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Interpretations of Partial Derivatives

1. Partial derivatives describe the rate of change of a function of multiple variables with respect to one variable, while holding the other variables constant. 2. To find the partial derivative of z with respect to x (fx), regard y as a constant and differentiate f(x,y) with respect to x. To find the partial derivative with respect to y (fy), regard x as a constant and differentiate with respect to y. 3. Higher order partial derivatives can be found by taking partial derivatives of previously computed partial derivatives. Partial differential equations involve partial derivatives and are used in physics and engineering problems.
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0% found this document useful (0 votes)
216 views8 pages

Interpretations of Partial Derivatives

1. Partial derivatives describe the rate of change of a function of multiple variables with respect to one variable, while holding the other variables constant. 2. To find the partial derivative of z with respect to x (fx), regard y as a constant and differentiate f(x,y) with respect to x. To find the partial derivative with respect to y (fy), regard x as a constant and differentiate with respect to y. 3. Higher order partial derivatives can be found by taking partial derivatives of previously computed partial derivatives. Partial differential equations involve partial derivatives and are used in physics and engineering problems.
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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1 Partial Derivatives

Suppose we let x vary while keeping y fixed (y = b) in f (x, y), we got a function g(x) = f (x, b). If g has a
derivative at a, we call it the partial derivative of f with respect to x at (a,b). We have

g(a + h) − g(a)
g ′ (a) = lim
h→0 h

f (x + h, b) − f (x, y)
fx (x, y) = lim
h→0 h
and so it become
f (x, y + h) − f (x, y)
fy (x, y) = lim
h→0 h

To compute partial derivatives, we have the following rule.

■ Rule for Finding Partial Derivatives of z = f (x, y)


1. To find fx , regard y as a constant and differentiate f (x, y) with respect to x.
2. To find fy , regard x as a constant and differentiate f (x, y) with respect to y.

+ EXAMPLE. If f (x, y) = x3 + x2 y 3 − 2y 2 , find fx (2, 1) and fy (2, 1). Holding y constant and differentiating
with respect to x, we get

fx (x, y) = 3x2 + 2xy 3


fx (2, 1) = 3 · 22 + 2 · 2 · 13 = 16

Do the same with y

fy (x, y) = 3x2 y 2 − 4y
fy (2, 1) = 3 · 22 · 12 − 4 · 1 = 8

Interpretations of Partial Derivatives

■ The equation f (x, y) represent a surface S. By fixing y = b,


we got the curve C1 (the trace of S in the pane y = b).
■ Notice that C1 is the graph of g(x) = f (x, b), so the slope of
its tangent T1 is g ′ (a) = fx (a, b).

1
+ EXAMPLE. If f (x, y) = x3 + x2 y 3 − 2y 2 , find fx (1, 1) and fy (1, 1)
and interpret these numbers as slopes.
We have

fx (x, y) = −2x fy (x.y) = −4y


fx (1, 1) = −2 fy (1, 1) = −4

The vertical plane y = 1 intersects f (x, y) in the parabola z = 2−x2 ,


y = 1 (C1 ). The slope of the tangent line to this parabola at the
point (1, 1, 1) is fx (1, 1) = −2.

!
x δf δf
+ EXAMPLE. If f (x, y) = sin , calculate and .
1+y ∂x ∂y

■ Using the Chain Rule for functions of one variable, we have


     
∂f x ∂ x x 1
= cos · = cos ·
∂x 1+y ∂x 1 + y 1+y 1+y
     
δf x ∂ x x x
= cos · = − cos ·
∂y 1+y ∂y 1 + y 1+y (1 + y)2

+ EXAMPLE. Find ∂z/∂x and ∂z/∂y of z is defined as follow

x3 + y 3 + z 3 + 6xyz = 1

■ First differentiate implicitly with respect to x, treat y as a constant.

∂z ∂z
3x2 + 3z 2 + 6yz + 6xy =0
∂x ∂x
Solving this for ∂z/∂x, we obtain

∂z y 2 + 2xz
=− 2
∂x z + 2xy
Similarly, implicit differentiation with respect to y gives

∂z y 2 + 2xz
=− 2
∂y z + 2xy

Functions of More Than Two Variables

Regarding y and z as constants and differentiating with respect to x.

f (x + h, y, z) − f (x, y, z)
fx (x, y, z) = lim
h→0 h
+ EXAMPLE. Find fx , fy , and fz if f (x, y, z) = exy ln z.

