APPLIED MATHEMATICS/MAT538

PARTIAL DERIVATIVES

Functions of several variables

A function of a single variable y  f x is interpreted graphically as a planar curve.
A function of two variables z  f x, y  can be interpreted as a three-dimensional surface.
A function of three variables is a rule that assigns to each ordered triple x, y, z  in a domain

D  R 3 a unique real number denoted by f x, y, z  .

Note : functions of two or more variables often arise in science and engineering and it is
important to be able to deal with such functions.

Example :
 The temperature T at a point on the surface of the earth at any given time depends on
the longitude x and latitude y of the point. Therefore T is the function of the two
variables x and y, or as a function of the pair x, y   T  f x, y 
 The temperature T at a point on the surface of the earth depends on the longitude x
and latitude y of the point and on the time t. Therefore T is the function of the three
variables x, y and t or as a function T  f x, y, t 
 The volume V of a circular cylinder depends on its radius r and its height h. therefore
V is a function of r and h . In fact, V   r 2 h  V r , h    r 2 h

Definition : A function f of two variables is a rule that assigns to each ordered pair or real
numbers x, y  in a set D a unique real number denoted by f x, y  . The set D is the domain

of f and its range is the set of values that f takes on, that is f x, y  x, y  D.

Note
 z  f x, y  means the value taken on by f at the general point x, y  .
 x and y are independent variables, z is the dependent variable.

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Definition : If f is a function of two variables with domain D, then the graph of f is the set
of all points x, y, z  in R3 such that z  f x, y  and x, y  is in D.

Note :
 The graph of a function f of one variable is a curve C with equation y  f x 
 The graph of a function of two variables is a surface S in three-dimensional space
with equation z  f x, y 

z  x2  y 2 z  9  x2  y 2

E1 Find the values of f 2,1 , f  2,3 and f 3,2 for the following functions :

(a) f  x, y   x 2  y 2  1 (b) f x, y   2 x  xy  y 3

x  y 1
(c) f  x, y  
x 1
(d) 
f x, y   x ln y 2  x 

E2 Given f x, y, z   x 2  yz 2  2 , find f 0,1,2 and f  1,3,2

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Domain of functions
The domain of functions of two variables,
z  f x, y  , are regions from two
dimensional space and consist of all the
coordinate pairs x, y  for which the
function is defined.

E3 Find and sketch the domain of the following functions.

(a) f  x, y   x  2  y  1 (b) f  x, y   4 x  3 y

x  y 1
(c) f  x, y  
x 1
(d) 
f x, y   x ln y 2  x 

(e) f x, y   x ln y (f) f  x, y   x 2  y 2  4

x y
(g) f  x, y  
x y

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Partial Derivatives

Symbol : is a partial differential operator
x
For any value of x and y for which the limit exist :
f
The partial derivatives of f x, y  with respect to x, written as is defines by
x
f f x  h, y   f x, y 
 lim
x h  0 h
f
The partial derivatives of f x, y  with respect to y, written as is defines by
y
f f  x, y  h   f  x , y 
 lim
y h 0 h

Several convenient types of notation for z  f x, y  :

f
x, y   f x x, y   f x  f   f x, y   z x, y   z  f1  D1 f  Dx f  zx x, y 
x x x x x

f
x, y   f y x, y   f y  f   f x, y   z x, y   z  f 2  D2 f  Dy f  z y x, y 
y y y y y

Rules for finding Partial Derivatives of z  f x, y 

 To find f x , regard y as a constant and differentiate f x, y  with respect to x

 To find f y , regard x as a constant and differentiate f x, y  with respect to y

E4 If f x, y   x3  x 2 y 3  2 y 2 , find f x 2,1 and f y 2,1

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Interpretations of Partial Derivatives

The equation z  f x, y  represents a surface S (the graph of f ).

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.
Likewise, the vertical plane y  a intersects S in a curve C2 .
Both of the curves C1 and C2 pass through the point P.
Notice that :
 C1 is the graph of the function g x  f x, b , so the slope of its tangent T1 is at P is
g a   f x a, b 

 C2 is the graph of the function h y   f a, y  , so the slope of its tangent T2 is at P is

ha   f y a, b

 Thus f x and f y are the slopes of the tangent lines at Pa, b, c to C1 and C2 .

Note
Partial derivatives can also be interpeted as rates of change
If z  f x, y  , then
z
 represents the rate of change of z with respect to x when y is fixed
x
z
 represents the rate of change of z with respect to y when x is fixed
y

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E5 If f x, y   4  x 2  2 y 2 , find f x 1,1 and f y 1,1 . Interpret these numbers as slopes.

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Rules for partial differentiation

Given that u and v are functionss of x and y respectively, then :


 u  v  u  v and

u  v   u  v
x x x y y y



uv  v u  u v and uv  v u  u v
x x x y y y

u v u v
u
v v u
 u  u y y
    x 2 x and  
x  v  v y  v  v 2

 x  f f
E6 If f  x, y   sin   , calculate and .
1 y  x y

f f
For f x, y   e xy 
x
E7 , compute and .
y x y

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E8 Find the slopes of the traces to z  10  4 x 2  y 2 at the point (1,2)

z z
E9 Find and if z is defined implicitly as a function of x and y
x y

by x3  y 3  z 3  6 xyz  1

E10 Find f x , f y and f z if f x, y, z   e xy ln z 

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Higher Derivatives
If f is a function of two variables, then its partial derivatives f x and f y are also functions

of two variables. Therefore we can consider their partial derivatives  f x x ,  f x y ,  f y x and

f 
y y which are called second partial derivatives of f.

