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WLB 10102 / WLB 10703 /LN/01 Chap 1 Advanced Differentiation

CHAPTER 1 ADVANCED DIFFERENTIATION

Objectives:

At the end of this lesson, the students should be able to:


i. differentiate the implicit function containing products and quotients.
ii. find and evaluate a partial derivative (1st order)
iii. determine the higher-order partial derivative (2nd order & mixed 2nd order)
iv. verify that a function satisfies the given equation
v. determine the total differential of the given function.
0 ∞
vi. use l' Hôpital' s rule to compute the indeterminate forms , etc.
0 ∞
vii. apply the gradient function for optimization in the life sciences
viii. find the rate of change of volume/area etc
ix. determine the approximate error of a quantity caused by small changes in the
variables associated with the quantity.

1.1 IMPLICIT DIFFERENTIATION

Procedure for Implicit Differentiation

Suppose an equation defines y implicitly as a differentiable function of x . To find


dy
:
dx

Step 1. Differentiate both sides of the equation with respect to x . Remember that y is
really a function of x for part of the curve and use the chain rule when
differentiating terms containing y .

dy
Step 2. Solve the differentiated equation algebraically for .
dx

Example 1

If y = f (x) is a differentiable function of x such that

x 2 y + 2 y 3 = 3x + 2 y

dy
find .
dx

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WLB 10102 / WLB 10703 /LN/01 Chap 1 Advanced Differentiation

Solution

Differentiate both sides of this equation term by term with respect to x :

d 2
dx
(
x y + 2y3 =
d
dx
)
(3x + 2 y )

d 2
dx
x y +2( )
d 3
dx
d
dx
d
dx
( )
y = 3 (x ) + 2 ( y )

x2
d
( )
( y ) + y d x 2 + 2 3 y 2 d ( y ) = 3(1) + 2 dy
14 dx4424dx 443 1 4 42 dx443 dx
Product rule Extended Power rule

dy dy dy
x2 + 2 xy + 6 y 2 = 3+ 2
dx dx dx

dy
Finally, solve this equation for :
dx

(x 2
+ 6y2 − 2 ) dy
dx
= 3 − 2 xy

dy 3 − 2 xy
∴ = 2 ■
dx x + 6 y 2 − 2

Example 2 Differentiate the following functions with respect to x :

a) 2y4 b) sin 3t

Solution
It is possible to differentiate
a) Let u = 2 y , then, by the function of a function rule:
4 an implicit function by
using the function of a
function rule, which may be
du du dy d dy
= × = (2 y 4 ) × du du dy
dx dy dx dy dx stated as = × .
dx dy dx
dy i.e. u = f(y) .
= 8y3 ■
dx

b) Let u = sin 3t , then, by the function of a function rule:

du du dt d dt
= × = (sin 3t ) ×
dx dt dx dt dx
dt ■
= 3 cos 3t
dx

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WLB 10102 / WLB 10703 /LN/01 Chap 1 Advanced Differentiation MTH1134/LN/01 C

Example 3 Differentiate the following functions with respect to x :

a) 4 ln 5 y 1 3θ − 2
b) e
5

Solution

a) Let u = 4 ln 5 y , then, by the function of a function rule:

du du dy d dy
= × = (4 ln 5 y ) ×
dx dy dx dy dx
4 dy
= ■
y dx

1 3θ − 2
b) Let u = e , then, by the function of a function rule:
5

du du dθ d 1 3θ − 2 dθ
= × = ( e )×
dx dθ dx dθ 5 dx
3 dθ ■
= e 3θ − 2
5 dx

Differentiating implicit functions containing products and quotients

d
Example 4 Determine (2 x 3 y 2 ).
dx

Solution

In the product rule of differentiation let u = 2x 3 and v = y 2 . Thus

d d d
(2 x 3 y 2 ) = (2 x 3 ) ( y 2 ) + ( y 2 ) (2 x 3 )
dx dx dx
 dy 
= (2 x 3 ) 2 y  + ( y 2 )(6 x 2 )
 dx 
dy
= 4x3 y + 6x2 y 2
dx
 dy 
= 2 x 2 y 2 x + 3 y  ■
 dx 

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

d 3y
Example 5 Find ( ).
dx 2 x

Solution

In the quotient rule of differentiation let u = 3 y and v = 2 x . Thus

d d
(2 x) (3 y ) − (3 y ) (2 x)
d 3y dx dx
( )= 2
dx 2 x (2 x)
 dy 
(2 x) 3  − (3 y )(2)
=  dx 
4x 2
dy
6x − 6 y
= dx
4x2
3  dy 
= 2  x − y ■
2 x  dx 

