Partial derivatives are defined as the derivative of a function with respect to one variable, treating the other variables as constants. This document defines partial derivatives, discusses notation and rules for calculating them, and how to interpret them geometrically. It also covers higher order partial derivatives, mixed partial derivatives, and applications to partial differential equations such as Laplace's equation and the wave equation.
Partial derivatives are defined as the derivative of a function with respect to one variable, treating the other variables as constants. This document defines partial derivatives, discusses notation and rules for calculating them, and how to interpret them geometrically. It also covers higher order partial derivatives, mixed partial derivatives, and applications to partial differential equations such as Laplace's equation and the wave equation.
Partial derivatives are defined as the derivative of a function with respect to one variable, treating the other variables as constants. This document defines partial derivatives, discusses notation and rules for calculating them, and how to interpret them geometrically. It also covers higher order partial derivatives, mixed partial derivatives, and applications to partial differential equations such as Laplace's equation and the wave equation.
Partial derivatives are defined as the derivative of a function with respect to one variable, treating the other variables as constants. This document defines partial derivatives, discusses notation and rules for calculating them, and how to interpret them geometrically. It also covers higher order partial derivatives, mixed partial derivatives, and applications to partial differential equations such as Laplace's equation and the wave equation.
Learn notation and rules for calculating partial derivatives Interpret partial derivatives Discuss higher derivatives Apply to partial differential equations Introduction If f is a function of two variables x and y, suppose we let only x vary while keeping y fixed, say y = b, where b is a constant. Then we are really considering a function of a single variable x, namely, g(x) = f(x, b). If g has a derivative at a, then we call it the partial derivative of f with respect to x at (a, b) and denote it by fx(a, b). Introduction (cont’d) Thus
The definition of a derivative gives
Introduction (cont’d) Similarly, the partial derivative of f with respect to y at (a, b), denoted by fy(a, b), is obtained by holding x = a and finding the ordinary derivative at b of the function G(y) = f(a, y): Definition If we now let the point (a, b) vary, fx and fy become functions of two variables: Notations There are many alternate notations for partial derivatives: Finding Partial Derivatives The partial derivative with respect to x is just the ordinary derivative of the function g of a single variable that we get by keeping y fixed: Example If f(x, y) = x3 + x2y3 – 2y2, find fx(2, 1) and fy(2, 1). Solution Holding y constant and differentiating with respect to x, we get fx(x, y) = 3x2 + 2xy3 and so fx(2, 1) = 3 · 22 + 2 · 2 · 13 = 16 Solution (cont’d) Holding x constant and differentiating with respect to y, we get fx(x, y) = 3x2y2 – 4y and so fx(2, 1) = 3 · 22 · 12 – 4 · 1 = 8 Interpretations To give a geometric interpretation of partial derivatives, we recall that the equation z = f(x, y) represents a surface S. If f(a, b) = c, then the point P(a, b, c) lies on S. By fixing y = b, we are restricting our attention to the curve C1 in which the vertical plane y = b intersects S. Interpretations (cont’d) Likewise, the vertical plane x = a intersects S in a curve C2. Both of the curves C1 and C2 pass through the point P. This is illustrated on the next slide: Interpretations (cont’d) Interpretations (cont’d) Notice that… C1 is the graph of the function g(x) = f(x, b), so the slope of its tangent T1 at P is g′(a) = fx(a, b); C2 is the graph of the function G(y) = f(a, y), so the slope of its tangent T2 at P is G′(b) = fy(a, b). Thus fx and fy are the slopes of the tangent lines at P(a, b, c) to C1 and C2. Interpretations (cont’d) Partial derivatives can also be interpreted as rates of change. If z = f(x, y), then… ∂z/∂x represents