Partial Derivatives
Introduction

18.2

When a function of more than one independent input variable changes in one or more of the input variables it is important to calculate the change in the function itself. If we hold all but one of the variables constant and nd the rate of change of the function with respect to the remaining variable, then this process is called partial dierentiation. In this Block we show how to carry out the process.

Prerequisites

Before starting this Block you should . . .

x understand the principle of dierentiating a function of one variable

Learning Outcomes
After completing this Block you should be able to . . .  understand the concept of partial dierentiation  dierentiate a function partially with respect to each of its variables in turn  evaluate rst partial derivatives  carry out two successive partial dierentiations

 formulate second partial derivatives

Learning Style
To achieve what is expected of you . . .

 allocate sucient study time  briey revise the prerequisite material  attempt every guided exercise and most of the other exercises

1. Partial differentiation
The x partial derivative
For a function of a single variable, y = f (x), changing the independent variable x leads to a corresponding change in the dependent variable y . The rate of change of y with respect to x is f given by the derivative, written d . A similar situation occurs with functions of more than one dx variable. For clarity we shall concentrate on functions of just two variables. In the relation z = f (x, y ) the independent variables are x and y and z is the dependent variable. We have seen in Block 1 that as x and y vary the z -value traces out a surface. Now both of the variables x and y may change simultaneously inducing a change in z . However, rather than consider this general situation, to begin with we shall, to begin with, hold one of the independent variables xed. This is equivalent to moving along a curve obtained by intersecting the surface by one of the coordinate planes. Consider f (x, y ) = x3 + 2x2 y + y 2 + 2x + 1. Suppose we keep y constant and vary x; then what is the rate of change of the function f ? Suppose we hold y at the value 3 then f (x, 3) = x3 + 6x2 + 9 + 2x + 1. In eect, we now have a function of x only. If we dierentiate it with respect to x we obtain the expression: 3x2 + 12x + 0 + 2 + 0 3x2 + 12x + 2. We say that f has been dierentiated partially with respect to x. We denote the partial derivative of f with respect to x by f (to be read as partial dee f by dee x ). In this particular example, x when y = 3: f = 3x2 + 12x + 2. x In the same way if y is held at the value 4 then f (x, 4) = x3 + 8x2 + 16 + 2x + 1 and so, for this value of y f = 3x2 + 16x + 2. x If y = c, a general constant then f (x, c) = x3 + 2x2 c + c2 + 2x + 1 and partial dierentiation yields the expression f = 3x2 + 4cx + 2. x Now if we return to the original formulation f (x, y ) = x3 + 2x2 y + y 2 + 2x + 1 and treat y as a constant then the process of partial dierentiation with respect to x gives f = 3x2 + 4xy + 0 + 2 = 3x2 + 4xy + 2. x
Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

Key Point The Partial Derivative of f with respect to x For a function of two variables z = f (x, y ) the partial derivative of f with respect to x is denoted by: f x and is obtained by dierentiating f (x, y ) with respect to x in the usual way but treating the y -variable (temporarily) as if it were a constant. z Alternative notations are fx (x, y ) and x .

Example Find

for (a) f (x, y ) = x3 + x + y 2 + y ,

f x

(b) f (x, y ) = x2 y + xy 3 .

Solution (a) f = 3x2 + 1 + 0 + 0 x

(b)

f x

= 2x.y + 1.y 3

The y partial derivative

For functions of two variables f (x, y ) the x and y variables are on the same footing, so what we have done for the x-variable we can do for the y -variable. We can thus imagine keeping the x-variable xed and determining the rate of change of f as y changes. This rate of change is denoted by f . y Key Point The Partial Derivative of f with respect to y For a function of two variables z = f (x, y ) the partial derivative of f with respect to y is denoted by: f y and is obtained by dierentiating f (x, y ) with respect to y in the usual way but treating the x-variable (temporarily) as if it were a constant. z Alternative notations are fy (x, y ) and y . Returning to f (x, y ) = x3 + 2x2 y + y 2 + 2x + 1 we therefore obtain: f = 0 + 2x2 1 + 2y + 0 + 0 = 2x2 + 2y. y

Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

Example Find

f y

for

(a) f (x, y ) = x3 + x + y 2 + y (b) f (x, y ) = x2 y + xy 3 Solution (a) f = 0 + 0 + 2y + 1 y

(b)

f y

= x2 1 + x 3y 2 = x2 + 3xy 2

Strictly speaking, we should talk about the partial derivative of f with respect to x and the value of f at a specic point e.g. x = 1, y = 2. x

