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Partial Derivatives

The document is a course outline for a Multivariable Calculus module focusing on functions of multiple variables, their geometric representations, and key concepts such as partial derivatives and the chain rule. It covers topics including graphs, level sets, and second-order partial derivatives, along with examples and exploration prompts for students. The content is structured into sections detailing definitions, theorems, and applications relevant to functions of two or more variables.

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KIN WEI NG
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0% found this document useful (0 votes)
28 views20 pages

Partial Derivatives

The document is a course outline for a Multivariable Calculus module focusing on functions of multiple variables, their geometric representations, and key concepts such as partial derivatives and the chain rule. It covers topics including graphs, level sets, and second-order partial derivatives, along with examples and exploration prompts for students. The content is structured into sections detailing definitions, theorems, and applications relevant to functions of two or more variables.

Uploaded by

KIN WEI NG
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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Multivariable Calculus – Functions of Multiple Variables

Tom Hebdige

Semester 2 – 2024/25

Contents
1 Functions of multiple variables 2

2 Geometric representations 2
2.1 Graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.2 Level sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

3 Partial derivatives 5

4 Second order partial derivatives 6


4.1 Clairaut’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

5 Chain rule 8

6 The gradient 11
6.1 Directional derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
6.2 Geometric interpretation of gradient . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

7 Vector fields 15
7.1 Vector fields from scalar fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

8 Implicit differentiation 18
8.1 Implicitly defined functions — one variable . . . . . . . . . . . . . . . . . . . . . . . . . 18
8.2 Implicitly defined functions — two variables . . . . . . . . . . . . . . . . . . . . . . . . 19

1
1 Functions of multiple variables
So far in calculus, you have focused on functions of a single variable, specifically real-valued functions
of the form
f : D → R
,
x → f (x)
where the domain D ⊆ R. Although there are many instances where this applies, physical quantities
will often depend on multiple variables.

Example:

The height above sea level at a position with coordinates (x, y) can be represented by a function
h(x, y). This function takes coordinates (x, y) as input, and returns the height h(x, y) at those
coordinates.

Multivariable function
A real-valued function of n variables with domain D ⊆ Rn is

f : D → R
.
(x1 , . . . , xn ) → f (x1 , . . . , xn )

• Rn = R
| × ·{z
· · × R} , i.e. a Cartesian product between n copies of R.
n copies

• This naturally generalises to complex-valued functions by replacing the range by C. In this module,
we focus on real-valued functions.

• Unless there are more pertinent variable names for a given application, we often write f (x, y) for
a function of two variables, and f (x, y, z) for a function of three variables.

• We sometimes also list the input variables as a vector r = (x1 , . . . , xn ).

In this part of the module, we will focus on functions of two variables, but the ideas naturally generalise
to more variables.

Explore:

• Think of further examples of functions of multiple variables.


• Read Thomas 13.1.

2 Geometric representations
Just as drawing the graph of the function of one variable provides useful insight into the behaviour of
that function, it is often helpful to represent functions of multiple variables geometrically.

2
2.1 Graphs
Graph of a function

If f is a function of two variables, then its graph is the surface

{(x, y, z) ∈ R3 | z = f (x, y)} .

For a function of two-variables, this is a set that lives in three dimensions.

Example:
p
If f (x, y) = 1 − x2 − y 2 defined on the domain D = {(x, y) ∈ R2 | x2 + y 2 ≤ 1}, then the
graph of f is a hemisphere.

p
Figure 1: Surface defined by f (x, y) = 1 − x2 − y 2 . You will learn how to plot these yourself in the
computer practical.

Explore:

• How is the graph for a function of one variable defined?


• Extend the definition of a graph to more variables. Can you still visualise this?
• If f (x, y) = Ax + By + C for (x, y) ∈ R2 , with constants A, B and C, what does the
graph look like?
• Plot these graphs using a computer (see computer practical). Try other functions!

2.2 Level sets


Alternatively, one can represent the surfaces associated with a function f (x, y) by identifying lines of
identical “height” and projecting onto a plane.

