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Partial Derivatives
Partial
Derivatives
Learning Contents
Page 1 of 59
4. Partial Derivatives
Partial Derivatives
In many real world functions and engineering applications, the behaviour of a quantity
(dependent variable) often depends on several other quantities (independent variables).
Definition
A function f of two variables is a relation that assigns to every ordered pair of
) in a set called the domain a unique output value denoted
input values (
) . The set of output values is called the range.
by (
Example 1
The volume V of a cylindrical cone with base radius r and height h,
Example 2
The height h of a mountain above the ground depends on its location on the
datum plane, which can be described by a set of Cartesian coordinates
(
) in the plane,
(
Here h represents the dependent variable and the notation shows that it
depends on the two independent variables x and y , i.e., h is a function of
x and y.
Page 2 of 59
4. Partial Derivatives
Example 3
The speed s of a water particle in a stream depends, in general, on its location
(which can be described by Cartesian coordinates (x, y, z), and time t,
(
Example 3A
The electric current I in an electric cable depends on its location x (say its
distance from one end of the cable) and time t,
(
Notes
(1)
(2)
The properties of functions of two variables are drastically different from that of
functions of one variable but are easily generalized to functions of three or more
variables. Furthermore, we can visualize the graphs of functions of two variables
easily, so that many of our illustrations and examples will be taken from functions
of two variables.
Page 3 of 59
4. Partial Derivatives
DOMAIN
Definition
The domain of a function is the set of values that can be assumed by the
independent variables.
Example 4
Consider a dartboard with unit radius and the distance of a landing dart from the
center of the board:
, where
.
. The function r is
Page 4 of 59
4. Partial Derivatives
Note
Very often, the domain of a function is not explicitly stated and it is understood that the
domain will be the region in which the function is well-defined. In many applications, the
variables represent physical quantities and the domain is usually obvious from the
context. Basically, you have to watch out for the following two situations:
(1) We never let the independent variables take on values that lead to division by zero;
(2)
Example 5
Consider Example (1) in the previous section. It is clear from the nature of the
independent variables r and h that the domain is
,
, i.e. the upper
right quadrant of the r-h plane.
Classwork (1)
Page 5 of 59
4. Partial Derivatives
GRAPH
For a function of two variables
space. For each point (
of z and mark the point
Page 6 of 59
4. Partial Derivatives
Example 6
Consider the function
(
0
0
2
2
4
4
6
8
10
0
4
4
8
6
8
8
4
0
10
9.165
8.944
5.567
6.928
4.472
0
4.472
0
Usually, such graphs are plot with the help of Mathematics software as direct
sketching by hand is very tedious.
Page 7 of 59
4. Partial Derivatives
LEVEL CURVES
Another way to visualize a function is to draw its level curves in the domain of
each of these level curves, the value of the function
level curves makes up a contour map.
. On
Example 7
Consider our previous function
(
The following figure shows the level curves for a series of values of the function,
namely, 6, 8, 9, 10.
Note that the level curve for z = 10 is a single point and the other level curves form
concentric circles. To visualize the graph, just imagine that the number on each
level curve represents the height of the level curve above the xy plane and form a
three-dimensional picture in your brain. In this example, the level curves give us
the impression that the surface representing the graph looks somewhat like a
dome.
Page 8 of 59
4. Partial Derivatives
Remark
For functions of three or more variables, it is extremely difficult, if not impossible, to
visualize their graphs. For functions of three variables, we may gain some insight into
the graphs by using level surfaces analogous to level curves for functions of two
variables.
LIMIT OF A FUNCTION
) as (
)
(
) is the number L that the function
The limit of a function (
) gets arbitrarily close to (but not equal to) the point
approaches as the point (
(
) , and we write
(
) (
Notes
(1)
( ) , the limit at
Page 9 of 59
4. Partial Derivatives
Example (8)
Consider the function
at the origin (
, then
)
(
(
( )
, else if we approach the
)
and finally, if we approach the
) which is undefined. Thus the limit of
)
origin along the x-axis, (
the function does not exist at the origin.
(3)
). If we approach the
In evaluating the limits, we take a pragmatic approach, i.e., we substitute the value
) into the function to determine its limit at (
) (after appropriate
of (
simplifications) unless we run into troubles (such as division by zero). For many
physical problems, this approach produces correct results but pay attention to note
(2). For polynomial and rational functions, this approach always work provided we
do not encounter division by zero.
Example (9)
(
( )
Example (10)
(2)
) (
(Note that
( )(
)
) (
) (
. Why?)
Classwork (2)
Page 10 of 59
4. Partial Derivatives
Properties of limits
If
(1)
) (
)[
(2)
) (
(3)
) (
(4)
) (
) (
and
(
(
) (
)]
then
Note
The above results centre on functions of two variables but they are equally applicable to
functions of three or more variables.
