Intermediate Mathematics

Introduction to Partial Dierentiation

R Horan & M Lavelle The aim of this document is to provide a short, self assessment programme for students who wish to acquire a basic understanding of partial dierentiation.

Copyright c 2004 rhoran@plymouth.ac.uk , mlavelle@plymouth.ac.uk Last Revision Date: May 25, 2005 Version 1.0

Table of Contents
1. 2. 3. 4. Partial Dierentiation (Introduction) The Rules of Partial Dierentiation Higher Order Partial Derivatives Quiz on Partial Derivatives Solutions to Exercises Solutions to Quizzes

The full range of these packages and some instructions, should they be required, can be obtained from our web page Mathematics Support Materials.

Section 1: Partial Dierentiation (Introduction)

1. Partial Dierentiation (Introduction)

In the package on introductory dierentiation, rates of change of functions were shown to be measured by the derivative. Many applications require functions with more than one variable: the ideal gas law, for example, is pV = kT where p is the pressure, V the volume, T the absolute temperature of the gas, and k is a constant. Rearranging this equation as kT p= V shows that p is a function of T and V . If one of the variables, say T , is kept xed and V changes, then the derivative of p with respect to V measures the rate of change of pressure with respect to volume. In this case, it is called the partial derivative of p with respect to V and written as p . V

Section 1: Partial Dierentiation (Introduction)

Example 1 If p =

kT , nd the partial derivatives of p: V (a) with respect to T , (b) with respect to V .

Solution (a) This part of the example proceeds as follows: kT , V p k = , T V where V is treated as a constant for this calculation. (b) For this part, T is treated as a constant. Thus 1 p = kT = kT V 1 , V p kT = kT V 2 = 2 . V V p =

Section 1: Partial Dierentiation (Introduction)

The symbol is used whenever a function with more than one variable is being dierentiated but the techniques of partial dierentiation are exactly the same as for (ordinary) dierentiation. z z Example 2 Find and for the function z = x2 y 3 . x y Solution z = x2 y 3 For the rst part y 3 is treated as z a constant and the derivative of = 2xy 3 , x x2 with respect to x is 2x. z For the second part x2 is treated and = x2 3y 2 , y as a constant and the derivative 2 2 of y 3 with respect to y is 3y 2 . = 3x y . z z and for each of the following functions. x y (Click on the green letters for solutions.) 1 (a) z = x2 y 4 , (b) z = (x4 + x2 )y 3 , (c) z = y 2 sin(x). Exercise 1. Find

Section 2: The Rules of Partial Dierentiation

2. The Rules of Partial Dierentiation

Since partial dierentiation is essentially the same as ordinary dierentiation, the product, quotient and chain rules may be applied. z Example 3 Find for each of the following functions. x xy (a) z = xy cos(xy) , (b) z = , (c) z = (3x + y)2 . x+y Solution (a) Here z = uv, where u = xy and v = cos(xy) so the product rule applies (see the package on the Product and Quotient Rules). u u x Thus = xy = y and and v v x = cos(xy) = y sin(xy) .

z u v = v+u = y cos(xy) xy 2 sin(xy) . x x x

Section 2: The Rules of Partial Dierentiation

(b) Here z = u/v, where u = x y and v = x + y so the quotient rule applies (see the package on the Product and Quotient Rules). u u x Thus z x = = = xy = 1 v and and v v x = x+y = 1.

u v u x x v2 (x + y) (x y) 2y = . (x + y)2 (x + y)2

(c) In this case z = (3x + y)2 so z = u2 where u = 3x + y, and the chain rule applies (see the package on the Chain Rule). z = u2 and u = 3x + y z u = 2u and = 3. u x Thus z z u = = 2(3x + y)3 = 6(3x + y) . x u x

Section 2: The Rules of Partial Dierentiation

z z and for each of the following functions. x y (Click on the green letters for solutions.) Exercise 2. Find (a) z = (x2 +3x) sin(y), (d) z = sin(x) cos(xy), (b) z = cos(x) , y5
2

(c) z = ln(xy), (f) z = sin(x2 + y).