Holding y and z constant and differentiating with respect to x, we have

fx = yexy ln z

Similarly,
exy
fy = xexy ln z and fz =
z

2
Higher Derivatives

If f is a function of 2 variables, then fx and fy are also functions of 2 variables. So we can consider the
second partial derivatives of f , that is (fx )x , (fx )y , (fy )x , and (fy )y .

∂2f ∂2z
 
∂ ∂f
(fx )x = fxx = f11 = = =
∂x ∂x ∂x2 ∂x2
2
∂2z
 
∂ ∂f ∂ f
(fx )y = fxy = f12 = = =
∂y ∂x ∂y ∂x ∂y ∂x
∂2f ∂2z
 
∂ ∂f
(fy )x = fyx = f21 = = =
∂x ∂y ∂x ∂y ∂x ∂y
∂2f ∂2z
 
∂ ∂f
(fy )y = fyy = f22 = = =
∂y ∂y ∂y 2 ∂y 2

Thus fxy (or ∂ 2 f /∂y ∂x) means that we first differentiate with respect to x and then with respect to y.
+ EXAMPLE. Find the second partial derivatives of

f (x, y) = x3 + x2 y 3 − 2y 2

SOLUTION We find that


fx (x, y) = 3x2 + 2xy 3 fy (x, y) = 3x2 y 2 − 4y

Therefore
∂ ∂
fxx = (3x2 + 2xy 3 ) = 6x + 2y 3 fxy = (3x2 + 2xy 3 ) = 6xy 2
∂x ∂y
∂ ∂
fyx = (3x2 y 2 − 4y) = 6xy 2 fyy = (3x2 y 2 − 4y) = 6x2 y − 4
∂x ∂y

Clairaut’s Theorem Suppose f is defined on a disk D that contains the point (a, b). If the functions
fxy and fyx are both continuous in D, then

fxy (a, b) = fyx (a, b)

Partial derivatives of order 3 or higher can also be defined


 2 
∂ ∂ f ∂3f
fxyy = (fxy )y = =
∂y ∂x ∂y ∂y 2 ∂x

and using Clairaut’s Theorem it can be shown that fxyy = fyxy = fyyx .
+ EXAMPLE. Calculate fxxyz if f (x, y, z) = sin 3x + yz.
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 Differential Equations

Laplace’s equation.
∂2u ∂2u
+ =0
∂x2 ∂y 2

2 Tangent Planes and Linear Approximations

As we zoom in toward a point on a surface of a differentiable function, the surface looks more and more like
a plane (its tangent plane) and we can approximate it by a linear function of 2 variables.

3
Tangent Planes
Suppose surface S of z = f (x, y) has continuous first partial deriva-
tives, let P (x0 , y0 , z0 ) ∈ S.
■ C1 and C2 be the curves obtained by intersecting the vertical
planes y = y0 and x = x0 with S.
■ Let T1 and T2 be the tangent lines to the curves C1 and C2 at P .
Then the tangent plane to the surface S at the point P contains
T1 and T2 . In fact, it consists of all possible tangent lines at P .
■ We know the plane has an equation of the form

A(x − x0 ) + B(y − y0 ) + C(z − z0 ) = 0

By dividing this by C and letting a = −A/C and b = −B/C,

z − z0 = a(x − x0 ) + b(y − y0 )

The tangent plane’s intersection with the plane y = y0 must be the tangent line T1 .

z − z0 = a(x − x0 ) where y = y0

This is a line with slope a = fx (x0 , y0 ). Similarly, z − z0 = b(y − y0 ), and b = fy (x0 , y0 ).

Definition : Equation of Tangent Plane

Suppose f has continuous partial derivatives. An equation of the tangent plane to the surface z = f (x, y)
at the point P (x0 , y0 , z0 ) is

z − z0 = fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 )

+ EXAMPLE. Find the tangent plane to the elliptic paraboloid z = 2x2 + y 2 at the point (1, 1, 3).

fx (x, y) = 4x fy (x, y) = 2y
fx (1, 1) = 4 fy (1, 1) = 2

Then the equation of the tangent plane at (1, 1, 3) is

z − 3 = 4(x − 1) + 2(y − 1)
z = 4x + 2y − 3

By zooming toward the point (1, 1) on a contour map, we see that


the more we zoom in, the more the level curves look like equally
spaced parallel lines.