Do it yourself

1. In Problems (a) – (e) differentiate the given functions with respect to x .


a) 3 y 5
b) 2 cos 4θ
3 2 y +1
c) k e) e
4
5
d) ln 3t f) 2 tan 3 y
2
2. Differentiate the following with respect to y .
a) 3 sin 2θ 2
c)
b) 4 x 3
et
3. Differentiate the following with respect to u .
2 2
a) c)
(3 x + 1) y3
b) 3 sec 2θ

4. Determine
d dz
a) (3 x 2 y 3 ) c) given z = 2 x 3 ln y
dx dy
d 3u
b) ( )
du 4v

d 2y
5. Find ( )
dx 5 x

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

1.2 PARTIAL DIFFERENTIATION

1.2.1 FIRST ORDER PARTIAL DERIVATIVES

For z = f ( x, y ), the partial derivatives f x and f y are denoted by

∂f ∂z ∂
f x ( x, y ) = = = f ( x, y ) = z x = D x ( f )
∂x ∂x ∂x

and
∂f ∂z ∂
f y ( x, y ) = = = f ( x, y ) = z y = D y ( f )
∂y ∂y ∂y

The values of the partial derivatives of f ( x, y ) at the point (a, b) are denoted by
∂f ∂f
= f x ( a, b) and = f y ( a, b)
∂x ( a ,b ) ∂y ( a ,b )

Example 6 If f ( x, y ) = x 3 y + x 2 y 2 , find
a) fx b) fy

Solution

a) For f x , hold y constant and find the derivative with respect to x :


f x ( x, y ) = 3 x 2 y + 2 xy 2 ■

b) For f y , hold x constant and find the derivative with respect to y :


f y ( x, y ) = x 3 + 2 x 2 y ■

Example 7 Finding and evaluating a partial derivative


Let z = x sin(3 x + y 3 ). Evaluate:
2

∂z
a)
∂x π
( ,0 )
3

b) z y at (1, 1).

Solution

∂z
a) = 2 x sin(3 x + y 3 ) + x 2 cos(3 x + y 3 )(3)
∂x
= 2 x sin(3 x + y 3 ) + 3 x 2 cos(3 x + y 3 )
Thus,
∂z
2
π π 2π π2 π2
= 2  sin π + 3  cos π = ( 0) + (−1) = − ■
∂x π
( ,0) 3 3 3 3 3
3

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

b) z y = x 2 cos(3x + y 3 )(3 y 2 ) = 3x 2 y 2 cos(3x + y 3 ) so that


z y (1,1) = 3(1) 2 (1) 2 cos(3 + 1) = 3 cos 4 ■

Example 8 Partial derivative of a function of three variables

Let f ( x, y, z ) = x 2 + 2 xy 2 + yz 3 ; determine:
a) fx b) fy c) fz

Solution

a) For f x , think of f as a function of x alone with y and z treated as constants:


f x ( x, y , z ) = 2 x + 2 y 2 ■

b) f x ( x, y, z ) = 4 xy + z 3 ■
c) f z ( x, y, z ) = 3 yz 2 ■

Example 9 Partial derivative of an implicitly defined function

Let z be defined implicitly as a function of x and y by the equation


x 2 z + yz 3 = x
∂z ∂z
Determine and .
∂x ∂y

Solution

Differentiate implicitly with respect to x , treating y as a constant:

∂z ∂z
2 xz + x 2 + 3 yz 2 =1
∂x ∂x
∂z
Then solve the equation for :
∂x
∂z 1 − 2 xz
= 2
∂x x + 3 yz 2

Similarly, holding x constant and differentiating implicitly with respect to y , we find

∂z ∂z
x2 + z 3 + 3 yz 2 =0
∂y ∂y
so that
∂z − z3
= ■
∂y x 2 + 3yz 2

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

Do it yourself

1. If z = 5 x 4 + 2 x 3 y 2 − 3 y find
∂z ∂z
a) and b) .
∂x ∂y

2. Given y = 4 sin 3 x cos 2t , find


∂y ∂y
a) and b) .
∂x ∂t

1 ∂z 1 ∂z
3. If z = sin xy show that = .
y ∂x x ∂y

∂z ∂z
4. In Problems (a) – (f), find and .
∂x ∂y
a) z = 2 xy
b) z = x 3 − 2 xy + y 2
x
c) z =
y
d) z = sin( 4 x + 3 y )
y 1
e) z = x 3 y 2 − 2 +
x y
f) z = cos 3 x sin 4 y

1.2.2 HIGHER-ORDER PARTIAL DERIVATIVES (2ND ORDER & MIXED 2ND ORDER)

Given z = f ( x, y ).

