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Partial Differentiation
Suppose you want to forecast the weather this weekend in Los Angeles.
You construct a formula for the temperature as a function of several
environmental variables, each of which is not entirely predictable.
Now you would like to see how your weather forecast would change as
one particular environmental factor changes, holding all the other
factors constant. To do this investigation, you would use the concept
of a partial derivative...
Let the temperature T depend on variables x and y, T = f(x,y). The rate of change of f with respect to x (holding y
constant) is called the partial derivative of f with respect to
x and is denoted by fx(x,y). Similarly, the rate of change of
f with respect to y is called the partial derivative of f
with respect to y and is denoted by fy(x,y).
We define
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fx(x,y) = |
lim
Dx® 0
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f(x+Dx,y)-f(x,y) Dx
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fy(x,y) = |
lim
Dx ® 0
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f(x,y+Dx)-f(x,y) Dx
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Do you see the similarity beween these and the limit definition
of a function of one variable?
Example
-
| Let f(x,y) |
= |
xy2
| |
| Then fx(x,y) |
= |
lim Dx®0 |
(x+Dx)y2-xy2 Dx |
| |
= |
lim Dx®0 |
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| |
= |
y2 |
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| fy(x,y) |
= |
lim Dx®0 |
x(y+Dx)2-xy2 Dx |
| |
= |
lim Dx®0 |
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| |
= |
lim Dx®0 |
2xy + xDx |
| |
= |
2xy |
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In practice, we use our knowledge of single-variable calculus to
compute partial derivatives. To calculate fx(x,y), we view y
as a constant and differentiate f(x,y) with respect to x:
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fx(x,y) = y2 as expected since |
d dx
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[x] = 1. |
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Similarly,
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fy(x,y) = 2xy since |
d dy
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[y2] = 2y. |
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More Examples
Notation
- Let z = f(x,y).
The partial derivative fx(x,y) can also be written as
Similarly, fy(x,y) can also be written as
- The partial derivative fy(x,y) evaluated at the point
(x0,y0) can be expressed in several ways:
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fx(x0,y0) |
, |
¶f ¶x
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ê ê
ê
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(x0,y0)
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, or |
¶f ¶x
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(x0,y0) |
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There are analogous expressions for fy(x0,y0).
Geometrical Meaning
Suppose the graph of z = f(x,y) is the surface shown. Consider the
partial derivative of f with respect to x at a point
(x0,y0).
Holding y constant and varying x, we trace out a curve that is the
intersection of the surface with the vertical plane y = y0.
The partial derivative fx(x0,y0) measures the change in z
per unit increase in x along this curve. That is,
fx(x0,y0) is just the slope of the curve at
(x0,y0). The geometrical interpretation of
fy(x0,y0) is analogous.
Exploration
Notes
- Functions of More than Two Variables
For g(x,y,z), the partial derivative gx(x,y,z) is calculated by
holding y and z constant and differentiating with respect to x.
The partial derivatives gy(x,y,z) and gz(x,y,z) are
calculated in an analagous manner.
- Higher-Order Partial Derivatives
For a function f(x,y), the partial derivatives ¶f / ¶x and ¶f / ¶y are themselves
functions of x and y, so we can take partial derivatives of them:
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fxx = |
¶ ¶x
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æ ç
è
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¶f ¶x
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ö ÷
ø
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= |
¶2 f ¶x2
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fxy = |
¶ ¶y
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æ ç
è
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¶f ¶x
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ö ÷
ø
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= |
¶2 f ¶y ¶x
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fyy = |
¶ ¶y
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æ ç
è
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¶f ¶y
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ö ÷
ø
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= |
¶2 f ¶y2
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fyx = |
¶ ¶x
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æ ç
è
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¶f ¶y
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ö ÷
ø
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= |
¶2 f ¶x ¶y
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| fxy and fyx are called mixed second-order partial
derivatives. If f, fx, fy, fxy, and fyx are continuous on an open region, then fxy = fyx at each point in the region, so the order in which the differentiation is done does not matter.
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Higher-order partial derivatives (e.g. fxxy) can also be
calculated. Using the subscript notation, the order of
differentiation is from left to right.
Key Concept
Consider a function f(x,y).
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fx(x,y) = rate of change of f with respect to x = |
lim
Dx ® 0
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f(x+Dx, y)- f(x,y) Dx
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fy(x,y) = rate of change of f with respect to y = |
lim
Dx ® 0
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f(x, y+Dx)- f(x,y) Dx
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To calculate fx(x,y), differentiate f with respect to x
holding y constant. Similarly, to calculate fy(x,y),
differentiate f with respect to y holding x constant.
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