Prove that if is a function of two variables that is differen- tiable at , then is continuous at .
Hint: Show that
36. (a) The function
was graphed in Figure 4. Show that and both exist but is not differentiable at . [Hint: Use the result of Exercise 35.]
(b) Explain why fxand fyare not continuous at 0, 0.
0, 0
f fy0, 0
fx0, 0
fx, y
0x2xy y2 ifif x, y 0, 0x, y 0, 0
x, y l 0, 0lim fa x, b y f a, b
a, b
a, b f 35. f
32. Suppose you need to know an equation of the tangent plane to a surface at the point . You don’t have an equation for but you know that the curves
both lie on . Find an equation of the tangent plane at . 33–34 ■ Show that the function is differentiable by finding values of and that satisfy Definition 7.
34.
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
fx, y xy 5y2 fx, y x2 y2 33.
2
1
P S
r2u 1 u2, 2u3 1, 2u 1
r1t 2 3t, 1 t2, 3 4t t2 S
P2, 1, 3
S
THE CHAIN RULE
Recall that the Chain Rule for functions of a single variable gives the rule for differ- entiating a composite function: If and , where and are differen- tiable functions, then is indirectly a differentiable function of and
For functions of more than one variable, the Chain Rule has several versions, each of them giving a rule for differentiating a composite function. The first version (The- orem 2) deals with the case where and each of the variables and is, in turn, a function of a variable . This means that is indirectly a function of , , and the Chain Rule gives a formula for differentiating as a function of . We assume that is differentiable (Definition 11.4.7). Recall that this is the case when and are continuous (Theorem 11.4.8).
THE CHAIN RULE (CASE 1) Suppose that is a differentiable function of and , where and are both differentiable func- tions of . Then is a differentiable function of and
PROOF A change of in produces changes of in and in . These, in turn, produce a change of in , and from Definition 11.4.7 we have
where and as . [If the functions and are not
defined at 1l 00, 0, we can define them to be 0 there.] Dividing both sides of this 2l 0 x, y l 0, 0 1 2
z &f
&x x &f
&yy 1x 2y z
zt x x y y
t
dz dt &f
&x dx dt &f
&y dy dt z t
t
y ht
x tt
y x
z f x, y
2
fy
fx
f t
z
z f tt, ht t z t
y z f x, y x
dy dt dy
dx dx
1 dt
t y
t f x tt
y f x
11.5
equation by , we have
If we now let , then because is differentiable
and therefore continuous. Similarly, . This, in turn, means that and , so
■
Since we often write in place of , we can rewrite the Chain Rule in the form
EXAMPLE 1 If , where and , find when
.
SOLUTION The Chain Rule gives
It’s not necessary to substitute the expressions for and in terms of . We simply observe that when we have x sin 0 0 and y cos 0 1. Therefore,
■
The derivative in Example 1 can be interpreted as the rate of change of with respect to as the point moves along the curve with parametric equations , . (See Figure 1.) In particular, when , the point is and is the rate of increase as we move along the curve through
. If, for instance, represents the temperature at the
point , then the composite function represents the tempera- ture at points on and the derivative represents the rate at which the temper- ature changes along .
EXAMPLE 2 The pressure (in kilopascals), volume (in liters), and tempera- ture (in kelvins) of a mole of an ideal gas are related by the equation T PV 8.31T.
