HIGHER ORDER DERIVATIVES

i) The second order partial derivatives

are found by differentiating the first

order partial derivatives

.
 f
2
 f 2

ii) Notation : x 2
y 2

 f
2
 f
2

xy yx
 Differentiate
 f2
  f 
i)    twice with respect
x 2
x x  to x

STEP 2 STEP 1

 f
2
  f  Differentiate
ii )  
 
 twice with respect
y 2
y  y  to y

STEP 2 STEP 1
 Differentiate first
 f
2
  f 
i)    with respect to y
xy x y  and then with
respect to x

STEP 2 STEP 1

 f
2
  f  Differentiate first
ii )    with respect to x
yx y  x  and then with
respect to y
STEP 2 STEP 1
EXAMPLE 1 : f ( x, y )  x  3 x y  3xy  y
3 2 2 2

Determine : 2 f  f
2
i) ii )
x 2 xy

Solution: i) To find  2 f   f 
   STEP 1
x 2
x  x 
f
Step 1 : find ,let y constant
x

f
  x  3x y  3xy  y 
 3 2 2 2

x x
f  3    2
  x    3 x y    3 xy    y 
2 2

x x x x x
Take out the coefficients
constant
 3  2 2   2
  x   3y  x   3y  x   y 
x x x x

 3x  3 y  2 x   3 y 1  0
2 2

f
First order partial  3 x  6 xy  3 y
2 2
derivative is x
Therefore, the second partial derivatives is

 f
2
  f 
  
x 2
x  x  Answer from step 1


 3x 2  6 xy  3 y 2
x 
 2  
3
x
 
x  6 y  x 
x
3y 2

x constant
 
 3 2 x   6 y 1   0  6 x  6 y
Solution: i) Short-cut

Given f ( x, y )  x  3x y  3xy  y
3 2 2 2

f
1 order :
st
 3x  3(2 x) y  3(1) y  (0)
2 2

x
 3x  6 xy  3 y
2 2

 f
2
2nd order :  6 x  6(1) y  0
x 2

 6x  6 y
  f   2
f 
Solution: ii) To find    STEP 1
yx y  x 
From part (i),
f
first partial derivatives is   3 x  6 xy  3 y
2 2

x

Therefore, the second order partial derivatives is

 f2
  f 
  
yx y  x  Answer from step 1 (part i)


y
3 x 
2
 6 xy  3 y 2

  f 
 
2
 3x  6 xy  3 y
2 2

yx y
Apply sum and different formula and take out the coefficients

   2

y
2
 
3x  6 x  y   3
y y
y  
constant

 (0)  6 x1  3 2 y 
 6 x  6 y
Equality of Mixed Second Order
Partial Derivative Theorem

 f
2
 f 2

xy yx
 EXAMPLE 2

2:Given f ( x, y )  e xy

Verify (prove/show) that  f

2
 f2

xy yx

Solution: From the left hand side

 f
2
  f 
   STEP 1
xy x  y 
 Step 1 : find first partial derivative f
let x constant
y
f

y y

e xy 2
  Recalling that :


d f ( x)
e 
 e f ( x ) . f ' ( x)
dx

   
 e xy 2  

 y
2 
xy 

Take out the coefficients x

 
 e xy 2   2 
 x
 y
 
y   e

 
xy 2
 x  2 y  2 xye xy 2
Therefore, the second order partial derivatives is

 f
2
  f 
  
xy x  y  Answer from step 1



x

2 xye xy 2

Take out the coefficients 2y

 2y

x
xexy 2
 Product Rule
  f 
 
2
xy 2
 2y xe
xy x

 
Product rule

 2 y u v  uv ' '


 2 y (1)(e xy 2
)  ( x)(e xy 2
)( y ) 2

 2y e  1  xy 
xy 2 2 Factorize
common
e xy 2

1  xy 
factor
xy 2
 2 ye 2
SOLUTION : CONTINUE………
 f
2
Find the right hand side
yx
 f
2
  f 
   STEP 1
yx y  x 
 Step 1 : find first partial derivative f
let x constant
x
f


e xy 2
 
x x dx
e
d f ( x)
 e . f ' ( x)
f ( x)

   
 e xy 2  

 x
2 
xy 

Take out the coefficients

 
 e xy 2  2 
y
 x 

 x   e    y (1)
xy 2 2
y e2 xy 2
Therefore, the second order partial derivatives is

 f
2
  f 
  
yx y  x 
Answer from step 1


y

 2 xy 2
y e  Product Rule
  f  2 xy 2
 
2
 y e
yx y
 
Product rule
 u v  uv ' '

