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Lesson 19 (Section 15.3 and 15.5)
                 Partial Derivatives

                         Math 20


                     November 2, 2007


Announcements
   Problem Set 7 on the website. Due November 7.
   OH: Mondays 1–2, Tuesdays 3–4, Wednesdays 1–3 (SC 323)
   Prob. Sess.: Sundays 6–7 (SC B-10), Tuesdays 1–2 (SC 116)
Outline


   Partial Derivatives
      Motivation
      Definition
      Other Notations
      Worksheet


   Second derivatives
      Don’t worry about the mixed partials


   Marginal Quantities
Motivation


   Think back to your one-variable class. What do we use the
   derivative for?
Motivation


   Think back to your one-variable class. What do we use the
   derivative for?
Motivation


   Think back to your one-variable class. What do we use the
   derivative for?
       Slope of the tangent line at a point
Motivation


   Think back to your one-variable class. What do we use the
   derivative for?
       Slope of the tangent line at a point
       Instantaneous rate of change at a point
Motivation


   Think back to your one-variable class. What do we use the
   derivative for?
       Slope of the tangent line at a point
       Instantaneous rate of change at a point
       Best linear approximation near a point . . .
Motivation


   Think back to your one-variable class. What do we use the
   derivative for?
       Slope of the tangent line at a point
       Instantaneous rate of change at a point
       Best linear approximation near a point . . .
   What is the analogue of tangent line for a function of two (or
   more) variables?
Motivation


   Think back to your one-variable class. What do we use the
   derivative for?
       Slope of the tangent line at a point
       Instantaneous rate of change at a point
       Best linear approximation near a point . . .
   What is the analogue of tangent line for a function of two (or
   more) variables? It’s a plane in R3 (or hyperplane in Rn+1 ).
Motivation


   Think back to your one-variable class. What do we use the
   derivative for?
       Slope of the tangent line at a point
       Instantaneous rate of change at a point
       Best linear approximation near a point . . .
   What is the analogue of tangent line for a function of two (or
   more) variables? It’s a plane in R3 (or hyperplane in Rn+1 ). What
   is its “slope”?
Motivation


   Think back to your one-variable class. What do we use the
   derivative for?
       Slope of the tangent line at a point
       Instantaneous rate of change at a point
       Best linear approximation near a point . . .
   What is the analogue of tangent line for a function of two (or
   more) variables? It’s a plane in R3 (or hyperplane in Rn+1 ). What
   is its “slope”?
   Clearly, no single scalar can describe the slope. Just by looking at
   the traces which make the graph, however, we can see some
   “special” curves whose slopes might be significant.
Example
  Let f = f (x, y ) = 4 − x 2 − 2y 4 . Look at the point P = (1, 1, 1)
  on the graph of f .




                                                                     0
                                                                     -10
                                                                z
                                                                     -20
                                                                     -30
    -2                                                              -2
          -1                                               -1

                   0                               0
               y                                       x
                         1                  1
There are two interesting curves going through the point P:

         x → (x, 1, f (x, 1))         y → (1, y , f (1, y ))

Each of these is a one-variable function, so makes a curve, and has
a slope!
There are two interesting curves going through the point P:

          x → (x, 1, f (x, 1))                y → (1, y , f (1, y ))

Each of these is a one-variable function, so makes a curve, and has
a slope!

       d                         d
                                    2 − x2           = −2x|x=1 = −2.
          f (x, 1)          =
       dx                        dx
                      x=1                     x−1

      d                         d
                                   3 − 2y 4          = −8y 3          = −8.
         f (1, y )          =                                  y =1
      dy                        dx
                     y =1                     y =1

We see that the tangent plane is spanned by these two
vectors/slopes.
Upshot




  At a point on the graph of a function of several variables, there is
  more than one “slope” because there is more than one “curve”
  through the point. We can take a curve in each direction by
  (temporarily) fixing all the variables except one and treating that
  like a one-variable function. The derivative of that function is just
  one of the partial derivatives of f .
Definition
                                                                      ∂f    ∂f
Let f : Rn → R. We define the partial derivatives                      ∂x1 , ∂x2 ,   ...
∂f
∂xn at a point (a1 , a2 , . . . , an ) as

                                  f (a1 + h, a2 , . . . , an ) − f (a1 , a2 , . . . , an )
∂f
    (a1 , a2 , . . . , an ) = lim                                                          ,
∂x1                                                          h
                              h→0
                                  f (a1 , a2 + h, . . . , an ) − f (a1 , a2 , . . . , an )
∂f
    (a1 , a2 , . . . , an ) = lim                                                          ,
∂x2                                                          h
                              h→0
                       ...
                                  f (a1 , a2 , . . . , an + h) − f (a1 , a2 , . . . , an )
∂f
    (a1 , a2 , . . . , an ) = lim
∂xn                                                          h
                              h→0
Example
Let f (x, y ) = x 3 − 3xy 2 . Find its partial derivatives.
Example
Let f (x, y ) = x 3 − 3xy 2 . Find its partial derivatives.

