Partial derivative: Difference between revisions

From Calculus
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===For a function of two variables===
===For a function of two variables===


Suppose <math>f</math> is a real-valued function of two variables <math>x,y</math>, i.e., the [[domain]] of <math>f</math> is a subset of <math>\R^2</math>. We define the partial derivatives as follows:
Suppose <math>f</math> is a real-valued function of two variables <math>x,y</math>, i.e., the [[domain]] of <math>f</math> is a subset of <math>\R^2</math>. Suppose <math>(x_0,y_0)</math> is a point in the [[domain]] of <math>f</math>. We define the partial derivatives at <math>(x_0,y_0)</math> as follows:


* '''Partial derivative with respect to <math>x</math>''':
{| class="sortable" border="1"
 
! Which partial derivative? !! Notation for partial derivative !! Definition as derivative !! Definition as limit
<math>\frac{\partial f(x,y)}{\partial x}|_{(x,y) = (x_0,y_0)} = \frac{d}{dx}f(x,y_0)|_{x = x_0}</math>
|-
 
| Partial derivative with respect to <math>x</math> || <math>\frac{\partial f(x,y)}{\partial x}|_{(x,y) = (x_0,y_0)}</math><br>Also denoted <math>f_x(x_0,y_0</math> or <math>f_1(x_0,y_0)</math> || <math>\frac{d}{dx}f(x,y_0)|_{x = x_0}</math>. In other words, it is the derivative (at <math>x = x_0</math>) of the function <math>x \mapsto f(x,y_0)</math> || <math>\lim_{x \to x_0} \frac{f(x,y_0) - f(x_0,y_0)}{x - x_0}</math><br><math>\lim_{h \to 0} \frac{f(x_0 + h,y_0) - f(x_0,y_0)}{h}</math>
In words, it is the [[derivative]] at <math>x = x_0</math> of the function <math>x \mapsto f(x,y_0)</math>.
|-
 
| Partial derivative with respect to <math>y</math> || <math>\frac{\partial f(x,y)}{\partial y}|_{(x,y) = (x_0,y_0)}</math><br>Also denoted <math>f_y(x_0,y_0)</math> or <math>f_2(x_0,y_0)</math> ||  <math>\frac{d}{dy}f(x_0,y)|_{y = y_0}</math>. In other words, it is the derivative (at <math>y = y_0</math>) of the function <math>y \mapsto f(x_0,y)</math>. || <math>\lim_{y \to y_0} \frac{f(x_0,y) - f(x_0,y_0)}{y - y_0}</math><br><math>\lim_{h \to 0} \frac{f(x_0,y_0 + h) - f(x_0,y_0)}{h}</math>
This partial derivative is also denoted <math>f_x(x_0,y_0)</math> or <math>f_1(x_0,y_0)</math>.
|}
 
* '''Partial derivative with respect to <math>y</math>''':
 
<math>\frac{\partial f(x,y)}{\partial y}|_{(x,y) = (x_0,y_0)} = \frac{d}{dy}f(x_0,y)|_{y = y_0}</math>
 
In words, it is the [[derivative]] at <math>y = y_0</math> of the function <math>y \mapsto f(x_0,y)</math>.
 
This partial derivative is also denoted <math>f_y(x_0,y_0)</math> or <math>f_2(x_0,y_0)</math>.


===For a function of multiple variables===
===For a function of multiple variables===
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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 follows:
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.
 
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>.
 
'''As a derivative''':


<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>
<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>


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>.
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 00:38, 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:

Which partial derivative? Notation for partial derivative Definition as derivative Definition as limit
Partial derivative with respect to x f(x,y)x|(x,y)=(x0,y0)
Also denoted fx(x0,y0 or f1(x0,y0)
ddxf(x,y0)|x=x0. In other words, it is the derivative (at x=x0) of the function xf(x,y0) limxx0f(x,y0)f(x0,y0)xx0
limh0f(x0+h,y0)f(x0,y0)h
Partial derivative with respect to y f(x,y)y|(x,y)=(x0,y0)
Also denoted fy(x0,y0) or f2(x0,y0)
ddyf(x0,y)|y=y0. In other words, it is the derivative (at y=y0) of the function yf(x0,y). limyy0f(x0,y)f(x0,y0)yy0
limh0f(x0,y0+h)f(x0,y0)h

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}.

The partial derivative at this point (a1,a2,,an) with respect to the variable xi is defined as a derivative as given below.

This partial derivative is also denoted as fxi(a1,a2,,an) or fi(a1,a2,,an).

As a derivative:

xif(x1,x2,,xn)|(x1,x2,,xn)=(a1,a2,,an)=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.

As a limit: The partial derivative can be defined explicitly as a limit: