Functions of Several Variables and Partial

Differentiation

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Contents

12.1 FUNCTIONS OF SEVERAL VARIABLES

12.2 PARTIAL DERIVATIVES
12.3 LINEAR APPROXIMATIONS
12.4 THE CHAIN RULE
12.5 THE GRADIENT AND DIRECTIONAL DERIVATIVES
12.6 LOCAL EXTREMA OF FUNCTIONS OF SEVERAL
VARIABLES
 12.1
Functions of Several Variables

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• A multivariable function is a function with several
variables.

• Functions with more than one variable are needed in

order to mathematically model complicated physical
phenomena.

http://www.math.uri.edu/~bkaskosz/flashmo/
graph3d2/
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Functions of Two and Three Variables

• Example of function of two variables

2
) x2 + y 2
f ( x, y= ( x, y ) e − x ( y 2 + 1)
g=

− x2
z x +y
= 2 2
=z e ( y 2 + 1)
• Example of function of three variables
f ( x, y , z ) = x 2 + y 2 + z 2
A true graph of a function of three variables would require four
dimensions (three independent variables plus one dependent
variable). We are not able to sketch in a 3 dimensional space.
We can gain important information from looking at graphs of
the level surfaces of a function f.

x2 + y 2 + z 2 =
1 x2 + y 2 + z 2 =
2
Domain and range of a function of several variables

Unless specifically stated otherwise, the domain of a

function of several variables is taken to be the set of
all values of the variables for which the given
expression is defined.
The range of the function is the set of all possible
values for the output.
Example 12.1.1 Finding the Domain of a
Function of Two Variables

Question:

Find and sketch the domain for

Solution:

ln y is defined only for y > 0.

The domain of f is then the set , i.e.,
the half-plane lying above the x-axis.
More question to you:

What is the range for this function?

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g is defined unless there is
a division by zero, which
occurs when y − x2 = 0.

The domain of g is then

D= .
Example 12.1.2 Finding the Domain of a
Function of Three Variables

Question:
Find and describe in graphical terms the domains of
Solution:

There is a division by zero if xy = 0, which occurs if

x = 0 or y = 0.

The domain is then

which is all of three-dimensional space, excluding
the yz-plane (x = 0) and the xz-plane (y = 0).
For g to be defined, we must have 9 − x2 − y2 − z2 ≥ 0, or
x2 + y2 + z2 ≤ 9.

The domain of g is then the sphere of radius 3 centered

at the origin, together with its interior.
 12.2.
PARTIAL DERIVATIVES

https://www.youtube.com/watch?v=GkB4vW16QHI
Recall One dimensional derivative definition

The derivative of the function f(x) at the point x = a is

defined as
𝑑𝑑𝑑𝑑(𝑎𝑎)
=
𝑑𝑑𝑑𝑑

provided the limit exists.

Motivating the Partial Derivative

The temperature on a flat

metal plate at any point
(x, y) ∈ R is given by f(x, y).

If you move along the

horizontal line segment from
(a, b) to (a + h, b), notice that y
is a constant (y = b).
The average rate of change of the temperature with respect
to the horizontal distance x on this line segment is given by
To get the instantaneous rate of change of f in the x-
direction at the point (a, b), we take the limit as h → 0:

Since f is a function of two variables and we have held

the one variable fixed (y = b), we call this the partial
derivative of f with respect to x at the point (a, b),
denoted

gives the instantaneous rate of change of f with

respect to x (i.e., in the x-direction) at the point (a, b).
 Graphically, observe that
we are looking only at
points in the plane y = b.

 The intersection
of z = f(x, y) and y = b is
a curve.

 The partial derivative

then gives the slope of the
tangent line to this curve at
x = a.
In a similar way, we define the partial derivative of f with
respect to y at the point (a, b) to be
Definition 12.3.1

 The partial derivative of f(x, y) with respect to x,

written is defined by

for any values of x and y for which the limit exists.

 The partial derivative of f(x, y) with respect to y,
written is defined by

for any values of x and y for which the limit exists.

Partial Derivative Notation

For z = f(x, y), we write

The expression is a partial differential operator.

It tells you to take the partial derivative (with respect to
x) of whatever expression follows it.

We have similar notation to represent the partial

derivative of f with respect to y.
Computing Partial Derivatives

 To compute the partial derivative , you simply

take an ordinary derivative with respect to x, while
treating y as a constant.

 Similarly, you can compute by taking an

ordinary derivative with respect to y, while
treating x as a constant .
Example 12.2.1.

For f(x, y) = 3x2 + x3y + 4y2, compute

Solution: f(x, y) = 3x2 + x3y + 4y2

(Note that the partial derivative of 4y2 with respect to x is 0 since

it is treated as a constant.)

Substituting values for x and y, we get

Example 12.2.2.

Solution:
Second-Order Partial Derivatives
 For functions of two variables, there are four different second-
order partial derivatives.
 The partial derivative with respect to x of is
usually abbreviated as
∂f ∂ ∂f
 The partial derivative with respect to y of ∂y
is ( )
∂y ∂y
∂2 f
usually abbreviated as or fyy .
∂y 2
 For mixed second-order partial derivatives, one derivative is taken
with respect to each variable.

is abbreviated as

∂ ∂f ∂2 f
( ) is abbreviated as , or (fy)x = fyx.
∂x ∂y ∂x ∂y
Example 12.2.3. Computing Second-Order Partial
Derivatives

Question:
Solution:

First Partials:

Second Partials:
Notice in example 12.2.3 that .

