HIGHER ORDER DERIVATIVES

1The second order partial derivatives

are found by differentiating the first

order partial derivatives

.
∂ f
2
∂ f 2

ii) Notation :
∂x 2
∂y 2

∂ f
2
∂ f
2

∂x∂y ∂y∂x
 Differentiate
∂ f2
∂  ∂f 
i) =   twice with respect
∂x 2
∂x ∂x  to x

STEP 2 STEP 1

∂ f
2
∂  ∂f  Differentiate
ii ) = 
 
 twice with respect
∂y 2
∂y  ∂y  to y

STEP 2 STEP 1
 ∂ f
2
∂  ∂f 
Differentiate first
i) =   with respect to y
∂x∂y ∂x ∂y  and then with
respect to x

STEP 2 STEP 1

∂ f
2
∂  ∂f  Differentiate first
ii ) =   with respect to x
∂y∂x ∂y  ∂x  and then with
respect to y
STEP 2 STEP 1
EXAMPLE 1 : f ( x, y ) = x − 3 x y + 3 xy + y
3 2 2 2

Determine : ∂2 f ∂ f
2
i) ii )
∂x 2 ∂x∂y

Solution: i) To find ∂ f ∂  ∂f 
2
=   STEP 1
∂x 2
∂x  ∂x 
∂f
Step 1: find ,let y constant
∂x

∂f
= ( x − 3x y + 3xy + y )
∂ 3 2 2 2

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

∂x
( )
3 xy +
2

∂x
(
y ) ( )
Take out the coefficients
constant
∂ 3 ∂ 2 2 ∂ ∂ 2
=
∂x
( )
x − 3y
∂x
x + 3y ( )
∂x
( x) + y
∂x
( )

= 3 x − 3 y ( 2 x ) + 3 y (1) + 0
2 2

∂f
First order partial = 3x − 6 xy + 3 y
2 2
derivative is ∂x
Therefore, the second partial derivatives is

∂ f
2
∂  ∂f 
=  
∂x 2
∂x  ∂x  Answer from step 1
∂
=
∂x 3 (
x 2
− 6 xy + 3 y 2
)
∂ 2 ∂ ∂
=3
∂x
( )
x − 6 y ( x) +
∂x
3y 2

∂x constant
( )
= 3( 2 x ) − 6 y (1) + ( 0) = 6 x − 6 y
Solution: i) Short-cut

Given f ( x, y ) = x − 3 x y + 3 xy + y
3 2 2 2

∂f
1st order : = 3 x − 3(2 x) y + 3(1) y + (0)
2 2

∂x
= 3 x − 6 xy + 3 y
2 2

∂ f
2
2nd order : = 6 x − 6(1) y + 0
∂x 2

= 6x − 6 y
Solution: ii) To find ∂ f ∂ 
2
∂f 
=   STEP 1
∂y∂x ∂y  ∂x 
From part (i),
∂f
first partial derivatives is = = 3 x − 6 xy + 3 y
2 2

∂x

Therefore, the second order partial derivatives is

∂ f
2
∂  ∂f 
=  
∂y∂x ∂y  ∂x  Answer from step 1 (part i)
∂
=
∂y
3 x (
2
− 6 xy + 3 y 2
)
 ∂ f ∂
( )
2
= 3 x − 6 xy + 3 y
2 2

∂y∂x ∂y
Apply sum and different formula and take out the coefficients

∂ ∂ ∂ 2
=
∂y
2
( )
3x − 6 x ( y ) + 3
∂y ∂y
y ( )
constant

= (0) − 6 x(1) + 3( 2 y )
= −6 x + 6 y
Equality of Mixed Second Order
Partial Derivative Theorem

∂ f
2
∂ f 2
=
∂x∂y ∂y∂x
 EXAMPLE 2

2:Given f ( x, y ) = e xy

Verify (prove/show) that ∂ f

2
∂ f
2
=
∂x∂y ∂y∂x

Solution: From the left hand side

∂ f
2
∂  ∂f 
=   STEP 1
∂x∂y ∂x  ∂y 
 Step 1 : find first partial derivative ∂f
let x constant
∂y
∂f
=
∂y ∂y
∂
e xy 2
( ) Recalling that :

[
d f ( x)
e ]
= e f ( x ) . f ' ( x)
dx

( ) [ ]
= e xy 2  ∂
 2 
xy 
 ∂y 
Take out the coefficients x

( )
= e xy 2  ∂ 2 
 x
 ∂y
[ ]
y  = e

( )
xy 2
( x [ 2 y]) = 2 xye xy 2
Therefore, the second order partial derivatives is

