14 Partial Derivatives

14.1 Functions of Several Variables

14.2 Limits and Continuity
14.3 Partial Derivatives
14.4 Tangent Planes and Linear Approximations
14.5 The Chain rule
14.6 Directional Derivative and the Gradient Vector
14.7 Maximum and Minimum Values

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14.1 Functions of Several Variables

Copyright © Cengage Learning. All rights reserved.

Functions of Several Variables (1 of 1)
In this section
we study functions of two or more variables from four points of view:

• verbally (by a description in words)

• numerically (by a table of values)
• algebraically (by an explicit formula)
• visually (by a graph or level curves)

3
 Functions of Two Variables (1 of 2)
■ Scalar function & Vector function ☞Scalar field/Vector field
- single or several(two or more) variable
☞ Example) - The temperature T at a point on the surface of the earth : T = f(x, y)
- The volume V of a circular cylinder : v  r , h    r 2 h.

☞ Example) 기압도(등압선), 온도분포(등온선), 등고선, 등전위선 등

4
 Functions of Two Variables (1 of 2)
Definition A function f of two variables is a rule that assigns to each ordered
pair of real numbers (x, y) in a set D a unique real number denoted by f(x, y). The
set D is the domain of f and its range is the set of values that f takes on, that is,
f ( x, y ) | ( x, y )  D. Define by
z=f(x,y)
(x,y) def
! : function of two variables(이변수 함수):
- 집합 : 의 정의역(domain), : 의 공역(codomain)
- : 의 치역(range)
Domain
Codomain,
- : 의 독립변수(independent variable)
Range - : 의 종속변수(dependent variable)

▶ , : function of variables( 변수함수)

▶ Visualization of functions: Arrow diagram/ Table/ Graph(Curve surfaces)/ Level curves(Contour curves)
5
 Table
Example 3
The wind-chill index depends on the actual temperature T and the wind speed v: W = f(T, v).

Ex) 온도가 –5C이고 바람속도가 50 km/h이면 바람이 없을 때, –15C 정도의 추위를 느낀다  f  5,50   15
f  15,60   30

6
 Graphs (Curves Surfaces) (1 of 5)
Another way of visualizing the behavior of a function of two variables is to
consider its graph(Curved surface).
Definition If f is a function of two variables with domain D, then the graph of f
is the set of all points (x, y, z) in  such that z = f(x, y) and (x, y) is in D.
3

Definition. For function of two variables with domain ,

the set
: the graph(그래프) of .

The graph of a function f of two variables is

a surface S with equation z = f(x, y).
▶(Example 5) : plane
▶(Example 6) : top half of the sphere Figure 5

7
 Graphs (Curves Surfaces) (2 of 5)
■ Sketch the graph of 2 2
𝒛
Horizontal trace: Circle
For
For
For
𝒚

Vertical trace: Parabola 𝒙

If
If 𝟎

▶ See Example 8 : 2 2 Paraboloid(포물면)

- horizontal trace: ellipse
- vertical trace: parabola
 Elliptical paraboloid (타원포물면)
8
 Graphs (Curves Surfaces) (3 of 5)
■ Sketch the graph of

Horizontal trace: Circle

For
For
For

Vertical trace: Polygonal line

If
If

Half-cone(반원뿔면)

9
 Graphs (Curves Surfaces) (4 of 5)
■ Sketch the graph of

Hyperbolic paraboloid(쌍곡 포물면)

10
 Graphs (Curves Surfaces) (5 of 5)
■ Graph of several functions

원점근방을
제외하고는
매우 편평

( x 2  y 2 )
e

11
 Level Curves and Contour Maps (1 of 3)
So far we have two methods for visualizing functions: arrow diagrams and graphs. A
third method, borrowed from mapmakers, is a contour map on which points of
constant elevation are joined to form contour curves, or level curves.
Definition The level curves of a function f of two variables are the curves
with equations f(x, y) = k, where k is a constant (in the range of f).
Definition. For function of two variables with domain ,
, constant in the range
: Level(or Contour) curves of :
- 등위곡선 : 는 수평면 에서
평면으로 투영한 의 그래프의 자취