CONTINUITY
(1)
A function
is defined at (
(2)
) (
) exists; and
(3)
) (
) when (
);
) if
Page 11 of 59
4. Partial Derivatives
Example (11)
The function
is a continuous function.
Example (12)
The function
) at
which it is undefined.
(What is the domain of definition of this function?)
Example (13)
(2)
(3)
If
(
( (
) and
( ) are continuous , then the composite function
)) is continuous. In general, the composite of continuous
functions is continuous.
Page 12 of 59
4. Partial Derivatives
Example (14)
The functions
and
is continuous.
Example (15)
The functions
and
is continuous.
Example (16)
The functions
) and
) is continuous.
Note
Many functions that arise from physical problems are continuous. Usually we will
assume the functions we encounter to be continuous unless we run into troubles. Still
one should be aware of pitfalls.
Classwork (3)
Page 13 of 59
4. Partial Derivatives
PARTIAL DERIVATIVES
PARTIAL DERIVATIVE
If (
(
) is a one-dimensional curve, i.e., it is a function of one
variable x (since y is held constant at
). So we can evaluate its derivative with
respect to x at
in the usual manner
The curve
Page 14 of 59
4. Partial Derivatives
Notes
(1)
Geometrically, this partial derivative gives the slope of the tangent to the curve
(
) at
which is defined as the straight line passing the point
(2)
(3)
) or (
) (
to be evaluated at (
).
This notation shows clearly that the derivative is evaluated with respect to
holding the independent variable
constant. If it is clear from the
context which variable(s) is/are to be held constant, we may simply write
(
(ii)
) or (
or
) (
).
This notation is terse and useful when we are dealing with complicated
functions.
(iii)
) or (
) (
).
(
) and it is useful when you are
This is the same as (i) since
dealing with variables without mentioning the function explicitly.
Page 15 of 59
4. Partial Derivatives
Examples
(17)
Find (
))
Note that
is treated as a constant and we can revert to ordinary derivatives in
the second step.
(18)
Find (
(19)
Find (
)
(
)
, for
constant k.
Classwork (4)
Page 16 of 59
4. Partial Derivatives
PARTIAL DERIVATIVE
In an analogous manner, we consider the plane
) in the curve
) as illustrated.
is held constant at
at
) with respect to
at the point
).
Page 17 of 59
4. Partial Derivatives
Examples
(20)
Find (
Note that
(21)
Find (
)/
is treated as a constant.
Remember
(22)
Find (
Page 18 of 59
4. Partial Derivatives
Examples
(23)
)
(
(
(
(
(
)
)
)
)
)
(
)
)
Classwork (5)
Page 19 of 59
4. Partial Derivatives
(1)
Note that
and
).
is held constant throughout the differentiation process.
alternative notation is
(2)
Here
).
(3)
Here
).
(
Note that
denoted by
is held constant
.
(4)
An
is held constant
).
Page 20 of 59
4. Partial Derivatives
Example (25)
Consider a function
, we have
;
therefore
Page 21 of 59
4. Partial Derivatives
Example (26)
.
Show that the function
( )
( )
( ) )
( ) (
( )
.)
( )
( ) )
( ) (
( )
( )
The two required second order partial derivatives are thus given by
(
(
(
(
)
)
Page 22 of 59
4. Partial Derivatives
Example (27)
is zero where (
Show that
;
;
;
;
(
Example (28)
, verify that
;
( )
( )
Therefore,
Classwork (6)
Advanced Engineering Mathematics [ENG4200]
Page 23 of 59
4. Partial Derivatives
CHAIN RULE
( )
function of
is a function of
(i.e.
( ))
( )
is a function of
and
as an explicit
( )
Note that
of
( )
is taken as a function of
when we take
( )
is a function
This chain rule can be visualized with the help of the following diagram:
to
Page 24 of 59
4. Partial Derivatives
(
( )
( )
and
( )
into
, i.e.
)
and
, and that
( ).
and
are both
If we substitute
, i.e.
( ).
in terms of
. The chain
The following diagram should help you use the chain rule effectively, especially when
the functions are rather complicated:
Page 25 of 59
4. Partial Derivatives
Example (29)
If
Solution:
and
, find
we need to find
;
;
Therefore,
)( )
(
)( )
Example (30)
Given that
Solution:
and
, find
By chain rule:
(
;
(
Therefore,
)( )
((
(
in terms of
)
)
)( )
.
Page 26 of 59
4. Partial Derivatives
Notes
The above chain rule can be generalized to functions of more than two variables. We
consider the case of three independent variables (you should then be able to deal with
even more) and let
the chain rule gives
);
( );
( );
( ),
then
Page 27 of 59
4. Partial Derivatives
Considering
i.e.
and
) and that
are functions of
(
and
);
, then
);
),
can be expressed as a
Page 28 of 59
4. Partial Derivatives
(Note: No Example (31))
Example (32)
If
find
)
and
Solution:
and
By chain rule:
;
;
;
;
,
(
(
)
(
.
