I.

c Partial Derivatives
Recall: Suppose y = f(x). Then
dy
dx
= lim
h0
f(x + h) f(x)
h
. It is useful for what
follows to recall that
dy
dx
(x) is the rate of change of y with respect to x, in the
direction of increasing x. To better see what this means, suppose a bug moves in
the direction of increasing x on a smooth curve pushing a (small) cart containing
a machine that measures dy/dx where y = altitude. Suppose further that the bug
notices that dy/dx is always positive. Clearly the bugs altitude is increasing as
the bug moves. At a certain moment, the bug turns around and retraces its path.
Now the machine still reads positive, but the bugs altitude is decreasing! This
elementary example indicates the dierence between dy/dx and derivative with
respect to distance traveled, a concept of much greater importance to functions of
two or more variables, and which we shall explore in the sequel.
Suppose now the bug moves on a smooth slope. Let w = f(x, y) denote the
altitude of the bug at the point (x, y). Clearly the bug can move from the point
(x, y) in innitely many directions, leading to dierent rates of change for w. It may
seem an impossible task to precisely describe the rate of change of w with respect to
the bugs position, but yet this can be done! The rst step involves measuring the
rate of change of w (or f) along specic directions, namely along directions parallel
to the coordinate axes, in the direction of increasing x (or y). See the Figure on the
next page. Specically let w = f(x, y) be given, and choose a point (x
0
, y
0
). Then
the partial derivative of f with respect to x, denoted by:
f
x
(x
0
, y
0
), f
x
(x
0
, y
0
),
D
x
f(x
0
, y
0
), etc., is given by
f
x
(x
0
, y
0
) = lim
h0
_
f(x
0
+ h, y
0
) f(x
0
, y
0
)
h
_
.
Note that this is the same formula as for an ordinary derivative in 1-dimension,
19
with y kept constant (= y
0
). It means the rate of change of f at (x
0
, y
0
) in the
direction parallel to the x-axis and with increasing x. In exactly the same way,
f
y
(x
0
, y
0
) = lim
k0
_
f(x
0
, y
0
+ k) f(x
0
, y
0
)
k
_
is the partial derivative of f with respect to y. It means the rate of change of f at
(x
0
, y
0
) in the direction parallel to the y-axis and with increasing y.
x
f
(x , y)
0
w = f
(x , y )
0 0
f
y
(x , y )
0 0
w (x , y , )
0 0
f w = (x , y )
0
x
y
z
slope =
slope =
(x , y )
0
(x , y )
0 0
0
w = f (x, y)
Figure
The calculations of
f
x
,
f
y
are really the same as in 1-dimension, with one
of the two variables treated as a constant. All the rules for 1-dimension apply! We
usually denote (x
0
, y
0
) simply by (x, y).
Example 1. Find
f
x
,
f
y
if f = ln(1 + sin(e
x
2
/y
)).
Answer. We simply use the 1-dimensional formulas as follows: To calculate
f
x
,
20
treat y as a constant. We use the chain rule (1-d) repeatedly. We show how this is
done in detail for this example. Put u = 1 + sin(e
x
2
/y
), then f = ln u, therefore
f
x
=
1
u
u
x
=
1
1 + sin(e
x
2
/y
)
u
x
.
Now put v = e
x
2
/y
. Then u = 1 + sin(v) and thus
u
x
= cos(v)
v
x
.
Put w = x
2
, then v = e
w/y
. Remember that y is treated as a constant here! Thus
v
x
=
dv
dw

w
x
=
1
y
e
w/y
2x.
In summary,
f
x
=
1
1 + sin(e
x
2
/y
)
cos(e
x
2
/y
) e
x
2
/y
2x
y
.
In the same way (now treating x as a constant!),
f
y
=
1
1 + sin(e
x
2
/y
)
cos(e
x
2
/y
) e
x
2
/y
x
2
_

1
y
2
_
.
Example 2. Let f(x, y) = tan
1
(1 + x
2
+ y
2
). Find
f
x
at (0, 0).
Answer. There is a common mistake, which is often made, and which goes as
follows:
f(x, y)