V P
V
C
dzdt C
z Tsin 2t, cos t
x, y z Tx, y x2y 3xy4
0, 1 dzdt 6 C
0, 1 y cos t t 0 x, y
x sin 2tt x, y C
z dz
dt
t0 0 32 cos 0 0 0sin 0 6t 0 x y t
2xy 3y42 cos 2t x2 12xy3sin t
dz dt &z
&x dx
dt &z
&y dy dt
t 0 z x2y 3xy4 x sin 2t y cos t dzdt dz
dt &z
&x dx
dt &z
&y dy dt
&f&x
&z&x
&f
&x dx dt &f
&y dy dt
&f
&x dx dt &f
&y dy
dt 0 dx
dt 0 dy dt
&f
&x lim
t l 0
x
t &f
&y lim
t l 0
y
t lim
t l 01 lim
t l 0
x
t lim
t l 02 lim
t l 0
y
t dz
dt lim
t l 0
z
t
2l 0 t l 0 x tt t tt l 0y l 0 t 1l 0
z
t &f
&x
x
t &f
&y
y
t 1 x
t 2y
t
t
■ Notice the similarity to the definition of the differential:
dz &z
&xdx &z
&ydy
FIGURE 1
The curve x=sin 2t, y=cos t x (0, 1)
y
Find the rate at which the pressure is changing when the temperature is and increasing at a rate of and the volume is 100 L and increasing at a rate of
.
SOLUTION If represents the time elapsed in seconds, then at the given instant we
have , , , . Since
the Chain Rule gives
The pressure is decreasing at a rate of about kPas. ■
We now consider the situation where but each of and is a function of two variables and : , . Then is indirectly a function of and and we wish to find and . Recall that in computing we hold fixed and compute the ordinary derivative of with respect to . Therefore, we can apply Theorem 2 to obtain
A similar argument holds for and so we have proved the following version of the Chain Rule.
THE CHAIN RULE (CASE 2) Suppose that is a differentiable function of and , where and are differentiable func- tions of s and t. Then
EXAMPLE 3 If , where and , find and . SOLUTION Applying Case 2 of the Chain Rule, we get
2stest2sins2t s2est2coss2t ■
&z
&t &z
&x
&x
&t &z
&y
&y
&t exsin y2st excos ys2
t2est2sins2t 2stest2coss2t
&z
&s &z
&x
&x
&s &z
&y
&y
&s exsin yt2 excos y2st
&z&t
&z&s y s2t
x st2 z exsin y
&z
&t &z
&x
&x
&t &z
&y
&y
&t
&z
&s &z
&x
&x
&s &z
&y
&y
&s
y hs, t
x ts, t
y x
z f x, y
3
&z&s
&z
&t &z
&x
&x
&t &z
&y
&y
&t
z t &z&t s
&z&t
&z&s t
z s y hs, t
x ts, t
t s
y z f x, y x
0.042
8.31
100 0.1 8.31300
1002 0.2 0.04155 dP
dt &P
&T dT
dt &P
&V dV
dt 8.31 V
dT
dt 8.31T V2
dV dt P 8.31T
V dVdt 0.2 V 100
dTdt 0.1 T 300t
0.2 Ls 0.1 Ks 300 K
Case 2 of the Chain Rule contains three types of variables: and are indepen- dent variables, and are called intermediate variables, and is the dependent vari- able. Notice that Theorem 3 has one term for each intermediate variable and each of these terms resembles the one-dimensional Chain Rule in Equation 1.
To remember the Chain Rule it’s helpful to draw the tree diagram in Figure 2. We draw branches from the dependent variable to the intermediate variables and to indicate that is a function of and . Then we draw branches from and to the independent variables and . On each branch we write the corresponding partial derivative. To find we find the product of the partial derivatives along each path from to and then add these products:
Similarly, we find by using the paths from to .
Now we consider the general situation in which a dependent variable is a func- tion of intermediate variables , , each of which is, in turn, a function of independent variables , . Notice that there are terms, one for each interme- diate variable. The proof is similar to that of Case 1.
THE CHAIN RULE (GENERAL VERSION) Suppose that is a differentiable function of the variables , , and each is a differentiable func- tion of the variables , , . Then is a function of , , and
for each , , .
EXAMPLE 4 Write out the Chain Rule for the case where and
, , , and .
SOLUTION We apply Theorem 4 with and . Figure 3 shows the tree diagram. Although we haven’t written the derivatives on the branches, it’s under- stood that if a branch leads from to , then the partial derivative for that branch is
. With the aid of the tree diagram we can now write the required expressions:
■
EXAMPLE 5 If , where , , and ,
find the value of when , , .
