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3: Partial Derivatives,

14.4: The Chain Rule, and

14.5: Directional Derivatives and Gradient Vectors

TA: Sam Fleischer

November 10

Definition: Partial Derivative with respect to x, y

The partial derivative of f (x, y) with respect to x at the point (x0 , y0 ) is

∂f d f (x0 + h, y0 ) − f (x0 , y0 )

fx = = f (x, y0 ) = lim

∂x (x0 ,y0 )

dx

(x0 ,y0 )

h→0 h

∂f d f (x0 , y0 + h) − f (x0 , y0 )

fy = = f (x0 , x) = lim

∂y (x0 ,y0 )

dy (x0 ,y0 )

h→0 h

∂z

Find if the equation

∂x

yz − ln z = x + y

defines z as a function of two independent variables x and y and the partial derivative exists.

d d

(yz − ln z) = (x + y)

dx dx

1

∂z 1 ∂z

y − =1+0

∂x z ∂x

1 ∂z

y− =1

z ∂x

∂z x

=

∂x yz − 1

When we differentiate a function f (x, y) twice, we produce its second-order derivatives. Nota-

tion:

∂ 2f ∂ 2f

or f xx , or fyy

∂x2 ∂y 2

∂ 2f ∂ 2f

or fyx , and = fxy

∂x∂y ∂y∂x

The defining equations are

∂ 2f ∂ 2f

∂ ∂f ∂ ∂f

= , =

∂x2 ∂x ∂x ∂x∂y ∂x ∂y

∂ 2f

Note that fyx = means you first take the derivative with respect to y, and then take the

∂x∂y

derivate with respect to x.

If f (x, y) and its partial derivatives fx , fy , fxy , and fyx are defined throughout an open region

containing a point (a, b) and are all continuous at (a, b), then

Find fyxyz if f (x, y, z) = 1 − 2xy 2 z + x2 y

f (x, y, z) = 1 − 2xy 2 z + x2 y

fy = −4xyz + x2

fyx = −4yz + 2x

fyxy = −4z

fyxyz = −4

2

Definition: Differentiability

A function z = f (x, y) is differentiable at (x0 , y) if fx (x0 , y0 ) and fy (x0 , y0 ) exists and ∆z satisfies

an equation of the form

every point in its domain, and say that its graph is a smooth surface.

Suppose that the first partial derivatives of f (x, y) are defined throughout an open region R con-

taining the point (x0 , y0 ) and that fx and fy are continuous at (x0 , y0 ). Then the change

in the value of f that results from moving from (x0 , y0 ) to another point (x0 + ∆x, y0 + ∆y) in R

satisfies an equation of the form

Corollary of Theorem 3

If the partial derivatives fx and fy of a function f (xy) are continuous throughout an open region

R, then f is differentiable at every point of R.

If a function f (x, y) is differentiable at (x0 , y0 ), then f is continuous at (x0 , y0 ).

Theorem 5: Chain Rule for Functions of One Independent Variable and Two Interme-

diate Variables

If w = f (x, y) is differentiable and if x = x(t), y = y(t) are differentiable functions of t, then the

composite w = f (x(t), y(t)) is a differentiable function of t and

dw

= fx (x(t), y(t)) · x0 (t) + fy (x(t), y(t)) · y 0 (t)

dt

or

dw ∂f dx ∂f dy

= +

dt ∂x dt ∂y dt

3

Theorem 6: Chain Rule for Functions of One Independent Variable and Three Inter-

mediate Variables

If w = f (x, y, z) is differentiable and x, y, and z are differentiable functions of t, then w is a

differentiable function of t and

dw ∂w dx ∂w dy ∂w dz

= + +

dt ∂x dt ∂y dt ∂z dt

Example

dw

Find if

dt

w = xy + z, x = cos t, y = sin t, z=t

Use Theorem 6:

dw ∂w dx ∂w dy ∂w dz

= + +

dt ∂x dt ∂y dt ∂z dt

= (y)(− sin t) + (x)(cos t) + (1)(1)

= (sin t)(− sin t) + (cos t)(cos t) + 1

= − sin2 t + cos2 t + 1

= cos 2t + 1

dw

= 1 + cos 0 = 2

dt t=0

Theorem 7: Chain Rule for Two Independent Variables and Three Intermediate Vari-

ables

Suppose that w = f (x, y, z), x = g(r, s), y = h(r, s), and z = k(r, s). If all four functions are

differentiable, then w has partial derivatives with respect to r and s given by the formulas

∂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

Suppose that F (x, y) is differentiable and that the equation F (x, y) = 0 defines y as a differentiable

function of x. Then at any point where Fy 6= 0,

dy Fx

=−

dx Fy

4

Example

dy

Find if y 2 − x2 − sin xy = 0.

dx

dy Fx

=−

dx Fy

−2x − y cos xy

=−

2y − x cos xy

2x + y cos xy

=

2y − x cos xy

Suppose F (x, y, z) = 0 and z = f (x, y). Assuming F and f are differentiable functions, then

∂z Fx ∂z Fy

=− and =−

∂x Fz ∂y Fz

In general, suppose z = f (x1 , x2 , . . . , xn ) is a differential function of the intermediate variables

x1 , x2 , . . . , xn where n is a positive integer (n ∈ N). Also suppose each xi is a differentiable function

of the independent variables t1 , t2 , . . . , tm , with m ∈ N. In equation form,

x1 = g1 (t1 , t2 , . . . , tm )

x2 = g2 (t1 , t2 , . . . , tm )

..

