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In multivariable calculus, a partial derivative of a function measures the rate of change of the function with respect to one of its variables, while all other variables are held constant. Partial derivatives are essential in studying functions of several variables and have wide applications in physics, engineering, economics, statistics, and machine learning.
A partial derivative of a function of several variables is its derivative with respect to one of those variables, with all other variables held constant. For a function f(x,y), the partial derivative with respect to x, denoted as ∂f/∂x, measures the rate at which f changes as x changes, while y remains fixed.
The most common notation for partial derivatives includes ∂f/∂x and fx for the partial derivative of f with respect to x.
To calculate a partial derivative:
Example:
For the function f(x, y) = x2y+3xy2:
The partial derivative with respect to x is:
∂f/∂x = 2xy+3y2
The partial derivative with respect to y is:
∂f/∂y = x2 + 6xy
Partial derivatives of a given function of higher order are obtained when the function is differentiated successively with respect to one or more variables. If there are two independent variables, say x and y, in a function, f(x,y), then the second order partial derivatives are:
Example: For f(x,y)=sin(xy), the second-order partial derivatives are:
Computing partial derivatives involves systematic application of differentiation rules:
Example: For the function f(x,y,z)=exy ⋅z3 :
Some examples of multivariable functions or functions of several variables are:
1. f(x, y) = x2 + y
2. f(x, y, z) = x - 3y + 4z
To understand this better, let us compare with single-variable functions.
Consider z = f(x, y) on the 3D plane and pass a plane y = b.
Taking the limit as Δx → 0:
Steps to calculate partial derivative of a given function :
Example: z = x2 + y2 + 3xy
Here, for the given function, we calculate the two partial derivatives as follows :
Case 1: Differentiating with respect to 'x' by treating 'y' as constant i.e.
z = x2 + y2 + 3xy
∂z/∂x = 2x + 0 + 3y
∂z/∂x = 2x + 3y
Case 2: Differentiating with respect to 'y' by treating 'x' as constant i.e.
z = x2 + y2 + 3xy
∂z/∂y = 0 + 2y + 3x
∂z/∂y = 2y + 3x
Similar to the computation of second-order derivatives for functions of single variables, we can compute the same for functions of several variables.
For an example we consider the same function z = x2 + y2 + 3xy.
Case 1: We differentiate again with respect to 'x'
∂z/∂x = 2x + 3y
∂2z/∂x2 = 2
Case 2: We differentiate again with respect to 'y'
∂z/∂y = 2y + 3x
∂2z/∂y2 = 2
Case 3: We differentiate again with respect to 'y'
∂z/∂x = 2x + 3y
∂2z/∂x∂y = 3
Case 4: We differentiate again with respect to 'x'
∂z/∂y = 2y + 3x
∂2z/∂y∂x = 3
Partial derivatives are widely used in various engineering disciplines to solve problems involving multiple variables:
Basic partial differentiation: Given f(x,y) = x2y + 3xy2, find ∂f/∂x and ∂f/∂y.
Solution:
∂f/∂x = 2xy + 3y2 (treat y as a constant)
∂f/∂y = x2 + 6xy (treat x as a constant)
Higher-order partial derivatives: For f(x,y) = x3y2 + 2xy, find ∂²f/∂x², ∂²f/∂y², and ∂²f/∂x∂y.
Solution:
∂f/∂x = 3x2y2 + 2y
∂²f/∂x² = 6xy2
∂f/∂y = 2x3y + 2x
∂²f/∂y² = 2x3
∂f/∂x = x3y2 + 2y
∂²f/∂x∂y = 6xy2 + 2
Chain rule for partial derivatives: If z = f(x,y) where x = r cos θ and y = r sin θ, express ∂z/∂r and ∂z/∂θ in terms of ∂z/∂x and ∂z/∂y.
Solution:
∂z/∂r = (∂z/∂x)(∂x/∂r) + (∂z/∂y)(∂y/∂r)
= (∂z/∂x)(cos θ) + (∂z/∂y)(sin θ)
∂z/∂θ = (∂z/∂x)(∂x/∂θ) + (∂z/∂y)(∂y/∂θ)
= (∂z/∂x)(-r sin θ) + (∂z/∂y)(r cos θ)
Implicit differentiation: Given x2 + y2 + z2 = 1, find ∂z/∂x and ∂z/∂y.
Solution:
Differentiate with respect to x:
2x + 2y(∂y/∂x) + 2z(∂z/∂x) = 0
∂z/∂x = -x/z
Differentiate with respect to y:
2y + 2x(∂x/∂y) + 2z(∂z/∂y) = 0
∂z/∂y = -y/z
Gradient:
Find the gradient of f(x,y,z) =. 2x2 y+ yz3 - 3xz
Solution:
∇f = (∂f/∂x, ∂f/∂y, ∂f/∂z)
= (4xy - 3z, 2x2 + z3, 3yz2 - 3x)
Directional derivative: For f(x, y) = x2 + 2xy + y2, find the directional derivative at (1, 2) in the direction of u = (3/5, 4/5).
Solution:
∇f = (2x + 2y, 2x + 2y)
At (1,2): ∇f = (6, 6)
Directional derivative = ∇f · u
= (6, 6) · (3/5, 4/5)
= (6 * 3/5) + (6 * 4/5)
= 18/5 + 24/5
= 42/5 = 8.4
Partial differential equation: Verify that u(x, t) = e(-at) sin(x) is a solution to the heat equation ∂u/∂t = k(∂²u/∂x²).
Solution:
∂u/∂t = -ae(-at) sin(x)
∂u/∂x = e(-at)cos(x)
∂²u/∂x² = -e(-at) sin(x)
Substituting into the heat equation:
-ae(-at) sin(x) = k(-e(-at)sin(x))
This is true if a = k, verifying the solution.
Laplacian: Find the Laplacian of f(x,y,z) = x2y + yz2 + xz.
Solution:
∇²f = ∂²f/∂x² + ∂²f/∂y² + ∂²f/∂z²
∂²f/∂x² = 2y
∂²f/∂y² = 0
∂²f/∂z² = 2y
∇²f = 2y + 0 + 2y = 4y
Question 1: Find df/dx and df/dy for f(x, y) = x2y3 + 4xy + ey
Question 2: Find the Laplacian ∇2g for g(x, y, z) = x2y + eyz+z3
Question 3: Given the implicit relation x2y + y3 + z3 = 6 treating z as a function z(x, y) find ∂z/∂x and ∂z/∂y.
Question 4: Compute the directional derivative of f at the point (1,−1,2) in the direction of the vector v = (2, −1, 2).