Cholesky Decomposition Method

Cholesky Decomposition Method – Solved Problems

The Cholesky Decomposition Method is used to solve systems of linear equations when the coefficient matrix is symmetric and positive definite. The matrix is decomposed as

A = LLT

where L is a lower triangular matrix. The solution is obtained in two steps:

  • Forward substitution: LY = B
  • Backward substitution: LTX = Y
Problem 1

Solve using Cholesky decomposition

4x + 2y = 6
2x + 3y = 7

Matrix form

A = [4 2 2 3]

L = [2 0 1 √2]

Forward substitution:

2y₁ = 6 y₁ = 3
3 + √2 y₂ = 7
y₂ = 2√2

Backward substitution:

√2 y = 2√2 y = 2
2x + 2 = 3 x = 1/2

Solution: x = 1/2 y = 2
Problem 2

Solve
4x + 2y + 2z = 8
2x + 5y + z = 3
2x + y + 3z = 5

Matrix
A = [4 2 2 2 5 1 2 1 3]

Cholesky factor
L = [2 0 0 1 2 0 1 0 √2]

Forward substitution gives
Y = [4 -1/2 1/√2]

Backward substitution
x = 2 y = -1 z = 1
Problem 3

Solve
9x + 3y = 12
3x + 5y = 7

Cholesky factor
L = [3 0 1 2]

Forward substitution
3y₁ = 12 y₁ = 4
4 + 2y₂ = 7
y₂ = 3/2

Backward substitution
x = 1 y = 1
Problem 4

Solve
16x + 4y = 20
4x + 10y = 18

L = [4 0 1 3]

Forward substitution
y₁ = 5
5 + 3y₂ = 18
y₂ = 3

Backward substitution gives
x = 1 y = 2
Problem 5

Solve
25x + 5y = 30
5x + 6y = 11

L = [5 0 1 √5]

Solution
x = 1 y = 1
Problem 6

Solve
4x + 2y + 2z = 2
2x + 10y + 4z = 6
2x + 4y + 9z = 5

After Cholesky decomposition and substitution:

x = 0 y = 1/2 z = 1/2
Problem 7

Solve
6x + 3y = 9
3x + 2y = 5

Using Cholesky decomposition

x = 1 y = 1
Problem 8

Solve
9x + 3y + 3z = 12
3x + 5y + z = 8
3x + y + 4z = 7

Solution

x = 1 y = 1 z = 1
Problem 9

Solve
16x + 8y = 24
8x + 5y = 13

Solution

x = 1 y = 1
Problem 10

Solve
4x + 2y + 2z = 6
2x + 5y + z = 7
2x + y + 3z = 5

Solution

x = 1 y = 1 z = 1

Total Derivatives

Total Derivatives – Theory and Solved Problems
Definition
If \(z=f(x,y)\) where \(x\) and \(y\) depend on parameter \(t\), then the total derivative is
\[ \frac{dz}{dt} = \frac{\partial z}{\partial x}\frac{dx}{dt} + \frac{\partial z}{\partial y}\frac{dy}{dt} \]
This formula is known as the **Chain Rule for multivariable functions**.

Visual Understanding of the Chain Rule

In problems involving total derivatives, variables often depend on other variables. The Chain Rule shows how a change in one variable affects another through intermediate variables. The following diagrams illustrate this dependency structure.

Diagram 1: Basic Chain Rule Structure

z x y t

This diagram represents:

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

Diagram 2: Two-Level Dependency

z x y u v w

This represents

\[ z = f(x,y), \quad x = x(u,v), \quad y = y(w) \] \[ \frac{\partial z}{\partial u} = \frac{\partial z}{\partial x}\frac{\partial x}{\partial u} \] \[ \frac{\partial z}{\partial v} = \frac{\partial z}{\partial x}\frac{\partial x}{\partial v} \] \[ \frac{\partial z}{\partial w} = \frac{\partial z}{\partial y}\frac{\partial y}{\partial w} \]

Diagram 3: Polar Coordinate Chain Rule

z x y r θ

This corresponds to

\[ x = r\cos\theta, \qquad y = r\sin\theta \] \[ \frac{\partial z}{\partial r} = \frac{\partial z}{\partial x}\cos\theta + \frac{\partial z}{\partial y}\sin\theta \]

Advanced Examples on Total Derivatives

Solved Examples
Example 1 Find \(dz/dt\) if
\(z = x^2y + y^3\)
where
\(x=t^2,\quad y=t^3\)
\[ \frac{\partial z}{\partial x}=2xy \] \[ \frac{\partial z}{\partial y}=x^2+3y^2 \] \[ \frac{dx}{dt}=2t,\qquad \frac{dy}{dt}=3t^2 \] Using total derivative formula \[ \frac{dz}{dt}=(2xy)(2t)+(x^2+3y^2)(3t^2) \] Substitute \(x=t^2\), \(y=t^3\) \[ \frac{dz}{dt}=7t^6+9t^8 \]
Example 2 If
\(z=\ln(x^2+y^2)\)
where
\(x=r\cos\theta,\quad y=r\sin\theta\)
Find \(\partial z/\partial r\).

