Partial Differentiation
Suppose you want to forecast the weather this weekend in Los Angeles.
You construct a formula for the temperature as a function of several
environmental variables, each of which is not entirely predictable.
Now you would like to see how your weather forecast would change as
one particular environmental factor changes, holding all the other
factors constant. To do this investigation, you would use the concept
of a partial derivative...
Let the temperature T depend on variables x and y, T = f(x,y). The rate of change of f with respect to x (holding y
constant) is called the partial derivative of f with respect to
x and is denoted by f 'x(x,y)
(or fx(x,y), without the sign '). Similarly, the rate of change of
f with respect to y is called the partial derivative of f
with respect to y and is denoted by fy(x,y).
We define
f 'x(x,y) = |
lim
Δx→ 0
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f(x+Δx,y)-f(x,y) Δx
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f 'y(x,y) = |
lim
Δx → 0
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f(x,y+Δx)-f(x,y) Δx
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Do you see the similarity beween these and the limit definition
of a function of one variable?
Example
-
Let f(x,y) |
= |
xy2
| |
Then f 'x(x,y) |
= |
lim Δx→0 |
(x+Δx)y2-xy2 Δx |
|
= |
lim Δx→0 |
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|
= |
y2 |
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f 'y(x,y) |
= |
lim Δx→0 |
x(y+Δx)2-xy2 Δx |
|
= |
lim Δx→0 |
|
|
= |
lim Δx→0 |
2xy + xΔx |
|
= |
2xy |
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In practice, we use our knowledge of single-variable calculus to
compute partial derivatives. To calculate f 'x(x,y), we view y
as a constant and differentiate f(x,y) with respect to x:
f 'x(x,y) = y2 as expected since |
d dx
|
[x] = 1. |
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Similarly,
f 'y(x,y) = 2xy since |
d dy
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[y2] = 2y. |
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More Examples
Continuity
Mentre nel caso univariato la derivabilità implica la continuità, ciò non accade nel caso
plurivariato. Innanzitutto occorre precisare il concetto di continuità in questo caso. Se f è
una funzione a più input ed 1 output:
lim P → Q f(p) = L (se Q è interno al dominio di f
o se sta sul bordo di esso)
quando per ogni ε positivo esiste un δ tale che |f(P)−L| < ε
ogniqualvolta la distanza tra P e Q è minore di δ.
Se Q sta nel dominio di f e L = f(Q) si dice che f è continua in Q.
f può ammettere in un punto Q del suo dominio tutte le derivate parziali
del primo ordine senza essere ivi continua. Vedi un esempio (grafico
realizzato con R).
Notation
- Let z = f(x,y).
The partial derivative f 'x(x,y) can also be written as
|
∂f ∂x
|
(x,y) or D1(f)(x,y) or |
∂z ∂x
|
. |
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Similarly, f 'y(x,y) can also be written as
|
∂f ∂y
|
(x,y) or D2(f)(x,y) or |
∂z ∂y
|
. |
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- The partial derivative f 'x(x,y) evaluated at the point
(x0,y0) can be expressed in several ways:
f 'x(x0,y0) |
or |
∂f ∂x
| ∣ ∣ ∣ |
(x0,y0)
|
or D1(f)(x0,y0) or |
∂f ∂x
|
(x0,y0) |
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There are analogous expressions for f 'y(x0,y0).
Geometrical Meaning
Suppose the graph of z = f(x,y) is the surface shown. Consider the
partial derivative of f with respect to x at a point
(x0,y0).
Holding y constant and varying x, we trace out a curve that is the
intersection of the surface with the vertical plane y = y0.
The partial derivative f 'x(x0,y0) measures the change in z
per unit increase in x along this curve. That is,
f 'x(x0,y0) is just the slope of the curve at
(x0,y0). The geometrical interpretation of
f 'y(x0,y0) is analogous.
Notes
- Functions of More than Two Variables
For g(x,y,z), the partial derivative g 'x(x,y,z) is calculated by
holding y and z constant and differentiating with respect to x.
The partial derivatives g 'y(x,y,z) and
g 'z(x,y,z) are
calculated in an analagous manner.
- Higher-Order Partial Derivatives
For a function f(x,y), the partial derivatives ∂f / ∂x and ∂f / ∂y are themselves
functions of x and y, so we can take partial derivatives of them:
fxx = |
∂ ∂x
|
| / | \ |
|
∂f ∂x
| \ | / |
= |
∂2 f ∂x2
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fxy = |
∂ ∂y
|
| / | \ |
|
∂f ∂x
| \ | / |
= |
∂2 f ∂y ∂x
|
|
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fyy = |
∂ ∂y
|
| / | \ |
|
∂f ∂y
| \ | / |
= |
∂2 f ∂y2
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fyx = |
∂ ∂x
|
| / | \ |
|
∂f ∂y
| \ | / |
= |
∂2 f ∂x ∂y
|
|
|
| |
fxy and fyx are called mixed second-order partial
derivatives.
If f, fx, fy, fxy, and fyx are continuous on an open
region, then
fxy = fyx at each point in the region, so the order in which the
differentiation is
done does not matter
(controesempio)
|
|
Higher-order partial derivatives (e.g. fxxy) can also be
calculated. Using the subscript notation, the order of
differentiation is from left to right.
Notazioni.
Invece di, ad es., fxy(x,y) e fyy(x,y), si usano anche
Dx,y(f)(x,y)
e Dy,y(f)(x,y), o - più correttamente (poichè non sono obbligato a
indicare con x ed y le due variabili indipendenti) - D12(f)(x,y)
e D22(f)(x,y), o
f '1 2(f)(x,y)
e f '2 2(f)(x,y), o
f1 2(f)(x,y)
e f2 2(f)(x,y).
Key Concept
[index]
Consider a function f(x,y).
fx(x,y) = rate of change of f with respect to x = |
lim
Δx → 0
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f(x+Δx, y)- f(x,y) Δx
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|
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fy(x,y) = rate of change of f with respect to y = |
lim
Δx → 0
|
|
f(x, y+Δx)- f(x,y) Δx
|
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To calculate fx(x,y), differentiate f with respect to x
holding y constant. Similarly, to calculate fy(x,y),
differentiate f with respect to y holding x constant.
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