Lecture 6
Lecture 6
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
@f f (x + h, y) f (x, y)
fx (x, y) = = lim , provided the limit exists.
@x h!0 h
@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.
@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
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.
In n-dimensions:
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
@ 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
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
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