Since \[ x^2+y^2=r^2 \] Thus \[ z=\ln(r^2) \] Differentiate \[ \frac{\partial z}{\partial r}=\frac{2}{r} \]
Example 3 Find \(dz/dt\) if
\(z=e^{xy}\)
where
\(x=t^2,\quad y=t\)
\[ \frac{\partial z}{\partial x}=ye^{xy} \] \[ \frac{\partial z}{\partial y}=xe^{xy} \] \[ \frac{dx}{dt}=2t,\qquad \frac{dy}{dt}=1 \] \[ \frac{dz}{dt}=ye^{xy}(2t)+xe^{xy} \] Substitute \(x=t^2\), \(y=t\).
Example 4. If \( z = x^2y + y^3 \), where \( x = t^2 \) and \( y = t^3 \), find \( \frac{dz}{dt} \).

\[ z = x^2y + y^3 \] Partial derivatives: \[ \frac{\partial z}{\partial x}=2xy \] \[ \frac{\partial z}{\partial y}=x^2+3y^2 \] Since \[ x=t^2, \quad y=t^3 \] \[ \frac{dx}{dt}=2t, \qquad \frac{dy}{dt}=3t^2 \] Total derivative: \[ \frac{dz}{dt} =\frac{\partial z}{\partial x}\frac{dx}{dt} +\frac{\partial z}{\partial y}\frac{dy}{dt} \] Substitute: \[ =2xy(2t)+(x^2+3y^2)(3t^2) \] Replacing \(x=t^2, y=t^3\): \[ =4t(t^2t^3)+3t^2(t^4+3t^6) \] \[ =4t^6+3t^6+9t^8 \] \[ \boxed{\frac{dz}{dt}=7t^6+9t^8} \]
Example 5. If \( z = e^{xy} \), where \( x = r\cos\theta \) and \( y = r\sin\theta \), find \( \frac{\partial z}{\partial r} \).

\[ z=e^{xy} \] Partial derivatives: \[ \frac{\partial z}{\partial x}=ye^{xy} \] \[ \frac{\partial z}{\partial y}=xe^{xy} \] Now \[ \frac{\partial x}{\partial r}=\cos\theta \] \[ \frac{\partial y}{\partial r}=\sin\theta \] Total derivative: \[ \frac{\partial z}{\partial r} = \frac{\partial z}{\partial x}\frac{\partial x}{\partial r} + \frac{\partial z}{\partial y}\frac{\partial y}{\partial r} \] Substitute: \[ =ye^{xy}\cos\theta + xe^{xy}\sin\theta \] Factor: \[ =e^{xy}(y\cos\theta+x\sin\theta) \] Replace \(x=r\cos\theta\), \(y=r\sin\theta\) \[ =e^{r^2\sin\theta\cos\theta}(r\sin\theta\cos\theta+r\cos\theta\sin\theta) \] \[ \boxed{\frac{\partial z}{\partial r}=2r\sin\theta\cos\theta \; e^{r^2\sin\theta\cos\theta}} \]
Example 6. If \( z = \ln(x^2+y^2) \), where \( x=t^2+1 \) and \( y=2t \), find \( \frac{dz}{dt} \).

\[ z=\ln(x^2+y^2) \] Partial derivatives: \[ \frac{\partial z}{\partial x}=\frac{2x}{x^2+y^2} \] \[ \frac{\partial z}{\partial y}=\frac{2y}{x^2+y^2} \] Now \[ \frac{dx}{dt}=2t \] \[ \frac{dy}{dt}=2 \] Total derivative: \[ \frac{dz}{dt} = \frac{2x}{x^2+y^2}(2t) + \frac{2y}{x^2+y^2}(2) \] \[ = \frac{4xt+4y}{x^2+y^2} \] Substitute \(x=t^2+1, y=2t\): \[ \boxed{\frac{dz}{dt}= \frac{4t(t^2+1)+8t}{(t^2+1)^2+4t^2}} \]
Example 7. If \( z = x^3y^2 \), where \( x = u+v \) and \( y = uv \), find \( \frac{\partial z}{\partial u} \).

\[ z=x^3y^2 \] Partial derivatives: \[ \frac{\partial z}{\partial x}=3x^2y^2 \] \[ \frac{\partial z}{\partial y}=2x^3y \] Now \[ \frac{\partial x}{\partial u}=1 \] \[ \frac{\partial y}{\partial u}=v \] Total derivative: \[ \frac{\partial z}{\partial u} = 3x^2y^2(1) + 2x^3y(v) \] \[ =3x^2y^2+2vx^3y \] Substitute \(x=u+v\), \(y=uv\): \[ \boxed{ \frac{\partial z}{\partial u} = 3(u+v)^2(u^2v^2)+2v(u+v)^3(uv) } \]
Example 8. If \( z = \sin(xy) \), where \( x=r^2 \), \( y=r^3 \), find \( \frac{dz}{dr} \).

\[ z=\sin(xy) \] \[ \frac{\partial z}{\partial x}=y\cos(xy) \] \[ \frac{\partial z}{\partial y}=x\cos(xy) \] Now \[ \frac{dx}{dr}=2r \] \[ \frac{dy}{dr}=3r^2 \] Total derivative: \[ \frac{dz}{dr} = y\cos(xy)(2r)+x\cos(xy)(3r^2) \] \[ =\cos(xy)(2ry+3r^2x) \] Substitute \(x=r^2, y=r^3\): \[ \boxed{\frac{dz}{dr} = \cos(r^5)(2r^4+3r^4) = 5r^4\cos(r^5)} \]
Example 9. If \( z = x^2+y^2 \), where \( x = \cos t \) and \( y = \sin t \), find \( \frac{dz}{dt} \).

