14

Partial Derivatives
 14: Partial Derivatives
1. Level curves
2. Limits and Continuity
3. Partial Derivatives and Chain Rule
4. Implicit Differentiation
5. Directional Derivatives
6. Tangent Planes, Normal Line
7. Total Differential
8. Local Extrema and Saddle Points
9. Lagrange Multipliers
10. Taylor Series in Two Variables
 Lec.8: Lecture Objectives
1. Identify functions of several variables
2. Obtain the domain and range of different functions
3. Find the level curves and level surfaces of functions
4. Find the limits of functions of two variables
5. Identify the continuity of multivariable functions
6. Obtain partial derivatives of multivariable functions
7. Apply chain rule for multivariable functions
8. Evaluate the directional derivative of multivariable
functions
Slide 3
Sec.14.1: Functions of Several Variables

𝑦 = 𝑓(𝑥)
𝑧 = 𝑓(𝑥, 𝑦)

Slide 4
 Domain and Range of f(x,y)

Domain of
𝑧 = 𝑦 − 𝑥2

Slide 5
 Level Curves
The level curves of a function of 𝑧 = 𝑓 𝑥, 𝑦 are the
curves with equations 𝑧 = 𝑘, where 𝑘 is a constant
(𝑘 ∈ Range of 𝑓) projected down to the xy-plane.

Level curves
Common Examples of Level Curves
Hill Model Weather Map

Slide 7
Ex. For 𝑧 = 𝑓 𝑥, 𝑦 = 100 − 𝑥 2 − 𝑦 2 , plot the level curves
𝑓 𝑥, 𝑦 = 𝑘, where 𝑘 ∈ 0, 51, 75, 100

𝑓 𝑥, 𝑦 = 0
𝑥 2 + 𝑦 2 = 100
𝑓 𝑥, 𝑦 = 51
𝑥 2 + 𝑦 2 = 49
𝑓 𝑥, 𝑦 = 75
𝑥 2 + 𝑦 2 = 25
𝑓 𝑥, 𝑦 = 100
𝑥2 + 𝑦2 = 0
 Functions of Three variables
𝑤 = 𝑓 𝑥, 𝑦, 𝑧

Instead of level curves

𝑓 𝑥, 𝑦, 𝑧 = 𝑐, represents a level surface
Ex. For 𝑤 = 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 + 𝑦 2 + 𝑧 2 , describe the
level surfaces 𝑓 𝑥, 𝑦, 𝑧 = 1, 𝑓 𝑥, 𝑦, 𝑧 = 2, 𝑓 𝑥, 𝑦, 𝑧 = 3

𝑓 𝑥, 𝑦, 𝑧 = 1

𝑥2 + 𝑦2 + 𝑧2 = 1
𝑓 𝑥, 𝑦, 𝑧 =2

𝑥2 + 𝑦2 + 𝑧2 = 2
𝑓 𝑥, 𝑦, 𝑧 =3

𝑥2 + 𝑦2 + 𝑧2 = 3
 Sec.14.2: Limits and Continuity
Limits
𝑧 = 𝑓(𝑥, 𝑦)
𝑦 = 𝑓(𝑥)

circle of
r=𝛿
lim 𝑓 𝑥 = 𝐿
𝑥→𝑐
Note that, if (x0 , y0) lies in the interior of the domain,
(x, y) can approach (x0 , y0) from any direction.

The limit exists iff the same limiting value is obtained

whatever direction of approach is taken. We illustrate
this issue in several examples following the definition.