∂ f
2
∂  ∂f 
=  
∂x∂y ∂x  ∂y  Answer from step 1

=
∂
∂x
(
2 xye xy 2
)
Take out the coefficients 2y

= 2y
∂
∂x
xe(xy 2
) Product Rule
 ∂ f ∂
( )
2
xy 2
= 2y xe
∂x∂y ∂x

[ ]
Product rule

= 2 y u v + uv ' '

[
= 2 y (1)(e xy 2
) + ( x)(e xy 2
)( y ) 2
]
= 2y e [ (1 + xy )]
xy 2 2 Factorize
common
factor e xy 2

= 2 ye xy 2
(1 + xy ) 2
SOLUTION : CONTINUE………

Find the right hand side

∂ f
2

∂y∂x
∂ f
2
∂  ∂f 
=   STEP 1
∂y∂x ∂y  ∂x 
 Step 1 : find first partial derivative ∂f
let x constant
∂x
∂f
=
∂
e xy 2
( )
∂x ∂x [
d f ( x)
dx
e ]
= e f ( x ) . f ' ( x)

( ) [ ]
= e xy 2 ∂

 ∂x
2 
xy 

Take out the coefficients

( )
= e xy 2  2 ∂
y
 ∂x 

[ x]  = e ( ) ( y (1))
xy 2 2
=y e 2 xy 2
Therefore, the second order partial derivatives is

∂ f
2
∂  ∂f 
=  
∂y∂x ∂y  ∂x 
Answer from step 1

=
∂y
(
∂ 2 xy 2
y e ) Product Rule
 ∂ f ∂ 2 xy 2
( )
2
= y e
∂y∂x ∂y
[ ]
Product rule

= u v + uv ' '

=  [ ]
 ∂ 2  xy 2
y (e ) + ( y ) e
2 xy 2 ∂ 2 
xy  [ ]
 ∂y   ∂y 
= (2 y )(e xy 2  xy 2 ∂ 2 
) + ( y ) e x2

∂y
y  [ ]
 
xy 2 xy 2
= (2 y )(e ) + ( y )(e 2
) x(2 y )
 2 2
= 2 ye + 2 xy e
xy 3 xy
Factorize
2
= 2 ye 1 + xy
xy 2
( ) common
factor 2 ye xy 2

Hence :

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

Verify !
  y
EXAMPLE 3 : Given f ( x, y ) = ln 
 x
2
∂ f 2
 ∂ f   ∂ f 
2 2
, evaluate  2   2  −   at x = 2, y = 1
 ∂x   ∂ y   ∂ x∂ y 
Solution:
 y
f ( x, y ) = ln  rewrite f ( x, y ) = ln y − ln x
 x
The first partial derivatives are :
∂f 1 ∂f 1
=− =
∂x x ∂y y
So, the second partial derivatives are :
Answer of first order partial derivative

∂ f
2
∂  ∂f  ∂  1  ∂
∂x 2
=   = −  =
∂x  ∂x  ∂x  x  ∂x
−x −1 1
= 2 ( )
x
Answer of first order partial derivative

∂ −1
∂ f ∂  ∂f 
( ) 1
2
∂
=   =    1  = y =− 2
∂y ∂y  ∂y  ∂y  y  ∂y y
2

Answer of first order partial derivative

∂2 f ∂  ∂f   
=   = ∂  1  = 0
∂x∂y ∂x  ∂y  ∂x  y 
 2
Therefore given : ∂ f
2
 ∂ f
2
 ∂ f 
2
 2  2  −  
 ∂x  ∂y   ∂x∂y 

 1  1 
=  2  − 2  − ( 0 )
2

 x  y 
when x = 2, y = 1
 1  1 
=  2  − 2 
 2  1 

1 1
=  ( − 1) = −
4 4
EXAMPLE 4 : (Choosing The Order of Differentiation)
ey ∂2z
Given z = xy + 2 determine
y +1 ∂x∂y

∂2z
Solution: The symbol tell us to differentiate first
∂x∂y
with respect y and then respect to x.
.
The equality of mixed partial derivative theorem:
∂2z ∂2 z
=
∂x∂y ∂y∂x

If we postpone the differentiation w.r.t y but

differentiate first w.r.t x, however, we will get
the same answer more quickly
 Solution: Continue……….
∂2z
For this example, in stead of find
∂x∂y
∂ z
2
We will find because we can get the same answer quickly
∂y∂x