Note: Continue with the problem by expressing
and
in terms of
.and
Page 29 of 59
4. Partial Derivatives
Notes
( )
and
).
;
.
Page 30 of 59
4. Partial Derivatives
Example (33)
Find
Solution:
and
, if
and
;
.
The relevant partial derivatives are
and
in terms of
.and
Page 31 of 59
4. Partial Derivatives
In many physical and engineering problems, the quantities or variables are interdependent and finding partial derivatives can prove to be tricky at times. It is important
to state clearly which variables are taken as independent. Failing to do so can easily
lead to mistakes.
Implicit functions
If the functions are not given explicitly, then once again, we have to ascertain which of
the variables are to be considered independent. After that, we can differentiate the
implicit function to obtain the required partial derivatives.
Page 32 of 59
4. Partial Derivatives
Example (34)
Consider an implicit function
function of
Solution:
and
, and that
as a
We know of
and
are taken as independent variables and the
following diagram gives the functional dependency::
and
(
Since
))
Thus,
Page 33 of 59
4. Partial Derivatives
Example (35)
Solution:
Since
We have
(
(
(
);
Example (36)
If
show that .
Solution:
and
depends on
(
and
through
and
.
.,
We have
(
)
;
)
);
( )* (
)+
Page 34 of 59
4. Partial Derivatives
Example (37)
Given:
and
are functions of
(
(
Find:
Solution:
and
)
)
. and
( )
( )
(1)
( )
2 (1)
(
(2)
(3)+(4), we have
Note:
(
(
(2)
(3)
(4)
(5)
(6)
2 (1)
(5)-(6), we have
( )
(2)
)
)
Classwork (7)
Page 35 of 59
4. Partial Derivatives
Definition
Tangent Planes
A tangent plane is defined to be a plane that is just tangent to a surface (i.e.
this plane will touch the surface in only one point).
as:
)(
)(
Consider a function
function. If (
function
( )
):
) and let (
) , the
is a function of
and
such that
Page 36 of 59
4. Partial Derivatives
Definition
Linear Approximation
and
Note
This approximation result can be generalized for functions of any number of variables.
For example, if
Page 37 of 59
4. Partial Derivatives
Example (38)
The volume of a cylinder,
and
in
Solution:
?
The uncertainty in
caused by uncertainties in
and
is
is
;
(
),
and
respectively.
Therefore, we have
( )(
is
Page 38 of 59
4. Partial Derivatives
Example (39)
The area of a triangle
is given by
and
Solution:
are measured to be
is read to be
. In surveying a
and
and
)(
,
)(
and
(
)(
)(
)(
, so
)(
)( )
is
Page 39 of 59
4. Partial Derivatives
Total Differential
Definition
Total Differential
For a function
.
So
is a linear function of
and
) to
).
Note:
For example,
),
( ),
;
Substituting
.
, we have
Page 40 of 59
4. Partial Derivatives
Example (40)
At a certain instant the radius of a closed right circular cylinder is
and is
and is decreasing
when
when
, and
be the altitude of the cylinder, then we have
.
(a)
For
( )( )(
For
)(
, at that instant is
( )(
( )(
( )(
, at that instant is
Page 41 of 59
4. Partial Derivatives
Example (41)
Find
Solution:
and
if
( (
( (
into
)
);
and
))
)) .
, we obtain
Classwork (8)
Page 42 of 59
4. Partial Derivatives
Optimizations
Functions of two variables, like functions of one variable, can have relative (or local) and
absolute maximum and minimum values.
Relative maximum occurs when the function value at that point is larger than the
function values of its surrounding points.
Relative minimum occurs when the function value at that point is smaller than the
function values of its surrounding points.
Absolute maximum point is the point at which the function assumes its maximum
value over its whole domain.
Absolute minimum point is the point at which the function assumes its minimum value
over its whole domain.
Page 43 of 59
4. Partial Derivatives
Example (42)
Solution:
This function has an absolute and local minimum at the point (0,0,0).
Example (43)
)(
Solution:
This function has an infinite number of relative maxima and has the minimum
value zero whenever or is a non-negative integer.
Page 44 of 59
4. Partial Derivatives
Example (44)
Solution:
This function has an infinite number of relative maxima and relative minima.
For maximum and minimum points that do not lie on the boundary of the domain, we
observe that either
(1)
the tangent planes are horizontal so that the derivatives along any direction is
zero at these points, and in particular, we see that
(refer to the
first and third functions above); or
(2)
the derivatives may not exist as in the second function above, i.e.,
or
, or
Page 45 of 59
4. Partial Derivatives
Saddle Point
is only a necessary condition for relative maximum/minimum but not
sufficient. There are points that satisfy this condition but fail to be extreme points.
