Ares I-X Completes a Successful Flight Test

NASA's Ares I-X test rocket lifted off Oct. 28, 2009, at 11:30 a.m. EDT from
Kennedy Space Centre in Florida for a two-minute powered flight.

NASAs Mashall Space Flight Center 2009, sourced from

http://www.flickr.com/photos/28634332@N05/4054031697/
Available under creative commons license

NASAs Mashall Space Flight Center 2009, sourced from

http://www.flickr.com/photos/28634332@N05/4054766770/
Available under creative commons license

CIVE2602 - Engineering Mathematics 2.2

Limits, Sequences and Partial differentiation

Lecture 11
Application of partial derivatives
-Total differential
-Small Errors

Lecturer: Dr Duncan Borman

Total differential
Say we have a function

Let

x
y

u f ( x, y )

f ( x, y )
u

x
=small increment in y
=small increment in

Corresponding increment in

u will be:

u f ( x x, y y ) f ( x, y )

x
y

We can re write as:

u [ f ( x x, y y ) f ( x, y y )] [ f ( x, y y ) f ( x, y )]

Total differential

f ( x, y )
u

u f ( x, y )
We can re write as:

u [ f ( x x, y y ) f ( x, y y )] [ f ( x, y y ) f ( x, y )]
Rearranging gives:

f ( x x, y y ) f ( x, y y )
f ( x , y y ) f ( x , y )
x
y
x
y

f
f
u
x y
x
y
f
f
dx dy
This can also be written in terms of a differential as: du
x
y
From the definition of a partial derivative this gives:

f
f
du
dx dy
x
y

THE APPROXIMATION OF SMALL ERRORS

e.g. 1 Consider a spherical ball being of mass m and radius r.
Calculate its density

Density

mass
m

volume volume.of .sphere.radius.r

David Arvidsson 2010, sourced from

http://www.flickr.com/photos/achoice/4718106723/

Available under creative commons license

m
4 3 3m
3 r
4r 3

Volume
of a sphere

4
3

r 3

N.B Density depends on 2 variables m and r,

( m, r )

Suppose that the mass m can be measured to an accuracy of 0.5% and the radius r to an
accuracy of 1%. To what accuracy can the density be estimated?

Small change in density

Small change in mass

Small change in radius

d
dm
dr
m
r
Rate of change density
as m changes
(r constant)

Rate of change density

as r changes
(m constant)

d
dm
dr
m
r

m
4r 3

3m
4r 3

3m

( 3)
4
r
4r
Remember
definition of a
percentage error is:

3
3m
d
dm
(3)dr
3
4
4r
4r
d

3
dm
4r 3
+
3m
4r 3

3m
( 3) dr
4
4r
3m
4r 3

dm
dr
3
m
r

% error in

0.5 3 1 3.5%

Thus the density

Error (%)

d
dm 3dr

m
r

[exact calculated ]
100
exact

N.B. +ve sign

WORST CASE !!
We are interested in the
total max error in

can be estimated to an accuracy of 3.5 % (approx)

Is this realistic?

% error in

3.5%

If m = 4kg and r = 1m

3m
3 4
3

3
4

4r

= 0.9549

If m = 4.02 kg and r = 0.99m (Containing 0.5% and 1% errors described at start of Q)

3m

4r 3

3 4.02
4 (0.99) 3

= 0.98908

Error (%)

[exact calculated ]
100
exact

Error % = [0.9549 0.98908] 100 = 3.579%

0.9549

(compare with the estimated 3.5%)

Consider the volume V of a cone; it depends on the cone's height h and its radius r
according to the formula

The partial derivative of V with respect to r is

It describes the rate with which a cone's volume changes if
its radius is varied and its height is kept constant.
The partial derivative with respect to h is
and represents the rate with which the volume changes if its height is varied and
its radius is kept constant.
Q) Suppose that the radius r can be measured to an accuracy of 1% and the height h to an
accuracy of 2%. To what accuracy can the Volume, V be estimated?

V
V
dV
dr
dh
r
h

Error (%)

[exact calculated ]
100
exact

V
V
dV
dr
dh
r
h

dV

2rh
dr
3
+
r 2 h
3

dV

dr dh
2
r
h

r 2

% error in V 2 1 2

Radius r accuracy of 1%.

Height h accuracy of 2%.

dh

3
r 2 h
3

dV
dr dh

r
h

4%

Thus the Volume, V can be estimated to an accuracy of 4 % (approx)

V
V
dV
dr
dh
r
h

dV

2rh
dr
3
+
r 2 h
3

dV

dr dh
2
r
h

r 2

% error in V 2 1 2

Radius r accuracy of 1%.