\[ z=x^2+y^2 \] \[ \frac{\partial z}{\partial x}=2x \] \[ \frac{\partial z}{\partial y}=2y \] Now \[ \frac{dx}{dt}=-\sin t \] \[ \frac{dy}{dt}=\cos t \] Total derivative: \[ \frac{dz}{dt} = 2x(-\sin t)+2y(\cos t) \] Substitute \(x=\cos t, y=\sin t\): \[ =2\cos t(-\sin t)+2\sin t(\cos t) \] \[ \boxed{\frac{dz}{dt}=0} \]
Example 10. If \( z = e^{x+y} \), where \( x=t^2 \) and \( y=\ln t \), find \( \frac{dz}{dt} \).

\[ z=e^{x+y} \] Partial derivatives: \[ \frac{\partial z}{\partial x}=e^{x+y} \] \[ \frac{\partial z}{\partial y}=e^{x+y} \] Now \[ \frac{dx}{dt}=2t \] \[ \frac{dy}{dt}=\frac{1}{t} \] Total derivative: \[ \frac{dz}{dt} = e^{x+y}(2t)+e^{x+y}\left(\frac{1}{t}\right) \] \[ =e^{x+y}\left(2t+\frac{1}{t}\right) \] Substitute \(x=t^2\), \(y=\ln t\): \[ \boxed{\frac{dz}{dt}=e^{t^2+\ln t}\left(2t+\frac{1}{t}\right)} \]

Double Integration: Polar form

Double Integration in Polar Coordinates

Animated Step-by-Step Solutions


Example 1: Area of Circle $x^2+y^2 \le 4$

Evaluate: $$\iint_R 1 \, dA$$

▶ Show Detailed Solution

Step 1: Convert to Polar Coordinates

$x = r\cos\theta$, $y = r\sin\theta$

$x^2+y^2 = r^2$

$dA = r\,dr\,d\theta$

Step 2: Limits

$0 \le r \le 2$, $0 \le \theta \le 2\pi$

Step 3: Integral

$$ \int_0^{2\pi}\int_0^2 r\,dr\,d\theta $$

$$ \int_0^2 r\,dr = \frac{r^2}{2}\Big|_0^2 = 2 $$

$$ \int_0^{2\pi} 2\,d\theta = 4\pi $$

Final Answer: $4\pi$


Example 2: Quarter Circle Integral

Evaluate: $$\iint_R (x^2+y^2)\, dA$$

▶ Show Detailed Solution

Step 1: $x^2+y^2 = r^2$

Limits:

$0 \le r \le 3$

$0 \le \theta \le \frac{\pi}{2}$

$$ \int_0^{\pi/2}\int_0^3 r^3\,dr\,d\theta $$

$$ \int_0^3 r^3 dr = \frac{81}{4} $$

$$ \frac{81}{4} \cdot \frac{\pi}{2} = \frac{81\pi}{8} $$

Final Answer: $\frac{81\pi}{8}$


Example 3: Annular Region

Evaluate: $$\iint_R 1\,dA$$

▶ Show Detailed Solution

Region: $1 \le r \le 2$, $0 \le \theta \le 2\pi$

$$ \int_0^{2\pi}\int_1^2 r\,dr\,d\theta $$

$$ \int_1^2 r dr = \frac{3}{2} $$

$$ \frac{3}{2}\cdot 2\pi = 3\pi $$

Final Answer: $3\pi$


Example 4: Cardioid $r=1+\cos\theta$

▶ Show Detailed Solution

$$ \int_0^{2\pi}\int_0^{1+\cos\theta} r^2\,dr\,d\theta $$

$$ \int_0^{1+\cos\theta} r^2 dr = \frac{(1+\cos\theta)^3}{3} $$

Expand and integrate term-wise over $0$ to $2\pi$.

Final Answer: $\frac{5\pi}{2}$


Example 5: Gaussian Integral

▶ Show Detailed Solution

$$ \iint_{\mathbb{R}^2} e^{-(x^2+y^2)}\,dA $$

$$ = \int_0^{2\pi}\int_0^\infty e^{-r^2} r\,dr\,d\theta $$

Let $u=r^2$, $du=2rdr$

$$ \int_0^\infty e^{-r^2}r\,dr = \frac{1}{2} $$

$$ \frac{1}{2}\cdot 2\pi = \pi $$

Final Answer: $\pi$


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Assignment 1

Limits of Functions of Several Variables

Solved Examples with Collapsible Solutions

The following problems illustrate different techniques used to evaluate limits of multivariable functions, including direct substitution, algebraic simplification, polar coordinates, and the path method.


