MATH1.

3
Summary of Lectures #4+5+6

MATH1.3 1 / 19
• Second partial derivatives: For f (x, y ) we have four:

∂ 2f
 
∂ ∂f
(fx )x = fxx = = ,
∂x ∂x ∂x 2
∂ 2f
 
∂ ∂f
(fx )y = fxy = = ,
∂y ∂x ∂y ∂x
∂ 2f
 
∂ ∂f
(fy )x = fyx = = ,
∂x ∂y ∂x∂y
∂ 2f
 
∂ ∂f
(fy )y = fyy = = .
∂y ∂y ∂y 2

• Similarly: For f (x, y , z), we have nine (second-order partial

derivatives).

MATH1.3 2 / 19
• Equality of mixed derivatives: Is it true that fxy = fyx ?

Clairaut’s Theorem
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 all are
continuous at (a, b), then

fxy (a, b) = fyx (a, b).

MATH1.3 3 / 19
• Gradient Vector: ∇f - a vector formed by partial derivatives of
f.

∂f ∂f
∇f (x, y ) = fx , fy = i+ j
∂x ∂y

∂f ∂f ∂f
∇f (x, y , z) = fx , fy , fz = i+ j+ k
∂x ∂y ∂z
... ... ... ... ... ...
 
∂f ∂f ∂f
∇f (x1 , x2 , ..., xn ) = , , ..., .
∂x1 ∂x2 ∂xn

MATH1.3 4 / 19
• Chain Rule - Case 1: For f (x, y ),

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


=⇒ w = f x(t), y (t) is also differentiable w.r.t. t, and

dw ∂w dx ∂w dy
= + ,
dt ∂x dt ∂y dt

that is
dw
= fx x(t), y (t) x 0 (t) + fy x(t), y (t) y 0 (t).



dt

MATH1.3 5 / 19
• The General Chain Rule
Let u be a function n variables x1 , x2 , . . . , xn , each of which is a
function of m variables t1 , t2 , . . . , tm such that all partial
∂xi
derivatives exist (i = 1, 2, ..., n; j = 1, 2, ..., m).
∂tj
Then u is a function of t1 , t2 , . . . , tm and
∂u ∂u ∂x1 ∂u ∂x2 ∂u ∂xn
= + + ··· +
∂tj ∂x1 ∂tj ∂x2 ∂tj ∂xn ∂tj

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

Note. For n = m = 2, we obtain the Chain Rule - Case 2.

MATH1.3 6 / 19
• Implicit Differentiation
Suppose that z is defined implicitly as a function of x and y by
an equation of the form

F (x, y , z) = C, where C is a constant.

∂F
Suppose that 6= 0. Then we have
∂z

∂F ∂F
∂z −Fx ∂z ∂y −Fy
= − ∂x = and =− = .
∂x ∂F Fz ∂y ∂F Fz
∂z ∂z

MATH1.3 7 / 19
• Gradient vector.
For a function f (x, y ) of two variables x and y , the gradient
of f is
∂f ∂f
∇f (x, y ) = (fx , fy ) = i+ j,
∂x ∂y
For a function F (x, y , z) of three variables x, y , and z, the
gradient of F is

∂F ∂F ∂F
∇F (x, y , z) = (Fx , Fy , Fz ) = i+ j+ k.
∂x ∂y ∂z

MATH1.3 8 / 19
• The orthogonal property of the gradient vector

Gradient vector perpendicular to level curve

Let f (x, y ) be a 2-variable function with the level curve
f (x, y ) = k . Suppose P0 (x0 , y0 ) is a point on this level curve.
Then the gradient vector ∇f (P0 ) is orthogonal (perpendicular) to
the tangent of the level curve f (x, y ) = k at P0 .

MATH1.3 9 / 19
• Diagram: Orthogonality

MATH1.3 10 / 19
Gradient vector perpendicular to level surface
Let F (x, y , z) be a 3-variable function with the level surface
F (x, y , z) = k . Suppose P(x0 , y0 , z0 ) is a point on this level
surface. Then the gradient vector ∇F (P0 ) is orthogonal
(perpendicular) to the tangent of the level surface at P0 .

MATH1.3 11 / 19
• Tangent planes to level surfaces
For ∇F (x0 , y0 , z0 ) 6= 0 (i.e. is not the zero vector), the tangent
plane to the level surface F (x, y , z) = k at P(x0 , y0 , z0 ) is the
plane passes through P and has normal vector ∇F (x0 , y0 , z0 ).
The equation of this tangent plane is

∇F (x0 , y0 , z0 ) · (x − x0 , y − y0 , z − z0 ) = 0, or

Fx (x0 , y0 , z0 )(x − x0 ) + Fy (x0 , y0 , z0 )(y − y0 ) + Fz (x0 , y0 , z0 )(z − z0 )

MATH1.3 12 / 19
• Diagram: Orthogonality

MATH1.3 13 / 19
• Normal lines to level surfaces
The normal line to the surface F (x, y , z) = k at P(x0 , y0 , z0 ) can
be represented by the vector equation

r = (x0 , y0 , z0 ) + t∇F (x0 , y0 , z0 )

or

x = x0 + t Fx (x0 , y0 , z0 ),
y = y0 + t Fy (x0 , y0 , z0 ),
z = z0 + t Fz (x0 , y0 , z0 ).

MATH1.3 14 / 19
• Tangent plane to z = f (x, y )
We can obtain an equation of the tangent plane of the graph
z = f (x, y ), because the latter is viewed as the level surface
F (x, y , z) = 0, where F (x, y , z) = f (x, y ) − z.

Tangent plane to z = f (x, y )

Let f (x, y ) be a function of two variables. The equation of the
tangent plane to the graph z = f (x, y ) at (x0 , y0 , f (x0 , y0 )) is
given by

z = f (x0 , y0 ) + ∇f (x0 , y0 ) · (x − x0 , y − y0 ),

that is

z = f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ).

MATH1.3 15 / 19
• Diagram: Tangent plane

z = f (x0 , y0 ) + ∇f (x0 , y0 ) · (x − x0 , y − y0 ),

MATH1.3 16 / 19
• Linear approximation of f (x, y )
For a 2-variable function f (x, y ), we have a similar linear
approximation for (x, y ) close to (a, b).

Linear approximation of f (x, y )

For (x, y ) close to (a, b), we use L(x, y ) to approximate f (x, y )
as follows:
f (x, y ) ≈ L(x, y ),
that is

f (x, y ) ≈ f (a, b) + fx (a, b) · (x − a) + fy (a, b) · (y − b)

= f (a, b) + ∇f (a, b) · (x − a, y − b).

MATH1.3 17 / 19
• Diagram: Linearization

f (x, y ) ≈ L(x, y ) = f (a, b) + fx (a, b) · (x − a) + fy (a, b) · (y − b)

MATH1.3 18 / 19
In general, for a function f (x1 , x2 , . . . , xn ) of n variables, we have
the following linear approximation and total differential at
(a1 , a2 , . . . , an ).

Linear approximation:

f (x1 , x2 , . . . , xn ) ≈ L(x1 , x2 , . . . , xn )
= f (a1 , a2 , . . . , an )
+∇f (a1 , a2 , . . . , an ) · (x1 − a1 , x2 − a2 , . . . , xn − an ),

Total differential:

df = ∇f (a1 , a2 , . . . , an ) · (x1 − a1 , x2 − a2 , . . . , xn − an ).

Note that ∆f is approximately equal to df , but df is much easier

to calculate.
MATH1.3 19 / 19