(e) z = e(x

+y 2 )

Quiz If z = cos(xy), which of the following statements is true? (a) (c) z z = , x y 1 z z = , y x y (b) (d) z 1 z = , x x y 1 z 1 z = . y x x y

Section 3: Higher Order Partial Derivatives

3. Higher Order Partial Derivatives

Derivatives of order two and higher were introduced in the package on Maxima and Minima. Finding higher order derivatives of functions of more than one variable is similar to ordinary dierentiation. 2z 3 2 Example 4 Find if z = e(x +y ) . x2 Solution First dierentiate z with respect to x, keeping y constant, then dierentiate this function with respect to x, again keeping y 3 2 constant. z = e(x +y ) 3 2 z = 3x2 e(x +y ) using the chain rule x (x3 +y 2 ) 2z (3x2 ) (x3 +y2 ) ) 2 (e = e + 3x using the product rule x2 x x 2 3 2 3 2 z = 6xe(x +y ) + 3x2 (3x2 e(x +y ) ) 2 x 3 2 = (9x4 + 6x)e(x +y )

Section 3: Higher Order Partial Derivatives

10

2z 2z and , when there are two variables there x2 y 2 is also the possibility of a mixed second order derivative. 2z 3 2 Example 5 Find if z = e(x +y ) . xy 2z z Solution The symbol is interpreted as ; in words, xy x y rst dierentiate z with respect to y, keeping x constant, then dierentiate this function with respect to x, keeping y constant. (It is this dierentiation, rst with respect to x and then with respect to y, that leads to the name of mixed derivative.) 3 2 z First with x constant = 2ye(x +y ) (using the chain rule.) y 3 2 2z Second with y constant = 2ye(x +y ) xy x In addition to both = 3x2 2ye(x = 6x2 ye(x
3 3

+y 2 )

+y 2 )

Section 3: Higher Order Partial Derivatives

11

The obvious question now to be answered is: what happens if the order of dierentiation is reversed? Example 6 Solution First with y constant Second with x constant z x 2z yx = 3x2 e(x =
3

Find

2z = yx y

z x

if z = e(x

+y 2 )

+y 2 )

(using the chain rule).

3 2 3x2 e(x +y ) y 3

= 2y3x2 e(x = 6x2 ye(x

3

+y 2 )

2z . xy As a general rule, when calculating mixed derivatives the order of dierentiation may be reversed without aecting the nal result.
+y 2 )

Section 3: Higher Order Partial Derivatives

12

Exercise 3. Conrm the statement on the previous page by nding 2z 2z both and for each of the following functions, whose rst xy yx order partial derivatives have already been found in exercise 2. (Click on the green letters for solutions.) cos(x) (a) z = (x2 +3x) sin(y), (b) z = , (c) z = ln(xy), y5 2 2 (d) z = sin(x) cos(xy), (e) z = e(x +y ) , (f) z = sin(x2 + y). Notation For rst and second order partial derivatives there is a f f compact notation. Thus can be written as fx and as fy . x y 2f 2f is written fxx while is written fxy . Similarly 2 x xy Quiz If z = ey sin(x), which of the following is zxx + zyy ? (a) ey sin(x), (b) 0, (c) ey sin(x), (d) ey cos(x).

Section 4: Quiz on Partial Derivatives

13

4. Quiz on Partial Derivatives

Choose the correct option for each of the following. Begin Quiz 1. If z = x2 + 3xy + y 3 then (a) 2x + 3y + 3y 2 , (c) 2x + 3x , (a) 1/r , 3. If u = (a) End Quiz (b) 1/r , z is x (b) 2x + 3x + 3y 2 , (d) 2x + 3y . (c) 1/r2 , (d) 1/r2 .

2. If w = 1/r, where r2 = x2 + y 2 + z 2 , then xwx + ywy + zwz is x then uxx is y 1 4 y 3 x3 , (b) 1 4 yx3 , (c) 1 8 y 3 x3 , (d) 1 8 yx3 .

