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Partial Derivatives Definitions : Function of n Independent Variables: Suppose D is a set of n-tuples of real numbers (x 1, x 2, x 3, …, x n ). A real-valued function f on D is a rule that assignes a unique (single) real number w = f (x 1, x 2, x 3, …, x n ) to each element in D. The set D is the function’s domain. The set of w-values taken on by f is the function’s range. The symbol w is the dependent variable of f, and f is said to be a function of the n independent variables x 1 to x n. We also call the x j ’’s the function’s input variables and call w the function’s output variable. Interior and Boundary Points, Open, Closed: A point (x 0, y 0 ) in a region (set) R in the xy- plane is an interior point of R if it is the center of a disk of positive radius that lies entirely in R. A point (x 0, y 0 ) is a boundary point of R if every disk centered at (x 0, y 0 ) contains points that lie outside of R as well as points that lie in R. (The boundary point itself need not belong to R.) The interior points of a region, as a set, make up the interior of the region. The region’s boundary points make up its boundary. A region is open if it consists entirely of interior points. A region is closed if it contains all of its boundary points. Bounded and Unbounded Regions in the Plane: A region in the plane is bounded if it lies inside a disk of fixed radius. A region is unbounded if it is not bounded. Level Curve, Graph, Surface: The set of points in the plane where a function f(x,y) has a constant value f(x,y) = c is called a level curve of f. The set of all points (x, y, f(x,y)) in space, for (x,y) in the domain of f, is called the graph of f. The graph of f is also called the surface z = f(x,y). Level Surface: The set of points (x,y,z) in space wher a function of three independent variables has a constant value f(x,y,z) = c is called a level surface of f. Interior and Boundary Points for Space Regions: A point (x 0, y 0, z 0 ) in a region R in space is an interior point of R if it is the center of a solid ball that lies entirely in R. A point (x 0, y 0, z 0 ) is a boundary point of r if every sphere centered at (x 0, y 0, z 0 ) encloses points that lie outside of R as well as points that lie inside R. The booundary of R is the set of boundary points of R. A region is open if it consists entirely of interior points. A region is closed if it contains its entire boundary. Limit of a function of Two Variables: We say a function f(x,y) approaches the limit L as (x,y) approaches (x 0,y 0 ), and write lim f(x,y) = L if, for every number > 0, there exists a corresponding number > 0 such that far all (x,y) in the domain of f, |f(x,y) – L| < whenever 0 < (x – x 0 ) 2 + (y – y 0 ) 2 < . Continuous Function of Two Variables: A function f(x,y) is continuous at the point (x 0,y 0 ) if (1) f is defined at (x 0,y 0 ), (2) lim (x,y) – > (x 0,y 0 ) f(x,y) exists, (3) lim (x,y) – > (x 0,y 0 ) f(x,y) = f(x 0,y 0 ). A function is continuous if it is continuous at every point of its domain. Partial Derivative with Respect to x: The partial derivative of f(x,y) with respect to x at the point (x 0,y 0 ) is provided the limit exists. Partial Derivative with Respect to y: The partial derivative of f(x,y) with respect to y at the point (x 0,y 0 ) is provided the limit exists. [Note: In many cases, f/ x f/ y ] (x,y) (x 0,y 0 ) Differentiable Function: A function z = f(x,y) is differentiable at (x 0, y 0 ) if fx(x 0, y 0 ) and fy(x 0, y 0 ) exist and z satisfies an equation of the form z = f x (x 0, y 0 ) x + f y (x 0, y 0 ) y + 1 x + 2 y, in which each of 1, 2 –> 0 as both x, y –> 0. We call f differentiable if it is differentiable at every point in its domain. Theorem 1: Properties of Limits of Functions of Two Variables: The following rules hold if L, M, and k are real numbers and lim (x,y) –> (x 0,y 0 ) f(x,y) = L and lim (x,y) –> (x 0,y 0 ) g(x,y) = M. 1.Sum Rule:lim (x,y) – > (x 0,y 0 ) (f(x,y) + g(x,y)) = L + M 2.Difference Rule:lim (x,y) – > (x 0,y 0 ) (f(x,y) – g(x,y)) = L – M 3.Product Rule:lim (x,y) – > (x 0,y 0 ) (f(x,y) g(x,y)) = L M 4.Constant Multiple Rule:lim (x,y) – > (x 0,y 0 ) kf(x,y) = kL (any number k) 5.Quotient Rule:lim (x,y) –> (x 0,y 0 ) (f(x,y) / g(x,y)) = L / M M 0 6.Power Rule:If r and s are integers with no common factors, and s 0, then lim (x,y) – > (x 0,y 0 ) (f(x,y)) r/s = L r/s provided L r/s is a real number. (If s is even, we assume L > 0.) Two-Path Test for Nonexistence of a limit: If a function f(x,y) has different limits along two different paths as (x,y) approaches (x 0,y 0 ), then lim (x,y) – > (x 0,y 0 ) f(x,y) does not exist. [Note: most often used when (x 0,y 0 ) is the point (0,0). The different paths are defined as y = mx. By evaluating lim (x,y) –> (0, 0) f(x,mx), if m remains in the result, then the limit varies along different paths varies as a function of m and therefore does not exist.] Continuity of Composites: If f is continuous at (x 0,y 0 ) and g is a single-variable function continuous at f(x 0,y 0 ), then the composite function h = g o f defined by h(x,y) = g(f(x,y)) is continuous at (x 0,y 0 ). Theorum 2: The Mixed Derivative Theorum: If f(x,y) and its partial derivatives f x, f y, f xy, and f yx are defined throughout an open region containing point (a,b) and all are continuoous at (a,b) then f xy (a,b) = f yx (a,b). Theorum 3: The Incremental Theorum for Functions of Two Variables: Suppose that the first partial derivatives of f(x,y) are defined throughout an open region R containing the point (x 0, y 0 ) and that f x and f y are continuous at (x 0, y 0 ). Then the change z = f x (x 0 + x, y 0 + y) – f(x 0, y 0 ) in the value of f that results from moving from (x 0, y 0 ) to another point (x 0 + x, y 0 + y) in R satisfies an equation of the form z = f x (x 0, y 0 ) x + f y (x 0, y 0 ) y + 1 x + 2 y, in which each of 1, 2 –> 0 as both x, y –> 0 Corollary of Theorum 3: Continuity of Partial Derivatives Implies Differentiability: If the partial derivatives f x and f y of a function f(x,y) are continuous throughtout an open region R, then f is differentiable at every point in R. Theorum 4: Differentiability Implies Continuity: If a function f(x,y) is differentiable at (x 0, y 0 ), then f is continuous at (x 0, y 0 ). f f(x 0 +h,y 0 ) – f(x 0,y 0 ) x h 0 h lim (x 0,y 0 ) =f x = f f(x 0,y 0 +h) – f(x 0,y 0 ) y h 0 h lim (x 0,y 0 ) =f y = Notes: When calculating f/ x, any y’s in the equation are treated as constants when taking the derivative. Similarly, when calculating f/ y, any x’s in the equation are treated as constants when taking the derivative. Second order partial derivatives F(x,y,z) = 0 implicitly defines a function z = G(x,y) Implicit Partial Differentiation, e.g. find z/ x of xz – y ln z = x + y. Treat y’s like constants. f xx = = ( ), f yy = = ( ) 2 f f 2 f f x 2 x x y 2 y y f xy = = ( ) = f yx = = ( ) 2 f f 2 f f x y x y y x y x xz – y ln z = x + y x z + z x – y ln z = x + y x z + z – y z = x + 0 dz = 1 – z x x x x x x x x x x z x x x x – y/z

