MA2104 Week 3

1 Partial derivatives
Tangent planes
Differentiability & Linear approximations

2 Chain Rule
Implicit differentiation

3 Directional derivatives

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Partial derivatives

Recall that for a function f of a single variable, we define the

derivative function as

f (x + h) − f (x)
f ′ (x) = lim
h→0 h

To extend this to multivariable functions, the idea is to ‘vary’ one

variable and keep other variable(s) fixed.

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Partial derivatives

Definition 1 (Partial Derivative)

If f is a function of two variables, its partial derivatives are the
functions fx and fy defined by:

f (x + h, y) − f (x, y)
fx (x, y ) = lim ,
h→0 h
f (x, y + h) − f (x, y)
fy (x, y) = lim .
h→0 h

Other notations:
∂f
fx = .
∂x
∂f
fy = .
∂y
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Partial derivatives

Example 1
For f (x, y ) = exy + yx , compute fx and fy .

Solution. Treating y as a constant, we have

1
fx (x, y ) = yexy + .
y

Treating x as a constant, we have

x
fy (x, y ) = xexy − .
y2
■

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Partial derivatives

Geometric interpretation of partial derivatives:

Consider the surface S given by the equation z = f (x, y).

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Partial derivatives

The curve C1 is the graph of the function g(x) = f (x, b).

The slope of its tangent T1 at P is: g ′ (a) = fx (a, b).

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Partial derivatives

The curve C2 is the graph of the function h(x) = f (a, y ).

The slope of its tangent T2 at P is: h′ (b) = fy (a, b).

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Partial derivatives

For functions of more than two variables, such as

w = f (x, y, z), we can similarly define

∂f ∂w
fx = =
∂x ∂x
∂f ∂w
fy = =
∂y ∂y
∂f ∂w
fz = = .
∂z ∂z

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Partial derivatives

If f is a function of two variables, then its partial derivatives fx

and fy are also functions of two variables.

So, we can consider their partial derivatives

(fx )x , (fx )y , (fy )x , (fy )y .

These are called the second partial derivatives of f .

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Partial derivatives

If z = f (x, y ), we use the following notation:

∂2f ∂2z
(fx )x = fxx = ∂x 2
= ∂x 2
∂2f ∂2z
(fx )y = fxy = ∂y∂x = ∂y∂x
∂2f ∂2z
(fy )x = fyx = ∂x∂y = ∂x∂y
∂2f ∂2z
(fy )y = fyy = ∂y 2
= ∂y 2

Thus, the notation fxy means that we first differentiate with

respect to x and then with respect to y .

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Partial derivatives

Example 2
Find all second-order partial derivatives of
f (x, y ) = x 2 y − y 3 + ln x.

Solution. First, we compute the first-order derivatives:

1
fx = 2xy + ,
x
fy = x 2 − 3y 2 .

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Partial derivatives

Then we have
∂ 1 1


fxx = ∂x 2xy + x = 2y − x2
,
∂ 1


fxy = ∂y 2xy + x = 2x,
∂
x 2 − 3y 2


fyx = ∂x = 2x,
∂
x 2 − 3y 2


fyy = ∂y = −6y.

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Partial derivatives

Notice fxy = fyx in the preceding example. This is not a

coincidence.

Theorem 2 (Clairaut’s Theorem)

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

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

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Partial derivatives

Using Clairaut’s Theorem, it can be shown that (see Tutorial)

fxyy = fyxy = fyyx .

In fact, so long as the number of the same variable occurring in
the subscript are the same, the corresponding partial
derivatives are the same.

For example: for f (x, y , z), we have

fxxyyyzz = fxzxzyyy = fyzyzyxx = · · · .

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Tangent planes

Recall that we can use the derivative f ′ (a) to get the tangent
line to the curve y = f (x) at x = a:

y = f (a) + f ′ (a)(x − a).

The same idea applies to find tangent plane equations.

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Tangent planes

The tangent plane to the surface S at the point P is defined to

be the plane that contains both tangent lines T1 and T2 .

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Tangent planes

Recall that any plane passing through P(a, b, c) has an

equation of the form

n · ⟨x − a, y − b, z − c⟩ = 0
where n is a vector normal to the plane.

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Tangent planes

Finding a normal vector n:

A vector with the same direction as T1 is

⟨1, 0, fx (a, b)⟩.

A vector with the same direction as T2 is

⟨0, 1, fy (a, b)⟩.

