Partial derivative explained

In mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary). Partial derivatives are used in vector calculus and differential geometry.

The partial derivative of a function

f(x, y, ... ) with respect to the variable x is variously denoted byIt can be thought of as the rate of change of the function in the x -direction.

Sometimes, for the partial derivative of

z with respect to x is denoted as \tfrac{\partial z}{\partial x}. Since a partial derivative generally has the same arguments as the original function, its functional dependence is sometimes explicitly signified by the notation, such as in:

$$f\text{'}\_x(x,\; y,\; \backslash ldots),\; \backslash frac\; (x,\; y,\; \backslash ldots).$$

The symbol used to denote partial derivatives is ∂. One of the first known uses of this symbol in mathematics is by Marquis de Condorcet from 1770, who used it for partial differences. The modern partial derivative notation was created by Adrien-Marie Legendre (1786), although he later abandoned it; Carl Gustav Jacob Jacobi reintroduced the symbol in 1841.

Definition

Like ordinary derivatives, the partial derivative is defined as a limit. Let be an open subset of

\R ^{n} and f:U\to\R a function. The partial derivative of at the point a = (a _{1,} \ldots, a _{n)} \in U with respect to the -th variable is defined as

Where

e _{i} is the unit vector of -th variable . Even if all partial derivatives \partial f / \partial x _{i(a)} exist at a given point, the function need not be continuous there. However, if all partial derivatives exist in a neighborhood of and are continuous there, then is totally differentiable in that neighborhood and the total derivative is continuous. In this case, it is said that is a function. This can be used to generalize for vector valued functions, by carefully using a componentwise argument.

The partial derivative $\backslash frac$ can be seen as another function defined on and can again be partially differentiated. If the direction of derivative is repeated, it is called a mixed partial derivative. If all mixed second order partial derivatives are continuous at a point (or on a set), is termed a function at that point (or on that set); in this case, the partial derivatives can be exchanged by Clairaut's theorem:

$$\backslash frac\; =\; \backslash frac\; .$$

Notation

See also: ∂. For the following examples, let be a function in,, and .

First-order partial derivatives:

$$\backslash frac\; =\; f\text{'}\_x\; =\; \backslash partial\_x\; f.$$

Second-order partial derivatives:

$$\backslash frac\; =\; f$$_ = \partial_ f = \partial_x^2 f.

Second-order mixed derivatives:

$$\backslash frac\; =\; \backslash frac\; \backslash left(\backslash frac\; \backslash right)\; =\; (f\text{'}\_)\text{'}\_\; =\; f$$_ = \partial_ f = \partial_y \partial_x f .

Higher-order partial and mixed derivatives:

$$\backslash frac\; =\; f^\; =\; \backslash partial\_x^i\; \backslash partial\_y^j\; \backslash partial\_z^k\; f.$$

When dealing with functions of multiple variables, some of these variables may be related to each other, thus it may be necessary to specify explicitly which variables are being held constant to avoid ambiguity. In fields such as statistical mechanics, the partial derivative of with respect to, holding and constant, is often expressed as

$$\backslash left(\backslash frac\; \backslash right)\_\; .$$

Conventionally, for clarity and simplicity of notation, the partial derivative function and the value of the function at a specific point are conflated by including the function arguments when the partial derivative symbol (Leibniz notation) is used. Thus, an expression like

$$\backslash frac$$

is used for the function, while

$$\backslash frac$$

might be used for the value of the function at the point However, this convention breaks down when we want to evaluate the partial derivative at a point like In such a case, evaluation of the function must be expressed in an unwieldy manner as

$$\backslash frac(17,\; u+v,\; v^2)$$

or

$$\backslash left.\; \backslash frac\backslash right\; |\_$$

in order to use the Leibniz notation. Thus, in these cases, it may be preferable to use the Euler differential operator notation with

D _{i} as the partial derivative symbol with respect to the -th variable. For instance, one would write D _{1} f( 17 , u + v, v ^{2)} for the example described above, while the expression D _{1} f represents the partial derivative function with respect to the first variable.^[1]

For higher order partial derivatives, the partial derivative (function) of

D _{i} f with respect to the -th variable is denoted That is, so that the variables are listed in the order in which the derivatives are taken, and thus, in reverse order of how the composition of operators is usually notated. Of course, Clairaut's theorem implies that D _{i,j} = D _{j,i} as long as comparatively mild regularity conditions on are satisfied.

