Partial Derivatives and Continuity. Differentiable Functions F: D R R. Differentiability and Continuity. A Primer On Differential Equations

Partial derivatives and dierentiability (Sect. 14.3).
Partial derivatives and continuity.
Dierentiable functions f : D R
2
R.
Dierentiability and continuity.
A primer on dierential equations.

Recall: The following result holds for single variable functions.
Theorem
If the function f : R R is dierentiable, then f is continuous.
Proof.
lim
h0
[f (x + h) f (x)] = lim
h0
_
f (x + h) f (x)
h
_
h,
= f
(x) lim
h0
h
= 0.
That is, lim
h0
f (x + h) = f (x), so f is continuous.
However, the claim If f
x
(x, y) and f
y
(x, y) exist, then f (x, y)
is continuous is false.
Theorem
Proof.
lim
h0
[f (x + h) f (x)] = lim
h0
_
f (x + h) f (x)
h
_
h,
= f
(x) lim
h0
h
= 0.
That is, lim
h0
x
(x, y) and f
y
Theorem
Proof.
lim
h0
[f (x + h) f (x)] = lim
h0
_
f (x + h) f (x)
h
_
h,
= f
(x) lim
h0
h
= 0.
That is, lim
h0
x
(x, y) and f
y
Theorem
Proof.
lim
h0
[f (x + h) f (x)] = lim
h0
_
f (x + h) f (x)
h
_
h,
= f
(x) lim
h0
h
= 0.
That is, lim
h0
x
(x, y) and f
y
Theorem
Remark:
This Theorem is not true for

the partial derivatives of a
function f : R
2
R.
There exist functions

f : R
2
R such that
f
x
(x
0
, y
0
) and f
y
(x
0
, y
0
) exist
but f is not continuous at
(x
0
, y
0
).
1
f(x,y)
C
C
1
2
x
y
z
f (0,0) = f (0,0) = 0
y x
Remark: This is a bad property for a dierentiable function.
Theorem
Remark:

function f : R
2
R.

f : R
2
R such that
f
x
(x
0
, y
0
) and f
y
(x
0
, y
0
) exist
(x
0
, y
0
).
1
f(x,y)
C
C
1
2
x
y
z
f (0,0) = f (0,0) = 0
y x
Theorem
Remark:

function f : R
2
R.

f : R
2
R such that
f
x
(x
0
, y
0
) and f
y
(x
0
, y
0
) exist
(x
0
, y
0
).
1
f(x,y)
C
C
1
2
x
y
z
f (0,0) = f (0,0) = 0
y x
Theorem
Remark:

function f : R
2
R.

f : R
2
R such that
f
x
(x
0
, y
0
) and f
y
(x
0
, y
0
) exist
(x
0
, y
0
).
1
f(x,y)
C
C
1
2
x
y
z
f (0,0) = f (0,0) = 0
y x
Theorem
Remark:

function f : R
2
R.

f : R
2
R such that
f
x
(x
0
, y
0
) and f
y
(x
0
, y
0
) exist
(x
0
, y
0
).
1
f(x,y)
C
C
1
2
x
y
z
f (0,0) = f (0,0) = 0
y x
Remark: Here is a discontinuous function at (0, 0) having partial
derivatives at (0, 0).
Example
(a) Show that f is not continuous at (0, 0), where
f (x, y) =
_
_
_
2xy
x
2
+ y
2
(x, y) = (0, 0),
0 (x, y) = (0, 0).
(b) Find f
x
(0, 0) and f
y
(0, 0).
Solution:
(a) Choosing the path x = 0 we see that f (0, y) = 0, so
lim
y0
f (0, y) = 0. Choosing the path x = y we see that
f (x, x) = 2x
2
/2x
2
= 1, so lim
x0
f (x, x) = 1. The Two-Path
Theorem implies that lim
(x,y)(0,0)
f (x, y) does not exist.
Example
f (x, y) =
_
_
_
2xy
x
2
+ y
2
(x, y) = (0, 0),
0 (x, y) = (0, 0).
(b) Find f
x
(0, 0) and f
y
(0, 0).
Solution:
lim
y0
f (0, y) = 0.
Choosing the path x = y we see that
f (x, x) = 2x
2
/2x
2
= 1, so lim
x0
(x,y)(0,0)
Example
f (x, y) =
_
_
_
2xy
x
2
+ y
2
(x, y) = (0, 0),
0 (x, y) = (0, 0).
(b) Find f
x
(0, 0) and f
y
(0, 0).
Solution:
lim
y0
f (x, x) = 2x
2
/2x
2
= 1, so lim
x0
f (x, x) = 1.
The Two-Path
(x,y)(0,0)
Example
f (x, y) =
_
_
_
2xy
x
2
+ y
2
(x, y) = (0, 0),
0 (x, y) = (0, 0).
(b) Find f
x
(0, 0) and f
y
(0, 0).
Solution:
lim
y0
f (x, x) = 2x
2
/2x
2
= 1, so lim
x0
(x,y)(0,0)
Example
f (x, y) =
_
_
_
2xy
x
2
+ y
2
(x, y) = (0, 0),
0 (x, y) = (0, 0).
(b) Find f
x
(0, 0) and f
y
(0, 0).
Solution:
(b) The partial derivatives are dened at (0, 0).
f
x
(0, 0) = lim
h0
1
h
_
f (0 + h, 0) f (0, 0)
= lim
h0
1
h
_
0 0] = 0.
f
y
(0, 0) = lim
h0
1
h
_
f (0, 0 + h) f (0, 0)
= lim
h0
1
h
_
0 0] = 0.
Therefore, f
x
(0, 0) = f
y
(0, 0) = 0.
Example
f (x, y) =
_
_
_
2xy
x
2
+ y
2
(x, y) = (0, 0),
0 (x, y) = (0, 0).
(b) Find f
x
(0, 0) and f
y
(0, 0).
Solution:
f
x
(0, 0) = lim
h0
1
h
_
f (0 + h, 0) f (0, 0)
= lim
h0
1
h
_
0 0] = 0.
f
y
(0, 0) = lim
h0
1
h
_
f (0, 0 + h) f (0, 0)
= lim
h0
1
h
_
0 0] = 0.
Therefore, f
x
(0, 0) = f
y
(0, 0) = 0.
Example
f (x, y) =
_
_
_
2xy
x
2
+ y
2
(x, y) = (0, 0),
0 (x, y) = (0, 0).
(b) Find f
x
(0, 0) and f
y
(0, 0).
Solution:
f
x
(0, 0) = lim
h0
1
h
_
f (0 + h, 0) f (0, 0)
= lim
h0
1
h
_
0 0] = 0.
f
y
(0, 0) = lim
h0
1
h
_
f (0, 0 + h) f (0, 0)
= lim
h0
1
h
_
0 0] = 0.
Therefore, f
x
(0, 0) = f
y
(0, 0) = 0.
Example
f (x, y) =
_
_
_
2xy
x
2
+ y
2
(x, y) = (0, 0),
0 (x, y) = (0, 0).
(b) Find f
x
(0, 0) and f
y
(0, 0).
Solution:
f
x
(0, 0) = lim
h0
1
h
_
f (0 + h, 0) f (0, 0)
= lim
h0
1
h
_
0 0] = 0.
f
y
(0, 0) = lim
h0
1
h
_
f (0, 0 + h) f (0, 0)
= lim
h0
1
h
_
0 0] = 0.
Therefore, f
x
(0, 0) = f
y
(0, 0) = 0.
Example
f (x, y) =
_
_
_
2xy
x
2
+ y
2
(x, y) = (0, 0),
0 (x, y) = (0, 0).
(b) Find f
x
(0, 0) and f
y
(0, 0).
Solution:
f
x
(0, 0) = lim
h0
1
h
_
f (0 + h, 0) f (0, 0)
= lim
h0
1
h
_
0 0] = 0.
f
y
(0, 0) = lim
h0
1
h
_
f (0, 0 + h) f (0, 0)
= lim
h0
1
h
_
0 0] = 0.
Therefore, f
x
(0, 0) = f
y
(0, 0) = 0.
2
R.

