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Partial derivatives

15.2 Higher order derivatives

9 problems · hints, answers and solutions shown beside each one

1Stage 1Conceptual

Do you understand the idea? Usually little or no calculation.

Questions 1 – 3 deal with the notation used for higher-order partial derivatives. Notation is only a convention, but conventions usually only catch on if they make some amount of sense. Understanding where the conventions came from makes it easier to remember them.

Q1Stage 1

If the partial derivative of the function ff with respect to xx is written fxf_x, then why should the partial derivative of fxf_x with respect to yy be written as fxyf_{xy}, rather than as fyxf_{yx}?

Hint

Try writing g=fxg=f_x, and then writing the partial derivative of gg with respect to yy.

Answer

From the example that “fxf_x" is the partial derivative of ff with respect to xx, we infer that the notation for “take the partial derivative with respect to (variable)" is “write (variable) on the bottom right." Continuing this practice, to take the partial derivative with respect to yy of fxf_x, we should write the yy on the bottom right – that is, to the right of the xx:

(fx)y\left(f_{x}\right)_y

Since xx is to the left of yy, we write the above as fxyf_{xy}, not fyxf_{yx}.

Full solution

From the example that “fxf_x" is the partial derivative of ff with respect to xx, we infer that the notation for “take the partial derivative with respect to (variable)" is “write (variable) on the bottom right." Continuing this practice, to take the partial derivative with respect to yy of fxf_x, we should write the yy on the bottom right – that is, to the right of the xx:

(fx)y\left(f_{x}\right)_y

Since xx is to the left of yy, we write the above as fxyf_{xy}, not fyxf_{yx}.

Q2Stage 1

If the partial derivative of the function ff with respect to xx is written ∂∂xf\pdiff{}{x}f or ∂f∂x\pdiff{f}{x}, then why should the partial derivative of ∂f∂x\pdiff{f}{x} with respect to yy be written as ∂2f∂y∂x\frac{\partial^2 f}{\partial y \partial x}, rather than as ∂2f∂x∂y\frac{\partial^2 f}{\partial x \partial y}?

Hint

Try writing g=∂f∂xg=\pdiff{f}{x}, and then writing the partial derivative of gg with respect to yy.
You aren't asked about the power of the ff; only the order of xx and yy.

Answer

From the example that “∂∂xf\pdiff{}{x}f" is the partial derivative of ff with respect to xx, we infer that the notation for “take the partial derivative of a function with respect to (variable)" is “put the partial derivative operator ∂∂(variable)\pdiff{}{(\text{variable})} to the left of the function." Continuing this practice, to take the partial derivative with respect to yy of ∂f∂x\pdiff{f}{x}, we should write the operator ∂∂y\pdiff{}{y} on the left.

∂∂y[∂∂xf]\pdiff{}{y}\left[\pdiff{}{x}f\right]

In the above expression, ∂y\partial y is to the left of the ∂x\partial x. So we write ∂2f∂y∂x\frac{\partial^2 f}{\partial y \partial x} rather than ∂2f∂x∂y\frac{\partial^2 f}{\partial x \partial y}.

Full solution

From the example that “∂∂xf\pdiff{}{x}f" is the partial derivative of ff with respect to xx, we infer that the notation for “take the partial derivative of a function with respect to (variable)" is “put the partial derivative operator ∂∂(variable)\pdiff{}{(\text{variable})} to the left of the function." Continuing this practice, to take the partial derivative with respect to yy of ∂f∂x\pdiff{f}{x}, we should write the operator ∂∂y\pdiff{}{y} on the left.

∂∂y[∂∂xf]\pdiff{}{y}\left[\pdiff{}{x}f\right]

In the above expression, ∂y\partial y is to the left of the ∂x\partial x. So we write ∂2f∂y∂x\frac{\partial^2 f}{\partial y \partial x} rather than ∂2f∂x∂y\frac{\partial^2 f}{\partial x \partial y}.

Q3Stage 1

If the first partial derivative of the function ff with respect to xx is written ∂∂xf\pdiff{}{x}f or ∂f∂x\pdiff{f}{x}, then why should the partial derivative of ∂f∂x\pdiff{f}{x} with respect to xx be written as ∂2f∂x2\frac{\partial^2 f}{\partial x^2}, rather than as ∂f2∂2x\frac{\partial f^2}{\partial^2 x }?

Hint

Look at the displayed equation in the answer to Question 2.

Answer

As in Question 2, if we want to differentiate ∂f∂x\pdiff{f}{x} with respect to xx, we write:

∂∂x[∂∂xf]or∂∂x[∂f∂x]\pdiff{}{x}\left[\pdiff{}{x}f\right]\quad\text{or}\quad\pdiff{}{x}\left[\pdiff{f}{x}\right]

In both cases:

  • ff shows up only once, so we don't add an exponent to it.

  • ∂\partial shows up twice in the numerator, so we write ∂2\partial^2 as shorthand for ∂[∂]\partial[\partial].

  • ∂x\partial x shows up twice in the denominator, so we write ∂x2\partial x^2 as shorthand for ∂x[∂x]\partial x[\partial x].

