Partial and Directional derivatives, Differentiability

Lecture 4:
Partial and Directional derivatives,
Differentiability

Rafikul Alam
Department of Mathematics
IIT Guwahati

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Differential Calculus

Task: Extend differential calculus to the functions:

Case I: f : A ⊂ Rn → R
Case II: f : A ⊂ R → Rn
Case III: f : A ⊂ Rn → Rm

Question: What does it mean to say that f is differentiable?

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Parametric curve r : R → Rn

A continuous function r : [a, b] ⊂ R → Rn is called a

parametric curve in Rn . The curve Γ := r([a, b]) is
parameterized by r(t).

Examples:
• r : R → Rn given by r(t) := a + tb parameterizes a line in
Rn passing through a in the direction of b.

• r : [0, 2π] → R3 given by r(t) := (cos t, sin t, t)

parameterizes a circular helix.

• r : [0, 2π] → R2 given by r(t) := (cos t, sin t)

parameterizes the circle x 2 + y 2 = 1.

Rafikul Alam MA-102 (2013)

Partial and Directional derivatives, Differentiability

Figure: Line r(t) = p0 + tv

Rafikul Alam MA-102 (2013)

Partial and Directional derivatives, Differentiability

Figure: Helix r(t) = (4 cos t, 4 sin t, t)

Rafikul Alam MA-102 (2013)

Partial and Directional derivatives, Differentiability

Figure: Plane curve r(t) = (t − 2 sin t, t 2 )

Rafikul Alam MA-102 (2013)

Partial and Directional derivatives, Differentiability

Figure: Ellipse r(t) = (6 cos t, 3 sin t)

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Differentiability of r : R → Rn

Definition: Let r : (a, b) ⊂ R → Rn and t0 ∈ (a, b). If

dr r(t) − r(t0 )
r0 (t0 ) =
(t0 ) := lim
dt t→t0 t − t0
exists then r is differentiable at t0 . The derivative r0 (t0 ) is
called the velocity vector.

Fact:
• r(t) = (r1 (t), . . . , rn (t)), where ri : (a, b) → R.

• r is differentiable at t0 ⇐⇒ each ri is differentiable at t0 ,

i = 1, 2, . . . , n. Further, r0 (t0 ) = (r10 (t0 ), . . . , rn0 (t0 )).

• r differentiable at t0 ⇒ r continuous at t0 .

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Sum and product rules

Fact: Let f , g : (a, b) ⊂ R → Rn be differentiable at

t0 ∈ (a, b). Then for α ∈ R

1. f + g and αf are differentiable at t0 . Further,

(f + g )0 (t) = f 0 (t0 ) + g 0 (t0 ) and (αf )0 (t0 ) = αf 0 (t0 ).

2. f • g defined by (f • g )(t) := hf (t), g (t)i is differentiable

at t0 and
(f • g )0 (t0 ) = f 0 (t0 ) • g (t0 ) + f (t0 ) • g 0 (t0 ).

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Velocity and tangent vectors

Let r : (a, b) → Rn be differentiable. Then treating r(t) as the

position of a moving object at time t, we have
r(t + ∆t) − r(t)
scaled secant = → r0 (t) as ∆t → 0.
∆t
But scaled secant → tangent vector to the curve at r(t) as
∆t → 0.

Thus velocity vector v(t) := r0 (t) is tangent to the curve at

r(t).

If r(t) := (cos t, sin t) then v(t) = r0 (t) = (− sin t, cos t).

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Partial derivatives of f : R2 → R
Let f : R2 → R and (a, b) ∈ R2 . Then
∂f f (a + t, b) − f (a, b)
(a, b) := lim ,
∂x t→0 t
when exists, is called partial derivative of f at (a, b) w.r.t to
the first variable.
∂f
Other notations for (a, b) :
∂x
fx (a, b), ∂x f (a, b), ∂1 f (a, b).

∂f
Partial derivative (a, b) w.r.t. the second variable is defined
∂y
similarly.

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Partial derivatives of f : Rn → R

Let f : Rn → R and a ∈ Rn . Then

∂f f (a + tei ) − f (a)
(a) := lim ,
∂xi t→0 t
when exists, is called partial derivative of f at a w.r.t to the
i-th variable.
∂f
Other notations for (a) :
∂xi
fxi (a), ∂xi f (a), ∂i f (a).

