CHAPTER 7

PARTIAL DERIVATIVES

The derivative is a way to find out how a function of a single variable will change when
the variable changes. We often want to extend this idea to functions of several variables. This requires the introduction of methods for calculating the effect of changing
one variable while the other variables are fixed. These ideas are illustrated below.
Consider the area enclosed in Figure 7.1. The solid box encloses the original area A0 .
The length of the sides of the solid box are denoted by x, y. The dotted lines in the figure
represent an expansion of the original area. We wish to find the change in the total area.
Let the sides of the original box with area A0 increase by increments Dx and Dy:
First note that the original area is A0 x y and the total area is AT (x Dx )
(y Dy) or AT x y xDy y Dx Dx Dy: The change in area is
D A AT
A0 y D x x D y D x Dy D Ajy D Ajx D x Dy

Figure 7.1 Expanding area.

Math Refresher for Scientists and Engineers, Third Edition By John R. Fanchi
Copyright # 2006 John Wiley & Sons, Inc.

93

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MATH REFRESHER FOR SCIENTISTS AND ENGINEERS

where jy and jx signify that the sides of the solid box with lengths y and x are not
changed. If the length y is fixed, then DAjy y Dx or y DA=Dxjy . If the length x
is fixed, DAjx x Dy or x DA=Dyjx . Substituting these expressions into DA gives




DA


DA


Dx
Dy Dx Dy
DA
D x
y
Dy
x
If we let Dx ! 0 and Dy ! 0, we obtain the differential of A(x, y) expanded in terms
of partial derivatives (@A=@x, @A=@y) and differentials (dx, dy) such that




@A


@A


dA
dx
dy
@x y
@y x
where the second-order term is negligible. A more formal treatment of these ideas
follows.

7.1

PARTIAL DIFFERENTIATION

A function y is a function of several variables if it is a function of two or more independent variables. A function of n variables has the form
y f (x1 , x2 , . . . , xn )
where x1 , x2 , . . . , xn are n independent variables and y is a dependent variable. The
function f (  ) is a mapping from Rn ! R, where R is the set of real numbers and Rn
is an n-dimensional set of real numbers.
The partial derivative of y with respect to xi is defined by
@y
f (x1 , . . . , xi Dxi , . . . , xn )
f (x1 , . . . , xi , . . . , xn )
lim
@xi Dxi !0
Dxi
and all other {xj } are held constant. Higher-order partial derivatives are found by
successive applications of this definition; thus
 
 
@ @f
@ 2f
@ @f
@ 2f
fxy
2 fxx ,

@x @x
@x
@y @x
@x@y
The symbol fxy denotes the partial differentiation of f with respect to x and then y.
The order of differentiation is commutative. If f xy and f yx are continuous
functions of x and y, then f xy f yx .

Example: Let z ax2 bxy cy2 dx ey f :

PARTIAL DERIVATIVES

95

First-Order Partial Derivatives:

@z
@z
2ax by d,
bx 2cy e
@x
@y
Second-Order Partial Derivatives:
 
@ 2z
@ @z

2a
@x2 @x @x
 
@ 2z
@ @z

2c
@y2 @y @y
 
 
@ 2z
@ @z
@ @z

b
@x@y @x @y
@y @x
EXERCISE 7.1: Let f (x, y) e xy : Find f xy , f yx .
The total differential of a function y of variables {xi : i 1, n} is
dy

n
X
@y
i1

@xi

dxi

Example: Let y x21 x32 . In this case n 2 because there are two independent
variables and
dy

@y
@y
dx1
dx2 2x1 dx1 3x22 dx2
@x1
@x2

EXERCISE 7.2: Let y x21 x21 x2 x32 . Calculate @y=@x1 , @y=@x2 , and dy.
Suppose we have a function z of two parameterized variables such that
z f (x(t), y(t))
The total derivative of the parameterized function z of two variables is
dz @f dx @f dy

dt @x dt @y dt
This expression can readily be generalized for a parameterized function of several
variables.

EXERCISE 7.3: Let z x2 y2 , x at, y be
t . Find dz=dt.

