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M1120 Calculus (IV) Lecture

This document provides an introduction to partial differentiation of functions with two variables. It defines partial derivatives as the rate of change of the function with respect to one variable, holding the other variable constant. Examples are provided to demonstrate calculating partial derivatives using limits and by considering curves of constant values of one variable. The partial derivatives of example functions are computed at specific points and generally. Partial derivatives yield new functions of two variables that represent the rate of change in each variable direction.

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0% found this document useful (0 votes)
133 views11 pages

M1120 Calculus (IV) Lecture

This document provides an introduction to partial differentiation of functions with two variables. It defines partial derivatives as the rate of change of the function with respect to one variable, holding the other variable constant. Examples are provided to demonstrate calculating partial derivatives using limits and by considering curves of constant values of one variable. The partial derivatives of example functions are computed at specific points and generally. Partial derivatives yield new functions of two variables that represent the rate of change in each variable direction.

Uploaded by

Auzzie Movin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Math1120 - Mathematics II

Calculus (IV): Partial Differentiation


§1 Partial Differentiation

Firstly, let’s recall some of the important things that we know about the derivative of
the function of one variable, f ( x) .

i. At any given point x0 , f   x0  gives the slope of the tangent to the graph of the
function at that point.

ii. At any given point x0 , f   x0  gives the instantaneous rate of change of the
function at that point.
iii. The derivative f ( x) is itself a function of one variable, when it exists.

For a function of two variables, f ( x, y) , the rate at which the function is changing at
any point as we vary the independent variables depends upon the direction in which we vary
those variables.

Example 1: Consider the function f ( x, y)  x 2  y 2 . The graph of this function is


shown below. At  x, y    0,0  , f  0 . As we can see by looking at the graph, as we
move away from the origin along the positive x-axis the value of f is increasing, i.e. the
rate of change of the function will be positive. However, if we move away from the
origin along the positive y-axis the value of f is decreasing, i.e. the rate of change of the
function will be negative.

Figure 1 ☼

Page 33
Calculus (IV) - Lecture Notes

As a first step to analyzing more formally how a function of two variables can change
with respect to its independent variables we will first consider the cases where we vary only
one variable at a time.
x2  y 2
Example 2: Consider the function f ( x, y)  5  at the point  2,1 .
2

Firstly, let’s look at the instantaneous rate of change of f in the direction of the
positive x-axis, As shown in the diagram below, if we hold y constant at y  1 and vary
x we are actually moving along the curve
9 1
z   x2 .
2 2

Figure 2

dz dz
Along this curve   x and at x  2 we have  2 . Thus, the instantaneous rate
dx dx
of change of f in the direction of the positive x-axis at the point  2,1 is 2 .

Now consider the instantaneous rate of change of f in the direction of the positive
y-axis. As shown in the diagram below, if we hold x constant at x  2 and vary y we
are actually moving along the curve
1
z  3  y2 .
2
dz dz
Along this curve   y and at y  1 we have  1 . Thus, the instantaneous rate
dy dy
of change of f in the direction of the positive y-axis at the point  2,1 is 1 .

Page 34
Math1120 - Mathematics II

Figure 3 ☼

The above example provided an illustration of calculating what are called partial
derivatives. Formally partial derivatives are defined as follows.

Consider the function of two variables, f ( x, y) .

The partial derivative of f with respect to x at the point  x0 , y0  is given by the limit (if
it exists)
f  f  x0  h, y0   f  x0 , y0  
 x0 , y0   lim  
x h 0
 h 

The partial derivative of f with respect to y at the point  x0 , y0  is given by the limit (if
it exists)
f  f  x0 , y0  h   f  x0 , y0  
 x0 , y0   lim  
y h 0
 h 

Example 3: Using the definition, calculate the partial derivatives of


x2  y 2
f ( x, y)  5  at the point  2,1 .
2

Firstly, calculate the partial derivative of f with respect to x at  2,1 .

Page 35
Calculus (IV) - Lecture Notes

f  f  2  h,1  f  2,1 
 2,1  lim  
x h 0
 h 
 1   (2  h) 2  12   22  12   
 lim    5    5   
h 0 h
   2   2   
1  1 
 lim     4  4h  h 2  1   4  1  
1
  2
h 0 h 2 
1  1 
 lim   2h  h 2  
 
h 0 h 2 
 2

Next, calculate the partial derivative of f with respect to y at  2,1 .

f  f  2,1  h   f  2,1 
 2,1  lim  
y h 0
 h 
 1   22  (1  h) 2   22  12   
 lim    5  
  5   
h 0 h
   2   2   
1  1 
 lim     4  1  2h  h 2    4  1  
1
  2
h 0 h 2 
1  1 
 lim   h  h 2  
 
h 0 h 2 
 1

If we calculate the partial derivatives of a function at the general point  x, y  (as


opposed to some specific point  x0 , y0  ) we will obtain (instead of two specific values) two
new functions of two variables.