Gradient

f(x _{1,} \ldots, x _{n)} on a domain in Euclidean space \R ^{n} (e.g., on \R ^{2} or In this case has a partial derivative \partial f/\partial x _{j} with respect to each variable . At the point, these partial derivatives define the vector

$$\backslash nabla\; f(a)\; =\; \backslash left(\backslash frac(a),\; \backslash ldots,\; \backslash frac(a)\backslash right).$$

This vector is called the gradient of at . If is differentiable at every point in some domain, then the gradient is a vector-valued function which takes the point to the vector . Consequently, the gradient produces a vector field.

$$\backslash nabla\; =\; \backslash left[\{\backslash frac\{\backslash partial\}\{\backslash partial\; x\}\}\; \backslash right]\; \backslash hat\; +\; \backslash left[\{\backslash frac\{\backslash partial\}\{\backslash partial\; y\}\}\; \backslash right]\; \backslash hat\; +\; \backslash left[\{\backslash frac\{\backslash partial\}\{\backslash partial\; z\}\}\backslash right]\; \backslash hat$$

Or, more generally, for -dimensional Euclidean space

\R ^{n} with coordinates x _{1,} \ldots, x _{n} and unit vectors

$$\backslash nabla\; =\; \backslash sum\_^n\; \backslash left[\backslash frac\{\backslash partial\}\{\backslash partial\; x\_j\}\; \backslash right]\; \backslash hat\_j\; =\; \backslash left[\backslash frac\{\backslash partial\}\{\backslash partial\; x\_1\}\; \backslash right]\; \backslash hat\_1\; +\; \backslash left[\backslash frac\{\backslash partial\}\{\backslash partial\; x\_2\}\; \backslash right]\; \backslash hat\_2\; +\; \backslash dots\; +\; \backslash left[\backslash frac\{\backslash partial\}\{\backslash partial\; x\_n\}\; \backslash right]\; \backslash hat\_n$$

Example

Suppose that is a function of more than one variable. For instance,

$$z\; =\; f(x,y)\; =\; x^2\; +\; xy\; +\; y^2\; .$$

The graph of this function defines a surface in Euclidean space. To every point on this surface, there are an infinite number of tangent lines. Partial differentiation is the act of choosing one of these lines and finding its slope. Usually, the lines of most interest are those that are parallel to the -plane, and those that are parallel to the -plane (which result from holding either or constant, respectively).

To find the slope of the line tangent to the function at and parallel to the -plane, we treat as a constant. The graph and this plane are shown on the right. Below, we see how the function looks on the plane . By finding the derivative of the equation while assuming that is a constant, we find that the slope of at the point is:

$$\backslash frac\; =\; 2x+y.$$

So at, by substitution, the slope is . Therefore,

$$\backslash frac\; =\; 3$$

at the point . That is, the partial derivative of with respect to at is, as shown in the graph.

The function can be reinterpreted as a family of functions of one variable indexed by the other variables:

$$f(x,y)\; =\; f\_y(x)\; =\; x^2\; +\; xy\; +\; y^2.$$

In other words, every value of defines a function, denoted, which is a function of one variable .^[2] That is,

$$f\_y(x)\; =\; x^2\; +\; xy\; +\; y^2.$$

In this section the subscript notation denotes a function contingent on a fixed value of, and not a partial derivative.

Once a value of is chosen, say, then determines a function which traces a curve on the -plane:

$$f\_a(x)\; =\; x^2\; +\; ax\; +\; a^2.$$

In this expression, is a, not a, so is a function of only one real variable, that being . Consequently, the definition of the derivative for a function of one variable applies:

$$f\_a\text{'}(x)\; =\; 2x\; +\; a.$$

The above procedure can be performed for any choice of . Assembling the derivatives together into a function gives a function which describes the variation of in the direction:

$$\backslash frac(x,y)\; =\; 2x\; +\; y.$$

This is the partial derivative of with respect to . Here '' is a rounded 'd' called the partial derivative symbol; to distinguish it from the letter 'd', '' is sometimes pronounced "partial".

Higher order partial derivatives

Second and higher order partial derivatives are defined analogously to the higher order derivatives of univariate functions. For the function

f(x, y, ...) the "own" second partial derivative with respect to is simply the partial derivative of the partial derivative (both with respect to):^[3]

$$\backslash frac\; \backslash equiv\; \backslash partial\; \backslash frac\; \backslash equiv\; \backslash frac\; \backslash equiv\; f\_.$$

The cross partial derivative with respect to and is obtained by taking the partial derivative of with respect to, and then taking the partial derivative of the result with respect to, to obtain

$$\backslash frac\; \backslash equiv\; \backslash partial\; \backslash frac\; \backslash equiv\; \backslash frac\; \backslash equiv\; f\_.$$

Schwarz's theorem states that if the second derivatives are continuous, the expression for the cross partial derivative is unaffected by which variable the partial derivative is taken with respect to first and which is taken second. That is,

$$\backslash frac\; =\; \backslash frac$$

or equivalently

f _{yx} = f _{xy} .

Own and cross partial derivatives appear in the Hessian matrix which is used in the second order conditions in optimization problems.The higher order partial derivatives can be obtained by successive differentiation

Antiderivative analogue

There is a concept for partial derivatives that is analogous to antiderivatives for regular derivatives. Given a partial derivative, it allows for the partial recovery of the original function.

