Example 18 (Cylindrical Polar Co-ordinates) Example 19 (Spherical Polar Co-ordinates)

We can naturally extend planar polar co-ordinates into three dimensions using a further } co-ordinate. In this case they are called In the same way that latitude and longitude are used to determine a position on the planet, we can similarly use two angles  and
cylindrical polar co-ordinates. The relationships between u> !> } and {> |> } are given by ! to determine position on concentric spheres distance u from the origin. These are called spherical polar co-ordinates.
Here u is simply the distance of a point S from the origin R. The angle  is the angle RS makes with the vertical }-axis and takes
values in the range @2 6  6 @2. Finally, if T is the projection of S vertically into the {|-plane then ! is the angle RT makes
{ = u cos !> | = u sin !> }=} with the positive {-axis. The relationships between {> |> } and u> !>  are given by

and { = u sin  cos !> | = u sin  sin !> } = u cos >

p |
u= {2 + | 2 > tan ! = > } = }=
{ and
p
p | {2 + | 2
Note that u = const. defines a cylinder, ! = const. defines a vertical plane through the origin and } = const. defines a horizontal u= {2 + | 2 + } 2 > tan ! = > tan  = =
{ }
plane.

16 PARTIAL DIFFERENTIATION CO-ORDINATE SYSTEMS 17

2. CHANGE OF VARIABLE. CHAIN RULE

2.1 Functions of Two Variables

Functions of more than one variable are common throughout mathematics. The motivating example for partial derivatives at the start
of the last chapter involved a temperature W which depended on three spatial co-ordinates {> |> } and one temporal co-ordinate w.plane
co-ordinate systems. Such functions are often associated with maps as well. For example, we might have a physical map denoting the
height } above a point ({> |) = The map might also include contours which are the curves } = f of constant height. Here } is a scalar
function of two variables.

Or the map might be a meteorlogical map denoting the wind speed and direction (at a fixed height) above a point ({> |) = Below is a
wind-direction field associated with a hurricane – with each point ({> |) is associated a vector u ({> |). That is, u is a vector-valued
function of two variables.

18 PARTIAL DIFFERENTIATION CHANGE OF VARIABLE. CHAIN RULE 19

Example 20 The height } of a col above the point ({> |) is given by the function 2.2 The Chain Rule
2 2
i ({> |) = 10  ({  1) + | =
The chain rule for two or more variables serves the same purpose as the chain rule for one variable which states that

Write this as a function j (u> ) of planar polar co-ordinates.

di di dx
= =
d{ dx d{

Solution. As { = u cos  and | = u sin  then we can write The rule arises when we wish to calculate the derivative of the composition of two functions i (x ({)) with respect to {.

i ({> |) = 10  (u cos   1)2 + (u sin )2

Likewise we might have a function i (x> y) of two variables x and y, each of which are functions of variables { and |. We can then
= 10  u2 cos2  + 2u cos   1 + u2 sin2  make the composition I
= 9  u2 cos 2 + 2u cos 
= j (u> ) = I ({> |) = i (x ({> |) > y ({> |)) >

which is itself a function of { and |. We might then wish to calculate its partial derivatives

CI CI
and =
C{ C|
Remark 21 Note that i and j are dierent functions, even though } = i ({> |) = j (u> ) = It is not the case that } = i (u> ) > rather
} is given by a dierent rule in terms of u and . The rule The chain rule states that

} = i (u> ) = 10  (u  1)2 + 2 CI
=
Ci Cx Ci Cy
+ >
C{ Cx C{ Cy C{
CI Ci Cx Ci Cy
is clearly not the right one! = + =
C| Cx C| Cy C|

Before going on to prove the chain rule, here is an example approached two dierent ways.

