DERIVATIVE AND DIFFERENTIATION

Hoang Hai Ha

HCMC — 2020.

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 1 / 27

 Partial derivative

D EFINITION 1.1 (PARTIAL DERIVATIVE )

Given function z = f (x, y), then the first partial derivative
∂f 0
of f with respect to x and y are functions f x0 or , f or
∂x y
∂f
, defined by
∂y
f (x + ∆x, y) − f (x, y)
f x0 (x, y) = lim
∆x→0 ∆x
f (x, y + ∆y) − f (x, y)
f y0 (x, y) = lim
∆y→0 ∆y

This means, we find f x0 (x, y) by fixing y( y is considered as

constanst), and differentiate function respect to x.
Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 2 / 27
 Partial derivative

E XAMPLE 1.1
Find the first partial derivatives f x0 , f y0 for function
z = f (x, y) = x 3 + y 3 − 2x 2 y

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 3 / 27

 Partial derivative

E XAMPLE 1.1
Find the first partial derivatives f x0 , f y0 for function
z = f (x, y) = x 3 + y 3 − 2x 2 y

E XAMPLE 1.2
∂z ¯¯
2 ∂z ¯¯
For function z = y ln(y − x ), find and
∂x (1,4) ∂y (1,4)
¯ ¯

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 3 / 27

 Partial derivative

E XAMPLE 1.1
Find the first partial derivatives f x0 , f y0 for function
z = f (x, y) = x 3 + y 3 − 2x 2 y

E XAMPLE 1.2
∂z ¯¯
2 ∂z ¯¯
For function z = y ln(y − x ), find and
∂x (1,4) ∂y (1,4)
¯ ¯

E XAMPLE 1.3
x
For function z = arctan , find z x0 (1, 1) and z 0y (1, 1)
y

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 3 / 27

 Partial derivative Geometrical interpretations of Partial Derivatives

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 4 / 27

 Partial derivative Geometrical interpretations of Partial Derivatives

We look at the geometrical meaning of f x0 (x 0 , y 0 ).

When y = y 0 , then function f (x, y 0 ) is the curve formed
by intersecting surface z = f (x, y) and plane y = y 0 (C 1 on
the figure), and slope of this curve is f x0 (x 0 , y 0 ).
f x0 (x 0 , y 0 ) is also called the slope of the surface in
x-direction.

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 5 / 27

 Partial derivative Geometrical interpretations of Partial Derivatives

E XAMPLE 1.4
If f (x, y) = 4 − x 2 − 2y 2 , find f x0 (1, 1), f y0 (1, 1) and interpret
these numbers as slopes.

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 5 / 27

 Partial derivative Geometrical interpretations of Partial Derivatives

E XAMPLE 1.4
If f (x, y) = 4 − x 2 − 2y 2 , find f x0 (1, 1), f y0 (1, 1) and interpret
these numbers as slopes.

SOLUTION. We have

f x0 = −2x ⇒ f x0 (1, 1) = −2;

f y0 = −4y ⇒ f y0 (1, 1) = −4.

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 5 / 27

 Partial derivative Geometrical interpretations of Partial Derivatives

E XAMPLE 1.4
If f (x, y) = 4 − x 2 − 2y 2 , find f x0 (1, 1), f y0 (1, 1) and interpret
these numbers as slopes.

SOLUTION. We have

f x0 = −2x ⇒ f x0 (1, 1) = −2;

f y0 = −4y ⇒ f y0 (1, 1) = −4.

C 1 : z = 2 − x 2 , y = 1. The slope of the tangent line T1 to

parabola C 1 at (1, 1, 1) is f x0 (1, 1) = −2.

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 5 / 27

 Partial derivative Geometrical interpretations of Partial Derivatives

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 6 / 27

 Partial derivative Geometrical interpretations of Partial Derivatives

C 2 : z = 3 − 2y 2 , x = 1. The slope of the tangent line T2 to

parabola C 2 at (1, 1, 1) is f y0 (1, 1) = −4.

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 6 / 27

 Partial derivative Geometrical interpretations of Partial Derivatives

First order partial derivatives z x0 and z 0y of z = f (x, y)

represent for the rate of change of function z with respect
to directions of vector (1, 0) and (0, 1), respectively.

