Partial Derivatives

In three dimensions:
In the case of functions of three variables we have
@f f (x + h, y, z) f (x, y, z)
fx (x, y, z) = = lim
@x h!0 h
the partial derivative of f with respect to y

@f f (x, y + h, z) f (x, y, z)
fy (x, y, z) = = lim
@y h!0 h
and the partial derivative of f with respect to z

@f f (x, y, z + h) f (x, y, z)
fz (x, y, z) = = lim
@z h!0 h
provided the limits exist.

Example: Find fx , fy , and fz if f (x, y, z) = exy ln z.

 Partial Derivatives

Partial Derivates and Continuity

Example: Consider the function

(
xy
x2 +y 2
if (x, y) 6= (0, 0)
f (x, y) =
0 if (x, y) = (0, 0)

Note that the point (0, 0) is of interest here.

f (0 + h, 0) f (0, 0)
fx (0, 0) = lim Similarly, fy (0, 0) = 0
h!0 h
f (h, 0)
= lim
h!0 h
= 0.
Also, recall that f is not continuous at (0, 0).

Unlike the function of single variable, a function of two or more variable can have
a partial derivatives at a point without the function being continuous there.
 Partial Derivatives

High-order Partial Derivates

Example: Compute the second order derivatives of the function
xy (x2 y 2 )
(
if (x, y) 6= (0, 0)
f (x, y) = x2 +y 2
0 if (x, y) = (0, 0)

Question: fxy = fyx ?

( 2 2 2 y3
y xx2 +yy2 + (x4x
2 +y 2 )2 if (x, y) 6= (0, 0)
fx (x, y) =
0 if (x, y) = (0, 0)

1 h2 02

1
fxy (0, 0) = lim [fy (h, 0) fy (0, 0)] = lim h 2 0 =1
h!0 h h!0 h h + 02

2 2 4x3 y 2
(
x xx2 +yy2 (x2 +y 2 )2
if (x, y) 6= (0, 0)
fy (x, y) = =) fxy (0, 0) 6= fyx (0, 0)
0 if (x, y) = (0, 0)
Now, a natural question
1 02 k 2 is, under what conditions

1
fyx (0, 0) = lim [fx (0, k) fx (0, 0)] = lim k 2 0 = 1
k!0 k k!0 k 0 + k2 this will be equal ?
 Partial Derivatives

Mixed Partial Derivates

Clairaut’s Theorem: Let f : D ! R be such that fxy and fyx exist in a neighbourhood of
(a, b) 2 D. Assume that fxy and fyx are continuous functions at (a, b). Then fxy (a, b) = fyx (a, b).

Proof: Consider
fx (a, b + k) fx (a, b)
fxy (a, b) = (fx )y (a, b) = lim
✓ k!0 k ◆
f (a + h, b + k) f (a, b + k) f (a + h, b) + f (a, b)
= lim lim
k!0 h!0 hk
✓ ◆
f (a + h, b + k) f (a + h, b) f (a, b + k) + f (a, b)
= lim lim
k!0 h!0 hk

Use Mean Value Theorem for single variable functions :

f (a + h, b + k) f (a + h, b) = kfy (a + h, b + ⇠(k)) and

f (a, b + k) f (a, b) = kfy (a, b + ⇠(k)),
where ⇠(k) ! 0 as k ! 0.

(continued…)
 Partial Derivatives

Mixed Partial Derivates

Clairaut’s Theorem: Let f : D ! R be such that fxy and fyx exist in a neighbourhood of
(a, b) 2 D. Assume that fxy and fyx are continuous functions at (a, b). Then fxy (a, b) = fyx (a, b).

Proof:
Therefore, we get that
✓ ◆
fy (a + h, b + ⇠(k)) fy (a, b + ⇠(k))
fxy (a, b) = lim lim
k!0 h!0 h
= lim lim fyx (a + ⌘(h), b + ⇠(k))
k!0 h!0
= fyx (a, b)

The final equality follows using the continuity of fyx .

