TN 12th MathsLearn · Visualize · Practice

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 Δx\Delta x, the change in y=f(x)y = f(x) is well approximated by the change along the tangent, whose slope is f(x)f'(x).

Increment approximation
Δyf(x)Δx\Delta y \approx f'(x)\,\Delta x

To make this exact as a definition, we introduce the differentials dxdx and dydy. We are free to treat dxdx as an independent variable (the size of the step), and then dydy is defined to be the corresponding rise along the tangent line.

DefinitionDifferential

For a differentiable function y=f(x)y = f(x), the differential of yy is dy=f(x)dxdy = f'(x)\,dx, where dxdx is the differential of xx. The true change Δy\Delta y and the differential dydy agree to first order: Δydy\Delta y \approx dy for small dx=Δxdx = \Delta x.

Key idea: $\Delta y$ is the exact change in the curve; $dy = f'(x)\,dx$ is the change predicted by the tangent line. Their difference shrinks faster than $\Delta x$ itself.

Differentials give a quick way to estimate small changes and to propagate measurement errors: if a quantity xx is measured with a small error dxdx, the induced error in f(x)f(x) is about dy=f(x)dxdy = f'(x)\,dx.

ExampleEstimating a root
Use differentials to approximate 36.6\sqrt{36.6}.
ExamplePropagating an error
The side of a cube is measured as 5 cm5\text{ cm} with a possible error of 0.02 cm0.02\text{ cm}. Estimate the error in the computed volume.

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 z=f(x,y)z = f(x,y) to each point (x,y)(x,y) in a region of the plane.

DefinitionFunction of two variables

A function ff of two variables is a rule that assigns to each ordered pair (x,y)(x,y) in a domain DR2D \subseteq \mathbb{R}^2 a unique real number z=f(x,y)z = f(x,y). Its graph is a surface sitting above the xyxy-plane.

Examples include f(x,y)=x2+y2f(x,y) = x^2 + y^2 (a bowl-shaped paraboloid) and f(x,y)=xyf(x,y) = xy (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 f(x,y)Lf(x,y) \to L as (x,y)(a,b)(x,y) \to (a,b) if ff can be made arbitrarily close to LL by taking (x,y)(x,y) close enough to (a,b)(a,b). The crucial new feature in two dimensions is that a point can be approached from infinitely many directions — along any path in the plane.

Watch out: Path dependence: for a limit to exist, $f$ must approach the same value along every path. If two different paths give different values, the limit does not exist. For example, $f(x,y) = \dfrac{xy}{x^2 + y^2}$ tends to $0$ along the $x$-axis but to $\tfrac12$ along the line $y = x$, so it has no limit at the origin.
DefinitionContinuity

ff is continuous at (a,b)(a,b) if lim(x,y)(a,b)f(x,y)=f(a,b)\displaystyle\lim_{(x,y)\to(a,b)} f(x,y) = f(a,b). Polynomials in xx and yy are continuous everywhere; quotients are continuous wherever the denominator is non-zero.

4. Partial derivatives

To measure how f(x,y)f(x,y) changes, we vary one input at a time and hold the other fixed. Freezing yy turns ff into a function of xx alone; its ordinary derivative is the partial derivative with respect to xx.

DefinitionPartial derivatives

The partial derivatives of f(x,y)f(x,y) are the limits fx=limh0f(x+h,y)f(x,y)h\dfrac{\partial f}{\partial x} = \lim_{h\to 0}\dfrac{f(x+h,\,y) - f(x,y)}{h} and fy=limh0f(x,y+h)f(x,y)h\dfrac{\partial f}{\partial y} = \lim_{h\to 0}\dfrac{f(x,\,y+h) - f(x,y)}{h}, when these limits exist. They are also written fxf_x and fyf_y.