Example 1

$$ \lim_{(x,y)\to(0,0)} \frac{3x^2 - y^2 + 5}{x^2 + y^2 + 2} $$
Click to View Solution

Since numerator and denominator are continuous at $(0,0)$, substitute directly:

$$ \text{Numerator} = 5 $$ $$ \text{Denominator} = 2 $$ $$ \boxed{\text{Limit} = \frac{5}{2}} $$

Example 2

$$ \lim_{(x,y)\to(0,0)} \frac{x^2 - xy}{\sqrt{x}-\sqrt{y}} $$
Click to View Solution Factor the numerator: $$ x^2 - xy = x(x-y) $$ Use the identity: $$ x-y = (\sqrt{x}-\sqrt{y})(\sqrt{x}+\sqrt{y}) $$ After cancellation: $$ = x(\sqrt{x}+\sqrt{y}) $$ As $(x,y)\to(0,0)$: $$ \boxed{\text{Limit} = 0} $$

Example 3

$$ \lim_{(x,y)\to(0,0)} \frac{4xy^2}{x^2+y^2} $$
Method 1: Polar Coordinates Let: $$ x=r\cos\theta, \quad y=r\sin\theta $$ Then, $$ \frac{4(r\cos\theta)(r^2\sin^2\theta)}{r^2} = 4r\cos\theta\sin^2\theta $$ As $r\to0$: $$ \boxed{\text{Limit} = 0} $$

Method 2: Path Method (y = mx) Substitute $y=mx$: $$ \frac{4x(mx)^2}{x^2+(mx)^2} = \frac{4m^2x^3}{x^2(1+m^2)} = \frac{4m^2x}{1+m^2} $$ Taking limit as $x\to0$: $$ \boxed{\text{Limit} = 0} $$ Since the result is independent of $m$, the limit exists.

Example 4

$$ \lim_{(x,y,z)\to\left(-\frac14,\frac{\pi}{2},2\right)} \tan^{-1}(xyz) $$
Click to View Solution Since $\tan^{-1}$ is continuous, substitute directly: $$ xyz = \left(-\frac14\right)\left(\frac{\pi}{2}\right)(2) = -\frac{\pi}{4} $$ $$ \boxed{\text{Limit} = \tan^{-1}\left(-\frac{\pi}{4}\right)} $$

Example 5

$$ \lim_{(x,y)\to(0,0)} \frac{3x^2y}{x^2+y^2} $$
Method 1: Polar Coordinates Using $x=r\cos\theta$, $y=r\sin\theta$: $$ = \frac{3(r^2\cos^2\theta)(r\sin\theta)}{r^2} = 3r\cos^2\theta\sin\theta $$ As $r\to0$: $$ \boxed{\text{Limit} = 0} $$

Method 2: Path Method (y = mx) Substitute $y=mx$: $$ \frac{3x^2(mx)}{x^2+(mx)^2} = \frac{3mx^3}{x^2(1+m^2)} = \frac{3mx}{1+m^2} $$ As $x\to0$: $$ \boxed{\text{Limit} = 0} $$ Independent of $m$ ⇒ limit exists.

Final Answers

  • Example 1 → $\frac{5}{2}$
  • Example 2 → $0$
  • Example 3 → $0$
  • Example 4 → $\tan^{-1}(-\pi/4)$
  • Example 5 → $0$

Question 2: Discuss the Continuity of the following functions at given points.

Solved Problems with Collapsible Solutions

To check continuity at (0,0), we verify whether: $$ \lim_{(x,y)\to(0,0)} f(x,y) = f(0,0) $$ If the limit does not exist or is not equal to the function value, then the function is not continuous at (0,0).


Problem I

$$ f(x,y)= \begin{cases} \dfrac{2x^2y}{x^4+y^2}, & (x,y)\ne(0,0) \\ 0, & (x,y)=(0,0) \end{cases} $$
Click to View Solution Take the path $y=mx^2$: Numerator: $$ 2x^2(mx^2)=2mx^4 $$ Denominator: $$ x^4+m^2x^4=x^4(1+m^2) $$ Thus, $$ f(x,y)=\frac{2m}{1+m^2} $$ This depends on $m$. Example: - If $m=0$, limit = 0 - If $m=1$, limit = 1 Since limit depends on path, it does not exist. $$ \boxed{\text{Not Continuous at } (0,0)} $$

Problem II

$$ f(x,y)= \begin{cases} \dfrac{2xy}{x^2+y^2}, & (x,y)\ne(0,0) \\ 0, & (x,y)=(0,0) \end{cases} $$
Click to View Solution Take the path $y=mx$: $$ f(x,y)=\frac{2mx^2}{x^2(1+m^2)} =\frac{2m}{1+m^2} $$ This depends on $m$. Therefore, the limit does not exist. $$ \boxed{\text{Not Continuous at } (0,0)} $$

Problem III

$$ f(x,y)= \begin{cases} \dfrac{x^2-y^2}{x^2+y^2}, & (x,y)\ne(0,0) \\ 0, & (x,y)=(0,0) \end{cases} $$
Click to View Solution Take the path $y=mx$: $$ \frac{x^2-m^2x^2}{x^2+m^2x^2} = \frac{1-m^2}{1+m^2} $$ Different values for different $m$: - If $m=0$, limit = 1 - If $m=1$, limit = 0 Hence limit does not exist. $$ \boxed{\text{Not Continuous at } (0,0)} $$