SOLUTION With the help of the tree diagram in Figure 4, we have
4x3yret x4 2yz32rset 3y2z2r2sin t
&u
&s &u
&x
&x
&s &u
&y
&y
&s &u
&z
&z
&s t 0 s 1 r 2
&u&su x4y y2z3 x rset y rs2et z r2s sin t
V
&w
&v &w
&x
&x
&v &w
&y
&y
&v &w
&z
&z
&v &w
&t
&t
&v
&w
&u &w
&x
&x
&u &w
&y
&y
&u &w
&z
&z
&u &w
&t
&t
&u
&y&u y u
m 2 n 4
t tu,v z zu,v
y yu,v x xu,v
w f x, y, z, t
V
m . . . , 2 i 1
&u
&ti &u
&x1
&x1
&ti &u
&x2
&x2
&ti &u
&xn
&xn
&ti
tm
. . . , t2
t1
u tm
. . . , t2
t1
m
xj
xn
. . . , x2
x1
n
u
4
n tm
. . . , t1
m xn
. . . , x1
n
u z t
&z&t
&z
&s &z
&x
&x
&s &z
&y
&y
&s z s &z&ss t
y x y
z x z x y
z y
x
t s
FIGURE 2 z
y x
s t s t
x
s x
t y
t
y
s
z
x z
y
FIGURE 3 w
y t
x
u v u v u v
z
u v
FIGURE 4 u
y z
x
s
r t r s t r s t
When , , and , we have , , and , so
■
EXAMPLE 6 If and is differentiable, show that satisfies the equation
SOLUTION Let and . Then and the Chain
Rule gives
Therefore
■
EXAMPLE 7 If has continuous second-order partial derivatives and
and , find (a) and (b) .
SOLUTION
(a) The Chain Rule gives
(b) Applying the Product Rule to the expression in part (a), we get
But, using the Chain Rule again (see Figure 5), we have
Putting these expressions into Equation 5 and using the equality of the mixed second- order derivatives, we obtain
2 &z ■
&x 4r2 &2z
&x2 8rs &2z
&x &y 4s2 &2z
&y2
&2z
&r2 2 &z
&x 2r
2r &x&2z2 2s &y &x&2z 2s2r &x &y&2z 2s &2z&y2
&2z
&x &y 2r &2z
&y2 2s
&
&r
&z&y &x& &z&y &x&r &y& &y&z &y&r&2z
&x2 2r &2z
&y &x 2s
&
&r
&z&x &x& &z&x &x&r &y& &x&z &y&r2 &z
&x 2r &
&r
&z&x 2s &r& &z&y&2z
&r2 &
&r
2r &z&x 2s &z&y5
&z
&r &z
&x
&x
&r &z
&y
&y
&r &z
&x 2r &z
&y 2s
&2z&r2
&z&r y 2rs
x r2 s2 z f x, y
t &t
&s s &t
&t
2st &x&f 2st &y&f2st &x&f 2st &y&f 0&t
&t &f
&x
&x
&t &f
&y
&y
&t &f
&x 2t &f
&y 2t
&t
&s &f
&x
&x
&s &f
&y
&y
&s &f
&x 2s &f
&y 2s
ts, t f x, y
y t2 s2 x s2 t2
t &t
&s s &t
&t 0
t ts, t f s2 t2, t2 s2 f
&u
&s 642 164 00 192 z 0 y 2
x 2 t 0
s 1 r 2
FIGURE 5
z
x y x
r s r s
IMPLICIT DIFFERENTIATION
The Chain Rule can be used to give a more complete description of the process of implicit differentiation that was introduced in Sections 2.6 and 11.3. We suppose that an equation of the form defines implicitly as a differentiable function of , that is, , where for all in the domain of . If is differen- tiable, we can apply Case 1 of the Chain Rule to differentiate both sides of the equa- tion with respect to . Since both and are functions of , we obtain
But , so if we solve for and obtain
To derive this equation we assumed that defines implicitly as a func- tion of . The Implicit Function Theorem, proved in advanced calculus, gives con- ditions under which this assumption is valid. It states that if is defined on a disk
containing where , , and and are continuous on
the disk, then the equation defines as a function of near the point and the derivative of this function is given by Equation 6.
