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Note2 - Partial Derivatives

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13 views9 pages

Note2 - Partial Derivatives

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sanjay.b26112003
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Partial Derivatives

• When we hold all the independent variables of a function constant except


one and differentiate with respect to that one variable, we get a “partial
derivative”.
• If (x0, y0) is a point in the domain of a function f(x, y), the vertical plane y = y0
will cut the surface z = f(x,y) in the curve z = f(x,y0).
• This curve is the graph of the function z = f(x,y0) in the plane y = y0.
• The horizontal coordinate in this plane is x and the vertical coordinate is z.

• 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.

The partial derivative of f(x,y) with respect to x at the point (x0,y0) is


𝜕𝑓 𝑑 𝑓(𝑥0 + ℎ, 𝑦0 ) − 𝑓(𝑥0 , 𝑦0 )
| = 𝑓(𝑥, 𝑦0 )| = lim
𝜕𝑥 (𝑥0 ,𝑦0) 𝑑𝑥 𝑥=𝑥0 ℎ→0 ℎ

provided the limit exists. (𝜕 as a kind of 𝑑)

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 )

1
𝜕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.

The partial derivative of f(x,y) with respect to y at the point (x0,y0) is


𝜕𝑓 𝑑 𝑓(𝑥0 , 𝑦0 + ℎ) − 𝑓(𝑥0 , 𝑦0 )
| = 𝑓(𝑥0 , 𝑦)| = lim
𝜕𝑦 (𝑥 𝑑𝑦 ℎ→0 ℎ
0 ,𝑦0 ) 𝑦=𝑦 0

provided the limit exists.

2
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

3
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.

Functions of more than two independent variables


• The partial derivatives are same as functions of two variables. They are
simply the ordinary derivatives with respect to one variable, while the
other independent variables are held constant.
Example: Find 𝜕𝑓/𝜕𝑧 for 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 sin(𝑦 + 3𝑧)

4
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).

Second Order Partial Derivatives


When we differentiate a function f(x,y) twice, we produce its second order
derivatives, denoted by
𝜕2𝑓
or 𝑓𝑥𝑥
𝜕𝑥 2
𝜕2𝑓
or 𝑓𝑦𝑦
𝜕𝑦 2
𝜕2𝑓
or 𝑓𝑦𝑥
𝜕𝑥𝜕𝑦
𝜕2𝑓
or 𝑓𝑥𝑦
𝜕𝑦𝜕𝑥
Careful about the order in which the derivatives are taken
𝜕2 𝑓 𝜕 𝜕𝑓 𝜕2 𝑓 𝜕 𝜕𝑓
= ( ), = ( ) (differentiate first w.r.t. y and then
𝜕𝑥 2 𝜕𝑥 𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦
w.r.t. x) and so on….

Example: If 𝑓(𝑥, 𝑦) = 𝑥 cos 𝑦 + 𝑦𝑒 𝑥 then


𝜕𝑓
= cos 𝑦 + 𝑦𝑒 𝑥
𝜕𝑥
𝜕2𝑓 𝜕 𝜕𝑓
= ( ) = − sin 𝑦 + 𝑒 𝑥
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥

5
𝜕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.

• Euler’s theorem of mixed derivative states that


“If f(x, y) and it’s partial derivatives fx, fy, fxy, and fyx are defined throughout an
open region containing a point (a,b) and are all continuous at (a,b) then
𝑓𝑥𝑦 (𝑎, 𝑏) = 𝑓𝑦𝑥 (𝑎, 𝑏)”

Partial Derivatives of still Higher Order


We can get 3rd, 4th and higher order derivatives denoted by
𝜕3 𝑓
= 𝑓𝑦𝑦𝑥
𝜕𝑥𝜕𝑦 2

𝜕4 𝑓
= 𝑓𝑦𝑦𝑥𝑥
𝜕𝑥 2 𝜕𝑦 2

so on ………

6
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.

• The Increment Theorem for functions of two variables

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.

Corollary of Increment Theorem: If the partial derivatives fx and fy of a function


f(x, y) are continuous throughout an open region R, then f is differentiable at
every point of R.

The linearization of a function f(x, y) at a point (x0, y0) where f is differentiable


is the function
𝐿(𝑥, 𝑦) = 𝑓(𝑥0 , 𝑦0 ) + 𝑓𝑥 (𝑥0 , 𝑦0 )(𝑥 − 𝑥0 ) + 𝑓𝑦 (𝑥0, 𝑦0 )(𝑦 − 𝑦0 )
The approximation
𝑓(𝑥, 𝑦) ≈ 𝐿(𝑥, 𝑦)
is the standard linear approximation of f at (x0, y0).

7
• 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.

Functions of more than two variables


• Analogous results hold for differentiable functions of more than two
variables.
(1) The linearization of f(x, y, z)at a point P0(x0, y0, z0) is
𝐿(𝑥, 𝑦, 𝑧) = 𝑓(𝑃0 ) + 𝑓𝑥 (𝑃0 )(𝑥 − 𝑥0 ) + 𝑓𝑦 (𝑃0 )(𝑦 − 𝑦0 ) + 𝑓𝑧 (𝑃0 )(𝑧 − 𝑧0 )

8
(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.

Problem: Find the linearization L(x, y, z) of


𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 − 𝑥𝑦 + 3 sin 𝑧
at the point (2, 1, 0).
Solution:

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