3.

Review of Partial Differential Operations

1. Partial Derivatives
Given a certain multidimensional function,
) , , , ( t z y x A
, a partial derivative at a specific
point defines the local rate of change of that function in a particular direction. For the4-
dimensional variable,
) , , , ( t z y x A
, the partial derivatives are expressed as
( ) ( )
x
t z y x A t z y x x A
x
A
t z y
x
t z y

+

,
_

, , , , , ,
lim
constant , ,
0
, ,
= slope of A in the x direction
( ) ( )
y
t z y x A t z y y x A
y
A
t z x
y
t z x

+

,
_

, , , , , ,
lim
constant , ,
0
, ,
= slope of A in the direction
( ) ( )
z
t z y x A t z z y x A
z
A
t y x
z
t y x

+

,
_

, , , , , ,
lim
constant , ,
0
, ,
= slope of A in the ! direction
( ) ( )
t
t z y x A t t z y x A
t
A
z y x
t
z y x

+

,
_

, , , , , ,
lim
constant , ,
0
, ,
= the local time rate of change of A
"he subscripts on the brac#ets indicate that those dimensions are held constant.
$otice that the definition of a partial derivative of a multi-variable function is the same as
derivatives of functions of a single variable, but %ith the other variables of the function being
held constant. &henever ou see the 'bac#%ard-six( notation for the derivative, ou should
thin# about %hat variable ou are operating on, as indicated in the denominator of the
expression, %hile holding the other variables constant.
)t is common convention that the directions being held constant are implied and not explicitel
%ritten %ith subscripts.
2. Higher order partial derivatives
*
&e can appl the partial derivative multiple times on a scalar function or vector. For
example, given a multivariable function,
( ) y x f ,
, there are four possible second order partial
derivatives+
x y
f
x
f
y y x
f
y
f
x y
f
y
f
y x
f
x
f
x

,
_

,
_

,
_

,
_

, ,
,
,
,
,
- - -
"he last t%o partial derivatives,
y x
f

,
and
x y
f

,
are called 'mixed derivatives.( .n
important theorem of multi-variable calculus is the mixed derivative theorem. "he proof is
beond the scope of this course and onl the results are stated.
Mixed derivative Theorem: )f a function
( ) y x f ,
is continous and smooth to second order,
then the order of operation of the partial derivatives does not matter. )n other %ords+
x y
f
y x
f

, ,
for a continous and smooth (to second order) function
( ) y x f ,

xample: For the function ( ) ( ) y x xy y x f
, ,
exp , + , sho%
x y
f
y x
f

, ,
!nswer Provided:
( ) ( ) ( ) ( ) ( ) ( ) ( ) y x yx x y y x x xy
x
y x xy
y x y
f
x y x
f
, , , , , ,
,
exp * , exp , exp + + +

,
_

,
_

( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) y x yx x y y x xy y
y
y x xy
x y x
f
y x y
f
, , , , , ,
,
exp * , exp , exp + + +

,
_

,
_

&e can see that the order of operation of the partial derivative on a continous and smooth scalar
function does not matter.
3. Del operator:
"he del operator is a linear combination of spatial partial derivatives. )n rectangular
coordinates, it is expressed as
z
k
y
j
x
i

/ / /
(*)
$otice the second e0ualit above is missing the vector arro%. is al%as a vector operator
and thus it is common convention to 1ust leave off the vector arro%.
,
"he analsis of the del operator on various ob1ects such as scalar functions or vectors can
be rather complex. )n rectangular coordinates, ho%ever, the rules %e learned about in chapter ,
on 'multipling( vectors appl to the del operator as %ell. )t is important to notice ho%ever that
the order is extremel important in the use of e0uation (*). "he del operator acts on all ob1ects to
the right of it. "t is #r$i#ial to note that the del operator is not #omm$tative when applied to
s#alars or ve#tors% &o$ onl' appl' del operators on what is to the right in the term and
never on the o()e#ts to the left.
*. +radient Operator
.ppling the gradient operator,

, on a scalar function
( ) z y x , ,
, simpl re0uires
scalar multiplication. "he gradient of

ields the follo%ing+

k
z
j
y
i
x z
k
y
j
x
i
2 2 2 2 2 2

,
_

(,)
$otice that e0uation (,) is a linear combination of vector components and basis vectors. )n
other %ords the gradient of a scalar ields a vector. &o$ will (e tested on the appli#ation
leading to e,$ation -2. as well as the fa#t that the res$lt of

is a ve#tor. 3ince the

gradient of a scalar function is a vector, it obes all the rules that %e learned about in chapter ,.