2
R.
Recall: A dierentiable
function f : R R at x
0
must be approximated by
a line L(x) containing x
0
with slope f
(x
0
).
f ( x ) = z
x
0
x
f ( x )
L ( x )
0
Line that
approximates
f ( x ) at x .
0
The equation of the tangent line is
L(x) = f
(x
0
) (x x
0
) + f (x
0
).
The function f is approximated by the line L near x
0
means
f (x) = L(x) +
1
(x x
0
)
with
1
(x) 0 as x x
0
.
The graph of a dierentiable function f : D R R is
approximated by a line at every point in D.
2
R.
0
0
with slope f
(x
0
).
f ( x ) = z
x
0
x
f ( x )
L ( x )
0
Line that
approximates
f ( x ) at x .
0
L(x) = f
(x
0
) (x x
0
) + f (x
0
).
0
means
f (x) = L(x) +
1
(x x
0
)
with
1
(x) 0 as x x
0
.
2
R.
0
0
with slope f
(x
0
).
f ( x ) = z
x
0
x
f ( x )
L ( x )
0
Line that
approximates
f ( x ) at x .
0
L(x) = f
(x
0
) (x x
0
) + f (x
0
).
0
means
f (x) = L(x) +
1
(x x
0
)
with
1
(x) 0 as x x
0
.
2
R.
0
0
with slope f
(x
0
).
f ( x ) = z
x
0
x
f ( x )
L ( x )
0
Line that
approximates
f ( x ) at x .
0
L(x) = f
(x
0
) (x x
0
) + f (x
0
).
0
means
f (x) = L(x) +
1
(x x
0
)
with
1
(x) 0 as x x
0
.
2
R.
0
0
with slope f
(x
0
).
f ( x ) = z
x
0
x
f ( x )
L ( x )
0
Line that
approximates
f ( x ) at x .
0
L(x) = f
(x
0
) (x x
0
) + f (x
0
).
0
means
f (x) = L(x) +
1
(x x
0
)
with
1
(x) 0 as x x
0
.
2
R.
Remark: The idea to dene dierentiable functions:
The graph of a dierentiable function f : D R
2
R is
approximated by a plane at every point in D.
0
L(x,y)
( x , y )
0 0
Plane that
f ( x, y ) at ( x , y )
approximates
f ( x, y ) = z
x
y
Function f is differentiable at (x , y ).
0
0 0
near ( 0 , 0 ).
x
y
z
1
f(x,y)
Plane that does not
L ( x , y )
approximate f (x,y)
Function f is not differentiable at ( 0 , 0 ).
We will show next week that the equation of the plane L is
L(x, y) = f
x
(x
0
, y
0
) (x x
0
) + f
y
(x
0
, y
0
) (y y
0
) + f (x
0
, y
0
).
2
R.
2
R is
0
L(x,y)
( x , y )
0 0
Plane that
f ( x, y ) at ( x , y )
approximates
f ( x, y ) = z
x
y
0
0 0
near ( 0 , 0 ).
x
y
z
1
f(x,y)
Plane that does not
L ( x , y )
approximate f (x,y)
L(x, y) = f
x
(x
0
, y
0
) (x x
0
) + f
y
(x
0
, y
0
) (y y
0
) + f (x
0
, y
0
).
2
R.
2
R is
0
L(x,y)
( x , y )
0 0
Plane that
f ( x, y ) at ( x , y )
approximates
f ( x, y ) = z
x
y
0
0 0
near ( 0 , 0 ).
x
y
z
1
f(x,y)
Plane that does not
L ( x , y )
approximate f (x,y)
L(x, y) = f
x
(x
0
, y
0
) (x x
0
) + f
y
(x
0
, y
0
) (y y
0
) + f (x
0
, y
0
).
2
R.
Denition
Given a function f : D R
2
R and an interior point (x
0
, y
0
) in
D, let L be the plane given by
L(x, y) = f
x
(x
0
, y
0
) (x x
0
) + f
y
(x
0
, y
0
) (y y
0
) + f (x
0
, y
0
).
The function f is called dierentiable at (x
0
, y
0
) i the function f
is approximated by the plane L near (x
0
, y
0
), that is,
f (x, y) = L(x, y) +
1
(x x
0
) +
2
(y y
0
)
where the functions
1
and
2
0 as (x, y) (x
0
, y
0
).
The function f is dierentiable i f is dierentiable at every
interior point of D.
2
R.
Remark: Recalling that the equation for the plane L is
L(x, y) = f
x
(x
0
, y
0
) (x x
0
) + f
y
(x
0
, y
0
) (y y
0
) + f (x
0
, y
0
),
an equivalent expression for f being dierentiable,
f (x, y) = L(x, y) +
1
(x x
0
) +
2
(y y
0
),
is the following: Denote z = f (x, y) and z
0
= f (x
0
, y
0
), and
introduce the increments
z = (z z
0
), y = (y y
0
), x = (x x
0
);
then, the equation above is
z = f
x
(x
0
, y
0
) x + f
y
(x
0
, y
0
) y +
1
x +
2
y.
(Equation used in the textbook to dene a dierentiable function.)
2
R.
L(x, y) = f
x
(x
0
, y
0
) (x x
0
) + f
y
(x
0
, y
0
) (y y
0
) + f (x
0
, y
0
),
f (x, y) = L(x, y) +
1
(x x
0
) +
2
(y y
0
),
is the following:
Denote z = f (x, y) and z
0
= f (x
0
, y
0
), and
z = (z z
0
), y = (y y
0
), x = (x x
0
);
z = f
x
(x
0
, y
0
) x + f
y
(x
0
, y
0
) y +
1
x +
2
y.
2
R.
L(x, y) = f
x
(x
0
, y
0
) (x x
0
) + f
y
(x
0
, y
0
) (y y
0
) + f (x
0
, y
0
),
f (x, y) = L(x, y) +
1
(x x
0
) +
2
(y y
0
),
0
= f (x
0
, y
0
), and
z = (z z
0
), y = (y y
0
), x = (x x
0
);
z = f
x
(x
0
, y
0
) x + f
y
(x
0
, y
0
) y +
1
x +
2
y.
2
R.
L(x, y) = f
x
(x
0
, y
0
) (x x
0
) + f
y
(x
0
, y
0
) (y y
0
) + f (x
0
, y
0
),
f (x, y) = L(x, y) +
1
(x x
0
) +
2
(y y
0
),
0
= f (x
0
, y
0
), and
z = (z z
0
), y = (y y
0
), x = (x x
0
);
z = f
x
(x
0
, y
0
) x + f
y
(x
0
, y
0
) y +
1
x +
2
y.
2
R.
L(x, y) = f
x
(x
0
, y
0
) (x x
0
) + f
y
(x
0
, y
0
) (y y
0
) + f (x
0
, y
0
),
f (x, y) = L(x, y) +
1
(x x
0
) +
2
(y y
0
),
0
= f (x
0
, y
0
), and
z = (z z
0
), y = (y y
0
), x = (x x
0
);
z = f
x
(x
0
, y
0
) x + f
y
(x
0
, y
0
) y +
1
x +
2
y.
2
R.

Recall: The graph of a
dierentiable function
f : D R
2
R is approximated
by a plane at every point in D.
0
L(x,y)
( x , y )
0 0
Plane that
f ( x, y ) at ( x , y )
approximates
f ( x, y ) = z
x
y
0
0 0
Remark: A simple sucient condition on a function
f : D R
2
R guarantees that f is dierentiable:
Theorem
If the partial derivatives f
x
and f
y
of a function f : D R
2
R are
continuous in an open region R D, then f is dierentiable in R.
Theorem
If a function f : D R
2
R is dierentiable, then f is continuous.
f : D R
2
R is approximated
0
L(x,y)
( x , y )
0 0
Plane that
f ( x, y ) at ( x , y )
approximates
f ( x, y ) = z
x
y
0
0 0
f : D R
2
Theorem
x
and f
y
2
R are
Theorem
2
f : D R
2
R is approximated
0
L(x,y)
( x , y )
0 0
Plane that
f ( x, y ) at ( x , y )
approximates
f ( x, y ) = z
x
y
0
0 0
f : D R
2
Theorem
x
and f
y
2
R are
Theorem
2
f : D R
2
R is approximated
0
L(x,y)
( x , y )
0 0
Plane that
f ( x, y ) at ( x , y )
approximates
f ( x, y ) = z
x
y
0
0 0
f : D R
2
Theorem
x
and f
y
2
R are
Theorem
2
2
R.