3
Level set
If f is a function of two variables, then a level set for f is the set

{(x, y) ∈ R2 | f (x, y) = c}

for some constant c ∈ R. Provided f is a nice enough function, its level set will be a smooth
curve and thus called a level curve.

• These should be familiar as contour lines on maps. If x is longitude and y is latitude, and f (x, y)
is the height of the point above sea level, then contour lines on a map are the level curves of f .

• Level sets for different values of c cannot intersect.

• The level set for a function of two variables lives in two dimensions, while the graph lives in three
dimensions.

Example:

Let f (x, y) = x2 + y 2 be defined over the domain R2 .


• The level set x2 + y 2 = 0 consists of the single point (0, 0).

• For c > 0, the level curve x2 + y 2 = c is a circle of radius c.

Figure 2: Contour plot for f (x, y) = x2 + y 2 with contours representing values f (x, y) =
0, 10, 20, 30, 40, 50. You will learn how to create such plots in the computer practical.

4
Level sets generalize naturally when we consider functions of three variables.

Level set (three variables)

If F (x, y, z) is a function of three variables, then a level set of F is a set

{(x, y, z) ∈ R3 | F (x, y, z) = c}

for some constant c ∈ R. If this is a smooth surface, then it is usually called a level surface.

Explore:

• In the above example with f (x, y) = x2 + y 2 , what is the level set for c < 0?
• How would you extend the level set definition to a function of four variables?
• Level sets are the basis for numerical analysis of surfaces, called the ‘level set method’.
• Can you think of any other ways to geometrically represent functions of more than one
variable?

3 Partial derivatives
We know how to find the rate of change (‘slope’) of a function of one variable; we find its derivative:

df f (x + h) − f (x)
= lim .
dx h→0 h
The situation is more complicated with more variables because the function can have different slopes
in different directions. Consider a function f (x, y) of two variables. To learn about the slope of the
function in the x-direction at a point (x0 , y0 ):

1. Take a slice through the domain by setting y = y0 . The function along this slice is f (x, y0 ), which
is now a function of x only.

2. Take the derivative of f (x, y0 ) with respect to x.

Similarly, the slope in the y-direction is found by fixing x and differentiating with respect to y.

Partial derivative
For a function f (x, y):
• the partial derivative of f with respect to x is

∂f f (x + h, y) − f (x, y)
:= lim
∂x h→0 h
• the partial derivative of f with respect to y is

∂f f (x, y + h) − f (x, y)
:= lim
∂y h→0 h
assuming the limits exist.

5
• The symbol “ ∂ ” is a curly “d” pronounced “partial”.
∂f ∂f
• ∂x and ∂y are both functions of x and y.
∂f
• To compute ∂x , apply the usual rules of differentiation to x while treating y as a constant.

Example:

The partial derivatives of the function f (x, y) = x2 + xy + y are:

∂f ∂f
= 2x + y and =x+1 .
∂x ∂y

Alternative notations
Unfortunately partial derivatives have a variety of notations:
∂f
≡ ∂x f (x, y) ≡ fx (x, y) ≡ f1 (x, y)
∂x
∂f
≡ ∂y f (x, y) ≡ fy (x, y) ≡ f2 (x, y) .
∂y
∂f
I will largely stick to the ∂x notation in these notes.

Explore:

• The definition of partial derivatives naturally extends to functions of more variables. See if
you can write down the definitions for functions of three variables.
• Read Thomas 13.3

4 Second order partial derivatives


The derivatives ∂f ∂f
∂x and ∂y are functions of x and y, so we can consider partial derivatives of these.
Applying the same derivative to each of the expressions again we find one pair of second-order partial
derivatives of f :
∂2f ∂2f
   
∂ ∂f ∂ ∂f
= and = .
∂x ∂x ∂x2 ∂y ∂y ∂y 2
However, there are now two more second-order partial derivatives we can form:

∂2f ∂2f
   
∂ ∂f ∂ ∂f
= and = .
∂y ∂x ∂y∂x ∂x ∂y ∂x∂y

These are known as mixed partial derivatives.