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 7 / 27

 Partial derivative Geometrical interpretations of Partial Derivatives

First order partial derivatives z x0 and z 0y of z = f (x, y)

represent for the rate of change of function z with respect
to directions of vector (1, 0) and (0, 1), respectively.

E XAMPLE 1.5
Let f (x, y) = e x − x 2 y + 1. Determine whether f (x, y) is
decreasing or increasing when M (x, y) goes through
M 0 (1, 1) in the direction of ~ v (1, 0).

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 7 / 27

 Partial derivative Geometrical interpretations of Partial Derivatives

E XAMPLE 1.6
Given the function by its graph below

What is the sign of f x (1, 2) and f y (1, 2).

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 8 / 27
 Partial derivative Derivative higher order

S ECOND ORDER
For function z = f (x, y), second order derivatives (2nd
order) are
∂ ∂f ∂2 f
µ ¶
¡ 0 ¢0 00
fx x = = 2 = f xx
∂x ∂x ∂x

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 9 / 27

 Partial derivative Derivative higher order

S ECOND ORDER
For function z = f (x, y), second order derivatives (2nd
order) are
∂ ∂f ∂2 f
µ ¶
¡ 0 ¢0 00
fx x = = 2 = f xx
∂x ∂x ∂x

∂ ∂f ∂2 f
µ ¶
¡ 0 ¢0
fx y = = = f x00y
∂y ∂x ∂x∂y

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 9 / 27

 Partial derivative Derivative higher order

S ECOND ORDER
For function z = f (x, y), second order derivatives (2nd
order) are
∂ ∂f ∂2 f
µ ¶
¡ 0 ¢0 00
fx x = = 2 = f xx
∂x ∂x ∂x

∂ ∂f ∂2 f
µ ¶
¡ 0 ¢0
fx y = = = f x00y
∂y ∂x ∂x∂y

∂ ∂f ∂2 f
³ ´0 µ ¶
0
fy = = = f y00x
x ∂x ∂y ∂y∂x

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 9 / 27

 Partial derivative Derivative higher order

S ECOND ORDER
For function z = f (x, y), second order derivatives (2nd
order) are
∂ ∂f ∂2 f
µ ¶
¡ 0 ¢0 00
fx x = = 2 = f xx
∂x ∂x ∂x

∂ ∂f ∂2 f
µ ¶
¡ 0 ¢0
fx y = = = f x00y
∂y ∂x ∂x∂y

∂ ∂f ∂2 f
³ ´0 µ ¶
0
fy = = = f y00x
x ∂x ∂y ∂y∂x

∂ ∂f ∂2 f
³ ´0 µ ¶
0
fy = = 2 = f y00y
y ∂y ∂y ∂y
Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 9 / 27
 Partial derivative Derivative higher order

N OTE
In this course, we only consider functions with properties

f x00y = f y00x

This is not true in general.

E XAMPLE 1.7
For function f (x, y, z) = ye x + x ln z. Find f xz
00
, f y00z

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 10 / 27

 Partial derivative Derivative higher order

N OTE
In this course, we only consider functions with properties

f x00y = f y00x

This is not true in general.

E XAMPLE 1.7
For function f (x, y, z) = ye x + x ln z. Find f xz
00
, f y00z

Similarly, we can define partial derivatives higher order,

and noting that, we only consider function whose mixed
partial derivatives don’t depend on the order of
differentiation. For example, for function z = f (x, y), 3t h
(3) (3) (3) (3)
derivatives f xx y = f x 2 y = f y xx = f x y x
Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 10 / 27
 Partial derivative Derivative higher order

E XAMPLE 1.8 ( T HE WAVE EQUATION )

The wave equation below describes the motion of ocean
wave, light wave, sound wave....

∂2 u 2∂ u
2
=a
∂t 2 ∂x 2
Verify that the function u(x, t ) = sin(x − at ) satisfies the
wave equation.

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 11 / 27

 Partial derivative Differentiable function

D EFINITION 1.2
Consider function z = f (x, y), and suppose x changes from x 0 to
x 0 + ∆x, and y changes from y 0 to y 0 + ∆y. Then the corresponding
increment of z is

∆z = f (x 0 + ∆x, y 0 + ∆y) − f (x 0 , y 0 ).

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 12 / 27

 Partial derivative Differentiable function

D EFINITION 1.2
Consider function z = f (x, y), and suppose x changes from x 0 to
x 0 + ∆x, and y changes from y 0 to y 0 + ∆y. Then the corresponding
increment of z is

∆z = f (x 0 + ∆x, y 0 + ∆y) − f (x 0 , y 0 ).