This completes the proof.
 Differentiability

Differentiability
Let us first recall the notion of derivative for functions defined on R. Let f : R ! R be a
function. The derivative of f at x = a is defined to be

f (x) f (a)
f 0 (a) = lim , provided limit exists.
x!a x a

Observe that this definition of derivative does not extend to the case of functions of several
variables. We rewrite it as follows
f (x) f (a) f 0 (a)(x a)
lim =0
x!a x a

This means that the tangent line L : f (a) + f 0 (a)(x a) through (a, f (a)) with slope f 0 (a)
provides a ’good approximation’ to f (x) as x ! a.
 Differentiability

Differentiability
Let us first recall the notion of derivative for functions defined on R. Let f : R ! R be a
function. The derivative of f at x = a is defined to be

f (x) f (a)
f 0 (a) = lim , provided limit exists.
x!a x a

Observe that this definition of derivative does not extend to the case of functions of several
variables. We rewrite it as follows
f (x) f (a) f 0 (a)(x a)
lim =0
x!a x a

This means that the tangent line L : f (a) + f 0 (a)(x a) through (a, f (a)) with slope f 0 (a)
provides a ’good approximation’ to f (x) as x ! a.

This approach provides us with the following definition of the derivative of

functions of two variables.
 Differentiability

Di↵erentiability: Let f : D ✓ R2 ! R be a function. We say that f is di↵erentiable at (a, b),

if the partial derivatives fx and fy exist at (a, b) and

f (x, y) f (a, b) fx (a, b)(x a) fy (a, b)(y b)

lim =0
(x,y)!(a,b) k(x, y) (a, b)k

Note that the expression above may be rewritten as

f (x, y) f (a, b) (fx (a, b), fy (a, b)) · (x a, y b)

lim =0
(x,y)!(a,b) k(x, y) (a, b)k

We say that f 0 (a, b) = (fx (a, b), fy (a, b)) is the derivative of f . Note that f 0 (a, b) is a vector
quantity.

The definition for functions of three variables is as follows.

Di↵erentiability: Let f : D ✓ R3 ! R be a function. We say that f is di↵erentiable at

P (a, b, c) 2 D, if the partial derivatives fx , fy and fz exist at P (a, b, c) and

f (x, y, z) f (a, b, c) (fx (P ), fy (P ), fz (P )) · (x a, y b, z c)

!0
k(x, y, z) (a, b, c)k

as (x, y, z) ! (a, b, c).

We say that f 0 (a, b, c) = (fx (a, b, c), fy (a, b, c), fz (a, b, c)) is the derivative of f . Note that
f 0 (a, b, c) is a vector quantity.
 Differentiability

The following theorem and its accompanying corollary tell us that functions with continuous
first partial derivatives at (x0 , y0 ) are di↵erentiable there, and they are closely approximated locally
by a linear function.

Theorem. (The Increment Theorem for Functions of Two Variables)

Suppose that the first partial derivatives of f (x, y) are defined throughout an open region R
containing the point (x0 , y0 ) and that fx and fy are continuous at (x0 , y0 ). Then the change

z = f (x0 + x, y0 + y) f (x0 , y0 )

in the value of f that results from moving from (x0 , y0 ) to another point (x0 + x, y0 + y) in R
satisfies an equation of the form

z = fx (x0 , y0 ) x + fy (x0 , y0 ) y + "1 x + "2 y

in which each of "1 , "2 ! 0 as both x, y ! 0.

 Differentiability

The following theorem and its accompanying corollary tell us that functions with continuous
first partial derivatives at (x0 , y0 ) are di↵erentiable there, and they are closely approximated locally
by a linear function.

