UniMAP

Chapter 1
Partial Differential Equations
Introduction
Small Increments and Rates of Change
Implicit Function
Change of Variables
Inverse Function: Determine Partial Derivatives
Stationary Point
Applied Partial Differential Equations

EUT 203 1
 Introduction UniMAP

Consider the following function

f (x1, x2,, xn)
where x1, x2,, xn are independent variables.

If we differentiate f with respect to variable

xi , then we assume
a) xi as a single variable,
b) x 1 , x 2 , , xi 1 , x x 1 , , x n as constants.

EUT 203 2
Example 1.1 UniMAP

Write down all partial derivatives of the following functions:

i) f 3x 2 y 2 xy 2 xy 3
f
3 y ( 2 x ) 2 y 2 (1) y 3 (1)
x
6 xy 2 y 2 y 3
f
3x 2 (1) 2 x ( 2 y ) x (3 y 2 )
y
3x 2 4 xy 3xy 2
ii ) f sin xyz
xy 2 z 3
iii ) f 3e

EUT 203 3
1.1 Small Increments and UniMAP

Rates of Change
Notation for small increment is . Let z f (x1,x2,, xn).
a) A small increment z is given by
z z z
z x1 x2 xn
x1 x2 xn
where x1, x2,, xn are small increments at variables stated.

b) Rate of change z with respect to time t is given by

dz z dx1 z dx2 z dxn
. . .
dt x1 dt x2 dt xn dt
dx1 dx2 dxn
where dt , dt ,, dt are rates of change for

the variables with respect t.

EUT 203 4
 KUKUM

Example 1.2
Given a cylinder with r cm and h cm. Determine
the small increment for its volume when r increases to
cm and h decreases to cm.
Solution
Volume of a cylinder is given by V r2h.
Small increment is
V V
V r h.
r h
Given r 5cm, h 10cm,
r 0.2cm and h 0.1cm.

EUT 203 5
We have, KUKUM

V
2 rh
r
2 (5)(10) 100
and
V
r2
h
(5) 2 25 .
Hence,
V (100 )(0.2) (25 )(0.1)
17.5 cm3 .
Volume increases 17.5 cm3 .

EUT 203 6
Exercise 1.1 KUKUM

The radius r of a cylinder is increasing at the rate of

0.2 cm s while the height, h is decreasing at 0.5 cm
s. Determine the rate of change for its volume when r
8 cm and h 12 cm.

Answer
Volume of cylinder increases at the rate of
6.4 cm3 s 1 or 20.1cm 3 s 1.

EUT 203 7
1.2 Implicit Functions KUKUM

Let f be a function of two independent variables x and y,

given by
f ( x, y ) c, c constant.
dy
To determine the derivative of this implicit function,
let z f (x, y) c. dx

dz z dx z dy
Hence, . . 0.
dx x dx y dx
z
dy
xz .
dx y

EUT 203 8
 Example 1.3 KUKUM

dy
Given x 2 xy y 0, find
2 3
.
dx
Solution
Let z x 2 2 xy y 3 0.
z
2 x 2 y 2( x y )
x
z
2x 3y2.
y
z
dy 2( x y )
xz .
dx y 2x 3y 2

EUT 203 9
 KUKUM

Exercise 1.2
dy
Given e x y 2, evaluate
xy
at (0,0).
dx

Answer dy
(0,0) 1.
dx

EUT 203 10
 1.3 Change of Variables KUKUM

Let z be a function of two independent variables x and y.

Here x and y are functions of two independent variables u
and v.
We write the derivatives of z with respect to u and v as
follows
z z x z y
. .
u x u y u
z z x z y
and . . .
v x v y v

EUT 203 11
 KUKUM

Example 1.4
Let z exy, where x = 3u2 + v and y = 2u + v3. Find

z z
and .
u v

z
Answer 6uye xy 2 xe xy
u
z
and ye xy 3v 2 xe xy .
v

EUT 203 12
 KUKUM

Exercise 1.3
Let z x 2
y 2
, where x r cos and y r sin .
z z
Find and .
r

Answer
z z
2r and 0.
r

EUT 203 13
Definition 1.1 (Jacobian) KUKUM

Let f1 , f 2 , f 3 ,, f n be n number of functions of n

variables x1 , x2 , x3 , , xn , i.e.
f1 f1 x1 , x2 ,, xn
f 2 f 2 x1 , x2 ,, xn

f n f n x1 , x2 ,, xn .
Jacobian for this system of equations is given
by the following determinant:

EUT 203 14
 KUKUM
f1 f 2 f 3 f n f1 f1 f1 f1
x1 x1 x1
x1 x1 x2 x3 xn
f1 f 2 f 3 f n f 2 f 2 f 2 f 2
x2 x2 x2
x2 x1 x2 x3
xn
f1 f 2 f 3 f n f 3 f 3 f 3 f 3
J x3 x3 x3 x3 or J x1 x2 x3 xn

f 3
f1
xn
f 2
xn xn
xfnn f n
x1
f n
x2
f n
x3
xfnn

Note that both Jacobians will give the same

answer, since J J T
.