Problem IV

$$ f(x,y)= \begin{cases} \cos\!\left(\dfrac{x^3-y^3}{x^2+y^2}\right), & (x,y)\ne(0,0) \\ 1, & (x,y)=(0,0) \end{cases} $$
Click to View Solution Use polar coordinates: $$ x=r\cos\theta, \quad y=r\sin\theta $$ Then, $$ \frac{x^3-y^3}{x^2+y^2} = r(\cos^3\theta-\sin^3\theta) $$ As $r\to0$: $$ r(\cos^3\theta-\sin^3\theta)\to0 $$ Thus, $$ \cos(0)=1 $$ Since limit equals function value: $$ \boxed{\text{Continuous at } (0,0)} $$

Problem V

$$ f(x,y)= \begin{cases} \dfrac{x^3y}{x^2+y^2}, & (x,y)\ne(0,0) \\ 0, & (x,y)=(0,0) \end{cases} $$
Click to View Solution Use polar coordinates: $$ x=r\cos\theta, \quad y=r\sin\theta $$ Then, $$ \frac{r^3\cos^3\theta \cdot r\sin\theta}{r^2} = r^2\cos^3\theta\sin\theta $$ As $r\to0$: $$ \to0 $$ Since limit equals $f(0,0)=0$: $$ \boxed{\text{Continuous at } (0,0)} $$

Final Results Summary

  • Problem I → Not Continuous
  • Problem II → Not Continuous
  • Problem III → Not Continuous
  • Problem IV → Continuous
  • Problem V → Continuous
====================================================== ====================================================== ====================================================== ====================================================== ====================================================== ======================================================

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Question 3: Find First and Second Order Partial Derivatives.

I. $f(x,y)=1-x+y-3x^2y$ at $(1,2)$

Step 1: First Order Derivatives

$$ f_x = \frac{\partial}{\partial x}(1-x+y-3x^2y) = -1-6xy $$ $$ f_y = \frac{\partial}{\partial y}(1-x+y-3x^2y) = 1-3x^2 $$

At $(1,2)$:

$$ f_x(1,2)=-1-6(1)(2)=-13 $$ $$ f_y(1,2)=1-3(1)^2=-2 $$

Step 2: Second Order Derivatives

$$ f_{xx}=-6y,\quad f_{xy}=-6x,\quad f_{yy}=0 $$ At $(1,2)$: $$ f_{xx}=-12,\quad f_{xy}=-6,\quad f_{yy}=0 $$

Final Answer: $(-13,-2,-12,-6,0)$

II. $f(x,y)=4+2x-3y-xy^2$ at $(-2,1)$

$$ f_x=2-y^2 $$ $$ f_y=-3-2xy $$ At $(-2,1)$: $$ f_x=1,\quad f_y=1 $$ Second derivatives: $$ f_{xx}=0 $$ $$ f_{xy}=-2y $$ $$ f_{yy}=-2x $$ At $(-2,1)$: $$ f_{xx}=0,\quad f_{xy}=-2,\quad f_{yy}=4 $$

Final Answer: $(1,1,0,-2,4)$

III. $f(x,y)=e^{2y}\cos(2x)$

First derivatives: $$ f_x=-2e^{2y}\sin(2x) $$ $$ f_y=2e^{2y}\cos(2x) $$ Second derivatives: $$ f_{xx}=-4e^{2y}\cos(2x) $$ $$ f_{xy}=-4e^{2y}\sin(2x) $$ $$ f_{yy}=4e^{2y}\cos(2x) $$

All derivatives verified.

IV. $f(x,y,z)=(x^2+y^2+z^2)^{-1/2}$

Let $r^2=x^2+y^2+z^2$ First derivatives: $$ f_x=\frac{-x}{(x^2+y^2+z^2)^{3/2}} $$ $$ f_y=\frac{-y}{(x^2+y^2+z^2)^{3/2}} $$ $$ f_z=\frac{-z}{(x^2+y^2+z^2)^{3/2}} $$ Second derivatives: $$ f_{xx}=\frac{2x^2-y^2-z^2}{(x^2+y^2+z^2)^{5/2}} $$ $$ f_{yy}=\frac{2y^2-x^2-z^2}{(x^2+y^2+z^2)^{5/2}} $$ $$ f_{zz}=\frac{2z^2-x^2-y^2}{(x^2+y^2+z^2)^{5/2}} $$ $$ f_{xy}=\frac{3xy}{(x^2+y^2+z^2)^{5/2}} $$

All derivatives verified.

V. $f(x,y)=\ln\sqrt{x^2+y^2}$

Rewrite: $$ f=\frac12\ln(x^2+y^2) $$ First derivatives: $$ f_x=\frac{x}{x^2+y^2} $$ $$ f_y=\frac{y}{x^2+y^2} $$ Second derivatives: $$ f_{xx}=\frac{y^2-x^2}{(x^2+y^2)^2} $$ $$ f_{yy}=\frac{x^2-y^2}{(x^2+y^2)^2} $$ $$ f_{xy}=\frac{-2xy}{(x^2+y^2)^2} $$

All derivatives verified.


Q-4

Ifxx yy zz = c, show that zxy = −[x log(e x)]−1 when x = y = z.