Slide 12
Limits
4𝑥𝑦 2
lim 2 2
=0
(𝑥,𝑦)→(0,0) 𝑥 + 𝑦

Slide 13
Limits

Slide 14
Limits

Slide 15
 𝑥 2 −𝑥𝑦
Ex. Find lim
(𝑥,𝑦)→(0,0) 𝑥+ 𝑦

𝑥 2 − 𝑥𝑦 𝑥− 𝑦
lim ∙
(𝑥,𝑦)→(0,0) 𝑥+ 𝑦 𝑥− 𝑦

𝑥(𝑥 − 𝑦)( 𝑥 − 𝑦)
= lim
(𝑥,𝑦)→(0,0) (𝑥 − 𝑦)

= lim 𝑥 ( 𝑥 − 𝑦) =0
(𝑥,𝑦)→(0,0)

Slide 16
 𝑥 2 −𝑦 2
Ex. Show that lim does not exist
(𝑥,𝑦)→(0,0) 𝑥 2 +𝑦 2

𝑥2 − 𝑦2 𝑥2 − 0
lim 2 2
= 2 =1
(𝑥,𝑦)→(0,0) 𝑥 +𝑦 𝑥 +0
𝑎𝑙𝑜𝑛𝑔 𝑥−𝑎𝑥𝑖𝑠

𝑥2 − 𝑦2 0 − 𝑦2
lim 2 2
= 2
= −1
(𝑥,𝑦)→(0,0) 𝑥 +𝑦 0+𝑦
𝑎𝑙𝑜𝑛𝑔 𝑦−𝑎𝑥𝑖𝑠
𝑥 2 − 𝑦 2 𝑥 2 − 𝑚2 𝑥 2 1 − 𝑚2
lim 2 2
= 2 2 2
=
(𝑥,𝑦)→(0,0) 𝑥 +𝑦 𝑥 +𝑚 𝑥 1 + 𝑚2
𝑎𝑙𝑜𝑛𝑔 𝑦=𝑚𝑥

𝑇ℎ𝑒 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑙𝑖𝑚𝑖𝑡 𝑑𝑒𝑝𝑒𝑛𝑑𝑠 𝑜𝑛 𝑚.

∴ The limit does not exist.

Slide 17
 𝑥2 − 𝑦2
lim 2 2
does not exist
(𝑥,𝑦)→(0,0) 𝑥 + 𝑦
 𝑥2𝑦
Ex. Show that lim does not exist
(𝑥,𝑦)→(0,0) 𝑥 4 +𝑦 2

𝑚𝑥 3
lim 4 2 2
=0
(𝑥,𝑦)→(0,0) 𝑥 +𝑚 𝑥
𝑎𝑙𝑜𝑛𝑔 𝑦=𝑚𝑥
𝑚𝑥 4 𝑚
lim 4 2 4
=
(𝑥,𝑦)→(0,0) 𝑥 + 𝑚 𝑥 1 + 𝑚 2
𝑎𝑙𝑜𝑛𝑔 𝑦=𝑚𝑥 2

𝑥 2𝑦
∴ The limit lim 4 2
does not exist
(𝑥,𝑦)→(0,0) 𝑥 + 𝑦
 Continuity
A function 𝑓 𝑥, 𝑦 is continuous at 𝑥0 , 𝑦0 if

lim 𝑓 𝑥, 𝑦 = 𝑓(𝑥0 , 𝑦0 )
(𝑥,𝑦)→(𝑥0 ,𝑦0 )

Ex. At what points are the following functions continuous

𝑓 𝑥, 𝑦 = 𝑠𝑖𝑛(𝑥 + 𝑦) →→ 𝑎𝑙𝑙 𝑥𝑦 plane

𝑓 𝑥, 𝑦 = 𝑙𝑛(𝑥 2 + 𝑦 2 ) →→ 𝑎𝑙𝑙 𝑥𝑦 plane except (0, 0)

1
𝑓 𝑥, 𝑦 = →→ 𝑎𝑙𝑙 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝑡ℎ𝑒 𝑥𝑦 − 𝑝𝑙𝑎𝑛𝑒
𝑦 − 𝑥2 𝑠𝑎𝑡𝑖𝑠𝑓𝑦𝑖𝑛𝑔 𝑡ℎ𝑎𝑡 𝑦 ≠ 𝑥 2
 Differentiation of 𝑦 = 𝑓 𝑥
(recap)

