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Lecture 16

Functions of Three and n Variables

All the definitions and results for two variable functions developed so far can be
extended to functions of three or n variables.
In the following, we list some of the most important definitions and properties
for two and three variable functions:

(a) f (x, y) is differentiable at (x0 , y0 ) if fx (x0 , y0), fy (x0 , y0 ) exist and


f (x0 + x, y0 + y) f (x0 , y0 ) fx (x0 , y0 )x fy (x0 , y0 )y)
p
=0
(x,y)(0,0)
x2 + y 2
lim

(a ) f (x, y, z) is differentiable at (x0 , y0 , z0 ) if fx (x0 , y0 , z0 ), fy (x0 , y0, z0 ), fz (x0 , y0 , z0 )


exist and
f fx (x0 , y0 , z0 )x fy (x0 , y0 , z0 )y fz (x0 , y0 , z0 )z
p
=0
(x,y,z)(0,0,0)
x2 + y 2 + z 2
lim

where f = f (x0 + x, y0 + y, z0 + z) f (x0 , y0 , z0 ).

(b) If fx (x, y), fy (x, y) exist for (x, y) near (x0 , y0 ) and they are continuous at
(x0 , y0 ) then f (x, y) is differentiable at (x0 , y0 ).
(b ) If fx (x, y, z), fy (x, y, z), fz (x, y, z) exist for (x, y, z) near (x0 , y0 , z0 ) and they
are continuous at (x0 , y0 , z0 ), then f (x, y, z) is differentiable at (x0 , y0, z0 ).
(c) If z = f (x, y), x = x(t), y = y(t), then
z dx z dy
dz
=
+
dt
x dt
y dt
(c ) If w = f (x, y, z), x = x(t), y = y(t), z = z(t), then
dw
w dx w dy w dz
=
+
+
dt
x dt
y dt
z dt
(d) If ~u = u1~i + u2~j and ||~u|| = 1, then
Du~ f (x0 , y0) = fx (x0 , y0 )u1 + fy (x0 , y0 )u2
= f (x0 , y0) ~u,
where f (x0 , y0) = fx (x0 , y0 )~i + fy (x0 , y0)~j is the gradient of f (x, y) at
(x0 , y0 ).

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(d ) If ~u = u1~i + u2~j + u3~k and ||~u|| = 1, then
Du~ f (x0 , y0 , z0 ) = fx (x0 , y0 , z0 )u1 + fy (x0 , y0z0 )u2 + fz (x0 , y0, z0 )u3
= f (x0 , y0 , z0 ) ~u,
where f (x0 , y0, z0 ) = fx (x0 , y0 , z0 )~i + fy (x0 , y0 , z0 )~j + fz (x0 , y0 , z0 )~k is the
gradient of f (x, y, z) at (x0 , y0, z0 ).
(e) f (x0 , y0 ) is the direction when the directional derivative of f (x, y) at (x0 , y0 )
takes maximum value among all the directions.
(e ) f (x0 , y0 , z0 ) is the direction when the directional derivative of f (x, y, z) at
(x0 , y0 , z0 ) takes maximum value among all the directions.
(f) f (x0 , y0 ) is perpendicular to the level curve of f (x, y) through (x0 , y0).
(f ) f (x0 , y0 , z0 ) is perpendicular to the level surface of f (x, y, z) through (x0 , y0 , z0 ).
(g) dz = fx (x0 , y0)dx + fy (x0 , y0 )dy is called the total differential of f (x, y) at
(x0 , y0 ), and dz is the best linear approximation of z when dx and dy are
small.
(g ) dw = fx (w0 , y0 , z0 )dx + fy (x0 , y0 , z0 )dy + fz (x0 , y0 , z0 ) is called the total differential of f (x, y, z) at (x0 , y0 , z0 ), and dw is the best linear approximation
of w when dx, dy and dz are small.
The generalization to nvariable functions is similar. For example, the directional
derivative is given by
Du~ f (x01 , . . . , x0n ) = fx1 (x01 , . . . , x0n )u1 + . . . + fxn (x01 , . . . , x0n )un
= f (x01 , . . . , x0n ) ~u
f (x01 , . . . , x0n ) = fx1 (x01 , . . . , x0n )~e1 + . . . + fxn (x01 , . . . , x0n )~en is the gradient of
f (x1 , . . . , xn ) at (x01 , . . . , x0n ), where
~e1 = h1, 0, . . . , 0i, ~e2 = h0, 1, 0, . . . , 0i, . . . , ~en = h0, . . . , 0, 1i.
dw = fx1 (x01 , . . . , x0n )dx1 + . . . + fxn (x01 , . . . , x0n )dxn is the total differential of
f (x1 , . . . , , xn ) at (x01 , . . . , x0n ).
For functions of three or more variables, there are more versions of the chain
rule than for two variable functions. It is impossible to give a complete list of such
chain rules. However, the so called Tree Diagrams For the Chain Rules are
very useful and convenient. Let us see how these diagrams are used through several
examples.
Example 1

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(a) The chain rule
dz
z dx z dy
=
+
dt
x dt
y dt
can be explained by the following tree diagram:
z
z/ y

z/ x
x

dx/dt

dy/dt

(b) The chain rule


z

z x z y
z
=
+
u
x u y u
z
z x z y
=
+
v
x v y v

z/ x

z/ y
y

can be expressed by the tree


diagram on the right.

y/ u

x/ v

x/ u

y/ v

Example 2 Let w = f (x, y, z), x = x(r, s), y = y(r, s), z = z(r, s). Use a tree
diagram to find the corresponding chain rule.
Solution. The tree diagram should look like the following:
w
w/ x

w/

w/ y

y
x/ r

x/ s
y/ r

z/ r

z/ s

y/ s

The chain rules are


w
w x w y w z
=
+
+
r
x r
y r
z r
w
w x w y w z
=
+
+
s
x s
y s
z s
2
Example 3. Let w = f (x, y, z), z = z(x, y). Find

f (x, y, z(x, y)).


x

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Solution. The tree diagram is the following
w
w/ x

w/ z
w/ y

x
y
z/ x

z/ y

The chain rule is


w w z

f (x, y, z(x, y)) =


+
.
x
x
z x
2
The chain rules are perhaps the most difficult part in the calculation of partial
derivatives. You should have plenty of practice with them in order to master this
skill.