Partial derivatives, rough introduction

Summary

  • \(f\) is a real-valued function of two real variables , \(c\)
  • The partial derivative of \(f\) with respect to \(x\) , denoted by \(f'_x\left( x,y \right)\) , can be calculated as the ordinary derivative of \(f\) as a function of \(x\) while temporarily treating \(y\) as a constant.
  • The partial derivative of \(f\) with respect to \(y\) , denoted by \(f'_y\left( x,y \right)\) , can be calculated as the ordinary derivative of \(f\) as a function of \(y\) while temporarily treating \(x\) as a constant.
  • Example: \(f\left( x,y \right)=x^2y^2\)
    • \(f'_x\left( x,y \right)=2xy^2\)
    • \(f'_y\left( x,y \right)=2x^2y\)
  • Alternative notation for \(f'_x\left( x,y \right)\) :

\[ \frac{∂f\left( x,y \right)}{∂x} \; \mathrm{or} \; \frac{∂}{∂x}f\left( x,y \right) \; \mathrm{or} \; \frac{∂z}{∂x}\]

  • Alternative notation for \(f'_y\left( x,y \right)\) :

\[ \frac{∂f\left( x,y \right)}{∂y} \; \mathrm{or} \; \frac{∂}{∂y}f\left( x,y \right) \; \mathrm{or} \; \frac{∂z}{∂y}\]

  • \(z=f\left( x,y \right)\) and \(y\) is constant ( \(Δy=0\) ). If \(x\) increases by a small value \(Δx\) then \(z\) will increase by approximately

\[Δz≈f'_x\left( x,y \right)Δx\]

  • \(f'_x\left( x,y \right)\) is the approximate increase in \(z\) if \(x\) increases by 1 unit while \(y\) is held constant.
  • \(z=f\left( x,y \right)\) and \(x\) is constant ( \(Δx=0\) ). If \(y\) increases by a small value \(Δy\) then \(z\) will increase by approximately

\[Δz≈f'_y\left( x,y \right)Δy\]

  • \(f'_y\left( x,y \right)\) is the approximate increase in \(z\) if \(y\) increases by 1 unit while \(x\) is held constant.
  • \(z=f\left( x,y \right)\) . If \(x\) increases by a small value \(Δx\) and \(y\) increases by a small value \(Δy\) then \(z\) will increase by approximately

\[Δz≈f'_x\left( x,y \right)Δx+f'_y\left( x,y \right)Δy\]

  • Second partial derivatives:
    • The partial derivative of \(f'_x\left( x,y \right)\) with respect to \(x\) is denoted by \(f_{xx}^{''}\left( x,y \right)\) or

\[ \frac{∂^2f\left( x,y \right)}{∂x^2}\]

    • The partial derivative of \(f'_x\left( x,y \right)\) with respect to \(y\) is denoted by \(f_{xy}^{''}\left( x,y \right)\) or

\[ \frac{∂^2f\left( x,y \right)}{∂x∂y}\]

    • The partial derivative of \(f'_y\left( x,y \right)\) with respect to \(x\) is denoted by \(f_{yx}^{''}\left( x,y \right)\) or

\[ \frac{∂^2f\left( x,y \right)}{∂y∂x}\]

    • The partial derivative of \(f'_y\left( x,y \right)\) with respect to \(y\) is denoted by \(f_{yy}^{''}\left( x,y \right)\) or

\[ \frac{∂^2f\left( x,y \right)}{∂y^2}\]

    • If \(f\) is a smooth function then the mixed partial derivatives are equal, \(f_{xy}^{''}\left( x,y \right)=f_{yx}^{''}\left( x,y \right)\) , or,

\[ \frac{∂^2f\left( x,y \right)}{∂x∂y}= \frac{∂^2f\left( x,y \right)}{∂y∂x}\]

    • This is called the Young's theorem (or the Clairaut's theorem or the equality of mixed partials).