′ 𝑓 𝑥0 +Δ𝑥 −𝑓 𝑥0
𝑓 𝑥0 = lim
Δ𝑥→0 Δ𝑥

Notations:
= = = =
= = Slide 21
 Sec.14.3: Partial Derivatives
z = f (x, y)
to diff. w.r.t. x
hold y constant
𝜕𝑓 𝑓 𝑥0 + Δ𝑥, 𝑦0 − 𝑓 𝑥0 , 𝑦0
ቤ = lim
𝜕𝑥 (𝑥 Δ𝑥→0 Δ𝑥
0 ,𝑦0 )
= 𝑓𝑥 (𝑥0 , 𝑦0 )

= the rate of change of f

in the x-direction

Notations:
𝜕𝑓 𝜕𝑧
= 𝑓𝑥 = = 𝑧𝑥
𝜕𝑥 𝜕𝑥 Slide 22
Partial Derivatives of z = f (x, y)
to diff. w.r.t. y
hold x constant

𝜕𝑓 𝑓 𝑥0 , 𝑦0 + Δ𝑦 − 𝑓 𝑥0 , 𝑦0
ቤ = lim
𝜕𝑦 (𝑥 Δ𝑦→0 Δ𝑦
0 ,𝑦0 )
= 𝑓𝑦 (𝑥0 , 𝑦0 )

= the rate of change of f

in the y-direction

Notations:
𝜕𝑓 𝜕𝑧
= 𝑓𝑦 = = 𝑧𝑦
𝜕𝑦 𝜕𝑦
Slide 23
 Partial Derivatives
z = f (x, y)

𝜕𝑓 𝜕𝑧 𝜕𝑓 𝜕𝑧
= 𝑓𝑥 = = 𝑧𝑥 = 𝑓𝑦 = = 𝑧𝑦
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
to diff. w.r.t. x to diff. w.r.t. y
hold x constant
hold y constant

= the rate of change of f = the rate of change of f

in the x-direction in the y-direction

Slide 24
Ex. Find 𝑓𝑥 1,1 , 𝑓𝑦 1,1 for
𝑓 𝑥, 𝑦 = 𝑥 2 + 3𝑥 𝑙𝑛 𝑦 + 𝑡𝑎𝑛−1 (𝑥𝑦)

𝑦
𝑓𝑥 = 2𝑥 + 3 ln 𝑦 +
1+𝑥 2 𝑦 2
𝑓𝑥 1,1 = 2.5
3𝑥 𝑥
𝑓𝑦 = +
𝑦 1+𝑥 2 𝑦 2

𝑓𝑦 1,1 = 3.5

Slide 25
Second-Order Partial Derivatives

𝜕 𝜕𝑓 𝜕 2 𝑓 𝜕 𝜕𝑓 𝜕 2 𝑓
= 2 = 𝑓𝑥𝑥 = 2 = 𝑓𝑦𝑦
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑦

𝜕 𝜕𝑓 𝜕2𝑓 𝜕 𝜕𝑓 𝜕2𝑓
= = 𝑓𝑥𝑦 = = 𝑓𝑦𝑥
𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦

Theorem:
If 𝑓, 𝑓𝑥 , 𝑓𝑦 , 𝑓𝑥𝑦 , 𝑓𝑦𝑥 are defined and continuous, then
𝑓𝑥𝑦 = 𝑓𝑦𝑥
Slide 26
Second-Order Partial Derivatives
Ex. Find 𝑓𝑥 , 𝑓𝑦 , 𝑓𝑥𝑥 , 𝑓𝑦𝑦 , 𝑓𝑥𝑦 , 𝑓𝑦𝑥 for
𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 + 𝑦𝑠𝑖𝑛𝑥 + 𝑥𝑐𝑜𝑠𝑦