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MATH REFRESHER FOR SCIENTISTS AND ENGINEERS

Application: Jacobian Transformation. The equation of a coordinate transformation may be written as

y Ax
If we consider a two-dimensional system, the total derivative of the transformation
equation is
dy1

@y1
@y1
dx1
dx2
@x1
@x2

dy2

@y2
@y2
dx1
dx2
@x1
@x2

or
dy1 J11 dx1 J12 dx2
dy2 J21 dx1 J22 dx2
where
Jij

@yi
@x j

Collecting the elements {Jij } in the 2  2 square matrix J gives

dyi

2
X

Jij dxj

j1

or the matrix equation

dy Jdx
The matrix J is called the Jacobian and is given by
Jif

@yi
@xj

EXERCISE 7.4: Find the Jacobian of the coordinate rotation y ax, where a is the
matrix of coordinate rotations introduced in Chapter 4, Section 4.1.

7.2

VECTOR ANALYSIS

Vector analysis is the study of vectors and their transformation properties. As we

show in the following, it is a discipline in which partial differentiation plays a
major role.

PARTIAL DERIVATIVES

97

Scalar and Vector Fields

Let x1 , x2 , x3 denote the Cartesian coordinates of a point X in a region of space R. The
position vector x of X is
x x1 i 1 x2 i 2 x3 i 3
where i1 , i2 , i3 are unit vectors defined along the orthogonal axes of the coordinate
system. If we can associate a scalar function f with every point in R, then f is the
scalar field in R and may be written
f (x1 , x2 , x3 ) f (x)
An example of a scalar field is the temperature at each point in a region of
space.
Instead of a scalar function, suppose we associate a vector v with every point in R.
The resulting vector field has the form
v(x1 , x2 , x3 ) v(x)
A vector field is exemplified by a velocity field or a magnetic field. The vector field
is a function that assigns a vector to every point in a region.
Scalar and vector fields commute, that is,
f u uf
Vector fields u and v may be multiplied in the usual way as the dot product
u  v (u1 i1 u2 i2 u3 i3 )  (v1 i1 v2 i2 v3 i3 )

3
X
m1

and the cross product

i1


u  v

u1

v1

i2
u2
v2

i3


u3


v  u
v3

Vector fields u, v, w satisfy the triple scalar product

u  (v  w) v  (w  u) w  (u  v)
and the triple vector product
u  (v  w) v(u  w)
(u  v)

um v m

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MATH REFRESHER FOR SCIENTISTS AND ENGINEERS

Example: The expansion of the triple scalar product of the vector fields A, B, C
gives



^i


^ 

bx
A  (B  C) (ax^i ay ^j az k)



c
x

^j
by
cy

k^




bz



c

z

^  (by cz
bz cy )^i
(bx cz
bz cx ) ^j

(ax^i ay ^j az k)
^
(bx cy
by cx )k
ax (by cz
bz cy ) ay (bz cx
bx cz ) az (bx cy
by cx )

Gradient, Divergence, and Curl

We can determine the spatial variation of a scalar or vector field by introducing the
del operator r defined in Cartesian coordinates as
r ; i1

@
@
@
i2
i3
@x1
@x2
@x3

Applying r to the scalar field f gives a vector field called the gradient of f. It is
denoted as
grad f rf i1

@f
@f
@f
i2
i3
@x1
@x2
@x3

The gradient of f points in the direction in which the scalar field f changes the
most with respect to a change in position. The vector field rf is perpendicular, or
normal, to the surfaces corresponding to constant values of f. The arrows in
Figure 7.2 illustrate the direction of the gradient at several points around the
surface of constant f.

Figure 7.2

Direction of gradient.

PARTIAL DERIVATIVES

99

Example: Let f (x, y) x2 y be a scalar field. The gradient of f (x, y) is

@f
@f
rf (x, y) ^i ^j 2xy^i x2 ^j
@x
@y
The del operator can be applied to vector fields in two ways: (1) to create a scalar
and (2) to create another vector. Suppose a is a vector field. We create a scalar by
defining the divergence of a as the dot product of the operator r and the vector a:


@
@
@
i2
i3
 a1 i1 a2 i2 a3 i3
div a ; r  a i1
@x1
@x2
@x3

@a1 @a2 @a3

@x1 @x2 @x3

because im  in dmn , where dmn is the Kronecker delta. The cross product of the
operator r and the vector a is called the rotation of a or the curl of a. It is given by



i1



@
curl a ; r  a


@x1

a
1

i2
@
@x2
a2

i3



@



@x3


a3

Note that a  r and a  r are not commutative; that is, a  r = r  a and

a  r = r  a: The vector products a  r and a  r are given by


@
@
@
a  r a1 i1 a2 i2 a3 i3  i1
i2
i3
@x1
@x2
@x3

3
X
m1

am

@
@xm

and



i1



a
a  r

1

@

@x

i2
a2
@
@x2

i3


a3


@


@x3

The divergence of the gradient of a scalar field f gives the Laplacian of f ; thus in
Cartesian coordinates we have
r  (rf )