EUT 203 15
Example 1.5 KUKUM

Given u e x cos y and v e x sin y , determine the

Jacobian for the system of equation?
Answer
u u
x y
J
v v
x y

e x cos y e x sin y

e x sin y e x cos y

(e x cos y ) e x cos y e x sin y e x sin y
cos 2 y sin 2 y
cos 2 y.

EUT 203 16
 KUKUM

Exercise 1.4
Given u xy and v = x y, determine the Jacobian
for the system of equations?

Answer
Jyx

EUT 203 17
 1.4 Inverse Functions: KUKUM

Determine Partial Derivatives

Let u and v be two functions of two independent variables
x and y, i.e.
uf (x, y) and v g(x, y).
Partial derivatives x , x , y and y are given by
u v u v
x yv y v
, x
u J u J
u
x y ux
y ,
v J v J
where J is the Jacobian of the system of equations.

EUT 203 18
Example 1.6
x
Given u e x
cos y and v e sin y, KUKUM

y y
evaluate x , , x
and .
u u v v

Answer J cos 2 y.
v
x y e x cos y

u J cos 2 y
v
y x e x sin y e x sin y

u J cos 2 y cos 2 y
u
x y e x sin y e x sin y

v J cos 2 y cos 2 y
y ux e x cos y
.
v J cos 2 y
EUT 203 19
 KUKUM

Example 1.7
Let z 2x2 + 3xy + 4y2, u x2 + y2 and
z z
v x + 2y. Find and .
u v

Solution
z z x z y
. . (1)
u x u y u
z z x z y
. . ( 2)
v x v y v

EUT 203 20
 KUKUM

Hence,
z z
4 x 3 y, 3x 8 y
x y
The Jacobian is u v
x x
2x 1
J
u v 2y 2
y y
4x 2 y
2(2 x y ).

EUT 203 21
 KUKUM

Therefore,
v
x y 2 1

u J 2(2 x y ) 2 x y
v
y x 1

u J 2(2 x y )
u
x y 2y y

v J 2( 2 x y ) 2x y
u
y x 2x x
.
v J 2( 2 x y ) 2 x y

EUT 203 22
From (1) and (2), we have KUKUM

z 1 1
(4 x 3 y ) (3x 8 y )
u 2x y 2( 2 x y )
5x 2 y
,
2( 2 x y )
and
z y x
(4 x 3 y ) (3 x 8 y )
v 2x y 2x y
3x 2 4 xy 3 y 2
.
2x y

EUT 203 23
 KUKUM

Exercise 1.5
1. Let z x3 + 2xy + 3y2, u 3x2 + 4y2 and v 2x + 5y.

Find z z
dan .
u v

2. Let z x3 + 2xy + 3y2, x 3u2 + 4v2

and y 2u + 5v. Find z z

dan .
u v

EUT 203 24
 Answer
KUKUM

z 15 x 2 4 x 2 y
1)
u 30 x 16 y
and
z 6 x 2 18 xy 12 x 2 y 8 y 2
.
v 15 x 8 y
z
2) 6u (3 x 2 2 y ) 4( x 3 y )
u
and
z
8v(3 x 2 2 y ) 5(2 x 6 y ).
v

EUT 203 25
Definition 1.2 (Hessian) KUKUM

Let f be a function of n number of variables

x1 , x2 , x3 ,, xn . Hessian of f is given by the following
determinant :
2 f 2 f 2 f 2 f
x12 x1x2 x1x3 x1xn

2 f 2 f 2 f 2 f
x2x1 x 2 x2x3 x2xn
2

2 f 2 f 2 f 2 f
H x3x1 x3x2 x32
x3xn .

2 f 2 f 2 f 2 f
xn x1 xn x2 xn x3 xn 2

EUT 203 26
 KUKUM

Hessian of a Function of Two Variables

Let f be a function of two independent
variables x and y. Then the Hessian of f is

f
2
2 f
x 2 xy
2 f 2 f 2 f 2 f
2. 2 . .
x y xy yx
2 f 2 f
yx y 2

EUT 203 27
 KUKUM

Since x and y are independent, we have

2 f 2 f
.
xy yx

The Hessian becomes

2
f f f
2 2 2
2 . 2 .
x y xy

EUT 203 28
 KUKUM

Example 1.8
Given a function f ( x, y ) x x 2 y 2 2 y 2 .
What is the Hessian of f ?

Answer
H 8 y 2 12 x 2 y 2 .

EUT 203 29
 KUKUM

1.5 Stationary Point

Given a function f f (x, y).

The stationary point of f f (x, y) occurs

when
f f
0 and 0.
x y

EUT 203 30
 Properties of Stationary Points : KUKUM

1) If f f f
2 2 2
0
x y xy
2 2

This stationary point is a SADDLE POINT.

Figure 1.1 Saddle point

EUT 203 31
 2
2) If 2 f 2 f f
2 KUKUM

. 2 0
x y xy
2

and whether
2 f 2 f
a) 0 and 0
x 2
y 2

This Stationary point is a MAXIMUM POINT.

Figure 1.2 Maximum point

EUT 203 32
 KUKUM

2 f 2 f
b) 0 and 0
x 2
y 2

This stationary point is a MINIMUM POINT.

