MSM1Aa CALCULUS: PARTIAL DIFFERENTIATION

1. Functions of Two Real Variables

Definition 1.1. The Cartesian product of two sets X and Y is the set of all ordered
pairs

X Y = (x, y) : x X, y Y .
We write R2 for R R.
Definition 1.2. A real valued function of two real variables is a function from some
subset of R2 to R.
Remark.
We often write f : R2 R.
If f is a real-valued function
of two real variables, then we usually write
z = f (x, y) instead of z = f (x, y) .
The variables x and y are the independent variables. The variable z is the
dependent variable.
Definition 1.3. Let f : R2 R be a function of the two variables x and y.
The first partial derivative of the function f with respect to x is defined to be
f (x + h, y) f (x, y)
f
= lim
x h0
h
provided this limit exists.
The first partial derivative of the function f with respect to y is defined to be
f (x, y + h) f (x, y)
f
= lim
x h0
h
provided this limit exists.

f
x
Remark.
This is not a fraction, in particular
6= 1
.
x
f
Note the curly used instead of d.
If z = f (x, y) then the following different notations are all used to denote the
partial derivative of f with respect to x:
f z
,
,
f (x, y), fx , zx , f1 , D1 f (for the 1st variable).
x x x
If z = f (x, y) then the following different notations are all used to denote the
partial derivative of f with respect to y:
f z
,
,
f (x, y), fy , zy , f2 , D2 f (for the 2nd variable).
y y y
1

MSM1AA CALCULUS: PARTIAL DIFFERENTIATION

f
(a, b) measures the rate of change of the function f when x = a and y = b
x
f
in the x-direction:
(a, b) measures the rate of change in the y-direction.
y

Fact. To calculate the partial derivatives:

f
(1) The function
is obtained by differentiating f (x, y) with respect to x treatx
ing y as a constant.
f
(2) The function
is obtained by differentiating f (x, y) with respect to y treaty
ing x as a constant.
(3) All of the techniques of differentiation of a function of one variable maybe used
except the inverse function rule, as long as when differentiating with respect
to one variable, you keep the others constant.
1.1. Second and Higher Order Partial Derivatives. Since the partial derivative
of a function of several variables is again a function of several variables we can take
further partial derivatives, if they exist
Pure second order partial derivatives:


2f
f
=
= fx x = fxx = f11
2
x
x x


2f
f
=
= fy y = fyy = f22
2
y
y y
Mixed second order:

2f
f
=
= fy x = fyx = f21
xy
x y


2f
f
=
= fx y = fxy = f12
yx
y x

Note the order of the x and y (1 and 2) in the f sub notation.

We can carry on with this notation: for example, if w = f (x, y), then

5w
=
w = fxyyxy = f12212
2
yxy x
y x y y x
Fact. Let f be a reasonable function of two real variables. Then the mixed partial
differentiation of f are equal, i.e. fxy = fyx .
In fact, for most functions f (x, y) of two independent real variables x and y that
we come across,
m+n f
xm y n
may be used to denote the result of carrying out m partial differentiations with respect
to x and n partial differentiations with respect to y, in any order.

MSM1Aa CALCULUS: PARTIAL DIFFERENTIATION

2. Partial Derivatives of Functions of n Independent variables

The Cartesian Product of n sets X1 , , Xn is the set of all ordered n-tuples

X Xn = (x1 , , xn ) : xi Xi , i 6 n .
n times

z
}|
{
We write Rn for R R.
A function from some subset of Rn to R is called a real valued function of n
(or several) real variables.
If f is a real-valued
function

of n real variables, then we usually write f (x1 , , xn )

instead of f (x1 , , xn ) .
The variables xi are the independent variables.
If f : Rn R is a function of the variables x1 , , xn , then the first partial
derivative of a f with respect to xj is defined to be

f
f (x, . . . , xj + h, . . . , xn ) f (x1 , . . . , xj , . . . , xn )
= lim
xj h0
h
provided this limit exists.
If f is a function of n independent real variables x1 , x2 , . . . , xn , where n 2,
the partial derivative of f with respect to xi is obtained by differentiating f
with respect to xi treating the other n1 variables x1 , x2 , . . . , xi1 , xi+1 , . . . , xn
as constants.
f
w
We write
or fxi . If w = f (x1 , x2 . . . , xn ), then we may write
or wxi .
xi
xi
Partial derivatives of higher order than the first for a function of n independent
real variables are defined in the obvious way.

MSM1AA CALCULUS: PARTIAL DIFFERENTIATION

3. Polar Coordinates
A point in two dimensions can be thought of as lying at the corner of a rectangle
(Cartesian) or on a circle (polar).

Cartesian Co-ordinates in Two Dimensions: A point P in R2 may be

specified by two Cartesian co-ordinates, (x, y), where < x, y < .
Polar Co-ordinates in Two Dimensions: A point P = (x, y) in R2 may
be specified by two polar co-ordinates, (r, ), where r > 0 is the distance from
P to the origin (also called the pole), and is the angle in radians that the
line OP makes with the positive x-axis (also called the initial ray or polar
axis).
is measured in radians in the positive, anti-clockwise direction and, usually,
r is taken to be positive.
Note that the point (r, ) is the same as the point (r, + 2k) for any k Z.
For this reason we sometimes restrict to the range [0, 2) or [, ).
Strictly speaking, we cannot define polar coordinates for the pole O: although
r = 0, the angle is not defined. The fact that the pole is an exceptional
point causes no real difficulties in practice.
Adams uses square brackets to denote a set of polar coordinates for a point
to distinguish them from the Cartesian coordinates of the point. This is,
however, somewhat unusual and is not done by many mathematicians.
Two dimensional Cartesian and polar co-ordinates are related as follows:
x = r cos
r 2 = x2 + y 2

y = r sin
y
tan =
x

Chris Good, Nov. 07