Solutions to Exercises

14

Solutions to Exercises
Exercise 1(a) To calculate the partial derivative z = x2 y 4 , the factor y 4 is treated as a constant: z = x2 y 4 = x2 y 4 = 2x(21) y 4 = 2xy 4 . x x x z Similarly, to nd the partial derivative , the factor x2 is treated y as a constant: z x2 y 4 = x2 y 4 = x2 4y (41) = 4x2 y 3 . = y y y Click on the green square to return z of the function x

Solutions to Exercises

15

z for the function z = (x4 + x2 )y 3 , the x factor y 3 is treated as a constant: z = (x4 + x2 )y 3 = x4 + x2 y 3 = (4x3 + 2x)y 3 . x x x z To nd the partial derivative the factor (x4 + x2 ) is treated as a y constant: z 3 = (x4 + x2 )y 3 = (x4 + x2 ) y = 3(x4 + x2 )y 2 . y y y Click on the green square to return Exercise 1(b) To calculate

Solutions to Exercises

16

z 1 1 Exercise 1(c) If z = y 2 sin(x) then to calculate the y 2 factor is x kept constant: 1 1 1 z y 2 sin(x) = y 2 = (sin(x)) = y 2 cos(x) . x x x z Similarly, to evaluate the partial derivative the factor sin(x) is y treated as a constant: 1 1 1 1 z y 2 sin(x) = = y 2 sin(x) = y 2 sin(x) . y y y 2 Click on the green square to return

Solutions to Exercises

17

Exercise 2(a) The function z = (x2 + 3x) sin(y) can be written as z = uv , where u = (x2 + 3x) and v = sin(y) . The partial derivatives of u and v with respect to the variable x are u v = 2x + 3 , = 0, x x while the partial derivatives with respect to y are u v = 0, = cos(y) . y y Applying the product rule z u v = = (2x + 3) sin(y) . v+u x x x v z u = v+u = (x2 + 3x) cos(y) . y y y Click on the green square to return

Solutions to Exercises

18

Exercise 2(b) cos(x) can be written as z = cos(x)y 5 . y5 Treating the factor y 5 as a constant and dierentiating with respect to x: The function z = z sin(x) = sin(x)y 5 = 5 . x y Treating cos(x) as a constant and dierentiating with respect to y: v cos(x) . = cos(x)(5y 6 ) = 5 y y6 Click on the green square to return

Solutions to Exercises

19

Exercise 2(c) The function z = ln(xy) can be rewritten as (see the package on logarithms) z = ln(xy) = ln(x) + ln(y) . Thus the partial derivative of z with respect to x is z 1 = (ln(x) + ln(y)) = ln(x) = . x x x x Similarly the partial derivative of z with respect to y is z 1 = (ln(x) + ln(y)) = ln(y) = . y y y y Click on the green square to return

Solutions to Exercises

20

Exercise 2(d) To calculate the partial derivatives of the function z = sin(x) cos(xy) the product rule has to be applied z x z y sin(x) + sin(x) cos(xy) , x x = cos(xy) sin(x) + sin(x) cos(xy) . y y = cos(xy) cos(u) u cos(u) u u = sin(u)y = y sin(xy) , x u = sin(u)x = x sin(xy) . y z = x sin(x) sin(xy) . y

Using the chain rule with u = xy for the partial derivatives of cos(xy) cos(xy) = x cos(xy) = y

Thus the partial derivatives of z = sin(x) cos(xy) are z = cos(xy) cos(x) y sin(x) sin(xy) , x Click on the green square to return

Solutions to Exercises

21
2

Exercise 2(e) To calculate the partial derivatives of z = e(x chain rule has to be applied with u = (x2 + y 2 ): z x z y = = u (e ) u u (e ) u u u = eu , x x u u = eu . y y

+y 2 )

the

The partial derivatives of u = (x2 + y 2 ) are u (x2 ) = = 2x , x x u (y 2 ) = = 2y . y y

2

Therefore the partial derivatives of the function z = e(x 2 2 z u = eu = 2x e(x +y ) , x x 2 2 z u u = e = 2y e(x +y ) . x x Click on the green square to return

+y 2 )

are

Solutions to Exercises

22

Exercise 2(f ) Applying the chain rule with u = x2 + y the partial derivatives of the function z = sin(x2 + y) can be written as z x z y = = (sin(u)) u (sin(u)) u u u , = cos(u) x x u u = cos(u) . y y u y = 1. = y y