EXAMPLE 8 Find if .
SOLUTION The given equation can be written as
so Equation 6 gives
■
Now we suppose that is given implicitly as a function by an equation
of the form . This means that for all in the
domain of . If and are differentiable, then we can use the Chain Rule to differ- entiate the equation as follows:
But &
&x y 0
& and
&x x 1
&F
&x
&x
&x &F
&y
&y
&x &F
&z
&z
&x 0 Fx, y, z 0f
F f
x, y
Fx, y, f x, y 0
Fx, y, z 0z z f x, y
dy
dx Fx
Fy 3x2 6y
3y2 6x x2 2y y2 2x Fx, y x3 y3 6xy 0 x3 y3 6xy
y
a, b
x y
Fx, y 0
Fy
Fx
Fya, b 0 Fa, b 0
a, b,
F x
y Fx, y 0
dy dx
&F
&x
&F
&y
Fx
Fy
6
dydx
&F&y 0 dxdx 1
&F
&x dx dx &F
&y dy dx 0
x y
x x
Fx, y 0
F f x
Fx, f x 0 y f x
x
y Fx, y 0
■ The solution to Example 8 should be compared to the one in Example 2 in Section 2.6.
so this equation becomes
If , we solve for and obtain the first formula in Equations 7. The for- mula for is obtained in a similar manner.
Again, a version of the Implicit Function Theorem gives conditions under which our assumption is valid. If is defined within a sphere containing , where
, , and , , and are continuous inside the sphere, then the equation defines as a function of and near the point
and this function is differentiable, with partial derivatives given by (7).
EXAMPLE 9 Find and if .
SOLUTION Let . Then, from Equations 7, we
have
&z ■
&y Fy
Fz 3y2 6xz
3z2 6xy y2 2xz z2 2xy
&z
&x Fx
Fz 3x2 6yz
3z2 6xy x2 2yz z2 2xy Fx, y, z x3 y3 z3 6xyz 1
x3 y3 z3 6xyz 1
&z
&y
&z
&x
a, b, c Fza, b, c 0Fx, y, z 0 Fx Fyz Fz x y
Fa, b, c 0 F a, b, c
&z
&y
&F
&y
&F
&z
&z
&x
&F
&x
&F
&z
7
&z&y &z&x
&F&z 0
&F
&x &F
&z
&z
&x 0
■ The solution to Example 9 should be compared to the one in Example 4 in Section 11.3.
9. If , where is differentiable, , ,
, , , , ,
and , find when .
10. Let , where are
differentiable, , , ,
, , , , and
. Find and .
11. Suppose is a differentiable function of and , and . Use the table of values to calculate tu0, 0 and tv0, 0.
tu,v f eu sinv, eu cosv
y x f
Wt1, 0
Ws1, 0
Fv2, 3 10
Fu2, 3 1 vt1, 0 4
vs1, 0 5 v1, 0 3
ut1, 0 6 us1, 0 2
u1, 0 2
F, u, and v Ws, t Fus, t,vs, t
t 3 dzdt
fy2, 7 8
fx2, 7 6 h3 4
h3 7 t3 5
t3 2
y ht
x tt
z f x, y f 1– 4 ■ Use the Chain Rule to find or .
1. , ,
2. , ,
, , ,
4. , , ,
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
5– 8 ■ Use the Chain Rule to find and .