Key idea: To compute $\dfrac{\partial f}{\partial x}$, differentiate as usual in $x$ while treating every $y$ as a constant. To compute $\dfrac{\partial f}{\partial y}$, treat every $x$ as constant. Geometrically, $f_x(a,b)$ is the slope of the surface in the $x$-direction at $(a,b)$ — the slope of the curve you get by slicing the surface with the plane $y = b$.
ExampleBoth partials
Find fx\dfrac{\partial f}{\partial x} and fy\dfrac{\partial f}{\partial y} for f(x,y)=x2y+3xy2f(x,y) = x^2 y + 3xy^2.

5. Higher-order partials and Clairaut's theorem

Each partial derivative is itself a function of xx and yy, so we can differentiate again. This gives four second-order partial derivatives:

fxx=2fx2,fyy=2fy2,fxy=2fyx,fyx=2fxyf_{xx} = \dfrac{\partial^2 f}{\partial x^2},\quad f_{yy} = \dfrac{\partial^2 f}{\partial y^2},\quad f_{xy} = \dfrac{\partial^2 f}{\partial y\,\partial x},\quad f_{yx} = \dfrac{\partial^2 f}{\partial x\,\partial y}

The two mixed partials fxyf_{xy} (differentiate first by xx, then by yy) and fyxf_{yx} (the other order) are, remarkably, almost always equal.

DefinitionClairaut's theorem (equality of mixed partials)

If fxyf_{xy} and fyxf_{yx} are both continuous on a region, then they are equal there: fxy=fyxf_{xy} = f_{yx}. The order of differentiation does not matter.

ExampleVerifying $f_{xy} = f_{yx}$
Verify Clairaut's theorem for f(x,y)=x2y+3xy2f(x,y) = x^2 y + 3xy^2.

6. The total differential and linear approximation

With one variable, dy=f(x)dxdy = f'(x)\,dx. With two variables, a small change in ff comes from both inputs moving, so the contributions add:

DefinitionTotal differential

For z=f(x,y)z = f(x,y), the total differential is dz=fxdx+fydy=fxdx+fydydz = \dfrac{\partial f}{\partial x}\,dx + \dfrac{\partial f}{\partial y}\,dy = f_x\,dx + f_y\,dy.

This gives the linear (tangent-plane) approximation to the change in ff when both xx and yy change by small amounts Δx\Delta x and Δy\Delta y:

Δzfx(a,b)Δx+fy(a,b)Δy\Delta z \approx f_x(a,b)\,\Delta x + f_y(a,b)\,\Delta y
ExampleApproximating a change
For f(x,y)=x2+y2f(x,y) = x^2 + y^2, estimate the change as (x,y)(x,y) moves from (3,4)(3,4) to (3.1,3.9)(3.1,\,3.9).

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.

DefinitionHomogeneous function of degree $n$

A function f(x,y)f(x,y) is homogeneous of degree nn if f(tx,ty)=tnf(x,y)f(tx, ty) = t^n f(x,y) for all t>0t > 0. Equivalently, every term of ff has the same total degree nn in xx and yy.

For instance f(x,y)=x3+x2y+y3f(x,y) = x^3 + x^2 y + y^3 is homogeneous of degree 33, and f(x,y)=x2+y2x+yf(x,y) = \dfrac{x^2 + y^2}{x + y} is homogeneous of degree 11.

DefinitionEuler's theorem

If f(x,y)f(x,y) is homogeneous of degree nn, then xfx+yfy=nfx\dfrac{\partial f}{\partial x} + y\dfrac{\partial f}{\partial y} = n f.

Quick facts
  • 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 xfx+yfy=nfx f_x + y f_y = n f is a fast check and a shortcut in many proofs.
ExampleApplying Euler's theorem
Verify Euler's theorem for f(x,y)=x3+x2y+y3f(x,y) = x^3 + x^2 y + y^3.
Key idea: Open the Visualize tab to see partial derivatives directly: fix a point $(a,b)$, then read $f_x$ as the tangent slope of the $x$-slice and $f_y$ as the tangent slope of the $y$-slice.