Example Find fx (1, 2) and fy (3, 2) for f (x, y ) = x2 + y 3 + 2xy

Solution fx (x, y ) = 2x + 2y , so that fx (1, 2) = 2 4 = 2 fy (x, y ) = 3y 2 + 2x, so that fy (3, 2) = 12 6 = 6 Try each part of this exercise Consider the function f (x, y ) = 3x2 + 2y 2 + xy 3 nd fx (1, 2) and fy (1, 1) Part (a) First nd formulae for
f x

and

f y

Answer Part (b) Now nd fx (1, 2) and fy (1, 1) Answer

Functions of several variables

As we have seen, a function of two variables f (x, y ) has two partial derivatives, f and f . In an x y exactly analagous way a function of three variables f (x, y, u) will have three partial derivatives f f , and f and so on for functions of more than three variables. Each partial derivative is x y u obtained in the same way: Key Point The Partial Derivatives of f (x, y, u, v, w, . . . ) For a function of several variables z = f (x, y, u, v, w, . . . ) the partial derivative of f with respect to v (say) is denoted by: f v and is obtained by dierentiating f (x, y, u, v, w, . . . ) with respect to v in the usual way but treating all the other variables (temporarily) as if they were constants. z Alternative notations are fv (x, y, u, v, w . . . ) and v .
Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

Now do this exercise Find

f x

and

f u

for f (x, y, u, v ) = x2 + xy 2 + y 2 u3 7uv 4 Answer

2. Second partial derivatives

Just as for a function of one variable two successive dierentiations (with respect to x) can be 2f carried out and written d so two successive partial dierentiations of f (x, y ) with respect to dx2 2f x (holding y constant) is denoted by (or fxx (x, y )) and can be carried out using the same x2 principles as mentioned earlier. That is, we dene 2f 2 x x f x

However, for functions of two or more variables other second-order partial derivatives can be 2f obtained. Most obvious is the second derivative of f (x, y ) with respect to y is denoted by y 2 (or fyy (x, y )) which is dened as: f 2f 2 y y y

Example Find

2f x2

and

2f y 2

for f (x, y ) = x3 + x2 y 2 + 2y 3 + 2x + y

Solution f = 3x2 + 2xy 2 + 0 + 2 + 0 x

2f x2

f x 2f y 2

= 6x + 2y 2 + 0 + 0 + 0 = 6x + 2y 2 . =
y f y

Similarly Now
f y

.
2f y 2

= 0 + x2 2y + 6y 2 + 0 + 1 = 2x2 y + 6y 2 + 1 and

= 2x2 + 12y .

To evaluate these formulae we can make use of the alternative notation.

Example Find fxx (1, 1) and fyy (2, 2) for the function of the last example.

Solution fxx (1, 1) = 6 (1) + 2 (1)2 = 4. fyy (2, 2) = 2 (2)2 + 12 (2) = 16

Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

Mixed second derivatives

It is possible to carry out a partial dierentiation of f with respect to x followed by a partial dierentiation with respect to y (or vice-versa). The results are examples of mixed derivatives. We must be careful with the notation here, which is as follows: 2f We use xy to mean dierentiate rst with respect to y and then with respect to x and we use
2f yx

to mean dierentiate rst with respect to x and then with respect to y i.e. 2f xy x f y and 2f yx y f x .

Example For f (x, y ) = x3 + 2x2 y 2 + y 3 nd

Solution f = 4x2 y + 3y 2 ; y

2f xy

2f xy

= 8xy
y f x

The nal option is to dierentiate rst with respect to x and then with respect to y i.e. For the given function f = 3x2 + 4xy 2 x and 2f = 8xy. yx Notice that for this function 2f 2f . xy yx

This equality of mixed derivatives is true for probably all functions which you are likely to meet in your studies. 2f To evaluate a mixed derivative we can use the alternative notation. To evaluate xy we write fyx (x, y ) to indicate that the rst dierentiation is with respect to y . Similarly, by fxy (x, y ).
2f yx

is denoted

Example Find fyx (1, 2) for the function f (x, y ) = x3 + 2x2 y 2 + y 3

Solution fyx = 8xy so fyx (1, 2) = 8 1 2 = 16.