the rate of change of z with respect to x when y is fixed. Similarly, ∂z/∂y represents the rate of change of z with respect to y when x is fixed. Example If f(x, y) = 4 – x2 – 2y2, find fx(1, 1) and fy(1, 1). Interpret these numbers as slopes. Solution We have Solution (cont’d) The graph of f is the paraboloid z = 4 – x2 – 2y2 and the vertical plane y = 1 intersects it in the parabola z = 2 – x2, y = 1. The slope of the tangent line to this parabola at the point (1, 1, 1) is fx(1, 1) = –2. Similarly, the plane x = 1 intersects the graph of f in the parabola z = 3 – 2y2, x = 1. Solution (cont’d) The slope of the tangent line to this parabola at the point (1, 1, 1) is fy(1, 1) = –4: Example x ∂f ∂f If f (x , y ) = sin , calculate and . 1+ y ∂x ∂y Solution Using the Chain Rule for functions of one variable, we have Example Find ∂z/∂x and ∂z/∂y if z is defined implicitly as a function of x and y by x3 + y3 + z3 + 6xyz = 1 Solution To find ∂z/∂x, we differentiate implicitly with respect to x, being careful to treat y as a constant: Solution (cont’d) Solving this equation for ∂z/∂x, we obtain
Similarly, implicit differentiation with
respect to y gives More Than Two Variables Partial derivatives can also be defined for functions of three or more variables, for example
If w = f(x, y, z), then fx = ∂w/∂x is the rate of
change of w with respect to x when y and z are held fixed. More Than Two Variables (cont’d) But we can’t interpret fx geometrically because the graph of f lies in four- dimensional space. In general, if u = f(x1, x2 ,…, xn), then
and we also write
Example Find fx , fy , and fz if f(x, y, z) = exy ln z. Solution Holding y and z constant and differentiating with respect to x, we have fx = yexy ln z Similarly, fy = xexy ln z and fz = exy/z Higher Derivatives If f is a function of two variables, then its partial derivatives fx and fy are also functions of two variables, so we can consider their partial derivatives (fx)x , (fx)y , (fy)x , and (fy)y , which are called the second partial derivatives of f. Higher Derivatives (cont’d) If z = f(x, y), we use the following notation: Example Find the second partial derivatives of f(x, y) = x3 + x2y3 – 2y2 Solution Earlier we found that fx(x, y) = 3x2 + 2xy3 fy(x, y) = 3x2y2 – 4y Therefore Mixed Partial Derivatives Note that fxy = fyx in the preceding example, which is not just a coincidence. It turns out that fxy = fyx for most functions that one meets in practice: Mixed Partial Derivatives (cont’d) Partial derivatives of order 3 or higher can also be defined. For instance,
and using Clairaut’s Theorem we can
show that fxyy = fyxy = fyyx if these functions are continuous. Example Calculate fxxyz if f(x, y, z) = sin(3x + yz). Solution Partial Differential Equations Partial derivatives occur in partial differential equations that express certain physical laws. For instance, the partial differential equation 2 2 ∂u ∂u 2 + 2 =0 ∂x ∂y is called Laplace’s equation. Partial Differential Eqns. (cont’d)
Solutions of this equation are called
harmonic functions and play a role in problems of heat conduction, fluid flow, and electric potential. For example, we can show that the function u(x, y) = ex sin y is a solution of Laplace’s equation: Partial Differential Eqns. (cont’d)
Therefore, u satisfies Laplace’s equation.
Partial Differential Eqns. (cont’d)
The wave equation
2 2 ∂u 2 ∂ u 2 =a 2 ∂t ∂x describes the motion of a waveform, which could be an ocean wave, sound wave, light wave, or wave traveling along a string. Partial Differential Eqns. (cont’d)
For instance, if u(x, t) represents the
disaplacement of a violin string at time t and at a distance x from one end of the string, then u(x, t) satisfies the wave equation. (See the next slide.) Here the constant a depends on the density of the string and on the tension in the string. Partial Differential Eqns. (cont’d) Example Verify that the function u(x, t) = sin(x – at) satisfies the wave equation. Solution Calculation gives
So u satisfies the wave equation.
Review Definition of partial derivative Notations for partial derivatives Finding partial derivatives Interpretations of partial derivatives Function of more than two variables Higher derivatives Partial differential equations