If ∂i f (a) exists for i = 1, 2, . . . , n, then f is said to have first

order partial derivatives at a.

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Examples
• Consider f : R2 → R given by f (0, 0) := 0 and
f (x, y ) := xy /(x 2 + y 2 ) for (x, y ) 6= (0, 0). Then

∂1 f (0, 0) = ∂2 f (0, 0) = 0
even though f is NOT continuous at (0, 0).

• Consider f : R2 → R given by f (0, 0) = 0 and


 x sin(1/y ) + y sin(1/x) if x 6= 0, y =
6 0,
f (x, y ) := x sin(1/x) if x 6= 0, y = 0,
y sin(1/y ) if x = 0, y 6= 0.


Then f is continuous at (0, 0) but neither ∂1 f (0, 0) nor

∂2 f (0, 0) exists.
Moral: Partial derivatives 6⇒ continuity 6⇒ Partial derivatives
Rafikul Alam MA-102 (2013)
 Partial and Directional derivatives, Differentiability

Sum, product and chain rule

Let f , g : Rn → R and a ∈ Rn . Suppose ∂i f (a) and ∂i g (a)

exist. Then
• ∂i (αf )(a) = α∂i f (a) for α ∈ R,

• ∂i (f + g )(a) = ∂i f (a) + ∂i g (a),

• ∂i (fg )(a) = ∂i f (a)g (a) + f (a)∂i g (a).

• If h : R → R is differentiable at f (a) then ∂i (h ◦ f )(a)

exists and ∂i (h ◦ f )(a) = h0 (f (a))∂i f (a).

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Gradient of f : Rn → R

Define φi : R → R by φi (t) := f (a + tei ). Then

φi (t) − φi (0) d
∂i f (a) = lim = φ0i (0) = f (a + tei )|t=0 ,
t→0 t dt
= rate of change of f at a in the direction ei .

Suppose partial derivatives of f : Rn → R exist at a ∈ Rn .

Then the vector
∇f (a) := (∂1 f (a), . . . , ∂n f (a)) ∈ Rn

is called the gradient of f at a.

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Figure: Graph of z = f (x, y ) and geometric interpretation of ∂x f (x0 , y0 ).

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Figure: Graph of z = f (x, y ) and geometric interpretation of ∂y f (x0 , y0 ).

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Directional derivatives of f : Rn → R

Let f : Rn → R and a ∈ Rn . Also let u ∈ Rn with kuk = 1.

Then the limit, when exists,
f (a + tu) − f (a) d
Du f (a) := lim = f (a + tu)|t=0 ,
t→0 t dt
= rate of change of f at a in the direction u,
is called directional derivative of f at a in the direction u.

∂f
• Du f (a), also denoted by (a), is the rate of change of f
∂u
at a in the direction u.

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Properties of directional derivatives

Let f : Rn → R and a ∈ Rn . Also let u ∈ Rn with kuk = 1.

Then
• Sum, product and chain rule similar to those of ∂i f (a)
hold for Du f (a).

• If Du f (a) exists for all nonzero u ∈ Rn then f is said to

have directional derivatives in all directions.

• Obviously ∂i f (a) = Dei f (a). Hence Du f (a) exists in all

directions u ⇒ ∂i f (a) exist for i = 1, 2, . . . , n.

Rafikul Alam MA-102 (2013)

 Partial and Directional derivatives, Differentiability

Examples
p
1. Consider f : R2 → R given by f (x, y ) := |xy |. Then
∂1 f (0, 0) = 0 = ∂2 f (0, 0) and f is continuous at (0, 0).
However, Du f (0, 0) does NOT exist for u1 u2 6= 0.

2. Consider f : R2 → R given by f (0, 0) = 0 and

x 2y
f (x, y ) := 4 if (x, y ) 6= (0, 0). Then f is NOT
x + y2
continuous at (0, 0), ∂1 f (0, 0) = 0 = ∂2 f (0, 0) and
Du f (0, 0) exits for all u. Further, Du f (0, 0) = u12 /u2 for
u1 u2 6= 0.

Moral: Partial derivatives 6⇒ Directional derivative 6⇒

Continuity 6⇒ Directional derivative.

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Rafikul Alam MA-102 (2013)