1 Partial Derivatives

Definition: (Functions of n Independent Variables)

Suppose D is a set on n–tuples of real numbers (x1, x2, ..., xn). A real
valued function f on D is a rule that assigns a unique real number w =
f (x1, x2, ..., xn) to each element in D. The set D is the function’s domain.
The set of w–values taken on by f is the function’s range. Furthermore,
xi, i = 1, 2, ..., n are input variables and w is output variable.
Examples: 1) A function f (x, y) = x2 + 2y 2 is a function of two indepen-
dent variables x and y,
f (−1, 1) = 3, f (0, 3) = 18.

2) w(x, y, z) = x2 − y 2 − 3z 2 is a function of three independent variables x, y

and z, w(0, 1, −2) = −13 and w(1, 2, 0) = −3.

1.1 Partial Derivatives

The partial derivative of f (x, y) with respect to x and y at the point x0, y0
are
∂f  f (x0 + h, y0 ) − f (x0, y0 )
= lim ,
∂x (x0 ,y0 ) h→0 h

∂f  f (x0, y0 + h) − f (x0, y0 )
= lim , provided the limits exist.
∂y (x0 ,y0 ) h→0 h

∂f ∂f
Note: = fx and = fy .
∂x ∂y
Example: Find ∂f /∂x and ∂f /∂y if
1) f (x, y) = x2 + 3xy + y − 1 at the point (4, −5).
2) f (x, y) = y sin xy at the point (2, π/4).

1.2 Higher–Order Partial Derivatives

If f (x, y) has partial derivatives at each pint (x, y) in a region, then ∂f /∂x
and ∂f /∂y are themselves functions of x and y, which may also have partial
derivatives. The second derivatives are denoted by
∂ ∂f ∂ 2f
( )= = fxx ,
∂x ∂x ∂x2
∂ ∂f ∂ 2f
( ) = 2 = fyy ,
∂y ∂y ∂y
∂ ∂f ∂ 2f
( )= = fyx ,
∂x ∂y ∂x∂y

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 ∂ ∂f ∂ 2f
( )= = fxy ,
∂y ∂x ∂y∂x
Remark: If fxy and fyx are continuous, then fxy = fyx ; otherwise they may
not be equal.
Example: If f (x, y) = x cos y − y 2 sin 2x then find fxx , fyy , fxy and fyx .
Remark: In the similar manner, higher order derivatives are defined. For
∂ 3f
example, = fyxx is the derivative of f taken once w.r.t y and twice
∂x2∂y
w.r.t x.
2 2
Example: f (x, y) = y 2 e(x +y ) −3 sinh(xy+3) −→ fyxx , fxyy , fxyx , fyxy , fxxx , fyyy ?

1.3 Total Differential

The total differential of a function of two variables z = f (x, y) is defined
∂f ∂f
df = dx + dy, or
∂x ∂y
∂z ∂z
dz = dx + dy,
∂x ∂y
2
Example: If f (x, y) = esin x y + 3y 2 , then find the total differential df ,
∂f ∂f
As we know that df = dx + dy,
∂x ∂y
2 2
=⇒ df = (2x cos x2esin x y)dx + (esin x + 6y)dy.

∂f ∂f ∂f
In general, if z = f (x1, x2, ..., xn) then df = dx1 + dx2 +...+ dxn .
∂x1 ∂x2 ∂xn

1.4 Differentiation of Composite Functions

Let z = f (x, y) where x = g(r, s) and y = h(r, s) so that z is a function of
r and s
∂z ∂z ∂x ∂z ∂y
= + ,
∂r ∂x ∂r ∂y ∂r
∂z ∂z ∂x ∂z ∂y
= + .
∂s ∂x ∂s ∂y ∂s
Example: Consider z = x2 + y 2 and x = sin(r) + cos(r + s) and y =
∂z ∂z
ln(r2 + s2 ) find and .
∂r ∂s
In general, if u = F (x1, x2, ..., xn) where
x1 = f1(r1, r2, ..., rp),
x2 = f2(r1, r2, ..., rp),
..
.
xn = fn (r1, r2, ..., rp),