6
Example:

The second order partial derivatives of the function f (x, y) = x2 + xy + y from the previous
example are

∂2f ∂ ∂2f ∂
= (2x + y) = 2 = (2x + y) = 1
∂x2 ∂x ∂y∂x ∂y
∂2f ∂ ∂2f ∂
= (x + 1) = 1 2
= (x + 1) = 0 .
∂x∂y ∂x ∂y ∂y

Alternative notations
Again, there are multiple notations for second-order partial derivatives:

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

4.1 Clairaut’s theorem


For the above example, the mixed partial derivatives coincide,

∂2f ∂2f
= .
∂x∂y ∂y∂x
According to the following theorem, this property holds for “sufficiently nice” functions.

Theorem (Clairaut)
2 2
If a function f (x, y) and its partial derivatives ∂f ∂f ∂ f ∂ f
∂x , ∂y , ∂x∂y , ∂y∂x are defined throughout an
open region containing the point (a, b) and they are all continuous at (a, b), then

∂2f ∂2f
(a, b) = (a, b) .
∂x∂y ∂y∂x

Clairaut’s theorem (or the mixed derivative theorem) is a useful property since changing the order of
differentiation can sometimes make the calculation simpler.

7
Example:
∂2f
To find ∂x∂y for
ey
f (x, y) = xy + .
y2 +1
we can either take the derivative with respect to y first, so that

∂f ey 2yey ∂2f
=x+ 2 − 2 then =1,
∂y y + 1 (y + 1)2 ∂x∂y

whereas if we do the differentiation the other way around, first x then y, we have

∂f ∂2f
=y so =1.
∂x ∂y∂x
This second approach is clearly much simpler.

Clairaut’s theorem holds for functions of three (or even more) variables. It becomes ever more useful
if we need to know calculate all partial derivatives of some higher order since it reduces the number of
computations we need to carry out.

Explore:

• See proof of Clairaut’s theorem in Thomas Appendix A.9

5 Chain rule
Intuitively, a function f (x) of one variable is differentiable at a point x0 if it can be well-approximated
by a linear function in the region close to x0 , such that
df
f (x0 + ∆x) ≈ f (x0 ) + (x0 ) ∆x
dx
for small values of ∆x. This generalises to functions of two variables, but now rather than locally
approximating the function by a straight line, a function f (x, y) is differentiable at (x0 , y0 ) if it is
well-approximated by a plane, such that
∂f ∂f
f (x0 + ∆x, y0 + ∆y) ≈ f (x0 , y0 ) + (x0 , y0 ) ∆x + (x0 , y0 ) ∆y
∂x ∂y
for small values of ∆x and ∆y.

Differentiability for functions of two variables


∂f ∂f
A function f (x, y) is continuously differentiable if f and its partial derivatives ∂x and ∂y are
continuous.

From now on, we will only consider continuously differentiable functions unless stated otherwise.

8
Explore:

• For more about continuity and differentiability of multi-variable functions, see Thomas
sections 13.2 and 13.3.
• Do all continuously differentiable functions satisfy the conditions for Clairaut’s theorem?

In single variable calculus, given two differentiable functions f (x) and x(t), the derivative of their
composition F (t) = f [x(t)] is given by
dF df dx
= .
dt dx dt
This generalises to the multivariable case.

Theorem (Chain rule)

Let f (x, y) be a continuously differentiable function, and x(t) and y(t) be a pair of differentiable
functions. The derivative of the composite function F (t) = f [x(t), y(t)] with respect to the
variable t is given by
dF dx ∂f dy ∂f
(t) = (t) [x(t), y(t)] + (t) [x(t), y(t)] .
dt dt ∂x dt ∂y

Often, no distinction between F and f is made, hence we can write


df dx ∂f dy ∂f
= + .
dt dt ∂x dt ∂y

Figure 3: Dependency diagram for chain rule.

