Partial and Directional Derivatives

Lecture Slides 4:
Partial and Directional derivatives

Department of Mathematics
IIT Guwahati

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Differential Calculus

Task: Extend differential calculus to the functions:

Case I: f : A Rn R
Case II: f : A R Rn
Case III: f : A Rn Rm

Question: What does it mean to say that f is differentiable?

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Parametric curve r : R Rn

A continuous function r : [a, b] R Rn is called a

parametric curve in Rn . The curve := r([a, b]) is
parameterized by r(t).

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Parametric curve r : R Rn

A continuous function r : [a, b] R Rn is called a

parametric curve in Rn . The curve := r([a, b]) is
parameterized by r(t).

Examples:
r : R Rn given by r(t) := a + tb parameterizes a line in
Rn passing through a in the direction of b.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Parametric curve r : R Rn

A continuous function r : [a, b] R Rn is called a

parametric curve in Rn . The curve := r([a, b]) is
parameterized by r(t).

Examples:
r : R Rn given by r(t) := a + tb parameterizes a line in
Rn passing through a in the direction of b.

r : [0, 2] R3 given by r(t) := (cos t, sin t, t)

parameterizes a circular helix.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Parametric curve r : R Rn

A continuous function r : [a, b] R Rn is called a

parametric curve in Rn . The curve := r([a, b]) is
parameterized by r(t).

Examples:
r : R Rn given by r(t) := a + tb parameterizes a line in
Rn passing through a in the direction of b.

r : [0, 2] R3 given by r(t) := (cos t, sin t, t)

parameterizes a circular helix.

r : [0, 2] R2 given by r(t) := (cos t, sin t)

parameterizes the circle x 2 + y 2 = 1.

RA/RKS/PASS MA-102 (2016)

Partial and Directional Derivatives

Figure: Line r(t) = p0 + tv

RA/RKS/PASS MA-102 (2016)

Partial and Directional Derivatives

Figure: Helix r(t) = (4 cos t, 4 sin t, t)

RA/RKS/PASS MA-102 (2016)

Partial and Directional Derivatives

Figure: Plane curve r(t) = (t 2 sin t, t 2 )

RA/RKS/PASS MA-102 (2016)

Partial and Directional Derivatives

Figure: Ellipse r(t) = (6 cos t, 3 sin t)

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Differentiability of r : R Rn

Definition: Let r : (a, b) R Rn and t0 (a, b). If

dr r(t) r(t0 )
r0 (t0 ) = (t0 ) := lim
dt tt0 t t0
exists then r is differentiable at t0 . The derivative r0 (t0 ) is
called the velocity vector.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Differentiability of r : R Rn

Definition: Let r : (a, b) R Rn and t0 (a, b). If

dr r(t) r(t0 )
r0 (t0 ) = (t0 ) := lim
dt tt0 t t0
exists then r is differentiable at t0 . The derivative r0 (t0 ) is
called the velocity vector.

Fact:
r(t) = (r1 (t), . . . , rn (t)), where ri : (a, b) R.

r is differentiable at t0 each ri is differentiable at t0 ,

i = 1, 2, . . . , n. Further, r0 (t0 ) = (r10 (t0 ), . . . , rn0 (t0 )).

r differentiable at t0 r continuous at t0 .

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Sum and product rules

Fact: Let f , g : (a, b) R Rn be differentiable at

t0 (a, b). Then for R

1. f + g and f are differentiable at t0 . Further,

(f + g )0 (t0 ) = f 0 (t0 ) + g 0 (t0 ) and (f )0 (t0 ) = f 0 (t0 ).

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Sum and product rules

Fact: Let f , g : (a, b) R Rn be differentiable at

t0 (a, b). Then for R

1. f + g and f are differentiable at t0 . Further,

(f + g )0 (t0 ) = f 0 (t0 ) + g 0 (t0 ) and (f )0 (t0 ) = f 0 (t0 ).