2nd order partial derivatives

∂2 f ∂  ∂f 
=   = ( f x ) x = f xx
∂x 2
∂x  ∂x 
∂2 f ∂  ∂f 
=   = ( f y ) y = f yy
∂y 2
∂y  ∂y 

Mixed 2nd order partial derivatives

∂2 f ∂  ∂f 
=   = ( f y ) x = f yx
∂x∂y ∂x  ∂y 
∂2 f ∂  ∂f 
=   = ( f x ) y = f xy
∂y∂x ∂y  ∂x 

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

Example 10 Higher-order partial derivatives of a function of two variables


For z = f ( x, y ) = 5 x 2 − 2 xy + 3 y 3 , determine these higher-order partial derivatives.
∂2z ∂2z
a) c)
∂x∂y ∂x 2
∂2 f d) f xy (3, 2)
b)
∂y∂x

Solution
a) First differentiate with respect to y ; then differentiate with respect to x.
∂z
= −2 x + 9 y 2
∂y
∂ z ∂  ∂z  ∂
( )
2
=   = − 2 x + 9 y 2 = −2 ■
∂x∂y ∂x  ∂y  ∂x

b) Differentiate first with respect to x and then differentiate with respect to y :


∂z
= 10 x − 2 y
∂x
∂2z ∂  ∂z  ∂
=   = (10 x − 2 y ) = −2 ■
∂y∂x ∂y  ∂x  ∂y

c) Differentiate first with respect to x twice:


∂ 2 z ∂  ∂z  ∂
=   = (10 x − 2 y ) = 10 ■
∂x 2 ∂x  ∂x  ∂x

d) Evaluate the mixed partial found in part (b) at the point (3, 2):
f xy (3, 2) = −2 ■

Example 11 Partial derivatives of functions of two variables


Determine f xy , f yx , f xx , and f xxy , where f ( x, y) = x 2 ye y .

Solution
We have the partial derivatives
f x = 2 xye y f y = x 2 e y + x 2 ye y

The mixed partial derivatives (which must be the same by the previous theorem) are
f xy = ( f x ) y = 2 xe y + 2 xye y ■ f yx = ( f y ) x = 2 xe y + 2 xye y ■

Finally, we compute the second- and higher-order partial derivatives:


f xx = ( f x ) x = 2 ye y ■ and f xxy = ( f xx ) y = 2e y + 2 ye y ■

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

Example 12 Verifying that a function satisfies the heat equation


x ∂T ∂ 2T
Verify that T ( x, t ) = e −t cos satisfies the heat equation, = c2 2 .
c ∂t ∂x

Solution

∂T x
= −e −t cos
∂t c
and
∂ 2T ∂  1 x
=  − e −t sin 
∂x 2
∂x  c c
1 x
= − 2 e −t cos
c c

∂T 2 ∂ T
2
Thus, T satisfies the heat equation =c ■
∂t ∂x 2

1.3 TOTAL DIFFERENTIAL

The total differential of the function f ( x, y ) is

∂f ∂f
df = dx + dy = f x ( x, y )dx + f y ( x, y )dy
∂x ∂y

where dx and dy are independent variables. Similarly, for a function of three variables
w = f ( x, y, z ) the total differential is
∂f ∂f ∂f
df = dx + dy + dz …………….( ‫) أ‬
∂x ∂y ∂z

Example 13 Determine the total differential of the given functions:


a) f ( x, y , z ) = 2 x 3 + 5 y 4 − 6 z b) f ( x, y ) = x 2 ln(3 y 2 − 2 x )

Solution
∂f ∂f ∂f
a) df = dx + dy + dz = 6 x 2 dx + 20 y 3 dy − 6dz ■
∂x ∂y ∂z
∂f ∂f
b) df = dx + dy
∂x ∂y
 −2   2 6y 
= 2 x ln(3 y 2 − 2 x) + x 2 2  dx +  x  dy
 3 y − 2x   3y − 2x 
2

 2x 2  6x 2 y
= 2 x ln(3 y 2 − 2 x) − 2  dx + dy ■
 3 y − 2x  3y 2 − 2x

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

2x
Example 14 If z = f ( x, y ) and z = x 2 y 3 + + 1, determine the total differential, dz.
y

Solution
The total differential is the sum of the partial differentials, i.e.
∂z ∂z
dz = dx + dy
∂x ∂y
∂z 2
= 2 xy 3 + (i.e. y is kept constant)
∂x y
∂z 2x
= 3x 2 y 2 − 2 (i.e. x is kept constant)
∂y y

 2  2x 
Hence dz =  2 xy 3 + dx +  3 x 2 y 2 − 2 dy ■
 y  y 

Example 15 If z = f (u , v, w) and z = 3u 2 − 2v + 4 w 3 v 2 find the total differential, dz.

