Partial Derivatives

1. Open Sets in Rn . When we consider a derivative of a function f of one real variable at a given point x0 , we provide all our considerations in a small interval (x0 , x0 + ) containing x0 . Now, we need an analogue of this open interval. We start with the denition of an open ball in Rn that is also called an open disc in case of n = 2. We also identify points (x1 , . . . , xn ) in Rn with vectors = x1 , . . . , xn , as usual. x Denition 1 The open ball of radius r > 0 and center x0 is the set of all points x n in R such that the distance between and x0 is strictly less than r, i.e., x } { ( ) 0 := Rn : x0 < r . x x Br x Denition 2 Let U Rn (means that U is a subset in Rn ). We call U an open set ( ) 0 when for any point U there exists some r > 0 such that Br x0 U , i.e., U x contains some open ball with the center at x0 . This denition is crucial for dierentiation of functions of several variables. Example 1 Any open ball is an open set. Proof. Let us consider an arbitrary open ball Br ( ), r > 0. Having taken an arbitrary a x0 Br ( ), we have x0 < r. Let us take r0 := r x0 . Since x0 < r, a a a a ( ) r0 > 0. Now, consider Br0 x0 . ( ) If Br0 x0 , then using the triangle inequality, we get x | | x0 + x0 < r0 + x0 = r x0 + x0 = r. x a x a a a a Thus, Br ( ). Since was chosen arbitrarily, it means that x a x ( ) Br0 x0 Br ( ) . a Now, since x0 Br ( ) was chosen arbitrarily, we get that Br ( ) is an open set. a a Intuitively, open sets are the sets that do not contain their boundary, i.e., they do not contain any boundary point. So, the following denition may also be useful in the future. Denition 3 Let us consider a set D Rn . A point 0 is called a boundary point of x ( ) D if for any r > 0, the open ball Br x0 contains at least one point belonging to D and one point that does not belong to D. The set of all boundary points of D is called the boundary of D and is denoted by D. Note that x0 may belong or not belong to D. 1

Denition 4 The set E is called a closed set in Rn if its complement E c = { Rn : E} x x is open. Thus, it is easy to see that any closed set contains its boundary unlike an open set that does not contain any boundary point. Example 2 Find the boundary of the following rectangle { } A = (x, y) R2 : 0 < x 1, 1 y 1 . Denition 5 The closure of a set D Rn is the union of D and its boundary. It is denoted by D. Thus, D = D D. It is clear that D is a closed set. Moreover, it is the smallest (according to inclusions) closed set containing D.1 Denition 6 For a set E Rn , its interior is dened as a set of all points E such x that there exists some r > 0 with Br ( ) E. It is denoted by E o . x It is easy to see that E o = E \ E. Furthermore, E is open if and only if E = E o . Finally, any open set containing x0 is called a neighborhood of x0 . Now, we are ready to introduce dierential operations in Rn . 2. Partial Derivatives. If we remember the univariate case, then the notion of derivative reects nothing else than the velocity of changing the function in a small neighborhood of a given point. The faster growth of a function, the larger value of its derivative and vice versa. Of course, negative values of the derivative show how fast the function decreases. The same idea may be considered in the multivariate case. However, we cannot apply it directly. To unleash the possible problems, let us consider the following example in R2 . Example 3 Let us consider the function f (x, y) = x2 y 2 . First of all, the domain of f is the whole plane R2 . Now, let us consider the behavior of this function at the origin (x0 , y0 ) = (0, 0). If we consider changing only y from 0, then the values of f (0, y) = y 2 will be negative, and the function g(y) := f (0, y) will have a local maximum (even global) at 0. Thus, if we take any y = 0, the value of f (0, y) will be strictly less than f (0, 0). The same for h (x) := f (x, 0) but this function has a minimum at 0.
1

The last sentence is the most general denition of a closure that usually considered in general topology.