2. f g defined by (f g )(t) := hf (t), g (t)i is differentiable

at t0 and
(f g )0 (t0 ) = f 0 (t0 ) g (t0 ) + f (t0 ) g 0 (t0 ).

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Velocity and tangent vectors

Let r : (a, b) Rn be differentiable. Then treating r(t) as the

position of a moving object at time t, we have
r(t + t) r(t)
scaled secant = r0 (t) as t 0.
t
But scaled secant tangent vector to the curve at r(t) as
t 0.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Velocity and tangent vectors

Let r : (a, b) Rn be differentiable. Then treating r(t) as the

position of a moving object at time t, we have
r(t + t) r(t)
scaled secant = r0 (t) as t 0.
t
But scaled secant tangent vector to the curve at r(t) as
t 0.

Thus velocity vector v(t) := r0 (t) is tangent to the curve at

r(t).

If r(t) := (cos t, sin t) then v(t) = r0 (t) = ( sin t, cos t).

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Partial derivatives of f : R2 R
Let f : R2 R and (a, b) R2 . Then
f f (a + t, b) f (a, b)
(a, b) := lim ,
x t0 t
when exists, is called partial derivative of f at (a, b) w.r.t to
the first variable.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Partial derivatives of f : R2 R
Let f : R2 R and (a, b) R2 . Then
f f (a + t, b) f (a, b)
(a, b) := lim ,
x t0 t
when exists, is called partial derivative of f at (a, b) w.r.t to
the first variable.
f
Other notations for (a, b) :
x
fx (a, b), x f (a, b), 1 f (a, b).

f
Partial derivative (a, b) w.r.t. the second variable is defined
y
similarly.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Figure: Graph of z = f (x, y ) and geometric interpretation of x f (x0 , y0 ).

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Figure: Graph of z = f (x, y ) and geometric interpretation of y f (x0 , y0 ).

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Examples
Consider f : R2 R given by f (0, 0) := 0 and
f (x, y ) := xy /(x 2 + y 2 ) for (x, y ) 6= (0, 0). Then
1 f (0, 0) = 2 f (0, 0) = 0
even though f is NOT continuous at (0, 0).

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Examples
Consider f : R2 R given by f (0, 0) := 0 and
f (x, y ) := xy /(x 2 + y 2 ) for (x, y ) 6= (0, 0). Then
1 f (0, 0) = 2 f (0, 0) = 0
even though f is NOT continuous at (0, 0).
Consider f : R2 R given by f (0, 0) = 0 and

x sin(1/y ) + y sin(1/x) if x 6= 0, y =
6 0,
f (x, y ) := x sin(1/x) if x 6= 0, y = 0,
y sin(1/y ) if x = 0, y 6= 0.

Then f is continuous at (0, 0) but neither 1 f (0, 0) nor

2 f (0, 0) exists.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Examples
Consider f : R2 R given by f (0, 0) := 0 and
f (x, y ) := xy /(x 2 + y 2 ) for (x, y ) 6= (0, 0). Then
1 f (0, 0) = 2 f (0, 0) = 0
even though f is NOT continuous at (0, 0).
Consider f : R2 R given by f (0, 0) = 0 and

x sin(1/y ) + y sin(1/x) if x 6= 0, y =
6 0,
f (x, y ) := x sin(1/x) if x 6= 0, y = 0,
y sin(1/y ) if x = 0, y 6= 0.

Then f is continuous at (0, 0) but neither 1 f (0, 0) nor

2 f (0, 0) exists.
Moral: Partial derivatives 6 continuity 6 Partial derivatives

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Partial derivatives of f : Rn R

Let f : Rn R and a Rn . Then

f f (a + tei ) f (a)
(a) := lim ,
xi t0 t
when exists, is called partial derivative of f at a w.r.t to the
i-th variable.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Partial derivatives of f : Rn R

Let f : Rn R and a Rn . Then

f f (a + tei ) f (a)
(a) := lim ,
xi t0 t
when exists, is called partial derivative of f at a w.r.t to the
i-th variable.
f
Other notations for (a) :
xi
fxi (a), xi f (a), i f (a).