Height h accuracy of 2%.

dh

3
r 2 h
3

4%

Thus the Volume, V can be estimated to an accuracy of 4 % (approx)

V
V
dV
dr
dh
r
h

dV

2rh
dr
3
+
r 2 h
3

dV

dr dh
2
r
h

r 2

% error in V 2 1 2

Radius r accuracy of 1%.

Height h accuracy of 2%.

dh

3
r 2 h
3

4%

Thus the Volume, V can be estimated to an accuracy of 4 % (approx)

Multiple choice
1) If

Choose A,B,C or D for each of these:

f ( x, y ) ?
2 f

xy

df

y dx

df

x dy

u
xy

f xy

Multiple choice
2) Iff

( x, y ) x

101

2y

Choose A,B,C or D for each of these:

37

2 f

2
x
A

1010x 99

C 10100x

99

10100 x
101x

100

Multiple choice
3) If

Choose A,B,C or D for each of these:

f ( x, y ) xy cos( y )

f xy
A xy sin( y )

C y sin( y ) cos( y )

D xy cos( y ) xy sin( y )

Multiple choice
4) If

Choose A,B,C or D for each of these:

f ( x, y, z ) 5 yxz

f yxz
A

5x

0
5y

Multiple choice

Choose A,B,C or D for each of these:

5) If P (u , v, w) e 2uvw

3P

wuv

2uvwe

uvwe

2 uvw

2 uvw

8uvwe

2 uvw

Multiple choice
6) If

and

are two independent variables. Which is true?

r
0
A

r
C
1
r

Choose A,B,C or D for each of these:

0
r
All are true

Week 5 Task Results

Best time 100% in 20 mins
Most people over 30mins

Remember making an attempt on ALL the tasks is a compulsory part of the module
if you are one of the few whove not done it please do it as soon as possible.

A Cylinder has an elliptical cross-section

b

x2 y2
2 1
2
a
b

It is subjected to an external torque T at the ends

The maximum shear stress

is given by

2T

ab 2

If a may be measured to an accuracy of 0.5%

b may be measured to an accuracy of 1%

T may be measured to an accuracy of 0.5%

To what accuracy can

be measured?

d
da
db
dT
a
b
T

d
da
db
dT
a
b
T
a: 1%.

b: 0.5%

c:1%

2T
a 2b 2

2T

ab 2

2.2T

ab 3

ab 2

2T
2
2
.
2
T
2 2 da

dT
db
2
a b
ab
ab3

2T
2.2T
2 2 da
3 db
d

a
b

ab

2T
2T

ab 2
ab 2 L

For
WORST
CASE
We find
size of
errors

d
da

a
d
da

db
2
b
2

db
b

ab 2 dT
2T
ab 2

dT

T
dT

For errors we require the

worst possible case, so:

= % + 2 (1)% + 2% =

Q: A cube has sides of length a and mass m. If a and m can be measured within
an accuracy of 2% and 3%, respectively, then to what accuracy can the density of
the cube be estimated?
Work in pairs or 3s - work this out (you can use your notes)
Put your hand up when you think youve an answer
Ill want to see some working.

Density

mass
m

m
volume volume.of .cube a 3

Q: A cube has sides of length a and mass m. If a and m can be measured within
an accuracy of 2% and 3%, respectively, then to what accuracy can the density of
the cube be estimated?
Work in pairs or 3s - work this out (you can use your notes)
Put your hand up when you think youve an answer
Ill want to see some working.

Density

mass
m

m
volume volume.of .cube a 3

N.B Density depends on 2 variables m and a,

d
dm
dr
m
r

( m, a )
Clickers?/chocolate

Q: A cube has sides of length a and mass m. If a and m can be measured within
an accuracy of 2% and 3%, respectively, then to what accuracy can the density of
the cube be estimated?
N.B Density depends on 2 variables m and a, ( m, a )

Density

mass
m
m

volume volume.of .cube a 3

d
dm
da
m
a
d

1
3m
3 dm
a
a 4 da

m
m
a3
a3

dm 3da
m
a

d
dm 3dr

m
r

13
a
m

3m

4
a
a

dm
da
3%
2%
m
a

3 3x 2 9%

b
a

Differential

dm, da, df, dt etc

L
R
r

Use to Approximate small errors

Week 6 task available
REMEMBER ALL LECTURE NOTES AND LOTS MORE ARE
ON THE VLE
Dr Stewart will do module feedback in two weeks to cover his
and these lectures

Why look at partial derivatives?

Partial differential equations are equations involving unknown functions and their
partial derivatives. They appear in lots of real world phenomena and engineering
applications. Some examples are:
1)The wave equation is an important second-order linear partial differential
equation that describes the propagation of a variety of waves, such as sound
waves, light waves and water waves

The heat equation is an important partial differential equation which describes the
distribution of heat (or variation in temperature) in a given region over time.

