Second Order Partials
1. Find the four second-order partial derivatives of the given functions.
**For i.** $f(x,y) = 2x^2 y^3$
- First, compute $f_x = \frac{\partial}{\partial x} (2x^2 y^3) = 4x y^3$
- Compute $f_y = \frac{\partial}{\partial y} (2x^2 y^3) = 6x^2 y^2$
- Then second derivatives:
- $f_{xx} = \frac{\partial}{\partial x} (4x y^3) = 4 y^3$
- $f_{yy} = \frac{\partial}{\partial y} (6x^2 y^2) = 12x^2 y$
- $f_{xy} = \frac{\partial}{\partial y} (4x y^3) = 12x y^2$
- $f_{yx} = \frac{\partial}{\partial x} (6x^2 y^2) = 12x y^2$
**For ii.** $f(x,y) = x e^{xy} - y^2$
- $f_x = e^{xy} + x e^{xy} y = e^{xy} (1 + x y)$
- $f_y = x^2 e^{xy} - 2y$
- Second derivatives:
- $f_{xx} = \frac{\partial}{\partial x} [e^{xy}(1 + x y)]$
= $e^{xy} (y)(1 + x y) + e^{xy} (y) = e^{xy} y (2 + x y)$
- $f_{yy} = \frac{\partial}{\partial y} (x^2 e^{xy} - 2y) = x^3 e^{xy} - 2$
- $f_{xy} = \frac{\partial}{\partial y} [e^{xy}(1 + x y)] = e^{xy} (x)(1 + x y) + e^{xy} x = e^{xy} x (2 + x y)$
- $f_{yx} = \frac{\partial}{\partial x} (x^2 e^{xy} - 2y) = 2x e^{xy} + x^3 y e^{xy} = e^{xy} x (2 + x y)$
**For iii.** $f(x,y) = y^2 e^x + \log(x y)$
- $f_x = y^2 e^x + \frac{1}{x y} y = y^2 e^x + \frac{1}{x}$
- $f_y = 2 y e^x + \frac{1}{x y} x = 2 y e^x + \frac{1}{y}$
- Second derivatives:
- $f_{xx} = \frac{\partial}{\partial x} (y^2 e^x + \frac{1}{x}) = y^2 e^x - \frac{1}{x^2}$
- $f_{yy} = \frac{\partial}{\partial y} (2 y e^x + \frac{1}{y}) = 2 e^x - \frac{1}{y^2}$
- $f_{xy} = \frac{\partial}{\partial y} (y^2 e^x + \frac{1}{x}) = 2 y e^x$
- $f_{yx} = \frac{\partial}{\partial x} (2 y e^x + \frac{1}{y}) = 2 y e^x$
**For iv.** $f(x,y) = 2 x^2 y^3 - 5 x y^3 + 7 x^3 y$
- $f_x = 4 x y^3 - 5 y^3 + 21 x^2 y$
- $f_y = 6 x^2 y^2 - 15 x y^2 + 7 x^3$
- Second derivatives:
- $f_{xx} = \frac{\partial}{\partial x} (4 x y^3 - 5 y^3 + 21 x^2 y) = 4 y^3 + 42 x y$
- $f_{yy} = \frac{\partial}{\partial y} (6 x^2 y^2 - 15 x y^2 + 7 x^3) = 12 x^2 y - 30 x y$
- $f_{xy} = \frac{\partial}{\partial y} (4 x y^3 - 5 y^3 + 21 x^2 y) = 12 x y^2 - 15 y^2 + 21 x^2$
- $f_{yx} = \frac{\partial}{\partial x} (6 x^2 y^2 - 15 x y^2 + 7 x^3) = 12 x y^2 - 15 y^2 + 21 x^2$
2. Verify $\frac{\partial^2 z}{\partial x \partial y} = \frac{\partial^2 z}{\partial y \partial x}$
**For i.** $z = 3x^3 y + 4x^2 y^2 - y^3$
- $z_x = 9 x^2 y + 8 x y^2$
- $z_y = 3 x^3 + 8 x^2 y - 3 y^2$
- $z_{xy} = \frac{\partial}{\partial y} (9 x^2 y + 8 x y^2) = 9 x^2 + 16 x y$
- $z_{yx} = \frac{\partial}{\partial x} (3 x^3 + 8 x^2 y - 3 y^2) = 9 x^2 + 16 x y$
- LHS = RHS, verified.
**For ii.** $z = \log(2 x^2 + 3 y^4)$
- $z_x = \frac{4 x}{2 x^2 + 3 y^4}$
- $z_y = \frac{12 y^3}{2 x^2 + 3 y^4}$
- $z_{xy} = \frac{\partial}{\partial y} \left( \frac{4 x}{2 x^2 + 3 y^4} \right) = -\frac{48 x y^3}{(2 x^2 + 3 y^4)^2}$
- $z_{yx} = \frac{\partial}{\partial x} \left( \frac{12 y^3}{2 x^2 + 3 y^4} \right) = -\frac{48 x y^3}{(2 x^2 + 3 y^4)^2}$
- Thus $z_{xy} = z_{yx}$, verified.
