Partial derivative: Difference between revisions

From Calculus
Line 27: Line 27:
Suppose <math>i</math> is a natural number in the set <math>\{ 1,2,3,\dots,n \}</math>.
Suppose <math>i</math> is a natural number in the set <math>\{ 1,2,3,\dots,n \}</math>.


The '''partial derivative''' ''at'' this point <math>(a_1,a_2,\dots,a_n)</math> with respect to the variable <math>x_i</math> is defined as a [[derivative]] as given below.
{| class="sortable" border="1"
 
! Item !! Value for partial derivative with respect to <math>x_i</math>
This partial derivative is also denoted as <math>f_{x_i}(a_1,a_2,\dots,a_n)</matH> or <math>f_i(a_1,a_2,\dots,a_n)</math>.
|-
 
| Notation || <math>\frac{\partial}{\partial x_i}f(x_1,x_2,\dots,x_n)|_{(x_1,x_2,\dots,x_n) = (a_1,a_2,\dots,a_n)}</math><br>Also denoted <math>f_{x_i}(a_1,a_2,\dots,a_n)</math>
'''As a derivative''':
|-
 
| Definition as [[derivative]] || <math>\frac{d}{dx_i}f(a_1,a_2,\dots,a_{i-1},x_i,a_{i+1}, \dots,a_n)|_{x_i = a_i}</math>. In other words, it is the derivative (evaluated at <math>a_i</math>) of the function <math>x \mapsto f(x_1,x_2,\dots,x_{i-1},a_i,x_{i+1},\dots,x_n)</math> with respect to <math>x_i</math>, evaluated at the point <math>x_i = a_i</math>.
<math>\frac{\partial}{\partial x_i}f(x_1,x_2,\dots,x_n)|_{(x_1,x_2,\dots,x_n) = (a_1,a_2,\dots,a_n)} = \frac{d}{dx_i}f(a_1,a_2,\dots,a_{i-1},x_i,a_{i+1}, \dots,a_n)|_{x_i = a_i}</math>
|-
 
| Definition as a [[limit]] (using derivative as limit of difference quotient) || <math>\lim_{x_i \to a_i} \frac{f(a_1,a_2,\dots,a_{i-1},x_i,a_{i+1},\dots,a_n) - f(a_1,a_2,\dots,a_n)}{x_i - a_i}</math>
In other words, it is the derivative (evaluated at <math>a_i</math>) of the function <math>x \mapsto f(x_1,x_2,\dots,x_{i-1},a_i,x_{i+1},\dots,x_n)</math> with respect to <math>x_i</math>, evaluated at the point <math>x_i = a_i</math>.
|}
 
'''As a limit''': The partial derivative can be defined explicitly as a limit:

Revision as of 00:46, 2 April 2012

Definition at a point

Generic definition

Suppose f is a function of more than one variable, where x is one of the input variables to f. Fix a choice x=x0 and fix the values of all the other variables. The partial derivative of f with respect to x, denoted f/x, or fx, is defined as the derivative at x0 of the function that sends x to f at x for the same fixed choice of the other input variables.

For a function of two variables

Suppose f is a real-valued function of two variables x,y, i.e., the domain of f is a subset of R2. Suppose (x0,y0) is a point in the domain of f. We define the partial derivatives at (x0,y0) as follows:

Item For partial derivative with respect to x For partial derivative with respect to y
Notation f(x,y)x|(x,y)=(x0,y0)
Also denoted fx(x0,y0 or f1(x0,y0)
f(x,y)y|(x,y)=(x0,y0)
Also denoted fy(x0,y0) or f2(x0,y0)
Definition as derivative ddxf(x,y0)|x=x0. In other words, it is the derivative (at x=x0) of the function xf(x,y0) ddyf(x0,y)|y=y0. In other words, it is the derivative (at y=y0) of the function yf(x0,y).
Definition as limit (using derivative as limit of difference quotient) limxx0f(x,y0)f(x0,y0)xx0
limh0f(x0+h,y0)f(x0,y0)h
limyy0f(x0,y)f(x0,y0)yy0
limh0f(x0,y0+h)f(x0,y0)h
Definition as directional derivative Directional derivative at (x0,y0 with respect to a unit vector in the positive x-direction. Directional derivative at (x0,y0 with respect to a unit vector in the positive y-direction.

For a function of multiple variables

The notation here gets a little messy, so read it carefully. We consider a function f of n variables, which we generically denote (x1,x2,,xn) respectively. Consider a point (a1,a2,,an) in the domain of the function. In other words, this is a point where x1=a1,x2=a2,,xn=an.

Suppose i is a natural number in the set {1,2,3,,n}.

Item Value for partial derivative with respect to xi
Notation xif(x1,x2,,xn)|(x1,x2,,xn)=(a1,a2,,an)
Also denoted fxi(a1,a2,,an)
Definition as derivative ddxif(a1,a2,,ai1,xi,ai+1,,an)|xi=ai. In other words, it is the derivative (evaluated at ai) of the function xf(x1,x2,,xi1,ai,xi+1,,xn) with respect to xi, evaluated at the point xi=ai.
Definition as a limit (using derivative as limit of difference quotient) limxiaif(a1,a2,,ai1,xi,ai+1,,an)f(a1,a2,,an)xiai