D EFINITION 1.3
We say that z = f (x, y) is differentiable at (x 0 , y 0 ) if
∆z = f (x 0 + ∆x, y 0 + ∆y) − f (x 0 , y 0 ) can be expressed in the form

∆z = f (x 0 + ∆x, y 0 + ∆y) − f (x 0 , y 0 )
= f x0 (x 0 , y 0 )∆x + f y0 (x 0 , y 0 )∆y + ε1 ∆x + ε2 ∆y

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

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 12 / 27

 Partial derivative Differentiable function

P ROPERTY OF DIFFERENTIATION
If f is differentiable at (x 0 , y 0 ), then when (x, y) is near
(x 0 , y 0 ) we have a linear approximation

f (x, y) ≈ f (x 0 , y 0 ) + f x0 (x 0 , y 0 )∆x + f y0 (x 0 , y 0 )∆y

= f (x 0 , y 0 ) + f x0 (x 0 , y 0 )(x − x 0 ) + f y0 (x 0 , y 0 )(y − y 0 )
| {z }
Tangent plane
 Partial derivative Differentiable function

P ROPERTY OF DIFFERENTIATION
If f is differentiable at (x 0 , y 0 ), then when (x, y) is near
(x 0 , y 0 ) we have a linear approximation

f (x, y) ≈ f (x 0 , y 0 ) + f x0 (x 0 , y 0 )∆x + f y0 (x 0 , y 0 )∆y

= f (x 0 , y 0 ) + f x0 (x 0 , y 0 )(x − x 0 ) + f y0 (x 0 , y 0 )(y − y 0 )
| {z }
Tangent plane

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 13 / 27

 Partial derivative Differentiable function

E XAMPLE 1.9
Find the tangent plane to the elliptic paraboloid
z = 2x 2 + y 2 at P (1, 1)

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 14 / 27

 Partial derivative Differentiable function

E XAMPLE 1.10
If f (x, y) = xe x y , find a linear approximation when (x, y)
is near (1, 0). Then use it to approximate f (1.1, −0.1).

Solution

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 15 / 27

 Partial derivative Differentiable function

E XAMPLE 1.11
The pressure, volume, and temperature of a mole of an
ideal gas are related by the equation PV = 8.31T , where P
is measured in kilopascals, V in liters, and T in kelvins.
Use differentials to find the approximate change in the
pressure if the volume increases from 12L to 12.3L and the
temperature decreases from 310 K to 305 K

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 16 / 27

 Partial derivative Differentiable function

S ECOND ORDER DIFFERENTIAL

D EFINITION 1.4
Second Order Differential of f (x, y) at (x 0 , y 0 ) is

d 2 f (x 0 , y 0 ) = f xx
00
(x 0 , y 0 )d x 2 + 2 f x00y (x 0 , y 0 )d xd y
+ f y00y (x 0 , y 0 )d y 2

The right side is a quadratic form(polynomial degree 2)

respect to d x, d y.

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 17 / 27

 Partial derivative Differentiable function

E XAMPLE 1.12
Compute second order differential for function
f (x, y) = e y ln(x + y) at (1, 0)

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 18 / 27

 Chain rule for function of several variables

C HAIN RULE FOR FUNCTION OF SEVERAL VARIABLES

C ASE 1( MOST GENERAL )

Suppose that z = f (u, v) is a differentiable function of u
and v, where u = u(x, y) and v = v(x, y) are differentiable
functions of x, y. Then

∂z ∂z ∂u ∂z ∂v ∂z ∂z ∂u ∂z ∂v
= + , = + (1)
∂x ∂u ∂x ∂v ∂x ∂y ∂u ∂y ∂v ∂y

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 19 / 27

 Chain rule for function of several variables

D IAGRAM

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 20 / 27

 Chain rule for function of several variables

E XAMPLE 2.1
∂z ∂z
If z = f (x 2 − y 2 , y 2 − x 2 ). Compute y +x .
∂x ∂y

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 21 / 27

 Chain rule for function of several variables

E XAMPLE 2.1
∂z ∂z
If z = f (x 2 − y 2 , y 2 − x 2 ). Compute y +x .
∂x ∂y

E XAMPLE 2.2
If z = arctan(x 2 + y 2 ), x = s ln t , y = t e s . Compute z s0 and z t0
at (s, t ) = (0, 1)

