Unit 1: Continuity & Differentiability of Functions of Several Variables

MHZ4553: Unit I Session 3: Derivatives of Higher Order, Equality of Mixed Partials

Session 3
Derivatives of Higher Order, Equality
of Mixed Partials
Introduction, p 41
3.1 Derivatives of Higher Order, p 41
3.2 Theorems on Higher order derivatives, p 44
Solutions of Activities, p 48
Summary, p 49
Learning Outcomes, p 50

Introduction

In a latter session we will encounter the problem of locating and classifying

critical points of a function. To classify these critical points, we use a
specific matrix known as the Hessian which is defined by using second-
order partial derivatives of the given function.

The Hessian, evaluated at a point, becomes symmetric provided that the

second-order partial derivatives of the function are continuous at that point.
We will see in this session that a function has equal mixed partial
derivatives of any order provided that 𝑓and its partial derivatives satisfy the
continuity condition.

3.1 Derivatives of Higher Order

Let 𝑓 be a function of 𝑥 and 𝑦 and suppose that 𝑓 has first-order partial

derivatives 𝑓𝑥 and 𝑓𝑦 . Now, one can view these two functions again as
functions of 𝑥, 𝑦. It is possible that both 𝑥, 𝑦 to appear in the resulting
function or sometimes just 𝑥 or 𝑦 only. Also, they may have partial
derivatives too! That means it is possible (𝑓𝑥 )𝑥 , (𝑓𝑥 )𝑦 , (𝑓𝑦 )𝑥 , (𝑓𝑦 )𝑦 to exist.

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 Unit 1: Continuity & Differentiability of Functions of Several Variables
MHZ4553: Unit I Session 3: Derivatives of Higher Order, Equality of Mixed Partials

Example 3.1
Let 𝑓(𝑥, 𝑦) = 𝑥𝑦 2 + 𝑥 2 𝑦. Then, 𝑓𝑥 = 𝑦 2 + 2𝑥𝑦 and 𝑓𝑦 = 𝑥 2 + 2𝑥𝑦 both
are again functions of 𝑥 and 𝑦. Thus, one can consider, if exist, about partial
derivatives of 𝑓𝑥 and 𝑓𝑦 . In this case partial derivatives of 𝑓𝑥 and 𝑓𝑦 do exist
and (𝑓𝑥 )𝑥 = 2𝑦, (𝑓𝑥 )𝑦 = 2𝑥 + 2𝑦, (𝑓𝑦 )𝑥 = 2𝑥 + 2𝑦 and (𝑓𝑦 )𝑦 = 2𝑥.

Example 3.2
Let f(x, y) = x 2 + y 2 . Then, fx = 2x and fy = 2y. Notice that in this
example fx is a function of the single variable x and fy is a function of the
single variable y. Yet, they possess partial derivatives(fx )x , (fx )y , (fy )x ,
(fy )y .

These functions are called the second order partials. If 𝑓(𝑥, 𝑦) is a function
of two variables, we use the following notations for second-order partials;
𝜕 𝜕𝑓 𝜕 2𝑓
(𝑓𝑥 )𝑥 = 𝑓𝑥𝑥 = � �= 2
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕 𝜕𝑓 𝜕 2𝑓
(𝑓𝑥 )𝑦 = 𝑓𝑥𝑦 = � �=
𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥
𝜕 𝜕𝑓 𝜕 2𝑓
(𝑓𝑦 )𝑥 = 𝑓𝑦𝑥 = � �=
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦
𝜕 𝜕𝑓 𝜕 2𝑓
(𝑓𝑦 )𝑦 = 𝑓𝑦𝑦 = � �= 2
𝜕𝑦 𝜕𝑦 𝜕𝑦

Notice how the order of the independent variables changes in the different
forms of the notation. We can define partial derivatives of order greater than
two in a similar manner. For example,