3
X
@ 2f
m1

@x2m

; r2 f

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MATH REFRESHER FOR SCIENTISTS AND ENGINEERS

By contrast, the Laplacian of a vector field u is

r2 u r(r  u)
r  (r  u)
The curl of the gradient of a scalar field vanishes,
r  (rf ) 0
and the divergence of the curl of a vector field is zero,
r  (r  u) 0
Several other useful relations are summarized as follows:
DEL OPERATOR RELATIONS

Let f, g be scalar fields and u, v be vector fields.

Sum of fields

r(f g) rf rg
r  (u v) r  u r  v
r  (u v) r  u r  v
r( fg) f (rg) g(rf )
r  ( f u) f (r  u) (rf )  u
r  ( f u) f (r  u) (rf )  u

Product of fields

r  (u  v) v  (r  u)
u  (r  v)
r  (u  v) u(r  v) (v  r)
u
v(r  u)
(u  r)v
r(u  v) u  (r  v)
v(r  u)
(v  r) u
(u  r)v
r  (rf ) r2 f
r  (r  u) r(r  u)
r2 u

Laplacian

Example: Suppose A 2xy^i x2^j Ax^i Ay^j: Then the dot product is
rA

@
@
Ax Ay 2y
@x
@y

The cross product is

^i



@
r  A



@x

A
x

^j
@
@y
Ay

k^


@


@z


Az

PARTIAL DERIVATIVES

101

Expanding the determinant and simplifying gives







@Az @Ay
@Ax @Az
@Ay @Ax
r  A ^i






^j
k^

2xk^
@y
@z
@z
@x
@x
@y
The curl of A is a vector transverse to the x y plane containing the vector A. Also,
the vector A is the gradient of f (x, y) x2 y from a previous example; thus
r  A r  (rf ) r2 f

@ 2f @ 2f @ 2f

2y
@x2 @y2 @z2

A field vector v is called irrotational if the curl, or rotation, of v vanishes, that is,
rv0
The vector field v is said to be solenoidal if
rv0
A vector field V that is the gradient of a scalar field f is irrotational because the curl
of a gradient vanishes; thus
r  V r  (rf) 0
Similarly, a vector field U that is the curl of a vector field u is solenoidal because the
divergence of the curl vanishes; thus
r  U r  (r  u) 0
^ Evaluate (a) r jrj; (b) r  r; (c) r  r;
EXERCISE 7.5: Let r x^i y^j zk:
(d) r(r); and (e) r(1=r):
Application: Propagation of Seismic Waves. Seismic waves are vibrations, or
displacements from an undisturbed position, that propagate from a source, such as
an explosion, through the earth. Seismic wave propagation is an example of a
displacement propagating through an elastic medium. The equation for a wave
propagating through an elastic, homogeneous, isotropic medium is
r

@ 2u
(l 2m) r (r  u)
mr  (r  u)
@t2

(7:2:1)

where r is the mass density of the medium, l and m are properties of the elastic
medium called Lames constants, and u measures the displacement of the
medium from its undisturbed state [Tatham and McCormack, 1991].
If the displacement uI is irrotational, then uI satisfies the constraint
r  uI 0

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MATH REFRESHER FOR SCIENTISTS AND ENGINEERS

and Eq. (7.2.1) becomes

@ 2 uI (l 2m)
r(r  uI )

r
@t2

(7:2:2)

r(r  u) r  (r  u) r2 u

(7:2:3)

The vector identity

for an irrotational vector is

r(r  uI ) r2 uI
so that Eq. (7.2.1) becomes the wave equation
@ 2 uI
v2I r2 uI
@t2

(7:2:4)

The speed of wave propagation vI for an irrotational displacement uI is

s
(l 2m)
vI
r
A solution of Eq. (7.2.4) that is irrotational is the solution for a longitudinal wave
propagating in the z direction with amplitude u0 , frequency v, and wavenumber k:
uI u0 ei(kz
vt) k^
If the displacement us is solenoidal, then us satisfies the constraint
r  us 0
and Eq. (7.2.1) becomes
@ 2 us
m

r  (r  us )
r
@ t2

(7:2:5)