So, how to characterize the growth of f in a small neighborhood of the origin? What actually do we have? This function has a local maximum in the direction of the x coordinate axis, and a local minimum at the direction of y coordinate axis. So, we can only characterize the growth in a given direction. Q: What object actually has dened direction? A: A non-zero vector!!! Thus, we can consider the question of characterization of a functions growth in the direction determined by some vector. To do that, we need some proper tools. So, rst of all, we need to nd the proper characteristics in the directions of the basis coordinate axis. It is being done by xing all the ) variables except one, i.e., considering a function ( F (xj ) = f x0 , . . . , x0 , xj , x0 , . . . , x0 . In this way, we naturally come to the denition 1 j1 j+1 n of a partial derivative. Denition 7 Let U Rn be an open set and f : U R be a real-valued function. Then, f /x1 , ...,f /xn , the partial derivatives of f with respect to the rst, second,...,n-th derivative, are the real functions of n variables, which, at the point x0 = x0 , . . . , x0 U , 1 n are dened by ( ) ) f x0 , . . . , x0 , x0 + h, x0 , . . . , x0 f (x0 , . . . , x0 ) f ( 0 1 j1 j j+1 n 1 n x , . . . , x0 = lim = n h0 xj 1 h ( ) ( ) f x0 + hj f x0 e lim h0 h if the limit exists. Here, j = 1, 2, . . . , n, and ej is the unit vector in the direction of the j-th coordinate axis, i.e., the unit basis vector ej = 0, . . . , 0, 1, 0, . . . , 0, with 1 in the 2 j-th slot. The domain of the derivative f xj is the set of points Rn for which the limit x exists. Note. In the case when n = 2 or n = 3, we will consider functions f (x, y) and f (x, y, z), respectively. And, we also may use special notations for the partial derivatives on x, y, and z, namely f f f fx = , fy = , fz = x y z
f f f instead of x1 , x2 , and x3 , respectively. We will also use the following notation

f xj Finally, we can easily write

=
x1 =x0 ,...,xn =x0 n 1

) f ( 0 x1 , . . . , x0 . n xj

f xj

(x1 , . . . , xn ) that means partial derivative in the direction

f xj

of j-th coordinate axis at the point (x1 , . . . , xn ), or just omit the point at all: essentially variable or understood.
2

if it is

In the space, i.e., in R3 , we already considered such basis vectors: and In our general notations, i, j k. e1 = e2 = e3 = i, j, k.

Geometrically, a partial derivative denes the direction of the tangent line to its graph (surface or hyper-surface) built in the direction of j-th coordinate axis. You could read more detailed explanation and some illustration in the textbook. The reason for such geometrical means is the fact that partial derivative reects changing of a function in a given direction. Thus, slicing you graph at a given point by the plane parallel to the j-th coordinate axis yields a graph (curve) in this plane. The usual tangent line to this graph is that we are talking about. Example 4 Find f /x if f (x, y) = xy/ x2 + y 2 . Solution. First of all, let us dene the functions domain. Obviously, it is R2 without the origin. This set is open (you could prove it directly)m and we can consider partial derivatives there. To nd f /x, we need to consider y a constant and dierentiate our function according to x. So, applying the quotient rule for the derivatives, we have y x2 + y 2 xy 2x 2 f y (x2 + y 2 ) yx2 y3 2 x2 +y (x, y) = = = . ( )2 x (x2 + y 2 )3/2 (x2 + y 2 )3/2 x2 + y 2 As we can see, the domain of f /x in this example is again R2 \ {(0, 0)}. However, in general situation, the domain for the partial derivative may be less than the functions domain, because the partial derivative may not exist at some points. Example 5 Find f /x if f (x, y) = x2 + y 2 . Solution. The functions domain is obviously R2 . Thus, we may try to nd a derivative at any point. If we do formal dierentiation on x, we get f x . (x, y) = 2 + y2 x x So, all is clear when the denominator is non-zero. What about the origin? Is the partial derivative dened there. To check this, we need to remember what the partial derivative is, and consider a function h(x) = f (x, 0) = x2 = |x| . Now, f (0, 0) = h (0) x that does not exist. Thus, f /x(0, 0) does not exist. Therefore, x f (x, y) = , 2 + y2 x x (x, y) R2 \ {(0, 0)} .

