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Hasin Yousaf

Week 3

Differentiation (cont’d)

Overview of today’s lecture

Differentiation

• Implicit functions

Partial Differentiation

Consider a function

y = f (x1 , x2 , · · · , xn )

where the variables xi i = 1, · · · , n are all independent of one another,

so that each can vary by itself without affecting the others. If the

variable x1 undergoes a change ∆x1 while x2 , · · · , xn all remain fixed,

there will be a corresponding change in y, ∆y.

of a change in x1 is

=

∆x1 ∆x1

Partial Differentiation

=

∆x1 ∆x1

6x1 ∆x1 + 3(∆x1 )2 + ∆x1 x2

=

∆x1

= 6x1 + 3∆x1 + x2

= 1

∆x2 ∆x2

x1 ∆x2 + 8x2 ∆x2 + 4∆x22

=

∆x2

= x1 + 8x2 + 4∆x2

The Partial Derivative

very small. In such a case, it is possible to obtain an approximation of

∆y/∆x1 by dropping all the terms in the difference quotient involving

the expression ∆x1 .

respect to x1 , if it exists, is defined as

∂y ∆y

= f1 = lim

∂x1 ∆x1 →0 ∆x1

approaches 0“.

The Partial Derivative

again, we have found the difference quotients. Then,

∂y ∆y

= f1 = lim

∂x1 ∆x1 →0 ∆x1

∆x1 →0

= 6x1 + x2

∂y ∆y

= f2 = lim

∂x2 ∆x2 →0 ∆x2

∆x2 →0

= x1 + 8x2

Techniques of Partial Differentiation

any variable, pretend that the other variables are constant and

differentiate.

∂y/∂x1 , bear in mind that x2 is to be treated as a constant during

differentiation. Thus we have,

∂y

= f1 = 6x1 + x2

∂x1

Exercise

3x1 − 2x2

f (x1 , x2 , x3 ) = + x3

x21 + 3x2

Gradient Vector

vector of f as the vector of partial derivatives

∇f (x1 , x2 , · · · , xn ) = (f1 , f2 , · · · , fn )

Note that since the function f has n arguments, there are altogether n

partial derivatives, hence ∇f is a 1 × n vector.

Exercise

Applications to Comparative Static Analysis

Qd = a − bP (a, b > 0)

Qs = −c + dP (c, d > 0)

a+c

P∗ =

b+d

∗ ad − bc

Q =

b+d

These solutions are referred to as being in the reduced form: The two

endogenous variables have been reduced to explicit expressions of the

four mutually independent parameters a, b, c, d.

Change in the Parameter a

∂P ∗ 1 ∂Q∗ d

= >0 = >0

∂a b+d ∂a b+d

Hence, when the parameter a increases, both the equilibrium quantity

and the equilibrium price increase.

S

a

Q∗0

Q∗

D0

D

0 P

P ∗P ∗0

-c

Change in the Parameter d

∂P ∗ −(a + c) ∂Q∗ ab + bc

= <0 = >0

∂d (b + d)2 ∂d (b + d)2

Hence, when the parameter d increases, the equilibrium quantity

increases and the equilibrium price decreases.

Q

S0

a

S

Q∗0

Q∗

D

0 P

-c P ∗0P ∗

General-Function Models

must be functional independence among independent variables.

partial differentiation, a key requirement is that when x1 changes, x2

remains constant. In other words, there is no functional relationship

between x1 and x2 that would causes x2 to change when x1 changes.

changes when x1 changes and vice versa (i.e. there is interdepen-

dence). In this case we can no longer use partial differentiation.

Instead, we use total differentiation.

Total Differentials

than one independent variable. Consider the function

y = f (x1 , x2 )

The easiest way to proceed might be to find the two separate partial

derivatives fx1 and fx2 , and then substitute these into the equation:

∂y ∂y

dy = dx1 + dx2

∂x1 ∂x2

| 1{z } | {z }

change in y due change in y due

to change in x1 to change in x2

change that occurs from a change in x1 and x2 .

Total Differentials

ential of z.

∂z ∂z

dz = dx + dy

∂x ∂y

= (6x + 2y)dx + (2x − 6y 2 )dy

x

Example 2: Given z = x+y

, find the total differential of z.

∂z ∂z

dz = dx + dy

∂x ∂y

(1)(x + y) − (x)(1) −(x)(1)

= dx + dy

(x + y)2 (x + y)2

y x

= dx − dy

(x + y)2 (x + y)2

Total Derivatives

The total derivative is just a ratio of two differentials. So, to find the

total derivative:

• Step 1: Find the total differential

• Step 2 : Divide by the relevant differential

• Step 1: First find the total differential:

∂y ∂y

dy = dx + dw

∂x ∂w

• Step 2: Divide the total differential by dw:

dy ∂y dx ∂y dw

= +

dw ∂x dw ∂w dw

∂y dx ∂y

= +

|∂x{zdw} ∂w

|{z}

indirect effect of w direct effect of w

Total Derivatives

dy

Example 1: Find dw given y = f (x, w) = 4x2 − 2w where

2

x = g(w) = w + w − 3.