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 ∂u ∂u ∂x1 ∂u ∂x2 ∂u ∂xn
then = + + ... + , for k = 1, 2, ..., p
∂rk ∂x1 ∂rk ∂x2 ∂rk ∂xn ∂rk
In particular, if u = F (x1, x2, ..., xn) and x1, x2, ..., xn depend on only one
variable s, then
du ∂u dx1 ∂u dx2 ∂u dxn
= + + ... + ,
ds ∂x1 ds ∂x2 ds ∂xn ds

1.5 Chain Rules

A- Chain rule for functions of two independent variables, if w = f (x, y)
has continues partial derivatives fx and fy and if x = x(t) and y = y(t) are
differentiable functions of t then

dw ∂w dx ∂w dy
= +
dt ∂x dt ∂y dt
Example: If w = x2 sin(y 2 ) − ex+y and x = sin(t + 1), y = ln(t2), then find
dw
.
dt
B- Chain rule for functions of three independent variables, if w = f (x, y, z)
is differentiable of x, y, z; and x, y and z are differentiable functions of t then

dw ∂w dx ∂w dy ∂w dz
= + +
dt ∂x dt ∂y dt ∂z dt
√
Example: If w = yzx2 + sinh(ex+y−z ) − y −2 and x = t, y = cos(1 −
dw
t), z = t, then find .
dt
C- Chain rule for two independent variables (r and s) and three intermediate
variables (x, y, z); i.e. if w = f (x, y, z) and x = g(r, s), y = h(r, s), z =
k(r, s) then

∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + + ,
∂r ∂x ∂r ∂y ∂r ∂z ∂r
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + + ,
∂s ∂x ∂s ∂y ∂s ∂z ∂s
r
Example: If w = x + 2y + z 2 and x = , y = r2 + ln(s), z = 2r, then
s
∂w ∂w
find and
∂r ∂s

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1.6 Implicit Differentiation
A- If F (x, y) = 0 is differentiable, and y defines as a differentiable function
of x implicitly. Then at any point where Fy 6= 0,

dy Fx
=− ,
dx Fy
dy
For example, find if y 2 − x2 = sin(xy).
dx
Solution:y 2 − x2 − sin(xy) = 0, take F (x, y) = y 2 − x2 − sin(xy). Then
dy Fx −2x − y cos xy 2x + ycosxy
=− =− = .
dx Fy 2y − x cos xy 2y − x cos xy
B- If F (x, y, z) = 0 is differentiable, and z defines as a differentiable func-
tion of x and y implicitly. Then at any point where Fz 6= 0,

∂z Fx ∂z Fy
=− , =− ,
∂x Fz ∂y Fz
∂z ∂z
Example, if F (x, y, z) = x2 z + yz 2 + 2xy 2 − z 3 = 0, then find and .
∂x ∂y

1.7 Jacobians
If F (u, v) and G(u, v) are differentiable in a region, the Jacobian deter-
minant, or the Jacobian of F and G with respect to u and v is the second
order determinant defined by
 
 ∂F ∂F   
F F
  
∂u ∂v u v

∂(F, G)   
=  =
   
∂(u, v)  ∂G ∂G   
  Gu Gv 
∂u ∂v
 
∂(F, G)
Example: If F (u, v) = u2 +v 2 and G(u, v) = uv−sin(u2) then find .
∂(u, v)
Similarly, the third order determinant is given bellow:
 ∂F ∂F ∂F 
 
   
 ∂u ∂v ∂w   Fu Fv Fw 
   
   
∂(F, G, H)  ∂G ∂G ∂G   
=   = Gu Gv Gw 
∂(u, v, w)  ∂u ∂v ∂w  
  

   
 H H H 
 ∂H ∂H ∂H 

u v w
 
∂u ∂v ∂w
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This is called the Jacobian of F, G and H with respect to u, v and w.
Example: If M(u1 , u2, u3) = u1 − u23, N (u1, u2, u3) = u1u2 + u2u23 ,
2 ∂(M, N, P ) 
P (u1 , u2, u3) = 3u3 − u2, then calculate .
∂(u1, u2, u3) (1,−1,2)

Answer = 52.