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Tangent planes

A vector normal to the plane is given by the cross product:

⟨0, 1, fy (a, b)⟩ × ⟨1, 0, fx (a, b)⟩ = ⟨fx (a, b), fy (a, b), −1⟩.

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Tangent planes

Theorem 3 (Equation of Tangent Plane)

Suppose f (x, y ) has continuous first partial derivatives at (a, b).
A normal vector to the tangent plane is

⟨fx (a, b), fy (a, b), −1⟩.

Further, an equation of the tangent plane is given by

fx (a, b)(x − a) + fy (a, b)(y − b) − (z − f (a, b)) = 0

or

z = f (a, b) + fx (a, b)(x − a) + fy (a, b)(y − b).

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Tangent planes

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

Solution. Notice

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

fy (x, y) = 2y, fy (1, 1) = 2.

The equation of the plane is

z = f (1, 1) + 4(x − 1) + 2(y − 1),

z = 4x + 2y − 3.
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Tangent planes

The figure shows the elliptic paraboloid and its tangent plane at
(1, 1, 3) that we found in the preceding example

■
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Differentiability & Linear approximations

Definition 4 (Increment)
Let z = f (x, y). Suppose △x and △y are increments in the
independent variable x and y respectively from a fixed point
(a, b).
Then the increment in z at (a, b) is defined by

△z = f (a + △x, b + △y ) − f (a, b).

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Differentiability & Linear approximations

Example 4
Let z = 2x 2 − xy. Find △z at (x, y).

Solution.

△z = f (x + △x, y + △y) − f (x, y)

 
= 2(x + △x)2 − (x + △x)(y + △y) − (2x 2 − xy)
= (4x − y )△x − x△y + 2(△x)2 − △x△y.

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Differentiability & Linear approximations

For single-variable function f (x), we say that f is differentiable

at a if and only if f ′ (a) exists.

However, for functions of more than one variables, existence of

partial derivatives DOES NOT imply differentiability!!

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Differentiability & Linear approximations

Here is an informal definition of differentiability:

Definition 5
We say that f is differentiable at (a, b) if the tangent plane at
(a, b) is a good approximation to f at points close to (a, b).

How good is good???

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Differentiability & Linear approximations

Here is a formal definition of differentiability:

Definition 6 (Differentiability - Two Variable)

Let z = f (x, y). We say that f is differentiable at (a, b) if we can
write

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

where ϵ1 and ϵ2 are functions of △x and △y and ϵ1 , ϵ2 → 0 as

(△x, △y ) → (0, 0).

We say that f is differentiable on a region R ⊆ R2 if f is

differentiable at every point in R.

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Differentiability & Linear approximations

Example 5
Using the formal definition, show that z = f (x, y) = 2x 2 − xy is
differentiable on the entire xy-plane.

Solution. Let (x, y ) be a point in the plane. By Example 4,

△z = (4x − y)△x − x△y + 2(△x)2 − △x△y.

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Differentiability & Linear approximations

Since fx = 4x − y and fy = −x, we can express

△z = fx △x + fy △y + ϵ1 △x + ϵ2 △y
where
ϵ1 = 2△x and
ϵ2 = −△x.

Since ϵ1 → 0 and ϵ2 → 0 as (△x, △y) → (0, 0), it follows that f

is differentiable at (x, y).
■

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Differentiability & Linear approximations

The following is an immediate consequence of differentiability:

Theorem 7
Suppose z = f (x, y) is differentiable at (a, b). Let △x and △y
be small increments in x and y respectively from (a, b).

Then

△z ≈ fx (a, b)△x + fy (a, b)△y.

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Differentiability & Linear approximations

The preceding theorem says that if △x, △y are small, then

(provided f (x, y) is differentiable)

△z ≈ fx (a, b)△x + fy (a, b)△y.

and so

f (a + △x, b + △y) ≈ f (a, b) + fx (a, b)△x + fy (a, b)△y .

| {z }
tangent plane

As △x, △y → 0, tangent plane gets closer and closer to the

surface!
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Differentiability & Linear approximations

In a similar manner, if △x, △y and △z are small, then

(provided f (x, y, z) is differentiable)

f (a + △x, b + △y , c + △z) ≈
f (a, b, c) + fx (a, b, c)△x + fy (a, b, c)△y + fz (a, b, c)△z.

This procedure is called Linear Approximation.

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Differentiability & Linear approximations

Example 6
The base radius and height of a circular cone are measured as
10cm and 25cm respectively, with a possible error in
measurement of as much as 0.1cm in each.