Example:

Let f (x, y) = exy , and also x(t) = t2 and y(t) = t. The partial derivatives are given by

∂f ∂f
(x, y) = yexy and (x, y) = xexy ,
∂x ∂y

9
respectively, and upon substituting x(t) and y(t) they evaluate to

∂f  3 ∂f  3
x(t), y(t) = tet x(t), y(t) = t2 et .
 
and
∂x ∂y
Using
dx dy
(t) = 2t and (t) = 1 ,
dt dt
the chain rule states that
dF ∂f dx ∂f dy
(t) = [x(t), y(t)] (t) + [x(t), y(t)] (t)
dt ∂x dt ∂y dt
3 3 3
= tet · 2t + t2 et · 1 = 3t2 et .
3 3
Directly differentiating F (t) = et gives F 0 (t) = 3t2 et when using the chain rule for a function
of a single variable, thus confirming the result found from the multi-variable chain rule.

For functions defined on surfaces, there is another generalisation of the chain rule.

Theorem (Chain rule 2)

Let f (x, y, z) be a continuously differentiable function, and x(r, s), y(r, s) and z(r, s) all be
differentiable functions. Then the partial derivatives of f with respect to r and s are
∂f ∂f ∂x ∂f ∂y ∂f ∂z
= + +
∂r ∂x ∂r ∂y ∂r ∂z ∂r
∂f ∂f ∂x ∂f ∂y ∂f ∂s
= + + .
∂s ∂x ∂s ∂y ∂s ∂z ∂r

Figure 4: Dependency diagram for variables in chain rule for functions defined on a surface.

10
Explore:

• Read Thomas 13.4 for further generalisations of the chain rule.

6 The gradient
The form of the chain rule from the previous section suggests considering the partial derivatives as
components of a vector.

Gradient
The gradient of a function of two variables f (x, y) is given by

∂f ∂f
∇f := i+ j
∂x ∂y

• The symbol ∇ is called the “nabla operator” (or just “nabla”), and we will also call it grad, so
∇f is “grad f ”.

• i and j are orthogonal unit vectors.

• Note that ∇f is a vector.

Example:

The gradient of f (x, y) = (x2 + y)2 is

∂f ∂f
∇f (x, y) = i+ j = 4x(x2 + y) i + 2(x2 + y) j .
∂x ∂y

The gradient allows us to write the chain rule in an elegant way using vector notation. Writing r(t) =
x(t) i + y(t) j, then the composite function F (t) = f [r(t)] has derivative

dF dx ∂f dy ∂f
(t) = (t) [r(t)] + (t) [r(t)]
dt dt ∂x dt ∂y
   
dx dy ∂f ∂f
= (t) i + (t) j · [r(t)] i + [r(t)] j
dt dt ∂x ∂y
dr
= (t) · ∇f [r(t)] ,
dt
where
dr dx dy
(t) = (t) i + (t) j .
dt dt dt

This naturally generalises to more variables. For a function F (t) = f [r(t)] = f [x(t), y(t), z(t)] of three
variables, the gradient is
∂f ∂f ∂f
∇f = i+ j+ k,
∂x ∂y ∂z

11
and the chain rule has the same form,
dF dr dx ∂f dy ∂f dz ∂f
(t) = (t) · ∇f [r(t)] = (t) [r(t)] + (t) [r(t)] + (t) [r(t)] .
dt dt dt ∂x dt ∂y dt ∂z

Explore:

• See Wikipedia page on the gradient.

6.1 Directional derivatives


Partial derivatives ∂f
∂x and
∂f
∂y give the slope in the x- and y-directions, but we can find the slope in an
arbitrary direction.

Directional derivative
If f is a function, r0 is a point, and u is a unit vector, then the directional derivative of f at r0
in the direction of u is
f (r0 + h u) − f (r0 )
Du f (r0 ) := lim .
h→0 h

• The direction is characterized by unit vector u with kuk = 1.

• The concept of a directional derivative is valid for any number of variables.

• In two dimensions, given a point r0 = (a, b) and unit vector u = (u1 , u2 ),

f (a + hu1 , b + hu2 ) − f (a, b)


Du f (a, b) = lim .
h→0 h

Explore:

• Recall how to find the norm of a vector. If you can’t remember, look back at your notes
from Foundations & Calculus, or Thomas 11.2.
• What is the definition of the directional derivative for a function of three variables?
• Read Thomas 13.5.

