Beruflich Dokumente
Kultur Dokumente
Differentiation of multivariable
functions
1
CHAPTER 2. DIFF. OF MULTIVARIABLE FUNCTIONS 2
It follows that
∂f f (a + h, b) − f (a, b)
(a, b) = lim
∂x h→0 h
∂f
provided that the limit exists. Essentially, (a, b) is the rate of change of
∂x
the function f (x, y) at the point (a, b) with respect to x when y = b is fixed.
Recall the geometric meaning of the derivative in the one-variable case:
it represents the slope of the tangent line to the graph of the function at the
given point. That is, g 0 (a) is the slope of the tangent line to the graph of
g(x) at the point x = a. Now let us recall how the function g(x) is defined:
it is the function f with y being fixed. The graph of g(x) is a curve on the
graph of f (x, y). This curve is the cross-section of Graph(f ) by the plane
y = b.
z
z = g(x)
x
0
z
z = g(x)
∂f
Similarly, we can define (a, b). Fix x = a in the function f (x, y) and
∂y
obtain a function of y only
f (a, y) = h(y).
Again, If h0 (a) exists, then we call it the partial derivative of f (x, y) with
∂f
respect to y at the point (a, b) and denote it (a, b). Thus
∂y
∂f
(a, b) = h0 (a)
∂y
and we have
∂f f (a, b + h) − f (a, b)
(a, b) = lim ,
∂y h→0 h
∂f
provided that the limit exists. (a, b) is the rate of change of the function
∂y
f (x, y) at the point (a, b) with respect to y when x = a is fixed.
∂f
The geometric meaning of (a, b) is similar to the meaning of the partial
∂y
derivative by x: the curve z = h(y) is the cross-section of Graph(f ) by the
∂f
plane x = a, hence, the slope of this curve at y = b is equal to (a, b).
∂y
z
z = h(y)
y
0
∂f ∂f
Notice that the limit definitions of (a, b) and (a, b) given above can
∂x ∂y
be generalized to any point (x, y) in the domain of f . That is, one can define
∂f f (x + h, y) − f (x, y)
(x, y) = lim
∂x h→0 h
and
∂f f (x, y + h) − f (x, y)
(x, y) = lim
∂y h→0 h
∂f
simply by replacing a by x and b by y in the initial definitions. Thus, (x, y)
∂x
∂f
and (x, y) can be viewed as new two-variable functions whose domains
∂y
consist of all pairs (x, y) for which the corresponding limits exist.
Finally, a few words about the notation. Actually, the notation for partial
derivatives varies for different textbooks and you are supposed to be familiar
with the most common ways to denote them: if z = f (x, y) then
∂f ∂ ∂f ∂z
(x, y) = f (x, y) = = = fx (x, y) = Dx f,
∂x ∂x ∂x ∂x
∂f ∂ ∂f ∂z
(x, y) = f (x, y) = = = fy (x, y) = Dy f.
∂y ∂y ∂y ∂y
CHAPTER 2. DIFF. OF MULTIVARIABLE FUNCTIONS 5
for a1 = 0, and
∂f f (2, 2) − f (1, 2) 0−1
(1, 2) ≈ = = −1
∂x 2−1 1
∂f
for a1 = 0. Both choices give legitimate estimates of (1, 2).
∂x
∂f
Now we do the same for (1, 2): this time we have again two values of
∂y
y close to 2. We obtain
∂f f (1, 1) − f (1, 2) 0−1
(1, 2) ≈ = =1
∂y 1−2 −1
for b1 = 1, and
∂f f (1, 3) − f (1, 2) 2−1
(1, 2) ≈ = =1
∂y 3−2 1
for b1 = 1. Notice that in this case the estimates coincide, but it is not what
happens in general.
One can compute partial derivatives precisely using differentiation tech-
niques from Calculus I without using the limit definitions given in the previ-
ous sub-section. Suppose f (x, y) is a function. Hence,
∂f
• in order to compute , consider y as a constant and differentiate
∂x
f (x, y) with respect to x,
∂f
• in order to compute , consider x as a constant and differentiate
∂y
f (x, y) with respect to x,
∂f ∂f
Example 2.1.2. Calculate and if
∂x ∂y
f (x, y) = x3 y 2 + ln(x2 + y 2 ).
2x
= y 2 · (3x2 ) +
x2 + y 2
2x
= 3x2 y 2 + 2
x + y2
treating y as a constant and applying the Chain rule, and
∂f ∂ 2 1 ∂ 2
= x3 · (y ) + 2 2
· (x + y 2 )
∂y ∂y x + y ∂y
2y
= x3 · (2y) +
x2
+ y2
2y
= 2x3 y + 2
x + y2
now treating x as a constant and again applying the Chain rule.
∂f ∂f
Example 2.1.3. Calculate (0, π) and (0, π) if
∂x ∂y
Solution. We obtain
∂f ∂ 2 ∂
= (x + y) · sin(x − y) + (x2 + y) · (sin(x − y))
∂x ∂x ∂x
∂
= 2x sin(x − y) + (x2 + y) cos(x − y) · (x − y)
∂x
= 2x sin(x − y) + (x2 + y) cos(x − y)
treating y as a constant and applying the product and the Chain rules, and
∂f ∂ 2 ∂
= (x + y) · sin(x − y) + (x2 + y) · (sin(x − y))
∂y ∂y ∂y
∂
= 1 · sin(x − y) + (x2 + y) cos(x − y) · (x − y)
∂y
= sin(x − y) − (x2 + y) cos(x − y)
now treating x as a constant and again applying the product and the Chain
rules.
