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Lecture 16

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:

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

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

(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 ).

87

(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

88

(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

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

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

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

x

89

Solution. The tree diagram is the following

w

w/ x

w/ z

w/ y

x

y

z/ x

z/ y

w w z

+

.

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.

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