(참조) ▶ Figure 12: contour maps(등고선)

▶ Figure 13: isotherm(등온선)
▶ Figure 13: precipitation(등강수량)
☞ Matlab: Ch14_1_bell 12
Level Curves and Contour Maps (2 of 3)

Figure 20
☞ Matlab: Ch14_1_figure20 : (b)&(a) 13
 Level Curves and Contour Maps (3 of 3)

Figure 20

Note) The level curves in part (c) crowd together near the origin.
That corresponds to the fact that the graph in part (d) is very steep near the origin.
14
 Functions of Three or More Variables
■ A function of three variables, f, is a rule that assigns to each ordered triple
(x, y, z) in a domain D   3 a unique real number denoted by f (x, y, z). (3변수 함수)
Ex) The temperature T at a point on the surface of the earth: T = f(x, y, t).
- depends on the longitude x and latitude y of the point and on the time t
▶ 4차원 함수가 되어 graph 등 시각화 어려움: level surfaces

points (x1, x2, . . . , xn)

■ A function f defined on a subset of  n : (n변수 함수)
position vectors x  x1, x2 , , xn
1. As a function of n real variables : x1, x2, . . . , xn
2. As a function of a single point variable: (x1, x2, . . . , xn)
3. As a function of a single vector variable : x  x1, x2 ,, xn

15
14.2 Limits and Continuity

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 Limits of Functions of Two Variables (1 of 4)
■ Limit of single-variable function: 2 direction of approach
■ Limit of two-variable function: infinite number of direction
-The behavior of the functions as x and y both approach 0 [the point (x, y) approaches the origin].
sin( x 2  y 2 ) x2  y 2
lim 1 lim does not exist
( x ,y )( 0,0) x2  y 2 ( x ,y )(0,0 ) x 2  y 2

Values of f(x, y) Values of g(x, y)

Table 1 ☞ infinite number of direction Table 2
17
 Limits of Functions of Two Variables (2 of 4)
▶ In general, we use the notation lim f ( x, y )  L
( x ,y )( a,b )

to indicate that the values of f (x, y) approach the number L

as the point (x, y) approaches the point (a, b) (staying within the domain of f ).

▶ In other words, we can make the values of f (x, y) as close to L as we like by taking the
point (x, y) sufficiently close to the point (a, b), but not equal to (a, b).
1 Definition Let f be a function of two variables whose domain D includes points arbitrarily
close to (a, b). Then we say that the limit of f(x, y) as (x, y) approaches (a, b) is L and
we write lim f ( x, y )  L
( x ,y )( a,b )
if for every number ε < 0 there is a corresponding number  > 0 such that
if ( x, y )  D and 0  ( x  a )2  ( y  b )2   then f ( x, y )  L  

■ lim f ( x, y )  L
x a
: f (x, y)  L as (x, y)  (a, b)
y b
18
 Limits of Functions of Two Variables (3 of 4)
▶ For functions of a single variable, when we let x approach a, there are only two
possible directions of approach, from the left or from the right.(2 direction of approach)
We know that if lim f ( x )  lim f ( x ), then lim f ( x ) does not exist.
x a x a x a

▶ For functions of two variables the situation is not as simple because we can let (x, y)
approach (a, b) from an infinite number of directions in any manner whatsoever (see
Figure 3) as long as (x, y) stays within the domain of f.

(note) - sufficiently small distance

(but not 0).
Figure 3 - same limit
no matter how (x, y) approaches (a, b).