1.8 Partial Derivative Using Jacobian

Given the simultaneous equations F (x, y, u, v) = 0, and G(x, y, u, v) = 0,
consider u and v as functions of x and y. Then we have
∂(F, G) ∂(F, G) ∂(F, G) ∂(F, G)
∂u ∂(x, v) ∂u ∂(y, v) ∂v ∂(u, x) ∂v ∂(u, y)
=− , =− , =− , =− ,
∂x ∂(F, G) ∂y ∂(F, G) ∂x ∂(F, G) ∂y ∂(F, G)
∂(u, v) ∂(u, v) ∂(u, v) ∂(u, v)
Example: Consider xy 2 − 6x3y = u2 − v 2 and sin(xy + 3) − y 2 = u + 4v − 1,
∂u ∂u ∂v ∂v
then find , , and .
∂x ∂y ∂x ∂y

1.9 Gradient Vector

The gradient vector (gradient) of f (x, y) at a point P0 (x0, y0) is the vector

∂f ∂f  ∂f ∂f 
∇f = i+ j= ,
∂x ∂y ∂x ∂y
obtained by evaluating the partial derivatives of f at P0 .
Similarly, the gradient of f (x, y, z) at a point P0 (x0, y0, z0 ) is the vector

∂f ∂f ∂f  ∂f ∂f ∂f 
∇f = i+ j+ k= , ,
∂x ∂y ∂z ∂x ∂y ∂z
Examples: Find ∇f at the given points:
1):f (x, y) = y − x, (2, 1)
2):f (x, y) = ln(x2 + y 2 ), (1, 1)
3): f (x, y, z) = x2 + y 2 − 2z 2 + z ln(x), (1, 1, 1)
4): f (x, y, z) = exyz − z 2 y, (2, 1, 3)

Algebraic Rules for Gradients

Consider f and g are two functions, then we have the following rules:
1. Constant Multiple Rule: ∇(kf ) = k∇(f ), (for any constant k).
2. Sum Rule: ∇(f + g) = ∇f + ∇g
3. Difference Rule: ∇(f − g) = ∇f − ∇g

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4. Product Rule: ∇(f g) = f ∇g + g∇f
 f  g∇f − f ∇g
5. Quotient Rule: ∇ =
g g2
Example: If f (x, y) = x − y and g(x, y) = 3y, ∇f = i − j, ∇g = 3j,
g
then find ∇(2f ), ∇(5g), ∇(3f + g), ∇(f g), ∇( ), ∇f 2, and ∇g 3 .
f

1.10 Directional Derivative

The derivative of f at P0 (x0, y0) in the direction of the unite vector u =
u1i + u2 j is the number
   
Duf = ∇f .u
P0 P0

the dot product of the gradient f at P0 and unite vector u.

Example: Finding the Directional Derivative using Gradient.

Find the derivative of f (x, y) = xey + cos(xy) at the point (2,0) in the di-
rection of the vector v = 3i − 4j.
Solution: The direction of v is the unite vector obtained by dividing v by
its length:
v 3i − 4j 3 4
u= = = i − j.
|v| 5 5 5
The partial derivatives off at the point (2,0) are 
y y
fx (2, 0) = e − y sin(xy) = 1, fy (2, 0) = xe − x sin(xy) =2
(2,0) (2,0)
The gradient of f at (2,0) is
∇f  = fx (2, 0)i + fy (2, 0)j = i + 2j , therefore the directional derivative

(2,0)
becomes
  3 4
(Duf ) = ∇f  .u = (i + 2j).( i − j) = −1
 
(2,0) (2,0) 5 5

2 Tangent Plane and Normal Line

Tangent plane at the point P0 (x0, y0, z0) on the level surface f (x, y,
 z) = c
of a differentiable function f is the plane through P0 normal to ∇f P0 . The
tangent plane is defined as follows:
fx (P0 )(x − x0 ) + fy (P0 )(y − y0 ) + fz (P0)(z − z0 ) = 0

The normal line of the surface at P0 is the line through P0 parallel to

∇f P0 . This is defined below:

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 x = x0 + fx (P0)t, y = y0 + fy (P0 )t, z = z0 + fz (P0 )t,

Example: Find the tangent plane and normal line of the surface
f (x, y, z) = x2 + y 2 + z − 9 = 0 at the point (1, 2, 4).
Solution: fx = 2x =⇒ fx (1, 2, 4) = 2,
fy = 2y =⇒ fy (1, 2, 4) = 4, and fz = 1 =⇒ fz (1, 2, 4) = 1 ,

The tangent plane is therefore is the plane

fx (P0 )(x − x0) + fy (P0 )(y − y0 ) + fz (P0 )(z − z0 ) = 0 =⇒ 2x + 4y + z = 14.