Consider the example of

$$\backslash frac\; =\; 2x+y.$$

The so-called partial integral can be taken with respect to (treating as constant, in a similar manner to partial differentiation):

$$z\; =\; \backslash int\; \backslash frac\; \backslash ,dx\; =\; x^2\; +\; xy\; +\; g(y).$$

Here, the constant of integration is no longer a constant, but instead a function of all the variables of the original function except . The reason for this is that all the other variables are treated as constant when taking the partial derivative, so any function which does not involve will disappear when taking the partial derivative, and we have to account for this when we take the antiderivative. The most general way to represent this is to have the constant represent an unknown function of all the other variables.

Thus the set of functions where is any one-argument function, represents the entire set of functions in variables that could have produced the -partial derivative

If all the partial derivatives of a function are known (for example, with the gradient), then the antiderivatives can be matched via the above process to reconstruct the original function up to a constant. Unlike in the single-variable case, however, not every set of functions can be the set of all (first) partial derivatives of a single function. In other words, not every vector field is conservative.

Applications

Geometry

The volume of a cone depends on the cone's height and its radius according to the formula

$$V(r,\; h)\; =\; \backslash frac.$$

The partial derivative of with respect to is

$$\backslash frac\; =\; \backslash frac,$$

which represents the rate with which a cone's volume changes if its radius is varied and its height is kept constant. The partial derivative with respect to equals which represents the rate with which the volume changes if its height is varied and its radius is kept constant.

By contrast, the total derivative of with respect to and are respectively

The difference between the total and partial derivative is the elimination of indirect dependencies between variables in partial derivatives.

If (for some arbitrary reason) the cone's proportions have to stay the same, and the height and radius are in a fixed ratio,

$$k\; =\; \backslash frac\; =\; \backslash frac.$$

This gives the total derivative with respect to,

$$\backslash frac\; =\; \backslash frac\; +\; \backslash frack\backslash ,,$$

which simplifies to

$$\backslash frac\; =\; k\; \backslash pi\; r^2,$$

Similarly, the total derivative with respect to is

$$\backslash frac\; =\; \backslash pi\; r^2.$$

The total derivative with respect to and of the volume intended as scalar function of these two variables is given by the gradient vector

$$\backslash nabla\; V\; =\; \backslash left(\backslash frac,\backslash frac\backslash right)\; =\; \backslash left(\backslash frac\backslash pi\; rh,\; \backslash frac\backslash pi\; r^2\backslash right).$$

Optimization

Partial derivatives appear in any calculus-based optimization problem with more than one choice variable. For example, in economics a firm may wish to maximize profit with respect to the choice of the quantities and of two different types of output. The first order conditions for this optimization are . Since both partial derivatives and will generally themselves be functions of both arguments and, these two first order conditions form a system of two equations in two unknowns.

Thermodynamics, quantum mechanics and mathematical physics

Partial derivatives appear in thermodynamic equations like Gibbs-Duhem equation, in quantum mechanics as in Schrödinger wave equation, as well as in other equations from mathematical physics. The variables being held constant in partial derivatives here can be ratios of simple variables like mole fractions in the following example involving the Gibbs energies in a ternary mixture system:

$$\backslash bar=\; G\; +\; (1-x\_2)\; \backslash left(\backslash frac\backslash right)\_$$

Express mole fractions of a component as functions of other components' mole fraction and binary mole ratios:

Differential quotients can be formed at constant ratios like those above:

Ratios X, Y, Z of mole fractions can be written for ternary and multicomponent systems:

which can be used for solving partial differential equations like:

$$\backslash left(\backslash frac\backslash right)\_\; =\; \backslash left(\backslash frac\backslash right)\_$$

This equality can be rearranged to have differential quotient of mole fractions on one side.

Image resizing

Partial derivatives are key to target-aware image resizing algorithms. Widely known as seam carving, these algorithms require each pixel in an image to be assigned a numerical 'energy' to describe their dissimilarity against orthogonal adjacent pixels. The algorithm then progressively removes rows or columns with the lowest energy. The formula established to determine a pixel's energy (magnitude of gradient at a pixel) depends heavily on the constructs of partial derivatives.

Economics

Partial derivatives play a prominent role in economics, in which most functions describing economic behaviour posit that the behaviour depends on more than one variable. For example, a societal consumption function may describe the amount spent on consumer goods as depending on both income and wealth; the marginal propensity to consume is then the partial derivative of the consumption function with respect to income.

See also

• d'Alembert operator
• Chain rule
• Curl (mathematics)
• Divergence
• Exterior derivative
• Iterated integral
• Jacobian matrix and determinant
• Laplace operator
• Multivariable calculus
• Symmetry of second derivatives
• Triple product rule, also known as the cyclic chain rule.

External links

• • Partial Derivatives at MathWorld

Notes and References

1. Book: Spivak, M. . 1965 . Calculus on Manifolds . W. A. Benjamin . New York . 44 . 9780805390216 .
2. This can also be expressed as the adjointness between the product space and function space constructions.
3. Book: Chiang, Alpha C. . 1984 . Fundamental Methods of Mathematical Economics . McGraw-Hill . 3rd . Alpha Chiang .