Different paths approaching (a, b)

▶ If f (x,y) → L1 as (x, y)  (a, b) along a path C1 and f(x, y)  L2 as (x, y)  (a, b)

along a path C2, where L1 ≠ L2, then ( x ,ylim
)( a,b )
f ( x, y ) does not exist.
19
 Limits of Functions of Two Variables (4 of 4)
x2  y 2
Example 1 Show that lim
( x ,y )(0, 0) x 2  y 2
does not exist.
Solution:
(1) Let’s approach (0, 0) along the x-axis. On this path y = 0 for every point (x, y),
2
x
so the function becomes f ( x,0) 
2
 1 for all x  0 and thus
x
f  x, y   1 as  x, y    0, 0  along the x  axis
y 2
(2) We now approach along the y-axis by putting x = 0. Then f (0, y )  2  1 for all y  0, so
y
f  x, y   1 as  x, y    0, 0  along the y  axis ☞ Matlab: Ch14_2_eg1
Since f has two different limits as (x, y) approaches (0, 0)
along two different lines, the given limit does not exist
xy
Example 2 lim
( x ,y )(0, 0) x 2  y 2 exist? ☞ Matlab: Ch14_2_eg2
xy 2
Figure 4 Example 3 lim
( x ,y )(0, 0) x 2  y 2 exist? ☞ Matlab: Ch14_2_eg3 20
 Limits of Functions of Two Variables (4 of 4)
xy
Example 2 lim
( x ,y )(0, 0) x 2  y 2
exist?.
Solution:
(1) Let’s approach (0, 0) along the x-axis. On this path y = 0  f ( x, y )  0
(2) Let’s approach along the y-axis by putting x = 0.  f ( x, y )  0
1
(3) Let’s approach along the x=y line by putting x = 0.  f ( x, y ) 
2
(4) Let’s approach along the x=y line by putting x = 0.
1
f ( x, y )  
2
Since f has different limits as (x, y) approaches (0, 0)
along different paths, the given limit does not exist

☞ Matlab: Ch14_2_eg2
21
 Properties of Limits (1 of 3)
The Limit Laws can be extended to functions of two variables.
Assuming that the indicated limits exist, we can state these laws verbally as follows:

Sum Law 1. The limit of a sum is the sum of the limits.

Difference Law 2. The limit of a difference is the difference of the limits.
Constant Multiple Law 3. The limit of a constant times a function is the constant
times the limit of the function.
Product Law 4. The limit of a product is the product of the limits.
Quotient Law 5. The limit of a quotient is the quotient of the limits
(provided that the limit of the denominator is not 0).

22
 Properties of Limits (2 of 3)
▶ Special limit [see Exercise 54]: 2 lim x a lim y b lim cc
( x ,y )( a,b ) ( x ,y )( a,b ) ( x ,y )( a,b )

▶ A polynomial function of two variables (or polynomial, for short) is a sum of

terms of the form cx m y n , where c is a constant and m and n are nonnegative
integers. A rational function is a ratio of two polynomials.
For instance, p( x, y )  x 4  5 x3 y 2  6 xy 4  7 y  6 is a polynomial, whereas
2 xy  1
q ( x, y )  is a rational function.
x2  y2
The special limits in (2) along with the limit laws allow us to evaluate the limit of any
polynomial function p by direct substitution:
3 lim p( x, y )  p(a, b )
( x ,y )( a,b )

Similarly, for any rational function q(x, y) = p(x, y) ∕ r(x, y) we have

p( x, y ) p(a, b )
4 lim q ( x, y )  lim   q(a, b )
( x ,y )( a,b ) ( x , y )( a,b ) r ( x, y ) r (a, b )
provided that (a, b) is in the domain of q. 23
 Properties of Limits (3 of 3)
Example 4
Evaluate lim ( x 2 y 3  x 3 y 2  3 x  2y ).
( x ,y )(1, 2)

Solution:
Let f ( x, y )  x 2 y 3  x 3 y 2  3 x  2y is a polynomial, we can find the limit by
direct substitution:

lim ( x 2 y 3  x 3 y 2  3 x  2y )  12  23  13  22  3  1  2  2  11
( x ,y )(1, 2)

▶ The Squeeze Theorem also holds for functions of two or more variables.
24
 Continuity (1 of 5)
▶ We know that evaluating limits of continuous functions of a single variable is easy.
It can be accomplished by direct substitution because the defining property of
a continuous function is lim f (x )  f (a ).
x a

▶ Continuous functions of two variables are also defined by the direct substitution property.

