§1.

0 PARTIAL DIFFERENTIATION

1.1 FUNCTIONS OF SEVERAL VARIABLES

Functions of several variables occur frequently in Engineering. For example, if we have

a right circular cone of altitude h and radius of base r , its volume and lateral surface

area are, respectively V  r 2 h and S  r r 2  h 2 .
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Here V and S are functions of the two variables r, h . Also the law of cosine expresses
the length c of the third side of a triangle as a function of the lengths a, b of the other
two sides and of the included angle  . The formula expressing c as a function of three


variables is c  a 2  b 2  2ab cos 
1
2
.

A function of two variables is defined as follows. Let D be a collection of number pairs

( x, y ) , and suppose that with each pair ( x, y ) is associated a unique number z , thus

giving us a certain collection of a number triples ( x, y, z ) . This collection is called a

function of two variables. If we denote the function by a single letter, say f , then we
write z  f ( x, y ) and call z the value of f at ( x, y ) . Where x and y are independent
variables and z is called the dependent variable. The collection of all the values of
f is called the range of f , while the collection D of allowable pairs ( x, y ) is called

the domain of f .
Functions of three or more variables are defined in a similar manner.

1.2 PARTIAL DERVATIVES

The ideas of calculus apply to functions of several variables as well as to functions of
one variable. Of course, because more variables are involved, the notation and technical
detail are more complicated but the essential ideas are the same.

For function of one variable, f (x ) , the derivative is defined by

df lim f lim  f  x  x   f  x  
  .
dx x  0 x x  0  x 

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and this is a measure of the rate of change of the value of the function f (x ) with respect
to its variable x .
For a function of several variables, it is also useful to know how the function changes
when one, some or all of the variables change. To achieve this we define the partial
derivative of a function.

First, we consider a function f ( x, y ) of the two variables x and y . The partial

f
derivative, , of f ( x, y ) with respect to x is its derivative with respect to x treating
x
the values of y as being constant.

f  df  lim  f x  x, y   f x, y 

Thus,    .
x  dx  y CONSTANT x  0  x 

f
Likewise, the partial derivative, , of f ( x, y ) with respect to y is its derivative with
y
respect to y treating the value of x as being constant, so that:

f  df  lim  f x, y  y   f x, y 

  
y  dy  x CONSTANT y  0  y 


The process of obtaining the partial derivatives is called partial differentiation.

Note the use of ‘curly dees’, is to distinguish between partial differentiation and
ordinary differentiation.
A concise notation is sometimes used for partial derivatives; as an alternative to the
f f
‘curly dees’, written as f x  and f y  .
x y
If we write z  f ( x, y ) then the partial derivatives may also be written as
z z
, or z x , z y .
x y

Example1:
𝜕𝑓 𝜕𝑓
Find 𝜕𝑥 and 𝜕𝑦 where 𝑓(𝑥, 𝑦) is given by

a) 3𝑥 2 + 2𝑥𝑦 + 𝑦 3
b) (𝑦 2 + 𝑥) 𝑒 −𝑥𝑦

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SOLUTION
a) 𝑓(𝑥, 𝑦) = 3𝑥 2 + 2𝑥𝑦 + 𝑦 3
𝜕𝑓
To find 𝜕𝑥, we differentiate 𝑓(𝑥, 𝑦) with respect to 𝑥 regarding 𝑦 as a constant.

Thus, we obtain
𝜕𝑓 𝜕 𝜕 𝜕
= 𝜕𝑥 (3𝑥 2 ) + 𝜕𝑥 (2𝑥𝑦) + 𝜕𝑥 (𝑦 3 )
𝜕𝑥
𝑑 𝑑
= 3 𝑑𝑥 (𝑥 2 ) + 2𝑦 𝑑𝑥 (𝑥) + 0

= 6𝑥 + 2𝑦
Similarly,
𝜕𝑓 𝜕 𝜕 𝜕
= 𝜕𝑦 (3𝑥 2 ) + 𝜕𝑦 (2𝑥𝑦) + 𝜕𝑦 (𝑦 3 )
𝜕𝑦
𝑑 𝑑
= 0 + 2𝑥 𝑑𝑦 (𝑦) + 𝑑𝑦 (𝑦 3 )

= 2𝑥 + 3𝑦 2

b) 𝑓(𝑥, 𝑦) = (𝑦 2 + 𝑥) 𝑒 −𝑥𝑦
Using the product rule, let 𝑢 = (𝑦 2 + 𝑥) and 𝑣 = 𝑒 −𝑥𝑦
Differentiating with respect to 𝑥 taking 𝑦 as a constant gives:
𝜕𝑓 𝜕𝑣 𝜕𝑢
= 𝑢 𝜕𝑥 + 𝑣 𝜕𝑥
𝜕𝑥
𝜕 𝜕
= (𝑦 2 + 𝑥) 𝜕𝑥 (𝑒 −𝑥𝑦 ) + (𝑒 −𝑥𝑦 ) 𝜕𝑥 (𝑦 2 + 𝑥)