   
  2  xy 2
y (e )  ( y ) e
2 xy 2  2 
xy   
 y   y 
 (2 y )(e xy 2  xy 2  2 
)  ( y ) e x2

y
y   
 
xy 2 xy 2
 (2 y )(e )  ( y )(e 2
) x(2 y )
 2 2
 2 ye  2 xy e
xy 3 xy
Factorize
2
 2 ye 1  xy
xy 2
  common
factor 2 ye xy 2

Hence :

 f  f
1  xy 
2 2
xy 2

xy yx
 2 ye 2

Verify !
  y
EXAMPLE 3 : Given f (x, y)  ln 
 x
2
  f   f    f 
2 2 2
, evaluate  2  2    at x  2, y  1
 x  y   xy 
Solution:
 y
f (x, y)  ln  rewrite f (x, y)  lny  lnx
 x
The first partial derivatives are :
f 1 f 1
 
x x y y
So, the second partial derivatives are :
Answer of first order partial derivative

 f
2
  f    1  
         x   2
1 1
x 2
x  x  x  x  x x
Answer of first order partial derivative

 1
 y    2
 f
2
  f    1  1
     
y y  y  y  y  y y
2

Answer of first order partial derivative

2 f   f   
      1   0
xy x  y  x  y 
 2
Therefore given :  f
2
  f    f 
2 2
 2  2    
 x  y   xy 

 1  1 
  2   2    0
2

 x  y 
when x  2, y  1
 1  1 
  2   2 
 2  1 

1 1
    1  
4 4
EXAMPLE 4 : (Choosing The Order of Differentiation)
ey 2z
Given z  xy  2 determine
y 1 x y

2z
Solution: The symbol tell us to differentiate first
xy
with respect y and then respect to x.
.
The equality of mixed partial derivative theorem:
2z 2z

xy yx

If we postpone the differentiation w.r.t y but

differentiate first w.r.t x, however, we will get
the same answer more quickly
 Solution: Continue……….
2z
For this example, in stead of find
x  y
 z
2
We will find because we can get the same answer quickly
y x

 z2
  z 
   STEP 1
yx y  x 
Step 1 : find first partial derivative f
let y constant x

z   ey 
  xy  2 
y  1
x x 

Apply sum and different formula

   ey 
  xy    2 
x x  y  1 
z    ey  Therefore,
  xy    2 
x x x  y  1 
2z   z 
Take out the coefficients   
yx y  x 
   ey 
 y  x    2  
x x  y  1    y
y
constant

 y 1  0 1
z
y
x
Remark : If we differentiate first we respect to
y, we have to use quotient rule and
we are for significantly more work !

z   ey 
  xy  2 
y 1
y y 

Apply sum and different formula

   ey 
  xy    2 
y y  y  1 
Quotient rule

Homework !
 More Higher Order Derivatives
(3rd Order, 4th Order…. )

EXAMPLE 5 : Let f ( x, y )  y e  y
2 x

find 3 f
y 2 x

Solution: The formula

Step 1 :diff. w.r. to x
 f
3
 Step 2 :diff. w.r. to y
y x
2

Step 3 :diff. w.r. to y again

 Solution : Given f ( x, y )  y e  y2 x

Copy coefficient constant

Step 1 : 1st order
(diff. w.r.to x) f y e 0
2 x
 y e 2 x

x
Differentiate w.r.to y Copy coefficient

Step 2 : 2 nd
order  f
2
 2y e x
(diff. w.r.to y) yx

Step 3 : 3rd order  f

3

(diff. w.r.to y again)  2(1)e  2e

x x

y x
2
Chain Rule for functions of multiple intermediate
variables and 1 independent variable

If w  f ( x, y ) is differentiable and x and y are

differentiable functions of t, then w is a differentiable
function of t and :

dw w dx w dy
 
t

dt x dt y dt
w
Remark : i) Notice that both partial derivative
x
and single-variable derivatives dx
are involved. dt
Example 1 :Suppose that wx y 2
where

xt 2
and y  t 3

dw
Use the chain rule to find dt
and check the result by expressing w
and differentiating
as a function of t
directly.
 Solution : By using the chain
rule
Form dw w dx w dy
ula :   substit
dt x dt y dt ute

 2 d 2  2 d 3
Given
 (x y) (t )  (x y) (t )
x dt y dt
wx y 2
 (2xy)(2t)  (x .1)(3t )
2 2

xt 2
Answer in term
of t
yt 3
 (2t .t )(2t)  (t )(3t )
2 3 4 2

 4t  3t
6 6
 7t 6
 Solution :
Continue……….
method 2: We can express w
directly as a function of t
S
w  x 2
y o,
substit
ute wt 7