6 Definition A function f of two variables is called continuous at (a, b) if

lim f ( x, y )  f (a, b )
( x ,y )( a,b )

We say f is continuous on D if f is continuous at every point (a, b) in D.

25
 Continuity (2 of 5)
▶ The intuitive meaning of continuity
- if the point (x, y) changes by a small amount
 the value of f (x, y) changes by a small amount.
- a surface that is the graph of a continuous function: no hole or break.

▶ limits of polynomial functions: evaluated by direct substitution.

- by the definition of continuity that all polynomials are continuous on  2 .
- any rational function(ratio of polynomials) : continuous on its domain.
- sums, differences, products, and quotients of continuous functions
 continuous on their domains.

26
 Continuity (3 of 5)
Example 7
x2  y 2
Where is the function f ( x, y )  2 2 continuous? ☞ (cf.) Example1
x y

Solution:
The function f is discontinuous at (0, 0) because it is not defined there.

Since f is a rational function,

it is continuous on its domain, which is the set D = {(x, y) | (x, y) ≠ (0, 0)}.

▶ See Example 8

27
 Continuity (4 of 5)
Example 9  3x 2y
 2
Where is the function f ( x, y )   x  y
2
continuous at (0,0) ?

Solution:  0
(1) f is continuous for ( x, y )  (0,0) , since it is equal to rational function.
(2) From Example 6,
lim f (x, y )  f (0,0)= 0
(x,y)  (0,0 )

(3) f(x,y) is continuous at (0,0),

and so it is continuous on .

28
 Continuity (5 of 5)
▶ Composition of functions: combining two continuous functions
- f is a continuous function of two variables
- g is a continuous function of a single variable that is defined on the range of f

then the composite function h  g  f defined by h(x, y) = g(f(x, y))

is also a continuous function.

29
 Functions of Three or More Variables
▶ The values of f(x, y, z) approach the number L
as the point (x, y, z) approaches the point (a, b, c) (staying within the domain of f).
lim f ( x, y , z )  L
( x ,y ,z )( a,b,c )

The function f is continuous at (a, b, c) if lim f ( x, y , z )  f (a, b, c )

( x ,y ,z )( a,b,c )
1
▶ For instance) the function f ( x, y , z ) 
x 2  y 2  z2  1
is a rational function of three variables and so is continuous at every point in 
3

except where x 2  y 2  z 2  1.
In other words, it is discontinuous on the sphere with center the origin and radius 1.

▶ 7 If f is defined on a subset D of  n , then lim f (x ) = L means that

x a
For every number ε > 0 there is a corresponding number  > 0 such that
if x  D and 0  x  a   then f (x)  L   30
14.3 Partial Derivatives

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 Partial Derivatives of Functions of Two Variables (1 of 6)

At H = 70%, g(T) = f(T, 70)

g (98)  g (96) f (98,70)  f (96,70) 133  125
g (96)    4
2 2 2
g (94)  g (96) f (94,70)  f (96,70) 118  125
g (96)     3.5
2 2 2
Averaging these values, the derivative g   96   3.75

At T = 96°F, G(H) = f(96, H)

G(75)  G(70) f (96,75)  f (96,70) 130  125
G(70)    1
5 5 5
G(65)  G(70) f (96,65)  f (96,70) 121  125
G(70)     0.8
Heat index I as a function of temperature and humidity 5 5 5
Table 1 Averaging these values, the derivative G  70   0.9.