∂ z2
∂  ∂z 
=   STEP 1
∂y∂x ∂y  ∂x 
Step 1 : find first partial derivative ∂f
let y constant ∂x

∂z ∂  ey 
=  xy + 2 
y +1
∂x ∂x 

Apply sum and different formula

∂ ∂  ey 
= ( xy ) +  2 
∂x ∂x  y + 1 
∂z ∂ ∂  ey  Therefore,
= ( xy ) +  2 
∂x ∂x ∂x  y + 1 
∂2z ∂  ∂z 
Take out the coefficients =  
∂y∂x ∂y  ∂x 
∂ ∂  ey 
= y ( x ) +  2  ∂
∂x ∂x  y + 1  = ( y)
∂y
constant

= y (1) + 0 =1
∂z
=y
∂x
Remark : If we differentiate first we respect to
y, we have to use quotient rule and
we are for significantly more work !

∂z ∂  ey 
=  xy + 2 
y +1
∂y ∂y 

Apply sum and different formula

∂ ∂  ey 
= ( xy ) +  2 
∂y ∂y  y + 1 
Quotient rule

Homework !
 More Higher Order Derivatives
(3rd Order, 4th Order…. )

EXAMPLE 5 : Let f ( x, y ) = y e + y
2 x

find ∂3 f
∂y 2 ∂x

Solution: The formula

Step 1 :diff. w.r. to x
∂ f
3
= Step 2 :diff. w.r. to y
∂y ∂x
2

Step 3 :diff. w.r. to y again

 Solution : Given f ( x, y ) = y e + y2 x

Copy coefficient constant

Step 1 : 1st order
(diff. w.r.to x) ∂f y e +0
2 x
= =y e 2 x

∂x
Differentiate w.r.to y Copy coefficient

Step 2 : 2nd order ∂ f

2
= 2y e x
(diff. w.r.to y) ∂y∂x

Step 3 : 3rd order ∂ f

3

(diff. w.r.to y again) = 2(1)e = 2e

x x

∂y ∂x
2
Chain Rule for functions of multiple intermediate
variables and 1 independent variable

If w = f ( x, y ) is differentiable and x and y are

differentiable functions of t, then w is a differentiable

function of t and :

dw ∂w dx ∂w dy
= +
t

dt ∂x dt ∂y dt
∂w
Remark : i) Notice that both partial derivative
∂x
and single-variable derivatives dx
are involved. dt
Example 1 :Suppose that w=x y 2
where

x=t 2
and y = t 3

dw
Use the chain rule to find
dt
and check the result by expressing w
and differentiating
as a function of t
directly.
 Solution : By using the chain
rule

Form dw ∂w dx ∂w dy
ula : = + substit
dt ∂x dt ∂y dt ute

∂ 2 d 2 ∂ 2 d 3
Given = ( x y ) (t ) + ( x y ) (t )
∂x dt ∂y dt
w=x y 2
= (2 xy)(2t ) + ( x .1)(3t )
2 2

x=t 2
Answer in term
of t
y=t 3
= (2t .t )(2t ) + (t )(3t )
2 3 4 2

= 4t + 3t
6 6
= 7t 6
 Solution :
Continue……….
method 2: We can express w
directly as a function of t
S
w = 2
x y o,

ute
substit
w=t 7

= (t ) (t )
2 2 3
dw
= 7t 6

dt
= (t )(t ) = t
4 3 7

Remark : However, this procedure may

not
always be convenient
Example 2 : Suppose that z= xy + y
x = cosθ , and y = sin θ
Use the chain rule to find
, dzwhen π
θ=
dθ 2
 Given z = xy + y x = cos θ y = sin θ

Solution : By using the chain rule

Form
dz ∂z dx ∂z dy
ula :
= + substit
dθ ∂x dθ ∂y dθ ute

∂ d ∂ d
= ( xy + y ) (cosθ ) + ( xy + y ) (sinθ )
∂
Chain
x dt ∂ y dt
rule
1 1
= ( xy + y ) 2 (1. y + 0)(− sin θ ) + ( xy + y ) 2 ( x.1 + 1)(cos θ )
−1 −1

2 2
 Solution : Continue………………
dz 1 1
= ( xy + y ) ( y )(− sin θ ) + ( xy + y ) 2 ( x + 1)(cosθ )
−1 −1
2
dθ 2 2
( y )(− sin θ ) ( x + 1)(cosθ ) simplify
= +
2 xy + y 2 xy + y