Using linear approximation, estimate the magnitude of

maximum error in the calculated volume of the cone.

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Differentiability & Linear approximations

Solution. The volume of the cone is V = πr 2 h/3. So

2πrh πr 2
△V ≈ Vr △r + Vh △h = △r + △h.
3 3

Since each error is at most 0.1cm, we can take dr = 0.1 and

dh = 0.1 along with r = 10, h = 25 to give

500π 100π
dV = (0.1) + (0.1) = 20π.
3 3
The maximum error required is 20πcm3 . ■

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Differentiability & Linear approximations

Some useful facts regarding partial derivatives and

differentiability:

' $

fx and fy continuous =⇒ f differentiable.

fx and fy continuous ̸⇐= f differentiable.

& %

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Differentiability & Linear approximations

' $

f differentiable =⇒ f continuous.

f differentiable ̸⇐= f continuous.

& %

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Differentiability & Linear approximations

' $

fx and fy exist ̸=⇒ f differentiable.

fx and fy exist ⇐= f differentiable.

& %

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Differentiability & Linear approximations

Example 7
Let f be the function on R2 defined by
(
xy
x 2 +y 2
if (x, y) ̸= (0, 0),
f (x, y ) =
0 if (x, y) = (0, 0).

(a) Compute the following partial derivatives using the

definition:
fx (0, 0), fy (0, 0).
(b) Is the function f (x, y) differentiable at (0, 0)? Justify your
answer.

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Differentiability & Linear approximations

Solution.

(a)

f (0 + h, 0) − f (0, 0)
fx (0, 0) = lim
h→0 h
h·0
2 2 − 0
= lim h +0
h→0 h
0
= lim
h→0 h
= 0.

Likewise,
fy (0, 0) = 0.

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Differentiability & Linear approximations

(b) Consider the limit

xy
lim f (x, y) = lim .
(x,y)→(0,0) (x,y)→(0,0) x 2 + y2

Along x = 0, the limit is 0.

Along x = y, the limit is 12 .

Thus, the function f does not have a limit at (0, 0), so f is not
continuous at (0, 0), let alone be differentiable! ■

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Chain Rule

Recall: Chain Rule for functions of one variable:

If y = f (x) and x = g(t), where f and g are differentiable

functions, then y is indirectly a differentiable function of t, and

dy dy dx
= .
dt dx dt

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Chain Rule

Theorem 8 (The Chain Rule - Case 1)

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

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Chain Rule

Example 8
For z = f (x, y ) = x 2 ey , x = g(t) = t 2 − 1 and y = h(t) = sin t,
find the derivative dz
dt .

Solution. First, compute the partial derivatives:

∂z ∂z
= 2xey , = x 2 ey .
∂x ∂y

Next, compute the derivatives:

dx dy
= 2t, = cos t.
dt dt

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Chain Rule

Therefore, using the chain rule

dz ∂z dx ∂z dy
= +
dt ∂x dt ∂y dt

= 2xey (2t) + x 2 ey cos t

= 2(t 2 − 1)esin t (2t) + (t 2 − 1)2 esin t cos t.

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Chain Rule

Notice, in the preceding example, you could have first

substituted for x and y and then compute the derivative of

f (g(t), h(t)) = (t 2 − 1)2 esin t

using the usual rules of differentiation for functions of a single
variable.

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Chain Rule

Theorem 9 ( Chain Rule - Case 2)

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

∂z ∂f ∂x ∂f ∂y
= + .
∂t ∂x ∂t ∂y ∂t

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Chain Rule

Case 2 of the Chain Rule contains three types of variables:

s and t are independent variables.

x and y are called intermediate variables.

z is the dependent variable.

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Chain Rule

Example 9
∂z ∂z
If z = ex sin y , where x = st 2 and y = s2 t, find ∂s and ∂t .

Solution. Applying Case 2 of Chain Rule,

∂z ∂z ∂x ∂z ∂y
= +
∂s ∂x ∂s ∂y ∂s

= (ex sin y)(t 2 ) + (ex cos y )(2st)

2 2
= t 2 est sin(s2 t) + 2stest cos(s2 t).

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Chain Rule

∂z ∂z ∂x ∂z ∂y
= +
∂t ∂x ∂t ∂y ∂t

= (ex sin y)(2st) + (ex cos y)(s2 )

2 2
= 2stest sin(s2 t) + s2 est cos(s2 t).

