Second and Higher Order Partial Derivatives Notes
Second and Higher Order Partial Derivatives Notes
𝝏 𝝏𝒇
➢ 𝒇𝒚𝒚 = ( )
𝝏𝒚 𝝏𝒚
Example 1:
Example 2:
Compute the 2nd order partial derivatives of
𝒇(𝒙, 𝒚) = 𝒙𝒚𝟐 + 𝟑𝒙𝟐 𝒆𝒚
Solution:
1st Order Partial Derivatives: 𝒇𝒙 and 𝒇𝒚
Finding partial derivative of 𝒇 Finding partial derivative of 𝒇
w.r.t 𝒙 w.r.t 𝒚
𝝏𝒇 𝝏 𝝏𝒇 𝝏
= (𝒙𝒚𝟐 + 𝟑𝒙𝟐 𝒆𝒚 ) = (𝒙𝒚𝟐 + 𝟑𝒙𝟐 𝒆𝒚 )
𝝏𝒙 𝝏𝒙 𝝏𝒚 𝝏𝒚
𝝏𝒇 𝝏 𝝏 𝟐 𝝏𝒇 𝝏 𝟐 𝝏 𝒚
= 𝒚𝟐 (𝒙) + 𝟑𝒆𝒚 (𝒙 ) =𝒙 (𝒚 ) + 𝟑𝒙𝟐 (𝒆 )
𝝏𝒙 𝝏𝒙 𝝏𝒙 𝝏𝒚 𝝏𝒙 𝝏𝒙
𝝏𝒇 𝝏𝒇
= 𝒚𝟐 (𝟏) + 𝟑𝒆𝒚 (𝟐𝒙) = 𝒙(𝟐𝒚) + 𝟑𝒆𝒚 𝒙𝟐
𝝏𝒙 𝝏𝒚
Solution:
Higher Order Partial Derivatives
In multivariate calculus, higher-order partial derivatives extend the
concept of first-order partial derivatives to describe the rate of change of
a function with respect to its variables multiple times. They provide
deeper insights into the behavior of functions, especially in applications
like optimization, physics, and machine learning. The concept of partial
derivatives was first formalized by mathematicians such as Leonhard
Euler and Joseph-Louis Lagrange in the 18th century.
What Are Higher-Order Partial Derivatives?
Higher-order partial derivatives are derivatives of a function taken
more than once, either with respect to the same variable or with respect to
different variables.
For example:
𝝏𝟐 𝒇 𝝏𝟐 𝒇
=
𝝏𝒙𝝏𝒚 𝝏𝒚𝝏𝒙
How Does It Work for Continuous Functions?
For functions that are sufficiently smooth (i.e., their derivatives exist and
are continuous up to the required order):
• The process of differentiation can be repeated as many times as
needed, following the same principles as for first-order derivatives.
• The results of higher-order derivatives describe more variation in
behavior of the function, such as curvature or changes in slope in
multiple directions.
• For continuous functions we can make interchanges within the
differentiation order.
For instance, if 𝒇(𝒙, 𝒚) = 𝟒𝒙𝟑 𝒚𝟐 we can verify that 𝒇𝒙𝒚𝒚 = 𝒇𝒚𝒙𝒚 .
For example:
𝝏𝟐 𝒇
• gives the concavity (maxima/minima) in the 𝒙-direction.
𝝏𝒙𝟐
𝝏𝟐 𝒇
• describes how the rate of change in the 𝒙-direction is affected
𝝏𝒙𝝏𝒚
by changes in 𝒚.
Step-by-Step Examples
Example 1: Algebraic Function
Find the third-order partial derivatives of 𝒇(𝒙, 𝒚) = 𝒙³𝒚² + 𝟐𝒙𝒚.
