2 u
2
∂2 u 2
∂2 u tan u
x 2
+ 2xy + y 2
= [tan2 u − 1]
∂x ∂x ∂y ∂y 4
************

"𝑇ℎ𝑒 𝑂𝑛𝑙𝑦 𝑡ℎ𝑖𝑛𝑔𝑠 𝑡ℎ𝑎𝑡 𝑤𝑖𝑙𝑙 𝑠𝑡𝑜𝑝 𝑦𝑜𝑢 𝑓𝑟𝑜𝑚 𝑓𝑢𝑙𝑓𝑖𝑙𝑙𝑖𝑛𝑔 𝑦𝑜𝑢𝑟 𝑑𝑟𝑒𝑎𝑚𝑠 𝑖𝑠 𝑦𝑜𝑢"

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UNIT-IV: JACOBIAN AND THEIR APPLICATIONS
Definition and properties of Jacobian & Illustrations.
Jacobian:

If u and v are differentiable functions of independent variables x and y , then the determinant

𝜕𝑢 𝜕𝑢
𝜕𝑥 𝜕𝑦
|𝜕𝑣 𝜕𝑣
|is called Jacobian of u and v with respect to x and y.
𝜕𝑥 𝜕𝑦
𝜕(𝑢.𝑣)
Denoted by 𝐽 = 𝜕(𝑥,𝑦)

𝜕𝑢 𝜕𝑢
𝜕(𝑢.𝑣) 𝜕𝑥 𝜕𝑦
Thus, 𝜕(𝑥,𝑦) = |𝜕𝑣 𝜕𝑣
|
𝜕𝑥 𝜕𝑦
Similarly, If u, v and w are differentiable functions of independent variables x ,y and z then

𝜕𝑢 𝜕𝑢 𝜕𝑢
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕(𝑢.𝑣,𝑤) | 𝜕𝑣 𝜕𝑣 𝜕𝑣 |
= and so on.
𝜕(𝑥,𝑦,𝑧) | 𝜕𝑥 𝜕𝑦 𝜕𝑧 |
𝜕𝑤 𝜕𝑤 𝜕𝑤
𝜕𝑥 𝜕𝑦 𝜕𝑧

Properties of Jacobian:

𝜕(𝑢.𝑣) 𝜕(𝑥,𝑦)
1. If 𝐽 = 𝜕(𝑥,𝑦)
then 𝐽′ = 𝜕(𝑢.𝑣)
is called reciprocal of 𝐽.

2. 𝐽𝐽 = 1
3 .Chain rule :
If u and v are functions of x and y , and x and y are functions of r and 𝜃 ,

𝜕(𝑢.𝑣) 𝜕(𝑢,𝑣) 𝜕(𝑥,𝑦)


then 𝜕(𝑟,𝜃) = .
𝜕(𝑥,𝑦) 𝜕(𝑟,𝜃)
is chain rule for Jacobian.

Examples :
𝜕(𝑥,𝑦,𝑧)
1.If = 𝑟𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜙 , 𝑦 = 𝑟𝑠𝑖𝑛𝜃𝑠𝑖𝑛𝜙 , 𝑧 = 𝑟𝑐𝑜𝑠𝜃then, find 𝜕(𝑟,𝜃,𝜙)
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕𝑟 𝜕𝜃 𝜕𝜙
𝜕(𝑥,𝑦,𝑧) |𝜕𝑦 𝜕𝑦 𝜕𝑦 |
Soln : We have, 𝜕(𝑟,𝜃,𝜙) =
| 𝜕𝑟 𝜕𝜃 𝜕𝜙|
𝜕𝑧 𝜕𝑧 𝜕𝑧
𝜕𝑟 𝜕𝜃 𝜕𝜙

𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜙 𝑟𝑐𝑜𝑠𝜃𝑐𝑜𝑠𝜙 −𝑟𝑠𝑖𝑛𝜃𝑠𝑖𝑛𝜙


= | 𝑠𝑖𝑛𝜃𝑠𝑖𝑛𝜙 𝑟𝑐𝑜𝑠𝜃𝑠𝑖𝑛𝜙 𝑟𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜙 |
𝑐𝑜𝑠𝜃 −𝑟𝑠𝑖𝑛𝜃 0

= 𝑟 2 𝑠𝑖𝑛𝜃

2. If 𝑥 = 𝑎 𝑐𝑜𝑠ℎ𝑢 𝑐𝑜𝑠𝑣, 𝑦 = 𝑎 𝑠𝑖𝑛ℎ𝑢 𝑠𝑖𝑛𝑣 , show that


𝜕(𝑥, 𝑦) 𝑎2
= (𝑐𝑜𝑠ℎ2𝑢 − 𝑐𝑜𝑠2𝑣)
𝜕(𝑢, 𝑣) 2

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𝜕𝑥 𝜕𝑥
𝜕(𝑥,𝑦) 𝜕𝑢 𝜕𝑣
Soln : We have , , 𝜕(𝑢,𝑣) = |𝜕𝑦 𝜕𝑦
|
𝜕𝑢 𝜕𝑣

𝑎 𝑠𝑖𝑛ℎ𝑢 𝑐𝑜𝑠𝑣 −𝑎 𝑐𝑜𝑠ℎ𝑢 𝑠𝑖𝑛𝑣


=| |
𝑎 𝑐𝑜𝑠ℎ𝑢 𝑠𝑖𝑛𝑣 𝑎 𝑠𝑖𝑛ℎ𝑢 𝑐𝑜𝑠𝑣

= 𝑎2 (𝑠𝑖𝑛ℎ 2 𝑢 𝑐𝑜𝑠 2 𝑣 + 𝑐𝑜𝑠ℎ 2 𝑢 𝑠𝑖𝑛2 𝑣)


𝑐𝑜𝑠ℎ2𝑢−1 1+𝑐𝑜𝑠2𝑣
Using ,𝑠𝑖𝑛ℎ 2 𝑢 = 2
, 𝑐𝑜𝑠 2 𝑣 = 2

𝑐𝑜𝑠ℎ2𝑢+1 1−𝑐𝑜𝑠2𝑣
𝑐𝑜𝑠ℎ 2 𝑢 = , 𝑠𝑖𝑛2 𝑣 =
2 2
We get ,

𝜕(𝑥, 𝑦) 𝑐𝑜𝑠ℎ2𝑢 − 1 1 + 𝑐𝑜𝑠2𝑣 𝑐𝑜𝑠ℎ2𝑢 + 1 1 − 𝑐𝑜𝑠2𝑣


= 𝑎2 [( )( ) + ( )( )]
𝜕(𝑢, 𝑣) 2 2 2 2

Examples on JJ = 1
'

1) Verify JJ = 1 for the following


'

x = v 2 + w2 y = u 2 + w2 z = u 2 + v 2
Solution:- Let x = v + w
2 2
………………..(1)
y =u +w
2 2
……………….. (2)
z = u2 + v2 ………………….(3)

x x x
u v w 0 2v 2w
J=  ( x , y , z ) =
y y y
= 2u 0 2w = 16uvw
 (u , v, w ) u v w
z z z 2u 2v 0
u v w

J = 16uvw

'
using equations (1), (2), & (3) we can find J

u u u −1 1 1
x y z 4u 4u 4u
 (u , v, w) v v v 1 −1 1
 J '= = =
 ( x, y , z ) x y z 4v 4v 4v
w w w 1 1 −1
x y z 4w 4w 4w

−1 1 1
 1  1  1  1
=     1 −1 1 =
 4u  4v  4w  16uvw
1 1 −1


JJ ' = 1

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3) If x = u, y = uv. show that JJ ' = 1

Soln:-Given x = u(1 − v) y = uv

 ( x, y ) 1 − v − u
 = = u(1 − v) + uv = u
(u, v ) v u

x = u − uv and y = uv

x = u − y u = x + y,

 y = (x + y )v,
y
v =
x+ y

u u
 (u, v ) x y 1
 = =
 ( x, y ) v v u
x y

(x, y ) (u, v ) 1
 JJ ' = * = u* =1
(u, v ) (x, y ) u

u
4) Verify JJ = 1 for the transformation x = uv, y=
'

u
Solution:-Given x = uv, y=
v

(x, y ) v u − uv u − 2u
J = = 1 −u = 2 − =
Let (u, v ) 2 v v v
v v

u
 x = uv and y=  u = vy
v
x
 x = vy  = v2
y

x x
v = u = y = xy
y y

y x
 (u , v ) 2 x 2 y −1
J' = = =
 ( x, y ) 1 − x 2y
2 xy 2y y

u −1 − v
But y = J' = =
2u 2u
v
v

 JJ ' = 1

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5) x = v 2 + w 2 , y = w 2 + u 2 , z = u 2 + v 2 , prove that JJ = 1
'

Solution:- we have

0 2v 2w
(x, y, z )
J= = 2u 0 2w = 16uvw........................(1)
(u, v, w)
2u 2v 0

Since from given information we can write

 u 2 + v 2 + w2 =
1
(x + y + z ) = x + y + z
2 2 2 2

x y z x y z x y z
u 2 = − + + , v 2 = − + , w2 = + −
2 2 2 2 2 2 2 2 2

 (u, v, w) 1
 J '= = ..........................................(2)
 ( x, y, z ) 16uvw

From (1) & (2) we can write

 JJ ' = 1

Illustrations on Jacobian of composite function

Jacobian of composite function

Chain rule :
If u and v are functions of x and y , and x and y are functions of r and 𝜃 ,
then

𝜕(𝑢.𝑣) 𝜕(𝑢,𝑣) 𝜕(𝑥,𝑦)


𝜕(𝑟,𝜃)
= .
𝜕(𝑥,𝑦) 𝜕(𝑟,𝜃)
is chain rule for Jacobian.