4
Linear Approximations
The equation of the tangent plane of f (x, y) = 2x2 + y 2 at
the point (1, 1, 3) is z = 4x + 2y − 3. Therefore, the linear Eg: At the point (1.1, 0.95), the linear
function of 2 variables approximation gives
L(x, y) = 4x + 2y − 3 f (1.1, 0.95) ≈ 4(1.1) + 2(0.95) − 3 = 3.3
is the linearization of f at (1, 1) and the approximation True value: f (1.1, 0.95) = 2(1.1)2 +
(0.95)2 = 3.3225.
f (x, y) ≈ 4x + 2y − 3

is the linear approximation or tangent plane approximation


of f at (1, 1).

Definition

The linearization of f at (a, b). L(x, y) = f (a, b) + fx (a, b)(x − a) + fy (a, b)(y − b)
The linear approximation of f at (a, b). f (x, y) ≈ f (a, b) + fx (a, b)(x − a) + fy (a, b)(y − b)

What if fx and fy are not continuous?



 xy
if (x, y) ̸= (0, 0)

f (x, y) = x2 + y 2

0 if (x, y) = (0, 0)

Even though fx (0, 0) = fy (0, 0) = 0, but they are not continuous.


The linear approximation would be f (x, y) ≈ 0, but f (x, y) = 12 at
all points on the line y = x. So we define it as follow.

Definition : Differentiable

If z = f (x, y), then f is differentiable at (a, b) if ∆z can be expressed as

∆z = fx (a, b)∆x + fy (a, b)∆y + ε1 ∆x + ε2 ∆y

where ε1 and ε2 → 0 as (∆x, ∆y) → (0, 0) .

Pretty ..dumb.

Theorem. If fx and fy exist near (a, b) and are continuous at (a, b), then f is differentiable at (a, b).

+ EXAMPLE. Show that f (x, y) = xexy is differentiable at (1,0) and find its
linearization there. Approximate f(1.1, -0.1).
The partial derivatives are

fx (x, y) = exy + xyexy fx (x, y) = x2 exy


fx (1, 0) = 1 fy (1, 0) = 1

Both fx and fy are continuous, so by the above Theorem, we got f differ-


entiable. The linearization is

L(x, y) = f (1, 0) + fx (1, 0)(x − 1) + fy (1, 0)(y − 0)


=x+y

So f (1.1, −0, 1) ≈ 1.1 − 0.1 = 1, actual value: 0.98542.

5
Differentials
■ For y = f (x), we define dx an independent variable. And dy =
f ′ (x) dx, represents the change in height when x changes dx.
■ For a differentiable z = f (x, y), we define the differentials dx and dy
to be independent variables.

Definition : Total differential

Then the differential dz (the total differential), is defined as follow.

∂z ∂z
dz = fx (x, y) dx + fy (x, y) dy = dx + dy
∂x ∂y

If we take dx = ∆x = x − a and dy = ∆y = y − b, then f (x, y) ≈ f (a, b) + dz.

+ EXAMPLE.
(a) If z = f (x, y) = x2 + 3xy − y 2 , find the differential dz.
(b) If x changes from 2 to 2.05 and y changes from 3 to 2.96, comppare
the values of ∆z and dz.
SOLUTION
(a) Applying the formula,

∂z ∂z
dz = dy = dx + dy = (2x + 3y) dx + (3x − 2y) dy
∂x ∂y

(b) Putting x = 2, dx = ∆x = 0.05, y = 3, dy = ∆y = −0.04, we get

dz = [2(2) + 3(3)]0.05 + [3(2) − 2(3)](−0.04) = 0.65

The increment of z is

∆z = f (2.05, 2.96) − f (2, 3)


= [(2.05)2 + 3(2.05)(2.96) − (2.96)2 ] − [22 + 3(2)(3) − 32 ]
= 0.6449

ˆ Notice that ∆z ≈ dz but dz is easier to compute.