3. Higher Order Derivatives. In fact, the partial derivatives f /xj are also functions of n variables. Thus, we can also dierentiate them in the interiors of their domains. Actually, this is a general approach: if a functions domain D is not open but has nonempty interior Do , we can consider partial derivatives in Do . Denition 8 Let U Rn be an open set and f : U R be a real-valued function. If the partial derivative f /xj is dened on some open set D U , then the second partial derivatives are dened by ( ) f 2f ( ) = x ( ) , i = 1, 2, . . . , n x xi xj xi xj if the last partial derivative exists. If i = j, we write 2f 2f = . x2 xj xj j In case of a function of two variables we will also use notations fxx = 2f , x2 fxy = 2f , xy fyx = 2f , yx fyy = 2f . y 2

The case n = 3 is treated in the same way. If we have a partial derivative 2 f /xi xj with i = j, it is also called a mixed derivative. So, fxy and fyx are mixed derivatives. Note. The same approach may be used for dening partial derivatives of higher order. Denition 9 Let U Rn be an open set and f : U R be a real-valued function. If the partial derivatives of (m 1)-th order exist, we can dene the m-th order partial derivatives as ( ) mf m1 f ( ) = x ( ) , all kj = 1, 2, . . . , n. x xkm xkm1 . . . xk1 xkm xkm1 . . . xk1 Example 6 Find all the second order partial derivatives of the function f (x, y) = exe . Solution. The functions domain is R2 since the exponential function is dened everywhere. Let us nd the rst partial derivatives. All that we need is just the chain rule. ( xey ) y y y e = exe (xey )x = exe ey = ey+xe , x ( xey ) y y y e = exe (xey )y = exe xey = xey+xe . fy = y Now, dierentiating these guys on x, we have: fx = fxx = ( y+xey ) y y y e = ey+xe (y + xey )x = ey+xe ey = e2y+xe , x 5
y

fxy =

( y+xey ) y y y y y xe = ey+xe + xey+xe (y + xey )x = ey+xe + xey+xe ey = ey+xe (1 + xey ) , x ( y+xey ) y y fyx = e = ey+xe (y + xey )y = ey+xe (1 + xey ) , y ) ( y+xey ) y y y ( fyy = xe = xey+xe (y + xey )y = xey+xe (1 + xey ) = ey+xe x + x2 ey . y

As you could note, fxy = fyx in this example, and it is not accidental. The following theorem could make life easier, because you may choose which mixed derivative to calculate. Theorem 1 (Clairauts Theorem) If a function f is dened in some neighborhood of a point (a, b), and the second derivatives fxy and fyx are both continuous at this point, then fxy (a, b) = fyx (a, b). Of course, this is also true for higher order derivatives. Namely, the following results holds true. Theorem 2 Suppose that a function f is dened in some neighborhood of a point , and a two mixed partial derivatives of order m exist in some neighborhood of and are contina uous at . If the only dierence between the derivatives is the order of the derivatives, a then their values at coincide. a 4. Partial Dierential Equations. Partial dierential equations are equations involving partial derivatives of a function. The order of equation is the higher order of the partial derivatives involved. For example, the following Laplaces Equation 2u 2u + =0 x2 y 2 is a second order partial dierential equation. It plays an exceptional role in problems of heat conduction, uid ow, and electrical potential. The solutions of this equation are harmonic functions that are also very important object of modern complex analysis. Another second order partial dierential equation describes the motion of a waveform 2u 2u = a2 2 . t2 x It is called the wave equation. Let us note that the majority of physical processes are described in terms of some partial dierential equations. It is not a surprise, because in fact the functions involved are dependent on coordinates, time, temperatures, etc., so, they are in fact functions of several variables. Hence, partial derivatives play the same role as a derivative of a function of one variable in classical problems of physics and mechanics.

Supplement: Derivatives of Elementary Functions The following derivatives are derivatives of functions of one variable. Nevertheless, they may be helpful when calculating partial derivatives of functions of several variables. If f (x) c = const, then f (x) = 0. (xn ) = nxn1 , (x ) = x1 , (a ) = ax ln a, If a > 0, a = 1, then (loga x) = 1 , x ln a x > 0; (loga |x|) = 1 , x ln a x = 0.
x

x R, n N. x > 0, R. x R.

x R, a > 0, a = 1.

(ex ) = ex ,

(ln x) =

1 1 , x > 0; (ln |x|) = , x x (cos x) = sin x, x R. (sin x) = cos x, x R.

x = 0.

(tan x) =

1 , x = + k, k Z. cos2 x 2 1 , x = k, k Z. (cot x) = sin2 x 1 (arcsin x) = , |x| < 1. 1 x2 1 (arccos x) = , |x| < 1. 1 x2 1 (arctan x) = , x R. 1 + x2 1 (arccot x) = , x R. 1 + x2 (sinh x) = cosh x, (cosh x) = sinh x, (tanh x) = 1 , cosh2 x 1 (coth x) = , sinh2 x x R. x R. x R. x = 0.