𝑓𝑥 = 2𝑥𝑦 + 𝑦𝑐𝑜𝑠𝑥 + 𝑐𝑜𝑠𝑦 𝑓𝑦 = 𝑥 2 + 𝑠𝑖𝑛𝑥 − 𝑥𝑠𝑖𝑛𝑦

𝑓𝑥𝑥 = 2𝑦 − 𝑦𝑠𝑖𝑛𝑥 𝑓𝑦𝑦 = −𝑥𝑐𝑜𝑠𝑦

𝑓𝑥𝑦 = 2𝑥 + 𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑦 = 𝑓𝑦𝑥

Slide 27
Sec.14.4: Chain Rule

Slide 28
 Sec.14.4: Chain Rule
If 𝑧 = 𝑓 𝑥, 𝑦 , 𝑥 = 𝑔 𝑡 , 𝑦 = ℎ(𝑡) then

𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡

2𝑥 2 𝑑𝑧
Ex. 𝑧 = 𝑒 𝑠𝑖𝑛𝑦, 𝑥 = 𝑠𝑒𝑐 𝑡 , 𝑦 = 𝑡𝑎𝑛(𝑡 ) find
𝑑𝑡
𝑑𝑧
= 2𝑒 2𝑥 𝑠𝑖𝑛𝑦 sec 𝑡 tan 𝑡 + (𝑒 2𝑥 𝑐𝑜𝑠𝑦) 2𝑡 𝑠𝑒𝑐 2 (𝑡 2 )
𝑑𝑡
Slide 29
Slide 30
 Chain Rule
Ex. 𝑧 = 𝑒 𝑥 𝑠𝑖𝑛𝑦, 𝑥 = 𝑟𝑐𝑜𝑠𝜃, 𝑦 = 𝑟𝑠𝑖𝑛𝜃, find 𝑧𝑟 , 𝑧𝜃
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟
= 𝑒 𝑥 𝑠𝑖𝑛𝑦(𝑐𝑜𝑠𝜃) + 𝑒 𝑥 𝑐𝑜𝑠𝑦 𝑠𝑖𝑛𝜃

𝑧𝜃 = 𝑧𝑥 𝑥𝜃 + 𝑧𝑦 𝑦𝜃
= 𝑒 𝑥 𝑠𝑖𝑛𝑦(−𝑟𝑠𝑖𝑛𝜃) + 𝑒 𝑥 𝑐𝑜𝑠𝑦 𝑟𝑐𝑜𝑠𝜃

Slide 31
 Implicit Differentiation (recap)
2 2 𝑑𝑦
Ex. For 𝑦 − 𝑥 − 𝑠𝑖𝑛(𝑥𝑦) = 0, find
𝑑𝑥
Diff. w.r.t. 𝑥
𝑑𝑦 𝑑𝑦
2𝑦 − 2𝑥 − 𝑐𝑜𝑠 𝑥𝑦 𝑥 +𝑦 =0
𝑑𝑥 𝑑𝑥
𝑑𝑦
2𝑦 − 𝑥𝑐𝑜𝑠 𝑥𝑦 = 2𝑥 + 𝑦𝑐𝑜𝑠 𝑥𝑦
𝑑𝑥

𝑑𝑦 2𝑥 + 𝑦𝑐𝑜𝑠(𝑥𝑦)
=
𝑑𝑥 2𝑦 − 𝑥𝑐𝑜𝑠(𝑥𝑦)

Slide 32
 A Formula for Implicit Differentiation
Theorem: If 𝐹 𝑥, 𝑦 = 0, then
𝑑𝑦 𝐹𝑥
=−
𝑑𝑥 𝐹𝑦

Slide 33
 A Formula for Implicit Differentiation
Theorem: If 𝐹 𝑥, 𝑦 = 0, then
𝑑𝑦 𝐹𝑥
=−
𝑑𝑥 𝐹𝑦
2 2 𝑑𝑦
Ex. For 𝑦 − 𝑥 − 𝑠𝑖𝑛(𝑥𝑦) = 0, find
𝑑𝑥
𝐹 = 𝑦 2 − 𝑥 2 − 𝑠𝑖𝑛(𝑥𝑦) = 0

𝑑𝑦 𝐹𝑥 −2𝑥 − 𝑦𝑐𝑜𝑠(𝑥𝑦)
=− =−
𝑑𝑥 𝐹𝑦 2𝑦 − 𝑥𝑐𝑜𝑠(𝑥𝑦)