Note :
𝜕(𝑢.𝑣) 𝜕(𝑥,𝑦)
1. If𝐽 = 𝜕(𝑥,𝑦)
then 𝐽′ = 𝜕(𝑢.𝑣)
is called reciprocal of 𝐽.

2. 𝐽𝐽 = 1

Examples :
1. If𝑢 = 𝑒 𝑥 (𝑥 𝑐𝑜𝑠𝑦 – 𝑦 𝑠𝑖𝑛𝑦), 𝑣 = 𝑒 𝑥 (𝑥 𝑠𝑖𝑛𝑦 + 𝑦 𝑐𝑜𝑠𝑦),
𝜕(𝑢.𝑣)
Where = 𝑙𝜉 + 𝑚𝜂 , 𝑦 = 𝑙𝜂 − 𝑚𝜉 , find 𝜕(𝜉,𝜂) .
Soln: Here 𝑢, 𝑣 → 𝑥, 𝑦 → 𝜉, 𝜂

𝜕(𝑢.𝑣) 𝜕(𝑢,𝑣) 𝜕(𝑥,𝑦)


𝜕(𝜉,𝜂)
= .
𝜕(𝑥,𝑦) 𝜕(𝜉,𝜂)

𝑒 𝑥 (𝑥 𝑐𝑜𝑠𝑦 – 𝑦 𝑠𝑖𝑛𝑦 + 𝑐𝑜𝑠𝑦) 𝑒 𝑥 (− 𝑥 𝑠𝑖𝑛𝑦 − 𝑦 𝑐𝑜𝑠𝑦 − 𝑠𝑖𝑛𝑦) 𝑙 𝑚


=| || |
𝑒 𝑥 ( 𝑥 𝑠𝑖𝑛𝑦 + 𝑦 𝑐𝑜𝑠𝑦 + 𝑠𝑖𝑛𝑦) 𝑒 𝑥 (𝑥 𝑐𝑜𝑠𝑦 + 𝑐𝑜𝑠𝑦 − 𝑦𝑠𝑖𝑛𝑦) −𝑚 𝑙

= 𝑒 2𝑥 (𝑙2 + 𝑚2 )[(𝑥 + 1)2 + 𝑦 2 ]

𝜕(𝑥,𝑦) 𝜕(𝑟,𝜃)
2. If 𝑥 = 𝑟 𝑐𝑜𝑠𝜃, 𝑦 = 𝑟 𝑠𝑖𝑛𝜃 then evaluate and .
𝜕(𝑟,𝜃) 𝜕(𝑥,𝑦)

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𝑦
Soln : Given that 𝑥 = 𝑟 𝑐𝑜𝑠𝜃, 𝑦 = 𝑟 𝑠𝑖𝑛𝜃 then 𝑟 2 = 𝑥 2 + 𝑦 2 and 𝜃 = 𝑡𝑎𝑛−1 𝑥 .
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
∴ = 𝑐𝑜𝑠𝜃, = −𝑟 𝑠𝑖𝑛𝜃, = 𝑠𝑖𝑛𝜃, = 𝑟 𝑐𝑜𝑠𝜃
𝜕𝑟 𝜕𝜃 𝜕𝑟 𝜕𝜃
𝜕𝑥 𝜕𝑥
𝜕(𝑥,𝑦) 𝜕𝑟 𝜕𝜃 𝑐𝑜𝑠𝜃 −𝑟 𝑠𝑖𝑛𝜃
Hence, 𝐽 = = |𝜕𝑦 𝜕𝑦
|=| |=𝑟
𝜕(𝑟,𝜃) 𝑠𝑖𝑛𝜃 𝑟 𝑐𝑜𝑠𝜃
𝜕𝑟 𝜕𝜃
𝜕𝑟 𝑥 𝜕𝑟 𝑦 𝜕𝜃 −𝑦 𝜕𝜃 𝑥
And = , = , = 2 , =
𝜕𝑥 𝑟 𝜕𝑦 𝑟 𝜕𝑥 𝑟 𝜕𝑦 𝑟2
𝜕𝑟 𝜕𝑟 𝑥 𝑦
𝜕(𝑟, 𝜃) 𝜕𝑥 𝜕𝑦 𝑟 𝑟 1
𝐽′ = = || | = |−𝑦 𝑥| = 𝑟
𝜕(𝑥, 𝑦) 𝜕𝜃 𝜕𝜃 |
𝜕𝑥 𝜕𝑦 𝑟2 𝑟2

3. For transformations 𝑥 = 𝑒 𝑢 𝑐𝑜𝑠𝑣 , 𝑦 = 𝑒 𝑢 𝑠𝑖𝑛𝑣 ,

𝜕(𝑥, 𝑦) 𝜕(𝑢. 𝑣)
𝑝𝑟𝑜𝑣𝑒 𝑡ℎ𝑎𝑡 . =1
𝜕(𝑢, 𝑣) 𝜕(𝑥, 𝑦)

Soln: Given, 𝑥 = 𝑒 𝑢 𝑐𝑜𝑠𝑣 , 𝑦 = 𝑒 𝑢 𝑠𝑖𝑛𝑣 .


We first find

𝜕𝑥 𝜕𝑥
𝜕(𝑥, 𝑦) 𝜕𝑣 | = | 𝑒 𝑢 𝑐𝑜𝑠𝑣 −𝑒 𝑢 𝑠𝑖𝑛𝑣
𝐽= = |𝜕𝑢 |
𝜕(𝑢. 𝑣) 𝜕𝑦 𝜕𝑦 𝑒 𝑢 𝑠𝑖𝑛𝑣 𝑒 𝑢 𝑐𝑜𝑠𝑣
𝜕𝑢 𝜕𝑣
= 𝑒 2𝑢 ------- (1)
𝑦 1
Since, 𝑥 = 𝑟 𝑐𝑜𝑠𝜃, 𝑦 = 𝑟 𝑠𝑖𝑛𝜃 𝑡ℎ𝑒𝑛 𝑣 = 𝑡𝑎𝑛−1 𝑎𝑛𝑑 𝑢 = log (𝑥 2 + 𝑦 2 )
𝑥 2
Next, we find
𝜕𝑢 𝜕𝑢 𝑥 𝑦
𝜕(𝑢.𝑣) 𝜕𝑥 𝜕𝑦 𝑥 2 +𝑦 2 𝑥 2 +𝑦 2 1 1
𝐽′ = = |𝜕𝑣 𝜕𝑣
| = | −𝑦 𝑥 | = = ------- (2)
𝜕(𝑥,𝑦) 𝑥 2 +𝑦 2 𝑒 2𝑢
𝜕𝑥 𝜕𝑦 𝑥 2 +𝑦 2 𝑥 +𝑦 2
2

From (1) and (2), we have

𝜕(𝑥, 𝑦) 𝜕(𝑢. 𝑣) 1
𝐽𝐽′ = . = 𝑒 2𝑢 2𝑢 = 1
𝜕(𝑢, 𝑣) 𝜕(𝑥, 𝑦) 𝑒

Partial derivatives of implicit functions using Jacobian:

Definition : Implicit function or relation is a relationin which one variable can expressed as function of others,
provided partial derivative with respect to that variable is non-zero.
𝜕𝑓
Ex.1. for 𝑓(𝑥, 𝑦) = 0 containing two variables ,𝑦 can be function of 𝑥 , if 𝜕𝑦 ≠ 0.

𝜕𝑓
2.for𝑓(𝑥, 𝑦, 𝑧) = 0 containing three variables , 𝑧 can be function of 𝑥 𝑎𝑛𝑑 𝑦 , if 𝜕𝑧 ≠ 0.

above two are implicit functions.