Remark: A dierential equation is an equation where the unknown
is a function and the function together with its derivatives appear
in the equation.
Example
Given a constant k R, nd all solutions f : R R to the
dierential equation
f
(x) = k f (x).
Solution: Multiply the equation above f
(x) kf (x) = 0 by e
kx
,
that is, f
(x) e
kx
f (x) ke
kx
= 0.
The left-hand side is a total derivative,
_
f (x) e
kx
= 0.
The solution of the equation above is f (x)e
kx
= c, with c R.
Therefore, f (x) = c e
kx
.
in the equation.
Example
dierential equation
f
(x) = k f (x).
(x) kf (x) = 0 by e
kx
,
that is, f
(x) e
kx
f (x) ke
kx
= 0.
_
f (x) e
kx
= 0.
kx
= c, with c R.
kx
.
in the equation.
Example
dierential equation
f
(x) = k f (x).
(x) kf (x) = 0 by e
kx
,
that is, f
(x) e
kx
f (x) ke
kx
= 0.
_
f (x) e
kx
= 0.
kx
= c, with c R.
kx
.
in the equation.
Example
dierential equation
f
(x) = k f (x).
(x) kf (x) = 0 by e
kx
,
that is, f
(x) e
kx
f (x) ke
kx
= 0.
_
f (x) e
kx
= 0.
kx
= c, with c R.
kx
.
in the equation.
Example
dierential equation
f
(x) = k f (x).
(x) kf (x) = 0 by e
kx
,
that is, f
(x) e
kx
f (x) ke
kx
= 0.
_
f (x) e
kx
= 0.
kx
= c, with c R.
kx
.
There are three dierential equations for functions
f : D R
n
R, with n = 2, 3, 4, that appear in several physical
applications.
The Laplace equation: (Gravitation, electrostatics.)
2
x
f +
2
y
f +
2
z
f = 0.
The Heat equation: (Heat propagation, diusion.)
t
f = k
_
2
x
f +
2
y
f +
2
z
f
_
.
The Wave equation: (Light, sound, gravitation.)
2
t
f = v
_
2
x
f +
2
y
f +
2
z
f
_
.
f : D R
n
applications.
2
x
f +
2
y
f +
2
z
f = 0.
t
f = k
_
2
x
f +
2
y
f +
2
z
f
_
.
2
t
f = v
_
2
x
f +
2
y
f +
2
z
f
_
.
f : D R
n
applications.
2
x
f +
2
y
f +
2
z
f = 0.
t
f = k
_
2
x
f +
2
y
f +
2
z
f
_
.
2
t
f = v
_
2
x
f +
2
y
f +
2
z
f
_
.
f : D R
n
applications.
2
x
f +
2
y
f +
2
z
f = 0.
t
f = k
_
2
x
f +
2
y
f +
2
z
f
_
.
2
t
f = v
_
2
x
f +
2
y
f +
2
z
f
_
.
Example
Verify that f (x, y, z) =
1
_
x
2
+ y
2
+ z
2
satises the Laplace
equation : f
xx
+ f
yy
+ f
zz
= 0.
Solution: Recall: f
x
= x/
_
x
2
+ y
2
+ z
2
)
3/2
. Then,
f
xx
=
1
_
x
2
+ y
2
+ z
2
)
3/2
+
3
2
2x
2
_
x
2
+ y
2
+ z
2
)
5/2
.
Denote r =
_
x
2
+ y
2
+ z
2
, then f
xx
=
1
r
3
+
3x
2
r
5
.
Analogously, f
yy
=
1
r
3
+
3y
2
r
5
, and f
zz
=
1
r
3
+
3z
2
r
5
. Then,
f
xx
+ f
yy
+ f
zz
=
3
r
3
+
3(x
2
+ y
2
+ z
2
)
r
5
=
3
r
3
+
3r
2
r
5
= 0.
We conclude that f
xx
+ f
yy
+ f
zz
= 0.
Example
1
_
x
2
+ y
2
+ z
2
satises the Laplace
equation : f
xx
+ f
yy
+ f
zz
= 0.
Solution: Recall: f
x
= x/
_
x
2
+ y
2
+ z
2
)
3/2
.
Then,
f
xx
=
1
_
x
2
+ y
2
+ z
2
)
3/2
+
3
2
2x
2
_
x
2
+ y
2
+ z
2
)
5/2
.
Denote r =
_
x
2
+ y
2
+ z
2
, then f
xx
=
1
r
3
+
3x
2
r
5
.
Analogously, f
yy
=
1
r
3
+
3y
2
r
5
, and f
zz
=
1
r
3
+
3z
2
r
5
. Then,
f
xx
+ f
yy
+ f
zz
=
3
r
3
+
3(x
2
+ y
2
+ z
2
)
r
5
=
3
r
3
+
3r
2
r
5
= 0.
We conclude that f
xx
+ f
yy
+ f
zz
= 0.
Example
1
_
x
2
+ y
2
+ z
2
satises the Laplace
equation : f
xx
+ f
yy
+ f
zz
= 0.
Solution: Recall: f
x
= x/
_
x
2
+ y
2
+ z
2
)
3/2
. Then,
f
xx
=
1
_
x
2
+ y
2
+ z
2
)
3/2
+
3
2
2x
2
_
x
2
+ y
2
+ z
2
)
5/2
.
Denote r =
_
x
2
+ y
2
+ z
2
, then f
xx
=
1
r
3
+
3x
2
r
5
.
Analogously, f
yy
=
1
r
3
+
3y
2
r
5
, and f
zz
=
1
r
3
+
3z
2
r
5
. Then,
f
xx
+ f
yy
+ f
zz
=
3
r
3
+
3(x
2
+ y
2
+ z
2
)
r
5
=
3
r
3
+
3r
2
r
5
= 0.
We conclude that f
xx
+ f
yy
+ f
zz
= 0.
Example
1
_
x
2
+ y
2
+ z
2
satises the Laplace
equation : f
xx
+ f
yy
+ f
zz
= 0.
Solution: Recall: f
x
= x/
_
x
2
+ y
2
+ z
2
)
3/2
. Then,
f
xx
=
1
_
x
2
+ y
2
+ z
2
)
3/2
+
3
2
2x
2
_
x
2
+ y
2
+ z
2
)
5/2
.
Denote r =
_
x
2
+ y
2
+ z
2
,
then f
xx
=
1
r
3
+
3x
2
r
5
.
Analogously, f
yy
=
1
r
3
+
3y
2
r
5
, and f
zz
=
1
r
3
+
3z
2
r
5
. Then,
f
xx
+ f
yy
+ f
zz
=
3
r
3
+
3(x
2
+ y
2
+ z
2
)
r
5
=
3
r
3
+
3r
2
r
5
= 0.
We conclude that f
xx
+ f
yy
+ f
zz
= 0.
Example
1
_
x
2
+ y
2
+ z
2
satises the Laplace
equation : f
xx
+ f
yy
+ f
zz
= 0.
Solution: Recall: f
x
= x/
_
x
2
+ y
2
+ z
2
)
3/2
. Then,
f
xx
=
1
_
x
2
+ y
2
+ z
2
)
3/2
+
3
2
2x
2
_
x
2
+ y
2
+ z
2
)
5/2
.
Denote r =
_
x
2
+ y
2
+ z
2
, then f
xx
=
1
r
3
+
3x
2
r
5
.
Analogously, f
yy
=
1
r
3
+
3y
2
r
5
, and f
zz
=
1
r
3
+
3z
2
r
5
. Then,
f
xx
+ f
yy
+ f
zz
=
3
r
3
+
3(x
2
+ y
2
+ z
2
)
r
5
=
3
r
3
+
3r
2
r
5
= 0.
We conclude that f
xx
+ f
yy
+ f
zz
= 0.
Example
1
_
x
2
+ y
2
+ z
2
satises the Laplace
equation : f
xx
+ f
yy
+ f
zz
= 0.
Solution: Recall: f
x
= x/
_
x
2
+ y
2
+ z
2
)
3/2
. Then,
f
xx
=
1
_
x
2
+ y
2
+ z
2
)
3/2
+
3
2
2x
2
_
x
2
+ y
2
+ z
2
)
5/2
.
Denote r =
_
x
2
+ y
2
+ z
2
, then f
xx
=
1
r
3
+
3x
2
r
5
.
Analogously, f
yy
=
1
r
3
+
3y
2
r
5
, and f
zz
=
1
r
3
+
3z
2
r
5
.
Then,
f
xx
+ f
yy
+ f
zz
=
3
r
3
+
3(x
2