If z  f x, y  , we use the following notations :

  f   2 f  2 z
  f x x  f xx  f11    
x  x  x 2 x 2

  f   2 f 2 z
  f x y  f xy  f12     (mixed second order partial derivatives)
y  x  y x y x

  f   2 f 2z
 f   f yx  f 21      (mixed second order partial derivatives)
x  y  x y x y
y x

  f   2 f  2 z
 f   f yy  f 22    
y  y  y 2 y 2
y y

Theorem :
Let f be a function of two variables. If f xy and f yx are continuous on a set containing a, b

then f xy a, b  f yx a, b .

This is true for all polynomial functions.

E11 Find all second order partial derivatives of :

(a) f  x, y   x 3  x 2 y 3  2 y 2

(b) f x, y   x 2 y  y 3  ln y

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(c) f x, y   e x  2 y at the point (ln 2, 0)

E12 Calculate f xxyz if f x, y, z   sin 3x  yz 

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The Chain Rule

If z  f x is a continuous function of one variable and x  ht  is differentiable then by the
dz dz dx
Chain Rule 
dt dx dt

If z  f x, y  is a continuous function of two variables and x  g t  and y  ht  ,

dz z dx z dy
then  
dt x dt y dt

If z  f x, y  is a continuous function of two variables and x  g s, t  and y  hs, t  are the
continuous functions of the independent variables s and t , then
z z x z y z z x z y
  and  
s x s y s t x t y t

Diagrammatically :

z z

y x y
x

t s t s t

If z  x 2 y  3xy 4 , where x  sin 2t  and y  cost  , find

dz
E13 when t = 0.
dt

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z z
E14 If z  e x sin y , where x  st 2 and y  s 2t , find and .
s t

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E15 If u  x 4 y  y 2 z 3 where x  rse t , y  rs 2et and z  r 2 s sin t , find the value

u
of when r  2, s  1, t  0 .
s

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E16 
If g s, t   f s 2  t 2 , t 2  s 2  and f is differentiable , show that g satisfies the
g g
equation t s  0 when r  2, s  1, t  0 .
s t

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E17 If z  f x, y  has continuous second-order partial derivatives and x  r 2  s 2

z 2 z
and y  2rs , find and 2 .
r r

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Implicit differentiation

If z  f x, y  is a function of x and y and y is a differentiable function of x, then :

dz z dx z dy z z dy
   
dx x dx y dx x y dx

The result can be used to find the derivatives of functions that are defined implicitly. For
example :
f x, y   c
Differentiating both sides with respect to x, yields
f f dy
 0
x y dx
f
f
  x
dy
If  0 , we obtain
y dx f
y
We extend the notion to functions of several variables defined implicitly. Suppose that the
equation F x, y, z   c implicitly defines a function z  f x, y  , where f is differentiable.
Thus, we can find the partial derivatives f x and f y using the Chain Rule :

F x, y, z  c
 0
x x
F x F y F z
  0
x x y x z x

F F F z
.1  .0  0
x y z x

F
z x   Fx

x F Fz
z
F
z y F
Similar argument can be used to show that   y
y F Fz
z

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E18 Find y  if x 3  y 3  6 xy .

z z
E19 Find and if x3  y 3  z 3  6 xyz  1 .
x y

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Relative Maximums and Minimums

Definition
A function of two variables f x, y  has a local/relative minima at the point a, b if
f x, y   f a, b for all points x, y  in some region around a, b . f a, b is called the
local/relative minimum value and a, b is called the critical / stationary point.
A function of two variables f x, y  has a local/relative maxima at the point a, b if
f x, y   f a, b for all points x, y  in some region around a, b . f a, b is called the
local/relative maximum value and a, b is called the critical / stationary point.

Note :
The relative minima is not the smallest value that the function will ever take. It only says that
in some region around the point a, b , the function will always be larger than f a, b .
Outside of that region, it is completely possible for the function to be smaller.
Likewise, a relative maxima only says that around the point a, b , the function will always
be smaller f a, b . Again, outside of that region, it is completely possible for the function to
be larger.

Theorem : If f x, y  has a local maximum or minimum at a, b and the first order partial
derivatives of f x, y  exist there, then f x a, b   0 and f y a, b  0 .

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Second Derivatives Test

Suppose the second partial derivative of f are continuous on a disk with centre a, b , and
suppose that f x a, b   0 and f y a, b  0 (that is a, b is a critical point of f ).

Let D  Da, b  
f xx
f yx
f xy
f yy

 f xx a, b  f yy a, b   f xy a, b 2

 If D  0 and f xx a, b   0 then f a, b is a local minimum

 If D  0 and f xx a, b   0 then f a, b is a local maximum

 If D  0 then f a, b is not a local minimum or maximum and is called the

saddle point
 If D  0 , the test gives no information. f could have a local minimum or local
maximum at a, b or a, b could be a saddle point of f.

E20 Find the extreme values of f x, y   y 2  x 2 .

E21 Let f x, y   x 2  y 2  2 x  6 y  14 . Find the local minimum of f.

Is this local minimum an absolute minimum?

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E22 Find the local maximum and minimum values and the saddle points of
f x, y   x 4  y 4  4 xy  1

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E23 Find and classify the critical points of the functions

f x, y   10 x 2 y  5 x 2  4 y 2  x 4  2 y 4 . Find the highest point on the graph of f.

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