Directional derivatives can be computed from the gradient. The straight line through point r0 in the
direction u can be parameterised as r(h) = r0 + h u. Therefore the directional derivative can be written
as
f [r(h)] − f [r(0)] df
Du f (r0 ) = lim = [r(h)] .
h→0 h dh h=0
Applying the chain rule,
dr
Du f (r0 ) = · ∇f [r(h)] .
dh h=0
Furthermore,
dr d 
= r0 + h u = u ,
dh dh

12
Figure 5: Geometric interpretation of the directional derivative as the gradient of the tangent line to
the surface in the direction u. [Taken from Thomas]

therefore the directional derivative is given by

Du f (r0 ) = u · ∇f [r(h)] = u · ∇f (r0 ) .


h=0

Theorem (Directional derivative from gradient)

If f is a function, r0 is a point, and u is a unit vector, then

Du f (r0 ) = u · ∇f (r0 ) .

• The directional derivative is a scalar.

• Two-dimensional case: the directional derivative at r0 = (a, b) in the direction u = (u1 , u2 ) is


∂f ∂f
Du f (a, b) = u1 (a, b) + u2 (a, b) .
∂x ∂y

• The standard partial derivatives are the directional derivatives in the directions of the coordinate
axes, so
∂f ∂f
(a, b) = Di f (a, b) and (a, b) = Dj f (a, b) ,
∂x ∂y
with i = (1, 0) and j = (0, 1).

13
Example:

Let f (x, y) = tan−1 (y/x) for x > 0 and y > 0. What is the directional derivative of this function
at (2, 1) in the direction of u = ( 53 , 45 )?
Recall that
d 1
(tan−1 x) = ,
dx 1 + x2
so
∂f 1  y y ∂f
= − 2 =− 2 (2, 1) = − 15 ,
∂x 1 + y 2 /x2 x x + y2 ∂x
 
∂f 1 1 x ∂f
= 2 2
= 2 (2, 1) = 25 ,
∂y 1 + y /x x x + y2 ∂y

thus the gradient vector at (2, 1) is

∇f (2, 1) = (− 15 , 25 ) ,

and hence
3 4
· − 15 , 52 = 1
 
Du f (2, 1) = u · ∇f (2, 1) = 5, 5 5 .

6.2 Geometric interpretation of gradient


Recall that the scalar (dot) product can be expressed as

a · b = kakkbk cos α

where α is the angle between the two vectors. Given that the directional derivative can be expressed as
a scalar product,
Du f (r0 ) = u · ∇f (r0 ) = kukk∇f (r0 )k cos α ,
where α is the angle between the gradient ∇f and u. Furthermore, u is a unit vector, so kuk = 1,
therefore
Du f (r0 ) = k∇f (r0 )k cos α .

• The directional derivative is maximised when α = 0, i.e. when u is parallel to ∇f . The maximum
rate of change is given by k∇f k.

• The directional derivative is 0 when α = π/2, i.e. when u is perpendicular to ∇f .

Theorem (Gradient)

The gradient ∇f (r0 ) is a vector that points in the direction of the steepest increase of the
function f at the point r0 , and its magnitude is equal to the rate of increase.

Explore:

• How does the gradient relate geometrically to the level sets?

14
Figure 6: Example showing the geometric interpretation of the gradient. [From Thomas]

7 Vector fields
Functions map elements of one space to elements of another space, and they are given specific names
depending on the dimension of their range.

Scalar field
A function f : Rn → R that maps points of the n-dimensional space Rn to real numbers R is
called a scalar field.

Example:

The function F (x, y, z) = x2 + y 2 + z 2 defines a scalar field since it maps triples (x, y, z) ∈ R3
to real numbers R.

Vector field
A function f : Rn → Rn that maps points of the n-dimensional space Rn to other elements of
Rn is called a vector field.