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Chain Rule

To remember the Chain Rule, it is helpful to draw a tree

diagram, as follows.

We draw branches from the dependent variable z to the

intermediate variables x and y to indicate that z is a function of
x and y.

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Chain Rule

Then, we draw branches from x and y to the independent

variables s and t. On each branch, we write the corresponding
partial derivative.

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Chain Rule

To find ∂z
∂s , we find the product of the partial derivatives along
each path from z to s and then add these products:

∂z ∂z ∂x ∂z ∂y
= + .
∂s ∂x ∂s ∂y ∂s

∂z
Similarly, we find ∂t by using the paths from z to t.

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Chain Rule

Theorem 10 (The Chain Rule - General Version)

Suppose that u is a differentiable function of n variables x1 , . . . ,
xn , and each xj is a differentiable function of m variables
t1 , . . . , tm . Then u is a function of t1 , . . . , tm and
∂u ∂u ∂x1 ∂u ∂x2 ∂u ∂xn
= + + ··· +
∂ti ∂x1 ∂ti ∂x2 ∂ti ∂xn ∂ti

for each i = 1, . . . , m.

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Chain Rule

Example 10
Write out the Chain Rule for the case where w = f (x, y , z, t)
and x = x(u, v ), y = y(u, v ), z = z(u, v ), t = t(u, v ).

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Chain Rule

∂w ∂w ∂x ∂w ∂y ∂w ∂z ∂w ∂t
= + + + .
∂u ∂x ∂u ∂y ∂u ∂z ∂u ∂t ∂u

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Chain Rule

∂w ∂w ∂x ∂w ∂y ∂w ∂z ∂w ∂t
= + + + .
∂v ∂x ∂v ∂y ∂v ∂z ∂v ∂t ∂v

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Chain Rule

Example 11
If w = f (x 2 − y 2 , y 2 − x 2 ) and f is differentiable, show that

∂w ∂w
y +x = 0.
∂x ∂y

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Chain Rule

Solution. Introduce intermediate variables:

u = x 2 − y 2, v = y 2 − x 2.

Using Chain Rule,

∂w ∂w ∂u ∂w ∂v ∂w ∂w
= + = (2x) + (−2x)
∂x ∂u ∂x ∂v ∂x ∂u ∂v
and
∂w ∂w ∂u ∂w ∂v ∂w ∂w
= + = (−2y) + (2y)
∂y ∂u ∂y ∂v ∂y ∂u ∂v

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Chain Rule

Therefore
∂w ∂w
y +x
∂x ∂y
   
∂w ∂w ∂w ∂w
= (2xy) + (−2xy) + (−2xy) + (2xy) = 0.
∂u ∂v ∂u ∂v
■

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Implicit differentiation

Consider a surface defined by an equation

F (x, y , z) = 0

where F (x, y, z) is differentiable.

Suppose z is implicitly defined as a function of independent

variables x and y: for every choice of x and y , there is a unique
z such that F (x, y, z) = 0.

∂z
How to compute ??
∂x

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Implicit differentiation

Idea: Use Chain Rule to differentiate the equation

F (x, y , z) = 0 with respect to x:

∂F ∂F ∂F ∂z
+ + = 0. (why?)
∂x ∂y ∂z ∂x

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Implicit differentiation

∂F
Therefore, if ̸= 0, then
∂z
∂F
∂z ∂x Fx
= − ∂F =− .
∂x ∂z
Fz

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Implicit differentiation

Theorem 11 (Implicit Differentiation: Two Independent

Variables)
Suppose the equation F (x, y, z) = 0, where F is differentiable,
defines z implicitly as a differentiable function of x and y . Then,

∂z Fx (x, y, z) ∂z Fy (x, y, z)
=− , =−
∂x Fz (x, y , z) ∂y Fz (x, y , z)

provided Fz (x, y, z) ̸= 0.

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Implicit differentiation

Example 12
∂z
Find ∂x if
x 3 + y 3 + z 3 + 6xyz = 1.

Solution. Let F (x, y , z) = x 3 + y 3 + z 3 + 6xyz − 1. Then

Fx = 3x 2 + 6yz, Fz = 3z 2 + 6xy.

Therefore, by the Implicit Differentiation Theorem,

∂z Fx 3x 2 + 6yz
=− =− 2 .
∂x Fz 3z + 6xy
■

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Directional derivatives

Facing east (in the direction of positive x-axis), the slope is

∂f
given by the partial derivative ∂x .