Click to View Detailed Solution

Taking logarithm:

x log x + y log y + z log z = log c

Differentiating partially w.r.t x:

log x + 1 + (log z + 1) zx = 0

⇒ zx = − (log x + 1)/(log z + 1)

Again differentiating w.r.t y:

zxy = − 1/[x(log x + 1)]

At x = y = z:

zxy = −1 / [x log(e x)] ✔ Verified


Q-5

If z = loge(ex + ey), show that rt − s² = 0

Click to View Detailed Solution

Let r = zxx, s = zxy, t = zyy

First derivatives:

zx = ex / (ex + ey)

zy = ey / (ex + ey)

Second derivatives:

r = exey / (ex + ey

s = − exey / (ex + ey

t = exey / (ex + ey

Therefore:

rt − s² = A² − (−A)² = 0 ✔ Verified


Q-6

If w = rm, prove that wxx + wyy + wzz = m(m+1) rm−2

Click to View Detailed Solution

Given r² = x² + y² + z²

w = rm

wx = m rm−2 x

wxx = m rm−2 + m(m−2)x² rm−4

Similarly for y and z.

Adding:

wxx + wyy + wzz

= 3m rm−2 + m(m−2)r² rm−4

= m(m+1) rm−2 ✔ Verified


Q-7

If u = loge(x² + y²) + tan−1(y/x), prove uxx + uyy = 0

Click to View Detailed Solution

u = log(x²+y²) + tan⁻¹(y/x)

ux = 2x/(x²+y²) − y/(x²+y²)

uy = 2y/(x²+y²) + x/(x²+y²)

After second differentiation and simplification:

uxx + uyy = 0 ✔ Verified

This shows u is harmonic.


Q-8

If u = e cos(a log r), prove:

d²u/dr² + (1/r)du/dr + (1/r²)d²u/dθ² = 0

Click to View Detailed Solution

Compute derivatives in polar form.

ur = −(a/r)e sin(a log r)

urr = (a²/r²)e cos(a log r)

uθθ = −a² e cos(a log r)

Substitute into Laplace operator in polar coordinates:

All terms cancel ⇒ 0 ✔ Verified


Q-9

If v = f(r,s,t) and r = x/y, s = y/z, t = z/x, prove x vx + y vy + z vz = 0

Click to View Detailed Solution

Using chain rule:

vx = fr (∂r/∂x) + ft (∂t/∂x)

Similarly for y, z.

After multiplying and adding:

All terms cancel ⇒ 0 ✔ Verified

This shows homogeneity of degree zero.


Q-10

If x = eu cos v, y = eu sin v, prove:

I. x zx + y zy = e2u zu

II. (zx)² + (zy)² = e−2u[(zu)² + (zv)²]

Click to View Detailed Solution

Using chain rule:

zx = zu ux + zv vx

ux = cos v / eu, vx = − sin v / eu

After substitution and simplification:

I. xzx + yzy = e2u zu

II. (zx)² + (zy)² = e−2u[(zu)² + (zv)²] ✔

This is transformation to polar-exponential coordinates.

Partial Differentiation: Part 3

Advanced Numerical Problems on Partial Differentiation


Problem 1: Laplace’s Equation

Problem: Verify that \( u = x^3 - 3xy^2 \) satisfies Laplace’s equation.

Show / Hide Solution \[ u_x = 3x^2 - 3y^2, \quad u_y = -6xy \] \[ u_{xx} = 6x, \quad u_{yy} = -6x \] \[ u_{xx} + u_{yy} = 6x - 6x = 0 \]

Hence verified.


Problem 2: Total Differential

Problem: If \( z = e^{xy}\sin(x+y) \), find total differential \( dz \).

Show / Hide Solution \[ dz = z_x dx + z_y dy \] \[ z_x = e^{xy}[y\sin(x+y)+\cos(x+y)] \] \[ z_y = e^{xy}[x\sin(x+y)+\cos(x+y)] \] \[ dz = e^{xy}[y\sin(x+y)+\cos(x+y)]dx \] \[ + e^{xy}[x\sin(x+y)+\cos(x+y)]dy \]

Problem 3: Directional Derivative

Problem: Find directional derivative of \( \phi=x^2y+yz^3 \) at (1,-1,1) in direction \(2\mathbf{i}-\mathbf{j}+2\mathbf{k}\).

Show / Hide Solution \[ \nabla \phi = (2xy)\mathbf{i} + (x^2+z^3)\mathbf{j} + (3yz^2)\mathbf{k} \] At (1,-1,1): \[ \nabla \phi = (-2)\mathbf{i} + 2\mathbf{j} - 3\mathbf{k} \] Direction vector magnitude: \[ |\vec{a}| = 3 \] Unit vector: \[ \hat{a}=\frac{1}{3}(2,-1,2) \] Directional derivative: \[ \nabla\phi \cdot \hat{a} = -4 \]

Problem 4: Taylor Expansion

Problem: Expand \( f(x,y)=e^x\cos y \) about (0,0) up to second order.

Show / Hide Solution \[ f(0,0)=1 \] \[ f_x(0,0)=1, \quad f_y(0,0)=0 \] \[ f_{xx}=1,\quad f_{yy}=-1,\quad f_{xy}=0 \] \[ f(x,y)=1+x+\frac{1}{2}(x^2-y^2) \]

Problem 5: Jacobian

Problem: If \( x=r\cos\theta, y=r\sin\theta \), find Jacobian \( \frac{\partial(x,y)}{\partial(r,\theta)} \).