( y )(− sin θ ) + ( x + 1)(cosθ ) Combine the 2 terms

=
2 xy + y
Answer in
(sin θ )(− sin θ ) + (cos θ + 1)(cosθ ) terms of θ
=
2 (cos θ )(sin θ ) + sin θ
 π
When θ=
2
π π π π
(sin )(− sin ) + (cos + 1)(cos )
dz 2 2 2 2
=
dθ π π π
2 (cos )(sin ) + sin
,
2 2 2

dz (1)(−1) + (0 + 1)(0)
=
dθ 2 (0)(1) + 1

dz −1+ 0 1
= =−
dθ 2 0 + 1 2
Method 2 : If we express z directly as a
, we
function of θ obtain :

z= xy + y substitute x = cosθ
y = sin θ

z = (cosθ )(sin θ ) + sin θ

To get dz , we have to use product rule

dθ
and it involve long working step !
 Case 2 : Given 3 intermediate
variables x, y, z and 1 independent
variable t.

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

CHAIN dw ∂w dx ∂w dy ∂w dz
= + +
RULE : dt ∂x dt ∂y dt ∂z dt
Example :Given w = xy + z where
x = cos t , y = sin t , z=t
dw
Find when t=0
dt

Solution
:
dw ∂w dx ∂w dy ∂w dz
= + +
substitut dt ∂x dt ∂y dt ∂z dt
e
∂ d ∂ d ∂ d
= ( xy + z ) (cos t ) + ( xy + z ) (sin t ) + ( xy + z ) (t )
∂x dt ∂y dt ∂z dt

= (1. y + 0)(− sin t ) + ( x.1 + 0)(cos t ) + (1)(1)

 Solution : Continue………………

= ( y )(− sin t ) + ( x)(cos t ) + 1

Answer in term of t
= (sin t )(− sin t ) + (cos t )(cos t ) + 1
= −(sin t ) 2 + (cos t ) 2 + 1 simplify

So, when t=0

= −(sin 0) + (cos 0) + 1
2 2

= −(0) + (1) + 1
2 2

=2
 A FORMULA FOR IMPLICIT
DIFFERENTIATION
Case 1: F ( x, y ) is differentiable
Suppose
and the equation F ( x, y ) = 0
defines y implicitly as a differentiable
function of x. Then, at any point where
∂F
≠ 0 , we obtain that :
∂y

∂F
dy ∂x
=−
dx ∂F
∂y
Example 1:

Given x 2 − xy + y 2 = 7
dy by using formula for
, finddximplicit
differentiation and check
theresult using implicit
differentiation.
 Solution : Given x 2 − xy + y 2 = 7

F ( x, y ) = 0
Must be
Step 1: zero

Let F ( x, y ) = x − xy + y − 7 = 0
2 2

Step 2 : By using formula for implicit differentiation,

∂F
dy ∂x
=−
dx ∂F
∂y
 Solution : Continue………………

Let F ( x, y ) = x − xy + y − 7
2 2

∂F
∂x
= 2 x − (1) y + 0 + 0 = 2 x − y
∂F
= 0 − x(1) + 2 y + 0 = − x + 2 y
∂y
dy
∂F 2x − y y − 2x
Formula =−
∂F
∂x =− =
dx
∂y − x + 2y 2y − x
simplify
 Method 2: differentiating the given equation

x − xy + y = 7
2 2
,implicitly
d 2 d
( x − xy + y ) =
2
(7 )
dx dx
Solve it by your-self

dy y − 2 x
=
dx 2 y − x
Remark: The calculation which using formula for
implicit differentiation is significantly shorter than the
single-variable calculation which we learned in Diploma
course.
 Case 2: For 3 variables x, y, z
Now suppose
that z is given implicitly as
a function of z = f ( x, y ) by an equation of the form
F ( x, y , z ) = 0 . Then, at any point where

∂F , we obtain
≠ 0 that :
∂z
∂F ∂F
∂z ∂z ∂y
= − ∂x and =−
∂x ∂F ∂y ∂F
∂z ∂z
 Example 2 : Given 3x + 2 y + z + xyz = 2
3 3 3

∂z an
∂z
find d
dx dy

Solution:
Must be
The given equation can be written as zero

F ( x, y, z ) = 3 x + 2 y + z + xyz − 2 = 0
3 3 3

By using formula for implicit differentiation,

∂F
∂z ∂x 9 x 2
+ 0 + 0 + yz − 0 9 x 2 + yz
=− =− =− 2
∂x ∂F 0 + 0 + 3 z + xy − 0
2
3 z + xy
∂z
∂F
∂z ∂y = − 6 y 2
+ xz
=−
∂y ∂F 3 z 2 + xy
∂z