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Lecture 6

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5 views

Lecture 6

Uploaded by

kjz8wg90
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Partial Derivatives

With the approach of considering one variable at a time (while keeping the other
variables fixed), the notion of derivatives gives rise to the the definition of partial
derivatives.

• Let us first recall the notion of derivative for functions defined on R. Let f : R ! R be a
function. The derivative of f at x = a is defined to be

f (a + h) f (a)
f 0 (a) = lim , provided limit exists.
h!0 h

• Let D ✓ R2 be an open set and f : D ! R be a function. The partial derivative of f with


respect to x is defined by

@f f (x + h, y) f (x, y)
fx (x, y) = = lim , provided the limit exists.
@x h!0 h

• Similarly, the partial derivative of f with respect to y is defined by

@f f (x, y + h) f (x, y)
fy (x, y) = = lim provided the limit exists.
@y h!0 h
Partial Derivatives

With the approach of considering one variable at a time (while keeping the other
variables fixed), the notion of derivatives gives rise to the the definition of partial
derivatives.

Notations for Partial Derivatives:


If z = f (x, y), we write

@f @ @z
fx (x, y) = fx = = f (x, y) = = f 1 = D1 f = D x f
@x @x @x
@f @ @z
fy (x, y) = fy = = f (x, y) = = f2 = D2 f = Dy f
@y @y @y

Rule for Finding Partial Derivatives of z = f (x, y) :

1. To find fx , regard y as a constant and di↵erentiate f (x, y) with respect to x.

2. To find fy , regard x as a constant and di↵erentiate f (x, y) with respect to y.

Example: If f (x, y) = x3 + x2 y 3 2y 2 , find fx (2, 1) and fy (2, 1)


Partial Derivatives

Rule for Finding Partial Derivatives of z = f (x, y) :

1. To find fx , regard y as a constant and di↵erentiate f (x, y) with respect to x.

2. To find fy , regard x as a constant and di↵erentiate f (x, y) with respect to y.

Example: If f (x, y) = x3 + x2 y 3 2y 2 , find fx (2, 1) and fy (2, 1)


Partial Derivatives

Rule for Finding Partial Derivatives of z = f (x, y) :

1. To find fx , regard y as a constant and di↵erentiate f (x, y) with respect to x.

2. To find fy , regard x as a constant and di↵erentiate f (x, y) with respect to y.


p
Question: Find @f /@x, and @f /@y if f (x, y) = xy/ x2 + y 2 .
Partial Derivatives

Geometric interpretation of Partial Derivative


• If (x0 , y0 ) is a point in the domain of a function f (x, y),
the vertical plane y = y0 will cut the surface z = f (x, y) in
the curve z = f (x, y0 ). This curve is the graph of the
function z = f (x, y0 ) in the plane y = y0 .

• We define the partial derivative of f with respect


to x at the point (x0 , y0 ) as the ordinary derivative
of f (x, y0 ) with respect to x at the point x = x0 .

• The slope of the curve z = f (x, y0 ) at


the point P (x0 , y0 , f (x0 , y0 )) in the plane
y = y0 is the value of the partial derivative of f
with respect to x at (x0 , y0 ) (see the figure).

• The tangent line to the curve at P is the line


in the plane y = y0 that passes through P with Figure: The intersection of the plane y = y0
this slope. with the surface z = f (x, y), viewed from above the first
quadrant of the xy-plane.

• The partial derivative @f /@x at (x0 , y0 )


gives the rate of change of f with respect to x
when y is held fixed at the value y0 .
Partial Derivatives

In three dimensions:
In the case of functions of three variables we have
@f f (x + h, y, z) f (x, y, z)
fx (x, y, z) = = lim
@x h!0 h
the partial derivative of f with respect to y

@f f (x, y + h, z) f (x, y, z)
fy (x, y, z) = = lim
@y h!0 h
and the partial derivative of f with respect to z

@f f (x, y, z + h) f (x, y, z)
fz (x, y, z) = = lim
@z h!0 h
provided the limits exist.

