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Lecture 1

Partial derivatives allow the rate of change of a multi-variable function to be determined with respect to one variable while holding the others fixed. For a function f(x,y), the partial derivative with respect to x (fx) is determined by treating y as a constant and taking the derivative, while the partial derivative with respect to y (fy) treats x as constant. Higher order partial derivatives can be computed by taking successive derivatives of the first order partial derivatives. Partial derivatives are useful in many areas of mathematics, physics, and engineering for analyzing rates of change in systems with multiple variables.

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Mostafa Fouad
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0% found this document useful (0 votes)
35 views

Lecture 1

Partial derivatives allow the rate of change of a multi-variable function to be determined with respect to one variable while holding the others fixed. For a function f(x,y), the partial derivative with respect to x (fx) is determined by treating y as a constant and taking the derivative, while the partial derivative with respect to y (fy) treats x as constant. Higher order partial derivatives can be computed by taking successive derivatives of the first order partial derivatives. Partial derivatives are useful in many areas of mathematics, physics, and engineering for analyzing rates of change in systems with multiple variables.

Uploaded by

Mostafa Fouad
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Partial Derivatives

Partial Derivatives

Recall that given a function of one variable, f (x), the


derivative, f′’(x) , represents the rate of change of the function
as x changes. The problem with functions of more than one
variable is that, what do we do if we only want one of the
variables to change, or if we want more than one of them to
change? In this section we are going to concentrate
exclusively on only changing one of the variables at a time,
while the remaining variable(s) are held fixed.
Let’s start with the simple function f (x, y) = 2x2y3 and let’s
determine the rate at which the function is changing at a point,
(a,b), if we hold y fixed and allow x to vary. This means that
we are going to always have y = b. Doing this will give us a
function involving only x’s and we can define a new function
as follows,
g(x) = f (x,b) = 2x2b3
Now, this is a function of a single variable and at this point all
that we are asking is to determine the rate of change of g(x) at
x = a. In other words, we want to compute g′(a) and since this
is a function of a single variable we already know how to do
that. Here is the rate of change of the function at (a,b) if we
hold y fixed and allow x to vary.
g’(x) = 4xb3
Hence g′(a) = 4ab3
We will call g′(a) the partial derivative of f (x, y) with respect
to x at (a,b) and we will denote it in the following way,
fx (a,b) = 4ab3

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If we will now hold x fixed, at x = a, so we can define a new
function of y and then differentiate this as we’ve always done
with functions of one variable.
Here is the work for this,
h(y) = f (a,y) = 2a2y3⇒ h′(b) = 6a2b2
In this case we call h′(b) the partial derivative of f(x, y)
with respect to y at (a,b) and we denote it as follows,
fy (a,b) = 6a2b2
Note that these two partial derivatives are sometimes called
the first order partial derivatives. Just as with functions of
one variable we can have derivatives of all orders.
Note as well that we usually don’t use the (a,b) notation for
partial derivatives. The more standard notation is to just
continue to use (x, y). So, the partial derivatives from above
will more commonly be written as,
fx (x, y) = 4xy3 and fy (x, y) = 6x2y2
To compute fx(x,y) all we need to do is treat all the y’s as
constants (or numbers) and then differentiate the x’s as we’ve
always done. Likewise, to compute fy(x,y) we will treat all the
x’s as constants and then differentiate the y’s as we are used to
doing.
Here are the formal definitions of the two partial derivatives
we looked at above.

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Now let’s take a quick look at some of the possible alternate
notations for partial derivatives. Given the function z = f (x, y)
the following are all equivalent notations,

When working partial derivatives with respect one of the


function’s variables always keep in mind that, we are going to
treat all other variables as constants and then proceed with the
derivative as if it was a function of a single variable.
Example 1 Find all of the first order partial derivatives for the
following functions.

Solution

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The partial derivative with respect to x is,

Notice that the second and the third term differentiate to zero
in this case, because the terms that only involve y’s will be
treated as constants and hence will differentiate to zero.

Similarly, the partial derivative with respect to y will be:.

Since we now are differentiating with respect to x we will treat


all y’s and all z’s as constants.
Here is the partial derivative with respect to x.

Let’s now differentiate with respect to y. In this case all x’s


and z’s will be treated as constants. Here is the derivative with
respect to y.