Solution
The total differential
∂z ∂z ∂z
dz = du + dv + dw
∂u ∂v ∂w
∂z
= 6u (i.e. v and w are kept constant)
∂u
∂z
= −2 + 8w 3 v (i.e. u and w are kept constant)
∂v
∂z
= 12 w 2 v 2 (i.e. u and v are kept constant)
∂w
Hence dz = 6udu + (8vw 3 − 2)dv + (12v 2 w 2 )dw ■

Do it yourself

1. In Problems (a) – (f), find the total differential dz.


a) z = x 3 + y 2
b) z = 2 xy − cos x
x− y
c) z=
x+ y
d) z = x ln y
x
e) z = xy + −4
y
2. If z = f (a, b, c) and z = 2ab − 3b 2 c + abc, find the total differential dz.

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

1.4 L’HOPITAL’S RULE

Let f and g be differentiable functions with g ′( x ) ≠ 0 on an open interval containing


f ( x) 0
c (except) possibly at c itself). Suppose lim produces an indeterminate form or
x→c g ( x) 0

and that

f ′( x)
lim =L
x →c g ′( x)

where L is either a finite number, + ∞, or − ∞. Then

f ( x)
lim =L
x →c g ( x)

The theorem also applies to one-sided limits and to limits at infinity (where x → +∞ and
x → −∞ ).

Example 17 Using l’Hopital’s rule to compute a familiar trigonometric limit


sin x
Evaluate lim .
x→0 x

Solution
Note that this is an indeterminate form because sin x and x both approach 0 as x → 0. This
means that l’Hopital’s rule applies:
d
(sin x)
sin x cos x 1
lim = lim dx = lim = =1 ■
x →0 x x →0 d x →0 1 1
( x)
dx

Example 18 l’Hopital’s rule with a 0/0 form


x − 128
7
Evaluate lim .
x→2 x3 − 8

Solution
For this example, f ( x) = x 7 − 128 and g ( x) = x 3 − 8 , and the form is 0/0.
d 7
( x − 128)
x 7 − 128
lim 3 = lim dx l’Hopital’s rule
x→2 x − 8 x→2 d 3
( x − 8)
dx

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

7x6
= lim
x→2 3x 2

7x4
= lim Simplify
x→2 3

7(2) 4 112
= = ■ Limit of a quotient
3 3

Example 19 Limit is not an indeterminate form


1 − cos x
Evaluate lim .
x→0 sec x

Solution
You must always remember to check that you have an indeterminate form before applying
l’Hopital’s rule. The limit is
1 − cos x lim (1 − cos x) 0
lim = x →0 = =0 ■
x→0 sec x lim sec x 1
x →0

ATTENTION: If you blindly apply l’Hopital’s rule in Example 19, you obtain the WRONG
answer:
1 − cos x sin x
lim = lim
x →0 sec x x → 0 sec x tan x
cos x 1
= lim = =1
x →0 sec x 1

Example 20 l’Hopital’s rule applied more than once


x − sin x
Evaluate lim .
x →0 x3

Solution
This is a 0/0 indeterminate form, and we find that
x − sin x 1 − cos x
lim 3
= lim
x →0 x x →0 3x 2
This is still the indeterminate form 0/0, so l’Hopital’s rule can be applied once again:
1 − cos x − (− sin x) 1 sin x 1 1
lim 2
= lim = lim = (1) = ■
x →0 3x x → 0 6x 6 x → 0 x 6 6

Example 21 l’Hopital’s rule with an ∞ ∞ form


2 x 2 − 3x + 1
Evaluate lim .
x → +∞ 3 x 2 + 5 x − 2

Solution
We could compute this limit by multiplying by 1 x 2 ( ) (1 x ) . Instead, we note that this is of
2

the form ∞ ∞ and apply l’Hopital’s rule:


2 x 2 − 3x + 1 4x − 3
lim = lim Apply l’Hopital’s rule
x → +∞ 3 x 2 + 5 x − 2 x → +∞ 6 x + 5 again

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

4 2
= lim = ■
x → +∞ 6 3

Example 22 Using l’Hopital’s rule with other limit properties


(1 − cos x) sin 4 x
Evaluate lim .
x →0 x 3 cos x

Solution
The limit has the form 0/0, but direct application of l’Hopital’s rule leads to a real mess.
Instead, we compute the given limit by using the product rule for limits first, followed by two
simple applications of l’Hopital’s rule. Specifically, using the product rule for limits, we have

(1 − cos x) sin 4 x  (1 − cos x)   sin 4 x   1 


lim 3
= lim 2
lim lim
  x →0 x   x →0 cos x 
x →0 x cos x  x →0 x

 sin x   4 cos 4 x   1 
= lim lim lim
x →0 2 x   x →0   cos x 
  1  x → 0

 cos x   4(1)  1


= lim   
 x →0 2   1  1
1
=  (4 )(1) = 2 ■
2

Example 23 Hypothesis of l’Hopital’s rule are not satisfied


x + sin x
Evaluate lim .
x → +∞ x − cos x

Solution
This limit has the indeterminate form ∞ ∞ . If you try to apply l’Hopital’s rule, you find
x + sin x 1 + cos x
lim = lim .
x → +∞ x − cos x x → +∞ 1 + sin x

