MES 3 Week 4

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Mathematics for Engineers

and Scientists 3
Partial Differentiation
 Reminder of derivatives of functions of a single variable.
 For any function y = f(x) , the gradient at x is given by

 The gradient of the curve is written . The process of


finding from f(x) is called differentiation or finding
the derivative.
 Example 1. Let . Find .

 Example 2. Given that . Find .


 Example 3. Find .

 Example 4. Let Find .


 Example 5. A particle moves along a line in
such a way that its coordinate
 at time is . Find the instantaneous velocity in

the direction.
Partial derivatives of functions of
two variables
 If we define , then is a function of two
variables, namely and .
 Let’s consider the volume of box with sides

and :

 Then is a function of three variables.


 Example 1. Consider the function of two
variables given by
 We might be interested in how rapidly this

varies as either or changes. In particular, we


can regard as fixed to determine a derivative
of with respect to .
 Similarly, we can regard as fixed to

determine a derivative of with respect to . We


then get the two partial derivatives
 and .
 Note the use of the different style “d”, , when
we take partial derivatives.

 is calculated by regarding y as a constant


and using the normal rules of differentiation
to differentiate with respect to x;
 is calculated by regarding x as a constant

and using the normal rules of differentiation


to differentiate with respect to y.
 Example 2. Consider the function of two
variables given by .
 Find and .
 For a function of x and y, we might visualise its
graph as a surface in three-dimensional space. is
then the slope of this surface in the x direction
(broken line in the figure below), while is the
slope in the y direction (dotted line).
 Example 3. Find and , where
 .
Higher-order partial derivatives
 As with ordinary differentiation we can do
repeated differentiation, taking derivatives of
 derivatives, to get higher-order derivatives.
 Example 4. For the function

compute the second-order partial derivatives.


 Generally, .

 Example 5. Let .
 Verify that .
 Show that .
 Example 6. Given that . Find .
Directional Derivatives
 The value of at a point (a, b) gives the
gradient of in the x-direction at (a, b).
 Similarly, the value of at a point (a, b) gives

the gradient of in the y-direction


 at (a, b).
 If we require the gradient m of f(x, y) at a
point (x, y) in a direction to the x-axis
 (measured in the anti-clockwise direction) we

can use the expression


 .
 Example 7. Consider the Rosenbrock’s
function .
 Evaluate the gradient of in the -direction

and the y-direction at , at at an angle of


to the x-axis, and at at an angle of to the
x-axis in the clockwise direction.
 Example 1 . Find the directions in which the
directional derivative of at the point has the
value .

 Example 2. Find the gradient of the function


at the point at an angle of to the x-axis .
Using the chain rule to find
derivatives
 Example 3. Suppose and . Compute .

 Example 4. Suppose that , where and . Find .


 Example 5. Suppose , where . Find and .

 Example 6. Given that ,


 . Find and .
 Example 7. Suppose ,
 and . Find and .

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