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 21 / 27

 Chain rule for function of several variables

S PECIAL CASE

C ASE 2
Suppose that z = f (x, y) is differentiable function of x
and y, where x = x(t ), y = y(t ) are both differentiable
funtions of t . Then z is a differentiable function of t and

d z ∂z d x ∂z d y
= + (2)
d t ∂x d t ∂y d t

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 22 / 27

 Chain rule for function of several variables

S PECIAL CASE

C ASE 2
Suppose that z = f (x, y) is differentiable function of x
and y, where x = x(t ), y = y(t ) are both differentiable
funtions of t . Then z is a differentiable function of t and

d z ∂z d x ∂z d y
= + (2)
d t ∂x d t ∂y d t

E XAMPLE 2.3
If z = f (x, y) = x 2 y + 3x y 4 , where x = sin 2t and y = cos t ,
dz
find when t = 0.
dt
Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 22 / 27
 Chain rule for function of several variables

E XAMPLE 2.4
The temperature at a point (x, y) is T (x, y), measured in
degree Celsius. A bug crawl so that its position after t
p
seconds is given by x = 1 + t , y = 2+ t /3. The temperature
function satisfies T x0 (2, 3) = 4, T y0 (2, 3) = 3. How fast the
temperature is rising on the bug’s path after 3 seconds?

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 23 / 27

 Chain rule for function of several variables Vector gradient-Normal vector of surface

D EFINITION 2.1
Given a surface S by equation F (x, y, z) = 0, then vector
gradient of S at a point M on S is denoted by ∇F and

∇F = (F x , F y , F z ) at M

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 24 / 27

 Chain rule for function of several variables Vector gradient-Normal vector of surface

D EFINITION 2.1
Given a surface S by equation F (x, y, z) = 0, then vector
gradient of S at a point M on S is denoted by ∇F and

∇F = (F x , F y , F z ) at M

E XAMPLE 2.5
Find vector gradient of the sphere x 2 + y 2 + z 2 = 4 at
p
M (1, 1, 2) ∈ S

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 24 / 27

 Chain rule for function of several variables Vector gradient-Normal vector of surface

I NTERPRETATION OF GRADIENT

Let (S) is a surface in space defined by equation

F (x, y, z) = 0. Let C be any curve that lies on (S).

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 25 / 27

 Chain rule for function of several variables Vector gradient-Normal vector of surface

I NTERPRETATION OF GRADIENT

Let (S) is a surface in space defined by equation

F (x, y, z) = 0. Let C be any curve that lies on (S).
Any curve (C ) in R3 can be described by parametric
equation r (t ) = (x(t ), y(t ), z(t )).

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 25 / 27

 Chain rule for function of several variables Vector gradient-Normal vector of surface

I NTERPRETATION OF GRADIENT

Let (S) is a surface in space defined by equation

F (x, y, z) = 0. Let C be any curve that lies on (S).
Any curve (C ) in R3 can be described by parametric
equation r (t ) = (x(t ), y(t ), z(t )).
Since (C ) ∈ (S), then F (x(t ), y(t ), z(t )) = 0. Taking
derivative both sides respect to t , we get:
F x x 0 (t ) + F y y 0 (t ) + F z z 0 (t ) = 0
⇒ 〈∇F, r 0 (t )〉 = 0
So, for any point P (x 0 , y 0 , z 0 ) ∈ C , we have:
⇒ 〈∇F (x 0 , y 0 , z 0 ), r 0 (t 0 )〉 = 0
Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 25 / 27
 Chain rule for function of several variables Vector gradient-Normal vector of surface

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 26 / 27

 Chain rule for function of several variables Vector gradient-Normal vector of surface

N ORMAL VECTOR OF SURFACE S

Given surface S by equation F (x, y, z) = 0 and point M ∈ S
Then vector →
−
n = ±∇F = ±(F x , F y , F z ) at M is called
normal vector of S at M .

E XAMPLE 2.6
Sketch sphere x 2 + y 2 + z 2 = 4 and normal vector of it at
p
M (1, 1, 2).

Hoang Hai Ha DERIVATIVE AND DIFFERENTIATION HCMC — 2020. 27 / 27