Solution
                ∂f
When finding     ∂x ,   we hold y constant. So

                ∂f                 ∂
                   = 3x 2 − (3y 2 ) (x) = 3x 2 − 3y 2
                ∂x                 ∂x
Example
Let f (x, y ) = x 3 − 3xy 2 . Find its partial derivatives.

Solution
                ∂f
When finding     ∂x ,   we hold y constant. So

                ∂f                 ∂
                   = 3x 2 − (3y 2 ) (x) = 3x 2 − 3y 2
                ∂x                 ∂x
Similarly,
                         ∂f
                            = 0 − 3x(2y ) = −6xy
                         ∂y
Other Notations



         ∂f   ∂z                                   ∂f (x, y )
            =    =zx =zx =fx (x, y ) =f1 (x, y ) =
         ∂x ∂x                                        ∂x


         ∂f   ∂z                                   ∂f (x, y )
            =    =zy =zy =fy (x, y ) =f2 (x, y ) =
         ∂y ∂y                                        ∂y
Other Notations



           ∂f   ∂z                                   ∂f (x, y )
              =    =zx =zx =fx (x, y ) =f1 (x, y ) =
           ∂x ∂x                                        ∂x


           ∂f   ∂z                                   ∂f (x, y )
              =    =zy =zy =fy (x, y ) =f2 (x, y ) =
           ∂y ∂y                                        ∂y


   S&H prefer the numerical subscripts rather than variable names.
   Other authors have different preferences.
Worksheet Problems 1–4
Outline


   Partial Derivatives
      Motivation
      Definition
      Other Notations
      Worksheet


   Second derivatives
      Don’t worry about the mixed partials


   Marginal Quantities
Second derivatives
   If f (x, y ) is a function of two variables, each of its partial
   derivatives are function of two variables, and we can hope that
   they are differentiable, too. So we define the second partial
   derivatives.
                       ∂2f      ∂    ∂f
                              =           = fxx = f11
                       ∂x 2     ∂x   ∂x
                      ∂2f       ∂    ∂f
                              =           = fxy = f12
                     ∂y ∂x      ∂y   ∂x
                      ∂2f       ∂    ∂f
                              =           = fyx = f21
                     ∂x ∂y      ∂x   ∂y
                       ∂2f      ∂    ∂f
                              =           = fyy = f22
                       ∂y 2     ∂y   ∂y
Don’t worry about the mixed partials



   The “mixed partials” bookkeeping may seem scary. However, we
   are saved by:
   Theorem (Clairaut’s Theorem/Young’s Theorem)
   If f is defined near (a, b) and f12 and f21 are continuous at (a, b),
   then
                            f12 (a, b) = f21 (a, b).
Don’t worry about the mixed partials



   The “mixed partials” bookkeeping may seem scary. However, we
   are saved by:
   Theorem (Clairaut’s Theorem/Young’s Theorem)
   If f is defined near (a, b) and f12 and f21 are continuous at (a, b),
   then
                            f12 (a, b) = f21 (a, b).

   The upshot is that we needn’t worry about the ordering.
Example (Continued)
Let f (x, y ) = x 3 − 3xy 2 . Find the second derivatives of f .
Example (Continued)
Let f (x, y ) = x 3 − 3xy 2 . Find the second derivatives of f .

Solution
We have

                      f11 = (3x 2 − 3y 2 )x = 6x
                      f12 = (3x 2 − 3y 2 )y = −6y
                      f21 = (−6xy )x = −6y
                      f22 = (−6xy )y = −6x
Example (Continued)
Let f (x, y ) = x 3 − 3xy 2 . Find the second derivatives of f .

Solution
We have

                      f11 = (3x 2 − 3y 2 )x = 6x
                      f12 = (3x 2 − 3y 2 )y = −6y
                      f21 = (−6xy )x = −6y
                      f22 = (−6xy )y = −6x

Notice that f21 = f12 , as predicted by Clairaut (everything is a
polynomial here so there are no concerns about continuity). The
fact that f11 = −f22 is a coincidence.
Worksheet Problems 5–6
Outline


   Partial Derivatives
      Motivation
      Definition
      Other Notations
      Worksheet


   Second derivatives
      Don’t worry about the mixed partials


   Marginal Quantities
Marginal Quantities
   If a variable u depends on some quantity x, the amount that u
   changes by a unit increment in x is called the marginal u of x.
   For instance, the demand q for a quantity is usually assumed to
   depend on several things, including price p, and also perhaps
   income I . If we use a nonlinear function such as

                           q(p, I ) = p −2 + I

   to model demand, then the marginal demand of price is
                             ∂q
                                = −2p −3
                             ∂p
   Similarly, the marginal demand of income is
                                ∂q
                                   =1
                                ∂I
A point to ponder




   The act of fixing all variables and varying only one is the
   mathematical formulation of the ceteris paribus (“all other things
   being equal”) motto.