20 CHANGE OF VARIABLE. CHAIN RULE THE CHAIN RULE 21

Example 22 Let Theorem 23 (Chain Rule) Let I (w) = i (x (w) > y (w)) with x and y dierentiable and i being continuously dierentiable in each
i (x> y) = (x  y) sin x + hy > x ({> |) = {2 + |> y ({) = |  2{> variable. Then
gI Ci gx Ci gy
= +
and let I ({> |) = i (x ({> |) > y ({> |)) = Calculate CI@C{ and CI@C| by (i) direct calculation, (ii) the chain rule. gw Cx gw Cy gw
Proof. (Not examinable) If we change w to w + w> then let x and y be the corresponding changes in x and y= Then
μ ¶ μ ¶
dx dy
Solution. (i) We have that x = + %1 w> and y = + %2 w>
¡ ¢ ¡ ¢ dw dw
I ({> |) = {2 + 2{ sin {2 + | + exp (|  2{) =
where %1 > %2 $ 0 as w $ 0= Now
Hence I = i (x + x> y + y)  i (x> y)
CI ¡ ¢ ¡ ¢ ¡ ¢ = [i (x + x> y + y)  i (x> y + y)] + [i (x> y + y)  i (x> y)]
= (2{ + 2) sin {2 + | + 2{ {2 + 2{ cos {2 + |  2 exp (|  2{) ;
C{ By the Mean-value Theorem (Hilary term Analysis) we have
CI ¡ 2 ¢ ¡ ¢
= { + 2{ cos {2 + | + exp (|  2{) = Ci
C| i (x + x> y + y)  i (x> y + y) = x (x + 1 x> y + y) >
Cx
Ci
(ii) Using the chain rule we have i (x> y + y)  i (x> y) = y (x> y + 2 y) >
Cy
for some 1 > 2 5 (0> 1). By the continuity of ix and iy then we have
CI Ci Cx Ci Cy μ ¶
= + Ci Ci
C{ Cx C{ Cy C{ x (x + 1 x> y + y) = x (x> y) +  1
= (sin x + (x  y) cos x) 2{ + ( sin x + hy ) (2) Cx Cx
¡ ¢ ¡ ¢ ¡ ¢ μ ¶
= (2{ + 2) sin {2 + | + 2{ {2 + 2{ cos {2 + |  2 exp (|  2{) > Ci Ci
y (x> y + 2 y) = y (x> y) + 2
Cy Cy
and where 1 >  2 $ 0 as x> y $ 0=
So, putting this all together
CI Ci Cx Ci Cy μ ¶ μ ¶
= + I x Ci y Ci
C| Cx C| Cy C| = (x> y) + 1 + (x> y) +  2
= (sin x + (x  y) cos x) (1) + ( sin x + hy ) (1) w w Cx w Cy
¡ ¢ ¡ ¢ μ ¶μ ¶ μ ¶μ ¶
= {2 + 2{ cos {2 + | + exp (|  2{) = dx Ci dy Ci
= + %1 (x> y) + 1 + + %2 (x> y) + 2 =
dw Cx dw Cy
Letting w $ 0 we get the required result.

22 CHANGE OF VARIABLE. CHAIN RULE THE CHAIN RULE 23

Corollary 24 Let I ({> |) = i (x ({> |) > y ({> |)) with x> y dierentiable in each variable and i being continuously dierentiable in Example 26 Let } = i ({|) = Show that
each. Then C} C}
{ | = 0= (2.1)
C{ C|
CI Ci Cx Ci Cy
= + Solution. By the chain rule
C{ Cx C{ Cy C{ C} C}
CI Ci Cx Ci Cy = |i 0 ({|) and = {i 0 ({|) =
= + C{ C|
C| Cx C| Cy C|
Hence
C} C}
Example 25 A particle S ({> |> }) moves in three dimensional space on a helix so that at time w { | = {|i 0 ({|)  |{i 0 ({|) = 0=
C{ C|
{ (w) = cos w> | (w) = sin w> } (w) = w=
Example 27 Conversely show that any solution of (2.1) is of the form } = i ({|).
The temperature W at ({> |> }) equals {| + |} + }{= Use (i) direct calculation, (ii) the chain rule, to calculate gW @gw.
Solution. We first make a change of co-ordinates
x = |@{> y = {|=
Solution. (i)
We are aiming to show that } is a function solely in y, or equivalently that C}@Cx = 0. By the chain rule
W (w) = { (w) | (w) + | (w) } (w) + } (w) { (w) C} C} C{ C} C|
= + =
= cos w sin w + w sin w + w cos w Cx C{ Cx C| Cx
Solving for { and | in terms of x and y we have that
So r
gW y s
=  sin2 w + cos2 w + sin w + cos w + w cos w  w sin w= {= and | = xy=
gw x
(ii) Alternatively the chain rule says that Then
r r
C} 1 y C} 1 y C}
gW CW g{ CW g| CW g} = +
= + + Cx 2 x3 C{ 2 x C|
gw C{ gw C| gw C} gw
= (| + }) ( sin w) + ({ + }) cos w + ({ + |) 1 {2 C} 1 C}
= + {
2 | C{ 2 C|
= (w + sin w) ( sin w) + (w + cos w) cos w + (sin w + cos w) μ ¶
1 { C} C}
=  sin2 w + cos2 w + sin w + cos w + w cos w  w sin w= = { | =0
2 | C{ C|
and } = i (y) = i ({|) as required, where i is an arbitrary dierentiable function.