CHAPTER 2. DIFF. OF MULTIVARIABLE FUNCTIONS 8
∂f
(0, π) = 0 · sin(0 − π) + (0 + π) · cos(0 − π) = −π,
∂x
∂f
(0, π) = sin(0 − π) − (0 + π) · cos(0 − π) = π.
∂y
• G(x0 , y0 ) = 0, that is, the point (x0 , y0 ) belongs to the curve defined
by the equation G(x, y) = 0,
• y0 = g(x0 ) which means that the point (x0 , y0 ) belongs to the graph of
g,
3. F (x, y, f (x, y)) = 0 is an identity which holds for every (x, y) close to
(x0 , y0 ) - that is not only (x0 , y0 , z0 ), but all points of the graph of f
close to (x0 , y0 , z0 ) belong to the surface defined by F (x, y, z) = 0.
CHAPTER 2. DIFF. OF MULTIVARIABLE FUNCTIONS 9
Solution. Apply the rule for finding partial derivatives keeping in mind that
∂f
z = f (x, y). At first we differentiate with respect to x to find .
∂x
∂ 3 ∂
(x + y 3 + z 3 + 6xyz) = (1)
∂x ∂x
∂ 3 ∂ 3 ∂ 3 ∂
(x ) + (y ) + (z ) + (6xyz) = 0
∂x ∂x ∂x ∂x
2 2 ∂z ∂ ∂z
3x + 0 + 3z · + 6y (x) · z + x · =0
∂x ∂x ∂x
2 2 ∂z ∂z
3x + 3z · + 6y z + x · =0
∂x ∂x
∂f ∂z
Finally, = and we express it from the obtained equation:
∂x ∂x
∂f x2 + 2yz
=− 2 .
∂x z + 2xy
Similarly, we differentiate with respect to y.
∂ 3 ∂
(x + y 3 + z 3 + 6xyz) = (1)
∂y ∂y
∂ 3 ∂ 3 ∂ 3 ∂
(x ) + (y ) + (z ) + (6xyz) = 0
∂y ∂y ∂y ∂y
CHAPTER 2. DIFF. OF MULTIVARIABLE FUNCTIONS 10
2 2 ∂z ∂ ∂z
0 + 3y + 3z · + 6x (y) · z + y · =0
∂y ∂y ∂y
2 2 ∂z ∂z
3y + 3z · + 6x z + y · =0
∂y ∂y
and, eventually
∂f ∂z y 2 + 2xz
= =− 2 .
∂y ∂y z + 2xy
We are going to return to the topic of implicit differentiation in later
sections.
CHAPTER 2. DIFF. OF MULTIVARIABLE FUNCTIONS 11
2.1.4 Exercises
1. Calculate the partial derivatives of the following functions using the
limit definitions.
∂f ∂f
(a) f (x, y) = xy 2 , find (2, 1) and (2, 1).
∂x ∂y
p ∂g ∂g
(b) g(x, y) = x2 + y 2 , find (3, 4) and (3, 4).
∂x ∂y
x\y −1 0 1
2 −1 −2 −2
3 0 −1 −3
4 1 0 1
∂f ∂f
Estimate (3, 0) and (3, 0).
∂x ∂y
(a) f (x, y) = x2 y 2 − xy + 1
(b) g(x, y) = (2x − y)9
p
(c) h(x, y) = xy x2 + y 2
y
(d) k(x, y) = x+y
∂f ∂f
4. Using implicit differentiation find and .
∂x ∂y
(a) x2 + y 2 + z 2 = 1
(b) ez = xyz
(c) xz + y ln x = z 3
CHAPTER 2. DIFF. OF MULTIVARIABLE FUNCTIONS 12
Answers:
∂f ∂f
1. (a) (2, 1) = 1, (2, 1) = 4.
∂x ∂y
∂g 3 ∂g 4
(b) (3, 4) = , (3, 4) = .
∂x 5 ∂y 5
∂f ∂f
2. (3, 0) ≈ 1 using a1 = 2 and (3, 0) ≈ 1 using a1 = 4;
∂x ∂x
∂f ∂f
(3, 0) ≈ −1 using b1 = −1 and (3, 0) ≈ −2 using b1 = 1.
∂y ∂y
∂f ∂f
3. (a) = 2xy 2 − y, = 2x2 y − x.
∂x ∂y
∂g ∂g
(b) = 18(2x − y)8 , = −9(2x − y)8 .
∂x ∂y
∂h p x2 y ∂h p xy 2
(c) = y x2 + y 2 + p , = x x2 + y 2 + p .
∂x x2 + y 2 ∂y x2 + y 2
∂k −y ∂k x
(d) = 2
, = .
∂x (x + y) ∂y (x + y)2
∂m v ∂m u
(e) = 2
, = .
∂u 1 + (uv) ∂v 1 + (uv)2
∂z x ∂z y
4. (a) =− , =− .
∂x z ∂y z
∂z yz ∂z xz
(b) = z , = z .
∂x e − xy ∂y e − xy
∂z xz + y ∂z ln x
(c) = 2
, = 2 .
∂x x(3z − x) ∂y 3z − x