Prog 14 Partial Differentiation 1

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Programme 14: Partial differentiation 1

PROGRAMME 14

PARTIAL
DIFFERENTIATIO
N1

STROUD Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
Small increments

STROUD Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
Small increments

STROUD Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
First partial derivatives
Second order partial derivatives

STROUD 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.

STROUD 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.

STROUD 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.

STROUD 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
   
x  x  x 2 y  x  yx
  z   2 z   z   2 z
  2  
y  y  y x  y  xy

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

yx xy

STROUD Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
Small increments

STROUD Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Partial differentiation
Small increments

STROUD Worked examples and exercises are in the text


Programme 14: Partial differentiation 1

Small increments

If V = π r2 h and r changes to r + δr and h changes to h + δh (δr and δh


being small increments) then V changes to V + δV 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

STROUD 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

STROUD Worked examples and exercises are in the text

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