xample: For scalar function
xyz
sho% that
( ) ( )x x
xample 4 Given a velocit vector
/ / /
k w j v i u u + +
and the gradient of a scalar function, as
defined in e0uation (,), expand out u in rectangular coordinates+
!nswer provided: 5sing e0uation (*0) from chapter ,,
z
w
y
v
x
u k
z
j
y
i
x
k w j v i u u

,
_

,
_

+ +

2
2 2
/ / /
6$otice the result is a scalar as re0uired for the dot product of t%o vectors.
66$otice that there %ere no parantheses given for the application of the operation above. &e
too# the dot product of the vector u %ith the vector . &e could have 1ust as %ell ta#en the
dot product of the vector u %ith the operator

and then applied that on the scalar function

+
7
( )
z
w
y
v
x
u
z
w
y
v
x
u k
z
j
y
i
x
k w j v i u u

,
_

,
_

,
_

+ +


2
2 2
/ / /
.
)n other %ords, ( ) ( ) u u . "his e0ualit is onl relavent %hen %e are operating on a
scalar.
)n this course, %e %ill onl ta#e gradients of s#alar f$n#tions . )t is possible to ta#e gradients
of vectors but ou obtain a 8 element matrix called the Dyadic product
1
of the vector field, ( ) x u .
For example, given the vector
/ / /
k w j v i u u + +
, the gradient of u is
1
1
1
1
1
1
]
1

z
w
z
v
z
u
y
w
y
v
y
u
x
w
x
v
x
u
k
z
u
j
y
u
i
x
u
u
/ / /
9ou can see %h %e %ant to avoid operations li#e this.
+radient properties: magnit$de
:0uation (,) is a vector since it has a magnitude and direction. For a function
( ) z y x f f , ,
, the magnitude of f is simpl found using the rules of chapter ,.
, , ,

,
_

,
_

+
,
_

z
f
y
f
x
f
f f f (7)
*
"he operation is also related to the transpose of the ;acobian <atrix, in other %ords, for velocit field, ( ) x u , &e
can represent the transpose of the gradient of the vector field as the ;acobain matrix, ( ) ( ) x u J ---
( ) ( ) ( ) ( ) x u J x u
T

- "his is useful for =arangian descriptions of fluid flo% but beond the scope of this course.
4
+radient properties: dire#tion
"he direction of f is a bit more complicated. From the previous chapter %e can see that
the direction of f can be expressed b the unit vector,
f
f

, but %e also can interpret the

direction of f in a more geometric or phsical %a. First %e need to use the differential of
f, %hich is labeled df. . differential is an infintesimal (meaning reall small) change in the
value of the multivariable function f and has components+
dz
z
f
dy
y
f
dx
x
f
df

)f %e define the vector line element,

/ / /
k dz j dy i dx d + +
, then %e can see b inspection that the
differential ta#es the simple form
d f df
$o% let us appl the geometric definition of the dot product d f +
( ) cos d f d f df
%here is the coplanar angle bet%een the vector f and
d .
)f d is perpendicular f then
o
80 and
0 df
. )n other %ords, d is along lines of
constant
f
%hen it is perpendicular to f . .lternativel, %e find that
df
is a maximum
%hen d is parallel to f . "his means that
df
is maximum %hen d is in the same
direction as f (and also perpendiculal to contours of constant f). "his also means that f
must al%as be in the direction that leads to the greatest
df
. "he direction of f is also
called the asecendant of f. Figure *, on page >, sho%s ou a picture relating the direction of
f to lines of constant f.
/: The #hange of a ,$antit' in the dire#tion of the velo#it' field -!dve#tion.
&e can find the change of a scalar,
( ) z y x f , ,
, in an arbitrar direction,
/
7
/
,
/
*
/
k u j u i u u + +
%here
*
,
7
,
,
,
*
+ + u u u , b ta#ing the dot product of
/
u
%ith f . "he results is+
?
f u
dt
df

/
(4)
"o derive e0uation (4), parametri!e
,
the spatial curve,
( ) ( ) ( )
/ / /
k t z j t y i t x + +
%ith respect to the variable t+
( )
* *
u
t
x
tu x t x
o

+
( )
, ,
u
t
y
tu y t y
o

+
( )
7 7
u
t
z
tu z t z
o

+
"hen, using the #hain r$le, %e obtain e0uation (4)+
/
u f
t
z
z
f
t
y
y
f
t
x
x
f
dt
df

Finding variations in a specific direction often occurs %hen %e tr to find that variation
of a phsical 0uantit in the direction of the flow field, u . &e usuall discuss the rate of change
of the scalar 0uantit,
( ) z y x f , ,
due to variations in f along the flo% field, u . "his is
represented mathematicall as+
f u
dt
df