Both use 2nd order partial derivatives

Essential for modelling

Earthquakes

Modelling dam
performance/failures

Alton.art 2008, sourced from

http://en.wikipedia.org/wiki/File:101.portrait.altonthompson.jpg
Available under creative commons license

Outdoor
Airflows

Stress analysis of railway bridge

f
x f
y f

s
s x s y

f
x f
y f

t
t x t y

2 f
t 2

2 f
t 2

f
f
2t 3s
t
x
y

Find

f
s 2
2

2 f
ts

2 f
st

f
2t 3s
t
x t
y

f
s f
f
t f
3
3s
2t
2
t y
t y
t x
t x

x f y f
2t
.

t x x t y x

t f
2 t x

x f y f

3s
.

s f
t y

SECOND-ORDER PARTIAL DERIVATIVES

Q1

f ( x, y ) y x
2

1) f ( x, y ) 2 x y
5

2 f
x 2

2 f
y 2

2) f ( x, y ) e 3 x y

2 f 2 f
yx xy

Consider the volume V of a cone; it depends on the cone's height h and its radius r
according to the formula

Now consider by contrast the total derivative of V with respect

to r and h. They are, respectively

and

The difference between the total and partial derivative is the elimination of indirect
dependencies between variables.

Chain Rule III

f ( x, y )

If

and

x x ( s, t )
y y ( s, t )

is a function of x and y

f
x f
y f

s
s x s y

f
x f
y f

t
t x t y

AND
x and y are both functions of two other variables

The chain rule allows us to find the partial derivatives wrt to both s and t

Cartesian and polar coordinates (2D)

Cartesian (x,y)

Polar (r,)

Cartezian and polar coordinates (2D)

http://www.edumedia-sciences.com/a367_l2-polar-coordinates-2d.html

f
x f
y f

r
r x r y

Chain Rule III

If f(x,y) is the temperature of surface of a circular break disc at the point (x,y)
The temperature at any point x,y is f(x,y)=x2+y2

+6

In Polar coordinates x=r cos()

y=r sin()
Find what the rate of change of temperature is in the disc is in the radial direction.
This would be given by

f
r

Cartesian coordinates (3D)

Polar coordinates (3D)

Polar coordinates (3D)

CIVE2602 - Engineering Mathematics 2.2

Feedback forms
Q1: I think having lectures and other material available in one place on the VLE will be
useful.
Q2: Having material hand written using the Tablet computer was difficult to read.
Q3: I would have preferred to have PowerPoint style slides that the lecturer was not able
to write on.
Q4: I found the lectures useful.
Q5-Q15 from sheet
A Strongly Agree
B Agree
C Neither agree nor disagree
D Disagree
E Strongly Agree

Any other comments can be written on the back of the pink sheet- all feedback welcome.

CIVE2602 - Engineering Mathematics 2.2

Lecture- Summary
Chain Rule 2nd derivative
Approximation of small errors

Next week Prof Ingham (2 lectures)

Following week Dr Stewart Vector Algebra

Very important in CFD modelling approaches

Summary of 2nd derivative

(when x and y are functions of two other variables s & t)
Find partial derivatives of f wrt x and y

Stage 1

Find partial derivatives of x and y wrt s and t

Stage 2

f
x f
y f

s
s x
s y

f
x f
y f

t
t x
t y
Stage 3
We can differentiate each of these partial derivatives wrt to both s and t

f
s 2
2

f
t 2
2

And also

2 f
ts

2 f
st

Multiple choice
1)

Find the partial derivative wrt x

Choose A,B,C or D for each of these:

If f ( x, y ) x 2 y 3

2x 3y2

2x

3y

xy

Multiple choice
2)

Choose A,B,C or D for each of these:

Find the partial derivative wrt x

If f ( x, y ) 3 yx 4 2 xy

3
12
yx
2y
A

12 y 2 y

3x 2 x

12 yx 2 x

Multiple choice
3)

If

Choose A,B,C or D for each of these:

x
4
2
f ( x, t ) 2tx t cos x

Find the partial derivative wrt x

A 8tx 3 2t cos x

2 x cos t

8tx t sin x

2 x 2t cos x

Multiple choice
4)

If

Choose A,B,C or D for each of these:

t
4
2
f ( x, t ) 2tx t cos x

Find the partial derivative wrt t

A 8tx 3 2t cos x

2 x cos t

8tx t sin x

2 x 2t cos x

Multiple choice

Choose A,B,C or D for each of these:

z
If f ( x, y, z ) 2 x 4 y x sin( z ) 3 z

5)

Find the partial derivative wrt z

A 8 x y sin( z )

4
2
x
y x cos( z ) 3
C

3
x cos( z ) 3

Multiple choice
6)

Find the partial derivative wrt m

Choose A,B,C or D for each of these:

If f ( x, y, z , a, b, c, d , m, n) abcx 3 y d 3 a sin( n) 3m 2 2 xyz

A abcx y d sin( n) 6m
3

2 xy

6m

What does differentiation mean in 2-D?