.

xn = gn (t1 , t2 , . . . , tm )

Then w is a differential function of each of the independent variables t1 , t2 , . . . , tm , and the partial

derivatives of w with respect to each ti are

n

∂w ∂w ∂x1 ∂w ∂x2 ∂w ∂xn X ∂w ∂xi

= + + ··· + =

∂t1 ∂x1 ∂t1 ∂x2 ∂t1 ∂xn ∂t1 i=1

∂xi ∂t1

n

∂w ∂w ∂x1 ∂w ∂x2 ∂w ∂xn X ∂w ∂xi

= + + ··· + =

∂t2 ∂x1 ∂t2 ∂x2 ∂t2 ∂xn ∂t2 i=1

∂xi ∂t2

..

.

n

∂w ∂w ∂x1 ∂w ∂x2 ∂w ∂xn X ∂w ∂xi

= + + ··· + =

∂tm ∂x1 ∂tm ∂x2 ∂tm ∂xn ∂tm i=1

∂xi ∂tm

More compactly,

n

∂w X ∂w ∂xi

= for j = 1, 2, . . . , m

∂tj i=1

∂xi ∂tj

5

Directional Derivatives and Gradient Vectors

Definition: Directional Derivative

The derivative of f at P0 (x0 , y0 ) in the direction of the unit vector u = u1 i = u2 j is the

number

df f (x0 + su1 , y0 + su2 ) − f (x0 , y0 )

= lim

ds u,P0 s→0 s

df

= (Du f )P0

ds u,P0

The gradient vector (gradient) of f (x, y) at a point P is the vector

∂f ∂f

∇f = i+ j

∂x ∂y

If f (x, y) is differentiable in an open region containing P0 (x0 , y0 ), then

In words, the derivative of f at P0 in the direction of u is the dot product of the gradient ∇f at

P0 and u. In brief,

(Du )f = ∇f · u

Example

Find the derivative of f (x, y) = xey + cos xy at the point (2, 0) in the direction of v = 3i − 4j.

First, find the unit direction vector

v v 3 4

u= = = i− j

kvk 5 5 5

Then we need to find the partial derivatives of f at (2, 0) because together, they make up the

gradient, ∇f .

fx = ey − y sin xy

fx (2, 0) = e0 − 0 sin(2 · 0) = 1 − 0 = 1

fy = xey − x sin xy

fy (2, 0) = 2e0 − 2 sin(2 · 0) = 2 − 0 = 2

6

Plug these values into the definition of gradient.

∇f |(2,0) = fx (2, 0)i + fy (2, 0)j

= i + 2j

Then the directional derivative of f at (2, 0) in the direction of u is

(Du f )(2,0) = ∇f |(2,0) · u

3 4

= i − j · (i + 2j)

5 5

3 4

= −2·

5 5

= −1

1. The function f increases most rapidly when cos θ = 1, i.e. when θ = 0, i.e. when u is the

direction of ∇f . That is, at each point P in its domain, f increases most rapidly in the

direction of the gradient vector ∇f at P . The derivative in this direction is

Du f = k∇f k cos 0 = k∇f k

2. Similarly, f decreases most rapidly in the direction of −∇f . The derivative in this direction

is

Du f = k∇f k cos π = −k∇f k

6 0 is adirection of zero change in f because

π

θ = and

2

π

Du f = k∇f k cos = k∇f k · 0 = 0

2

Example

x2 y 2

Let f (x, y) = + , and consider the point (1, 1).

2 2

The function increases most rapidly in the direction of ∇f .

(∇f ) = xi + yj =⇒ (∇f )(1,1) = i + j

The unit vector of (∇f )(1,1) is

i+j 1 1

u= √ = √ i+ √ j

2 2 2

The function decreases most rapidly in the direction −(∇f )(1,1)

1 1

−√ i − √ j

2 2

The directions of zero change at (1, 1) are the directions ofthogonal to ∇f :

1 1 1 1

n = −√ i + √ j and −n= √ i− √ j

2 2 2 2

7

Important Concept

At every point (x0 , y0 ) in the domain of a differentiable function f (x, y), the gradient of

f is normal to the level curve through (x0 , y0 ).

Notice this is the same as point-slope form from elementary algebra.

y − y0 = m(x − x0 )

where

fx dy

m=− =

fy dx

by Theorem 8.

2. Difference Rule: ∇(f − g) = ∇f − ∇g

3. Constant Multiple Rule: ∇(kf ) = k∇f

4. Product Rule: ∇(f g) = f ∇g + g∇f

f g∇f − f ∇g

5. Quotient Rule: ∇ =

g g2

For a differential function f (x1 , x2 , . . . xn ) and a unit vector u = hu1 , u2 , . . . , un i in space, we have

∂f ∂f ∂f

∇f = , ,...,

∂x1 ∂x2 ∂xn

and

n

∂f ∂f ∂f X ∂f

Du f = ∇f · u = u1 + u2 + . . . un = ui

∂x1 ∂x2 ∂xn i=1

∂xi

Let r(t) = x(t)i + y(t)j + z(t)k be a smooth path C and w = f (r(t)) a scalar function along C.

Then

dw ∂w dx ∂w dy ∂w dz

= + +

dt ∂x dt ∂y dt ∂z dt

or in vector notation,

d

f (u(t)) = ∇f (r(t)) · r0 (t)

dt

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