Slide 34
 A Formula for Implicit Differentiation
Theorem: If 𝐹 𝑥, 𝑦, 𝑧 = 0, then
𝜕𝑧 𝐹𝑥 𝜕𝑧 𝐹𝑦
=− , =−
𝜕𝑥 𝐹𝑧 𝜕𝑦 𝐹𝑧

Slide 35
 A Formula for Implicit Differentiation
Theorem: If 𝐹 𝑥, 𝑦, 𝑧 = 0, then
𝜕𝑧 𝐹𝑥 𝜕𝑧 𝐹𝑦
=− , =−
𝜕𝑥 𝐹𝑧 𝜕𝑦 𝐹𝑧
Ex. For 𝑦𝑧 − 𝑥𝑙𝑛𝑧 = 𝑥 2 𝑠𝑖𝑛𝑦 + 𝑦 2 , find 𝑧𝑥 , zy
𝐹 = 𝑦𝑧 − 𝑥𝑙𝑛𝑧 − 𝑥 2 𝑠𝑖𝑛𝑦 − 𝑦 2 = 0
𝐹𝑥 −𝑙𝑛𝑧 − 2𝑥𝑠𝑖𝑛𝑦
𝑧𝑥 = − −
𝐹𝑧 𝑦 − 𝑥/𝑧
𝐹𝑦 𝑧 − 𝑥 2 cos 𝑦 − 2𝑦
𝑧𝑦 = − −
𝐹𝑧 𝑦 − 𝑥/𝑧
Slide 36
Rate of Change in Arbitrary Directions
𝐼𝑓 𝑧 = 𝑓 𝑥, 𝑦
𝜕𝑓
= rate of change in 𝑥 − direction
𝜕𝑥

𝜕𝑓
= rate of change in 𝑦 − direction
𝜕𝑦

However, we need to find the rate of change of f along

any direction, not just along the two axes.

Slide 37
 Sec. 14.5. Directional Derivative
𝑧 = 𝑓 𝑥, 𝑦
Rate of change in the 𝑢 − direction
𝒖 is the unit vector,
𝒖 = 𝑢1 𝒊 + 𝑢2 𝒋

Old pt: f (Q)−f (P)

P(𝒙𝟎 , 𝒚𝟎 )

𝑁𝑒𝑤 𝑝𝑡:
Q(𝒙𝟎 + 𝒉𝒖𝟏 , 𝒚𝟎 + 𝒉𝒖𝟐 )
 Directional Derivative
The rate of change of 𝑧 = 𝑓 𝑥, 𝑦 at point 𝑃0 𝑥0 , 𝑦0
in the direction of the unit vector 𝒖

𝑑𝑓
𝐷𝒖 𝑓 𝑃0 =
𝑑ℎ 𝒖,𝑃0

𝑓 𝑥0 + ℎ𝑢1 , 𝑦0 + ℎ𝑢2 − 𝑓 𝑥0 , 𝑦0
= lim
ℎ→0 ℎ

Slide 39
 Directional Derivative How to
get?

u = (u1, u2)

The parametric equations representing this path is

x(h) = x0 + hu1 and y(h) = y0 + hu2 ,

𝑧 = 𝑓 𝑥 ℎ ,𝑦 ℎ = f(h)
Thus, the rate of change of f along this path can be obtained by
the chain rule.
𝒅𝒇 𝑑𝑥 𝑑𝑦
= 𝑓𝑥 + 𝑓𝑦 = 𝑓𝑥 𝑢1 + 𝑓𝑦 𝑢2
𝒅𝒉 𝑑ℎ 𝑑ℎ
Slide 40
 Directional Derivative
𝒅𝒇
= 𝑓𝑥 𝑢1 + 𝑓𝑦 𝑢2
𝒅𝒉
It looks like a dot product,
where the second vector in this dot product is u.
So, what is the first vector?
(𝑓𝑥 , 𝑓𝑦 )

