Home [Calculus] Partial Derivatives
Post
Cancel

[Calculus] Partial Derivatives

Partial Deriviatives

If \(f\) is a function of two variables \(x\) and \(y\), then

Partial derivative of \(f\) w.r.t \(x\) at \((a,b)\) is

\[f*x(a,b) = \lim*{h \rightarrow 0} \frac{f(a+h, b) - f(a,b)}{h}\]

Partial derivative of \(f\) w.r.t \(y\) at \((a, b)\) is

\[f*y(a,b) = \lim*{h \rightarrow 0} \frac{f(a,b+h)-f(a,b)}{h}\]

Notations for Partial Derivatives

If \(z=f(x,y)\), we write

\[\frac{\partial f}{\partial x} = \frac{\partial}{\partial x}f(x,y) = \frac{\partial z}{\partial x} = f_x = D_xf=D_1f=f_1=f_x(x,y)\]

Same for y.

Rules for finding Partial Derivatives of \(z=f(x,y)\)

[1] To find \(\frac{\partial f}{\partial x}\), regard \(y\) as a constant and differentiate \(f(x,y)\) w.r.t \(x\).

[2] To find \(\frac{\partial f}{\partial y}\), regard \(x\) as a constant and differentiate \(f(x,y)\) w.r.t \(y\).

Functions of more than two variables

If \(u\) is a function of \(n\) variables, \(u=f(x_1,...,x_n)\), then its partial derivative w.r.t. \(x_i\) is

\[\frac{\partial u}{\partial x*i} = \lim*{h \rightarrow 0} \frac{f(x_1,x_2,...,x_i+h,...,x_n)-f(x_1,...,x_n)}{h}\]

Higher Derivatives

If \(f\) is a function of two variables, then its partial derivatives \(f_x\) and \(f_y\) are also functions of two variables so we can consider their partial derivatives \((f_x)_x, (f_x)_y, (f_y)_x, (f_y)_y\) which are called the second partial derivatives of \(f\). If \(z=f(x,y)\), then the second partial derivatives are

\[(f_x)\_y = \frac{\partial}{\partial y}(\frac{\partial f}{\partial x}) = \frac{\partial^2 f}{\partial y \partial x}\] \[(f_y)\_x = \frac{\partial}{\partial x}(\frac{\partial f}{\partial y}) = \frac{\partial^2 f}{\partial x \partial y}\]

Clairaut’s Theorem

Suppose \(f\) is defined on a Disk \(D\) that contains the point \((a,b)\). If the function \(f_{xy}\) and \(f_{yx}\) are both continuous on \(D\), then

\[f*{xy}(a,b) = f*{yx}(a,b)\]

Exercises

Q35

Find the first partial derivatives of the function

\[p = \sqrt{t^4 + u^2 \cos{v}}\] \[p_t = \frac{2t^3}{\sqrt{t^4+u^2\cos{v}}}\] \[p_u = \frac{u \cos{v}}{\sqrt{t^4+u^2\cos{v}}}\] \[p_v = \frac{-u^2 \sin{v}}{2\sqrt{t^4+u^2\cos{v}}}\]

Q49

Use implicit differentiation to find \(\frac{\partial z}{\partial x}\)

\[e^z \frac{\partial z}{\partial x} = \frac{\partial z}{\partial x} xy + yz\] \[\therefore \frac{\partial z}{\partial x} = \frac{yz}{e^z - xy}\]

Q52

Find \(\frac{\partial z}{\partial x}\).

\[(a)\ z = f(x)g(y)\] \[(b)\ z=f(xy)\] \[(c)\ z = f(x/y)\]

For (a),

\[\frac{\partial z}{\partial x} = f'(x)g(y)\]

For (b),

\[\frac{\partial z}{\partial x} = f'(xy)y\]

For (c),

\[\frac{\partial z}{\partial x} = \frac{f'(x/y)}{y}\]

Q62

Verify that the conclusion of Clairaut’s Theorem hold: \(u_{xy} = u_{yx}\).

\[u = \ln(x+2y)\] \[u\_{xy} = -2(x+2y)^{-2}\] \[u\_{yx} = -2(x+2y)^{-2}\]

Q80

If \(u = e^{a_1x_1+a_2x_2+ \cdots + a_nx_n}\), where \(a_1^2+a_2^2+ \cdots + a_n^2 = 1\), show that

\[\frac{\partial^2 u}{\partial x_1^2} + \frac{\partial^2 u}{\partial x_2^2} + \cdots + \frac{\partial^2 u}{\partial x_n^2} = u\]

Let’s find the second derivative of \(u\) w.r.t \(x_i\).

Also, let \(a_1x_1+a_2x_2+ \cdots + a_nx_n = T\).

\[\frac{\partial u}{\partial x_i} = e^{T}a_i\] \[\frac{\partial^2 u}{\partial x_i^2} = e^{T}a_i^2 = ua_i^2\]

Hence,

\[\frac{\partial^2 u}{\partial x_1^2} + \frac{\partial^2 u}{\partial x_2^2} + \cdots + \frac{\partial^2 u}{\partial x_n^2} = u(a_1^2 + a_2^2 + \cdots + a_n^2) = u\]

Q97

You’re told that there is a function \(f\) whose partial derivatives are \(f_x(x,y) = x + 4y\) and \(f_y(x,y) = 3x - y\). Should you believe it?

Let’s compute \(f_{xy}\) and \(f_{yx}\)

\[f\_{xy} = 4\] \[f\_{yx} = 3\]

By Clairaut’s theorem, since they’re different, such a function does not exist.

References

[1] Stewart Calculus 8th Edition

This post is licensed under CC BY 4.0 by the author.
Trending Tags