5. , ,
6. , ,
, ,
8. , ,
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
s t
3s t z sin tan
ss2 t2 r st
z er cos 7.
y 1 set x set
z xy
y st x s t
z x2 xy y2
&z&t
&z&s
z et cos t y et sin t
x et w xy yz2
z 1 2t y 1 t
x t2 w xeyz
3.
y cos t x sin t
z x lnx 2y
y st xt
z sin x cos y
dwdt dzdt
EXERCISES
11.5
3 6 4 8
6 3 2 5
1, 2
0, 0
fy
fx
t f
estimate that the average temperature is rising at a rate of 0.15°Cyear and rainfall is decreasing at a rate of 0.1 cmyear. They also estimate that, at current production
levels, and .
(a) What is the significance of the signs of these partial derivatives?
(b) Estimate the current rate of change of wheat production, .
31. The speed of sound traveling through ocean water with salinity 35 parts per thousand has been modeled by the equation
where is the speed of sound (in meters per second), is the temperature (in degrees Celsius), and is the depth below the ocean surface (in meters). A scuba diver began a leisurely dive into the ocean water; the diver’s depth and surrounding water temperature over time are recorded in the following graphs. Estimate the rate of change (with respect to time) of the speed of sound through the ocean water experienced by the diver 20 minutes into the dive. What are the units?
32. The radius of a right circular cone is increasing at a rate of ins while its height is decreasing at a rate of ins.
At what rate is the volume of the cone changing when the radius is 120 in. and the height is 140 in.?
The length 艎, width , and height of a box change with time. At a certain instant the dimensions are and m, and 艎 and are increasing at a rate of 2 ms while is decreasing at a rate of 3 ms. At that instant find the rates at which the following quantities are changing.
(a) The volume (b) The surface area (c) The length of a diagonal
34. The voltage in a simple electrical circuit is slowly decreasing as the battery wears out. The resistance is slowly increasing as the resistor heats up. Use Ohm’s Law,
, to find how the current is changing at the moment
when , A, Vs, and
.
35. The pressure of 1 mole of an ideal gas is increasing at a rate of kPas and the temperature is increasing at a rate of
Ks. Use the equation in Example 2 to find the rate of change of the volume when the pressure is 20 kPa and the temperature is K.
36. If a sound with frequency is produced by a source travel- ing along a line with speed vsand an observer is traveling
fs
320 0.15
0.05
dRdt 0.03 s
dVdt 0.01 I 0.08
R 400
I V IR
R V
h
w
w h 2 艎 1 m
h 33. w
2.5 1.8
t (min) T
10 12
10 20 30 40
14 16
8 t (min) D
5 10
10 20 30 40
15 20
D
T C
C 1449.2 4.6T 0.055T2 0.00029T3 0.016D dWdt
&W&R 8
&W&T 2 12. Suppose is a differentiable function of and , and
Use the table of values in Exercise 11 to calculate and
13–16 ■ Use a tree diagram to write out the Chain Rule for the given case. Assume all functions are differentiable.
, where ,
14. , where , ,
15. ,
where , ,
16. , where ,
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
17–21 ■ Use the Chain Rule to find the indicated partial derivatives.
17. , , ;
, , when , ,
18. , , ;
, , when , ,
19. ,
, , ;
, when
20. , , , ;
, when
21. , , , ;
, , when
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
22–24 ■ Use Equation 6 to find .
22. 23.
24.
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
25–28 ■ Use Equations 7 to find and . 25.
27. 28.
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
The temperature at a point is , measured in degrees Celsius. A bug crawls so that its position after
seconds is given by , where
and are measured in centimeters. The temperature func-
tion satisfies and . How fast is the
temperature rising on the bug’s path after 3 seconds?
30. Wheat production in a given year, , depends on the average temperature and the annual rainfall . ScientistsT R
W Ty2, 3 3 Tx2, 3 4
y
x x s1 t , y 2 13t
t
Tx, y
x, y
29.
yz lnx z
x z arctanyz
x yz cosx y z
x2 y2 z2 3xyz 26.