The line normal to the surface at P0 is

x = x0 + fx (P0)t, y = y0 + fy (P0 )t, z = z0 + fz (P0 )t,
=⇒ x = 1 + 2t, y = 2 + 4t, z = 4 + t

3 Laplace Equations

In three dimensions, the problem is to find twice–differentiable real–valued

functions f, of real variables x, y, and z, such that
2 ∂ 2f ∂ 2f ∂ 2f
∇f= + + =0
∂x2 ∂y 2 ∂z 2
Examples: Show that the following functions satisfy the Laplace equation:
1. f (x, y, z) = x2 + y 2 − 2z 2
3 2 2
2. f (x, y, z) = 2z
p − 3(x + y )z
3. f (x, y) = ln x2 + y 2
4. f (x, y) = e−2y cos 2x

4 Wave Equation

The wave equation is an important second–order linear partial differential

equation for the description of waves. They occur in physics such as sound
waves, light waves and water waves. One dimensional wave equation can
be given below:
∂ 2w 2
2∂ w
= c
∂t2 ∂x2
where w is the wave height, x is the distance variable, and t is the time
variable, c is the velocity (a fixed constant).

Example: Show that the following functions are all solutions of the wave

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equation
1. w = sin(x + ct)
2. w = cos(2x + 2ct)
3. w = ln(2x + 2ct)

5 Gradient, Divergence, and Curl

If φ(x, y, z) and A(x, y, z) have continuous first partial derivatives in a re-

gion, and consider the vector operator ∇ defined by
∂ ∂ ∂
∇≡i +j +k .
∂x ∂y ∂z
Then we can define the following
Gradient.  ∂ ∂ ∂ ∂φ ∂φ ∂φ ∂φ ∂φ ∂φ
grad φ = ∇φ = i +j +k φ = i +j +k = i+ j+ k
∂x ∂y ∂z ∂x ∂y ∂z ∂x ∂y ∂z
Divergence.
The divergence of vector A = A1i + A2 j + A3k is defined by
 ∂ ∂ ∂
div A = ∇.A = i +j +k .(A1i + A2j + A3k)
∂x ∂y ∂z
∂A1 ∂A2 ∂A3
= + +
∂x ∂y ∂z
Curl.
The curl of A = A1 i + A2j + A3k is defined by
 ∂ ∂ ∂
curl A = ∇ × A = i +j +k × (A1i + A2j + A3k)
∂x ∂y ∂z
 
 i j k 
 
 
 
∂ ∂ ∂
=  
 ∂x ∂y ∂z 

 
 
 A1 A2 A3 

     
∂ ∂ ∂ ∂ ∂ ∂
     
 ∂y ∂z   ∂x ∂z   ∂x ∂y 
=  i −
 
j + 
 
k

 A1 A3 
     
 A2 A3   A1 A2 
 ∂A ∂A2   ∂A ∂A1   ∂A ∂A1 
3 3 2
= − i− − j+ − k.
∂y ∂z ∂x ∂z ∂x ∂y

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5.1 Formulas Involving ∇

If the partial derivatives of A, B and U are assumed to be exist, then

1. ∇(A + B) = ∇A + ∇B, or grad(A + B)=grad A+grad B.
2. ∇.(A + B) = ∇.A + ∇.B, or div(A+B)=div A+ div B.
3. ∇ × (A + B) = ∇ × A + ∇ × B, or curl(A+B)=curl A+ curl B.
4. ∇.(AB) = (∇A).B + A(∇.B)
5. ∇ × (AB) = (∇A) × B + A(∇ × B)
2 ∂ 2U ∂ 2 U ∂ 2 U
6. ∇.(∇U ) ≡ ∇ U ≡ + + is called the Laplacian of U.
∂x2 ∂y 2 ∂z 2
2 ∂2 ∂2 ∂2
and ∇ ≡ 2 + 2 + 2 is called the Laplacian operator.
∂x ∂y ∂z
7. ∇ × (∇U ) = 0. The curl of the gradient of U is zero.
8. ∇.(∇ × A) = 0. The divergence of the curl of A is zero.
9. ∇ × (∇ × A) = ∇(∇.A) − ∇2A.