Figure 1.3 Minimum point

EUT 203 33
 KUKUM

3) If 2
f f f
2 2 2
. 2 0
x y
2
xy

This test FAILS.

EUT 203 34
 KUKUM

Example 1.9
Determine the stationary points of z x3 3x + xy2
and types of the stationary points.

Solution
Step 1 : Determine the stationary points.

z
3x 2 3 y 2 0 (3)
x
z
2 xy 0 ( 4)
y

EUT 203 35
 KUKUM

From (4), we have x 0 or y 0.

When x 0, from (3);
3 y2 0
y 3.
When y = 0, from (3);
3x 2 3 0
x 1.
Hence, z has four stationary points, i.e.
0, 3 , 0, 3 , 1, 0 and 1, 0.

EUT 203 36
 KUKUM

Step 2 : Compute the Hessian of z.

2
z z z
2 2 2
. 2
x y
2
xy
6 x 2 x 2 y
2

12 x 2 4 y 2
4(3 x 2 y 2 ).

EUT 203 37
Step 3: Determine properties of the stationary KUKUM

points based on Hessian of z.

Point Hessian Conclusion

0, 3 12 0
Saddle Point

0, 3 12 0
Saddle Point

12 0
Maximum Point
1, 0 z
2
0,
z
2
0
x 2 y 2

12 0
1, 0 2 z
0,
2 z
0
Minimum Point
x 2 y 2

EUT 203 38
 KUKUM

Exercise 1.6
Determine the stationary points of
f (x, y) x2 x y y2 5x 5y 3 and types
of the stationary points.

EUT 203 39
1.6 Partial Differential Equations

What is a PDE?
Given a function u u(x1,x2,,xn), a PDE
in u is an equation which relates any of the
partial derivatives of u to each other
and/or to any of the variables x1,x2,,xn
and u.

Notation
u u 2
ux , u xy
x yx

EUT 203 40
Example of PDE

1. u x u 0
2. 2u x 3u y
3. u x u yy x 2 yu e u
4. ut 2u xx (Heat equation)
5. utt c 2 (u xx u yy ) (Wave equation)

EUT 203 41
Focus first order with two variables

PDEs We can already solve

By integration
Example
1. (a). Find all solutions u ( x, y ) of u x x 2 y 2 .

Solution u ( x 2 y 2 )dx
x3
xy 2 f ( y )
3

EUT 203 42
(b). Solve PDE in (a) with initial condition u(0,y) y

Solution x3
u ( x, y ) xy 2 f ( y )
3
u (0, y ) y
0
0 f ( y) y
3
f ( y) y
x3
So, u ( x, y ) xy 2 y
3

EUT 203 43
Separation of Variables

Given a PDE in u u (x,t). We say that u is a

product solution if
u ( x, t ) X ( x)T (t )
for functions X and T.

How does the method work?

Lets look at the following example.

EUT 203 44
 KUKUM

Example 1.10

Let u ( x, t ) X ( x)T (t ). Solve

u u
i. , given u (0, t ) 10e 2t
x dt

u u
ii. 3 2 , given u (0, t ) 6e 2t
t x

EUT 203 45
 Solution KUKUM

Given u(x,t) X(x)T(t) (5)

u u
X' T and X T'
x t
u u
From equation ,
x t
X' T X T'
X' T'
k
X T
X' T'
or k and k
X T
EUT 203 46
Therefore, KUKUM

X' kX and T' kT

dX dT
kX kT
dx dt
dX dT
k dx k dt
X T
Integrate both sides :
dX dT
X k dx T k dt
ln X c1 kx c2 ln T b1 kt b2
ln X kx c ln T kt b

EUT 203 47
Taking the exponential of both sides, we have KUKUM

X e kx c T e kt b
X e kx .e c T e kt .e b
X Ae kx T Be kt
where
( A ec ) (6)
( B eb ) (7)
Substitute (6) and (7) into (5) :
u ( x,t ) ( Ae kx )( Be kt )
u ( x,t ) De kx kt General solution
where D AB.
EUT 203 48
 KUKUM

Then, to obtain the solution satisfying u (0, t ) 10e 2t ,

put x 0 into the general solution. Thus
De k .0 kt 10e 2t
D 10 and k 2

Finally, substitute D 10 and k 2 into

the general solution : u ( x, t ) 10e 2 x 2t

EUT 203 49
ii. Given u ( x,t ) X ( x)T (t )
KUKUM
u u
X T' and X' T
t x
u u
From equation 3 2 :
t x
3 X T' 2 X' T
T' X'
3 2 k
T X
Therefore,
T' X'
3 k and -2 k
T X

k k
t x
T Ae 3
and X Be 2

EUT 203 50
 KUKUM

So, the general solution is

k
t k
t k k
t x
u ( x, t ) Ae Be Ce
3 2 3 2

Given u (0, t ) 6e 2t ,



u ( x, t ) 6e 2t 3 x

EUT 203 51
 KUKUM

Exercise 1.7
u u
Solve 7 , given u (0, t ) 10e 3t .
x t

Answer
21 x 3t
u( x, t ) 10e

EUT 203 52