Consider an implicit relation𝑓(𝑢, 𝑣, 𝑤, 𝑥) = 0 ,this defines x as a function of 𝑢, 𝑣, 𝑤


𝜕𝑓
If 𝜕𝑥
≠ 0. (i.e. u, v, w are independent and x is dependent variable)

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𝜕𝑓⁄ 𝜕𝑓⁄ 𝜕𝑓⁄
𝜕𝑥 𝜕𝑥 𝜕𝑥
Then , = − 𝜕𝑓 𝜕𝑢 , = − 𝜕𝑓 𝜕𝑣
, = − 𝜕𝑓 𝜕𝑤 .
𝜕𝑢 ⁄ 𝜕𝑣 ⁄ 𝜕𝑤 ⁄
𝜕𝑥 𝜕𝑥 𝜕𝑥

If𝑓1 (𝑢, 𝑣, 𝑥, 𝑦) = 0 , 𝑓2 (𝑢, 𝑣, 𝑥, 𝑦) = 0 are two implicit relations these relations define define 𝑢 𝑎𝑛𝑑 𝑣 as functions
of independent variables 𝑥 𝑎𝑛𝑑 𝑦 provided
𝜕𝑓1 𝜕𝑓1 𝜕𝑓2 𝜕𝑓
𝜕𝑢
≠0; 𝜕𝑣
≠0; 𝜕𝑢
≠ 0 ; 𝜕𝑣2 ≠ 0

𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣
Therefore we get four partial derivative ,𝜕𝑥 , 𝜕𝑦 , 𝜕𝑥 , 𝜕𝑦 as below ,

𝜕(𝑓1 , 𝑓2 ) 𝜕(𝑓1 , 𝑓2 )
𝜕𝑢 𝜕(𝑥 , 𝑣) 𝜕𝑢 𝜕(𝑦 , 𝑣)
𝜕𝑥
= − 𝜕(𝑓1, 𝑓2 ) , 𝜕𝑦
= − 𝜕(𝑓1, 𝑓2 ) ,
𝜕(𝑢 , 𝑣) 𝜕(𝑢 , 𝑣)

𝜕(𝑓1 , 𝑓2 ) 𝜕(𝑓1 , 𝑓2 )
𝜕𝑣 𝜕(𝑢 , 𝑥) 𝜕𝑣 𝜕(𝑢 , 𝑦)
𝜕𝑥
=− 𝜕(𝑓1 , 𝑓2 ) , 𝜕𝑦
=− 𝜕(𝑓1 , 𝑓2 )
𝜕(𝑢 , 𝑣) 𝜕(𝑢 , 𝑣)

Note :

1. Each of the above derivatives has same denominator and is a Jacobian of dependent variables. Therefore these
𝜕(𝑓1 , 𝑓2 )
derivatives exist only if ≠0
𝜕(𝑢 , 𝑣)

2.If 𝑢 = 𝑓1 (𝑥, 𝑦, 𝑧) ; 𝑣 = 𝑓2 (𝑥, 𝑦, 𝑧) ; 𝑤 = 𝑓3 (𝑥, 𝑦, 𝑧)

Take ,𝐹1 ≡ 𝑢 − 𝑓1 (𝑥, 𝑦, 𝑧) = 0 , 𝐹2 ≡ 𝑣 − 𝑓2 (𝑥, 𝑦, 𝑧) = 0 , 𝐹3 ≡ 𝑤 − 𝑓3 (𝑥, 𝑦, 𝑧) = 0


𝜕(𝐹1 , 𝐹2 , 𝐹3 )
𝜕𝑥
Then, = (−1) 𝜕(𝐹𝜕(𝑢 , 𝑦,
1 , 𝐹2 ,
𝑧)
𝐹3 ) (i.e. replace x by u)
𝜕𝑢
𝜕(𝑥 , 𝑦 , 𝑧 )

𝜕(𝐹1 , 𝐹2 , 𝐹3 )
𝜕𝑦 𝜕(𝑥 , 𝑤 , 𝑧)
𝜕𝑤
= (−1) 𝜕(𝐹1 , 𝐹2 , 𝐹3 ) (i.e. replace y by w)
𝜕(𝑥 , 𝑦 , 𝑧)

Examples :
𝜕𝑢
1.) If 𝑢2 + 𝑥𝑣 2 − 𝑢𝑥𝑦 = 0, 𝑣 2 − 𝑥𝑦 2 + 2𝑢𝑣 + 𝑢2 = 0 , find 𝜕𝑥
by proper choice of dependent and
independent variables.

Soln : Let 𝑓1 = 𝑢2 + 𝑥𝑣 2 − 𝑢𝑥𝑦 = 0 , 𝑓2 = 𝑣 2 − 𝑥𝑦 2 + 2𝑢𝑣 + 𝑢2 = 0


𝜕(𝑓1 , 𝑓2 )
𝜕𝑢 𝜕(𝑥 , 𝑣)
𝜕𝑥
=− 𝜕(𝑓1 , 𝑓2 ) ……………………….[1]
𝜕(𝑢 , 𝑣)

𝜕𝑓1 𝜕𝑓1
𝜕(𝑓1 , 𝑓2 ) 𝜕𝑥 𝜕𝑣 𝑣 2 − 𝑢𝑦 2𝑥𝑣
= |𝜕𝑓 | =| |
𝜕(𝑥 , 𝑣) 2 𝜕𝑓2 −𝑦 2 2𝑣 + 2𝑢
𝜕𝑥 𝜕𝑣

= (𝑣 2 − 𝑢𝑦)(2𝑣 + 2𝑢)(2𝑥𝑦 2 𝑣)...................................[2]

𝜕(𝑓1 , 𝑓2 ) 2𝑢 − 𝑥𝑦 2𝑥𝑣
=| | = 2(𝑢 + 𝑣)[2𝑢 − 𝑥𝑦 − 2𝑥𝑣]……………….[3]
𝜕(𝑢 , 𝑣) 2𝑣 + 2𝑢 2𝑣 + 2𝑢

Putting these values in (1) , we get

𝜕𝑢 (𝑣 2 − 𝑢𝑦)(2𝑣 + 2𝑢)(2𝑥𝑦 2 𝑣)
= −
𝜕𝑥 2(𝑢 + 𝑣)[2𝑢 − 𝑥𝑦 − 2𝑥𝑣]

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2) If 𝑥 = 𝑐𝑜𝑠 𝜃 − 𝑟𝑠𝑖𝑛 𝜃 , 𝑦 = sin 𝜃 + 𝑟𝑐𝑜𝑠 𝜃 , prove that

𝜕𝑟 𝑥
=
𝜕𝑥 𝑟

Soln :Here𝑓1 = 𝑥 − 𝑐𝑜𝑠 𝜃 + 𝑟𝑠𝑖𝑛 𝜃 , 𝑓2 = 𝑦 − sin 𝜃 + 𝑟𝑐𝑜𝑠 𝜃 ,


𝜕(𝑓1 ,𝑓2 ) 1 sin 𝜃 + 𝑟𝑐𝑜𝑠 𝜃
𝜕𝑟 | |
𝜕(𝑥,𝜃) 0 −𝑐𝑜𝑠 𝜃 + 𝑟𝑠𝑖𝑛 𝜃
𝜕𝑥
= − 𝜕(𝑓1,𝑓2 ) = 𝑠𝑖𝑛 𝜃 sin 𝜃 + 𝑟𝑐𝑜𝑠 𝜃
𝜕(𝑟,𝜃)
| |
−𝑐𝑜𝑠 𝜃 −𝑐𝑜𝑠 𝜃 + 𝑟𝑠𝑖𝑛 𝜃

𝜕𝑟 𝑐𝑜𝑠 𝜃 − 𝑟𝑠𝑖𝑛 𝜃 𝑥
= =
𝜕𝑥 𝑟 𝑟

3) .If 𝑥 = 𝑢 + 𝑣 + 𝑤, 𝑦 = 𝑢2 + 𝑣 2 + 𝑤 2 ,𝑧 = 𝑢3 + 𝑣 3 + 𝑤 3 then show that

𝜕𝑢 𝑢𝑣
=
𝜕𝑥 (𝑢 − 𝑣)(𝑢 − 𝑤)

Soln :Here , 𝑓1 = 𝑥 − 𝑢 + 𝑣 + 𝑤

𝑓2 = 𝑦 − 𝑢2 + 𝑣 2 + 𝑤 2

𝑓3 = 𝑧 − 𝑢3 + 𝑣 3 + 𝑤 3
1 −1 −1
𝜕(𝑓1 ,𝑓2 ,𝑓3 ) |0 −2𝑣 −2𝑤 |
𝜕𝑢 ⁄𝜕(𝑥,𝑣,𝑤)
0 −3𝑣 2 −3𝑤 2
𝜕𝑥
= − 𝜕(𝑓1 ,𝑓2 ,𝑓3 ) = −1 −1 −1
⁄𝜕(𝑢,𝑣,𝑤)
| −2𝑢 −2𝑣 −2𝑤 |
−3𝑢2 −3𝑣 2 −3𝑤 2

