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Partial derivatives

Summary

Functions of two variables

  • f is a function of two variables and (x,y) is in the domain of f .

fx(x,y)=lim

  • is called the partial derivative of f with respect to x at \left( x,y \right) (assuming that the limit exists)
  • Similarly,

f'_y\left( x,y \right)=\lim_{h→0} \frac{f\left( x,y+h \right)-f\left( x,y \right)}{h}

  • is called the partial derivative of f with respect to y at \left( x,y \right) (assuming that the limit exists)
  • If both partial derivatives f'_x\left( x,y \right) and f'_y\left( x,y \right) exists and are continuous close to (x,y) then f is differentiable at (x,y) . (This is not the formal definition of differentiability but a sufficient condition that is easier to check).

Functions of n variables

  • If f is a function of n variables and if x_0=\left( x_1,⋯,x_n \right) is in the domain of f and the limit

\lim_{h→0} \frac{f\left( x_1,⋯,x_i+h,⋯,x_n \right)-f\left( x_1,⋯,x_n \right)}{h}

  • exists then the limit is called the partial derivative of f with respect to x_i at x denoted by f'_i(x) .
  • If f is a function of n variables then the n×1 column vector

\begin{pmatrix} f'_1(x) \\ f'_2(x) \\ \vdots \\ f'_n(x) \end{pmatrix}

  • is called the gradient of f denoted by ∇f(x) .