If i f (a) exists for i = 1, 2, . . . , n, then f is said to have first

order partial derivatives at a.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Sum, product and chain rule

Let f , g : Rn R and a Rn . Suppose i f (a) and i g (a)

exist. Then
i (f )(a) = i f (a) for R,

i (f + g )(a) = i f (a) + i g (a),

i (fg )(a) = i f (a)g (a) + f (a)i g (a).

If h : R R is differentiable at f (a) then i (h f )(a)

exists and i (h f )(a) = h0 (f (a))i f (a).

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Directional derivatives of f : Rn R

Let f : Rn R and a Rn . Also let u Rn with kuk = 1.

Then the limit, when exists,
f (a + tu) f (a) d
Du f (a) := lim = f (a + tu)|t=0 ,
t0 t dt
= rate of change of f at a in the direction u,
is called directional derivative of f at a in the direction u.

f
Du f (a), also denoted by (a), is the rate of change of f
u
at a in the direction u.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Properties of directional derivatives

Let f : Rn R and a Rn . Also let u Rn with kuk = 1.

Then
Sum, product and chain rule similar to those of i f (a)
hold for Du f (a).

If Du f (a) exists for all nonzero u Rn then f is said to

have directional derivatives in all directions.

Obviously i f (a) = Dei f (a). Hence Du f (a) exists in all

directions u i f (a) exist for i = 1, 2, . . . , n.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Examples
p
1. Consider f : R2 R given by f (x, y ) := |xy |. Then
1 f (0, 0) = 0 = 2 f (0, 0) and f is continuous at (0, 0).
However, Du f (0, 0) does NOT exist for u1 u2 6= 0.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Examples
p
1. Consider f : R2 R given by f (x, y ) := |xy |. Then
1 f (0, 0) = 0 = 2 f (0, 0) and f is continuous at (0, 0).
However, Du f (0, 0) does NOT exist for u1 u2 6= 0.

2. Consider f : R2 R given by f (0, 0) = 0 and

x 2y
f (x, y ) := 4 if (x, y ) 6= (0, 0). Then f is NOT
x + y2
continuous at (0, 0), 1 f (0, 0) = 0 = 2 f (0, 0) and
Du f (0, 0) exits for all u. Further, Du f (0, 0) = u12 /u2 for
u1 u2 6= 0.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Examples
p
1. Consider f : R2 R given by f (x, y ) := |xy |. Then
1 f (0, 0) = 0 = 2 f (0, 0) and f is continuous at (0, 0).
However, Du f (0, 0) does NOT exist for u1 u2 6= 0.

2. Consider f : R2 R given by f (0, 0) = 0 and

x 2y
f (x, y ) := 4 if (x, y ) 6= (0, 0). Then f is NOT
x + y2
continuous at (0, 0), 1 f (0, 0) = 0 = 2 f (0, 0) and
Du f (0, 0) exits for all u. Further, Du f (0, 0) = u12 /u2 for
u1 u2 6= 0.

Moral: Partial derivatives 6 Directional derivative 6

Continuity 6 Directional derivative.

RA/RKS/PASS MA-102 (2016)

 Partial and Directional Derivatives

Examples
p
1. Consider f : R2 R given by f (x, y ) := |xy |. Then
1 f (0, 0) = 0 = 2 f (0, 0) and f is continuous at (0, 0).
However, Du f (0, 0) does NOT exist for u1 u2 6= 0.

2. Consider f : R2 R given by f (0, 0) = 0 and

x 2y
f (x, y ) := 4 if (x, y ) 6= (0, 0). Then f is NOT
x + y2
continuous at (0, 0), 1 f (0, 0) = 0 = 2 f (0, 0) and
Du f (0, 0) exits for all u. Further, Du f (0, 0) = u12 /u2 for
u1 u2 6= 0.

Moral: Partial derivatives 6 Directional derivative 6

Continuity 6 Directional derivative.
Question: Partial derivatives + What? = Continuity?

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RA/RKS/PASS MA-102 (2016)