𝜕 𝜕 𝜕𝑓 𝜕 3𝑓
𝑓𝑥𝑖 𝑥𝑗𝑥𝑘 = � � �� = .
𝜕𝑥𝑘 𝜕𝑥𝑗 𝜕𝑥𝑖 𝜕𝑥𝑘 𝜕𝑥𝑗 𝜕𝑥𝑖

We call 𝑓𝑥𝑦 and 𝑓𝑦𝑥 as mixed partial derivatives since 𝑓 has been
differentiated with respect to 𝑥 and 𝑦. In general, if a function has been

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 Unit 1: Continuity & Differentiability of Functions of Several Variables
MHZ4553: Unit I Session 3: Derivatives of Higher Order, Equality of Mixed Partials

differentiated with respect to more than one variable, we call the resulting
function as a mixed partial derivative.

Example 3.3
Let 𝑓(𝑥, 𝑦) = 𝑥𝑦 2 + 𝑥 2 𝑦.

Then,
𝜕 3𝑓 𝜕 𝜕 2𝑓 𝜕
𝑓𝑥𝑥𝑥 = 3
= � 2� = (2𝑦) = 0,
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕 3𝑓 𝜕 𝜕 2𝑓 𝜕
𝑓𝑦𝑦𝑦 = 3
= � 2� = (2𝑥) = 0,
𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑦
𝜕 𝜕 2𝑓 𝜕
𝑓𝑥𝑥𝑦 = � 2� = (2𝑦) = 2,
𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕 𝜕 2𝑓 𝜕
𝑓𝑥𝑦𝑥 = � �= (2𝑥 + 2𝑦) = 2,
𝜕𝑥 𝜕𝑦𝜕𝑥 𝜕𝑥
𝜕 𝜕 2𝑓 𝜕
𝑓𝑦𝑥𝑥 = � �= (2𝑥 + 2𝑦) = 2.
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑥
𝜕 𝜕 2𝑓 𝜕
𝑓𝑦𝑦𝑥 = � 2� = (2𝑥) = 2,
𝜕𝑥 𝜕𝑦 𝜕𝑥
𝜕 𝜕 2𝑓 𝜕
𝑓𝑦𝑥𝑦 = � �= (2𝑥 + 2𝑦) = 2 and
𝜕𝑦 𝜕𝑥𝜕𝑦 𝜕𝑦
𝜕 𝜕 2𝑓 𝜕
𝑓𝑥𝑦𝑦 = � �= (2𝑥 + 2𝑦) = 2.
𝜕𝑦 𝜕𝑦𝜕𝑥 𝜕𝑦
Notice that there are eight third order partial derivatives. The last six are
mixed partial derivatives.

If you examined the Example 3.1 and 3.2 carefully, you might have
observed something interesting. In both examples we found that 𝑓𝑥𝑦 = 𝑓𝑦𝑥 .
This is not a coincidence as suggested by next two theorems.

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 Unit 1: Continuity & Differentiability of Functions of Several Variables
MHZ4553: Unit I Session 3: Derivatives of Higher Order, Equality of Mixed Partials

3.2 Theorems on Higher order derivatives

Theorem 3.1

Let 𝑓(𝑥, 𝑦) be a real-valued function defined on some open set 𝐷 ⊆

𝜕𝑓 𝜕𝑓 𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
ℝ2 and let 𝒙𝟎 ∈ 𝐷. Suppose , , ,
𝜕𝑥 𝜕𝑦 𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦
exist on 𝐷. If 𝜕𝑦𝜕𝑥
,
𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
are continuous at 𝒙𝟎 , then (𝒙𝟎 ) = (𝒙𝟎 ).
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦

What follows is a stronger version of the previous theorem.

Theorem 3.2

Let 𝑓(𝑥, 𝑦) be a real-valued function defined on some open set 𝐷 ⊆

𝜕𝑓 𝜕𝑓 𝜕2 𝑓 𝜕2 𝑓
ℝ2 . Suppose , ,
𝜕𝑥 𝜕𝑦 𝜕𝑦𝜕𝑥
exist on 𝐷. If 𝜕𝑦𝜕𝑥
is continuous on 𝐷,
𝜕2 𝑓 𝜕2 𝑓
then 𝜕𝑦𝜕𝑥 = 𝜕𝑥𝜕𝑦 on 𝐷.

Note

It is not hard to see that the above theorem is also valid even if you
𝜕2 𝑓 𝜕2 𝑓
interchange the role of 𝜕𝑦𝜕𝑥
and 𝜕𝑥𝜕𝑦
.

Of course, it is possible to extend the last two theorems for functions

defined on open subsets in ℝ𝑛 . Here, we have given it for the latter one.

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MHZ4553: Unit I Session 3: Derivatives of Higher Order, Equality of Mixed Partials

Theorem 3.3

Let 𝑓(𝑥1 , 𝑥2 , … , 𝑥𝑛 ) be a real-valued function defined on some open

set 𝐷 ⊆ ℝ𝑛 such that all the first order partials exist on 𝐷. Let
𝜕2 𝑓
𝒙𝟎 ∈ 𝐷 and let 1 ≤ 𝑖, 𝑗 ≤ 𝑛 be such that 𝑖 ≠ 𝑗. Suppose 𝜕𝑥𝑖 𝜕𝑥𝑗
exist

𝜕2 𝑓 𝜕2 𝑓
on 𝐷 and that 𝜕𝑥𝑖 𝜕𝑥𝑗
is continuous on 𝐷. Then, 𝜕𝑥 (𝒙𝟎 ) exists
𝑗 𝜕𝑥𝑖

𝜕2 𝑓 𝜕2 𝑓
and 𝜕𝑥𝑗 𝜕𝑥𝑖
(𝒙𝟎 ) = 𝜕𝑥 𝜕𝑥 (𝒙𝟎 ).
𝑖 𝑗

Note

Here again it is not hard to see that the above theorem is also valid even if
𝜕2 𝑓 𝜕2 𝑓
you interchange the role of 𝜕𝑥 𝜕𝑥 and 𝜕𝑥 .
𝑖 𝑗 𝑗 𝜕𝑥𝑖

Activity 3.1

Let
𝑥 3 𝑦 − 𝑥𝑦 3
𝑖𝑓 (𝑥, 𝑦) ≠ (0, 0)
𝑓(𝑥, 𝑦) = � 𝑥 2 + 𝑦 2 .
0 𝑖𝑓 (𝑥, 𝑦) = (0, 0)

a. Find 𝑓𝑥 (𝑥, 𝑦) and 𝑓𝑦 (𝑥, 𝑦) when (𝑥, 𝑦) ≠ (0, 0).

b. Find𝑓𝑥 (0, 0) and 𝑓𝑦 (0, 0).

c. Show that 𝑓𝑥𝑦 (0, 0) = −1 and𝑓𝑦𝑥 (0, 0) = 1.

d. Does the result of part c. contradict Theorem 3.1?

The three theorems just mentioned are related to second-order partials. What
about higher order partial derivatives? Can we expect that a similar result
will be hold for higher order partial derivatives? Our next goal is to answer
this question. As the first task, however, we would like to solve the
following

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 Unit 1: Continuity & Differentiability of Functions of Several Variables
MHZ4553: Unit I Session 3: Derivatives of Higher Order, Equality of Mixed Partials

problem. The approach we have taken to solve the problem will help to get
an insight on how things should go in general.

Example 3.4
Let 𝑓(𝑥1 , 𝑥2 ) be a real-valued function defined on an open set 𝐷 ⊆ ℝ2 .
Assume all the partial derivatives of 𝑓 up to order three exist and are
continuous on 𝐷. Show that 𝑓𝑥2 𝑥1 𝑥1 = 𝑓𝑥1 𝑥2 𝑥1 = 𝑓𝑥1 𝑥1 𝑥2 and 𝑓𝑥1 𝑥2 𝑥2 =
𝑓𝑥2 𝑥1 𝑥2 = 𝑓𝑥2 𝑥2 𝑥1 .

Recall that the notation 𝑓𝑥𝑖 𝑥𝑗𝑥𝑘 , where 𝑖, 𝑗, 𝑘 ∈ {1,2}, stands for the third-
order partial derivative which is obtained by differentiating 𝑓 first with
respect to 𝑥𝑖 and then differentiating the resulting function 𝑓𝑥𝑖 with respect
to 𝑥𝑗 and finally differentiating the resulting function 𝑓𝑥𝑖 𝑥𝑗 with respect to

𝑥𝑘 .

Solution

We will prove that 𝑓𝑥2 𝑥1 𝑥1 = 𝑓𝑥1 𝑥2 𝑥1 = 𝑓𝑥1 𝑥1 𝑥2 . The proof of the other
assertion can readily be obtained by replacing 𝑥1 by 𝑥2 and 𝑥2 by 𝑥1 .

First, observe that irrespective of the order they have occurred in the
differentiation process, the function has been differentiated with respect to
𝑥1 twice whereas the function has been differentiated with respect to 𝑥2 only
once.

Since 𝑓𝑥1 𝑥2 and 𝑓𝑥2 𝑥1 are continuous on 𝐷, by Theorem 3.1, we have 𝑓𝑥1 𝑥2 =
𝑓𝑥2 𝑥1 . Differentiating 𝑓𝑥1 𝑥2 and 𝑓𝑥2 𝑥1 with respect to 𝑥1 gives 𝑓𝑥1 𝑥2 𝑥1 =
𝑓𝑥2 𝑥1 𝑥1 .

Now let us prove that 𝑓𝑥1 𝑥2 𝑥1 = 𝑓𝑥1 𝑥1 𝑥2 . Here, the situation is bit different.
In the previous case if you look at 𝑓𝑥1 𝑥2 𝑥1 and 𝑓𝑥2 𝑥1 𝑥1 , the differentiation

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MHZ4553: Unit I Session 3: Derivatives of Higher Order, Equality of Mixed Partials

has been terminated after differentiating 𝑓𝑥1 𝑥2 and 𝑓𝑥2 𝑥1 with respect to 𝑥1 .
Since we have the equality 𝑓𝑥1 𝑥2 = 𝑓𝑥2 𝑥1 differentiating both sides of the
equation with respect to 𝑥1 gives the desired result. But in
𝑓𝑥1 𝑥2 𝑥1 and 𝑓𝑥1 𝑥1 𝑥2 , the differentiation has been terminated after
differentiating 𝑓𝑥1 𝑥2 , 𝑓𝑥1 𝑥1 with respect to 𝑥1 and𝑥2 respectively. So to prove
𝑓𝑥1 𝑥2 𝑥1 = 𝑓𝑥1 𝑥1 𝑥2 , let us consider the function 𝑔 = 𝑓𝑥1 - the partial derivative
of 𝑓 with respect to 𝑥1 . Then 𝑔 is a function defined on 𝐷. Since third order
partial derivatives of 𝑓 are continuous on 𝐷, 𝑔𝑥2 𝑥1 and 𝑔𝑥1 𝑥2 are continuous
on 𝐷. Thus by Theorem 3.1, 𝑔𝑥2 𝑥1 = 𝑔𝑥1 𝑥2 on 𝐷. That is (𝑓𝑥1 )𝑥2 𝑥1 =
(𝑓𝑥1 )𝑥1 𝑥2 or equivalently 𝑓𝑥1 𝑥2 𝑥1 = 𝑓𝑥1 𝑥1 𝑥2 .

At this point, you can answer the following question;

For 𝑘 = 2, 3, how many distinct 𝑘 �ℎ − order partial derivatives does a

function of two variables have if each partial derivative of order ≤ 𝑘 is
assumed to be continuous?