Example:

A vector field in two dimensions takes the form

f (x, y) = u(x, y) i + v(x, y) j ,

15
for some functions u and v. Both the input of f and its output are elements of the space R2 ,
i.e. they can be thought of as vectors,
   
x 2 u(x, y)
∈R and ∈ R2 .
y v(x, y)

Explore:

• See the Wikipedia page on vector fields to see applications.

7.1 Vector fields from scalar fields


The gradient operator constructs a vector field out of any scalar field.

Example:

From the scalar field F (x, y) = x2 + y 2 , we can construct the vector field

f (x, y) = ∇F (x, y) = 2x i + 2y j ,

which we can write as f (r) = 2r.

Importantly, the converse is false: Not every vector field is the gradient of a scalar field. For a
vector field f = ∇F for some scalar field F , we say that the vector field f is a gradient, and that F is a
potential for f . The following result gives a necessary condition for a vector field in two dimensions to
be a gradient.

Theorem (Necessary condition for gradient)

If a (continuously differentiable) vector field f (x, y) = u(x, y) i + v(x, y) j is a gradient, i.e. f =


∇ϕ for some scalar field ϕ(x, y), then its components satisfy

∂v ∂u
= .
∂x ∂y

Proof. The equation f = ∇ϕ implies


∂ϕ ∂ϕ
u= and v= .
∂x ∂y
∂ ϕ2 ∂2ϕ
∂v ∂u
Continuous differentiability of u and v implies continuity of ∂x = ∂x∂y and ∂y = ∂y∂x , so the hypotheses
of Clairaut’s Theorem are satisfied, and therefore
   
∂v ∂ ∂ϕ ∂ ∂ϕ ∂u
= = = .
∂x ∂x ∂y ∂y ∂x ∂y

16
Example:

The vector field f (x, y) = 3x2 y i + x3 y j is not a gradient because

∂v ∂u
− = 3x2 y − 3x2 6= 0 .
∂x ∂y

Example:

The vector field f (x, y) = (2xy + cos x) i + (x2 − sin y) j could be a gradient because

∂v ∂u
− = 2x − 2x = 0 .
∂x ∂y
To confirm, we try to find the potential. Assuming the potential ϕ exists,
∂ϕ
= u = 2xy + cos x (1)
∂x
∂ϕ
= v = x2 − sin y . (2)
∂y

Integrating the equation (1) with respect to x (and treating y as constant),

ϕ(x, y) = x2 y + sin x + g(y) .

Note that g(y) can be any function of y because it will vanish when differentiated with respect
to x. Substituting this into equation (2) gives

∂ϕ
= x2 + g 0 (y) = x2 − sin y .
∂y

Hence g 0 (y) = − sin y, so g(y) = cos y + C, where C is a constant. Thus, the scalar field

ϕ = x2 y + sin x + cos y + C

has the desired gradient as can be readily verified,

∇ϕ = (2xy + cos x) i + (x2 − sin y) j = f (x, y) .

Explore:

• The study of scalar potentials has widespread application in physics, especially in electro-
magnetism and fluid dynamics.
• These ideas will be taken much further in the second year module on Vector Calculus.

17
8 Implicit differentiation
8.1 Implicitly defined functions — one variable
Two ways to specify the formula of a function:

• Explicit definition – a formula y(x) for computing y from x.

• Implicit definition – an equation f (x, y) = c, where c is a constant, that relates x and y.

Geometric interpretation of implicit definition: f (x, y) = c is a level curve of a two variable function f .
The implicit definition simply declares this curve (or part of it) to be the graph of a new function of
one variable.

It is possible to determine the derivative of an implicitly defined function from the relation f (x, y) = c,
even without being able to write it as an explicit formula such as y = y(x).