Gradient ? (if so in which direction x or y)

Essential for modelling

Vattenfall 2010, sourced from

http://www.flickr.com/photos/vattenfall/5019768387/
Available under creative commons license

Alton.arts 2008, sourced from

http://en.wikipedia.org/wiki/File:101.portrait.altonthompson.jpg

Available under creative commons license

Earthquakes
Arsenal stadium

Wind farms

Chinese stadiums- FEA analysis

Curt Smith 2008, sourced from

http://www.flickr.com/photos/curtsm/3005592094/
Available under creative commons license

A. Aruninta 2008, sourced from

http://commons.wikimedia.org/wiki/File:Olympic2008_watercube02_night.jpg?uselang=en-gb

Available under creative commons license

Arup Consulting engineers, designers, planners and project managers

Kenneth Allen 2007, sourced from http://www.geograph.org.uk/photo/462742

Available under creative commons license

Eden Project

Arup's CFD flow analysis contributed to the

design. They also helped develop software to model moisture
concentrations in the Humid Tropics - to create a precise
atmosphere for maximising plant growth.

London Coliseum
CFD modeling of air
temperature distributions

Air flow
around
building

Chain Rule III- example

Some times both x and y are functions of 2 other variables. So you might have:
x as the number of blue fish in a river - dependent on t and s
(t= river height and s= river temperature, e.g. x=2t+s)
y as the number of orange fish in a river - dependent on t and s
(t= river height and s= river temperature, e.g. y=t+2s)
The total number of fish which would be f(x,y)=x+y
Now you might want to find what the rate of increase/decrease of the number of
fish in the river as the river height changes or as temp changes.
This would be given by

f and f
t y s

(partial derivatives wrt to t and s)

Gisela Giardino 2006, sourced from

http://www.flickr.com/photos/gi/271023578/
Available under creative commons license
[Brian] 2008, sourced from
MelRick 2007, sourced from
Stacie Lynn Baum 2009, sourced from
http://www.flickr.com/photos/melrick/510099461/
http://www.flickr.com/photos/stacylynn/3202712417/, http://www.flickr.com/photos/bmelancon/3014042769/
Available under creative commons license
Available under creative commons license
Available under creative commons license

Chain Rule III

f(x,y)=x+y
Find

f
t

and

x=2t+s

y=t+2s

f
s

f
x f
y f

s
s x s y

f
x f
y f

t
t x t y

Now you might want to find what the rate of increase/decrease of the number of
fish in the river is as the river height changes or as temp changes.
This would be given by

f
t

and

f
s

(partial derivatives wrt to t and s)

y
Find
df/ds

f
x f
y f

s
s x
s y

Example 1
f ( x, y ) xy

x st ,

f
x f
y f

t
t x
t y

y t2

f
ty 0 x
s

yt

f
sy 2tx
t

2 f
( yt ) y t y .t

2
s s
s
s

2 f
y.0 0.t
2
s

= 0

f
ty 0 x
s

yt

f
x f
y f

t
t x
t y

f
sy 2tx
t

2 f
( yt ) y t y .t

2
s s
s
s

2 f
y.0 0.t
2
s
2 f
( sy 2tx)

st s

f
x f
y f

s
s x
s y

= 0

( sy ) (2tx)

s
s

2 f
s y s y 2 t x t x
st
s s
s
s
2 f
s.0 1. y 2(0.x t.t ) 3t 2
st

f
ty 0 x
s

yt

f
sy 2tx sy 2tx
t

2 f

st

s.0 1. y 2(0.x t.t )

2 f
( yt ) y.1 y .t

t
ts t
2 f

ts

t 2t 3t
2

3t 2

y 2t.t

f
ty 0 x
s

yt

2 f
0
2
s

f
sy 2tx sy 2tx
t

2 f

st
2 f

ts

s.0 1. y 2(0.x t.t )

3t 2

t 2t 3t
2

s
y
x
2 f
( sy 2tx )
t

ys
2
xt

2
t
t
t
t
t
t

0. y + s.2t

2 f
2 st 2 st 2 st 6 st
2
t

2(1.x ts )

Application of Partial differential equations (CFD)