= (𝑦 2 + 𝑥)(−𝑦𝑒 −𝑥𝑦 ) + (𝑒 −𝑥𝑦 )(1)

= 𝑒 −𝑥𝑦 (1 − 𝑦 3 − 𝑥𝑦)
Similarly
𝜕𝑓 𝜕𝑣 𝜕𝑢
= 𝑢 𝜕𝑦 + 𝑣 𝜕𝑦
𝜕𝑦
𝜕 𝜕
= (𝑦 2 + 𝑥) 𝜕𝑦 (𝑒 −𝑥𝑦 ) + (𝑒 −𝑥𝑦 ) 𝜕𝑦 (𝑦 2 + 𝑥)

= (𝑦 2 + 𝑥)(−𝑥𝑒 −𝑥𝑦 ) + (𝑒 −𝑥𝑦 )(2𝑦)

= 𝑒 −𝑥𝑦 (2𝑦 − 𝑥𝑦 2 − 𝑥 2 )

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Although, partial derivatives have been introduced here in the context of function of
two variables, the concept may be readily extended to obtain the partial derivatives of
a function of as many variables as we please.
Finding partial derivatives is no more difficult than finding derivatives of functions of
one variable, with the constant multiplication, sum, product and quotient rules having
counterparts for partial derivatives.

1.3 HIGHER-ORDER PARTIAL DERIVATIVE

For function of two variables, there are four different second-order partial derivatives.
f   f  2 f
The partial derivative with respect to x of is   , usually abbreviated as
x x  x  x 2
or f xx . Similarly, taking two successful partial derivatives with respect to y gives us

  f   2 f
   f yy .
y  y  y 2
For mixed second-order partial derivative, one derivative is taken with respect to
  f 
each variable. If the first partial derivative is taken with respect to x , we have  
y  x 

2 f
, abbreviated as or  f x y  f xy . If the first partial derivative is taken with respect
yx

  f  2 f
to y , we have   , abbreviated as , or  f y x  f yx .
x  y  xy

Example 2
Find all the second-order partial derivatives of 𝑓(𝑥, 𝑦) = 𝑥 2 𝑦 − 𝑦 3 + ln 𝑥.
Solution
First we compute all the first-order partial derivatives
𝜕𝑓 1
= 2𝑥𝑦 + 𝑥 and
𝜕𝑥
𝜕𝑓
= 𝑥 2 − 3𝑦 2
𝜕𝑦

Therefore
𝜕2 𝑓 𝜕 𝜕𝑓 𝜕
= 𝜕𝑥 (𝜕𝑥 ) = 𝑓𝑥𝑥 = 𝜕𝑥 (2𝑥𝑦 + 𝑥 −1 )
𝜕𝑥 2
1
= 2𝑥 − 𝑥 2

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𝜕2 𝑓 𝜕 𝜕𝑓 𝜕 1
= 𝜕𝑦 (𝜕𝑥 ) = 𝑓𝑥𝑦 = 𝜕𝑦 (2𝑥𝑦 + 𝑥 ) = 2𝑥
𝜕𝑦𝜕𝑥

𝜕2 𝑓 𝜕 𝜕𝑓 𝜕
= 𝜕𝑥 (𝜕𝑦) = 𝑓𝑦𝑥 = 𝜕𝑥 (𝑥 2 − 3𝑦 2 ) = 2𝑥
𝜕𝑥𝜕𝑦

𝜕2 𝑓 𝜕 𝜕𝑓 𝜕
= 𝜕𝑦 (𝜕𝑦) = 𝑓𝑦𝑦 = 𝜕𝑦 (𝑥 2 − 3𝑦 2 ) = −6𝑦
𝜕𝑦 2

Theorem 1
If f xy ( x, y ) and f yx ( x, y ) are continuous on an open set containing (a, b) , then

f xy (a, b)  f yx (a, b) .

Third -, fourth -, or even higher-order partial derivative can be taken. Theorem 1 can
be extended to show that as long as the partial derivative are all continuous in an open
set, the order (arrangement) of differentiation of higher mixed-order derivative does not
matter. Thus 𝑓𝑥𝑥𝑦 = 𝑓𝑥𝑦𝑥 = 𝑓𝑦𝑥𝑥 or 𝑓𝑥𝑦𝑦 = 𝑓𝑦𝑥𝑦 = 𝑓𝑦𝑦𝑥 as can be seen in the example
2 above.
3 f
With higher-order partial derivative, notation such as becomes quite awkward
xyx
and so, f xyx is usually used instead.

ASSIGNMENT 1