The limit on the right does not exist, because both sin x and cos x oscillate between -1 and 1
f ′( x)
as x → +∞. Recall that l’Hopital’s rule applies only if lim = L or is ± ∞. This does
x →c g ′( x)
not mean that the limit of the original expression does not exist or that we cannot find it; it
simply means that we cannot apply l’Hopital’s rule. To find this limit, factor out an x from the
numerator and denominator and proceed as follows:

 sin x  sin x
x1 +  1+
x + sin x x = 1+ 0 = 1 ■
= lim 
x 
lim = lim
x → +∞ x − cos x x → +∞  cos x  x → +∞ cos x 1 − 0
x 1 −  1−
 x  x

OTHER INDETERMINATE FORMS

Example 24 Limit of the form 1∞

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

x
 1
Show that lim 1 +  = e.
x → +∞
 x

Solution
Note that this limit is indeed of the indeterminate form 1∞ . Let

x
 1
L = lim 1 + 
x → +∞
 x
Take the logarithm of both sides:

  1 
x

ln L = ln  lim 1 +  

x → +∞
 x  
x
 1
= lim ln1 +  ln x is continuous
x → +∞
 x
 1
= lim x ln1 +  Property of logarithms
x → +∞
 x
 1
ln1 + 
= lim 
x
Form 0/0
x → +∞ 1
x

1  1 
− 
1+1 x  x2 
= lim l’Hopital’s rule
x → +∞ 1
− 2
x
1
= lim Simplify
x → +∞ 1
1+
x
1
=
1+ 0
=1
Thus, ln L = 1 and L = e1 = e ■

Example 25 l’Hopital’s rule with the form 0 ⋅ ∞


 π
Evaluate lim −  x −  tan x.
x→ π 2  2

Solution
The limit has the form 0 ⋅ ∞ , because
 π
lim −  x −  = 0 and lim tan x = +∞
x→ π 2  2 x→π 2−

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

1
Write tan x = to obtain
cot x
π
x−
 π 2
lim −  x −  tan x = lim − Form 0/0
x→ π 2  2 x → π 2 cot x

1
= lim − l’Hopital’s rule
x → π 2 − csc x
2

= lim − (− sin 2 x) = −1 ■
x→π 2

Example 26 Limit of the form 0 0


Find lim+ x sin x .
x→0

Solution
This is a 0 0 indeterminate form. We begin by using properties of logarithms.

L = lim+ x sin x
x →0

ln L = ln lim+ x sin x
x →0

= lim+ ln x sin x ln x is continuous


x →0

= lim+ (sin x) ln x This is 0.∞ form


x →0

ln x
= lim+ This is ∞ ∞ form
x →0 csc x

1x
= lim+ l’Hopital’s rule
x → 0 − csc x cot x

− sin 2 x
= lim+
x → 0 x cos x

 sin x  − sin x 
= lim+   
x →0  x  cos x 
= (1)(0) = 0

Thus, L = e0 = 1 ■

Example 27 Limit of the form ∞ 0


Find lim x1 x .
x → +∞

Solution
This is a limit of the indeterminate form ∞ 0 .
If L = lim x1 x , then
x → +∞

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

ln L = ln lim x 1 x The limit of a log is the log of the


x → +∞

= lim ln x1 x limit
x → +∞

1
= lim
ln x
x → +∞ x

ln x ∞
= lim This is
x → +∞ x ∞
1
= lim x l’Hopital’s rule
x → +∞ 1

=0
Thus, we have ln L = 0; therefore, L = e 0 = 1 ■

Example 28 l’Hopital’s rule with the form ∞ − ∞


1 1 
Evaluate lim+  − .
x→0  x sin x 

Solution
1 1
As it stands, this has the form ∞ − ∞ , because → +∞ and → +∞ as x → 0 from
x sin x
the right. However, using a little algebra, we find

1 1  sin x − x
lim+  −  = lim+
x→0  x sin x  x →0 x sin x

This limit is now of the form 0/0, so the hypotheses of l’Hopital’s rule are satisfied.
Thus,
sin x − x cos x − 1
lim+ = lim+ This is 0/0 form
x→0 x sin x x →0 sin x + x cos x

− sin x 0
= lim+ = =0 ■
x →0 cos x + x ( − sin x ) + cos x 2

ATTENTION: Not all limits that appear indeterminate actually are indeterminate. For
example,
lim+ (sin x)1 x = 0 0 ∞ form
x→0

lim (csc x − ln x) = +∞ + ∞ - (-∞) form


x→0 +

tan x 0
lim+ =0 form
x→0 ln x ∞
Other such “false indeterminate forms” include + ∞ + (+∞), ∞ 0 , and ∞.∞, which are all
actually infinite.