&z&y
&z&x sin x cos y sin x cos y
sxy 1 x2y y5 x2y3 1 yex2
dydx p 2, r 3, 0
&u
&
&u
&r
&u
&p
z p r y pr sin
x pr cos u x2 yz
u 3,v 1
&M
&v
&M
&u
z u v y u v
x 2uv M xeyz2
x y 1
&R
&y
&R
&x
w 2xy v 2x y
u x 2y
R lnu2v2w2
t 0 y 2 x 1
&u
&t
&u
&y
&u
&x
s x y sin t r y x cos t
u sr2 s2
w 0 v 1 u 2
&z
&w
&z
&v
&z
&u
y u vew x uv2w3
z x2 xy3
t tw, x, y,z
s sw, x, y,z
u f s, t
r rx, y, z
q qx, y, z
p px, y, z
v f p, q, r
z zt, u
y yt, u
x xt, u
w f x, y, z
y yr, s, t
x xr, s, t
u f x, y
13.
ts1, 2.
tr1, 2
tr, s f 2r s, s2 4r.
y x f
is a solution of the wave equation
[Hint: Let , .]
42. If , where and , show
that
43. If , where , , find .
(Compare with Example 7.)
44. If , where , , find
(a) , (b) , and (c) .
45. If , where , , show that
46. Suppose , where and .
(a) Show that
(b) Find a similar formula for .
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
47. Suppose that the equation implicitly defines each of the three variables , , and as functions of the
other two: , , . If is dif-
ferentiable and , , and are all nonzero, show that
&z
&x &x
&y &y
&z 1 Fz Fy
Fx
F x hy, z
y tx, z
z f x, y x y z Fx, y, z 0
&2z&s &t &z
&x
&2x
&t2 &z
&y
&2y
&t2
&2z
&t2 &2z
&x2
&x&t2 2&x &y&2z&x
&t
&y
&t &2z
&y2
&y&t2y hs, t
x ts, t
z f x, y
&2z
&x2 &2z
&y2 &2z
&r2 1 r2
&2z
&2 1 r
&z
&r y r sin x r cos
z f x, y
&2z&r &
&z&
&z&r
y r sin x r cos
z f x, y
&2z&r &s y 2rs
x r2 s2 z f x, y
&2u
&x2 &2u
&y2 e2s
&&s2u2 &&t2u2y essin t x escos t
u f x, y
v x at u x at
&2z
&t2 a2 &2z
&x2 with speed along the same line from the opposite direc-
tion toward the source, then the frequency of the sound heard by the observer is
where is the speed of sound, about . (This is the Doppler effect.) Suppose that, at a particular moment, you are in a train traveling at and accelerating at
. A train is approaching you from the opposite direction on the other track at , accelerating at
, and sounds its whistle, which has a frequency of 460 Hz. At that instant, what is the perceived frequency that you hear and how fast is it changing?
37– 40 ■ Assume that all the given functions are differentiable.
If , where and , (a) find
and and (b) show that
38. If , where and , show
that
If , show that .
40. If , where and , show that
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
41– 46 ■ Assume that all the given functions have continuous second-order partial derivatives.
41. Show that any function of the form z f x at tx at
&z&x2x s t&z&y2 &z&sy s t&z&tz f x, y
&z
&x &z
&y 0 z f x y
39.
&u&x2&u&y2 e2s&u&s2&u&t2y essin t x escos t
u f x, y
&x&z&z&2&z&y2&z&r2 r12 &&z2&z&r
y r sin x r cos
z f x, y
37.
1.4 ms2
40 ms 1.2 ms2
34 ms
332 ms c
fo
ccvvosfsvo
DIRECTIONAL DERIVATIVES AND THE GRADIENT VECTOR
Recall that if , then the partial derivatives and are defined as
and represent the rates of change of in the - and -directions, that is, in the direc- tions of the unit vectors and .i j
y z x
fyx0, y0 lim
hl 0
fx0, y0 h f x0, y0 h
fxx0, y0 lim
hl 0
fx0 h, y0 f x0, y0
1 h
fy
fx
z f x, y