(0,0)
= tan
1
(1 + 0
2
+ 0
2
) = tan
1
(1).
But tan
1
(1) is a constant, and thus f/x = 0! The problem is that by substituting
(0, 0) for (x, y) in f, we x f! Alternatively, f = tan
1
(1) only at (0, 0). To try to
nd f/x or f/y from this would be like trying to tell how fast race horses are
running at a certain moment from a photograph taken at that moment.
21
The correct procedure is as follows: put u = (1 + x
2
+ y
2
). Note that f =
tan
1
(u), so
f
x
=
d
du
(tan
1
(u))
u
x
=
1
1 + u
2
(2x) = [1 + (1 + x
2
+ y
2
)
2
]
1
2x.
Hence at (x, y) = (0, 0), f/x = 2 0/(1 + 1) = 0.
Remarks. (1) Since y is treated as a constant in calculating f/x, you could
put y = 0 right away in f, i.e., set f = tan
1
(1 + x
2
), and then do df/dx.
(2) Suppose you forgot the derivative with respect to u of tan
1
(u). You
could gure this out as follows: Put z = tan
1
(u), i.e., tan(z) = u (note tan
1
(u) =
arctan(u), not 1/ tan(u)). Dierentiate both sides with respect to u to get:
sec
2
(z)
dz
du
= 1, or
dz
du
=
1
sec
2
(z)
=
1
1 + tan
2
(z)
=
1
1 + u
2
.
Example 3. Find
f
x
,
f
y
if f = y
(e
xy
)
.
Answer. We note that it is easiest to take logs of both sides:
lnf = ln(y
e
xy
) = e
xy
lny.
Now we dierentiate both sides, rst with respect to x. The Chain Rule gives
1
f
f
x
= e
xy
y ln y
(remember: here y is a constant!) and so
f
x
= y
e
xy
e
xy
y lny.
22
Now, to nd
f
y
we get
1
f
f
y
=

y
(e
xy
lny) =
product rule
e
xy
x lny + e
xy
1
y
.
Hence
f
y
= y
e
xy
_
e
xy
x lny + e
xy 1
y
_
.
Example 4. Find
f
x
,
f
y
if
f =
_
y
3
x
3
[e
u
2
sin(u
2
)] du.
Answer. To do this problem, it is essential to remember that the derivative of an
indenite integral is the function being integrated, i.e., d/dz
__
z
a
g(u) du

= g(z).
Now let us nd f/y. Put w = y
3
. Then f =
_
w
x
3
[e
u
2
sin(u
2
)] du, and since x
3
is
a constant here,
f
y
=
d
dw
_ _
w
x
3
e
u
2
sin(u
2
) du
_
dw
dy
= e
w
2
sin(w
2
)3y
2
= e
y
6
sin(y
6
)3y
2
.
To do f/x we note
_
b
a
g(u) du =
_
a
b
g(u) du. Hence f =
_
x
3
y
3
e
u
2
sin(u
2
) du,
and in the same way as before,
f
x
= [e
x
6
sin(x
6
)] 3x
2
.
Note that rst partial derivatives are themselves functions of (x, y). We may
nd their rst partial derivatives. These are the second partial derivatives of f, and
23
there are four of them. I.e.,

x
(
f
y
),

x
(
f
x
),

y
(
f
x
),

y
(
f
y
).
From a practical point of view these are just as important as rst derivatives, if not
more so!
Example. Find all second order partial derivatives of f(x, y) = ln(1+x
2
) sin(xy).
Answer. We rst nd the rst partial derivatives, i.e., f/x , f/y. Now
f
x
=
_
1
1 + x
2
_
2x sin(xy) + ln(1 + x
2
) cos(xy)y
f
y
= ln(1 + x
2
) cos(xy)x.
Hence

x
_
f
x
_
=
1
(1 + x
2
)
2
2x 2x sin(xy) +
1
1 + x
2
2 sin(xy)
+
_
1
1 + x
2
_
2x cos(xy)y +
1
1 + x
2
2x cos(xy)y
ln(1 + x
2
) sin(xy)y
2

y
_
f
y
_
= ln(1 + x
2
) sin(xy)x
2

x
_
f
y
_
=
1
1 + x
2
(2x) cos(xy) x ln(1 + x
2
) sin(xy)xy + ln(1 + x
2
) cos(xy)

y
_
f
x
_
=
1
1 + x
2
2x cos(xy) x ln(1 + x
2
) sin(xy)xy + ln(1 + x
2
) cos(xy).
We remark that

y
(
f
x
) =

x
(
f
y
). This is always the case for problems
encountered in practice!
Theorem (Clairaut). For the functions encountered in practice, mixed partial
24
derivatives are always the same.
What this result says is that

y
(
f
x
) =

x
(
f
y
). We thus write (by tradition)