Do it yourself

1. An incorrect use of l’Hopital’s rule is illustrated in the following limit computations. In


each case, explain what is wrong and find the correct value of the limit.

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

1 − cos x sin x
a) lim = lim =0
x→π x x→π 1
sin x cos x
b) lim = lim =0
x→ π 2 x x→ π 2 1

2. Find each of the limits in Problems (a) – (g).


x3 −1 g) lim
3 sec x
a) lim 2 x → π 2 2 + tan x
x →1 x − 1

x10 − 1  1 
b) lim h) lim −  + tan x 
x →1 x − 1 x→( π 2 )  π − 2 x 
x 2 + 3x − 4
3x
 1 
c) lim 2 i) lim 1 + 
x →1 x − 7 x + 6 x → +∞
 2x 
1 − cos 2 x ln(ln x)
d) lim j) lim
x→0 sin 3 x x → +∞ x
e) lim
x − sin x
x →0 tan x − x
k) (
lim+ e x + x
x→0
)
1x

sin x − x  1 
f) lim l) lim+  2 − ln x 
x→0  x 
x →0 x2

1.5 APPLICATION OF DIFFERENTIATION

1.5.1 GRADIENT FUNCTIONS (OPTIMIZATION IN THE LIFE SCIENCES)

Example 29 Maximization Applied to Enzymes


An enzyme is a protein that acts as a catalyst for increasing the rate of a chemical
reaction that occurs in cells. In a certain reaction, an enzyme is converted to another
enzyme called the product. The product acts as a catalyst for its own formation. The
rate R at which the product is formed (with respect to time) is given by
R = kp (l − p ),
where l is the total initial amount of both enzymes, p is the amount of the product
enzyme, and k is a positive constant. For what value of p will R be a maximum?

Solution
We can write R = k ( pl − p 2 ). Setting dR dp = 0 and solving for p gives
dR l
= k (l − 2 p ) = 0, ∴ p = .
dp 2
Now, d R dp = −2k . Since k > 0, the second derivative is always negative. Hence,
2 2

p = l 2 gives a relative maximum. Moreover, since R is a continuous function of p,


we conclude that we indeed have an absolute maximum when p = l 2 ■

Example 30 Modeling Problem: Maximum concentration of a drug


Let C (t ) denote the concentration in the blood at time t of a drug injected into the
body intramuscularly. In a classic paper by E. Heinz (“Probleme bei der Diffusion

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

kleiner Substanzmengen innerhalb des menschlichen Ko&&rpers ”, Biochem., Vol. 319


(1949), pp. 482-492), it was observed that the concentration may be modeled by
k
C (t ) = (e −at − e −bt ) t≥0
b−a
where a, b (with b > a ), and k are positive constants that depend on the drug. At
what time does the largest concentration occur? What happens to the concentration as
t → +∞ ?

Solution
To locate the extrema, we solve C ′(t ) = 0.

d  k 
C ′(t ) =  (e − at − e −bt )
dt  b − a 
=
k
b−a
[
(− a )e − at − (−b)e −bt =
k
]
b−a
(be −bt − ae − at )

We see that C ′(t ) = 0 when


be − bt = ae − at
b − at
= e bt e − at = e bt
a
b
bt − at = ln
a
1 b
t= ln ■
b−a a

k
lim C (t ) = lim (e − at − e −bt )
t → +∞ t → +∞ b − a

k  1 1 
=  tlim − lim bt 
b−a → +∞ e at t → +∞ e 

=
k
(0 − 0)
b−a
=0 ■

Example 31 The production of blood cells plays an important role in medical


research involving leukemia and other so-called dynamical diseases. In 1977, a
mathematical model was developed by A. Lasota that involved the cell production
function
P ( x) = Ax s e − sx r
where A, s, and r are positive constants and x is the number of granulocytes (a type
of white blood cell) present. Find the granulocytes level x that maximizes the
production function P .

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

Solution
P( x) = Ax s e − sx r
 s 
P′( x) = Ax s  − e − sx r  + e − sx r .sAx s −1 = 0
 r 
sA s − sx r
xe = sAx s −1e − sx r
r
xs
= x s −1
r
xs
=r
x s −1
x s − s +1 = r
∴x = r ■

Example 32 Beehives are formed by packing together cells that may be modeled as
regular hexagonal prisms open at one end. It can be shown that a cell with hexagonal
side of length s and prism height h has surface area
S (θ) = 6 sh + 1.5s 2 (− cot θ + 3 csc θ)
π
for 0 < θ < . What is the angle θ (to the nearest degree) that minimizes the surface
2
area of the cell (assuming that s and h are fixed)?