𝜕𝑢 𝑢𝑣
∴ =
𝜕𝑥 (𝑢 − 𝑣)(𝑢 − 𝑤)

Now f1 = u + v + w − x − y − z = 0 f 2 = uv + vw + uw − x 2 − y 2 − z 2 = 0

 x3 + y3 + z 3 
f 3 = uvw −   = 0
 3 

 ( f1 , f 2 , f 3 )
 (u , v, w)  ( x, y , z )
= (− 1)
3

 ( x, y , z )  ( f1 , f 2 , f 3 )
 (u , v, w)

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f 1 f 1 f 1
x y z
f 2 f 2 f 2
x y z
f 3 f 3 f 3
 (u , v, w) x y z
= −1
 ( x, y , z ) f 1 f 1 f 1
x y z
f 2 f 2 f 2
x y z
f 3 f 3 f 3
x y z

 (u, v, w) 2( x − y )( y − z )( z − x )
=
 ( x, y, z ) (u − v )(v − w)(w − u )

𝜕𝑥
4) If 𝑢 = 𝑥𝑦𝑧, 𝑣 = 𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑤 = 𝑥 + 𝑦 + 𝑧 then, find 𝜕𝑢

Soln. : 𝑓1 = 𝑥𝑦𝑧 − 𝑢 = 0,

𝑓2 = 𝑥 2 + 𝑦 2 + 𝑧 2 − 𝑣 = 0,

𝑓3 = 𝑥 + 𝑦 + 𝑧 − 𝑤 = 0

−1 𝑥𝑧 𝑥𝑦
𝜕(𝑓1 ,𝑓2 ,𝑓3 ) −| 0 2𝑦 2𝑧 |
𝜕𝑥 ⁄𝜕(𝑢,𝑦,𝑧)
0 1 1
∴ 𝜕𝑢
= 𝜕(𝑓1 ,𝑓2 ,𝑓3 ) = 𝑦𝑧 𝑥𝑧 𝑥𝑦
⁄𝜕(𝑥,𝑦,𝑧) |2𝑥 2𝑦 2𝑧 |
1 1 1

2(𝑦−𝑧)
=
2(𝑥−𝑦)(𝑦−𝑧)(𝑥−𝑧)

𝜕𝑥 1
𝜕𝑢
= (𝑥−𝑦)(𝑥−𝑧)

Illustrations on Partial derivative of implicit function by using Jacobian

u
1. If u + xv − uxy = 0, , v − xy + 2uv + u = 0, find
2 2 2 2 2

x by proper choice of dependent and independent


variables.

Soln: Let f1 = u + xv − uxy = 0, f 2 = v 2 − xy2 + 2uv + u 2 = 0


2 2

 ( f1 , f 2 )
u  ( x, v )
=−
 ( f1 , f 2 )
Now ……………………………………..(1)
x
 (u , v )

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f1 f1
( f1 , f 2 ) x v = v − uy
2
2 xy
=
 ( x, v ) f 2 f 2 −y 2
2v + 2u
x v

( )
= v 2 − uy (2v + 2u ) + 2 xy2v ……………………………………………(2)

f1 f1
( f1 , f 2 ) u v = 2u − xy 2 xv
= = 2(u + v )2u − xy − 2 xv.......(3)
(u, v ) f 2 f 2 2v + 2u 2v + 2u
u v

Putting these values in (1), we get,

u
=−
( )
v 2 − uy (2v + 2u ) + 2 xvy2
x 2(u + v )(2u − xy − 2 xv)

2) If u 2 + xv2 − uxy = a, and x 2 + y 2 + z 2 + u 2 + v 2 = b where a, b constants, use Jacobians to find


 v   y 
  and   .
 y  x ,u  v  x , z

f1 = x + y + z + u + v − a = 0
Soln: Let
f2 = x2 + y2 + z 2 + u2 + v2 − b = 0

 ( f1 , f 2 ) 1 1
 v   ( y, z ) 2 y 2z y − z
  =− =− =
 y  x ,u  ( f1 , f 2 ) 1 1 z−v
 (v, z ) 2v 2u
 ( f1 , f 2 ) 1 1
 v   (v, u ) 2v 2u u − v
  =− =− =
 v  x , z  ( f1 , f 2 ) 1 1 y −u
 ( y, u ) 2 y 2u
3).If x = u + v + w, y = u + v + w , z = u 3 + v 3 + w3 then show that
2 2 2

u vw
=
x (u − v )(u − w)
Soln: Here f1 = x − u − v − w
f 2 = y − u 2 − v 2 − w2
f 3 = x − u 3 − v 3 − w3

1 −1 −1
 ( f1 , f 2 , f 3 ) 0 − 2v − 2 w
u  ( x, v, w ) 0 − 3v 2 − 3w 2
=− =−
x  ( f1 , f 2 , f 3 ) −1 −1 −1
 (u , v, w) − 2u − 2v − 2 w
− 3u 2 − 3v 2 − 3w 2

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vw( w − v)
=
(u − v)(v − w)( w − u )

u vw
=
x (u − v )(u − w)
u v
4).If ux + vy = a, + = 1, then, prove that
x y

u  x  v  y 
  +   =0
x  u  v y  v u

Soln: Here f1 = ux + vy − a = 0

u v
f2 = + −1 = 0
x y

 ( f1 , f 2 )
u v
= −− u v
− 2
 ( x, y ) x2 y

Now, = uv −
 1
+ =
(
1  uv y 2 − x 2 )
..........................................(1)
 y 2 x 2  x2 y2

 ( f1 , f 2 )
 x  (u , y )
  =−
 u  v  ( f1 , f 2 )
 ( x, y )
(
− v x2 + y2 )
y2x x x2 + y2
=− =
(
uv y 2 − x 2 )
u y2 − x2
.........................................(2)

x2 y2

 ( f1 , f 2 )
 y   ( x, v )
  =−
 v  u  ( f1 , f 2 )
 ( x, y )
And
(
u x2 + y2 )
x2 y y x2 + y2
=− = −
(
uv y 2 − x 2 )
v y2 − x2
.........................................(3)

x2 y2

From (2) and (3), we get,

u  x  v  y  x2 + y2 x2 + y2
  +   = − =0
x  u  v y  v  u y 2 − x 2 y 2 − x 2

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Functional dependence, independence by using Jacobian:

Functional Dependence:

Let 𝑢 = 𝑓1 (𝑥, 𝑦) and 𝑣 = 𝑓2 (𝑥, 𝑦) be any two functions of 𝑥and 𝑦, 𝑢 = 𝑓1 (𝑥, 𝑦) and 𝑣 = 𝑓2 (𝑥, 𝑦) are functionally
dependent if their Jacobian vanishes identically.
𝜕(𝑓1 ,𝑓2 ) 𝜕(𝑢,𝑣)
i.e.𝐽 = 𝜕(𝑥,𝑦)
= 𝜕(𝑥,𝑦) = 0

Notes :

1. This fact can be generalized in case of 𝑛 functions 𝑓𝑟 (𝑥1 , 𝑥2 , … … … . , 𝑥𝑛 ) in (𝑟 = 1,2,3, … … 𝑛)

𝑛independent variables 𝑥1 , 𝑥2 , … … … . , 𝑥𝑛 i.e. these 𝑛 functions are functionally dependent


𝜕(𝑓 ,𝑓 ,……….,𝑓 )
if and only if their Jacobian 𝐽 = 𝜕(𝑥 1,𝑥2 ,……….,𝑥𝑛 ) = 0 . …………………(1)
1 2 𝑛

2. However, if number of functions are less than the number of variables then several relations of

type (1) are required to be satisfied for the functional dependence.

viz. for functions 𝑓1 (𝑥, 𝑦, 𝑧) and 𝑓2 (𝑥, 𝑦, 𝑧) of three variables it can be seen that for their

functional dependence,

𝜕(𝑓1 , 𝑓2 ) 𝜕(𝑓1 , 𝑓2 ) 𝜕(𝑓1 , 𝑓2 )


= 0, = 0, =0
𝜕(𝑥, 𝑦) 𝜕(𝑦, 𝑧) 𝜕(𝑧, 𝑥)

Examples :

1. Ascertain whether the following functions are functionally dependence, if so find the
𝑥+𝑦
relation between them. 𝑢 = 1−𝑥𝑦 , 𝑣 = 𝑡𝑎𝑛−1 𝑥 + 𝑡𝑎𝑛−1 𝑦 .