Example (45)
Consider the function (
Solution:
At the point (
),
Page 46 of 59
4. Partial Derivatives
, or one or both
If one or both of
and
If
2.
(
the Hessian) at (
If
(a)
if
)
):
(or equivalently,
relative maximum at (
(b)
if
, determine
) , then
) and
at (
) , then
has a
) and
at (
) , then
has a
).
(or equivalently,
relative minimum at (
).
(c)
if
at (
(d)
if
at (
).
).
Page 47 of 59
4. Partial Derivatives
Example (46)
Test the surface
) and (
).
(
)
)( )
(
( )
) ,
( )
(
),
(
(
)
)
)
, so we conclude that (
, and
) is a relative
, so we
is a saddle point and the function value is
Page 48 of 59
4. Partial Derivatives
Example (47)
Find
the
absolute
maxima
and
minima
of
the
function
which is defined over the closed triangular
Solution:
The domain of the function is the triangle
in the
Consider points on the boundary of the triangle and critical points inside the
triangle.
Interior points
For critical points, we require
, and
).
Since this is not an interior but a boundary point, we conclude that there is no
relative minimum or maximum inside the domain of
.
We summarize our findings on possible maximum and minimum points in the
following table
(
)
(0, 0)
(0, 4)
(2, 4)
(4, 4)
1
17
13
17
So we find that:
(a)
(b)
Page 49 of 59
4. Partial Derivatives
Example (48) -
An electrical current is fed into an electronic system and the output voltage is
measured. The experiment is carried out times and a set of data (
),
), , (
) is obtained, where
Let
be the predicted voltage at
according to the fitted straight line.
) and the method of least squares require
Then the error at
is (
that the fitted line should minimize the square of the total sum of errors,
i.e., minimize
) .
and
)
and
is a minimum
such that
(
)
(
)
(1)
(2)
Page 50 of 59
4. Partial Derivatives
Example (48) -
In Statistics, these equations are known as Normal Equations. Solving (1) and
(2), the critical point is given by
)(
(
)(
) (
)(
) ;
{(
, (
)
(unless all
are equal.
are zero, which we exclude),
so our
second derivative test tells us that the critical point is indeed a minimum
point.
Since there is only one minimum point in the whole domain, we conclude that it
is also the absolute minimum point.
Page 51 of 59
4. Partial Derivatives
(1)
(b)
If (a) then investigate the behaviour of the function near the critical
points manually (such as sketching some points of the surface.)
If (b) go to step 2.
Step 2
The
test
is
inconclusive.
Find
other
ways
to
determine the nature
of the critical point.
Saddle point
(a)
and
or
Minimum point.
(b)
or
Maximum point.
(2)
Classwork (9)
Page 52 of 59
4. Partial Derivatives
Gradient
For a function of a single variable - ( ), the derivative of the function is the slope,
the tangent or the gradient.
) , is the direction in
which the function (
) will increase most
rapidly (at that point (
) ). The same
definition holds for functions with three or
more variables but it cannot be graphically
presented.
Definition
The gradient of a function
The gradient of a function
Note:
):
The gradient of a function is a vector field. This vector field is called a gradient
vector field or conservative vector field.
Page 53 of 59
4. Partial Derivatives
Example (49)
Solution:
(
)
(
)
Example (50)
).
Solution:
(
(
)
(
))
))
( )
(
)
(
(
(
))
))
))
Page 54 of 59
4. Partial Derivatives
Directional Derivatives
We know that
of change of
) in the direction of
and
and respectively. .
The gradient of a function can be used to
find the instantaneous rate of change in
other directions as follows.
Definition
The directional derivative of a function
Suppose that a function with 2 variables is differentiable at a point P. The
directional derivative for this function
, at point P, denoted by
( )
( )
Note:
( )
| |
and
Page 55 of 59
4. Partial Derivatives
the function
at the point , (
in the direction of
Solution:
First, find the unit vector in the direction of
) (
) ( )
Page 56 of 59
4. Partial Derivatives
the function
at the point , (
in the direction of
Solution:
First, find the unit vector in the direction of
the unit vector for is given by
( )
( )
( )
( )
( )
( )
( )
) (
(
(
))
Page 57 of 59
4. Partial Derivatives
Example (52):
Find the tangent line to the curve
at the point
,(
).
Solution:
First, let
( )
( )
( )
Let the vector equation for the tangent line which pass through
,(
)
(
) is
) ((
)
(
) )
Page 58 of 59
4. Partial Derivatives
Example (53):
Given a function (
).
Solution:
(a)
First, let
( )
)
)
(
( )
(b)
( )
is
,(
) in the direction of
( )
(
( )
) (
Page 59 of 59