For f (x, y) = c, taking the derivative with respect to x gives

d
0= f [x, y(x)]
dx
because c is constant. Treating f [x, y(x)] as a composite function f [x(t), y(t)] with x(t) = t and
y(t) = y(x), the chain rule implies that

d dx ∂f dy ∂f
f [x(t), y(t)] = (t) [x(t), y(t)] + (t) [x(t), y(t)] .
dt dt ∂x dt ∂y
dx
However, x(t) = t implies that dt = 1, and hence

d ∂f dy ∂f
0= f [x, y(x)] = [x, y(x)] + [x, y(x)] .
dx ∂x dx ∂y
dy
Solving for dx gives
∂f
dy ∂x (x, y)
= − ∂f
dx (x, y)
∂y

Theorem (Implicit differentiation)

If y(x) is defined implicitly by the equation f (x, y) = c then


∂f
dy ∂x
=− ∂f
dx
∂y

∂f
when ∂y (x, y) 6= 0.

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Example:

For a function defined implicitly by x2 + xy + y 2 = 7, the derivative is


∂f
dy ∂x 2x + y
=− ∂f
=− .
dx x + 2y
∂y

Example:

For y defined implicitly by y 2 − x2 − sin(xy) = 1, the derivative is


∂f
dy ∂x −2x − y cos(xy) 2x + y cos(xy)
=− ∂f
=− = .
dx 2y − x cos(xy) 2y − x cos(xy)
∂y

dy
Although dx is a function of x, this method does not (usually) give an explicit expression for the
dy
derivative. To compute dx for a given value of x, we must first compute y (perhaps only approximately)
and then insert this value into the expression.

Explore:

• You may have seen implicit differentiation before. Does the above example match with
what you have seen before?
• Read Thomas 13.4

8.2 Implicitly defined functions — two variables


The relation F (x, y, z) = c defines a level surface of the three-variable function F (x, y, z). We can
implicitly define a function z(x, y) of two variables by declaring (part of) this surface to be its graph.

If we differentiate F (x, y, z(x, y)) = c with respect to x (while treating y as a constant), then the chain
rule gives
∂F ∂F ∂x ∂F ∂y ∂F ∂z
0= = + +
∂x ∂x ∂x ∂y ∂x ∂z ∂x
∂F ∂F ∂F ∂z ∂F ∂F ∂z
= ·1+ ·0+ = + ,
∂x ∂y ∂z ∂x ∂x ∂z ∂x
therefore
∂F
∂z ∂x
=− ∂F
.
∂x ∂z
Similarly, differentiating F (x, y, z(x, y)) = c with respect to y (while treating x as a constant) gives
∂F
∂F ∂F ∂z ∂z ∂y
0= + =⇒ =− ∂F
.
∂y ∂z ∂y ∂y ∂z

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Theorem (Implicit differentiation 2)

If F (x, y, z) = c defines z implicitly as a function of (x, y), and z(x, y) is differentiable, then
∂F ∂F
∂z ∂x ∂z ∂y
=− ∂F
and =− ∂F
∂x ∂z
∂y ∂z

∂F
when ∂z (x, y, z) 6= 0.

Example:

Suppose that z(x, y) is implicitly defined by

0 = z 5 + xz 3 + yz 2 + y 2 z − 1, (3)

and equals 1 when (x, y) = (−2, −2). To find the partial derivatives with respect to x and y, we
let
F (x, y, z) = z 5 + xz 3 + yz 2 + y 2 z − 1,
so that F (x, y, z) = 0. The partial derivatives of this function are

∂F
(x, y, z) = z 3
∂x
∂F
(x, y, z) = z 2 + 2yz
∂y
∂F
(x, y, z) = 5z 4 + 3xz 2 + 2yz + y 2 ,
∂z
and at the point (−2, −2, 1) they take the values

∂F ∂F ∂F
(−2, −2, 1) = 1 (−2, −2, 1) = −3 (−2, −2, 1) = −1 .
∂x ∂y ∂z
The partial derivatives at the specified point are therefore
∂F
∂z ∂x (−2, −2, 1) 1
(−2, −2) = − ∂F =− =1
∂x ∂z (−2, −2, 1)
−1

and
∂F
∂z ∂y (−2, −2, 1) −3
(−2, −2) = − ∂F =− = −3 .
∂y ∂z (−2, −2, 1)
−1

Explore:

• How would you extend this approach to implicit differentiation to more variables?

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