"he term on the right side of the e0ualit is called the advective term and is one of t%o
contributions to the total or material derivative that %e %ill learn more about later in the
semester. @ften %e are interested in determining if there is an variation in the direction of flo%.
)f one obtainAs the result+
0 f u
&e sa that the function, f, is spatiall constant along the flo% field, u . For example, if our
scalar 0uantit is a time-independent pressure field,
( ) z y x p , ,
, then the e0uation 0 p u ,
tells us that isobars are constant along the flo% field %hich also means that isobar contours are
ever%here parallel to the velocit vector field.
,
&hat %e have done here is to create a curve that is parameteri!ed along the direction of differentiation. "his
ho%ever, is exactl %hat %e %ant- to find the change in the function f along a specific direction. )f ou find these
points confusing, ou ma %ant to revie% the definition of a curve from a calc ))) textboo#.
>
0$mmar':
* 4 Find the gradient of the multivariable function
( ) z y x f , ,
, f , is a vector %ith magnitude
, , ,

,
_

,
_

+
,
_

z
f
y
f
x
f
f f f and unit vector
f
f

.
, - "he direction of the gradient of f is al%as in the direction of the greatest increase in f and
perpendicular to the contours of constant f. "he direction of f is also called the ascendant of
f. 7 - &e can find the spatial rate of change of a function in a specific direction
/
u
b ta#ing the
dot product of
/
u
%ith f ,
f u
/
. )f
0
/
f u
then
f
is constant along
/
u
.
xample: Find the gradient of the function ( )
, ,
, y x y x f
. graph of the surface ( )
, ,
, y x y x f is sho%n in figure *.
"he vector field of the gradient is sho%n in figure ,.
-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
-1
-0.5
0
0. 5
1
-2
-1.8
-1.6
-1.4
-1.2
-1
-0.8
-0.6
-0.4
-0.2
0
distance (x)
graph of the function f(x,y)=-x
2
-y
2
dist ance (y)
f(x
,y
)
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
distance (x)
Overhead view of the function f(x,y)=-x
2
-y
2
d
i
s
t
a
n
c
e

(
y
)
Figure * 4 Graph of the function ( )
, ,
, y x y x f in 7-B and from an overhead vie%.
C
-1 -0. 8 -0. 6 -0. 4 -0. 2 0 0. 2 0. 4 0. 6 0. 8 1
-1
-0. 8
-0. 6
-0. 4
-0. 2
0
0. 2
0. 4
0. 6
0. 8
1
dist anc e (x )
d
is
ta
n
c
e
(y
)
Overhead view of t he vect or fi el d, grad(f(x , y)=grad(-x
2
-y
2
)
Figure , 4 @verhead vie% of the vector field, ( )
, ,
y x f . $otice that the arro%s are all
directed to%ard the maximum increase in the function, f.
1. Divergen#e of a 2e#tor 3$antit'
"here are t%o possible %as to appl the del operator to a vector. "he first, called the
divergence, results in a scalar function. "he second operation, the curl, results in a vector field.
For a vector field,
/ / /
k w j v i u u + +
, the divergence of u is defined as
z
w
y
v
x
u
k w j v i u
z
k
y
j
x
i u

,
_

+ +

,
_

/ / / / / /
(?)
)n index notation, e0uation (?) is expressed as
D
i i
u u
6 4oti#e that the divergen#e of a ve#tor is a s#alar ,$antit'5 )$st li6e the dot prod$#t.
Ehsicall, the divergence is a measure of the addition or removal of a vector 0uantit.
)magine a sin# full of %ater. )f %e examine the flo% of the %ater near the drain of the sin# %e
%ill notice it is directed radiall in%ard indicating a net loss of the fluid. "his %ould result in a
negative divergence. )f %e attached a hose to the drain, so %e are adding %ater to the sstem
instead of removing it, then the flo% %ould be radiall out%ard, indicating a net outflo% and a
positive divergence. )f the divergence is !ero, 0 u , then there is no net inflo% or outflo%.
. fluid field %here 0 u is called solenoidal or divergenceless.
Figure 7 4 (left) Fector field near a sin# drain indicating a negative divergence 0 < u .
(right) Fector field near a 1et indicating a positive divergence 0 > u
xample: For the flo% field
/
,
/
,
j y i x u +
as seen in figure 4
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
distance (x)
d
is
ta
n
c
e
(y
)
vector flow field u=(-x
2
,y
2
)
Figure 4 4 Fector flo% field
/
,
/
,
j y i x u +
3in# drain -
;et or hose outflo% -
8
a) Find u at x=0,=0.?+
b) Find u at x=0.?,=0+
1. The 7$rl of a 2e#tor 3$antit'
"he other %a to appl the del operator on a vector field is the curl. For a vector field,
/ / /
k w j v i u u + +
, the curl of u is defined as
/ / /
/ / /
k
y
u
x
v
j
x
w
z
u
i
z
v
y
w
w v u
z y x
k j i
u