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Lesson 19: Partial Derivatives

  • 1. Lesson 19 (Section 15.3 and 15.5) Partial Derivatives Math 20 November 2, 2007 Announcements Problem Set 7 on the website. Due November 7. OH: Mondays 1–2, Tuesdays 3–4, Wednesdays 1–3 (SC 323) Prob. Sess.: Sundays 6–7 (SC B-10), Tuesdays 1–2 (SC 116)
  • 2. Outline Partial Derivatives Motivation Definition Other Notations Worksheet Second derivatives Don’t worry about the mixed partials Marginal Quantities
  • 3. Motivation Think back to your one-variable class. What do we use the derivative for?
  • 4. Motivation Think back to your one-variable class. What do we use the derivative for?
  • 5. Motivation Think back to your one-variable class. What do we use the derivative for? Slope of the tangent line at a point
  • 6. Motivation Think back to your one-variable class. What do we use the derivative for? Slope of the tangent line at a point Instantaneous rate of change at a point
  • 7. Motivation Think back to your one-variable class. What do we use the derivative for? Slope of the tangent line at a point Instantaneous rate of change at a point Best linear approximation near a point . . .
  • 8. Motivation Think back to your one-variable class. What do we use the derivative for? Slope of the tangent line at a point Instantaneous rate of change at a point Best linear approximation near a point . . . What is the analogue of tangent line for a function of two (or more) variables?
  • 9. Motivation Think back to your one-variable class. What do we use the derivative for? Slope of the tangent line at a point Instantaneous rate of change at a point Best linear approximation near a point . . . What is the analogue of tangent line for a function of two (or more) variables? It’s a plane in R3 (or hyperplane in Rn+1 ).
  • 10. Motivation Think back to your one-variable class. What do we use the derivative for? Slope of the tangent line at a point Instantaneous rate of change at a point Best linear approximation near a point . . . What is the analogue of tangent line for a function of two (or more) variables? It’s a plane in R3 (or hyperplane in Rn+1 ). What is its “slope”?
  • 11. Motivation Think back to your one-variable class. What do we use the derivative for? Slope of the tangent line at a point Instantaneous rate of change at a point Best linear approximation near a point . . . What is the analogue of tangent line for a function of two (or more) variables? It’s a plane in R3 (or hyperplane in Rn+1 ). What is its “slope”? Clearly, no single scalar can describe the slope. Just by looking at the traces which make the graph, however, we can see some “special” curves whose slopes might be significant.
  • 12. Example Let f = f (x, y ) = 4 − x 2 − 2y 4 . Look at the point P = (1, 1, 1) on the graph of f . 0 -10 z -20 -30 -2 -2 -1 -1 0 0 y x 1 1
  • 13. There are two interesting curves going through the point P: x → (x, 1, f (x, 1)) y → (1, y , f (1, y )) Each of these is a one-variable function, so makes a curve, and has a slope!
  • 14. There are two interesting curves going through the point P: x → (x, 1, f (x, 1)) y → (1, y , f (1, y )) Each of these is a one-variable function, so makes a curve, and has a slope! d d 2 − x2 = −2x|x=1 = −2. f (x, 1) = dx dx x=1 x−1 d d 3 − 2y 4 = −8y 3 = −8. f (1, y ) = y =1 dy dx y =1 y =1 We see that the tangent plane is spanned by these two vectors/slopes.
  • 15.
  • 16. Upshot At a point on the graph of a function of several variables, there is more than one “slope” because there is more than one “curve” through the point. We can take a curve in each direction by (temporarily) fixing all the variables except one and treating that like a one-variable function. The derivative of that function is just one of the partial derivatives of f .