Facing north (in the direction of positive y-axis), the slope is

∂f
given by the partial derivative ∂y .

How to compute the slope when you are facing any given
direction, say north-east?

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Directional derivatives

Definition 12 (Directional derivative)

The directional derivative of f (x, y ) at (x0 , y0 ) in the direction of
unit vector u = ⟨a, b⟩ is

f (x0 + ha, y0 + hb) − f (x0 , y0 )

Du f (x0 , y0 ) = lim
h→0 h
provided this limit exists.

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Directional derivatives

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Directional derivatives

' $

The directional derivative Du f (x0 , y0 ) is

the rate of change of the function at the
point (x0 , y0 ) in the direction given by u:
& %

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Directional derivatives

Du f (x0 , y0 ) > 0

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Directional derivatives

Du f (x0 , y0 ) < 0

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Directional derivatives

• if u = i = ⟨1, 0⟩ then
Di f = fx .
• if u = j = ⟨0, 1⟩ then
Dj f = fy .

The partial derivatives of f with respect to x and y are just

special cases of the directional derivative.

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Directional derivatives

Theorem 13 (Computing Directional Derivative)

If f (x, y) is a differentiable function, then f has a directional
derivative in the direction of any unit vector u = ⟨a, b⟩ and

Du f (x, y ) = fx (x, y)a + fy (x, y )b.

We can rewrite it in terms of vectors:

Du f (x, y) = ⟨fx , fy ⟩ · ⟨a, b⟩ = ⟨fx , fy ⟩ · u.

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Directional derivatives

Proof. Define

g(h) = f (x0 + ah, y0 + bh).

Note that

f (x0 + ah, y0 + bh) − f (x0 , y0 )

Du f (x0 , y0 ) = lim
h→0 h
g(h) − g(0)
= lim
h→0 h
= g ′ (0).

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Directional derivatives

Set x = x0 + ah, y = y0 + bh.

We can compute g ′ (h) using the Chain Rule:

∂f dx ∂f dy
g ′ (h) = + = fx (x, y)a + fy (x, y )b.
∂x dh ∂y dh

Substituting h = 0:

g ′ (0) = fx (x0 , y0 )a + fy (x0 , y0 )b.

Hence

Du f (x0 , y0 ) = g ′ (0) = fx (x0 , y0 )a + fy (x0 , y0 )b.

■

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Directional derivatives

The vector ⟨fx , fy ⟩ is so important that we will give it a special

name.
Definition 14 (Gradient)
The gradient of f (x, y) is the vector-valued function

∂f ∂f
▽f (x, y) = ⟨fx , fy ⟩ = fx i + fy j = i+ j
∂x ∂y

provided both partial derivatives exist.

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Directional derivatives

▽f is read ‘del f ’.

With this notation, we have

Du f (x, y ) = ▽f (x, y ) · u

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Directional derivatives

Example 13
Find the directional derivative of the function
f (x, y ) = x 2 y 3 − 4y at the point (2, −1) in the direction of the
vector v = 2i + 5j.

Solution. First compute the gradient vector at (2, −1):

▽f (x, y ) = 2xy 3 i + (3x 2 y 2 − 4)j

▽f (2, −1) = −4i + 8j.

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Directional derivatives

Notice v is NOT a unit vector. The unit vector in the direction of

v is

v 2 5
u= = √ i + √ j.
||v|| 29 29
Therefore

Du f (2, −1) = ▽f (2, −1) · u

2 5
= ⟨−4, 8⟩ · ⟨ √ , √ ⟩
29 29
32
= √ .
29
■
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Directional derivatives

The idea can be easily extended to 3D:

Definition 15 (3-D Directional Derivative)

The directional derivative of f (x, y , z) at (x0 , y0 , z0 ) in the
direction of unit vector u = ⟨a, b, c⟩ is

f (x0 + ha, y0 + hb, z0 + hc) − f (x0 , y0 , z0 )

Du f (x0 , y0 , z0 ) = lim
h→0 h
provided this limit exists.

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Directional derivatives

As in the 2D case, we compute 3D-directional derivative using

the gradient vector.

Theorem 16 (Computing 3-D Directional Derivative)

Du f (x0 , y0 , z0 ) = ▽f (x, y, z) · u
where
∂f ∂f ∂f
▽f = ⟨fx , fy , fz ⟩ = i+ j+ k
∂x ∂y ∂z
is the gradient vector.

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