𝑓𝑥 𝒊 + 𝑓𝑦 𝒋 = 𝒈𝒓𝒂𝒅 𝑓 = 𝜵𝒇 Gradient vector

𝜕 𝜕
𝛻= 𝒊+ 𝒋
𝜕𝑥 𝜕𝑦
𝛻: 𝑑𝑒𝑙 𝑁𝑎𝑏𝑙𝑎 𝑜𝑝𝑒𝑟𝑎𝑡𝑜𝑟
Slide 41
 𝐷𝒖 𝑓 𝑃0 = 𝜵𝑓 𝑃0 ∙𝒖
Ex. Find the directional derivative of
𝑓 𝑥, 𝑦 = 𝑥𝑒 𝑦 + 𝑐𝑜𝑠 𝑥𝑦
at the point 𝑃0 2,0 in the direction 𝒗 = 3𝒊 − 4𝒋

3 4
𝒖= 𝒊− 𝒋
5 5
𝑓𝑥 = 𝑒 𝑦 − 𝑦𝑠𝑖𝑛 𝑥𝑦
𝑓𝑦 = 𝑥𝑒 𝑦 − 𝑥 𝑠𝑖𝑛 𝑥𝑦
𝜵𝑓 𝑃0 = 𝒊 + 2𝒋
𝐷𝒖 𝑓 𝑃0 = 𝜵𝑓 𝑃0 ∙ 𝒖 = −1

Slide 42
 Directional Derivative of 𝑓(𝑥, 𝑦, 𝑧)
𝐷𝒖 𝑓 𝑃0 = 𝑓𝑥 𝑢1 + 𝑓𝑦 𝑢2 + 𝑓𝑧 𝑢3 = 𝜵𝑓 𝑃0 ∙𝒖

where
𝒖 = 𝑢1 𝒊 + 𝑢2 𝒋 + 𝑢3 𝒌 (unit vector)

𝛻𝑓 = 𝑓𝑥 𝒊 + 𝑓𝑦 𝒋 + 𝑓𝑧 𝒌 = 𝑔𝑟𝑎𝑑 𝑓

𝜕 𝜕 𝜕
𝛻= 𝒊+ 𝒋+ 𝒌
𝜕𝑥 𝜕𝑦 𝜕𝑧

Slide 43
 Directional Derivative
Analyzing 𝐷𝒖 𝑓 = 𝜵𝑓 ∙ 𝒖 = 𝜵𝑓 𝑐𝑜𝑠 𝜃

1. The function increases most rapidly (greatest increase) in

direction of 𝜵𝑓
2. The function decreases most rapidly (greatest decrease) in
direction of −𝜵𝑓
3. The function doesn’t change in a direction orthogonal to 𝜵𝑓

𝜵𝑓
No change No change
Slide 44
 Directional Derivative
Ex. Find the direction at 𝑃0 1,1 in which
𝑥2 𝑦2
𝑓 𝑥, 𝑦 = +
2 2
a) increases most rapidly
b) decreases most rapidly
c) doesn’t change

𝛻𝑓 𝑃0 =𝒊+𝒋
1
a) 𝒖 = 𝒊+𝒋
2
−1
b) 𝒖 = 𝒊+𝒋
2
1
c) 𝒖 = 𝒊−𝒋
2
Ex. Find the direction at the point P0 : 2, −1,1 of
maximum increase of 𝑓
𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 + 𝑦 2 − 4𝑧

𝜵𝑓 = 𝑓𝑥 𝒊 + 𝑓𝑦 𝒋 + 𝑓𝑧 𝒌

𝜵𝑓 ቚ = 4𝒊−2𝒋−4𝒌
𝑃0 : 2,−1,1

2 1 2
𝒖= 𝒊− 𝒋− 𝒌
3 3 3

Slide 46
Directional Derivative
𝐸 = −𝛻𝑉
 Directional Derivative
Heat-Seeking Missile

Infrared-guided missile

It moves continuously in the direction of maximum

temperature increase.
 Check the continuity of the
Find the limits following functions

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Slide 51
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Slide 53