Show / Hide Solution \[ J= \begin{vmatrix} \cos\theta & -r\sin\theta \\ \sin\theta & r\cos\theta \end{vmatrix} \] \[ = r(\cos^2\theta+\sin^2\theta)=r \]

Problem 6: Lagrange Multiplier

Problem: Find extrema of \( f=x^2+y^2 \) subject to \( x+y=1 \).

Show / Hide Solution \[ \nabla f=(2x,2y), \quad \nabla g=(1,1) \] \[ (2x,2y)=\lambda(1,1) \Rightarrow x=y \] Using constraint: \[ 2x=1 \Rightarrow x=y=\frac12 \] Minimum value: \[ f=\frac12 \]

Problem 7: Implicit Differentiation

Problem: If \( x^2+y^2+xy=7 \), find \( \frac{dy}{dx} \).

Show / Hide Solution \[ 2x+2y\frac{dy}{dx}+x\frac{dy}{dx}+y=0 \] \[ (2y+x)\frac{dy}{dx}=-(2x+y) \] \[ \frac{dy}{dx}=-\frac{2x+y}{2y+x} \]

Problem 8: Harmonic Function

Problem: Show \( u=\ln(x^2+y^2) \) is harmonic.

Show / Hide Solution \[ u_x=\frac{2x}{x^2+y^2} \] \[ u_{xx}=\frac{2(y^2-x^2)}{(x^2+y^2)^2} \] \[ u_{yy}=\frac{2(x^2-y^2)}{(x^2+y^2)^2} \] \[ u_{xx}+u_{yy}=0 \] Hence harmonic.

Problem 9: Euler’s Theorem

Problem: Verify Euler’s theorem for \( u=(x^2+y^2)^{3/2} \).

Show / Hide Solution \[ u_x=3x(x^2+y^2)^{1/2} \] \[ u_y=3y(x^2+y^2)^{1/2} \] \[ xu_x+yu_y=3(x^2+y^2)^{3/2}=3u \]

Problem 10: Maximum Directional Derivative

Problem: Find maximum rate of increase of \( f=xye^z \) at (1,1,0).

Show / Hide Solution \[ \nabla f= (ye^z)\mathbf{i} + (xe^z)\mathbf{j} + (xye^z)\mathbf{k} \] At (1,1,0): \[ \nabla f=(1,1,1) \] Maximum rate: \[ |\nabla f|=\sqrt3 \] Direction: along gradient vector.

Partial Differentiation: Part 2

Numerical Examples on Partial Differentiation


Example 1: First Order Partial Derivatives

Problem: If \( z = 3x^2y + 2xy^3 - 5y \), find \( \frac{\partial z}{\partial x} \) and \( \frac{\partial z}{\partial y} \).

Show / Hide Solution

Differentiate w.r.t \(x\):

\[ \frac{\partial z}{\partial x} = 6xy + 2y^3 \]

Differentiate w.r.t \(y\):

\[ \frac{\partial z}{\partial y} = 3x^2 + 6xy^2 - 5 \]

Example 2: Second Order Partial Derivatives

Problem: If \( z = x^3y^2 + 4xy \), find \( \frac{\partial^2 z}{\partial x^2} \).

Show / Hide Solution

First derivative:

\[ \frac{\partial z}{\partial x} = 3x^2y^2 + 4y \]

Second derivative:

\[ \frac{\partial^2 z}{\partial x^2} = 6xy^2 \]

Example 3: Mixed Partial Derivatives

Problem: If \( z = x^2y^3 \), verify mixed partial derivatives.

Show / Hide Solution \[ \frac{\partial z}{\partial x} = 2xy^3 \] \[ \frac{\partial^2 z}{\partial y \partial x} = 6xy^2 \] \[ \frac{\partial z}{\partial y} = 3x^2y^2 \] \[ \frac{\partial^2 z}{\partial x \partial y} = 6xy^2 \]

Hence verified.


Example 4: Chain Rule

Problem: If \( z = x^2 + y^2 \), where \( x = r\cos\theta \), \( y = r\sin\theta \), find \( \frac{\partial z}{\partial r} \).

Show / Hide Solution \[ z = r^2(\cos^2\theta + \sin^2\theta) = r^2 \] \[ \frac{\partial z}{\partial r} = 2r \]

Example 5: Implicit Differentiation

Problem: If \( x^2 + y^2 + z^2 = 1 \), find \( \frac{\partial z}{\partial x} \).

Show / Hide Solution \[ 2x + 2z\frac{\partial z}{\partial x} = 0 \] \[ \frac{\partial z}{\partial x} = -\frac{x}{z} \]

Example 6: Euler’s Theorem

Problem: Verify Euler’s theorem for \( z = x^2y^3 \).

Show / Hide Solution \[ \frac{\partial z}{\partial x} = 2xy^3 \] \[ \frac{\partial z}{\partial y} = 3x^2y^2 \] \[ x\frac{\partial z}{\partial x} + y\frac{\partial z}{\partial y} = 5x^2y^3 = 5z \]

Hence verified.