The partial derivatives of u = x2 + y are u x2 = 2x , = x x

Thus the partial derivatives of the function z = sin(x2 + y) are z u = 2x cos(x2 + y) , = cos(u) x x z u = cos(u) = cos(x2 + y) . y y Click on the green square to return

Solutions to Exercises

23

Exercise 3(a) From exercise 2(a), the rst order partial derivatives of z = (x2 + 3x) sin(y) are z z = (2x + 3) sin(y) , = (x2 + 3x) cos(y) . x y The mixed second order derivatives are 2z z = = (x2 + 3x) cos(y) = (2x + 3) cos(y) , xy x y x 2z z = = ((2x + 3) sin(y)) = (2x + 3) cos(y) . yx y x y Click on the green square to return

Solutions to Exercises

24

Exercise 3(b) From exercise 2(b), the rst order partial derivatives of z = are z sin(x) z cos(x) = , = 5 , x y5 y y6 so the mixed second order derivatives are sin(x) 2z z cos(x) = = =5 6 , 5 xy x y x y6 y 2 z z sin(x) sin(x) = = 5 =5 6 . yx y x y y y Click on the green square to return cos(x) y5

Solutions to Exercises

25

Exercise 3(c) From exercise 2(c), the rst order are z 1 = , x x The mixed second order derivatives 2z z = xy x y 2z z = yx y x Click on the green square to return

partial derivatives of z = ln(xy) z 1 = . y y are 1 = x y 1 = y x

= 0, = 0.

Solutions to Exercises

26

Exercise 3(d) From exercise 2(d), the rst order partial derivatives of z = sin(x) cos(xy) are z z = cos(x) cos(xy) y sin(x) sin(xy) , = x sin(x) sin(xy) . x y The mixed second order derivatives are 2z z = = (x sin(x) sin(xy)) xy x y x = sin(x) sin(xy) x cos(x) sin(xy) xy sin(x) cos(xy) , 2z z = = (cos(x) cos(xy) y sin(x) sin(xy)) yx y x y = x cos(x) sin(xy) sin(x) sin(xy) xy sin(x) cos(xy) . N.B. In the solution above a product of three functions has been dierentiated. This can be done by using two applications of the product rule. Click on the green square to return

Solutions to Exercises

27

Exercise 3(e) From exercise 2(e), the rst order partial derivatives 2 2 of z = e(x +y ) are 2 2 2 2 z z = 2xe(x +y ) , = 2ye(x +y ) . x y The mixed second order derivatives are thus 2 2 2 2 2z z = = 2ye(x +y ) = 4xye(x +y ) , xy x y x 2 2 2 2 2z z 2xe(x +y ) = 4yxe(x +y ) . = = yx y x y Click on the green square to return

Solutions to Exercises

28

Exercise 3(f ) From exercise 2(f ), the rst order partial derivatives of z = sin(x2 + y) are z z = 2x cos(x2 + y) , = cos(x2 + y) . x y The mixed second order derivatives are thus 2z z = = cos(x2 + y) = 2x sin(x2 + y) , xy x y x 2z z = = 2x cos(x2 + y) = 2x sin(x2 + y) . yx y x y Click on the green square to return

Solutions to Quizzes

29

Solutions to Quizzes
Solution to Quiz: To determine which of the options is correct, the partial derivatives of z = cos(xy) must be calculated. From the calculations of exercise 2(d) the partial derivatives of z = cos(xy) are cos(u) u cos(xy) = = sin(u)y = y sin(xy) , x u x cos(u) u = sin(u)x = x sin(xy) . cos(xy) = y u y Therefore 1 1 cos(xy) = sin(xy) = cos(xy) . y x x y The other choices, if checked, will be found to be false. End Quiz

Solutions to Quizzes

30

Solution to Quiz: The rst order derivatives of z = ey sin(x) are zx = ey cos(x) , zy = ey sin(x) , where ey is kept constant for the rst dierentiation and sin(x) for the second. Continuing in this way, the second order derivatives zxx and zyy are given by the expressions zxx zyy = = x y z x z y ey cos(x) = ey sin(x) , x = ey sin(x) = ey sin(x) . y = zxx + zyy = 0 . End Quiz

Adding these two equations together gives