Functions of Three or More Variables

Linear approximation. f (x, y, z) ≈ f (a, b, c) + Σfx (a, b, c)(x − a)


∂w ∂w ∂w
Total differential. dw = dx + dy + dz
∂x ∂y ∂z

6
3 The Chain Rule
Definition : The Chain Rule (Case 1)

Suppose that z = f (x, y) is differentiable, where x = g(t) and y = h(t) are both differentiable. Then z
is a differentiable function of t and
dz ∂f dx ∂f dy
= +
dt ∂x dt ∂y dt

+ EXAMPLE. If z = x2 y + 3xy 4 , where x = sin 2t and y = cos t, find


dz/dt when t = 0.
The Chain Rule gives

dz ∂f dx ∂f dy
= +
dt ∂x dt ∂y dt
= (2xy + 3y 4 )(2 cos 2t) + (x2 + 12xy 3 )(− sin t)

When t = 0, x = sin 0 = 0 and y = cos 0 = 1. Therefore



dz
= (0 + 3)(2 cos 0) + (0 + 0)(−0) = 6
dt

t=0

Definition : The Chain Rule (Case 2)

Suppose that z = f (x, y) is differentiable, where x = g(s, t) and y = h(s, t) are differentiable. We can
hold the the other variable fixed.

dz ∂f dx ∂f dy dz ∂f dx ∂f dy
= + = +
ds ∂x ds ∂y ds dt ∂x dt ∂y dt

+ EXAMPLE. If z = ex sin y, where x = st2 , and y = s2 t, find ∂z/∂s and ∂z/∂t.

Applying Case 2 of the Chain Rule, we get

∂z ∂f ∂x ∂f ∂y
= + = (ex sin y)(t2 ) + (ex cos y)(2st)
∂s ∂x ∂s ∂y ∂s
2 2
= t2 est sin (s2 t) + 2stest cos (s2 t)
∂z ∂f ∂x ∂f ∂y
= + = (ex sin y)(2st) + (ex cos y)(s2 )
∂t ∂x ∂t ∂y ∂t
2 2
= 2stest + s2 est cos s2 t

ˆ Note. s, t are independent variables, x, y are intermediate variables,


and z is the dependent variable.
For the gemeral version of n variables, it’s similar.

+ EXAMPLE. If g(s, t) = f (s2 − t2 , t2 − s2 ) and f is differentiable, show that g satisfies the equation

∂g ∂g
t +s =0
∂s ∂t
+ EXAMPLE. If z = f (x, y) has continuous second-order partial derivatives and x = r2 + s2 and y = 2rs, find
a. ∂z/∂r
b. ∂ 2 z/∂r2
SOLUTION.
a. The Chain Rule gives
∂z ∂f ∂x ∂f ∂y ∂z ∂z
= + = (2r) + (2s)
∂r ∂x ∂r ∂y ∂r ∂x ∂y

7
b. Applying the Product Rule, we get
!
∂2z ∂ ∂z ∂z
= 2r + 2s
∂r2 ∂r ∂x ∂y
! !
∂z ∂ ∂z ∂ ∂z
=2 + 2r + 2s
∂x ∂r ∂x ∂r ∂y

Using the Chain Rule again (Figure 5), we have


! ! !
∂ ∂z ∂ ∂z ∂x ∂ ∂z ∂y ∂2z ∂2z
= + = (2r) + (2s)
∂r ∂x ∂x ∂x ∂r ∂y ∂x ∂r ∂x2 ∂y∂x
!
∂ ∂z ∂2z ∂2z
= (2r) + (2s)
∂r ∂y ∂x∂y ∂y 2

Putting these into the previous equation,

∂2z ∂z dd2 z ∂2z ∂2z


=2 + 4r2 + 8rs + 4s2
∂r2 ∂x ∂x2 ∂x∂y ∂y 2

Implicit Differentiation

Suppose F (x, y) = 0, y = f (x) is differentiable. If F is differentiable, apply Case 1 of the Chain Rule to
differentiate both sides with respect to x.

∂F dx ∂F dy
+ =0
∂x dx ∂y dx

∂F
dy Fx
= − ∂x = −
dx ∂F Fy
∂y

+ EXAMPLE. Find y ′ if x3 + y 3 = 6xy.

SOLUTION. F (x, y) = x3 + y 3 − 6xy = 0 which gives

dy Fx 3x2 − 6y x2 − 2y
=− =− =−
dx Fy 3y 2 − 6x y 2 − 2x

Definition : Implicit Function Theorem

∂F ∂F
∂z ∂z ∂y
= − ∂x =−
∂x ∂F ∂y ∂F
∂z ∂z

∂z ∂z
+ EXAMPLE. Find and if x3 + y 3 + z 3 + 6xyz = 1.
∂x ∂y

SOLUTION. Let f (x, y, z) = x3 + y 3 + z 3 + 6xyz − 1, then we have

∂z Fx x2 + 2yz
=− =−
∂x Fz z 2 + 2xy
∂z Fy y 2 + 2xz
=− =−
∂y Fz z 2 + 2xy

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