Note2 - Partial Derivatives
Note2 - Partial Derivatives
• We define the partial derivative of ‘f’ with respect to ‘x’ at the point (x0,y0) is
the ordinary derivative of f(x,y0) with respect to x at point x = x0.
Physical Meaning:
• The slope of the curve 𝑧 = 𝑓(𝑥, 𝑦0 ) at the point P[x0, y0, f(x0,y0)] in the plane
𝜕𝑓
y = y0 is | .
𝜕𝑥 𝑎𝑡 (𝑥0 ,𝑦0 )
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𝜕𝑓
• In other word, | is the slope of the tangent line to the curve
𝜕𝑥 𝑎𝑡 (𝑥0 ,𝑦0 )
through P in the plane y = y0.
𝜕𝑓
• | gives the rate of change of f with respect to x when y is fixed at
𝜕𝑥 𝑎𝑡 (𝑥0 ,𝑦0 )
y = y0 OR, rate of change of f in the direction of ‘i’ at (x0, y0).
Notations:
𝜕𝑓
• Partial derivative of f with respect to x → or fx
𝜕𝑥
𝜕𝑓
• Partial derivative of f with respect to x at (x0, y0) → (𝑥0 , 𝑦0 ) or fx(x0, y0)
𝜕𝑥
Similarly,
The partial derivative of f(x, y) with respect to ‘y’ at the point (x0,y0) is the
ordinary derivative of f(x0,y) with respect to y at point y = y0.
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Physical Meaning:
𝜕𝑓
• | represents the slope of the curve 𝑧 = 𝑓(𝑥0 , 𝑦) at the point P[x0,
𝜕𝑦 𝑎𝑡 (𝑥 ,𝑦 )
0 0
y0, f(x0,y0)] in the vertical plane x = x0.
𝜕𝑓
• In other word, | is the slope of the tangent line through P in the
𝜕𝑦 𝑎𝑡 (𝑥 ,𝑦 )
0 0
plane x = x0.
𝜕𝑓
• | gives the rate of change of f with respect to y at (x0, y0) when x
𝜕𝑦 𝑎𝑡 (𝑥 ,𝑦 )
0 0
is fixed at x = x0 OR, rate of change of f in the direction of ‘j’ at (x0, y0).
Notations:
𝜕𝑓
• Partial derivative of f with respect to y → or fy
𝜕𝑦
𝜕𝑓
• Partial derivative of f with respect to y at (x0, y0) → (𝑥0 , 𝑦0 ) or fy(x0, y0)
𝜕𝑦
Example: Find the values of 𝜕𝑓/𝜕𝑥 and 𝜕𝑓/𝜕𝑦 at point (4, -5) if
𝑓(𝑥, 𝑦) = 𝑥 2 + 3𝑥𝑦 + 𝑦 + 1
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Example: Find 𝜕𝑧/𝜕𝑥 if the equation
𝑦𝑧 − ln 𝑧 = 𝑥 + 𝑦
defines z as a function of the two independent variables x and y and the partial
derivative exists.
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Relation between continuity and the existence of partial derivatives
• A function f(x,y) can have partial derivatives w.r.t. both x and y at a point
without being continuous there.
• This is different from functions of a single variable, where existence of a
derivative implies continuity.
• However, if the partial derivatives of f(x,y) exist and are continuous
throughout a disk centered at (x0,y0) then f is continuous at (x0,y0).
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𝜕2𝑓 𝜕 𝜕𝑓
2
= ( ) = 𝑦𝑒 𝑥
𝜕𝑥 𝜕𝑥 𝜕𝑥
Also,
𝜕𝑓
= −𝑥 sin 𝑦 + 𝑒 𝑥
𝜕𝑦
𝜕2𝑓 𝜕 𝜕𝑓
= ( ) = − sin 𝑦 + 𝑒 𝑥
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕2𝑓 𝜕 𝜕𝑓
= ( ) = −𝑥 cos 𝑦
𝜕𝑦 2 𝜕𝑦 𝜕𝑦
Euler’s Theorem
𝜕2 𝑓 𝜕2 𝑓
• We noticed that the mixed second order partial derivatives and are
𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦
equal.