Solution:
Step 1: First Order Partial Derivatives
𝜕𝑓
= 3𝑥²𝑦² + 2𝑦
𝜕𝑥
𝜕𝑓
= 2𝑥³𝑦 + 2𝑥
𝜕𝑦
Step 2: Second Order Partial Derivatives
𝜕2𝑓
= 6𝑥𝑦²
𝜕𝑥 2
𝜕2𝑓
= 2𝑥³
𝜕𝑦 2
𝜕2𝑓 𝜕2𝑓
= = 6𝑥²𝑦 + 2
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
Step 3: Third Order Partial Derivatives
𝜕3𝑓
= 6𝑦²
𝜕𝑥 3
𝜕3𝑓
= 6𝑦 + 6𝑥𝑦
𝜕𝑥 2 𝜕𝑦
𝜕3𝑓 𝜕3𝑓
= = 6𝑥
𝜕𝑥𝜕𝑦 2 𝜕𝑦𝜕𝑥 2
Summary:
To compute higher-order partial derivatives:
1. Start by computing first-order partial derivatives.
2. Use these results iteratively to find second, third, or higher-order
derivatives.
3. Ensure the function is continuous for applying Clairaut’s theorem,
which guarantees the equality of mixed derivatives when applicable.
Higher-order derivatives help capture complex behaviors in multivariable
functions, making them essential tools in advanced mathematical and
computational applications.
Practice Questions
Find the indicated derivative for each of the following functions.
1. Find 𝒇𝒙𝒙𝒚𝒛𝒛 for 𝒇(𝒙, 𝒚, 𝒛) = 𝒛𝟑 𝒚𝟐 𝒍𝒏(𝒙)
𝟏𝟐𝒛𝒚
Answer: 𝒇𝒙𝒙𝒚𝒛𝒛 = − 𝒙𝟐
𝝏𝟑 𝒇
2. Find for 𝒇(𝒙, 𝒚) = 𝒆𝒙𝒚
𝝏𝒚𝝏𝒙𝟐
𝝏𝟑 𝒇
Answer: 𝝏𝒚𝝏𝒙𝟐 = 𝟐𝒚𝒆𝒙𝒚 + 𝒙𝒚𝟐 𝒆𝒙𝒚
𝝏𝟑 𝒇
4. Find for 𝒇(𝒙, 𝒚) = 𝒙𝒄𝒐𝒔(𝒚).
𝝏𝒙𝝏𝒚𝟐
𝝏𝟑 𝒇
Answer: = −𝒙𝒄𝒐𝒔(𝒚)
𝝏𝒙𝝏𝒚𝟐
𝝏𝟐 𝒌 𝝏𝟐 𝒌
= = 𝟑𝒙²𝒚² + 𝒆ʸ𝒄𝒐𝒔(𝒙)
𝝏𝒙𝝏𝒚 𝝏𝒚𝝏𝒙
𝝏𝟑 𝒎
6. Determine the third-order partial derivative for
𝝏𝒚𝟑
𝒎(𝒙, 𝒚) = 𝒕𝒂𝒏(𝒙𝒚)
Answer:
𝝏𝟑 𝒎
= 𝟑𝒙³𝒕𝒂𝒏²(𝒙𝒚)𝒔𝒆𝒄²(𝒙𝒚)
𝝏𝒚𝟑
Practice Questions:
Calculate the 2nd order partial derivatives of 𝒇.
i. 𝑓 (𝑥, 𝑦) = 𝑥 2 𝑦
ii. 𝑓 (𝑥, 𝑦) = 𝑥 2 + 2𝑥𝑦 + 𝑦 2
iii. 𝑓 (𝑥, 𝑦) = 𝑥𝑒 𝑦
2𝑥
iv. 𝑓 (𝑥, 𝑦) = 𝑦
v. 𝑓 (𝑥, 𝑦) = 5 + 𝑥 2 𝑦 2
vi. 𝑓 (𝑥, 𝑦) = 𝑒 𝑦𝑥
vii. 𝑓 (𝑥, 𝑦) = 100𝑒 𝑥𝑦
viii. 𝑓 (𝑥, 𝑦) = 5𝑥𝑒 −2𝑦
ix. 𝑓 (𝑥, 𝑦) = sin (𝑥𝑦)
x. 𝑓 (𝑥, 𝑦) = 𝑥 2 𝑦 + cos 𝑦 + 𝑦 sin 𝑥
xi. 𝑓 (𝑥, 𝑦) = ln(𝑥 + 𝑦)
xii. 𝑓 (𝑥, 𝑦) = 𝑥𝑒 𝑦 + 𝑦 + 1