Title: Partial Derivatives
1Partial Derivatives
- Partial Derivative
- The slope of one particular tangent to the curve
at a given point
Example What are the partial derivatives of the
ideal gas equation of state?
2Extrema of Multivariate Functions
- Total Derivative
- The total differential for a multivariate
function is given by - All xi must be independent variables
- For example, consider a function with two
variables x and y
3Extrema of Multivariate Functions
- Extrema
- An extremum point exists where all partial
derivatives are zero - For example, with the two variables x and y
4Extrema of Multivariate Functions
Example Find the minimum of the paraboloid
5Extrema of Multivariate Functions
- Saddle Points
- A point where all first partial derivatives are
zero, but some second partial derivatives are
positive and some are negative - For a two variable function, the Hessian must be
positive to ensure an extremum point
6Extrema of Multivariate Functions Subject to
Constraints
- Constraints
- Later in the semester we will be interested in
finding equilibrium states of a system subject to
a given set of constraints (e.g. constant
temperature, pressure, and mole number) - This process requires optimizing a function
subject to a constraint - Mathematically, we express this optimization
process as follows - The constraint function g(x,y) provides a
relationship between the variables x and y - As a result, x and y are no longer independent
variables - For simple cases, we can solve the optimization
problem in a straightforward manner for more
complicated scenarios, we use the method of
Lagrange multipliers
7Extrema of Multivariate Functions Subject to
Constraints
Example Find the minimum of the
paraboloid subject to the constraint
8Extrema of Multivariate Functions Subject to
Constraints
- The Method of Lagrange Multipliers
- Consider a function f (x,y) subject to the
constraint g(x,y) const. - Take the value hmax to be the maximum value of f
along the locus of points defined by the
intersection of f and g - Now draw the plane f hmax through the f and g
surfaces - Call the locus of points lf defined by the
intersection of f with f hmax the level curve
of f (x,y) - Similarly, call the locus of points lg defined by
the intersection of g with f hmax the level
curve of g(x,y)
9Extrema of Multivariate Functions Subject to
Constraints
- The Method of Lagrange Multipliers
- At the point h hmax, the total differentials
of both f and g must both equal zero - Rearrangement of the above equations gives
- This implies the derivatives of f and g need only
be the same within an arbitrary constant l.
Optimization requires solving the following
and
10Extrema of Multivariate Functions Subject to
Constraints
Example Again, find the minimum of the
paraboloid subject to the constraint
11Extrema of Multivariate Functions Subject to
Constraints
- The Method of Lagrange Multipliers
- In general, for a multivariate function f (x1,
x2, ,xt) with t variables and lets say two
constraints g(x1, x2, ,xt) c1 and h(x1, x2,
,xt) c2, one solves the set of equations
12Extrema of Multivariate Functions Subject to
Constraints
- The Method of Lagrange Multipliers
- Also, one can use the condition that the total
differentials of the function to be optimized and
the constraint functions must be zero to develop
the following expression
13Integrating Multivariate Functions
- Path of Integration
- Consider the multivariate integral
- Question Does it matter whether we integrate
over x first then y or y first and then x? - Answer It depends on the nature of the functions
s and t
14Integrating Multivariate Functions
- Path of Integration
- State Function the value of the integral is
independent of the path - Path Function the value of the integral is
dependent on the path - How do we know which case we have? If you can
express sdx tdy as the differential of a
function f (x,y), that isdf sdx tdy, then f
is a state function - The value of the integral depends only on the
value of f at the final and initial states
15Integrating Multivariate Functions
- Euler reciprocal relationship
- In general, one can use the Euler reciprocal
relationship to check if an expression sdx tdy
is an exact differential - If this relationship holds, sdx tdy is an exact
differential since
and
Example Is 6xy3dx 9x2y2dy an exact
differential?
16Partial-derivative Relations
- Several standard relations involving partial
derivatives are important in thermodynamics - Chain rule
- -1 rule
- Change of variables rule
17Partial-derivative Relations
- Several standard relations involving partial
derivatives are important in thermodynamics - Example
- Change of height of cylinder
- with radius at constant volume
18Partial-derivative Relations
- Several standard relations involving partial
derivatives are important in thermodynamics - Example
- Change of surface area of cylinder
- with radius at constant volume
19Partial-derivative Relations
- Several standard relations involving partial
derivatives are important in thermodynamics - Example
- Relation between constant-volume and
constant-pressure heat capacities
20Partial-derivative Relations
- Several standard relations involving partial
derivatives are important in thermodynamics - Example
- Relation between constant-volume and
constant-pressure heat capacities
21Partial-derivative Relations
- Several standard relations involving partial
derivatives are important in thermodynamics - Example
- Relation between constant-volume and
constant-pressure heat capacities
change of variables
22Partial-derivative Relations
- Several standard relations involving partial
derivatives are important in thermodynamics - Example
- Relation between constant-volume and
constant-pressure heat capacities
change of variables
Maxwell relation
23Partial-derivative Relations
- Several standard relations involving partial
derivatives are important in thermodynamics - Example
- Relation between constant-volume and
constant-pressure heat capacities
change of variables
Maxwell relation
Ideal-gas model
24Partial-derivative Relations
- Several standard relations involving partial
derivatives are important in thermodynamics - Example
- Relation between constant-volume and
constant-pressure heat capacities
change of variables
Maxwell relation
Ideal-gas model
That famous result