 (t ) (t )
2 2 3
dw
 7t 6

dt
 (t )(t )  t
4 3 7

Remark : However, this procedure may

not
always be convenient
Example 2 : Suppose that z  xy  y
x  cos , and y  sin 
Use the chain rule to find
, dz 
when  
d 2
 Given z  xy  y x  cos y  sin 

Solution : By using the chain rule

Form
dz  z dx  z dy
ula :
  substit
d x d y d ute

 d  d
 ( xy  y ) (cos )  ( xy  y ) (sin )

Chain
x dt y dt
rule
1 1
  xy  y  2 (1. y  0)( sin  )   xy  y  2 ( x.1  1)(cos )
1 1

2 2
 Solution : Continue………………
dz 1 1
  xy  y  ( y )( sin  )   xy  y  2 ( x  1)(cos )
1 1
2
d 2 2
( y )( sin  ) ( x  1)(cos ) simplify
 
2 xy  y 2 xy  y

( y )( sin  )  ( x  1)(cos ) Combine the 2 terms


2 xy  y
Answer in

(sin  )(  sin  )  (cos   1)(cos  ) terms of 
2 (cos  )(sin  )  sin 
 
When  
2
   
(sin )(  sin )  (cos  1)(cos )
dz 2 2 2 2

d   
2 (cos )(sin )  sin
,
2 2 2

dz (1)(1)  (0  1)(0)

d 2 (0)(1)  1

dz 1 0 1
 
d 2 0  1 2
Method 2 : If we express z directly as a
, we
function of  obtain :

z  xy  y substitute x  cos
y  sin 

z  (cos )(sin )  sin 

dz
To get , we have to use product rule
d
and it involve long working step !
 Case 2 : Given 3 intermediate
variables x, y, z and 1 independent
variable t.

I w  f ( x, y , z ) is differentiable and
f
x ,y and z are differentiable functions of t,

CHAIN dw w dx w dy w dz
  
RULE : dt x dt y dt z dt
Example :Given w  xy  z where
x  cos t , y  sin t , zt
dw
Find when t 0
dt

Solution
:
dw w dx w dy w dz
  
substitut dt x dt y dt z dt
e
 d  d  d
 ( xy  z ) (cos t )  ( xy  z ) (sin t )  ( xy  z ) (t )
x dt y dt z dt

 (1. y  0)( sin t )  ( x.1  0)(cos t )  (1)(1)

 Solution : Continue………………

 ( y )(  sin t )  ( x )(cos t )  1
Answer in term of t
 (sin t )( sin t )  (cos t )(cos t )  1
 (sin t ) 2  (cos t ) 2  1 simplify

So, when t0

 (sin 0)  (cos 0)  1
2 2

 (0)  (1)  1
2 2

2
 A FORMULA FOR IMPLICIT
DIFFERENTIATION
Case 1 : F ( x, y ) is differentiable
Suppose
and the equation F ( x, y )  0
defines y implicitly as a differentiable
function of x. Then, at any point where
F
 0 , we obtain that :
y

F
dy
  x
dx F
y
Example 1:

Given x  xy  y  7
2 2

dy by using formula for

, finddximplicit
differentiation and check
theresult using implicit
differentiation.
 Solution : Given x 2  xy  y 2  7

F ( x, y )  0
Must be
Step 1: zero

Let F ( x, y )  x  xy  y  7  0
2 2

Step 2 : By using formula for implicit differentiation,

F
dy x

dx F
y
 Solution : Continue………………

Let F ( x, y )  x  xy  y  7
2 2

F
x
 2 x  (1) y  0  0  2 x  y
F
 0  x(1)  2 y  0   x  2 y
y
dy
F 2x  y y  2x
Formula 
F
x  
dx
y  x  2y 2y  x
simplify
 Method 2: differentiating the given equation

x  xy  y  7
2 2
,implicitly
d 2 d
( x  xy  y ) 
2
(7)
dx dx
Solve it by your-self

dy y  2 x

dx 2 y  x
Remark: The calculation which using formula for
implicit differentiation is significantly shorter than the
single-variable calculation which we learned in Diploma
course.
 Case 2 : For 3 variables x, y, z
Now suppose
that
z is given implicitly as

a function of z  f ( x, y ) by an equation of the form

F ( x, y , z )  0 . Then, at any point where

F , we obtain
 0 that :
z
F F
z z y
  x and 
x F y F
z z
 Example 2 : Given 3x  2 y  z  xyz  2
3 3 3

z z
find and
dx dy

Solution: Must be
The given equation can be written as zero

F ( x, y, z )  3x  2 y  z  xyz  2  0
3 3 3

By using formula for implicit differentiation,

F
z x 9 x 2
 0  0  yz  0 9 x 2  yz
   2
x F 0  0  3 z  xy  0
2
3 z  xy
z
F
z y 6 y 2
 xz
  2
y F 3 z  xy
z