24 CHANGE OF VARIABLE. CHAIN RULE THE CHAIN RULE 25

˙ ˙ and verify by
Example 28 A particle S moves around on the unit sphere u = 1= Find S ’s velocity v (w) = gr@gw in terms of !> > !> Theorem 29 (The Second Order Chain Rule)
direct calculation that v • r = 0=
Let I ({> |) = i (x ({> |) > y ({> |)) = Then

Solution. Recall that

{ = sin  cos !> | = sin  sin !> } = cos =
I{{ = ix x{{ + iy y{{ + ixx (x{ )2 + 2ixy y{ x{ + iyy (y{ )2 >
Now
I{| = ix x{| + iy y{| + ixx x{ x| + ixy (y| x{ + y{ x| ) + iyy y{ y| >
{˙ = cos  cos ! ˙  sin  sin ! !>
˙ I|| = ix x|| + iy y|| + ixx (x| )2 + 2ixy y| x| + iyy (y| )2 =
|˙ = cos  sin ! ˙ + sin  cos ! !>
˙
˙
}˙ =  sin  =

So
³ ´
v·r = cos  cos ! ˙  sin  sin ! !˙ sin  cos !
³ ´
+ cos  sin ! ˙ + sin  cos ! !˙ sin  sin ! Proof.
³ ´
+  sin  = ˙ cos 
¡ ¢
= ˙ cos  cos2 ! sin  + cos  sin2 ! sin   cos  sin 
¡ ¢ I{{ = (ix x{ + iy y{ ){
˙ 2 2
+!  sin  sin ! cos ! + sin  sin ! cos !
= 0 = (ix ){ x{ + (iy ){ y{ + ix x{{ + iy y{{
= (ixx x{ + ixy y{ ) x{ + (iyx x{ + iyy y{ ) y{ + ix x{{ + iy y{{
= ix x{{ + iy y{{ + ixx (x{ )2 + 2ixy y{ x{ + iyy (y{ )2
This is true for any movement on the sphere. We can prove this much more easily by dierentiating the vector identity r • r = 1
to get 2v • r = 0=

To find the particle’s acceleration by means of a chain rule we would need the next theorem. and the other results follow similarly.

26 CHANGE OF VARIABLE. CHAIN RULE THE CHAIN RULE 27

Example 30 Recall the definition of parabolic planar co-ordinates Example 31 Find all circularly symmetric solutions to Laplace’s equation in the plane.

x2  y2
{= > | = xy= Solution. When we write Laplace’s equation in terms of planar polar co-ordinates it becomes
2

Show that Laplace’s equation C 2 i 1 Ci 1 C2i

+ + = 0=
Cu2 u Cu u2 C2
2 2
C I C I
+ =0
C{2 C| 2 To say that a solution is circularly symmetric means that i is solely a function of u. Hence we have

transforms into the same equation in parabolic co-ordinates. d2 i 1 di

+ = 0=
du2 u du

This equation has integrating factor u and so we have

Solution. From the second order chain rule we have
μ ¶
d di d2 i di
u =u 2 + =0
Ixx = I{ {xx + I| |xx + I{{ ({x )2 + 2I{| {x |x + I|| (|x )2 du du du du
= I{ + x2 I{{ + 2xyI{| + y 2 I||
Iyy = I{ {yy + I| |yy + I{{ ({y )2 + 2I{| {y |y + I|| (|y )2 giving
= I{ + y2 I{{  2xyI{| + x2 I|| = di D
=
dr u
Hence
and so the general solution is
¡ ¢
Ixx + Iyy = x2 + y 2 (I{{ + I|| ) i (u) = D ln u + E

and Laplace’s equation reads the same in each co-ordinate system.

28 CHANGE OF VARIABLE. CHAIN RULE THE CHAIN RULE 29