Chapter 8
Differentials and Partial Derivatives
Linear approximation, functions of several variables and partial derivatives.
1. Linear approximation and differentials
Near a point, a smooth curve looks almost straight — it hugs its tangent line. This is the single most useful idea in differential calculus: over a small step , the change in is well approximated by the change along the tangent, whose slope is .
To make this exact as a definition, we introduce the differentials and . We are free to treat as an independent variable (the size of the step), and then is defined to be the corresponding rise along the tangent line.
For a differentiable function , the differential of is , where is the differential of . The true change and the differential agree to first order: for small .
Differentials give a quick way to estimate small changes and to propagate measurement errors: if a quantity is measured with a small error , the induced error in is about .
2. Functions of several variables
Most real quantities depend on more than one input: the volume of a cylinder depends on radius and height, temperature on position and time. A function of two variables assigns a single number to each point in a region of the plane.
A function of two variables is a rule that assigns to each ordered pair in a domain a unique real number . Its graph is a surface sitting above the -plane.
Examples include (a bowl-shaped paraboloid) and (a saddle). The same ideas extend to three or more variables, though we can no longer draw the graph.
3. Limits and continuity
We say as if can be made arbitrarily close to by taking close enough to . The crucial new feature in two dimensions is that a point can be approached from infinitely many directions — along any path in the plane.
is continuous at if . Polynomials in and are continuous everywhere; quotients are continuous wherever the denominator is non-zero.
4. Partial derivatives
To measure how changes, we vary one input at a time and hold the other fixed. Freezing turns into a function of alone; its ordinary derivative is the partial derivative with respect to .
The partial derivatives of are the limits and , when these limits exist. They are also written and .
5. Higher-order partials and Clairaut's theorem
Each partial derivative is itself a function of and , so we can differentiate again. This gives four second-order partial derivatives:
The two mixed partials (differentiate first by , then by ) and (the other order) are, remarkably, almost always equal.
If and are both continuous on a region, then they are equal there: . The order of differentiation does not matter.
6. The total differential and linear approximation
With one variable, . With two variables, a small change in comes from both inputs moving, so the contributions add:
For , the total differential is .
This gives the linear (tangent-plane) approximation to the change in when both and change by small amounts and :
7. Homogeneous functions and Euler's theorem
Many functions in geometry and physics scale in a simple way when all inputs are stretched by the same factor. Such functions are called homogeneous.
A function is homogeneous of degree if for all . Equivalently, every term of has the same total degree in and .
For instance is homogeneous of degree , and is homogeneous of degree .
If is homogeneous of degree , then .
- Degree is read off by summing the exponents in each term (they must all match).
- A ratio of homogeneous functions is homogeneous of degree (numerator degree denominator degree).
- Euler's relation is a fast check and a shortcut in many proofs.