Soln. : We have,

𝜕𝑢 1 + 𝑦2 𝜕𝑢 1 + 𝑥2
= ; =
𝜕𝑥 (1 − 𝑥𝑦)2 𝜕𝑦 (1 − 𝑥𝑦)2

𝜕𝑣 1 𝜕𝑣 1
= ; =
𝜕𝑥 1 + 𝑥 2 𝜕𝑦 1 + 𝑦 2

𝜕𝑢 𝜕𝑢
𝜕(𝑢, 𝑣) 𝜕𝑥 𝜕𝑦
∴ 𝐽= = || |
𝜕(𝑥, 𝑦) 𝜕𝑣 𝜕𝑣 |
𝜕𝑥 𝜕𝑦

1 + 𝑦2 1 + 𝑥2
(1 − 𝑥𝑦)2 (1 − 𝑥𝑦)2 |
= || |
1 1
1 + 𝑥2 1 + 𝑦2

1 1
= −
(1 − 𝑥𝑦)2 (1 − 𝑥𝑦)2

=0

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𝜕(𝑢,𝑣)
Thus, 𝐽 = 𝜕(𝑥,𝑦) = 0.

Hence, 𝑢 and 𝑣 are functionally dependent.

Relation between 𝑢 and v : We have,

𝑥+𝑦
𝑣 = 𝑡𝑎𝑛−1 𝑥 + 𝑡𝑎𝑛−1 𝑦 = 𝑡𝑎𝑛−1 ( ) = 𝑡𝑎𝑛−1 𝑢
1 − 𝑥𝑦

∴ 𝑣 = 𝑡𝑎𝑛−1 𝑢

2. If 𝑢 =x+y+z, 𝑣 = 𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑤 = 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥 examine whether 𝑢, 𝑣, 𝑤 are

functionally dependent. If so find the relation between them.


𝜕(𝑢,𝑣,𝑤)
Soln. : For functional dependence, we must have 𝜕(𝑥,𝑦,𝑧)
= 0.

𝜕𝑢 𝜕𝑢 𝜕𝑢
=1 ; =1 ; =1
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕𝑣 𝜕𝑣 𝜕𝑣
= 2𝑥 ; = 2𝑦 ; = 2𝑧
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕𝑤 𝜕𝑤 𝜕𝑤
=𝑦+𝑧 ; =𝑥+𝑧 ; =𝑥+𝑦
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕𝑢 𝜕𝑢 𝜕𝑢
𝜕𝑥 𝜕𝑦 𝜕𝑧
| |
𝜕(𝑢, 𝑣, 𝑤) 𝜕𝑣 𝜕𝑣 𝜕𝑣
=
𝜕(𝑥, 𝑦, 𝑧) 𝜕𝑥 𝜕𝑦 𝜕𝑧
|𝜕𝑤 𝜕𝑤 𝜕𝑤 |
𝜕𝑥 𝜕𝑦 𝜕𝑧

1 1 1
= | 2𝑥 2𝑦 2𝑧 |
𝑦+𝑧 𝑥+𝑧 𝑥+𝑦

1 1 1
= 2| 𝑥 𝑦 𝑧 |
𝑦+𝑧 𝑥+𝑧 𝑥+𝑦

1 1 1
= 2| 𝑥 𝑦 𝑧 |
𝑥+𝑦+𝑧 𝑥+𝑦+𝑧 𝑥+𝑦+𝑧

1 1 1
= 2(𝑥 + 𝑦 + 𝑧) |𝑥 𝑦 𝑧|
1 1 1

=0

Hence, 𝑢, 𝑣, 𝑤 are functionally dependent.

Relation between 𝑢, 𝑣 and 𝑤 : We have,

𝑢2 = (𝑥 + 𝑦 + 𝑧)2

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= 𝑥 2 + 𝑦 2 + 𝑧 2 + 2(𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥)

= 𝑣 + 2𝑤

∴ 𝑢2 = 𝑣 + 2𝑤

3) Examine the functions are functionally dependent or not, if so find the relation between them
x− y x+ y
u= ; v=
x+ y x
x− y x+ y
Soln: Given u = ; v=
x+ y x

 (u , v ) u x uy
=
 ( x, y ) v x vy
(x + y ) − (x − y ) (x + y )(− 1) − (x − y )(− 1)
=
( x + y )2 ( x + y )2
x − (x + y ) 1
(x ) 2
x
2y − 2x
1 1  2 y 2 yx  1
= −y 1 = 2 
− 2 = 0
( x + y )2 x 2 x
( x + y)  x x  ( x + y )2
 (u , v )
=0
 ( x, y )
This shows that the given functions are functionally dependent.
Relation:
x− y x+ y
u = ; v=
x+ y x
y
 v = 1−
x
y
 = 1− v
x
x− y x+ y x− y y
u  v =     = = 1−
x+ y  x  x x
= 1 − (v − 1)
u v = 2 −v

Errors and Approximations:

For u = f (x, y, z ) the total differential is,

u u u
du = dx + dy + dz
x y z

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Where, If dx, dy , dz represent increments in x, y, z and du the corresponding increment in u.

If dx, dy , dz represents small errors in independent variables x, y, z .

Then du given by above relation, represent approximate error in u .

dx dy dz du
Relative errors in x, y, z are denoted by , , and corresponding relative error in u is .
x y z u

Multiplying relative errors by 100, we get percentage errors in variables x, y, z

Examples:-

1) The diameter and height of a right circular cylinder are measured to be 5 and 8 inches respectively. If each of
these dimensions were in error by 0.1 inch, find the percentage error in the volume of the cylinder.

Solution:-let the diameter of cylinder be ‘ d ’.

d =5 with df =0.1 height= h =8 with dh =0.1

df dh
% =2% % =1.25%
f h

Volume of cylinder = v = r 2 h

d
But d = 2r r =
2


v = d 2h
4

 log v = log  + 2 log d + log h − log 4

dv dd dh
 = 0+2 + −0
v d h

dv 100dd 100dh
100 =2 + = 5.25%
v 2 h

2 1 1
2) The focal length of a mirror is found from = − . Find the percentage error in ' f ' .if u and v are both
f v u
of error 2 % each.

Solution:- consider,

2 1 1
= −
f v u

df − dv du
2 = 2 + 2
−f 2
v u

− 2 df − 1 dv 1 du
 = +
f f v v u u

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− 2 100df − 1 100dv 1 100du
 = + , after simplifying we get
f f v v u u

− 2 100df  2  100df
= −2   =2
f f f f

 % error in f =2

3) Find the percentage error in the area of an ellipse, when the error of 2% and 3% are made in measuring its
major and minor axes respectively.

Solution:- Area of an ellipse = ab , a = major axis , b = minor axis

a b
* 100 = 2, * 100 = 3......given
a b
A = ab
 log A = log  + log a + log b
A a b
 = 0+ +
A a b
A a b
100 = 100 + 100 = 2+3=5
A a b

%error in area =5

4) In calculating volume of right circular cylinder, errors of 2% and 1% are found in measuring height and base
radius respectively. .Find the percentage error in calculated volume of the cylinder.

Solution:-Let r = radius of cylinder, h = height of cylinder

 volume of cylinder = v = r h
2

Taking log on both sides we get,

log v = log  + 2 log r + log h , differentiating we get

v r h
 = 0+2 +
v r h

100v 100r 100h


=2 + = 2(1) + 2 = 4
v r h

 % error in volume = 4

5)Find the percentage error in the area of an sllipse when an error of 1% is made in measuring its major and minor
axes.

x2 y2
Soln: If A is area and 2a and 2b are the major and minor axes of the ellipse having equation + = 1 then,
a 2 b2

A = ab

Taking log on both sides,

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log A = log  + log a + log b

Differentiating we get,

dA da db
=0+ +
A a b

100dA 100da 100db


 = +
A a b

 % in each area is equal to 1, we grt

100dA
 = 1+1 = 2
A

%error in the area A = 2%

Maxima and Minima of function of two variables:

Let 𝑢 = 𝑓(𝑥, 𝑦) be a continuous and differentiable function of two independent variables 𝑥 and 𝑦 .The
function 𝑢 = 𝑓(𝑥, 𝑦) is said to have maximum value at 𝑥 = 𝑎, 𝑦 = 𝑏 if 𝑓(𝑎, 𝑏) > 𝑓(𝑎 + ℎ, 𝑏 + 𝑘) and it have
minimum value if 𝑓(𝑎, 𝑏) < 𝑓(𝑎 + ℎ, 𝑏 + 𝑘), here h and k are very small positive or negative values.

Stationary Point: The point at which function 𝑢 = 𝑓(𝑥, 𝑦) is either maximum or minimum is known as stationary
point.

Extreme value: The maximum or minimum value of a function is called its extreme value.

Let 𝑓 is function of 𝑥 and 𝑦 of two variables which is continuous and differentiable in 𝑥and 𝑦.

To find maximum or minimum value, use following procedure.