+ y
2
+ z
2
)
r
5
=
3
r
3
+
3r
2
r
5
= 0.
We conclude that f
xx
+ f
yy
+ f
zz
= 0.
Example
1
_
x
2
+ y
2
+ z
2
satises the Laplace
equation : f
xx
+ f
yy
+ f
zz
= 0.
Solution: Recall: f
x
= x/
_
x
2
+ y
2
+ z
2
)
3/2
. Then,
f
xx
=
1
_
x
2
+ y
2
+ z
2
)
3/2
+
3
2
2x
2
_
x
2
+ y
2
+ z
2
)
5/2
.
Denote r =
_
x
2
+ y
2
+ z
2
, then f
xx
=
1
r
3
+
3x
2
r
5
.
Analogously, f
yy
=
1
r
3
+
3y
2
r
5
, and f
zz
=
1
r
3
+
3z
2
r
5
. Then,
f
xx
+ f
yy
+ f
zz
=
3
r
3
+
3(x
2
+ y
2
+ z
2
)
r
5
=
3
r
3
+
3r
2
r
5
= 0.
We conclude that f
xx
+ f
yy
+ f
zz
= 0.
Example
1
_
x
2
+ y
2
+ z
2
satises the Laplace
equation : f
xx
+ f
yy
+ f
zz
= 0.
Solution: Recall: f
x
= x/
_
x
2
+ y
2
+ z
2
)
3/2
. Then,
f
xx
=
1
_
x
2
+ y
2
+ z
2
)
3/2
+
3
2
2x
2
_
x
2
+ y
2
+ z
2
)
5/2
.
Denote r =
_
x
2
+ y
2
+ z
2
, then f
xx
=
1
r
3
+
3x
2
r
5
.
Analogously, f
yy
=
1
r
3
+
3y
2
r
5
, and f
zz
=
1
r
3
+
3z
2
r
5
. Then,
f
xx
+ f
yy
+ f
zz
=
3
r
3
+
3(x
2
+ y
2
+ z
2
)
r
5
=
3
r
3
+
3r
2
r
5
= 0.
We conclude that f
xx
+ f
yy
+ f
zz
= 0.
Example
1
_
x
2
+ y
2
+ z
2
satises the Laplace
equation : f
xx
+ f
yy
+ f
zz
= 0.
Solution: Recall: f
x
= x/
_
x
2
+ y
2
+ z
2
)
3/2
. Then,
f
xx
=
1
_
x
2
+ y
2
+ z
2
)
3/2
+
3
2
2x
2
_
x
2
+ y
2
+ z
2
)
5/2
.
Denote r =
_
x
2
+ y
2
+ z
2
, then f
xx
=
1
r
3
+
3x
2
r
5
.
Analogously, f
yy
=
1
r
3
+
3y
2
r
5
, and f
zz
=
1
r
3
+
3z
2
r
5
. Then,
f
xx
+ f
yy
+ f
zz
=
3
r
3
+
3(x
2
+ y
2
+ z
2
)
r
5
=
3
r
3
+
3r
2
r
5
= 0.
We conclude that f
xx
+ f
yy
+ f
zz
= 0.
Example
Verify that the function T(t, x) = e
4t
sin(2x) satises the
one-space dimensional heat equation T
t
= T
xx
.
Solution: We rst compute T
t
,
T
t
= 4e
t
sin(2x).
Now compute T
xx
,
T
x
= 2e
t
cos(2x) T
xx
= 4e
t
sin(2x)
Therefore T
t
= T
xx
.
Example
4t
sin(2x) satises the
t
= T
xx
.
t
,
T
t
= 4e
t
sin(2x).
Now compute T
xx
,
T
x
= 2e
t
cos(2x) T
xx
= 4e
t
sin(2x)
Therefore T
t
= T
xx
.
Example
4t
sin(2x) satises the
t
= T
xx
.
t
,
T
t
= 4e
t
sin(2x).
Now compute T
xx
,
T
x
= 2e
t
cos(2x)
T
xx
= 4e
t
sin(2x)
Therefore T
t
= T
xx
.
Example
4t
sin(2x) satises the
t
= T
xx
.
t
,
T
t
= 4e
t
sin(2x).
Now compute T
xx
,
T
x
= 2e
t
cos(2x) T
xx
= 4e
t
sin(2x)
Therefore T
t
= T
xx
.
Example
4t
sin(2x) satises the
t
= T
xx
.
t
,
T
t
= 4e
t
sin(2x).
Now compute T
xx
,
T
x
= 2e
t
cos(2x) T
xx
= 4e
t
sin(2x)
Therefore T
t
= T
xx
.
Example
Verify that the function f (t, x) = (vt x)
3
, with v R, satises
the one-space dimensional wave equation f
tt
= v
2
f
xx
.
Solution: We rst compute f
tt
,
f
t
= 3v(vt x)
2
f
tt
= 6v
2
(vt x).
Now compute f
xx
,
f
x
= 3(vt x)
2
f
xx
= 6(vt x).
Therefore f
tt
= v
2
f
xx
.
Example
3
, with v R, satises
tt
= v
2
f
xx
.
tt
,
f
t
= 3v(vt x)
2
f
tt
= 6v
2
(vt x).
Now compute f
xx
,
f
x
= 3(vt x)
2
f
xx
= 6(vt x).
Therefore f
tt
= v
2
f
xx
.
Example
3
, with v R, satises
tt
= v
2
f
xx
.
tt
,
f
t
= 3v(vt x)
2
f
tt
= 6v
2
(vt x).
Now compute f
xx
,
f
x
= 3(vt x)
2
f
xx
= 6(vt x).
Therefore f
tt
= v
2
f
xx
.
Example
3
, with v R, satises
tt
= v
2
f
xx
.
tt
,
f
t
= 3v(vt x)
2
f
tt
= 6v
2
(vt x).
Now compute f
xx
,
f
x
= 3(vt x)
2
f
xx
= 6(vt x).
Therefore f
tt
= v
2
f
xx
.
Example
3
, with v R, satises
tt
= v
2
f
xx
.
tt
,
f
t
= 3v(vt x)
2
f
tt
= 6v
2
(vt x).
Now compute f
xx
,
f
x
= 3(vt x)
2
f
xx
= 6(vt x).
Therefore f
tt
= v
2
f
xx
.
Example
3
, with v R, satises
tt
= v
2
f
xx
.
tt
,
f
t
= 3v(vt x)
2
f
tt
= 6v
2
(vt x).
Now compute f
xx
,
f
x
= 3(vt x)
2
f
xx
= 6(vt x).
Therefore f
tt
= v
2
f
xx
.
Example
Verify that every function f (t, x) = u(vt x), with v R and
u : R R twice continuously dierentiable, satises the one-space
dimensional wave equation f
tt
= v
2
f
xx
.
tt
,
f
t
= v u
(vt x) f
tt
= v
2
u
(vt x).
Now compute f
xx
,
f
x
= u
(vt x)
2
f
xx
= u
(vt x).
Therefore f
tt
= v
2
f
xx
.
Example
tt
= v
2
f
xx
.
tt
,
f
t
= v u
(vt x)
f
tt
= v
2
u
(vt x).
Now compute f
xx
,
f
x
= u
(vt x)
2
f
xx
= u
(vt x).
Therefore f
tt
= v
2
f
xx
.
Example
tt
= v
2
f
xx
.
tt
,
f
t
= v u
(vt x) f
tt
= v
2
u
(vt x).
Now compute f
xx
,
f
x
= u
(vt x)
2
f
xx
= u
(vt x).
Therefore f
tt
= v
2
f
xx
.
Example
tt
= v
2
f
xx
.
tt
,
f
t
= v u
(vt x) f
tt
= v
2
u
(vt x).
Now compute f
xx
,
f
x
= u
(vt x)
2
f
xx
= u
(vt x).
Therefore f
tt
= v
2
f
xx
.
Example
tt
= v
2
f
xx
.
tt
,
f
t
= v u
(vt x) f
tt
= v
2
u
(vt x).
Now compute f
xx
,
f
x
= u
(vt x)
2
f
xx
= u
(vt x).
Therefore f
tt
= v
2
f
xx
.
Example
tt
= v
2
f
xx
.
tt
,
f
t
= v u
(vt x) f
tt
= v
2
u
(vt x).
Now compute f
xx
,
f
x
= u
(vt x)
2
f
xx
= u
(vt x).
Therefore f
tt
= v
2
f
xx
.
The chain rule for functions of 2, 3 variables (Sect. 14.4)
Review: The chain rule for f : D R R.
The chain rule for change of coordinates in a line.
Functions of two variables, f : D R