Example 4: Using the definition, calculate the partial derivatives of f ( x, y)  xy 1 .

Calculating the partial derivative with respect to x:

f  f  x  h, y   f  x , y  
 x, y   lim  
x h 0
 h 
 (( x  h) y  1)  ( xy  1) 
 lim  
h 0
 h 
 hy 
 lim  
h 0
h
y

Page 36
Math1120 - Mathematics II

Now, calculating the partial derivative with respect to y:

f  f  x, y  h   f  x , y  
 x, y   lim  
y h 0
 h 
 ( x( y  h)  1)  ( xy  1) 
 lim  
h 0
 h 
 hx 
 lim  
h 0
h
x

As can be seen in the above example, to calculate the partial derivative of f with respect
to x at the general point  x, y  all we have to do is treat y as a constant and differentiate
f  x, y  with respect to x (using all of the familiar rules of differentiation for functions of one
variable). Similarly, to calculate the partial derivative of f with respect to y at the general
point  x, y  treat x as a constant and differentiate f  x, y  with respect to y.

x2  y 2
Example 5: Find the partial derivatives of the function f ( x, y)  5  at the point
2
 2,1 using the above method.
This function can be written as
1 1
f ( x, y )  5  x 2  y 2 .
2 2
Now, thinking of y as a constant (so that 12 y 2 is also constant) and treating the function
as a function of x only,
f 1
 0  2 x  0  x
x 2
Thus
f
 2,1  2 .
y
Next, think of x as a constant (so that 12 x 2 is also constant) and treating the function as
a function of y only
f 1
 0  0  2 y   y .
y 2
Thus
f
 2,1  1 .
y

A shorter notation for the partial derivative of f with respect to x is f x . Similarly the
partial derivative with respect to y is written as f y .

Page 37
Calculus (IV) - Lecture Notes

Example 6: Find f x and f y when f ( x, y)  x 2 y .

To find f x ( x, y) , think of y as a constant. Thus,


f x  x, y   2 xy .

To find f y ( x, y) , think of x as a constant. Again,


f y  x, y   x 2

x
Example 7: Find f x and f y when f ( x, y )  sin 1    5 x 2 .
 y

To find f x ( x, y) , think of y as a constant. Thus, using the chain rule:


1 1
f x  x, y   .  10 x
2 y
x
1  
 y .
1
  10 x
y  x2
2

To find f y ( x, y) , think of x as a constant. Again, using the chain rule:

   xy 2   0
1
f y  x, y  
2
x
1  
 y
x

y y 2  x2

Example 8: The equation xz  y 2 z 3  2 can be thought of as implicitly defining z as a


function of x and y. Find z x and z y .

To find z x differentiate both sides of the defining equation with respect to x,


remembering that z is some unknown function of x. Also, remember to treat y as a
constant. Then, using the product rule and the chain rule

 
x
 xz  y 2 z 3    2 
x
xz x  z  3 y z z x  0
2 2

zx ( x  3 y 2 z 2 )   z
z
zx 
x  3y2 z2

Page 38
Math1120 - Mathematics II

Similarly, differentiating both sides of the defining equation with respect to y

 
y
 xz  y 2 z 3    2 
y
xz y  2 yz 3  3 y 2 z 2 z y  0
z y ( x  3 y 2 z 2 )  2 yz 3
2 yz 3
zy 
x  3y2 z2

Partial derivatives can be found for functions of more than two variables.

Example 9: Find the partial derivatives for the function of three variables
f  x, y, z   (2 x  3 y  z 2 )e xz .