1. Given function, 𝑓(𝑥, 𝑦) = 0. 2. Find


𝜕𝑓 𝜕𝑓 𝜕𝑓
𝜕𝑥
, 𝜕𝑦 3. Solve :𝜕𝑥 =
𝜕𝑓
0; = 0 4. Solve these equations
𝜕𝑦
simultaneously and find values of 𝑥 and 𝑦(𝑥, 𝑦) ≡ (𝑎1, 𝑏1 ), (𝑎2, 𝑏2 ), (𝑎3, 𝑏3 ) … … … .. are called stationary values.
𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
5. Find 𝑟 = 𝜕𝑥 2 ; 𝑠 = 𝜕𝑥𝜕𝑦 ; 𝑡 = 𝜕𝑦2 6. Find 𝑟, 𝑠, 𝑡
for each pair. For (𝑎1, 𝑏1 ) Find 𝑟(𝑎1, 𝑏1 ) ,
𝑠(𝑎1, 𝑏1 ) , 𝑡(𝑎1, 𝑏1 ) 7. (i) If (𝑟𝑡 − 𝑠 2 ) > 0and
𝑟 > 0, then function is minimum at (𝑎1, 𝑏1 ). ∴ 𝑓𝑚𝑖𝑛 = 𝑓(𝑎1, 𝑏1 )is
2
called extreme value. (ii) If (𝑟𝑡 − 𝑠 ) > 0 and 𝑟 < 0, then
function is maximum. 𝑓𝑚𝑎𝑥 = 𝑓(𝑎1, 𝑏1 ) = Extreme value(iii) If (𝑟𝑡 − 𝑠 2 ) < 0,
then function is neither maximum nor minimum, then the point(𝑎1, 𝑏1 ) is called saddle point.
8. If (𝑟𝑡 − 𝑠 2 ) = 0;we need more investigation/require more study.

Examples :1.Discuss maxima and minima of the function 𝑥 2 + 𝑦 2 + 6𝑥 + 12 .


Soln. : Let, 𝑓 = 𝑥 2 + 𝑦 2 + 6𝑥 + 12 - - - - - - - - - - - - - - (1)

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𝜕𝑓 𝜕𝑓
= 2𝑥 + 6 𝑎𝑛𝑑 = 2𝑦
𝜕𝑥 𝜕𝑦

𝜕𝑓 𝜕𝑓
=0 𝑎𝑛𝑑 =0
𝜕𝑥 𝜕𝑦

∴ 2𝑥 + 6 = 0 𝑎𝑛𝑑 2𝑦 = 0

⟹ 𝑥 = −3 𝑎𝑛𝑑 𝑦=0

(𝑥, 𝑦) ≡ (−3 , 0)

𝜕2𝑓 𝜕2𝑓 𝜕2𝑓


𝑟= 2=2 ; 𝑠= =0 ; 𝑡= 2=2
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦

(𝑟𝑡 − 𝑠 2 )(−3,0) = (2 × 2 − 0) = 4 > 0 𝑎𝑛𝑑 𝑟 = 2 > 0

⟹ Function is minimum ;

From equation (1)

𝑓𝑚𝑖𝑛 = (−3)2 + 0 + 6(−3) + 12 = 9 − 18 + 12 = 3

𝑓𝑚𝑖𝑛 = 3be the extreme value.

2. Discuss maxima and minima for 𝑥 3 + 𝑦 3 − 3𝑎𝑥𝑦 ; 𝑎 > 0. Soln. :Let,


𝑓 = 𝑥 3 + 𝑦 3 − 3𝑎𝑥𝑦 - - - - - - - - - - - - -(1)

𝜕𝑓 𝜕𝑓
= 3𝑥 2 − 3𝑎𝑦 𝑎𝑛𝑑 = 3𝑦 2 − 3𝑎𝑥
𝜕𝑥 𝜕𝑦

𝜕𝑓 𝜕𝑓
=0 𝑎𝑛𝑑 =0
𝜕𝑥 𝜕𝑦

∴ 3𝑥 2 − 3𝑎𝑦 = 0 𝑎𝑛𝑑 3𝑦 2 − 3𝑎𝑥 = 0

⟹ 𝑥 2 = 𝑎𝑦 𝑎𝑛𝑑 𝑦 2 = 𝑎𝑥

⟹ 𝑥 2 = 𝑎√𝑎𝑥 𝑎𝑛𝑑 𝑦 = √𝑎𝑥

𝑥 4 = 𝑎2 (𝑎𝑥)

⟹ 𝑥 4 − 𝑎3 𝑥 = 0

⟹ 𝑥 = 0 𝑜𝑟 𝑥=𝑎

𝑥=0⟹𝑦=0

𝑥=𝑎⟹𝑦=𝑎

Hence, (𝑥, 𝑦) ≡ (0, 0), (𝑎, 𝑎) be the stationary points.

𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
Now, 𝑟 = 𝜕𝑥 2 = 6𝑥 ; 𝑠 = 𝜕𝑥𝜕𝑦 = −3𝑎 ; 𝑡 = 𝜕𝑦2 = 6𝑦

(i) For (0,0)𝑟 = 0 ; 𝑠 = −3𝑎 ; 𝑡=0

(𝑟𝑡 − 𝑠 2 ) = 0 − (−3𝑎)2 = −9𝑎2 < 0.

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The function is neither maximum nor minimum. The point (0, 0)be saddle point. (ii) For
(𝑎, 𝑎)𝑟 = 6𝑎 ; 𝑠 = −3𝑎 ; 𝑡 = 6𝑎

(𝑟𝑡 − 𝑠 2 ) = 27𝑎2 > 0 𝑎𝑛𝑑 𝑟 = 6𝑎 > 0

Function is minimum.

𝑓(𝑎, 𝑏) = 𝑓𝑚𝑖𝑛 = 𝑎3 + 𝑎3 − 3𝑎3 = −𝑎3 be the extreme value.

3) Find the maximum and minimum value of 𝑢 = 𝑥 4 + 𝑦 4 − 2𝑥 2 + 4𝑥𝑦 − 2𝑦 2

Soln. : For 𝑢 = 𝑥 4 + 𝑦 4 − 2𝑥 2 + 4𝑥𝑦 − 2𝑦 2


𝜕𝑢 𝜕𝑢
= 4𝑥 3 − 4𝑥 + 4𝑦 𝑎𝑛𝑑 = 4𝑦 3 − 4𝑦 + 4𝑥
𝜕𝑥 𝜕𝑦

𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
𝑟 = 𝜕𝑥 2 = 12𝑥 2 − 4 ; 𝑠 = 𝜕𝑥𝜕𝑦 = 4 ; 𝑡 = 𝜕𝑦2 = 12𝑦 2 − 4

Now for stationary values u,


𝜕𝑢
𝜕𝑥
= 0 ⇒ 4𝑥 3 − 4𝑥 + 4𝑦 = 0 ⇒ 𝑥 3 − 𝑥 + 𝑦 = 0

𝜕𝑢
𝜕𝑦
= 0 ⇒ 4𝑦 3 − 4𝑦 + 4𝑥 = 0 ⇒ 𝑦 3 − 𝑦 + 𝑥 = 0

Eliminating y using 𝑦 = 𝑥 − 𝑥 3

We get, (𝑥 − 𝑥 3 )3 − (𝑥 − 𝑥 3 ) + 𝑥 = 0

∴ 𝑥 = 0, 𝑥 = ±√2

∴ corresponding 𝑦 = 0, 𝑦 = ∓√2

∴ possible points are (0,0), (√2, −√2), (−√2, √2)

Now at 𝑥 = 0, 𝑦 = 0, 𝑟 = −4, 𝑠 = 4, 𝑡 = −4

∴ (𝑟𝑡 − 𝑠 2 ) = 0

∴ Test fails .

At 𝑥 = ±√2, 𝑦 = ∓√2, 𝑟 = 20, 𝑠 = 4, 𝑡 = 20

∴ (𝑟𝑡 − 𝑠 2 ) = 400 − 16 = 384 > 0, and 𝑟 > 0

∴ 𝑢 is minimum at 𝑥 = ±√2, 𝑦 = ∓√2

∴ 𝑢𝑚𝑖𝑛 = − 8

Illustration on Maxima and Minima

Examples :
1.Discuss maximum and minimum values of 𝑓(𝑥, 𝑦) = 𝑥𝑦(𝑎 − 𝑥 − 𝑦), 𝑥 > 0; 𝑦 > 0; 𝑎 > 0.