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Theorum 5: Chain rule for Functions of Two Independent Variables: If w = f(x,y) has continuous partial derivatives f x and f y and if x = (t) and y = y(t) are differentiable functions of t, then the composite function w = f(x(t), y(t)) is a differentiable function of t and df/dt = f x (x(t), y(t)) * x’(t) + f y (x(t), y(t)) * y’(t), or Theorum 6: Chain Rule for Functions of Three Independent Variables: If w = f(x,y,z) is differentiable and x, y, and z are differentiable functions of t, then w is a differentiable function of t and Theorum 7: Chain Rule for Two Independent Variables and Three Intermediate Variables: Suppose that w = f(x,y,z), x = g(r,s), y = h(r,s), and z = k(r,s). If all four functions are differentiable, then w has partial derivatives with respect to r and s given by the formulas Note the following extensions of Theorum 7: If w = f(x,y), x = g(r,s), and y = h(r,s) then If w = f(x) and x = g(r,s), then Theorum 8: A Formula for Implicit Differentiation: Suppose that F(x,y) is differentiable and that the equation F(x,y) = 0 defines y as a differentiable function of x. Then at any point where F y 0, dy/dx = – F x /F y Definition: Directional Derivative: The directional derivative of f at P 0 (x 0, y 0 ) in the direction of the unit vector u = u 1 i + u 2 j is the number provided the limit exists. Definition: Gradient Vector: The gradient vector (gradiant) of f(x,y) at a point P 0 (x 0, y 0 ) is the vector obtained by evaluating the partial derivatives of f at P 0. Theorum 9: The Directional Derivative Is a Dot Product: If f(x,y) is differentiable in an open region containing P 0 (x 0, y 0 ), then, the dot product of the gradient f at P 0 and u. [Note: D u f = f u = | f | |u| cos = | f | cos Properties of the Directional Derivative D u f = f u = | f | cos : 1.The function f increases most rapidly when cos = 1 or when u is the direction of f. That is, at each point P in its domain, f increases most rapidly in the direction of the gradient vector f at P. The derivative in this direction is D u f = | f | cos (0) = | f |. 2.Similarly, f decreases most rapidly in the direction of – f. The derivative in this direction is D u f = | f | cos ( – | f |. 3.Any direction u orthogonal to a gradient f 0 is a direction of zero change in f because then equals /2 and D u f = | f | cos ( /2) = | f | * 0 = 0 Partial Derivatives (continued) dw f dx f dy dt x dt y dt = + dw w dx w dy dt x dt y dt = + also written as dw f dx f dy f dz dt x dt y dt z dt = + + w w x w y w z r x r y dr z r = + + w w x w y w z s x s y ds z s = + + w w x w y r x r y dr = + w w x w y s x s y ds = + w dw x r dx r = w w x s x s = df f(x 0 + su 1, y 0 +su 2 ) – f(x 0, y 0 ) ds x 0 s ( ) u,P 0 (D u f) P 0 = = lim f f x y f = i + j ∆ (D u f) P 0 = = ( f) P 0 u ( ) u,P 0 df ds ∆ ∆∆∆ ∆∆ ∆ ∆ ∆∆∆ ∆ ∆∆ ∆ ∆

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11 PARTIAL DERIVATIVES.

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