  • 17. Definition ∂f ∂f Let f : Rn → R. We define the partial derivatives ∂x1 , ∂x2 , ... ∂f ∂xn at a point (a1 , a2 , . . . , an ) as f (a1 + h, a2 , . . . , an ) − f (a1 , a2 , . . . , an ) ∂f (a1 , a2 , . . . , an ) = lim , ∂x1 h h→0 f (a1 , a2 + h, . . . , an ) − f (a1 , a2 , . . . , an ) ∂f (a1 , a2 , . . . , an ) = lim , ∂x2 h h→0 ... f (a1 , a2 , . . . , an + h) − f (a1 , a2 , . . . , an ) ∂f (a1 , a2 , . . . , an ) = lim ∂xn h h→0
  • 18. Example Let f (x, y ) = x 3 − 3xy 2 . Find its partial derivatives.
  • 19. Example Let f (x, y ) = x 3 − 3xy 2 . Find its partial derivatives. Solution ∂f When finding ∂x , we hold y constant. So ∂f ∂ = 3x 2 − (3y 2 ) (x) = 3x 2 − 3y 2 ∂x ∂x
  • 20. Example Let f (x, y ) = x 3 − 3xy 2 . Find its partial derivatives. Solution ∂f When finding ∂x , we hold y constant. So ∂f ∂ = 3x 2 − (3y 2 ) (x) = 3x 2 − 3y 2 ∂x ∂x Similarly, ∂f = 0 − 3x(2y ) = −6xy ∂y
  • 21. Other Notations ∂f ∂z ∂f (x, y ) = =zx =zx =fx (x, y ) =f1 (x, y ) = ∂x ∂x ∂x ∂f ∂z ∂f (x, y ) = =zy =zy =fy (x, y ) =f2 (x, y ) = ∂y ∂y ∂y
  • 22. Other Notations ∂f ∂z ∂f (x, y ) = =zx =zx =fx (x, y ) =f1 (x, y ) = ∂x ∂x ∂x ∂f ∂z ∂f (x, y ) = =zy =zy =fy (x, y ) =f2 (x, y ) = ∂y ∂y ∂y S&H prefer the numerical subscripts rather than variable names. Other authors have different preferences.
  • 24.
  • 25.
  • 26. Outline Partial Derivatives Motivation Definition Other Notations Worksheet Second derivatives Don’t worry about the mixed partials Marginal Quantities
  • 27. Second derivatives If f (x, y ) is a function of two variables, each of its partial derivatives are function of two variables, and we can hope that they are differentiable, too. So we define the second partial derivatives. ∂2f ∂ ∂f = = fxx = f11 ∂x 2 ∂x ∂x ∂2f ∂ ∂f = = fxy = f12 ∂y ∂x ∂y ∂x ∂2f ∂ ∂f = = fyx = f21 ∂x ∂y ∂x ∂y ∂2f ∂ ∂f = = fyy = f22 ∂y 2 ∂y ∂y
  • 28.
  • 29. Don’t worry about the mixed partials The “mixed partials” bookkeeping may seem scary. However, we are saved by: Theorem (Clairaut’s Theorem/Young’s Theorem) If f is defined near (a, b) and f12 and f21 are continuous at (a, b), then f12 (a, b) = f21 (a, b).
  • 30. Don’t worry about the mixed partials The “mixed partials” bookkeeping may seem scary. However, we are saved by: Theorem (Clairaut’s Theorem/Young’s Theorem) If f is defined near (a, b) and f12 and f21 are continuous at (a, b), then f12 (a, b) = f21 (a, b). The upshot is that we needn’t worry about the ordering.
  • 31. Example (Continued) Let f (x, y ) = x 3 − 3xy 2 . Find the second derivatives of f .
  • 32. Example (Continued) Let f (x, y ) = x 3 − 3xy 2 . Find the second derivatives of f . Solution We have f11 = (3x 2 − 3y 2 )x = 6x f12 = (3x 2 − 3y 2 )y = −6y f21 = (−6xy )x = −6y f22 = (−6xy )y = −6x
  • 33. Example (Continued) Let f (x, y ) = x 3 − 3xy 2 . Find the second derivatives of f . Solution We have f11 = (3x 2 − 3y 2 )x = 6x f12 = (3x 2 − 3y 2 )y = −6y f21 = (−6xy )x = −6y f22 = (−6xy )y = −6x Notice that f21 = f12 , as predicted by Clairaut (everything is a polynomial here so there are no concerns about continuity). The fact that f11 = −f22 is a coincidence.
  • 35.
  • 36. Outline Partial Derivatives Motivation Definition Other Notations Worksheet Second derivatives Don’t worry about the mixed partials Marginal Quantities
  • 37. Marginal Quantities If a variable u depends on some quantity x, the amount that u changes by a unit increment in x is called the marginal u of x. For instance, the demand q for a quantity is usually assumed to depend on several things, including price p, and also perhaps income I . If we use a nonlinear function such as q(p, I ) = p −2 + I to model demand, then the marginal demand of price is ∂q = −2p −3 ∂p Similarly, the marginal demand of income is ∂q =1 ∂I
  • 38. A point to ponder The act of fixing all variables and varying only one is the mathematical formulation of the ceteris paribus (“all other things being equal”) motto.