Soln. : Let, 𝑓(𝑥, 𝑦) = 𝑥𝑦(𝑎 − 𝑥 − 𝑦) = 𝑎𝑥𝑦 − 𝑥 2 𝑦 − 𝑥𝑦 2 - - - - - - - (1)

𝜕𝑓 𝜕𝑓
= 𝑎𝑦 − 2𝑥𝑦 − 𝑦 2 𝑎𝑛𝑑 = 𝑎𝑥 − 𝑥 2 − 2𝑥𝑦
𝜕𝑥 𝜕𝑦

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𝜕𝑓 𝜕𝑓
For stationary values,𝜕𝑥 = 0 𝑎𝑛𝑑 𝜕𝑦
=0

∴ 𝑎𝑦 − 2𝑥𝑦 − 𝑦 2 = 0 𝑎𝑛𝑑 𝑎𝑥 − 𝑥 2 − 2𝑥𝑦 = 0

⟹ 𝑦 = 0; 2𝑥 + 𝑦 = 𝑎 𝑎𝑛𝑑 𝑥 = 0; 𝑥 + 2𝑦 = 𝑎

Consider,

𝑦=0 ; 𝑥=0

𝑦=0 ; 𝑥 + 2𝑦 = 𝑎

2𝑥 + 𝑦 = 𝑎 ; 𝑥=0

2𝑥 + 𝑦 = 𝑎 ; 𝑥 + 2𝑦 = 𝑎
𝑎 𝑎
Therefore, stationary values are (0, 0), (𝑎, 0), (0, 𝑎), ( , ),
3 3

Now,

𝜕2𝑓 𝜕2𝑓 𝜕2𝑓


𝑟= = −2𝑦 ; 𝑠 = = 𝑎 − 2𝑥 − 2𝑦 ; 𝑡= = −2𝑥
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2

(i) For (𝑥 , 𝑦) ≡ (0, 0);


(𝑟𝑡 − 𝑠 2 ) = −𝑎2 < 0 (𝑥 , 𝑦) ≡ (𝑎, 0); (𝑟𝑡 − 𝑠 2 ) < 0
(𝑥 , 𝑦) ≡ (0, 𝑎); (𝑟𝑡 − 𝑠 2 ) < 0

At all these points, function is neither maximum nor minimum. These points are called saddle points.
𝑎 𝑎
(ii) (𝑥, 𝑦) = (3 , 3 ),

−2𝑎 −𝑎 −2𝑎
𝑟= ; 𝑠= ; 𝑡=
3 3 3

−2𝑎 −2𝑎 −𝑎 𝑎2
∴ 𝑟𝑡 − 𝑠 2 = ( )( ) − ( )2 = >0
3 3 3 3

and 𝑟 < 0 𝑖𝑓 𝑎 > 0 ; 𝑟 > 0 𝑖𝑓 𝑎 < 0

𝑎 𝑎 𝑎 𝑎 𝑎 𝑎 𝑎2
𝐹𝑒𝑥𝑡𝑟𝑒𝑚𝑒 𝑣𝑎𝑙𝑢𝑒 = 𝑓 ( , ) = ( ) ( ) (𝑎 − − ) =
3 3 3 3 3 3 27

1 1
2. Find the minimum value of 𝑥𝑦 + 𝑎3 (𝑥 + 𝑦)

𝑎3 𝑎3
Soln. : Let 𝑓 = 𝑥𝑦 + ( 𝑥 + 𝑦
) - - - - - - - - - - (1)

𝜕𝑓 𝜕𝑓
For stationary values, 𝜕𝑥 = 0 𝑎𝑛𝑑 𝜕𝑦
=0

𝑎3
𝑦− = 0 … … … … … … (2)
𝑥2

𝑎3
𝑥− = 0 … … … … … . . (3)
𝑦2

From equations (2) and (3) ,𝑥 = 𝑎 𝑎𝑛𝑑 𝑦 = 𝑎

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Therefore, (𝑎, 𝑎) be the stationary point.

Now,

𝜕 2 𝑓 2𝑎3 𝜕2𝑓 𝜕 2 𝑓 2𝑎3


𝑟= 2= 3 ; 𝑠= =1 ; 𝑡= 2= 3
𝜕𝑥 𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 𝑦

At (𝑎, 𝑎)

𝑟=2 ; 𝑠=1 ; 𝑡=2

⟹ 𝑟𝑡 − 𝑠 2 = 4 − 1 = 3 𝑎𝑛𝑑 𝑟 = 2 > 0

Hence, function is minimum.

∴ 𝑓𝑚𝑖𝑛 from equation (1)

1 1
𝑓𝑚𝑖𝑛 = 𝑓(𝑎, 𝑎) = (𝑎)(𝑎) + 𝑎3 ( + ) = 𝑎2 + 2𝑎2 = 3𝑎2
𝑎 𝑎

3. Find the stationary value of 𝑓(𝑥, 𝑦) = 𝑠𝑖𝑛 𝑥 + 𝑠𝑖𝑛 𝑦 + sin (𝑥 + 𝑦).

Soln. : Given, 𝑓(𝑥, 𝑦) = 𝑠𝑖𝑛 𝑥 + 𝑠𝑖𝑛 𝑦 + sin (𝑥 + 𝑦) ………….(1)

For stationary values,


𝜕𝑓
= 0 ⟹ cos 𝑥 + cos(𝑥 + 𝑦) = 0 ……………(2)
𝜕𝑥

𝜕𝑓
And 𝜕𝑦
= 0 ⟹ cos 𝑦 + cos(𝑥 + 𝑦) = 0 ……………..(3)

From equations (2) and (3),

cos 𝑥 + cos(𝑥 + 𝑦) = cos 𝑦 + cos(𝑥 + 𝑦)

⟹ cos 𝑥 = cos 𝑦

⟹ 𝑥=𝑦

Put 𝑥 = 𝑦 in equation (1)

cos 𝑥 + cos 2𝑥 = 0 ⟹ cos 𝑥 = − cos 2𝑥

⟹ cos 𝑥 = cos(𝜋 − 2𝑥)orcos(𝜋 + 2𝑥)


𝜋
⟹ 𝑥 = and𝑥 = −𝜋
3

𝜋
Hence, 𝑦= 3
and 𝑦 = −𝜋

𝜋 𝜋
Stationary points are ( 3 , 3 ) , (𝜋, −𝜋)

𝜕2 𝑓 𝜕2 𝑓
Now, 𝑟 = 𝜕𝑥 2 = − sin 𝑥 − sin(𝑥 + 𝑦) ; 𝑠 = 𝜕𝑥𝜕𝑦 = − sin(𝑥 + 𝑦) ;

𝜕2𝑓
𝑡= = − sin 𝑦 − sin(𝑥 + 𝑦)
𝜕𝑦 2

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𝜋 𝜋
At ( 3 , 3 )

√3
𝑟 = −√3 ; 𝑠=− ; 𝑡 = −√3
2
9
∴ 𝑟𝑡 − 𝑠 2 = 4 > 0and𝑟 = −√3 < 0

𝜋 𝜋
Hence, the function is maximum at ( 3 , 3 )

𝜋 𝜋 √3
𝐹𝑚𝑎𝑥 = 𝑓 ( , ) = 3 ( )
3 3 2

At (−𝜋, −𝜋)

𝑟 = 0, 𝑠 = 0, 𝑡 = 0

𝑟𝑡 − 𝑠 2 = 0. We need more information.

4. Discuss the maxima and minima of x y (1 − x − y) .


3 2

Soln: Here f ( x, y) = x y − x y − x y
3 2 4 2 3 3

The points of maxima and minima are given by

f
= 3 x 2 y 2 − 4 x 3 y 2 − 3 x 2 y 3 = 0 ……………………………….(1)
x

f
= 2 x 3 y − 2 x 4 y − 3x 3 y 2 = 0 …………………………………..(2)
y

Equations (1) and (2 are equivalent to

x 2 y 2 (3 − 4 x − 3xy) = 0 and x 3 y (2 − 2 x − 3 y ) = 0

i.e.x = 0, y = 0, 3 − 4 x − 3 y = 0 and i.e.x = 0, y = 0, 2 − 2 x − 3 y = 0

Solving these equations, we obtain the following stationary points:

1 1
(0,0) and  , 
 2 3

Now, we calculate

2 f
r= = 6 xy 2 − 12 x 2 y 2 − 6 xy3
x 2

2 f
s= = 6 x 2 y − 8x 3 y − 9 x 2 y 2
xy

2 f
t= = 2x3 − 2x 4 − 6x3 y
y 2

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1 1 1 −1 −1
At  ,  , r = ,s= ,t=
 2 3 9 12 8

At (0,0) , r = 0, s = 0, t = 0

1 1
Now, At  ,  , rt − s 2  0 and r  0
 2 3

1 1 1
Hence f ( x , y ) is maximum at  2 , 3  f ( x, y ) max =
  432

At (0,0) rt − s = 0
2

Here condition of maxima and minima is not satisfied. Hence this case is undecidedand further investigation is
required.

Lagrange's method of undetermined multipliers, Illustrations:

Let 𝑓(𝑥, 𝑦, 𝑧) be the function of three variables and these variables are also connected by relation 𝜙(𝑥, 𝑦, 𝑧) = 0.