If 𝑘 = 2, altogether there are 22 = 4 partial derivatives (how?) namely,

𝑓𝑥1 𝑥1 , 𝑓𝑥1 𝑥2 , 𝑓𝑥2 𝑥1 , 𝑓𝑥2 𝑥2 . However, continuity of second-order partials
implies that 𝑓𝑥1 𝑥2 = 𝑓𝑥2 𝑥1 . So, at most 2 + 1 = 3 second-order partial
derivatives can be distinct.

If 𝑘 = 3, there are 23 = 8 partial derivatives (how?) namely, 𝑓𝑥1 𝑥1 𝑥1 ,

𝑓𝑥1 𝑥1 𝑥2 , 𝑓𝑥1 𝑥2 𝑥1 , 𝑓𝑥2 𝑥1 𝑥1 , 𝑓𝑥1 𝑥2 𝑥2 , 𝑓𝑥2 𝑥1 𝑥2 , 𝑓𝑥2 𝑥2 𝑥1 , 𝑓𝑥2 𝑥2 𝑥2 . From previous
problem we know that 𝑓𝑥1 𝑥1 𝑥2 = 𝑓𝑥1 𝑥2 𝑥1 = 𝑓𝑥2 𝑥1 𝑥1 and 𝑓𝑥1 𝑥2 𝑥2 = 𝑓𝑥2 𝑥1 𝑥2 =
𝑓𝑥2 𝑥2 𝑥1 . So, at most 3 + 1 = 4 third-order partial derivatives can be distinct.

In general there are 2𝑘 (counting each 𝑘 �ℎ − order partial derivative)

number of 𝑘 �ℎ − order partial derivatives. If we assume that each partial

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MHZ4553: Unit I Session 3: Derivatives of Higher Order, Equality of Mixed Partials

derivative of order ≤ 𝑘 is continuous, at most 𝑘 + 1 of them can be distinct.

If we use the notation (𝑥𝑖1 𝑥𝑖2 … 𝑥𝑖𝑘 ) in place of 𝑓𝑥𝑖1 𝑥𝑖2 … 𝑥𝑖 , the 𝑘 + 1 partial
𝑘

derivatives (which can be expected to be distinct) would be (𝑥2 𝑥2 … 𝑥2 𝑥2 ),

(𝑥2 𝑥2 … 𝑥2 𝑥1 ), (𝑥2 𝑥2 … 𝑥1 𝑥1 ), … , (𝑥2 𝑥1 … 𝑥1 𝑥1 ) and (𝑥1 𝑥1 … 𝑥1 𝑥1 ).

In other words, one in which 𝑥1 has appeared zero times, one in which 𝑥1
has appeared once, one in which 𝑥1 has appeared twice,…, and one in which
𝑥1 has appeared 𝑘- times.

Example 3.5

Is it possible that there is a function 𝑓 whose partial derivatives are

𝑓𝑥 (𝑥, 𝑦) = 2𝑥 − 5𝑦 and 𝑓𝑦 (𝑥, 𝑦) = 5𝑥 − 2𝑦?

Solution

𝜕 𝜕
No. observe that 𝑓𝑥𝑦 = 𝜕𝑦 𝑓𝑥 (𝑥, 𝑦) = −5 and 𝑓𝑦𝑥 = 𝜕𝑥 𝑓𝑦 (𝑥, 𝑦) = 5,so that

they are continuous on Domn(𝑓). However, −5 ≠ 5 and this contradicts

Theorem 3.1.

Solutions of Activities

Activity 3.1

a.