The vector identity in Eq. (7.2.3) for a solenoidal vector reduces to

r  (r  us )
r2 us
so that Eq. (7.2.5) becomes the wave equation
@ 2 us
v2s r2 us
@ t2
The speed of wave propagation vs for a solenoidal displacement us is
r
m
vs
, vI
r

(7:2:6)

PARTIAL DERIVATIVES

103

A solution of Eq. (7.2.6) that is solenoidal is the solution for a transverse wave
propagating in the z direction:
us u0 ei(kx
vt) k^
The irrotational displacement uI represents a longitudinal P (primary) wave,
whereas the solenoidal displacement us represents a slower transverse S (secondary)
wave. Both types of waves are associated with earthquakes and explosions on or
below the earths surface. The waves are useful for geophysical studies of the
earths interior.

7.3

ANALYTICITY AND THE CAUCHY RIEMANN EQUATIONS

A fundamental concept in complex analysis is the concept of analyticity. A function

f (z) of a complex variable z is analytic in a domain D if f (z) exists and is differentiable at all points in D. In principle, the complex function f (z) of the complex variable
z x iy can be written as the sum of a real function u(x, y) and an imaginary
function iv(x, y); thus
f (z) u(x, y) iv(x, y)

(7:3:1)

where u and v are real functions of the real variables x, y:

The criteria for establishing the analyticity of f (z) are obtained by extending the
definition of partial derivative presented in Section 7.1 from real to complex functions. The derivative of f (z) with respect to z is

f 0 (z) lim

Dz!0

f (z D z)
f (z)
Dz

(7:3:2)

The complex increment Dz Dx iDy may approach 0 along any path in a neighborhood of z. A neighborhood of z is an open set in the complex plane that encloses
the point z. One example path for Dz ! 0 is to approach the point z by letting Dx !
0 and then Dy ! 0. In this case, Dz ! iDy and Eq. (7.3.2) becomes
f 0 (z) lim

Dy!0

f (x, y Dy)
f (x, y)

iDy

(7:3:3)

Expanding Eq. (7.3.3) in terms of u, v gives

f 0 (z) lim

Dy!0

u(x, y Dy) iv(x, y Dy)
u(x, y)
iv(x, y)

i Dy

(7:3:4)

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MATH REFRESHER FOR SCIENTISTS AND ENGINEERS

or
v(x, y Dy)
v(x, y)
Dy!0
Dy

f 0 (z) lim

u(x, y Dy)
u(x, y)

Dy!0
Dy

(7:3:5)

i lim

Applying the definition of partial derivative in Section 7.1 to Eq. (7.3.5) yields
f 0 (z)

@v
@u

i
@y
@y

(7:3:6)

An alternative route to an expression for f 0 (z) is provided by letting Dy ! 0

before letting D x ! 0: In this case, D z ! D x and Eq. (7.3.2) becomes
f 0 (z) lim

D x!0

f (x D x, y)
f (x, y)
Dx

(7:3:7)

By analogy with the procedure leading from Eq. (7.3.3) to (7.3.6), we obtain
f 0 (z)

@u
@v
i
@x
@x

(7:3:8)

Equations (7.3.6) and (7.3.8) are equivalent expressions for f 0 (z).

Equating the real and imaginary parts of Eqs. (7.3.6) and (7.3.8) gives the
Cauchy Riemann equations
@u @v

@x @y

(7:3:9)

and

@u @v

@y @x

(7:3:10)

The validity of the CauchyRiemann equations depends on the existence of f 0 (z), which
depends on the analyticity of f (z). If the function f (z) is analytic, then f 0 (z) exists and the
CauchyRiemann equations are valid. Conversely, if the CauchyRiemann equations
apply, then the function f (z) is analytic and f 0 (z) exists [Kreyszig, 1999].
If we differentiate Eq. (7.3.9) with respect to x and Eq. (7.3.10) with respect to y,
we obtain
@ 2u
@ 2v

2
@x
@x@y

(7:3:11)

PARTIAL DERIVATIVES

105

and

@ 2u
@ 2v

2
@y
@y@x

(7:3:12)

Subtracting Eq. (7.3.12) from (7.3.11) gives Laplaces equation in two Cartesian
dimensions:
@ 2u @ 2u

0
@x2 @y2

(7:3:13)

Laplaces equation is an example of a partial differential equation. Partial differential equations are discussed in more detail in Chapter 12.

EXERCISE 7.6: Given f (z) z2 , show that the Cauchy Riemann equations are
satisfied and evaluate f 0 (z).