Theorem. (The Increment Theorem for Functions of Two Variables)

Suppose that the first partial derivatives of f (x, y) are defined throughout an open region R
containing the point (x0 , y0 ) and that fx and fy are continuous at (x0 , y0 ). Then the change

z = f (x0 + x, y0 + y) f (x0 , y0 )

in the value of f that results from moving from (x0 , y0 ) to another point (x0 + x, y0 + y) in R
satisfies an equation of the form

z = fx (x0 , y0 ) x + fy (x0 , y0 ) y + "1 x + "2 y

in which each of "1 , "2 ! 0 as both x, y ! 0.

Question: Based on Partial derivatives, what can we say about the

Derivative ?
 Differentiability

The following theorem and its accompanying corollary tell us that functions with continuous
first partial derivatives at (x0 , y0 ) are di↵erentiable there, and they are closely approximated locally
by a linear function.

Theorem. (The Increment Theorem for Functions of Two Variables)

Suppose that the first partial derivatives of f (x, y) are defined throughout an open region R
containing the point (x0 , y0 ) and that fx and fy are continuous at (x0 , y0 ). Then the change

z = f (x0 + x, y0 + y) f (x0 , y0 )

in the value of f that results from moving from (x0 , y0 ) to another point (x0 + x, y0 + y) in R
satisfies an equation of the form

z = fx (x0 , y0 ) x + fy (x0 , y0 ) y + "1 x + "2 y

in which each of "1 , "2 ! 0 as both x, y ! 0.

Question: Based on Partial derivatives, what can we say about the

Derivative ?

Corollary: If the partial derivatives fx and fy of a function f (x, y) are continuous throughout
an open region R, then f is di↵erentiable at every point of R.
 Partial Derivatives

Differentiability
Theorem: Let f : D ✓ R3 ! R be a di↵erentiable function at P (a, b, c), then f is continuous
at P (a, b, c).

Proof: Let us write (x a, y b, z c) = (h, k, l) = H and ↵ = (fx (P ), fy (P ), fz (P )). We

need to show that

|f (a + h, b + k, c + l) f (a, b, c)| ! 0, as (h, k, l) ! 0

• Using that f is di↵erentiable at P (a, b, c) we get that

|f (a + h, b + k, c + l) f (a, b, c) ↵ · H| = kHk✏(H) where ✏(H) ! 0 as kHk ! 0.

• Therefore, we have that

|f (a + h, b + k, c + I) f (a, b, c)|
=|f (a + h, b + k, c + I) f (a, b, c) ↵ · H + ↵ · H|
|f (a + h, b + k, c + I) f (a, b, c) ↵ · H| + |↵ · H|
kHk✏(H) + k↵kkHk ! 0 as kHk ! 0.
 Partial Derivatives

Differentiability
Example : Consider the function
(
xy
x2 +y 2
if (x, y) 6= (0, 0)
f (x, y) =
0 if (x, y) = (0, 0)

We have seen that the partial derivatives fx and fy exist at (0, 0) and fx (0, 0) = fy (0, 0) = 0.
However, f is not continuous at (0, 0). In view of the previous result we conclude that f is not
di↵erentiable at (0, 0)
 Partial Derivatives

Differentiability
Example : Consider the function
xy (x2 y 2 )
(
if (x, y) 6= (0, 0)
f (x, y) = x2 +y 2
0 if (x, y) = (0, 0)
 Partial Derivatives

Differentiability
Example : Consider the function
xy (x2 y 2 )
(
if (x, y) 6= (0, 0)
f (x, y) = x2 +y 2
0 if (x, y) = (0, 0)

First, show that the partial derivatives exist and fx (0, 0) = fy (0, 0) = 0. Write ↵ = (fx (0, 0), fy (0, 0)) =
(0, 0) and H = (0, 0) and consider

f (h, k) f (0, 0) ↵·H| |hk (h2 k 2 )| kHk2

=  ! 0 as H ! 0
kHk kHk (h2 + k 2 ) kHk

We see that f is di↵erentiable at (0, 0).