Finally, let’s get the derivative with respect to z. Since only


one of the terms involve z’s this will be the only non-zero term
in the derivative. Here is the derivative with respect to z.

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Before taking the derivative let’s rewrite the function a little to
help us with the differentiation process.

Now, the fact that we’re using s and t here instead of the
“standard” x and y shouldn’t be a problem. It will work the
same way. Here are the two derivatives for this function.

Remember that:

Let’s start out by differentiating with respect to x. In this


case both the cosine and the exponential contain x’s and so
we’ve really got a product of two functions involving x’s
and so we’ll need to use the product rule. The product rule
will work the same way here as it does with functions of

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one variable. Here is the derivative with respect to x.

Do not forget the chain rule for functions of one variable.


However, at this point we’re treating all the y’s as
constants and so the chain rule also, will continue to work
as in our previous study of Calculus.
Also, don’t forget that:

Now, let’s differentiate with respect to y. The cosine in the


front will also be thought of as a multiplicative constant.
Here is the derivative with respect to y.

Example 2 Find all of the first order partial derivatives for the following
functions.

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Solution

Here we will use the quotient rule, then:

In the case of the derivative with respect to v recall that u’s are constant
and so when we differentiate the numerator we will get zero!

Let’s do the derivatives with respect to x and y first. In both these cases
the z’s are constants and so the denominator in this is a constant and so we
don’t really need to worry too much about it. Here are the derivatives for
these two cases.

Now, in the case of differentiation with respect to z we can avoid the


quotient rule with a quick rewrite of the function. Here is the rewrite as
well as the derivative with respect to z.

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In this last part we are just going to do a somewhat messy chain rule
problem. Here are the two derivatives,

Now, let’s remember how implicit differentiation works for functions of


one variable.
Example3:

Solution

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Remember that the key to this is to always think of y as a function of x, or
y = y( x) and so whenever we differentiate a term involving y’s with
respect to x we will really need to use the chain rule which will mean that
we will add on a (dy/dx) to that term.
The first step is to differentiate both sides with respect to x.

The final step is to solve for (dy/dx).

Now, we did this problem because implicit differentiation works in exactly


the same manner with functions of multiple variables. If we have a
function in terms of three variables x, y, and z we will assume that z is in
fact a function of x and y. In other words, z = z(x,y). Then whenever we
differentiate z’s with respect to x we will use the chain rule and add on a (
z
). Likewise, whenever we differentiate z’s with respect to y we will
x
z
add on a ( ).
y
Example 4

Solution

15
z
Let’s start with finding . We first will differentiate both sides with
x
z
respect to x and remember to add on a whenever we differentiate a z.
x

Remember that since we are assuming z = z(x,y) then any product of x’s
and z’s will be a product and so will need the product rule!
z
Now, solve for .
x

z
Now we’ll do the same thing for except this time we’ll need to
y
z
remember to add on a whenever we differentiate a z.
y

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We’ll do the same thing for this function as we did in the previous part.
z
First let’s find .
x

Don’t forget to do the chain rule on each of the trig functions and when
we are differentiating the inside function on the cosine we will need to
z
also use the product rule. Now let’s solve for .
x

z
Now let’s take care of . This one will be slightly easier than the first
y
one.

There’s quite a bit of work to these. We will see an easier way to do


implicit differentiation in a later section.

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Higher Order Partial Derivatives

Consider the case of a function of two variables, f( x, y) since both of the


first order partial derivatives are also functions of x and y we could in turn
differentiate each with respect to x or y. This means that for the case of a
function of two variables there will be a total of four possible second order
derivatives. Here they are and the notations that we’ll use to denote them.

Note as well that the order that we take the derivatives in is given by the
notation for each these. If we are using the subscripting notation, e.g. fx y,
then we will differentiate first with respect to x and then with respect to
2 f
y. With the fractional notation, e.g. , it is the opposite. In this case
xy
we differentiate with respect to y first and then x.
Example 1 Find all the second order derivatives for
f (x, y )= cos (2 x ) − x 2e5 y + 3 y 2 .

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Solution
We’ll first need the first order derivatives so here they are.
5y
fx(x, y)= −2 sin (2x ) − 2xe
x

fy(x, y )= −5x 2e5y + 6 y


y

Now, let’s get the second order derivatives.