2
R.
The chain rule for functions dened on a curve in a plane.
The chain rule for change of coordinates in a plane.
Functions of three variables, f : D R

3
R.
The chain rule for functions dened on a curve in space.
The chain rule for functions dened on surfaces in space.
The chain rule for change of coordinates in space.
A formula for implicit dierentiation.

Theorem
If the functions f : [x
0
, x
1
] R and x : [t
0
, t
1
] [x
0
, x
1
] are
dierentiable, then the function

f : [t
0
, t
1
] R given by the
composition

f (t) = f
_
x(t)
_
is dierentiable and
d
f
dt
(t) =
df
dx
_
x(t)
_
dx
dt
(t).
Notation:
The equation above is usually written as
d
f
dt
=
df
dx
dx
dt
.
Alternative notations are

f
(t) = f
_
x(t)
_
x
(t) and

f
= f
.
Theorem
0
, x
1
] R and x : [t
0
, t
1
] [x
0
, x
1
] are

f : [t
0
, t
1
] R given by the
composition

f (t) = f
_
x(t)
_
is dierentiable and
d
f
dt
(t) =
df
dx
_
x(t)
_
dx
dt
(t).
Notation:
d
f
dt
=
df
dx
dx
dt
.

f
(t) = f
_
x(t)
_
x
(t) and

f
= f
.
Theorem
0
, x
1
] R and x : [t
0
, t
1
] [x
0
, x
1
] are

f : [t
0
, t
1
] R given by the
composition

f (t) = f
_
x(t)
_
is dierentiable and
d
f
dt
(t) =
df
dx
_
x(t)
_
dx
dt
(t).
Notation:
d
f
dt
=
df
dx
dx
dt
.

f
(t) = f
_
x(t)
_
x
(t) and

f
= f
.
Example
The volume V of a gas in a balloon depends on the temperature F
in Fahrenheit as follows: V(F) = k F
2
. Let F(C) = (9/5)C + 32
be the temperature in Fahrenheit corresponding to C in Celsius.
Find

V(C) = V
_
F(C)
_
and

V
(C).
Solution:
The function

V is the composition

V(C) = k
_
9
5
C + 32
_
2
.
Which could also be written as
V(C) = k
81
25
C
2
+ 64k
9
5
C + k(32)
2
.
The formula
d

V
dC
=
dV
dF
dF
dC
implies

V
(C) = 2k
_
9
5
C + 32
_
9
5
.
Example
2
. Let F(C) = (9/5)C + 32
Find

V(C) = V
_
F(C)
_
and

V
(C).
Solution:
The function


V(C) = k
_
9
5
C + 32
_
2
.
V(C) = k
81
25
C
2
+ 64k
9
5
C + k(32)
2
.
The formula
d

V
dC
=
dV
dF
dF
dC
implies

V
(C) = 2k
_
9
5
C + 32
_
9
5
.
Example
2
. Let F(C) = (9/5)C + 32
Find

V(C) = V
_
F(C)
_
and

V
(C).
Solution:
The function


V(C) = k
_
9
5
C + 32
_
2
.
V(C) = k
81
25
C
2
+ 64k
9
5
C + k(32)
2
.
The formula
d

V
dC
=
dV
dF
dF
dC
implies

V
(C) = 2k
_
9
5
C + 32
_
9
5
.
Example
2
. Let F(C) = (9/5)C + 32
Find

V(C) = V
_
F(C)
_
and

V
(C).
Solution:
The function


V(C) = k
_
9
5
C + 32
_
2
.
V(C) = k
81
25
C
2
+ 64k
9
5
C + k(32)
2
.
The formula
d

V
dC
=
dV
dF
dF
dC
implies

V
(C) = 2k
_
9
5
C + 32
_
9
5
.

2
R.

3
R.

2
R.
Theorem
If the functions f : D R
2
R and r : R D R
2
are
dierentiable, with r(t) = x(t), y(t), then the function
f : R R given by the composition

f (t) = f
_
r(t)
_
is
dierentiable and holds
d
f
dt
(t) =
f
x
_
r(t)
_
dx
dt
(t) +
f
y
_
r(t)
_
dy
dt
(t).
Notation:
d
f
dt
=
f
x
dx
dt
+
f
y
dy
dt
.
An alternative notation is

f
=
_
x
f
_
x
+
_
y
f
_
y
.
2
R.
Theorem
2
R and r : R D R
2
are

f (t) = f
_
r(t)
_
is
d
f
dt
(t) =
f
x
_
r(t)
_
dx
dt
(t) +
f
y
_
r(t)
_
dy
dt
(t).
Notation:
d
f
dt
=
f
x
dx
dt
+
f
y
dy
dt
.

f
=
_
x
f
_
x
+
_
y
f
_
y
.
2
R.
Theorem
2
R and r : R D R
2
are

f (t) = f
_
r(t)
_
is
d
f
dt
(t) =
f
x
_
r(t)
_
dx
dt
(t) +
f
y
_
r(t)
_
dy
dt
(t).
Notation:
d
f
dt
=
f
x
dx
dt
+
f
y
dy
dt
.

f
=
_
x
f
_
x
+
_
y
f
_
y
.
2
R.
Example
Evaluate the function f (x, y) = x
2
+ 2y
3
, along the curve
r(t) = x(t), y(t) = sin(t), cos(2t). Furthermore, compute the
derivative of f along that curve.
Solution: The function f along the curve r(t) is denoted as
f (t) = f (x(t), y(t)). The result is

f (t) = sin
2
(t) + 2 cos
3
(2t).
The derivative of f along the curve r is

f
. The result is
(t) = 2x(t) x
(t) + 6
_
y(t)
_
2
y
(t),
= 2x(t) cos(t) 12
_
y(t)
_
2
sin(2t)
We conclude:

f
(t) = 2 sin(t) cos(t) 12 cos

2
(2t) sin(2t).
2
R.
Example
2
+ 2y
3
, along the curve
f (t) = f (x(t), y(t)).

The result is

f (t) = sin
2
(t) + 2 cos
3
(2t).

f
. The result is
(t) = 2x(t) x
(t) + 6
_
y(t)
_
2
y
(t),
= 2x(t) cos(t) 12
_
y(t)
_
2
sin(2t)
We conclude:

f

2
(2t) sin(2t).
2
R.
Example
2
+ 2y
3
, along the curve

f (t) = sin
2
(t) + 2 cos
3
(2t).

f
. The result is
(t) = 2x(t) x
(t) + 6
_
y(t)
_
2
y
(t),
= 2x(t) cos(t) 12
_
y(t)
_
2
sin(2t)
We conclude:

f

2
(2t) sin(2t).
2
R.
Example
2
+ 2y
3
, along the curve

f (t) = sin
2
(t) + 2 cos
3
(2t).

f
.
The result is
(t) = 2x(t) x
(t) + 6
_
y(t)
_
2
y
(t),
= 2x(t) cos(t) 12
_
y(t)
_
2
sin(2t)
We conclude:

f

2
(2t) sin(2t).
2
R.
Example
2
+ 2y
3
, along the curve

f (t) = sin
2
(t) + 2 cos
3
(2t).

f
. The result is
(t) = 2x(t) x
(t) + 6
_
y(t)
_
2
y
(t),
= 2x(t) cos(t) 12
_
y(t)
_
2
sin(2t)
We conclude:

f

2
(2t) sin(2t).
2
R.
Example
2
+ 2y
3
, along the curve

f (t) = sin
2
(t) + 2 cos
3
(2t).