Example: Find fx , fy , and fz if f (x, y, z) = exy ln z.


Partial Derivatives

In n-dimensions:

In general, if f is a function of n variables, f = f (x1 , x2 , . . . , xn ), its partial derivative with


respect to the i-th variable xi is

@f f (x1 , . . . , xi 1 , xi + h, xi+1 , . . . , xn ) f (x1 , . . . , xi , . . . , xn )


= lim
@xi h!0 h
and we also write
@f
= f xi = f i = D i f
@xi
Partial Derivatives

Partial Derivates and Continuity

Example: Consider the function


(
xy
x2 +y 2
if (x, y) 6= (0, 0)
f (x, y) =
0 if (x, y) = (0, 0)

Note that the point (0, 0) is of interest here.

f (0 + h, 0) f (0, 0)
fx (0, 0) = lim Similarly, fy (0, 0) = 0
h!0 h
f (h, 0)
= lim
h!0 h
= 0.
Also, recall that f is not continuous at (0, 0).

Unlike the function of single variable, a function of two or more variable can have
a partial derivatives at a point without the function being continuous there.
Partial Derivatives

High-order Partial Derivates


Note that partial derivatives fx and fy are functions of two variables. Therefore, we can talk of
their partial derivatives as well. This way we can take second order (and higher order) derivatives
of f . For example,
fx (a + h, b) fx (a, b)
fxx (a, b) = (fx )x (a, b) = lim
h!a h
Similarly, define fxy = (fx )y , fyx = (fy )x , and fyy = (fy )y

Example: If f (x, y) = x cos y + yex , find the second-order derivatives

@ 2f @ 2f @ 2f @ 2f
, , , and .
@x2 @y@x @y 2 @x@y

Solution:
@ 2f @ 2f
✓ ◆ ✓ ◆
@ @f @ @f
= = yex . = = x cos y.
@x2 @x @x @y 2 @y @y

@ 2f @ 2f
✓ ◆ ✓ ◆
@ @f @ @f
Mixed Derivative: = = sin y + ex = = sin y + ex
@y@x @y @x @x@y @x @y

Note that here mixed derivatives are equal, is this always the case ?
Partial Derivatives

High-order Partial Derivates


Note that partial derivatives fx and fy are functions of two variables. Therefore, we can talk of
their partial derivatives as well. This way we can take second order (and higher order) derivatives
of f . For example,
fx (a + h, b) fx (a, b)
fxx (a, b) = (fx )x (a, b) = lim
h!a h
Similarly, define fxy = (fx )y , fyx = (fy )x , and fyy = (fy )y

Question: Calculate fxxyz if f (x, y, z) = sin(3x + yz).

Solution:
fx = 3 cos(3x + yz)
fxx = 9 sin(3x + yz)
fxxy = 9z cos(3x + yz)
fxxyz = 9 cos(3x + yz) + 9yz sin(3x + yz)
Partial Derivatives

High-order Partial Derivates


Example: Compute the second order derivatives of the function
xy (x2 y 2 )
(
if (x, y) 6= (0, 0)
f (x, y) = x2 +y 2
0 if (x, y) = (0, 0)

Question: fxy = fyx ?


( 2 2 2 y3
y xx2 +yy2 + (x4x
2 +y 2 )2 if (x, y) 6= (0, 0)
fx (x, y) =
0 if (x, y) = (0, 0)

1 h2 02

1
fxy (0, 0) = lim [fy (h, 0) fy (0, 0)] = lim h 2 0 =1
h!0 h h!0 h h + 02

2 2 4x3 y 2
(
x xx2 +yy2 (x2 +y 2 )2
if (x, y) 6= (0, 0)
fy (x, y) = =) fxy (0, 0) 6= fyx (0, 0)
0 if (x, y) = (0, 0)

1 02 k 2

1
fyx (0, 0) = lim [fx (0, k) fx (0, 0)] = lim k 2 0 = 1
k!0 k k!0 k 0 + k2

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