It turns out that this is true for most, but not all, of the
functions that you will encounter. The condition is stated in
Theorem 12.3.1 below.

Theorem 12.2.1
If fxy(x, y) and fyx(x, y) are continuous on an open set
containing (a, b), then fxy(a, b) = fyx(a, b).
Third-, fourth- or even higher-order Partial Derivatives

 We can compute third-, fourth- or even higher-order

partial derivatives.

 Theorem 12.3.1 can be extended to show that as

long as the partial derivatives are all continuous in
an open set, the sequence of differentiation
doesn't matter.

 With higher-order partial derivatives, notations such

as become quite awkward and so, we usually
use fxyx instead.
Example 12.2.4. Computing Higher-Order Partial Derivatives

Question:
For f(x, y) = cos (xy) − x3 + y4, compute fxyy.

Solution:

(Try yourself to see whether you can get the same answer from starting with fy .
What is your answer for fyyx?)
Partial Derivatives of Functions of Three Variables

Example 12.2.5.
For defined for x, y, z ≥ 0,
compute fx , fxy and fxyz .
 Solution:

We first rewrite f as
Then compute the partial derivatives in the order specified.
 12.3.
LINEAR APPROXIMATIONS
Total differential

=dz f x ( x, y )dx + f y ( x, y )dy

Linear Approximation of a Function

Recall the linear (or tangent line) approximation of a

single variable function f (x) at x = x0:
L(x) = y = f (x0) + f’ (x0)(x − x0).
Linear Approximation of a Function

We define the linear approximation L(x, y) of f(x, y) at

the point (x0 , y0 ,f(x0 , y0)) to be the function defining
the f(x, y)-values on the tangent plane:
L(=
x, y ) f ( x0, y0 ) + f x ( x0, y0 ) ⋅ ( x − x0 ) + f y ( x0, y0 ) ⋅ ( y − y0 )

Compare with the linear approximation of a single

variable function f (x) at x = x0:
L(x) = y = f (x0) + f’ (x0)(x − x0).
Example 12.3.1. Finding a Linear Approximation

Compute the linear approximation of

at (0, 0).
Compare the linear approximation to the actual function
values for
(a) x = 0 and y near 0;
(b) y = 0 and x near 0;
(c) y = x, with both x and y near 0;
(d) y = 2x, with both x and y near 0.
Solution:

L(=
x, y ) f ( x0, y0 ) + f x ( x0, y0 ) ⋅ ( x − x0 ) + f y ( x0, y0 ) ⋅ ( y − y0 )

The linear approximation at (0, 0) is:

The tables that follows compares values of L(x, y) and
f(x, y) for a number of points of the form (0, y), (x, 0).
The tables that follows compares values of L(x, y) and
f(x, y) for a number of points of the form (x, x) and (x, 2x).
 12.4
THE CHAIN RULE

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Recall: the Chain Rule for functions of a single variable

If y = f (u) and u = g(x), then y = f (g(x)), and the chain

rule is

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The Chain Rule for functions of several variables (case 1)

Theorem 12.4.1 (Chain Rule)

If z = f(x(t), y(t)), where x(t) and y(t) are differentiable
and f(x, y) is a differentiable function of x and y, then
dz ∂z dx ∂z dy
= +
dt ∂x dt ∂y dt
Tree diagram for Theorem 12.4.1

As a convenient device for

remembering the chain rule, we
sometimes use a tree diagram
like the one here.
The chain rule then gives as
the sum of all of the products of
the derivatives along each path
to t; that is,
The Chain Rule for functions of several variables (case 2)

Theorem 12.4.2 (Chain Rule)

Suppose that z = f(x, y), where f is a differentiable
function of x and y and where x = x(s, t) and y = y(s, t)
both have first-order partial derivatives. Then we have
the chain rules:

and
Tree diagram for Theorem 12.4.2

z = f(x, y)
x = x(s, t)
y = y(s, t)
Example 12.4.1. Using the Chain Rule

For
find the derivative of
Solution:

dz ∂z dx ∂z dy
g '(=
t) = +
dt ∂x dt ∂y dt

The chain rule gives

Example 12.4.2.

Suppose the production of a firm is modeled by the

Cobb-Douglas production function

where k measures capital (in millions of dollars) and l

measures the labor force (in thousands of workers).
𝑑𝑑𝑑𝑑
Suppose that when l = 2 and k = 6, the labor force is 𝑑𝑑𝑑𝑑
decreasing at the rate of 20 workers per year and
capital is growing at the rate of $400,000 per year. 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
Determine the rate of change of production for l = 2
and k = 6. 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
Solution:

From the question, we know that

dl (The labor force is
−20 /1000 =
= −0.02 (thousand / year ) decreasing at the rate of
dt 20 workers per year )

dk
400,
= 000 /1, 000, 000 0.4 (millions of dollars / year )
dt
capital is growing at the rate
of $400,000 per year.

dP(t )
We are asked to determine dt .

From chain rule:

dP ∂P dl ∂P dk
= +
dt ∂l dt ∂k dt
When l = 2 and k = 6, dP ∂P dl ∂P dk
= +
dt ∂l dt ∂k dt
≈ 2.1935 × 0.4 + 19.7411× (−0.2)
= 0.48258
This indicates that the production is increasing at the
rate of approximately one-half unit per year.
Example 12.4.3.

Suppose and

For find the partial

derivative .
 Solution:

The chain rule gives us

Substituting for x and y we get

2 12 u 2 v 2 sin v
= 24v u (sin v)e