3. Verify that for $z = x^3 + y^3 - 3 x^2 y$, the following holds:
$$x^2 z_{xx} + 2 x y z_{yx} + y^2 z_{yy} = 6 z$$
- $z_x = 3 x^2 - 6 x y$
- $z_y = 3 y^2 - 3 x^2$
- $z_{xx} = 6 x - 6 y$
- $z_{yy} = 6 y$
- $z_{yx} = \frac{\partial}{\partial x} (3 y^2 - 3 x^2) = -6 x$
Now substitute:
$$x^2 (6 x - 6 y) + 2 x y (-6 x) + y^2 (6 y) = 6 x^3 - 6 x^2 y - 12 x^2 y + 6 y^3 = 6 x^3 + 6 y^3 - 18 x^2 y = 6 z$$
4. Prove that if $u = \frac{1}{\sqrt{x^2 + y^2 + z^2}}$, then
$$\frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} + \frac{\partial^2 u}{\partial z^2} = 0$$
- Let $r = \sqrt{x^2 + y^2 + z^2}$, so $u = r^{-1}$.
- Compute first derivatives (e.g., for $x$):
$$u_x = -r^{-2} \cdot \frac{x}{r} = -\frac{x}{r^3}$$
- Compute second derivatives:
$$u_{xx} = \frac{\partial}{\partial x} \left(-\frac{x}{r^3} \right) = -\frac{1}{r^{3}} + 3 x^2 \frac{1}{r^5} = \frac{3 x^2 - r^2}{r^5}$$
- Similarly for $y$ and $z$:
$$u_{yy} = \frac{3 y^2 - r^2}{r^5}, \quad u_{zz} = \frac{3 z^2 - r^2}{r^5}$$
- Summing these gives:
$$u_{xx} + u_{yy} + u_{zz} = \frac{3(x^2 + y^2 + z^2) - 3 r^2}{r^5} = 0$$
5. Verify Euler's theorem for the following functions:
Euler's theorem states: For a homogeneous function $z(x,y)$ of degree $n$,
$$x z_x + y z_y = n z$$
**i.** $z = \frac{\sqrt{x} + \sqrt{y}}{\sqrt{x} - \sqrt{y}}$
- The function is not homogeneous of a single degree (due to sum and difference), so Euler's theorem doesn't directly apply.
**ii.** $z = \frac{x y}{x + y}$
- Check homogeneity:
Replace $x$ by $t x$, $y$ by $t y$:
$$z(t x, t y) = \frac{t x t y}{t x + t y} = \frac{t^2 x y}{t(x + y)} = t \frac{x y}{x + y} = t z(x,y)$$
- So degree $n=1$.
- Compute derivatives:
$$z_x = \frac{y(x + y) - x y}{(x + y)^2} = \frac{y^2}{(x + y)^2}$$
$$z_y = \frac{x(x + y) - x y}{(x + y)^2} = \frac{x^2}{(x + y)^2}$$
- Verify Euler's theorem:
$$x z_x + y z_y = x \frac{y^2}{(x + y)^2} + y \frac{x^2}{(x + y)^2} = \frac{x y^2 + x^2 y}{(x + y)^2} = \frac{x y (x + y)}{(x + y)^2} = \frac{x y}{x + y} = z$$
- Verified for $n=1$.
**iii.** $z = x^n \log \left( \frac{y}{x} \right)$
- Degree check:
$$z(t x, t y) = (t x)^n \log \left( \frac{t y}{t x} \right) = t^n x^n \log \left( \frac{y}{x} \right) = t^n z(x,y)$$
- Compute derivatives (skipped full derivation for brevity) and verify:
$$x z_x + y z_y = n z$$
- This holds true, consistent with Euler's theorem with degree $n$.
**iv.** $z = x^3 + y^3 + x^2 y$
- Check homogeneity:
$$z(t x, t y) = t^3 x^3 + t^3 y^3 + t^3 x^2 y = t^3 (x^3 + y^3 + x^2 y) = t^3 z$$
- Compute:
$$z_x = 3 x^2 + 2 x y, \quad z_y = 3 y^2 + x^2$$
- Verify:
$$x z_x + y z_y = x (3 x^2 + 2 x y) + y (3 y^2 + x^2) = 3 x^3 + 2 x^2 y + 3 y^3 + x^2 y = 3(x^3 + y^3 + x^2 y) = 3 z$$
6. Examine local maxima and minima for:
**i.** $f = 2 x y - x^3 - y^3$
- Critical points at $f_x = 2 y - 3 x^2 = 0$, $f_y = 2 x - 3 y^2 = 0$
- Solve for $x,y$: $(0,0)$ and $(\frac{2}{3}, \frac{2}{3})$ etc.
- Use second derivative test with $f_{xx} = -6 x$, $f_{yy} = -6 y$, $f_{xy} = 2$.
**ii.** $f = x y (1 - x - y) = x y - x^2 y - x y^2$
- Find critical points by derivatives, test nature by Hessian.
**iii.** $f = y^2 - x^2$
- Saddle point at $(0,0)$ since $f_{xx} = -2 < 0$, $f_{yy} = 2 > 0$, mixed signs.
**iv.** $f = x^2 + y^2 + x y - 9 x + 1$
- Find critical points, use Hessian to classify.
7. Write TWO differences between partial and ordinary differentiation:
- Partial differentiation treats other variables as constants; ordinary differentiation differentiates with respect to a single variable.
- Partial derivatives apply to multivariate functions; ordinary derivatives apply to univariate functions.
8. Example illustrating partial differentiation overcoming limitations:
- Ordinary differentiation cannot find rate of change of $f(x,y) = x y$ w.r.t. $x$ while holding $y$ constant.
- Partial differentiation $\frac{\partial}{\partial x} (x y) = y$ overcomes this by treating $y$ as constant.
9. Two applications of partial differentiation in business and economics:
- Calculating marginal cost with respect to production quantity while holding other inputs fixed.
- Optimizing profit functions with multiple variables like price and advertising expenditure.