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ITT10BT
Partial di↵erentiation
So we write
T = T (x, t),
i.e. T is a function of the two independent variables: x and t.
Example 3.2. (More abstractly), suppose that a function f is defined as
f (x, y) = x2 + 3y 2 ,
then the value of f is determined by every possible pair (x, y), so if (x, y) = (0, 2) then
f (0, 2) = 02 + 3 ⇥ 22 = 12.
28
CHAPTER 3. PARTIAL DIFFERENTIATION 29
Definition 3.1. Suppose f is a function of two independent variables x and y, then the
partial derivative of f (x, y) w.r.t x is defined as
@f f (x + x, y) f (x, y)
= fx = lim .
@x x!0 x
Similarly, the partial derivative of f (x, y) w.r.t y is
@f f (x, y + y) f (x, y)
= fy = lim .
@y y!0 y
But. . . there’s a shortcut! If you want fx , say, then just pretend that y is a constant and
di↵erentiate with respect to x only. Similarly, when you want fy , simply pretend that x is
constant and go ahead with di↵erentiating with respect to y only. And yes, this lets you
use (most) of the tricks we have from Chapter 1!
f (x, y) = x2 + 3y 2 ,
Figure 3.2: Plots showing how temperature T varies with respect to t and to x separately.
@T
a In the top graph of Figure 3.2, @t is the rate of change of T with time at a fixed distance x.
@T
b In bottom graph of the same figure, @x is the rate of change of T with distance x at
a particular instance in time.
Recall that
d 1 1
tan u =
du 1 + u2
CHAPTER 3. PARTIAL DIFFERENTIATION 31
You can di↵erentiate the first partial derivatives again to obtain second partial derivatives.
✓ ◆
@ @f @2f
fxx = =
@x @x @x2
✓ ◆
@ @f @2f
fyy = =
@y @y @y 2
✓ ◆
@ @f @2f
fxy = =
@y @x @y@x
✓ ◆
@ @f @2f
fyx = =
@x @y @x@y
Example 3.8. For the function
✓ ◆
1 x
f = tan ,
y
we are given that
y x
fx = , fy = .
x2 + y 2 x2 + y 2
We calculate fxx by treating y as constant and applying the quotient rule:
@ @ y
fxx = [fx ] =
@x @x x + y 2
2
0 y(2x) 2xy
= 2 2 2
= .
(x + y ) (x + y 2 )2
2
In a similar fashion,
@ @ x
fyy = [fy ] =
@y @y x2 + y 2
0 ( x)(2y) 2xy
= 2 2 2
= 2
(x + y ) (x + y 2 )2
and
@ @ y
fxy = [fx ] =
@y @y x + y 2
2
2 2
(x + y ) y(2y)
=
(x2 + y 2 )2
x2 + y 2 2y 2 x2 y 2
= = .
(x2 + y 2 )2 (x2 + y 2 )2
And finally,
@ @ x
fyx = [fy ] =
@x @x x + y 2
2
(x2 + y 2 )( 1) ( x)(2x)
=
(x2 + y 2 )2
x2 y 2
= = fxy .
(x2 + y 2 )2
CHAPTER 3. PARTIAL DIFFERENTIATION 33
Fact: If fx , fy , fxy and fyx are continuous (i.e. doesn’t ’jump’) at (x, y), then fxy = fyx ,
i.e. fyx = fxy holds for any f .
i.e.
fxyy = fyxy = fyyx
so the order does not matter.
Example 3.10 (Exam Question 2004). a) Verify that f (x, y) = e (1+a2 )x cos ay is a
solution of the equation
@f @2f
= f.
@x @y 2
Solution: First compute the required derivatives
@f (1+a2 )x
= (1 + a2 )e cos ay
@x
@f (1+a2 )x
= ae sin ay
@y
@2f (1+a2 )x
= a2 e cos ay
@y 2
RHS = fyy f
2 (1+a2 )x (1+a2 )x
= a e cos ay e cos ay
2 (1+a2 )x
= (1 + a )e cos ay = LHS.
i.e
d
(f (2x)) = 2f 0 (2x).
dx
Also consider
@
(sin xy) = y cos xy,
@x
and therefore
@
(f (xy)) = yf 0 (xy).
@x
Hence returning to the example,
2⇠ ⇠⇠ 2⇠ ⇠⇠ = g(x, y) = RHS,
xy⇠
LHS = yf (xy) + ⇠ f 0 (xy) xy⇠
⇠ f 0 (xy)
as required.