ConceptComplete

Partial Derivatives

Partial derivatives measure the rate of change of a multivariable function with respect to one variable while holding others fixed. They generalize the derivative to functions f:Rn→Rf : \mathbb{R}^n \to \mathbb{R} and are fundamental for optimization, differential equations, and physics. However, existence of partial derivatives does not guarantee differentiability — the total derivative (Fréchet derivative) is the correct generalization.


Definition

Definition9.1Partial derivative

Let f:UβŠ†Rnβ†’Rf : U \subseteq \mathbb{R}^n \to \mathbb{R} and a∈U\mathbf{a} \in U. The partial derivative of ff with respect to xix_i at a\mathbf{a} is

βˆ‚fβˆ‚xi(a)=lim⁑hβ†’0f(a+hei)βˆ’f(a)h,\frac{\partial f}{\partial x_i}(\mathbf{a}) = \lim_{h \to 0} \frac{f(\mathbf{a} + h \mathbf{e}_i) - f(\mathbf{a})}{h},

where ei\mathbf{e}_i is the ii-th standard basis vector.

RemarkOne variable at a time

Partial derivatives treat all variables except one as constants. They give the slope in the direction of the coordinate axes.

ExamplePartial derivatives of f(x, y) = xΒ²y + yΒ³

For f(x,y)=x2y+y3f(x, y) = x^2 y + y^3:

βˆ‚fβˆ‚x=2xy,βˆ‚fβˆ‚y=x2+3y2.\frac{\partial f}{\partial x} = 2xy, \quad \frac{\partial f}{\partial y} = x^2 + 3y^2.

ExamplePartial derivatives exist but f not differentiable

Let f(x,y)=xyx2+y2f(x, y) = \frac{xy}{x^2 + y^2} for (x,y)β‰ (0,0)(x, y) \neq (0, 0) and f(0,0)=0f(0, 0) = 0. Then:

  • βˆ‚fβˆ‚x(0,0)=lim⁑hβ†’0f(h,0)h=0\frac{\partial f}{\partial x}(0, 0) = \lim_{h \to 0} \frac{f(h, 0)}{h} = 0.
  • βˆ‚fβˆ‚y(0,0)=0\frac{\partial f}{\partial y}(0, 0) = 0 similarly.

However, ff is not continuous at (0,0)(0, 0) (approach along y=xy = x gives limit 1/2β‰ 01/2 \neq 0), hence not differentiable. Existence of partial derivatives does not imply differentiability.


Gradient

Definition9.2Gradient

The gradient of f:Rn→Rf : \mathbb{R}^n \to \mathbb{R} at a\mathbf{a} is the vector

βˆ‡f(a)=(βˆ‚fβˆ‚x1(a),…,βˆ‚fβˆ‚xn(a)).\nabla f(\mathbf{a}) = \left(\frac{\partial f}{\partial x_1}(\mathbf{a}), \ldots, \frac{\partial f}{\partial x_n}(\mathbf{a})\right).

RemarkDirectional derivative

The gradient points in the direction of steepest ascent. The directional derivative in direction v\mathbf{v} is Dvf=βˆ‡fβ‹…vD_{\mathbf{v}} f = \nabla f \cdot \mathbf{v} (when ff is differentiable).

ExampleGradient of f(x, y, z) = xΒ²+ yΒ² + zΒ²

βˆ‡f=(2x,2y,2z)\nabla f = (2x, 2y, 2z). At (1,1,1)(1, 1, 1), βˆ‡f(1,1,1)=(2,2,2)\nabla f(1, 1, 1) = (2, 2, 2) points radially outward.


Higher-order partial derivatives

Definition9.3Second partial derivatives

βˆ‚2fβˆ‚xiβˆ‚xj=βˆ‚βˆ‚xi(βˆ‚fβˆ‚xj).\frac{\partial^2 f}{\partial x_i \partial x_j} = \frac{\partial}{\partial x_i}\left(\frac{\partial f}{\partial x_j}\right).

Theorem9.1Clairaut's theorem (mixed partials)

If βˆ‚2fβˆ‚xiβˆ‚xj\frac{\partial^2 f}{\partial x_i \partial x_j} and βˆ‚2fβˆ‚xjβˆ‚xi\frac{\partial^2 f}{\partial x_j \partial x_i} exist and are continuous in a neighborhood of a\mathbf{a}, then

βˆ‚2fβˆ‚xiβˆ‚xj(a)=βˆ‚2fβˆ‚xjβˆ‚xi(a).\frac{\partial^2 f}{\partial x_i \partial x_j}(\mathbf{a}) = \frac{\partial^2 f}{\partial x_j \partial x_i}(\mathbf{a}).

ExampleMixed partials for f(x, y) = xΒ³yΒ²

βˆ‚2fβˆ‚xβˆ‚y=βˆ‚βˆ‚x(2x3y)=6x2y=βˆ‚βˆ‚y(3x2y2)=βˆ‚2fβˆ‚yβˆ‚x\frac{\partial^2 f}{\partial x \partial y} = \frac{\partial}{\partial x}(2x^3 y) = 6x^2 y = \frac{\partial}{\partial y}(3x^2 y^2) = \frac{\partial^2 f}{\partial y \partial x}.


Summary

Partial derivatives extend differentiation to multivariable functions:

  • Measure rate of change along coordinate directions.
  • Gradient βˆ‡f\nabla f points in direction of steepest ascent.
  • Mixed partials commute if continuous (Clairaut's theorem).
  • Existence of partials β‡’ΜΈ\not\Rightarrow differentiability (need total derivative).

See Total Derivative for the correct notion of differentiability.