Let (𝑥, 𝑦) ∈ ℝ2 ∖ {𝟎}. Then

(𝑥 2 + 𝑦 2 )(3𝑥 2 𝑦 − 𝑦 3 ) − (𝑥 3 𝑦 − 𝑥𝑦 3 )(2𝑥) 𝑥 4 𝑦 + 4𝑥 2 𝑦 3 − 𝑦 5
𝑓𝑥 (𝑥, 𝑦) = = .
(𝑥 2 + 𝑦 2 )2 (𝑥 2 + 𝑦 2 )2

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MHZ4553: Unit I Session 3: Derivatives of Higher Order, Equality of Mixed Partials

and
(𝑥 2 + 𝑦 2 )(𝑥 3 − 3𝑥𝑦 2 ) − (𝑥 3 𝑦 − 𝑥𝑦 3 )(2𝑦) 𝑥 5 − 4𝑥 3 𝑦 2 − 𝑥𝑦 4
𝑓𝑦 (𝑥, 𝑦) = = .
(𝑥 2 + 𝑦 2 )2 (𝑥 2 + 𝑦 2 )2

a.

Notice that

𝑥 4 𝑦 + 4𝑥 2 𝑦 3 − 𝑦 5
if f(x, y) ≠ (0, 0)
𝑓𝑥 (𝑥, 𝑦) = � (𝑥 2 + 𝑦 2 )2
0 if f(x, y) = (0, 0)
𝑥 5 −4𝑥 3 𝑦 2 −𝑥𝑦 4
𝑖𝑓 f(x, y) ≠ (0, 0)
And 𝑓𝑦 (𝑥, 𝑦) = � (𝑥 2 +𝑦 2 )2
0 if f(x, y) = (0, 0)

[ℎ3 ⋅ 0 − ℎ ⋅ 0] − 0
𝑓𝑥 (0, 0) = lim = 0 and
ℎ→0 ℎ2 + 0
[0 ⋅ ℎ − 0 ⋅ ℎ3 ] − 0
𝑓𝑦 (0, 0) = lim = 0.
ℎ→0 0 + ℎ2

b.

Notice that
[𝑓𝑥 (0, 0 + ℎ) − 𝑓𝑥 (0, 0)]
𝑓𝑥𝑦 (0, 0) = lim
ℎ→0 ℎ
5
− ℎ �ℎ4
= lim
ℎ→0 ℎ
= −1

and

�𝑓𝑦 (0 + ℎ, 0) − 𝑓𝑦 (0, 0)�

𝑓𝑦𝑥 (0, 0) = lim
ℎ→0 ℎ
ℎ5�
= lim ℎ4
ℎ→0 ℎ
= 1.

c.

No. Observe that 𝑓𝑥𝑦 and 𝑓𝑦𝑥 are not continuous at (0, 0). Therefore the statement “if
𝑓𝑥𝑦 , 𝑓𝑦𝑥 are continuous at (0, 0), then 𝑓𝑥𝑦 (0, 0) = 𝑓𝑦𝑥 (0, 0)” is vacuously true.

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 Unit 1: Continuity & Differentiability of Functions of Several Variables
MHZ4553: Unit I Session 3: Derivatives of Higher Order, Equality of Mixed Partials

Summary

 If the function 𝑓(𝑥, 𝑦) possess first and second order partial derivatives
on an open ball centered at 𝒙𝟎 ∈ int(Domn(𝑓)) and 𝑓𝑥𝑦 , 𝑓𝑦𝑥 are
continuous at 𝒙𝟎 , then 𝑓𝑥𝑦 (𝒙𝟎 ) = 𝑓𝑦𝑥 (𝒙𝟎 ). In addition, a stronger
version of this result was given which will be useful in forthcoming
sessions.

 Also, it was shown that a similar result holds for mixed partial
derivatives of any order of functions of two or more than two variables,
provided that we have continuous mixed partial derivatives of 𝑓 up to
sufficiently higher orders.

Learning Outcomes

After studying session 3, you should be able to;

 Find higher order partial derivatives, whenever they exist, of a
function using the definition or by applying rules of partial
differentiation.

 To determine the existence of functions with specified first-order

partial derivatives.

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