32
 Partial Derivatives of Functions of Two Variables (2 of 6)
■ In general, if f is a function of two variables x and y,
suppose we let only x vary while keeping y fixed, say y = b, where b is a constant.
Then we are really considering a function of a single variable x, namely, g(x) = f (x, b).
If g has a derivative at a, then we call it the partial derivative of f with respect to x at
(a, b) and denote it by fx (a, b). Thus
g (a  h )  g (a )
1 fx  a, b   g   a  where g  x   f  x, b  g (a )  lim
h 0 h
f (a  h, b )  f (a, b )
2 fx (a, b )  lim
h 0 h
■ The partial derivative of f with respect to y at (a, b), denoted by fy(a, b), is obtained by
keeping x fixed (x = a) and finding the ordinary derivative at b of the function G(y) = f (a, y):
G( b  h )  G( b )
fy  a, b   G  b  where G  y   f  a, y  G(b )  lim
h 0 h
f (a, b  h )  f (a, b )
3 fy (a, b )  lim
h 0 h 33
Partial Derivatives of Functions of Two Variables (3 of 6)
If we now let the point (a, b) vary in Equations 2 and 3,
fx and fy become functions of two variables.

4 Definition If f is a function of two variables, its partial derivatives are

the functions fx and fy defined by
f ( x  h, y )  f ( x, y )
By keeping y fixed, fx ( x, y )  lim
h 0 h
f ( x, y  h )  f ( x, y )
By keeping x fixed, fy ( x, y )  lim
h 0 h

34
Partial Derivatives of Functions of Two Variables (4 of 6)
There are many alternative notations for partial derivatives.
For instance, instead of fx we can write f1 or D1f (to indicate differentiation with
respect to the first variable) or  f  x .

But here f x can’t be interpreted as a ratio of differentials.

Notations for Partial Derivatives If z = f (x, y), we write

f  z
f x ( x, y )  f x   f ( x, y )   f1  D1f  Dx f
x x x
f  z
fy ( x, y )  fy   f ( x, y )   f2  D2f  Dy f
y y y

35
 Partial Derivatives of Functions of Two Variables (5 of 6)
To compute partial derivatives, all we have to do is remember from Equation 1
that the partial derivative with respect to x is just the ordinary derivative of the
function g of a single variable that we get by keeping y fixed.

Thus we have the following rule.

Rule for Finding Partial Derivatives of z = f (x, y)

1. To find fx, regard y as a constant and differentiate f (x, y) with respect to x.
2. To find fy, regard x as a constant and differentiate f (x, y) with respect to y.

36
 Partial Derivatives of Functions of Two Variables (6 of 6)
Example 1
If f ( x, y )  x 3  x 2 y 3  2y 2 , find fx(2, 1) and fy(2, 1).
Solution:
(1) Holding y constant and differentiating with respect to x, we get
fx ( x, y )  3 x 2  2 xy 3
and so fx (2, 1)  3  22  2  2  13  16

(2) Holding x constant and differentiating with respect to y, we get

fy ( x, y )  3 x 2 y 2  4 y
fy (2, 1)  3  22  12  4  1  8
37
 Interpretations of Partial Derivatives (1 of 4)
▶ 의 그래프를 곡면 라고 두자.
만약 이면 는 상에 놓임

(i) 곡선 𝟏 평면 에서 상의 자취
- 의 graph: 𝑥
- 𝒙 평면에서의 상의 자취 𝟏 에 대한
점 에서 접선 의 기울기

(ii) 곡선 𝟐 평면 에서 상의 자취
- 의 graph: G 𝑦
𝒚 평면에서의 상의 자취 𝟐 에 대한
점 에서 접선 의 기울기

Figure 1 38
 Interpretations of Partial Derivatives (1 of 5)
점 근방 에서 정의되어진 에 대해서,

The partial derivatives of f at (a, b)

are the slopes of the tangents to
C1 and C2.