Solution
S (θ) = 6 sh + 1.5s 2 (− cot θ + 3 csc θ)
S ′(θ) = 1.5s 2 (− csc 2 θ − 3 csc θ cot θ) = 0
csc 2 θ = 3 csc θ cot θ
csc θ = 3 cot θ
1 cos θ
= 3
sin θ sin θ
1
cos θ =
3
∴ θ = 54.7 o ≈ 55 o ■

1.5.2 RATES OF CHANGE

Sometimes it is necessary to solve problems in which different quantities have


different rates of change. From equation (the total differential)
∂f ∂f ∂f
df = dx + dy + dz ,
∂x ∂y ∂z
df
the rate of change of f , is given by:
dt

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

df ∂f dx ∂f dy ∂f dz
= + + ……(‫)ب‬
dt ∂x dt ∂y dt ∂z dt

Example 33 The height of a right circular cone is increasing at 3 mm/s and its
radius is decreasing at 2 mm/s. Determine, correct to 3 significant figures, the rate at
which the volume is changing (in cm3/s) when the height is 3.2 cm and the radius is
1.5 cm.

Solution
1 2
Volume of a right circular cone, V = πr h
3
Using equation (‫)ب‬, the rate of change of volume,
dV ∂V dr ∂V dh
= +
dt ∂r dt ∂h dt
∂V 2 ∂V 1 2
= πrh and = πr
∂r 3 ∂h 3
dh
Since the height is increasing at 3 mm/s, i.e. 0.3 cm/s, then = + 0 .3
dt
dr
and since the radius is decreasing at 2 mm/s, i.e 0.2 cm/s, then = − 0 .2 .
dt
Hence

dV  2  1 
=  πrh (− 0.2 ) +  πr 2 (+ 0.3)
dt  3  3 
− 0 .4
= πrh + 0.1πr 2
3

However, h = 3.2 cm and r = 1.5 cm.


Hence
dV − 0.4
= π(1.5)(3.2) + (0.1) π(1.5) 2
dt 3
= −1.304 cm 3 / s ■

Thus the rate of change of volume is 1.304 cm3/s decreasing.

1
Example 34 The area A of a triangle is given by A = ac sin B, where B is the
2
angle between sides a and c. If a is increasing at 0.4 units/s, c is decreasing at 0.8
units/s and B is increasing at 0.2 units/s, find the rate of change of the area of the
triangle, correct to 3 significant figures, when a is 3 units, c is 4 units and B is π 6
radians.

Solution
Using equation(‫)ب‬, the rate of change of area,

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

dA ∂A da ∂A dc ∂A dB
= + +
dt ∂a dt ∂c dt ∂B dt

1 ∂A 1
Since A = ac sin B, = c sin B ,
2 ∂a 2
∂A 1 ∂A 1
= a sin B and = ac cos B
∂c 2 ∂B 2
da dc dB
= 0.4 units/s, = −0.8 units/s and = 0.2 units/s
dt dt dt
Hence
dA  1  1  1 
=  c sin B (0.4) +  a sin B (−0.8) +  ac cos B (0.2)
dt  2  2  2 
π
When a = 3, c = 4 and B = then:
6
dA  1 π 1 π 1 π
=  (4) sin (0.4) +  (3) sin (−0.8) +  (3)(4) cos (0.2)
dt  2 6 2 6 2 6
= 0.839 units / s ■ (correct to 3 significant figures)
2

1.5.3 SMALL INCREMENT AND APPROXIMATION

It is often useful to find an approximate value for the change (or error) of a quantity caused by
small changes (or errors) in the variables associated with the quantity. If w = f ( x, y, z ) and
δx, δy, δz denote small changes in x, y, z respectively, then the corresponding
approximate change δf in f is obtained from equation ( ‫ ) أ‬by replacing the
differentials by the small changes.

Thus
∂f ∂f ∂f
δf ≈ δx + δy + δz …………….(  )
∂x ∂y ∂z

Example 35 Pressure p and volume V of a gas are connected by the equation


pV 1.4 = k . Determine the approximate percentage error in k when the pressure is
increased by 4% and the volume is decreased by 1.5%.

Solution
Using equation (  ), the approximate error in k,
∂k ∂k
δk ≈ δp + δV
∂p ∂V
Let p, V and k refer to the initial values.
∂k ∂k
Since k = pV 1.4 then = V 1.4 and = 1.4V 0.4 .
∂p ∂V
4
Since the pressure is increased by 4%, the change in pressure δp = × p = 0.04 p.
100

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

Since the volume is decreased by 1.5%, the change in volume


− 1 .5
δV = × V = −0.015V .
100

Hence the approximate error in k,

δk ≈ (V )1.4 (0.04 p ) + (1.4 pV 0.4 )(−0.015V )


≈ pV 1.4 [0.04 − 1.4(0.015)]
1 .9 1 .9
≈ 0.019 pV 1.4 ≈ pV 1.4 ≈ k. ■
100 100
i.e. the approximate error in k is a 1.9% increase.