f
. The result is
(t) = 2x(t) x
(t) + 6
_
y(t)
_
2
y
(t),
= 2x(t) cos(t) 12
_
y(t)
_
2
sin(2t)
We conclude:

f

2
(2t) sin(2t).
2
R.
Theorem
If the functions f : R
2
R and the change of coordinate functions
x, y : R
2
R are dierentiable, with x(t, s) and y(t, s), then the
function

f : R
2
R given by the composition
f (t, s) = f
_
x(t, s), y(t, s)
_
is dierentiable and holds
f
t
= f
x
x
t
+ f
y
y
t
f
s
= f
x
x
s
+ f
y
y
s
.
Remark:
We denote by f (x, y) are the function values in the coordinates
(x, y), while we denote by

f (t, s) are the function values in the
coordinates (t, s).
2
R.
Theorem
2
x, y : R
2
R are dierentiable, with x(t, s) and y(t, s), then the
function

f : R
2
f (t, s) = f
_
x(t, s), y(t, s)
_
f
t
= f
x
x
t
+ f
y
y
t
f
s
= f
x
x
s
+ f
y
y
s
.
Remark:
We denote by f (x, y) are the function values in the coordinates
(x, y), while we denote by

f (t, s) are the function values in the
coordinates (t, s).
2
R.
Example
Given the function f (x, y) = x
2
+ 3y
2
, in Cartesian coordinates
(x, y), nd

f (r , ) in polar coordinates (r , ). Furthermore,
compute

f
r
and

f
.
Solution: The polar coordinates (r , ) are related to Cartesian
coordinates (x, y) by the formula
x(r , ) = r cos(), y(r , ) = r sin().
The function

f (r , ) = f (x(r , ), y(r , )) is simple to compute,
f (r , ) = r
2
cos
2
() + 3r
2
sin
2
().
2
R.
Example
2
+ 3y
2
(x, y), nd

compute

f
r
and

f
.
x(r , ) = r cos(), y(r , ) = r sin().
The function

f (r , ) = r
2
cos
2
() + 3r
2
sin
2
().
2
R.
Example
2
+ 3y
2
(x, y), nd

compute

f
r
and

f
.
x(r , ) = r cos(), y(r , ) = r sin().
The function

f (r , ) = r
2
cos
2
() + 3r
2
sin
2
().
2
R.
Example
2
+ 3y
2
(x, y), nd

compute

f
r
and

f
.
Solution: Recall: x(r , ) = r cos() and y(r , ) = r sin().
Compute the derivatives of

f (r , ) = r
2
cos
2
() + 3r
2
sin
2
().
f
r
= f
x
x
r
+ f
y
y
r
= 2x cos() + 6y sin().
we obtain

f
r
= 2r cos
2
() + 6r sin
2
(). Analogously,
= f
x
x
+ f
y
y
= 2xr sin() + 6yr cos().

we obtain

f
= 2r
2
cos() sin() + 6r
2
cos() sin().
2
R.
Example
2
+ 3y
2
(x, y), nd

compute

f
r
and

f
.

f (r , ) = r
2
cos
2
() + 3r
2
sin
2
().
f
r
= f
x
x
r
+ f
y
y
r
= 2x cos() + 6y sin().
we obtain

f
r
= 2r cos
2
() + 6r sin
2
(). Analogously,
= f
x
x
+ f
y
y

we obtain

f
= 2r
2
cos() sin() + 6r
2
cos() sin().
2
R.
Example
2
+ 3y
2
(x, y), nd

compute

f
r
and

f
.

f (r , ) = r
2
cos
2
() + 3r
2
sin
2
().
f
r
= f
x
x
r
+ f
y
y
r
= 2x cos() + 6y sin().
we obtain

f
r
= 2r cos
2
() + 6r sin
2
(). Analogously,
= f
x
x
+ f
y
y

we obtain

f
= 2r
2
cos() sin() + 6r
2
cos() sin().
2
R.
Example
2
+ 3y
2
(x, y), nd

compute

f
r
and

f
.

f (r , ) = r
2
cos
2
() + 3r
2
sin
2
().
f
r
= f
x
x
r
+ f
y
y
r
= 2x cos() + 6y sin().
we obtain

f
r
= 2r cos
2
() + 6r sin
2
(). Analogously,
= f
x
x
+ f
y
y

we obtain

f
= 2r
2
cos() sin() + 6r
2
cos() sin().
2
R.
Example
2
+ 3y
2
(x, y), nd

compute

f
r
and

f
.

f (r , ) = r
2
cos
2
() + 3r
2
sin
2
().
f
r
= f
x
x
r
+ f
y
y
r
= 2x cos() + 6y sin().
we obtain

f
r
= 2r cos
2
() + 6r sin
2
().
Analogously,
= f
x
x
+ f
y
y

we obtain

f
= 2r
2
cos() sin() + 6r
2
cos() sin().
2
R.
Example
2
+ 3y
2
(x, y), nd

compute

f
r
and

f
.

f (r , ) = r
2
cos
2
() + 3r
2
sin
2
().
f
r
= f
x
x
r
+ f
y
y
r
= 2x cos() + 6y sin().
we obtain

f
r
= 2r cos
2
() + 6r sin
2
(). Analogously,
= f
x
x
+ f
y
y

we obtain

f
= 2r
2
cos() sin() + 6r
2
cos() sin().
2
R.
Example
2
+ 3y
2
(x, y), nd

compute

f
r
and

f
.

f (r , ) = r
2
cos
2
() + 3r
2
sin
2
().
f
r
= f
x
x
r
+ f
y
y
r
= 2x cos() + 6y sin().
we obtain

f
r
= 2r cos
2
() + 6r sin
2
(). Analogously,
= f
x
x
+ f
y
y

we obtain

f
= 2r
2
cos() sin() + 6r
2
cos() sin().

2
R.

3
R.

3
R.
Theorem
3
R and r : R D R
3
are
dierentiable, with r(t) = x(t), y(t), z(t), then the function

f (t) = f
_
r(t)
_
is
d
f
dt
=
f
x
dx
dt
+
f
y
dy
dt
+
f
z
dz
dt
.
Notation:
= f
x
x
+ f
y
y
+ f
z
z
.
3
R.
Theorem
3
R and r : R D R
3
are
dierentiable, with r(t) = x(t), y(t), z(t), then the function

f (t) = f
_
r(t)
_
is
d
f
dt
=
f
x
dx
dt
+
f
y
dy
dt
+
f
z
dz
dt
.
Notation:
= f
x
x
+ f
y
y
+ f
z
z
.
3
R.
Example
Find the derivative of f = x
2
+ y
3
+ z
4
along the curve
r(t) = cos(t), sin(t), 3t.
Solution: We rst compute

f (t) = f
_
x(t), y(t), z(t)
_
, that is,
f (t) = cos
2
(t) + sin
3
(t) + 81 t
4
.
The derivative of f along the curve r is the derivative of

f , that is,
= f
x
x
+ f
y
y
+ f
z
z
= 2x sin(t) + 3y
2
cos(t) + 4z
3
(3).
We obtain

f
= 2 cos(t) sin(t) + 3 sin

2
(t) cos(t) + 4(3)(3
3
)t
3
.
3
R.
Example
2
+ y
3
+ z
4
along the curve

f (t) = f
_
x(t), y(t), z(t)
_
, that is,
f (t) = cos
2
(t) + sin
3
(t) + 81 t
4
.

f , that is,
= f
x
x
+ f
y
y
+ f
z
z
= 2x sin(t) + 3y
2
cos(t) + 4z
3
(3).
We obtain

f

2
(t) cos(t) + 4(3)(3
3
)t
3
.
3
R.
Example
2
+ y
3
+ z
4
along the curve

f (t) = f
_
x(t), y(t), z(t)
_
, that is,
f (t) = cos
2
(t) + sin
3
(t) + 81 t
4
.

f , that is,
= f
x
x
+ f
y
y
+ f
z
z
= 2x sin(t) + 3y
2
cos(t) + 4z
3
(3).
We obtain

f

2
(t) cos(t) + 4(3)(3
3
)t
3
.
3
R.
Example
2
+ y
3
+ z
4
along the curve

f (t) = f
_
x(t), y(t), z(t)
_
, that is,
f (t) = cos
2
(t) + sin
3
(t) + 81 t
4
.