39
 Interpretations of Partial Derivatives (2 of 5)

The partial derivatives of f at (a, b)

are the slopes of the tangents to
C1 and C2. Figure 1

40
Interpretations of Partial Derivatives (3 of 5)

41
Interpretations of Partial Derivatives (4 of 5)

42
Interpretations of Partial Derivatives (5 of 5)
Example 3 If f ( x, y )  4  x 2  2y 2 , find fx(1, 1) and fy(1, 1) and
interpret these numbers as slopes.
Solution:

curve C1 : z  f ( x, y )  2  x 2
at y  1 curve C2 : z  f ( x, y )  3  2y 2
at x  1

fy ( x, y )  4 y

fx ( x, y )  2 x fy (1, 1)  4

fx (1, 1)  2 43
 Functions of Three or More Variables (1 of 2)
■ Partial derivatives can also be defined for functions of three or more
variables. For example, if f is a function of three variables x, y, and z, then its
partial derivative with respect to x is defined as
f ( x  h, y , z )  f ( x, y , z )
fx ( x, y , z )  lim
h 0 h
and it is found by regarding y and z as constants and differentiating f(x, y, z)
with respect to x.

■ In general, if u is a function of n variables, u  f ( x1, x2 ,..., xn ), its partial derivative

with respect to the i th variable xi is
u f ( x1,..., xi 1, xi  h, xi 1,..., xn )  f ( x1,..., xi ,..., xn )
 lim
xi h 0 h
and we also write u f
  fxi  fi  Di f
xi xi
44
 Functions of Three or More Variables (2 of 2)
Example 6
Find fx, fy, and fz if f ( x, y , z )  e xy ln z.

Solution:
Holding y and z constant and differentiating with respect to x, we have

fx  ye xy ln z
Similarly,
fy  xe xy ln z
e xy
fz 
z

45
 Higher Derivatives (1 of 3)
If f is a function of two variables, then its partial derivatives fx and fy are also functions
of two variables, so we can consider their partial derivatives (fx)x, (fx)y, (fy)x, and (fy)y,
which are called the second partial derivatives of f.
If z = f (x, y), we use the following notation:
  f   2f  2 z
(fx ) x  fxx  f11     2  2
x  x  x x

  f   2f  2z
(fx )y  fxy  f12     
y  x  y x y x
  f   2f  2z
(fy )x  fyx  f21     
x  y  x y x y

  f   2f 2z
(fy )y  fyy  f22     2  2
y  x  y y 46
 Higher Derivatives (2 of 3)
Example 7 Find the second partial derivatives of f ( x, y )  x 3  x 2 y 3  2y 2
Solution: In Example 1 we found that fx ( x, y )  3 x 2  2 xy 3 f y ( x, y )  3 x 2 y 2  4 y

Therefore fxx  (3 x 2  2 xy 3 )  6 x  2y 3
x

fxy  (3 x 2  2 xy 3 )  6 xy 2 Note) fxy = fyx in Example 7.
y This is not just a coincidence. It turns out that
 the mixed partial derivatives fxy and fyx are equal
fyx  (3 x 2 y 2  4 y )  6 xy 2
x for most functions that one meets in practice.

fyy  (3 x 2 y 2  4 y )  6 x 2 y  4
y
Clairaut's Theorem Suppose f is defined on a disk D that contains the point
(a, b). If the functions fxy and fyx are both continuous on D, then
fxy (a, b )  fyx (a, b ) 47
 Higher Derivatives (3 of 3)
Partial derivatives of order 3 or higher can also be defined.
   2f   3f
For instance,  2  (fyy )x  fyyx fyyx  fyxy  fxyy
x  y  xy 2

by Clairaut ' s Theorem

   2f   3f
   2  ( f xy ) y  f xyy
y  y x  y x

   3f   4f
 2 
 2 2  fxxyy
y  y x  y x
fx  3 cos(3 x  yz )
Example 8 Calculate fxxyz fxx  9 sin(3 x  yz )
if f ( x, y , z )  sin(3 x  yz ) fxxy  9z cos(3 x  yz )
fxxyz  9 cos(3 x  yz )  9yz sin(3 x  yz )
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 -> Example 10
Partial Differential Equations
■ Laplace’s equation: Solutions of this equation harmonic functions
 2u  2u
 2 0 For u(x, y)
x 2
y
-> Example 9
u u u
2 2 2
 2  2 0 For u(x, y, z)
x 2
y z

■ wave equation

 2u  2
u
a 2
For u(x, t)
t 2
x 2

49