• They must be equal whenever f, fx, fy, fxy, and fyx are continuous.
𝜕4 𝑓
= 𝑓𝑦𝑦𝑥𝑥
𝜕𝑥 2 𝜕𝑦 2
so on ………
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Differentiability, Linearization, and Differentials
• We know, for functions of a single variable that if 𝑦 = 𝑓(𝑥) is differentiable
at x = x0, then the change in the value of f that results from changing x from
x0 to x0+Δx is given by the equation
∆𝑦 = 𝑓 ′ (𝑥0 )∆𝑥 + 𝜖∆𝑥
in which 𝜖 → 0 as ∆𝑥 → 0.
Suppose that the first partial derivatives of f(x, y) are defined throughout an open
region R containing the point (x0, y0) and that fx and fy are continuous at (x0, y0),
then the change
∆𝑧 = 𝑓 (𝑥0 + ∆𝑥, 𝑦0 + ∆𝑦) − 𝑓(𝑥0 , 𝑦0 )
in the value of f that results from moving from (x0, y0) to another point (x0+Δx,
y0+Δy) in R satisfies an equation of the form
∆𝑧 = 𝑓𝑥 (𝑥0 , 𝑦0 )∆𝑥 + 𝑓𝑦 (𝑥0 , 𝑦0 )∆𝑦 + 𝜖1 ∆𝑥 + 𝜖2 ∆𝑦………………….(A)
in which 𝜖1 , 𝜖2 → 0 as ∆𝑥, ∆𝑦 → 0.
A function f(x, y) is differentiable at (x0, y0) if fx(x0, y0) and fy(x0, y0) exist and Eq.
(A) holds for f at (x0, y0). We call f differentiable if it is differentiable at every
point in its domain.
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• One can show that z = L(x, y) is the tangent plane to the surface z = f(x, y) at
the point (x0, y0).
Example: Find the linearization of
1
𝑓(𝑥, 𝑦) = 𝑥 2 − 𝑥𝑦 + 𝑦 2 + 3
2
at point (3, 2).
Solution:
1
𝑓(𝑥0 , 𝑦0 ) = (𝑥 2 − 𝑥𝑦 + 𝑦 2 + 3) =8
2 (3,2)
𝜕 1
𝑓𝑥 (𝑥0 , 𝑦0 ) = (𝑥 2 − 𝑥𝑦 + 𝑦 2 + 3) = (2𝑥 − 𝑦)(3,2) = 4
𝜕𝑥 2 (3,2)
𝜕 1
𝑓𝑦 (𝑥0 , 𝑦0 ) = (𝑥 2 − 𝑥𝑦 + 𝑦 2 + 3) = (−𝑥 + 𝑦)(3,2) = −1
𝜕𝑦 2 (3,2)
Thus,
𝐿(𝑥, 𝑦) = 𝑓(𝑥0 , 𝑦0 ) + 𝑓𝑥 (𝑥0 , 𝑦0 )(𝑥 − 𝑥0 ) + 𝑓𝑦 (𝑥0 , 𝑦0 )(𝑦 − 𝑦0 )
= 8 + (4)(𝑥 − 3) + (−1)(𝑦 − 2) = 4𝑥 − 𝑦 − 2
The linearization of f at (3,2) is 𝐿(𝑥, 𝑦) = 4𝑥 − 𝑦 − 2.
If we move from (x0, y0) to a point (x0+dx, y0+dy) nearby, the resulting
differential in f is
𝑑𝑓 = 𝑓𝑥 (𝑥0 , 𝑦0 )𝑑𝑥 + 𝑓𝑦 (𝑥0 , 𝑦0 )𝑑𝑦
This change in the linearization of f is called the total differential of f.
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(2) If the second partial derivatives of f are continuous and if x, y, and z change
from x0, y0, and z0 by small amounts dx, dy, and dz, the total differential
𝑑𝑓 = 𝑓𝑥 (𝑃0 )𝑑𝑥 + 𝑓𝑦 (𝑃0 )𝑑𝑦 + 𝑓𝑧 (𝑃0 )𝑑𝑧
gives a good approximation of the resulting change in f.