Example 36 Modulus of rigidity G = ( R 4 θ) L , where R is the radius, θ the angle


of twist and L the length. Determine the approximate percentage error in G when R is
increased by 2%, θ is reduced by 5% and L is increased by 4%.

Solution
∂G ∂G ∂G
Using δG ≈ δR + δθ + δL .
∂R ∂θ ∂L
( R 4 θ) ∂G 4 R 3 θ ∂G R 4 ∂G − R 4 θ
Since G = , = , = and = .
L ∂R L ∂θ L ∂L L2
2
Since R is increased by 2%, δR = R = 0.02 R . Similarly,
100
δθ = −0.05θ and δL = 0.04 L.
Hence
 4 R 3θ   R4   − R 4θ 
δG ≈  (0.02 R ) +  (− 0.05θ ) +  2 (0.04 L )
 L   L   L 
R 4θ 1
≈ −0.01 , i.e. δG ≈ − G ■
L 100
Hence the approximate percentage error in G a 1% decrease.

1.5.3 DIRECTIONAL DERIVATIVES AND THE GRADIENT

Definition

Let f be a function of two variables, and let u = u1 i + u2 j be a unit vector. The


directional derivative of f at Po ( xo , yo ) in the direction of u is given by

f ( xo + hu1 , yo + hu2 ) − f ( xo , yo )
Du f ( xo , yo ) = lim
h→0 h

provided the limit exists.

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

Example 37 Find the directional derivative of f ( x, y ) = 3 − 2 x 2 + y 3 at the point

P (1, 2) in the direction of the unit vector u = 1 i − 3


j.
2 2

Solution

First, find the partial derivatives f x ( x, y ) = −4 x and f y ( x, y ) = 3 y 2 . Then since


1 3
u1 = and u2 = − , we have
2 2

1  3 
Du f (1, 2) = f x (1, 2)  + f y (1, 2) − 
2  2 
1  3
= −4(1)  + 3(2) 2  −  = −2 − 6 3 ≈ −12.4 ■

2  2 

The Gradient

Let f be a differentiable function at ( x, y ) have partial derivatives f x ( x, y ) and


f y ( x, y ). Then the gradient of f , denoted by ∇f (pronounced “del eff”), is a vector
given by

∇f ( x, y ) = f x ( x, y )i + f y ( x, y ) j

The value of the gradient at the point Po ( xo , yo ) is denoted by

∇f o = f x ( xo , yo )i + f y ( xo , yo ) j

Example 38 Find ∇f ( x, y ) for f ( x, y ) = x 2 y + y 3

Solution

Begin with the partial derivatives:

∂ 2 ∂
f x ( x, y ) = ( x y + y 3 ) = 2 xy and f y ( x, y ) = ( x 2 y + y 3 ) = x 2 + 3 y 2
∂x ∂y

Then ∇f ( x, y ) = 2 xyi + ( x 2 + 3 y 2 ) j ■

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

Example 39 Find the directional derivative of f ( x, y ) = ln( x 2 + y 3 ) at Po (1, - 3) in the


direction of v = 2i − 3 j.

Solution

2x 2
f x ( x, y ) = , so f x (1, - 3) = −
x + y3
2
26

3y2 27
f y ( x, y ) = , so f y (1, - 3) = −
x +y
2 3
26

2 27
∇f o = ∇f (1,−3) = − i− j
26 26

A unit vector in the direction of v is

v 2i − 3 j 1
u= = = (2i − 3 j )
v 2 + (−3)
2 2
13

Thus,

 2  2   27  3 
Du ( x, y ) = ∇f .u =  −   +  −  − 
 26  13   26  13 
77 13
= ■
338

Example 40 Heat flow application

The set of points ( x, y ) with 0 ≤ x ≤ 5 and 0 ≤ y ≤ 5 is a square in the first quadrant


of the xy-plane. Suppose this square is heated in such a way that T ( x, y ) = x 2 + y 2 is
the temperature at the point P ( x, y ). In what direction will heat flow from the point
Po (3, 4) ?

Solution

The heat flow Hˆ = −k∇T where k = the thermal conductivity (a positive constant)

From T ( x, y ) = x 2 + y 2 , we have ∇T = 2 xi + 2 y j .

∇To is the gradient at Po , therefore ∇To = 6i + 8 j.

Thus, the heat flow at Po satisfies Hˆ o = − k∇To = − k (6i + 8 j ) .

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WLB 10102 / WLB 10703 / SN/01 Chap 1 Advanced Differentiation

Because the thermal conductivity k is positive, we can say that heat flows from Po in
the direction of the unit vector u given by

− (6i + 8 j ) 3 4
u= =− i− j ■
(−6) 2 + (−8) 2 5 5

Mohd Nasir Mahmud@UniKL MICET Page 25 of 25 Wednesday, January 16, 2008

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