Notice that we dropped the (x, y ) from the derivatives.


Now let’s also notice that, in this case, fxy = fyx. This will always be the
case if the function satisfied the following theorem.
Clairaut’s Theorem
Suppose that f is defined on a disk D that contains the point (a, b). If the
functions, f xy and f yx are continuous on this disk then
f xy (a, b ) = f yx ( a, b )
That is if the two mixed second order partial derivatives are continuous
then they will be equal.
Example 2 Verify Clairaut’s Theorem for the following function.
2
2

f (x, y )= xe− x y .
Solution
We’ll first need the two first order derivatives.

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Now, compute the two fixed second order partial derivatives.

Sure enough they are the same.


So far we have only looked at second order derivatives.
There are, of course, higher order derivatives as well. Here
are a couple of the third order partial derivatives of function
of two variables.

Notice as well that for both of these we differentiate once with


respect to y and twice with respect to x. There is also another
third order partial derivative in which we can do this, fxxy.
There is an extension to Clairaut’s Theorem that says if all
three of these are continuous then they should all be equal,

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In general, we can extend Clairaut’s theorem to any function
and mixed partial derivatives. The only requirement is that in
each derivative we differentiate with respect to each variable
the same number of times. In other words, provided we meet
the continuity condition, the following will be equal

because in each case we differentiate with respect to t once, s three times


and r three times.
Example 3 Find the indicated derivative for each of the following
functions.

Solution

In this case remember that we differentiate from left to right. Here are the
derivatives for this part.

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Here we differentiate from right to left. Here are the
derivatives for this function.

Exercises
1- Find all the first partial derivatives for the following functions:
a)  5
f ( x , y)  x 3  y 2 b) f (r, s)  r 2  S2
t s
c) f (s, t )   d) f ( x, y)  x 2  y3  xy 2  e xy
s t
x
e) f ( x, y)  x 2 y  sin xy f) f ( x, y)  x 2 y sin xy  x cos
y
xyt tan xy
g) f ( x, y)  ln xyz h) f ( x, y, t ) 
1  sin 3t
i) f ( x, y, z)  x 2 z 4 yexyz j) W  (sin xy )sin z
1 x  3xy  4 y
2 2
5xy
k) u  cos l) Z  sin ( )
3x  2 y x  6y
2- a) Calculate f xxyz if f (x, y, z)  sin( 3x  yz)
b) If f ( x, y)  xy 4  2x 2 y3  4x 2  3y  8 find f xxy and f xyxy
c)  
If f  y ln x 2  z 2 find f zy , f zzy , f xzy and f zyxz

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d) If f  u 2 v3  v 4  2 lnu  v  verify that: f uvv  f vvu
e) If f  r 4s3t  3s 2ert verify that: f rrs  f rsr  fsrr
f) Find all first and second partial derivatives for
z  x 2 sin y  ye x
z x z y y
3- a)- If x 3  y3  z 3  6xyz  1, find , , , , and . Is
x z y z x
y y z
 *
x z x
dy
b) - If 3x 2  2xy  y 2  4x  2 y  0 , find . using 2 different
dx
methods.
2 dy
c) If xye x  y 2  x y  y x , find .
dx
d) If f ( x, y, z)  x 3e x  z  y sin( x  z)  0 , defines z implicitly as a
z z
function of x, y. Find , .
x y
e) If f  y  2x 3  y  2x show that: f xx  4f yy
4- "A function F(x,y) is called 'harmonic' if Fxx  Fyy  0 "
Prove that each of the following functions is harmonic:-
a) F( x, y)  ln x 2  y 2
b) F(x, y)  cos x shy  sin x chy
y
c) F( x, y)  tan 1
x
d) F( x, y)  e cos y  e  y cos x
x

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5- In physics, the wave function is Ftt  c 2 Fxx and the heat
equation is Ft  c 2 Fxx . In each of the following cases, determine
whether F satisfies the wave equation, the heat equation, or neither.
a) F( x, t )  sin 3ct sin 3x b) F(x, t )  sin 5ct cos 5x
d) F  x  ct 4  cosx  ct 
2
c) F  e  c t sin cx
6- If F( x , y)  cosx  y   ln x  y , show that: Fxx  Fyy  0

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