Now do this exercise Find fxx (1, 2), fyy (2, 1), fxy (3, 3) for f (x, y ) x3 + 3x2 y 2 + y 2 . Answer
Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

More exercises for you to try 1. For the following functions nd (a) f (x, y ) = x + 2y + 3 (b) f (x, y ) = x2 + y 2 (c) f (x, y ) = x3 + xy + y 3 (d) f (x, y ) = x4 + xy 3 + 2x3 y 2 (e) f (x, y, z ) = xy + yz 2. For the functions of Q1 (a) to (d) nd fx (1, 1), fx (1, 1), fy (1, 2), fy (2, 1). 3. For the functions of Q1 nd 2f 2f 2f 2f , , , . x2 y 2 xy yx
f x

and

f y

4. For the functions of Q1 (a) to (d) nd fxx (1, 3), fyy (2, 2), fxy (1, 1).

5. For the following functions nd (a) f (x, t) = x sin(tx) + x2 t (b) f (x, t, z ) = zxt ext (c) f (x, t) = 3 cos(t + x2 )

f x

and

2f xt

Answer

Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

3. Computer Exercise or Activity

For this exercise it will be necessary for you to access the computer package DERIVE.

As we saw in Block 18.1 DERIVE can handle functions of several variables. It can also be used to obtain partial derivatives with respect to a chosen variable and of a given order. For example let us say we wish to nd the partial derivatives of the function x2 sin y uyx3 . First key in Author:Expression x 2 sin y uyx 3. DERIVE responds with: x2 SIN(y ) u y x3 To obtain the partial derivative with respect to y key Calculus:Dierentiate and in the menu box displayed choose Variable y and order 1. On hitting the Simplify button DERIVE responds x2 COS(y ) u x3 as expected. Higher order derivatives are obtained in the same way. For example, with your original function highlighted the third partial derivative with respect to x would be obtained by keying Calculus:Dierentiate and choosing Variable x and Order 3. DERIVE responds with 6 u y Mixed derivatives need some care. For example if f (x, y, t) = x3 y 4 sin t x2 ln t
f then xt would be obtained by rst obtaining the derivative with respect to t as described above and then, again as described above, nding the derivative of the function just obtained with respect to x. For the t derivative DERIVE responds:
2

x2 t Now, with this expression highlighted obtain the x-derivative. DERIVE responds: x3 y 4 COS(t) 3 x2 y 4 COS(t) 2x t

Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

End of Block 18.2

Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

f x

= 6x + y 3 ,

f y

= 4y + 3xy 2

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

10

fx (1, 2) = 6 1 + (2)3 = 2 fy (1, 1) = 4 (1) + 3(1) 1 = 7 Back to the theory

11

Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

f x

= 2x + y 2 + 0 + 0;

f u

= 0 + 0 + y 2 3u2 7v 4 = 3y 2 u2 7v 4 .

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

12

f x 2f x2

= 3x2 + 6xy 2 ; = 6x + 6y 2 ;

f y 2f y 2

= 6x2 y + 2y = 6x2 + 2;
2f xy

= 12xy =

2f yx

fxx (1, 2) = 6 + 24 = 30; fyy (2, 1) = 26; fxy (3, 3) = 108 Back to the theory

13

Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

1. (a) (b) (c) (d) (e)

f x f x f x f x f x

= 1, = 2x,

f y

=2 = 2y
f y

f y

= 3x2 + y,

= x + 3y 2
f y f z

= 4x3 + y 3 + 6x2 y 2 , = y,
f y

= 3xy 2 + 4x3 y

= x + z,

= y.

fx (1, 1) fx (1, 1) fy (1, 2) fy (2, 1) (a) 1 1 2 2 2 2 4 2 2. (b) (c) 4 2 13 4 (d) 11 1 20 38 3. (a) (b) (c) (d) (e)
2f x2 2f x2 2f x2 2f x2 2f x2

=0= =2= = 6x,

2f y 2 2f ; y 2 2f y 2

2f xy 2f xy

= =

2f yx 2f yx

=0
2f yx

= 6y ;

2f xy 2f y 2

= 1.
2f xy

= 12x2 + 12xy 2 , =
2f y 2

= 6xy + 4x3 , =1

2f yx

= 3y 2 + 12x2 y

= 0;

2f xy

2f yx

fxx (1, 3) fyy (2, 2) fxy (1, 1) (a) 0 0 0 2 2 0 4. (b) (c) 6 12 0 (d) 120 20 15 5. (a) (b) (c)
f x f x f x

= sin(tx) + xt cos(tx) + 2xt = zt text

2f tx

2f tx

2f xt

= 2x cos(tx) x2 t sin(tx) + 2x

2f xt 2f tx

= z ext txext =
2f xt

= 6x sin(t + x2 )

= 6x cos(t + x2 )

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1 18.2: Chap Title

14