Functions of Several Variables

Dr. Alpesh M. Dhorajia

Birla Institute of Technology and Science,
K K Birla Goa Campus.

Partial Derivatives

First Partial Derivatives

First Partial Derivatives of f(x, y)
Suppose f(x, y) is a function of two variables x and y.
Then, the first partial derivative of f with respect to x
at the point (x, y) is

f
f ( x h, y ) f ( x , y )
lim
x h0
h
provided the limit exists.
The first partial derivative of f with respect to y at the
point (x, y) is
f
f ( x, y k ) f ( x, y )
lim
y k 0
k
provided the limit exists.

Second Order Partial Derivatives

The first partial derivatives fx(x, y) and fy(x, y) of a function

f(x, y) of two variables x and y are also functions of x and y.

As such, we may differentiate each of the functions fx and
fy to obtain the second-order partial derivatives of f.

Second Order Partial Derivatives

Differentiating the function fx with respect to x leads to the

second partial derivative

2 f

f xx 2 ( f x )
x
x
But the function fx can also be differentiated with respect

to y leading to a different second partial derivative

2 f

f xy
( fx )
yx y

Second Order Partial Derivatives

Similarly, differentiating the function fy with respect to y

leads to the second partial derivative

2 f

f yy 2 ( f y )
y
y
Finally, the function fy can also be differentiated with

respect to x leading to the second partial derivative

2 f

f yx
( fy)
xy x

Second Order Partial Derivatives

Thus, four second-order partial derivatives can be

obtained of a function of two variables:

f
x

f 2 f
2
x x x

f 2 f

y x yx

f 2 f

x y xy

f
y

f 2 f
2

y y y

2 f
2 f

yx xy
When both are
continuous

Examples
Find the second-order partial derivatives of the function

f ( x, y ) x 3 3x 2 y 3xy 2 y 2
Solution
First, calculate fx and use it to find fxx and fxy:

3
f x ( x 3x 2 y 3xy 2 y 2 )
x
3x 2 6 xy 3 y 2

f xx (3x 2 6 xy 3 y 2 )
x

f xy (3x 2 6 xy 3 y 2 )
y

6x 6 y

6 x 6 y

6( x y )

6( y x)

Examples
Find the second-order partial derivatives of the function

f ( x, y ) x 3 3x 2 y 3xy 2 y 2
Solution
Then, calculate fy and use it to find fyx and fyy:

3
f y ( x 3x 2 y 3xy 2 y 2 )
y
3x 2 6 xy 2 y

f yx ( 3x 2 6 xy 2 y )
x

f yy ( 3x 2 6 xy 2 y )
y

6 x 6 y

6x 2

6( y x)

2(3x 1)

Let

x2 y 2
, ( x, y ) (0, 0)
xy 2
f ( x, y )
x y2
0, ( x, y ) (0, 0)

find f xy and f yx at (0,0). Check whether f xy f yx

?
How to find f x ? Can we find directly? (why not?)
We have to use the definition:
f x ( x, y k ) f x ( x, y )
f x (0, 0 k ) f x (0, 0)
f xy lim
lim
k 0
k 0
k
k
At (x,y) = (0,0) f x (0, 0) lim f (h, 0) f (0, 0) lim 0 0 0
h 0
h 0
h
h
h2 k 2
hk 2
2
f (h, k ) f (0, k )
h

k
f x (0, k ) lim
lim
k
h 0
h

0
h
h

We have at (0,0)

f xy

f x (0, k ) f x (0, 0)
k 0
lim
lim
1
k 0
k 0
k
k

Similarly f yx at (0,0) is = 1.
Therefore at (0,0) f xy f yx at (0,0).
Question: Are the both f xy and f yx are continuous?
Verify using directly computing !!!

Consider
sin 2 ( x y)
, ( x, y ) (0, 0)

f ( x, y ) | x | | y |
0, ( x, y) (0, 0)

Find

f x and f y at (0,0) if it exist.

f (0 + h,0) - f (0,0)
f x (0,0) = lim
ho
h
sin 2 h
-0
sin 2 h
|h|
= lim
= lim
h0
h0 h | h |
h

Does this limit exists? (Ans: No.) Why?

Similarly, f y at (0,0) . ?

Show that none of the partial derivatives exist at (0,0)

although the function is continuous at (0,0).

x sin(1/ x) y sin(1/ y ), x 0, y 0,
x sin(1/ x), x 0, y 0

f ( x, y )
y sin(1/ y ), y 0, x 0
0, ( x, y ) (0, 0)

By definition
f x (0, 0) lim
h 0

lim sin
h 0

f (0 h, 0) f (0, 0)
lim
h 0
h

1
0
h
h

h sin

1
................?
h

Similarly,
f y (0, 0) lim
k 0

lim
k 0

f (0, 0 k ) f (0, 0)
f (0, k ) f (0, 0)
lim
k 0
k
k

1
0
1
k
lim sin ..............?
k 0
k
k

k sin

Continuity of function at (0,0).

x 0, y 0,( x, y) (0,0).
If

1
1
| f ( x, y ) f (0, 0) || x sin y sin 0 |
x
y
1
1
2
2
| x sin | | y sin || x | | y | 2 x y
x
y

Take
2 .
Similarly: if x 0, y 0 and x 0, y 0 limit exist.

Give an example of a function in two variables such

that

(1)

(2)

(3)

Function is continuous but partial derivatives does

not exist.
Both partial derivatives are exist but the function is
not continuous.
Mixed partial derivatives are not equal.

Differentiability of Functions of two variables

Recall the definition of derivative in one variable

case:

f ( x h) f ( x )
lim
f ' ( x)
h 0
h

i.e.

f ( x h) f ( x) hf ' ( x)
lim
0
h 0
h

Definition: Let f : D R be a function of two variables

and is said to be differentiable at (x,y) if there exist a
pair (a ,a ) such that
1

lim

(h,k )(0,0)

f (x + h, y + k) - f (x, y) - a1h - a 2 k
h2 + k 2

=0

What is (1 , 2 ) if f is a differentiable function?

Since f is differentiable

lim

f ( x h, y k ) f ( x, y ) 1h 2k
h2 k 2

( h , k ) (0,0)

If we choose a path (h,0) tending to (0,0), then

lim

f ( x h, y ) f ( x, y ) 1h 2 0

( h , k ) (0,0)

i.e.

f
1
x

h 0

and similarly

f
y

If f is differentiable then df 1dx 2 dy is called the

total derivative of f(x,y).

(1)

(2)

To check given function is differentiable at (x , y)

f
x

and

lim

( h , k ) (0,0)

f
y

should exist.

f ( x h, y k ) f ( x, y ) hf x kf y
h2 k 2

0.

f ( x, y) x 2 y 2 to show f is differentiable at

Consider
every points (x , y).
Clearly f 2 x and
x

To show

lim

lim

h k
2

0.

( x h) 2 ( y k ) 2 x 2 y 2 h(2 x) k (2k )

lim

h2 k 2
x 2 2 xh h 2 y 2 2 yk k 2 x 2 y 2 h(2 x ) k (2k )
h2 k 2

( h , k ) (0,0)

lim

are exist.

f ( x h, y k ) f ( x, y ) hf x kf y

( h , k ) (0,0)

( h , k ) (0,0)

f
2y
y

( h , k ) (0,0)

h2 k 2
h2 k 2

lim

( h , k ) (0,0)

h2 k 2 0