f , that is,
= f
x
x
+ f
y
y
+ f
z
z
= 2x sin(t) + 3y
2
cos(t) + 4z
3
(3).
We obtain

f

2
(t) cos(t) + 4(3)(3
3
)t
3
.
3
R.
Theorem
3
R and the surface given by functions
x, y, z : R
2
R are dierentiable, with x(t, s) and y(t, s), and
z(t, s), then the function

f : R
2
f (t, s) = f
_
x(t, s), y(t, s), z(t, s)
_
f
t
= f
x
x
t
+ f
y
y
t
+ f
z
z
t
,
f
s
= f
x
x
s
+ f
y
y
s
+ f
z
z
s
.
Remark:
We denote by f (x, y, z) the function values in the coordinates
(x, y, z), while we denote by

f (t, s) the function values at the
surface point with coordinates (t, s).
3
R.
Theorem
3
R and the surface given by functions
x, y, z : R
2
R are dierentiable, with x(t, s) and y(t, s), and
z(t, s), then the function

f : R
2
f (t, s) = f
_
x(t, s), y(t, s), z(t, s)
_
f
t
= f
x
x
t
+ f
y
y
t
+ f
z
z
t
,
f
s
= f
x
x
s
+ f
y
y
s
+ f
z
z
s
.
Remark:

f (t, s) the function values at the
surface point with coordinates (t, s).
3
R.
Example
2
+ 3y
2
+ 2z
2
, in Cartesian
coordinates (x, y), nd

f (t, s), the values of f and its derivatives
on the surface given by x(t, s) = t + s, y(t, s) = t
2
s
2
,
z(t, s) = t s.
Solution: The function

f (t, s) = f (x(t, s), y(t, s), z(t, s)) is simple
to compute:

f (t, s) = (t + s)
2
+ 3(t
2
s
2
)
2
+ 2(t s)
2
.
The derivatives of f along the surface x(t, s), y(t, s) and z(t, s)
are given by

f
t
and

f
s
; which are given by
f
t
= f
x
x
t
+ f
y
y
t
+ f
z
z
t

f
S
= f
x
x
s
+ f
y
y
s
+ f
z
z
s
.
We obtain

f
t
= 2(t + s) + 6(t
2
s
2
)(2t) + 4(t s),
and

f
s
= 2(t + s) + 6(t
2
s
2
)(2s) 4(t s).
3
R.
Example
2
+ 3y
2
+ 2z
2
, in Cartesian

2
s
2
,
z(t, s) = t s.

to compute:
f (t, s) = (t + s)
2
+ 3(t
2
s
2
)
2
+ 2(t s)
2
.
are given by

f
t
and

f
s
f
t
= f
x
x
t
+ f
y
y
t
+ f
z
z
t

f
S
= f
x
x
s
+ f
y
y
s
+ f
z
z
s
.
We obtain

f
t
= 2(t + s) + 6(t
2
s
2
)(2t) + 4(t s),
and

f
s
= 2(t + s) + 6(t
2
s
2
)(2s) 4(t s).
3
R.
Example
2
+ 3y
2
+ 2z
2
, in Cartesian

2
s
2
,
z(t, s) = t s.

to compute:

f (t, s) = (t + s)
2
+ 3(t
2
s
2
)
2
+ 2(t s)
2
.
are given by

f
t
and

f
s
f
t
= f
x
x
t
+ f
y
y
t
+ f
z
z
t

f
S
= f
x
x
s
+ f
y
y
s
+ f
z
z
s
.
We obtain

f
t
= 2(t + s) + 6(t
2
s
2
)(2t) + 4(t s),
and

f
s
= 2(t + s) + 6(t
2
s
2
)(2s) 4(t s).
3
R.
Example
2
+ 3y
2
+ 2z
2
, in Cartesian

2
s
2
,
z(t, s) = t s.

to compute:

f (t, s) = (t + s)
2
+ 3(t
2
s
2
)
2
+ 2(t s)
2
.
are given by

f
t
and

f
s
;
which are given by
f
t
= f
x
x
t
+ f
y
y
t
+ f
z
z
t

f
S
= f
x
x
s
+ f
y
y
s
+ f
z
z
s
.
We obtain

f
t
= 2(t + s) + 6(t
2
s
2
)(2t) + 4(t s),
and

f
s
= 2(t + s) + 6(t
2
s
2
)(2s) 4(t s).
3
R.
Example
2
+ 3y
2
+ 2z
2
, in Cartesian

2
s
2
,
z(t, s) = t s.

to compute:

f (t, s) = (t + s)
2
+ 3(t
2
s
2
)
2
+ 2(t s)
2
.
are given by

f
t
and

f
s
f
t
= f
x
x
t
+ f
y
y
t
+ f
z
z
t

f
S
= f
x
x
s
+ f
y
y
s
+ f
z
z
s
.
We obtain

f
t
= 2(t + s) + 6(t
2
s
2
)(2t) + 4(t s),
and

f
s
= 2(t + s) + 6(t
2
s
2
)(2s) 4(t s).
3
R.
Example
2
+ 3y
2
+ 2z
2
, in Cartesian

2
s
2
,
z(t, s) = t s.

to compute:

f (t, s) = (t + s)
2
+ 3(t
2
s
2
)
2
+ 2(t s)
2
.
are given by

f
t
and

f
s
f
t
= f
x
x
t
+ f
y
y
t
+ f
z
z
t

f
S
= f
x
x
s
+ f
y
y
s
+ f
z
z
s
.
We obtain

f
t
= 2(t + s) + 6(t
2
s
2
)(2t) + 4(t s),
and

f
s
= 2(t + s) + 6(t
2
s
2
)(2s) 4(t s).
3
R.
Example
2
+ 3y
2
+ 2z
2
, in Cartesian

2
s
2
,
z(t, s) = t s.

to compute:

f (t, s) = (t + s)
2
+ 3(t
2
s
2
)
2
+ 2(t s)
2
.
are given by

f
t
and

f
s
f
t
= f
x
x
t
+ f
y
y
t
+ f
z
z
t

f
S
= f
x
x
s
+ f
y
y
s
+ f
z
z
s
.
We obtain

f
t
= 2(t + s) + 6(t
2
s
2
)(2t) + 4(t s),
and

f
s
= 2(t + s) + 6(t
2
s
2
)(2s) 4(t s).
3
R.
Theorem
3
x, y, z : R
3
R are dierentiable, with x(t, s, r ), y(t, s, r ), and
z(t, s, r ), then the function

f : R
3
f (t, s, r ) = f
_
x(t, s, r ), y(t, s, r ), z(t, s, r )
_
is dierentiable and
f
t
= f
x
x
t
+ f
y
y
t
+ f
z
z
t
f
s
= f
x
x
s
+ f
y
y
s
+ f
z
z
s
f
r
= f
x
x
r
+ f
y
y
r
+ f
z
z
r
.
Remark:

f (t, s, r ) the function values in the
coordinates (t, s, r ).
3
R.
Theorem
3
x, y, z : R
3
R are dierentiable, with x(t, s, r ), y(t, s, r ), and
z(t, s, r ), then the function

f : R
3
f (t, s, r ) = f
_
x(t, s, r ), y(t, s, r ), z(t, s, r )
_
is dierentiable and
f
t
= f
x
x
t
+ f
y
y
t
+ f
z
z
t
f
s
= f
x
x
s
+ f
y
y
s
+ f
z
z
s
f
r
= f
x
x
r
+ f
y
y
r
+ f
z
z
r
.
Remark:

f (t, s, r ) the function values in the
coordinates (t, s, r ).
3
R.
Example
Given the function f (x, y, z) = x
2
+ 3y
2
+ z
2
, in Cartesian
coordinates (x, y, z), nd

f (r , , ) and its derivatives in spherical
coordinates (r , , ), where
x = r cos() sin(), y = r sin() sin(), z = r cos().
Solution: We rst compute the function
f (r , , ) = f
_
x(r , , ), y(r , , ), z(r , , )
_
,
f = r
2
cos
2
() sin
2
() + 3r
2
sin
2
() sin
2
() + r
2
cos
2
()
= r
2
sin
2
() + 2r
2
sin
2
() sin
2
() + r
2
cos
2
()
so we obtain
f = r
2
+ 2r
2
sin
2
() sin
2
().
3
R.
Example
2
+ 3y
2
+ z
2
, in Cartesian

f (r , , ) = f
_
x(r , , ), y(r , , ), z(r , , )
_
,
f = r
2
cos
2
() sin
2
() + 3r
2
sin
2
() sin
2
() + r
2
cos
2
()
= r
2
sin
2
() + 2r
2
sin
2
() sin
2
() + r
2
cos
2
()
so we obtain
f = r
2
+ 2r
2
sin
2
() sin
2
().
3
R.
Example
2
+ 3y
2
+ z
2
, in Cartesian

f (r , , ) = f
_
x(r , , ), y(r , , ), z(r , , )
_
,
f = r
2
cos
2
() sin
2
() + 3r
2
sin
2
() sin
2
() + r
2
cos
2
()
= r
2
sin
2
() + 2r
2
sin
2
() sin
2
() + r
2
cos
2
()
so we obtain
f = r
2
+ 2r
2
sin
2
() sin
2
().
3
R.
Example
2
+ 3y
2
+ z
2
, in Cartesian

f (r , , ) and its r -derivative in spherical
Solution: The r -derivative of

f is given by
f
r
= 2x x
r
+ 6y y
r
+ 2z z
r
= 2r cos
2
() sin
2
() + 6r sin
2
() sin
2
() + 2r cos
2
()
= 2r sin
2
() + 4r sin
2
() sin
2
() + 2r cos
2
().
We conclude that

f
r
= 2r + 4r sin
2
() sin
2
().
3
R.
Example
2
+ 3y
2
+ z
2
, in Cartesian


f is given by
f
r
= 2x x
r
+ 6y y
r
+ 2z z
r
= 2r cos
2
() sin
2
() + 6r sin
2
() sin
2
() + 2r cos
2
()
= 2r sin
2
() + 4r sin
2
() sin
2
() + 2r cos
2
().
We conclude that

f
r
= 2r + 4r sin
2
() sin
2
().
3
R.
Example
2
+ 3y
2
+ z
2
, in Cartesian


f is given by
f
r
= 2x x
r
+ 6y y
r
+ 2z z
r
= 2r cos
2
() sin
2
() + 6r sin
2
() sin
2
() + 2r cos
2
()
= 2r sin
2
() + 4r sin
2
() sin
2
() + 2r cos
2
().
We conclude that

f
r
= 2r + 4r sin
2
() sin
2
().

2
R.

3
R.

Theorem
Assume that the dierentiable function with values F(x, y) denes
implicitly a function with values y(x) by the equation F(x, y) = 0.
If the function F
y
= 0, then y is dierentiable and
dy
dx
=
F
x
F
y
.
Proof.
Since

F(x) = F(x, y(x)) = 0, then 0 =
d
F
dx
= F
x
+ F
y
y
.
We conclude that y
=
F
x
F
y
.
Theorem
If the function F
y
dy
dx
=
F
x
F
y
.
Proof.
Since

F(x) = F(x, y(x)) = 0, then 0 =
d
F
dx
= F
x
+ F
y
y
.
We conclude that y
=
F
x
F
y
.
Theorem
If the function F
y
dy
dx
=
F
x
F
y
.
Proof.
Since

F(x) = F(x, y(x)) = 0, then 0 =
d
F
dx
= F
x
+ F
y
y
.
We conclude that y
=
F
x
F
y
.
Example
Find the derivative of function y : R R dened implicitly by the
equation F(x, y) = 0, where F(x, y) = x e
y
+ cos(x y).
Solution:
The partial derivatives of function F are
F
x
= e
y
sin(x y), F
y
= x e
y
+ sin(x y).
Therefore,
y
(x) =
_
sin(x y) e
y
_
x e
y
+ sin(x y)

Example
y
+ cos(x y).
Solution:
F
x
= e
y
sin(x y), F
y
= x e
y
+ sin(x y).
Therefore,
y
(x) =
_
sin(x y) e
y
_
x e
y
+ sin(x y)

Example
y
+ cos(x y).
Solution:
F
x
= e
y
sin(x y), F
y
= x e
y
+ sin(x y).
Therefore,
y
(x) =
_
sin(x y) e
y
_
x e
y
+ sin(x y)

Example
y
+ cos(x y).
Solution: (Old method.)
Since F(x, y(x)) = x e
y
+ cos(x y) = 0, then
e
y
+ x y
e
y
sin(x y) sin(x y)(y
) = 0.
Reordering terms,
y
_
x e
y
+ sin(x y)
= sin(x y) e
y
.
We conclude that: y
(x) =
_
sin(x y) e
y
_
x e
y
+ sin(x y)
.
Example
y
+ cos(x y).
y
e
y
+ x y
e
y
sin(x y) sin(x y)(y
) = 0.
Reordering terms,
y
_
x e
y
+ sin(x y)
= sin(x y) e
y
.
We conclude that: y
(x) =
_
sin(x y) e
y
_
x e
y
+ sin(x y)
.
Example
y
+ cos(x y).
y
e
y
+ x y
e
y
sin(x y) sin(x y)(y
) = 0.
Reordering terms,
y
_
x e
y
+ sin(x y)
= sin(x y) e
y
.
We conclude that: y
(x) =
_
sin(x y) e
y
_
x e
y
+ sin(x y)
.
Example
y
+ cos(x y).
y
e
y
+ x y
e
y
sin(x y) sin(x y)(y
) = 0.
Reordering terms,
y
_
x e
y
+ sin(x y)
= sin(x y) e
y
.
We conclude that: y
(x) =
_
sin(x y) e
y
_
x e
y
+ sin(x y)

Partial Derivatives and Continuity. Differentiable Functions F: D R R. Differentiability and Continuity. A Primer On Differential Equations

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Partial Derivatives and Continuity. Differentiable Functions F: D R R. Differentiability and Continuity. A Primer On Differential Equations

Hochgeladen von

Copyright:

Verfügbare Formate

Partial derivatives and dierentiability (Sect. 14.3).

Partial derivatives and continuity.

Dierentiability and continuity.

A primer on dierential equations.

This Theorem is not true for

There exist functions

This Theorem is not true for

There exist functions

This Theorem is not true for

There exist functions

This Theorem is not true for

There exist functions

This Theorem is not true for

There exist functions

Partial derivatives and continuity.

Dierentiability and continuity.

A primer on dierential equations.

Partial derivatives and continuity.

Dierentiability and continuity.

A primer on dierential equations.

Partial derivatives and continuity.

Dierentiability and continuity.

A primer on dierential equations.

The Laplace equation: (Gravitation, electrostatics.)

The Heat equation: (Heat propagation, diusion.)

The Wave equation: (Light, sound, gravitation.)

The Laplace equation: (Gravitation, electrostatics.)

The Heat equation: (Heat propagation, diusion.)

The Wave equation: (Light, sound, gravitation.)

The Laplace equation: (Gravitation, electrostatics.)

The Heat equation: (Heat propagation, diusion.)

The Wave equation: (Light, sound, gravitation.)

The Laplace equation: (Gravitation, electrostatics.)

The Heat equation: (Heat propagation, diusion.)

The Wave equation: (Light, sound, gravitation.)

Review: The chain rule for f : D R R.

The chain rule for change of coordinates in a line.

Functions of two variables, f : D R

The chain rule for functions dened on a curve in a plane.

The chain rule for change of coordinates in a plane.

Functions of three variables, f : D R

The chain rule for functions dened on a curve in space.

The chain rule for functions dened on surfaces in space.

The chain rule for change of coordinates in space.

A formula for implicit dierentiation.

Review: The chain rule for f : D R R.

The chain rule for change of coordinates in a line.

Functions of two variables, f : D R

The chain rule for functions dened on a curve in a plane.

The chain rule for change of coordinates in a plane.

Functions of three variables, f : D R

The chain rule for functions dened on a curve in space.

The chain rule for functions dened on surfaces in space.

The chain rule for change of coordinates in space.

A formula for implicit dierentiation.

f : R R given by the composition

f : R R given by the composition

f : R R given by the composition

f (t) = f (x(t), y(t)). The result is

(t) = 2 sin(t) cos(t) 12 cos

f (t) = f (x(t), y(t)).

(t) = 2 sin(t) cos(t) 12 cos