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Programme 14: Partial differentiation 1

PROGRAMME 14

PARTIAL
DIFFERENTIATION
1

STROU Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
Small increments

STROU Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
Small increments

STROU Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
First partial derivatives
Second order partial derivatives

STROU Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
First partial derivatives

The volume V of a cylinder of radius r and height


h is given by:
V r 2h
If r is kept constant and h increases then V
increases. We can find the rate of change of V with
respect to h by differentiating with respect to h,
keeping r constant:
dV V
dh r 2 we write this as r2
r constant h
This is called the first partial derivative of V with
respect to h.

STROU Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
First partial derivatives

Similarly, if h is kept constant and r increases then again, V increases. We


can then find the rate of change of V by differentiating with respect to r
keeping h constant:

dV V
dr 2 rh we write this as 2 rh
h constant r

This is called the first partial derivative of V with respect to r.

STROU Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
First partial derivatives

If z(x, y) is a function of two real variables it possesses two first partial


derivatives.
One with respect to x,
z
obtained by keeping y fixed and
x
one with respect to y,
z
obtained by keeping x fixed.
y

All the usual rules for differentiating sums, differences, products,


quotients and functions of a function apply.

STROU Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
Second-order partial derivatives

The first partial derivatives of a function of two variables are each


themselves likely to be functions of two variables and so can themselves
be differentiated. This gives rise to four second-order partial derivatives:
z 2 z z 2 z
2
x x x y x yx
z 2 z z 2 z
2
y y y x y xy

If the two mixed second-order derivatives are continuous then they are
equal 2 z 2z

yx xy

STROU Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
Small increments

STROU Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
Small increments

STROU Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Small increments

If V = r2 h and r changes to r + r and h changes to h + h (r and h


being small increments) then V changes to V + V where:
V V ( r r ) 2 ( h h)
r 2 h r 2 h 2 r rh 2 r r h r h r h
2 2

V r 2 h 2 rh r 2 r h r r h r h
2 2

and so, neglecting squares and cubes of small quantities:


V 2 rh r r 2 h
That is:
V V
V r h
r h

STROU Worked examples and exercises are in the text


Programme 14: Partial differentiation 1
Learning outcomes

Find the first partial derivatives of a function of two real variables

Find the second-order partial derivatives of a function of two real variables

Calculate errors using partial differentiation

STROU Worked examples and exercises are in the text

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