Write the function as


f  x, y, z   2 xe xz  3 ye xz  z 2e xz .
To find f x treat y and z as constants and think of f as a function of x only. Thus
f x  x, y, z   (2 xze xz  2e xz )  3 yze xz  z 3e xz
 e xz (2 xz  3 yz  z 3  2)
To find f y treat x and z as constants and think of f as a function of y only. Thus
f y  x, y, z   0  3e xz  0
 3e xz
Finally, to find f z treat x and y as constants and think of f as a function of z only. Thus
f z  x, y, z   2 x 2e xz  3xye xz  ( xz 2e xz  2 ze xz )
 e xz (2 x 2  3xy  xz 2  2 z )

Example Tasks

ET 1: Find both partial derivatives of the function f ( x, y)  4  xy  y 2 at the point


 3, 2  .
f f
ET 2: Find and when f ( x, y)  ln( x2  4 xy3 ) .
x y
e xy
ET 3: If L( x, y )  , find Lx (2,3) .
(1  x)(1  y )

ET 4:* Find f x ( x, y) and f y ( x, y) when f ( x, y)  x y

Page 39
Calculus (IV) - Lecture Notes

ET 5:* In the following contour plot the contours are for evenly spaced values of k from
2 at the point X to 2 at the point Y. Find the sign of f x ( x, y) and f y  x, y  at the
points A, B and C given the following contour plot for the function f  x, y  . Explain
your thinking.

§2 Higher Partial Derivatives

The partial derivatives of the function z  f  x, y  are themselves functions of two


variables. Thus they can be differentiated further, giving the second partial derivatives, the
third partial derivatives etc. Common notations for the second partial derivatives include:

  f   2 f
    f x  x  f xx
x  x  x 2
  f   2 f
    f x  y  f xy
y  x  yx
  f   2 f
    f y   f yx
x  y  xy x

  f   2 f
    f y   f yy
y  y  y 2 y

Page 40
Math1120 - Mathematics II

Example 10: Find the second partial derivatives for the function
f  x, y   sin( x) cos( y) .

Begin by finding the first partial derivatives. Here

f x  x, y   cos( x) cos( y) and f y  x, y    sin( x)sin( y) .

Now differentiate f x  x, y  firstly with respect to x to find f xx  x, y  and then with


respect to y to find f xy  x, y  . Thus

f xx  x, y    sin( x) cos( y) , and


f xy  x, y    cos( x)sin( y) .

Next differentiate f y  x, y  with respect to x to find f yx  x, y  and then with respect to y


to find f yy  x, y  . Thus

f yx  x, y    cos( x)sin( y) , and


f yy  x, y    sin( x) cos( y) .

Notice that for this function f xy ( x, y)  f yx ( x, y) .

y
Example 11: Calculate g xxy , g xyx and g yxx when g  x, y   xy 2  .
x2

Begin by writing the function in the form


g ( x, y)  xy 2  yx 2 .
Then the first partial derivatives are

g x  y 2  2 yx 3 and g y  2 xy  x 2

and hence the second partial derivatives are

g xx  6 yx 4 , g xy  2 y  2 x 3 , g yx  2 y  2 x 3 , g yy  2 x .

Differentiating g xx with respect to y, g xy with respect to x and g yx with respect to x


gives
g xxy  6 x 4 , g xyx  6 x 4 , g yxx  6 x 4 .

The above examples have provided examples of the following general result.

Page 41
Calculus (IV) - Lecture Notes

Clairaut’s Theorem
If for the function f  x, y  both f xy and f yx are continuous on some domain D, then on
that domain
f xy  x, y   f yx  x, y  .

Clairaut’s Theorem can be extended to higher partial derivatives and to functions of


more than two variables.

Example 12: Calculate all first and second order partial derivatives for the function
x2  3 y 2
g  x, y, z   .
1 2z

g is a function of 3 variables but Clairaut’s theorem still holds. Thus there will be
only 6 distinct second partial derivatives, i.e. g xx , g xy , g xz , g yy , g yz , g zz .

Now
2x 6y 2( x 2  3 y 2 )
gx  , gy  , gz 
1 2z 1 2z (1  2 z )2
and so
2 4 x
g xx  , g xy  0 , g xz 
1  2z (1  2 z ) 2
12 y 6 8( x 2  3 y 2 )
g yz  , g yy  , g zz 
(1  2 z ) 2 1  2z (1  2 z )3

Example Tasks

ET 1: Find the second partial derivatives for the function z  xye y .

y
ET 2: Calculate g xx , g xy and g xyy for g ( x, y ) 
1  x2
 x
ET 3: Let u ( x, t )  et sin   where c is a constant and c  0 . Determine if u satisfies
c
u 2  u
2
c .
t x 2

Aside: Computer algebra systems can find partial derivatives. For example, here are
some examples of a queries to Wolfram Alpha that will work.

Page 42
Math1120 - Mathematics II

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