• Step 1: First find the total differential:

∂y ∂y

dy = dx + dw

∂x ∂w

• Step 2: Divide the total differential by dw:

dy ∂y dx ∂y dw

= +

dw ∂x dw ∂w dw

∂y dx ∂y

= +

∂x dw ∂w

= (8x)(2w + 1) + (−2)

= 16wx + 8x − 2

= 16w(w2 + w − 3) + 8(w2 + w − 3) − 2

= 16w3 + 24w2 − 40w − 26

Implicit Functions

2x2 is called an explicit function, because the variable y is explicitly

expressed as a function of x.

then we no longer have an explicit function. Rather, the function

is now implicitly defined and is referred to as an implicit function.

into an equation F (y, x) = 0, the converse need not hold true. In

other words, it is not necessarily the case that an equation of the

form F (y, x) = 0 implicitly defines a function y = f (x).

Implicit Functions

F (y, x1 , ..., xn ) = 0

if

1. F has continuous partial derivatives Fy , F1 , · · · , Fn ,

2. at a point (y0 , x10 , ..., xn0 ) satisfying the equation, Fy 6= 0,

then there exists an n-dimensional neighbourhood of

(y0 , x10 , ..., xn0 ) in which y is an implicitly defined function of

the variables x1 , · · · , xn in the form of y = f (x1 , ..., xn ).

Implicit Functions

We want to know whether it defines an implicit function. To do that,

we need to check the two conditions:

• Does F have continuous partial derivatives?

Here the answer is yes.

Fy = 2y Fx = 2x

Fy = 2y. Clearly, this will equal zero when y is zero.

When y = 0, x values of −3 or 3 will satisfy F (y, x) = 0. So, for the

points (−3, 0) and (3, 0), Fy = 0. But for all other combinations of

(x, y), Fy 6= 0.

9 = 0 except the two points (−3, 0) and (3, 0), Fy = 0 and therefore we

will be able to find a neighbourhood of points for which the implicit

function y = f (x) is defined.

Derivatives of Implicit Functions

F (y, x1 , · · · , xn ) = 0

be found using the formula:

∂y Fi

fi = =− for i = 1, 2, · · · , n

∂xi Fy

This is a nice result because it means that even if you don’t know what

the implicit function looks like, you can still find its derivatives.

Derivatives of Implicit Functions

dy

plicitly defines a function y = f (x). Find dx .

dy Fx (−12x3 )

=− =− = 12x3

dx Fy 1

10wx + 5 = 0 implicitly defines a function y = f (x, w). Find

dy dy

dx

and dw .

dy Fx y 2 − 2wy + 10w

=− =−

dx Fy 2xy − 2xw

dy Fw −2xy + 10x

=− =−

dw Fy 2xy − 2xw

Extension to the Simultaneous-Equation Case

conditions under which a set of simultaneous equations

F 2 (y1 , ..., ym ; x1 , ..., xn ) = 0

···

m

F (y1 , ..., ym ; x1 , ..., xn ) = 0

y1 = f 1 (x1 , · · · , xn )

y2 = f 2 (x1 , · · · , xn )

···

m

ym = f (x1 , · · · , xn )

Extension to the Simultaneous-Equation Case

F 1 (x, y, w; z) = xy − w = 0

F 2 (x, y, w; z) = y − w3 − 3z = 0

F 3 (x, y, w; z) = w3 + z 3 − 2zw = 0

ydx + xdy − dw = 0

dy − 3w2 dw − 3dz = 0

3w2 dw + 3z 2 dz − 2zdw − 2wdz = 0

Extension to the Simultaneous-Equation Case

form we get

y x −1 dx 0

0 1 −3w2 dy = 3 dz

0 0 3w2 − 2z dw 2w − 3z 2

dx

y x −1 dz 0

0 1 −3w2 dy dz

= 3

2 dw 2

0 0 3w − 2z dz

2w − 3z

Extension to the Simultaneous-Equation Case

0 x −1

2

3 1 −3w

2 2

dx |Jx | 2w − 3z 0 3w − 2z

= =

dz |J| y x

−1

2

0 1

−3w

0 0 3w2 − 2z

=

y(3w2 − 2z)

dy dw

We can solve for dz and dz in the same way.

Announcements

• Duration: 75 minutes

Midterm

exam. You should make every effort to take the mid-session exam.

Students who fail to attend the examination will need to apply for

Special Consideration.

Detailed Solutions

• The partial derivative with respect to x1 is

= f1 = 2 =

∂x1 (x1 + 3x2 ) 2 (x21 + 3x2 )2

= f2 = =

∂x2 (x21 + 3x2 )2 (x21 + 3x2 )2

∂y

= f3 = 1

∂x3

Go Back

• The partial derivative with respect to x1 is

∂y

= f1 = 3x2 + 4x3

∂x1

∂y

= f2 = 3x1 + 5x3

∂x2

∂y

= f3 = 4x1 + 5x2

∂x3

∇f (x1 , x2 , x3 ) = (3x2 + 4x3 , 3x1 + 5x3 , 4x1 + 5x2 )

∇f (1, 1, 1) = (7, 8, 9)

Go Back

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