2
f
x
2
=

x
_
f
x
_
,

2
f
y
2
=

y
_
f
y
_
,

2
f
xy
=

x
_
f
y
_
=

y
_
f
x
_
so that for w = f(x, y), there are only 3 second partial derivatives, not four.
The same results apply to w = f(x, y, z), w = f(x, y, z, t), etc., with only
small changes. Specically, if w = f(x, y, z), there are three rst partial derivatives:
f
x
,
f
y
,
f
z
, each calculated by holding the other two variables xed (see examples
below) and the following second partial derivatives:

2
f
x
2
,

2
f
xy
,

2
f
y
2
,

2
f
xz
,

2
f
z
2
,

2
f
yz
.
Warning: Note that the theorem just stated says that

x
_
f
z
_
=

z
_
f
x
_ _
=

2
f
xz
_
.
This is usually dierent from

y
_
f
x
_
=

x
_
f
y
_ _
=

2
f
xy
_
and from

y
(
f
z
) =

z
(
f
y
) = (

2
f
yz
)!
Finally, the derivatives of the second derivatives are the third derivatives and
so on. We illustrate these concepts with the following examples.
Example 1. Find

3
z
x
2
y
and

3
z
xy
2
if z = x sin
1
(y).
Answer. Note that these are third partial derivatives, which in general will be
dierent since the rst involves two dierentiations with respect to x and one with
respect to y, while the second is the other way around!
25
Now
z
x
= sin
1
(y), hence

2
z
x
2
= 0 and thus

3
z
x
2
y
=

y
_

2
z
x
2
_
=

y
(0) = 0,
while

2
z
xy
=

y
_
z
x
_
=

y
(sin
1
(y)) =
1
_
1 y
2
and, nally,

3
z
xy
2
=

y
_

2
z
xy
_
=

y
_
1
_
1 y
2
_
=
1
2
(1 y
2
)
3/2
(2y).
Remark. Suppose you forgot the derivative of sin
1
(y). You can always do it as
follows: put g = sin
1
(y), then sin(g) = y. Dierentiate both sides with respect to
y: cos(g)
dg
dy
= 1 or
dg
dy
=
1

1sin
2
g
=
1

1y
2
.
Remark. Note that we started this answer by calculating z/x. We could have
started by calculating z/y. The order in which the dierentiation is performed
is not important.
Example 2. Verify that

x
_

x
_
f
z
__
=

z
_

x
_
f
x
__
if f = e
x
2
+y+z
2
.
Answer.
f
z
= e
x
2
+y+z
2
2z (since f = e
x
2
+y
e
z
2
)

x
_
f
z
_
= e
x
2
+y+z
2
(2z)(2x).
Thus

x
_

x
_
f
z
__
= e
x
2
+y+z
2
(2z)(2x)(2x) + e
x
2
+y+z
2
(4z),
26
while
f
x
= 2xe
x
2
+y+z
2

x
_
f
x
_
= 2e
x
2
+y+z
2
+ (2x)
2
e
x
2
+y+z
2

z
_

x
_
f
x
__
= 2(2z)e
x
2
+y+z
2
+ (2x)
2
(2z)e
x
2
+y+z
2
and the two are the same!
27
Further Exercises:
1) Find
f
x
,
f
y
if f = sec(x
2
+ ln(1 + y
2
)).
2) Find
f
x
,
f
y
,
f
z
if f = x
e
log[1 + x
2
+ y
2
].
3) Show that

x
_
f
y
_
=

y
_
f
x
_
if f(x, y, z) = 10
(x
2
+y
2
+z
2
)
.
4) Find all second order partial derivatives of
f(x, y, z) = sin(xy) + cos(xz) + tan(yz).
5) Evaluate f
ttv
if f(t, v, w) =
e
t
1 + v
2
_
w
0
e
(z
2
)
dz.
6) Show that f = sin x cos y satises the equation f
xx
+ f
yy
+ 2f = 0.
7) Show that if g is any dierentiable function of a single variable, then
h(x, t) =
_
x+t
xt
g(s) ds
satises the equation h
xx
= h
tt
.
8) Is there a function g(x, y) such that
g
x
= e
x
+ sin y,
g
y
= e
y
+ x + x
3
.
9) Find all constants k for which the function u(x, t) = f(x + kt) + g(x kt)
satises the equation 16u
xx
= u
tt
. Here f, g are twice dierentiable functions
of a single variable.
10) For what values of the constants a, b does the function f(u, v) = e
au
sin(bv)
satisfy the equation f
uu
+ f
vv
= 0?
28