Example 7: Total Derivative

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

Show / Hide Solution \[ \frac{dz}{dt} = \frac{\partial z}{\partial x}\frac{dx}{dt} + \frac{\partial z}{\partial y}\frac{dy}{dt} \] \[ = (2xy)(2t) + (x^2+3y^2) \] Substitute \(x=t^2, y=t\): \[ \frac{dz}{dt} = 5t^4 + 3t^2 \]

Example 8: Tangent Plane

Problem: Find tangent plane to \( z=x^2+y^2 \) at (1,1,2).

Show / Hide Solution \[ f_x=2x,\quad f_y=2y \] \[ z-2=2(x-1)+2(y-1) \] \[ z=2x+2y-2 \]

Example 9: Maxima and Minima

Problem: Find stationary points of \( z=x^2+y^2-4x-6y \).

Show / Hide Solution \[ 2x-4=0 \Rightarrow x=2 \] \[ 2y-6=0 \Rightarrow y=3 \]

Minimum at (2,3).


Example 10: Jacobian

Problem: If \( u=x+y \), \( v=x-y \), find \( \frac{\partial(u,v)}{\partial(x,y)} \).

Show / Hide Solution \[ J= \begin{vmatrix} 1 & 1 \\ 1 & -1 \end{vmatrix} =-2 \]

Application of Double Integration 1

Applications of Double Integrals

Double integration is a fundamental tool in multivariable calculus used to compute volumes, areas, mass, centroids, and physical quantities over two-dimensional regions.


1. Volume Under a Surface

If $z = f(x,y)$ over region $R$, the volume is:

$$ V = \iint_R f(x,y)\, dA $$

Illustration

Surface

2. Area of a Plane Region

The area of region $R$:

$$ A = \iint_R 1\, dA $$

Example Region (Circle)

R

3. Mass of a Lamina

If density is $\rho(x,y)$:

$$ M = \iint_R \rho(x,y)\, dA $$

If density is constant $\rho = k$:

$$ M = k \cdot \text{Area}(R) $$


4. Center of Mass (Centroid)

$$ \bar{x} = \frac{1}{M} \iint_R x \rho(x,y)\, dA $$ $$ \bar{y} = \frac{1}{M} \iint_R y \rho(x,y)\, dA $$

Centroid Illustration

(x̄, ȳ)

5. Moments of Inertia

$$ I_x = \iint_R y^2 \rho(x,y)\, dA $$ $$ I_y = \iint_R x^2 \rho(x,y)\, dA $$ $$ I_0 = \iint_R (x^2 + y^2)\rho(x,y)\, dA $$


6. Probability Applications

If $f(x,y)$ is a joint probability density function:

$$ P((x,y)\in R) = \iint_R f(x,y)\, dA $$ $$ \iint_{\mathbb{R}^2} f(x,y)\, dA = 1 $$


7. Surface Area

If $z = f(x,y)$:

$$ A = \iint_R \sqrt{1 + \left(\frac{\partial f}{\partial x}\right)^2 + \left(\frac{\partial f}{\partial y}\right)^2} \, dA $$

Surface Illustration

Surface

End of Notes

Applications of Double Integrals

Area Enclosed by Plane Curves


Illustration 16.1

Find the area of a quadrant of the circle

$$x^2 + y^2 = a^2$$

Solution:

$$ A=\int_{0}^{a}\int_{0}^{\sqrt{a^2-x^2}} dy\,dx = \int_{0}^{a} \sqrt{a^2-x^2}\, dx $$

$$ A=\frac{\pi a^2}{4} $$

Answer: $$\boxed{\frac{\pi a^2}{4}}$$


Illustration 16.2

Find the area bounded by

$$y = 2-x, \qquad y^2 = 2(x+2)$$

Intersection:

$$ (2-x)^2=2(x+2) $$ $$ x^2-6x=0 \Rightarrow x=0,6 $$

Using horizontal strips: $$ A=\int_{-4}^{2}\left(4-y-\frac{y^2}{2}\right)dy $$

$$ A=18 $$

Answer: $$\boxed{18}$$


Illustration 16.3

Find the area bounded by

$$2x-3y+4=0,\quad x+y-3=0,\quad y=0$$

Intersection Points:

$$(-2,0),\; (3,0),\; (1,2)$$

$$ A=\int_{0}^{2}\int_{\frac{3y-4}{2}}^{3-y} dx\,dy $$

$$ A=5 $$

Answer: $$\boxed{5}$$


Illustration 16.4

Find the area bounded by

$$x^2=4(y+2), \quad x^2=3-y$$

Intersection:

$$y=-1, \quad x=\pm 2$$

$$ A=\int_{-2}^{2}\left(5-\frac{5x^2}{4}\right)dx $$

$$ A=\frac{172}{15} $$

Answer: $$\boxed{\frac{172}{15}}$$


Illustration 16.5

Find the area bounded by

$$x(x^2+y^2)=a(x^2-y^2)$$

Using polar substitution: $$x=a\cos\theta$$

$$ A=4a^2\int_{0}^{\pi/2} \left(\sin^2\frac{\theta}{2} -2\sin^4\frac{\theta}{2}\right)d\theta $$

$$ A=\frac{\pi a^2}{2} $$

Answer: $$\boxed{\frac{\pi a^2}{2}}$$


End of Chapter Section

Assignment: Probability and Statistics Basic

Sticky Ad Probability Problems with Detailed Solutions Click each question to expand the detailed interpretation and solution. ...