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∂2f
∂x2
, the derivative of f taken twice with respect to x,
∂2f
∂x∂y
, the derivative of f with respect to y and then with respect to x,
∂2f
∂y∂x
, the derivative of f with respect to x and then with respect to y,
∂2f
∂y 2
, the derivative of f taken twice with respect to y.
∂ f 3
We can carry on and find ∂x∂y 2 , which is taking the derivative of f first with
Note. In this course all the fuunctions we will encounter will have equal
mixed partial derivatives.
f (x, y) = x4 y 2 − x2 y 6 .
Solution:
∂f
= 4x3 y 2 − 2xy 6
∂x
∂f
= 2x4 y − 6x2 y 5
∂y
∂2f
= 12x2 y 2 − 2y 6
∂x2
∂2f
= 8x3 y − 12xy 5
∂y∂x
∂2f
= 2x4 − 30x2 y 4
∂y 2
∂2f
= 8x3 − 12xy 5
∂x∂y
Notations:
∂f
fx =
∂x
∂f
fy =
∂y
∂2f
fxx =
∂x2
∂2f
fyy =
∂y 2
∂2f
fxy =
∂x∂y
3.3 Chain Rule
You are familiar with the chain rule for functions of one variable: if f is
a function of u, denoted by f = f (u), and u is a function of x, denoted
u = u(x). Then
df df du
= .
dx du dx
z = z(u, v)
then
∂z ∂z ∂u ∂z ∂v
= +
∂x ∂u ∂x ∂v ∂y
∂z ∂z ∂u ∂z ∂v
= +
∂y ∂u ∂y ∂v ∂y
oo z PPP
o PPP
ooo
∂z ∂z
∂u
oo PP∂vP
ooo PPP
wooo PP'
u v
??? ∂u ??? ∂y
∂x ∂x
∂u ∂v ∂v
??∂y ??
?? ??
?
x y x y
z = z(u, v)
u = xy
v = 2x + 3y
Solution:
∂z ∂z ∂u ∂z ∂v
= +
∂x u ∂x v ∂x
∂z ∂z
= y +2
u v
∂z ∂z ∂u ∂z ∂v
= +
∂y u ∂y v ∂y
∂z ∂z
= x +3
u v
Example. Let
z = z(u, v)
u = x2 y
v = 3x + 2y
∂2z
1. Find ∂y 2
.
∂2z
Solution: We will first find ∂y 2
.
∂z ∂z ∂u ∂z ∂v ∂z ∂z
= + = x2 +2 .
∂y ∂u ∂y ∂v ∂y ∂u ∂v
Now differentiate again with respect to y to obtain
∂2z ∂ 2 ∂z ∂ ∂z
2
= (x )+ (2 )
∂y ∂y ∂u ∂y ∂v
∂ ∂z ∂ ∂z
= x2 ( ) + 2 ( )
∂y ∂u ∂y ∂v
Note that z is a function of u and v, and u and v are functions of x and
∂z ∂z
y. Then the partial derivatives ∂u and ∂v are also initially functions of
u and v and eventually functions of x and y. In other words we have
the same dependence diagram as z.
∂ ∂z ∂2z ∂2z
Note. ( )
∂y ∂u
6= ∂y∂u
). Never write ∂y∂u
as it is mathematically mean-
ingless.
∂z
p ∂u NNNN ∂ 2 z
∂2z
∂u2 ppppp NNN∂v∂u
pp pp NNN
NNN
ppp N'
w p
u ? ∂u v ? ∂v
?? ∂y ??? ∂y
∂x
∂u ∂v
??? ∂x
??
?? ?
x y x y
∂z
N
∂2z
ppppp ∂v NNNNN ∂ 22z
∂u∂v
ppp N∂v
NNN
p pp NNN
pw p p N'
u ? ∂u v
??? ∂y ??? ∂y
∂x ∂x
∂u ∂v ∂v
?? ??
?? ??
x y x y
Therefore
∂2z 2
2 ∂ z ∂u ∂ 2 z ∂v ∂ 2 z ∂u ∂ 2 z ∂v
= x ( + ) + 2( + )
∂y 2 ∂u2 ∂y ∂v∂u ∂y ∂u∂v ∂y ∂v 2 ∂y
∂2z ∂2z ∂2z ∂2z
= x2 (x2 2 + 2 ) + 2(x2 + 2 2)
∂u ∂v∂u ∂u∂v ∂v
The mixed partials are equal so the answer simplifies to
∂2z 2
4∂ z
2
2 ∂ z ∂2z
= x + 4x + 4 .
∂y 2 ∂u2 ∂u∂v ∂v 2
∂2z
2. Find ∂x∂y
Solution: We have
∂z ∂z ∂u ∂z ∂v ∂z ∂z
= + = x2 +2 .
∂y ∂u ∂y ∂v ∂y ∂u ∂v
Now differentiate again with respect to x to obtain
∂2z ∂ 2 ∂z ∂ ∂z
= (x )+ (2 )
∂x∂y ∂x ∂u ∂x ∂v
∂ ∂z ∂z ∂ ∂z
= x2 ( ) + 2x +2 ( )
∂x ∂u ∂u ∂x ∂v
2 2
∂ z ∂u ∂ z ∂v ∂z ∂ 2 z ∂u ∂ 2 z ∂v
= x2 ( 2 + ) + 2x + 2( + )
∂u ∂x ∂v∂u ∂x ∂u ∂u∂v ∂x ∂v 2 ∂x
∂2z ∂2z ∂z ∂2z ∂2z
= x2 (2xy 2 + 3 ) + 2x + 2(2xy + 3 2)
∂u ∂v∂u ∂u ∂u∂v ∂v
2 2 2
∂ z ∂ z ∂z ∂ z
= 2x3 y 2 + (3x2 + 4xy) ) + 2x +6 2
∂u ∂v∂u ∂u ∂v
(ii) If f 00 (x) < 0 the gradient is decreasing and we have a local maximum.
If the Hessian is zero, then the critical point is degenerate. If the Hessian
is non-zero, then the critical point is non-degenerate and we can classify the
points in the following manner:
case(i) If H > 0 and fxx < 0 then the critical point is a relative maximum.
case(ii) If H > 0 and fxx > 0 then the critical point is a relative minimum.
fx = 0
12x(3x + 2y) = 0
case(i) x = 0.
Then substituting this in fy we get fy = 3(y 2 − 25) = 0 implies y = ±5.
case(ii) 3x + 2y = 0.
Then y = −3x/2 and substituting this in fy we get,
9x2
fy = 3(4x2 + − 25)
4
3
= (16x2 + 9x2 − 100)
4
3
= (25x2 − 100)
4
75 2
= (x − 4)
4
fy = 0
75 2
(x − 4) = 0
4
x2 − 4 = 0
x = ±2
Thus we have found four critical points: (0, 5), (0, −5), (2, −3), (−2, 3).
We must now classify these points.