,
_

,
_

,
_

(>)
"he curl is a measure of the rotational properties of a vector field about a point. For a velocit
field, u , the curl is a measure of the rotation of a fluid parcel about its center of mass and is
called the vorticity. "he vorticit is usuall denoted b the vector omega, . @ne %a to
imagine the vorticit is to place a small compass arro% in a fluid and to see ho% the arro%
rotates about its center as it travels throughout the medium. )f the vorticit of a fluid is !ero, it is
called irrotational.
)n oceanographic and atmospheric applications, one has particular interest in the vertical
vorticit component, ( )

,
_

y
u
x
v
k u
/
. "his is simpl a measure of the hori!ontal shear of
the fluid medium.
xample: Find the vorticit of the velocit field+
/ /
j x i y u +
sho%n in figure ?+
*0
-1 -0. 8 -0.6 -0.4 -0.2 0 0. 2 0.4 0.6 0.8 1
-1
-0.8
-0.6
-0.4
-0.2
0
0. 2
0. 4
0. 6
0. 8
1
distance (x)
d
is
ta
n
c
e
(y
)
velocit y field (-y,x)
Figure ? 4 Bepiction of the velocit field -
/ /
j x i y u +
8. 9apla#ian of a s#alar f$n#tion:
)n certain circumstances, it is possible to relate a velocit field to a scalar function called
the velocit potential,
k
z
j
y
i
x
u
2 2 2

. &hen %e examine the divergence of the

velocit field, %e obtain a ne% operation on the scalar

called the aplacian.

( )
,
,
,
,
,
,
,
z y x
u

"he =aplacian, a scalar operation, is defined generall as
,
,
,
,
,
,
,
z y x

(C)
)n index notation, it ta#es the form
( )
, ,
i i i
- $otice that i is a dumm or repeating index.
)t consists of the divergence of the gradient and thus is a measure of the spatial rate of change of
the gradient on a scalar function.
)n Galculus, %e learned for *-B functions that, b setting the first derivative of a function
e0ual to !ero %e can find the extrema of the curve. &e can resolve if the extrema points are
local maximums or minimums b observing the sign of the second derivative. )f the second
derivative is less than 0, the local extrema is a maximum. )f the second derivative is greater than
0, the local extrema is a minimum. )f the second derivative is e0ual to !ero, then %e have a
turning point.
**
For multivariable functions, there are similar results. )f the gradient of a scalar function,

, is 0, then %e have a local extrema in the surface. &e can then use the =aplacian to measure
the concavit of the surface and %hether the local extrema is a maximum 0
,
< , minimum
0
,
> or a saddle point 0
,
.
xample: Hecall from our second example, that %e too# the gradient of the surface,
( )
, ,
, y x y x f . &e can see from figure *, that %e have an extrema at the point x=0, y=0. )t
is easil verified b finding %here the gradient of the surface is !ero,
0 , ,
/ /
j y i x
+ "his is
clearl at x=0,y=0. &e can also see from figure *, that the extrema is a maximum. "his can be
confirmed b ta#ing the =aplacian of

+ 0 4 , ,
,
< therefore the local extrema is a
maximum on the surface.
2e#tor #al#$l$s examples:
*. For yz x
,
, find

+
From e0uation (,),
k
z
j
y
i
x
2 2 2

and for yz x
,
%e obtain
k y x j z x i xyz k
z
yz x
j
y
yz x
i
x
yz x
2 2 2
,
2 2 2
, ,
, , ,
+ +

,. For
, ,
y x r + , find r +
.ppl e0uation (,) to the function
, ,
y x r + ,
r
j y i x
i
y x
y
i
y x
x
j y x
y
i y x
x
r
/
, , , ,
, , , ,
2
2 2 2 2
+

+
+
+
+

+ +

&hat is the magnitude of r I
*,
*
2 2
,
, ,
/ /

,
_

,
_

+

r
y x
r
j y i x
r
j y i x
r r r
7. For the vector,
( )
/ /
,
/
,
exp k xyz j xy i yx u +
find u
From e0uation (?)
z
w
y
v
x
u
k w j v i u
z
k
y
j
x
i u

,
_

+ +

,
_

/ / / / / /
For
( )
/ /
,
/
,
exp k xyz j y i x u +
, %e obtain
( )
( ) ( ) ( ) ( ) xyz xy xyz xy xy xy
xyz
z
xy
y
yx
x z
w
y
v
x
u
u

exp exp , ,
exp
, ,
&hich part of the functionAs domain is the divergence positive, negative or 0.
*7
0 > u
for xJ0,K0 and xK0,J0 ( the second and fourth 0uadrant of the x, plane for ever
finite value of !)
0 < u
for xJ0,J0 and xK0,K0 ( the first and third 0uadrant of the x, plane for ever finite
value of !)
0 u
at x==0 and for certain limits of
t t t z y x and ,
depending on %hat
octant %e are examining.
4. For velocit field,
( ) ( ) ( ) ( )
/ /
cos sin j yz e x i yz e x u
x x
+ + +
, find the vorti#it'.
From e0uation (>) +
w v u
z y x
k j i
u

/ / /

For the field,

( ) ( ) ( ) ( )
/ /
cos sin j yz e x i yz e x u
x x
+ + +
, %e obtain+
+
( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) { }
/ / /
/ / /
/ / /
cos cos * cos sin
sin cos sin cos
0 cos sin
k yz ze yz e j yz y e i yz y e
k yz e x
y
yz e x
x
j yz e x
z
i yz e x
z
yz e x yz e x
z y x
k j i
u
x x x x
x x x x
x x
+ + +

'

+ +

+ +

+ +

?. For
, ,
y x r + , find
,
_

r
*
,
*4
From e0uation (C),
,
,
,
,
,
,
,
z y x

and since %e have no ! or vertical dependence %e
onl need to consider,
( ) ( ) ( )
,
*
, ,
,
,
,
*
, ,
,
,
,
*
, ,
,
,
,
,
,
*
+

+ +

,
_

,
_

y x
y
y x
x
y x
y x r
h
First examine
( ) ( ) ( )

,
_

+ +

,
7
, ,
,
*
, ,
,
*
, ,
,
,
+ y x x y x
x
y x
x
3o
( ) ( ) ( ) ( )
( )
,
?
, ,
, ,
,
?
, , ,
,
7
, ,
,
7
, ,
,
*
, ,
,
,
,
7
y x
y x
y x x y x y x x
x
y x
x
+

+ + +

'

,
_

&here %e simplified in the last step b finding a least common denominator. &e can see
immediatel b smmetr of the problem that %e can obtain the second partial %ith respect to y
b s%apping the xAs and As above+
( )
( )
,
?
, ,
, ,
,
*
, ,
,
,
,
y x
x y
y x
y
+

.dding the t%o terms together %e obtain our solution+
( ) ( ) ( )
7
,
?
, ,
, ,
,
?
, ,
, ,
,
?
, ,
, ,
,
* , , *
r
y x
y x
y x
x y
y x
y x
r
h

+
+

+
+

,
_

4ote: &e can see that evaluating

,
_

r
*
,
in Gartesian coordinates is tedious. )f one use polar
coordinates, ho%ever, it is rather simple. =oo# up the =aplacian in polar coordinates and see
ho% simple it is to evaluate
,
_

r
*
,
.
!ppendix !: 3ome useful vector calculus identities are (memori!e the first five)+
". The gradient prod$#t r$le of two s#alar f$n#tions:
( ) g f f g fg +
"". The divergen#e prod$#t r$le with a ve#tor and a s#alar:
( ) ( ) ( ) u u u +
""". The divergen#e of the gradient of a s#alar : The 9apla#ian:

,

"2. The #$rl of the gradient of a s#alar:
*?
( ) ( ) 0 , 0 , 0 0
$otice the solution is the vector !ero, 0 , of %hich each component is !ero. )t is common
notation to impl the vector smbol of the vector !ero since the curl is al%as a vector result.
2. The divergen#e of the #$rl of a ve#tor:
( ) 0 u
$otice that this is 1ust the scalar number 0 since the divergence al%as results in a scalar
function or number.
2". The #ross;prod$#t prod$#t r$le with a ve#tor and a s#alar:
( ) ( ) ( ) u u u
2"". The divergen#e of the #ross prod$#t:
( ) ( ) ( ) ! a a ! ! a
2""". The #$rl of the #ross prod$#t of a ve#tor:
( ) ( ) ( ) ( ) ( ) a ! ! a ! a a ! ! a +
"<. the gradient of the dot prod$#t of two ve#tors:
( ) ( ) ( ) ( ) ( ) a ! ! a a ! ! a ! a + + +
<: The #$rl of the #$rl of a ve#tor:
( ) a ( ) a a
,

*>