By Lagrange’s Method, we get only stationary points not the nature of the function.

There are two types :

1.Functions having only one constraints. 2. Functions


having two or more constraints.

Type I : Functions having only one constraints :

Procedure :

(i) Let 𝑢 = 𝑓(𝑥, 𝑦, 𝑧) ………………………..(1) be given


function under the condition 𝜙(𝑥, 𝑦, 𝑧) = 0 ………………………..(2)

(ii) Construct a new function 𝐹 = 𝑢 + 𝜆𝜙 ; 𝜆 is undermined multiplier. For


𝜕𝐹 𝜕𝐹 𝜕𝐹
stationary values ;𝜕𝑥 = 0; 𝜕𝑦
= 0; 𝜕𝑧
=0

(iii) Solve these equations simultaneously and find values of 𝑥, 𝑦, 𝑧 interms of 𝑘.

𝑥 = 𝑓1 (𝑘) …………………………(3)

𝑦 = 𝑓1 (𝑘) …………………………(4)

𝑧 = 𝑓1 (𝑘) …………………………(5)

(iv) Substitute this values in equation (2) in given condition and find value of 𝑘.

(v) Again put value of 𝑘 in equations (3), (4) and(5), we get 𝑥, 𝑦, 𝑧.

Examples :

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1. Find points on surface 𝒛𝟐 = 𝒙𝒚 + 𝟏 nearest to origin by using Lagrange’s method.

Soln. : 𝑂 = (0, 0, 0) be the origin and 𝑃 = (𝑥, 𝑦, 𝑧) be any point on the surface

𝑑(𝑂𝑃) = √𝑥 2 + 𝑦 2 + 𝑧 2
2
(𝑑(𝑂𝑃)) = 𝑥 2 + 𝑦 2 + 𝑧 2

∴ 𝑢 = 𝑥2 + 𝑦2 + 𝑧2 ……………….(1)

𝜙 = 𝑧 2 − 𝑥𝑦 − 1 = 0 ………………(2)

Let, 𝐹 = 𝑢 + 𝜆𝜙

𝐹 = (𝑥 2 + 𝑦 2 + 𝑧 2 ) + 𝜆(𝑧 2 − 𝑥𝑦 − 1) = 0
𝜕𝐹 𝜕𝐹 𝜕𝐹
To find : =0; =0; =0
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕𝐹
∴ = 2𝑥 − 𝜆𝑦 = 0
𝜕𝑥
𝜕𝐹
= 2𝑦 − 𝜆𝑥 = 0
𝜕𝑦

𝜕𝐹
= 2𝑧 + 2𝜆𝑧 = 0
𝜕𝑧

⟹ 2𝑥 − 𝜆𝑦 = 0

2𝑥 2𝑦 2𝑧
=𝜆 ; =𝜆 ; = −𝜆
𝑦 𝑥 2𝑧

2𝑥 2𝑦
=𝜆 ; = 𝜆 ; −1 = 𝜆
𝑦 𝑥

2𝑥 2𝑦
∴ = −1 𝑎𝑛𝑑 = −1
𝑦 𝑥

⟹ 𝑦 = −2𝑥 𝑎𝑛𝑑 𝑥 = −2𝑦

⟹ 𝑦 = 0 𝑎𝑛𝑑 𝑥 = 0also

Equation (2) becomes,

𝑧2 − 1 = 0 ; 𝑧2 = 1 ; 𝑧 = ±1

Hence, (0, 0, ±1) is the nearest point from origin.

2. Find the minimum distance from the origin to the plane 𝟑𝒙 + 𝟐𝒚 + 𝒛 = 𝟏𝟐.

Soln. : Let 𝑃(𝑥, 𝑦, 𝑧) be any point on the surface 3𝑥 + 2𝑦 + 𝑧 − 12 = 0

∴ The distance from origin to that point

𝑑 = √(𝑥 − 0)2 + (𝑦 − 0)2 + (𝑧 − 0)2 = √𝑥 2 + 𝑦 2 + 𝑧 2

𝑢 = 𝑑2 = 𝑥 2 + 𝑦 2 + 𝑧 2 ………………..(1)

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and𝜙 = 3𝑥 + 2𝑦 + 𝑧 − 12 = 0 …………………(2)

Let, 𝐹 = 𝑢 + 𝜆𝜙

𝐹 = (𝑥 2 + 𝑦 2 + 𝑧 2 ) + 𝜆(3𝑥 + 2𝑦 + 𝑧 − 12) = 0
𝜕𝐹 𝜕𝐹 𝜕𝐹
To find :𝜕𝑥 = 0 ; 𝜕𝑦
=0; 𝜕𝑧
=0

2𝑥
∴ 2𝑥 + 3𝜆 = 0 ⟹ 3
= −𝜆 ………………(3)

2𝑦 + 2𝜆 = 0 ⟹ 𝑦 = −𝜆 ……………….(4)

and2𝑧 + 𝜆 = 0 ⟹ 2𝑧 = −𝜆 ………………..(5)

From equations (3), (4), (5) we get,

2𝑥
= 𝑦 = 2𝑧 = −𝜆 = 𝑘
3
3𝑘 𝑘
⟹𝑥= 2
, 𝑦=𝑘 , 𝑧=2 ………………….(6)

Put these values of x in equation (2) ,

3𝑘 𝑘 12
3( ) + 2(𝑘) + ( ) = 12 ⟹ 𝑘 =
2 2 7

Put in equation (6) ,

3𝑘 18 12 𝑘 6
𝑥= = , 𝑦=𝑘= , 𝑧= =
2 7 7 2 7

18 2 12 2 6 2 504
∴ The minimum distance (𝑑) = √( 7 ) + ( 7 ) + (7) = √ 7

3. As the dimensions of a triangle ABC are varied, show that the maximum value of cos A cos B cos C is obtained
when the triangle is equivalent.

Soln: Let u = f ( A, B, C ) = cos A cos B cos C ……………………..(1)

Under the condition  = A + B + C −  = 0 ……………………..(2)

Construct the function F = ut + 

F = cos A cos B cos C +  ( A + B + C −  )

Now ,

F
=0  − sin A cos B cos C +  = 0............(3)
A

F
=0  − cos A sin B cos C +  = 0............(4)
B

F
=0  − cos A cos B cos C +  = 0............(5)
C

We eliminate A, B, C and  using equations (1) and (5),

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From equations (3), (4) and (5)

sin A cos B cos C = cos Asin B cos C = cos A cos b sin C

Dividing by cos A cos B cos C ,

tan A = tan B = tan C

 A=B=C

 ABC is equilateral.

Illustrations on Lagrange's method, Assignment, Discussions of previous University question paper.

1) Find the stationary values of 𝑢 = 𝑥 2 + 𝑦 2 + 𝑧 2 if 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥 = 3𝑎2

Soln. : 𝑑𝑢 = must be zero 𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧 = 0 ----------------(1)

𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥 = 3𝑎2 ----------------(2)

(𝑦 + 𝑧)𝑑𝑥 + (𝑧 + 𝑥)𝑑𝑦 + (𝑥 + 𝑧)𝑑𝑧 = 0 -----------------(3)

𝑥 + 𝜆(𝑦 + 𝑧) = 0 ---------------(4)

𝑦 + 𝜆(𝑧 + 𝑥) = 0 ---------------(5)

𝑧 + 𝜆(𝑥 + 𝑦) = 0 ---------------(6)

Adding (4), (5) and (6) we get, Equation (7)

∴ (x + y + z ) + 2(x + y + z ) = 0,  2 = −1 ---------------(4)

Also multiplying Equation (4),(5)(6) by x, y, z respectively and adding we get,

u + 2 (−a 2 ) = 0

From (7) we get u − 3a = 0, u = 3a 2 (stationary value of u)


2

2)If ax + by = ab, show that the extreme values of u = x + y + xy are the roots of 4(u − a)(u − b) = ab.
2 2 2 2

Soln: Let u = f ( x, y) = x + y + xy …………………………………(1)


2 2

Under the condition  = ax + by − ab = 0 ……………………………(2)


2 2

Construct the function F = u + 

= x 2 + y 2 + xy +  (ax 2 + by 2 − ab)

Form the equations:

F
= 0  2 x + y +  2ax = 0......................................(3)
x

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F
= 0  2 y + x +  2by = 0......................................(4)
y

We eliminate x, y and  using equations (1) to (4) we get

−u  u
=  equation (3) becomes 2 x1 −  + y = 0....................(5)
ab  b

 u
Also equation (4) becomes 2 y1 −  + x = 0....................(6)
 b

Eliminating x, y using (5) and (6)

4(b − u ) (a − u )
We get, =1
b a

 4(u − a)(u − b) = ab

Which is quadratic in u , giving the values of u .

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