Full solution

As in Question 2, if we want to differentiate ∂f∂x\pdiff{f}{x} with respect to xx, we write:

∂∂x[∂∂xf]or∂∂x[∂f∂x]\pdiff{}{x}\left[\pdiff{}{x}f\right]\quad\text{or}\quad\pdiff{}{x}\left[\pdiff{f}{x}\right]

In both cases:

  • ff shows up only once, so we don't add an exponent to it.

  • ∂\partial shows up twice in the numerator, so we write ∂2\partial^2 as shorthand for ∂[∂]\partial[\partial].

  • ∂x\partial x shows up twice in the denominator, so we write ∂x2\partial x^2 as shorthand for ∂x[∂x]\partial x[\partial x].

Q4Stage 1
f(x,y)=tan⁡(xy)ln⁡xf(x,y)=\frac{\tan(xy)}{\ln x}

Verify Clairaut's theorem by showing fxy=fyxf_{xy}=f_{yx}.

Hint

ddx[tan⁡x]=sec⁡2x\diff{}{x}[\tan x] = \sec^2 x, ddx[sec⁡x]=sec⁡xtan⁡x\diff{}{x}[\sec x] = \sec x \tan x

Answer

see solution

Full solution
f(x,y)=tan⁡(xy)ln⁡xfx=ln⁡x(ysec⁡2(xy))−tan⁡(xy)(1x)ln⁡2x=(1ln⁡x)ysec⁡2(xy)−(1xlog⁡2x)tan⁡(xy)\begin{align*}f(x,y)&=\frac{\tan(xy)}{\ln x}\\ f_x&=\frac{\ln x \left(y\sec^2(xy)\right) - \tan(xy)\left(\frac1x\right)}{\ln^2 x}\\ &=\left(\frac{1}{\ln x}\right) y\sec^2(xy)-\left(\frac{1}{x\log^2 x}\right)\tan(xy)\end{align*}

We've separated out factors only depending on xx, since these will act as constants when we differentiate with respect to yy. Differentiating sec⁡2(xy)\sec^2(xy) involves two layers of chain rule, so we'll figure that out on its own before we find fxyf_{xy}.

∂∂y[(sec⁡(xy))2]=2sec⁡(xy)⋅∂∂y[sec⁡(xy)]=2sec⁡(xy)⋅sec⁡(xy)tan⁡(xy)⋅∂∂y[xy]=2sec⁡(xy)⋅sec⁡(xy)tan⁡(xy)⋅x=2xsec⁡2(xy)⋅tan⁡(xy)\begin{align*}\pdiff{}{y}\left[\left(\sec(xy)\right)^2\right]&=2\sec(xy)\cdot\pdiff{}{y}\left[\sec(xy)\right]\\ &=2\sec(xy)\cdot \sec(xy)\tan(xy)\cdot\pdiff{}{y}[xy]\\ &=2\sec(xy)\cdot \sec(xy)\tan(xy)\cdot x\\ &=2x\sec^2(xy)\cdot \tan(xy)\end{align*}

Now we differentiate fxf_x with respect to yy.

fxy=(1log⁡x)(y⋅2xsec⁡2(xy)⋅tan⁡(xy)+sec⁡2(xy))−(1xlog⁡2x)sec⁡2(xy)⋅x=(sec⁡2(xy)log⁡x)(2xytan⁡(xy)+1)−sec⁡2(xy)log⁡2x\begin{align*}f_{xy}&=\left(\frac{1}{\log x}\right)\left(y\cdot 2x\sec^2(xy)\cdot \tan(xy) + \sec^2(xy)\right)-\left(\frac{1}{x\log^2 x}\right)\sec^2(xy)\cdot x \\&=\left(\frac{\sec^2(xy)}{\log x}\right)\left(2xy \tan(xy) +1\right)-\frac{\sec^2(xy)}{\log^2 x}\end{align*}

To find fyxf_{yx}, we first differentiate ff with respect to yy.

f(x,y)=(1log⁡x)tan⁡(xy)fy=1log⁡x⋅sec⁡2(xy)⋅x=xsec⁡2(xy)log⁡x\begin{align*}f(x,y)&=\left(\frac{1}{\log x}\right)\tan(xy)\\ f_y&=\frac{1}{\log x}\cdot \sec^2(xy)\cdot x = \frac{x\sec^2(xy)}{\log x}\end{align*}

We can differentiate this using the quotient rule. When we do, we'll need to find the derivative of the numerator. Since that takes several steps, we do it first.

∂∂x[xsec⁡2(xy)]=x∂∂x[sec⁡2(xy)]+sec⁡2(xy)\begin{align*}\pdiff{}{x}\left[ x\sec^2(xy) \right]&=x\pdiff{}{x}\left[\sec^2(xy)\right]+\sec^2(xy)\end{align*}

We already found ∂∂x[sec⁡2(xy)]=2xsec⁡2(xy)⋅tan⁡(xy)\pdiff{}{x}\left[\sec^2(xy)\right]=2x\sec^2(xy)\cdot \tan(xy). By an equivalent calculation, ∂∂y[sec⁡2(xy)]=2ysec⁡2(xy)⋅tan⁡(xy)\pdiff{}{y}\left[\sec^2(xy)\right]=2y\sec^2(xy)\cdot \tan(xy)

=x⋅2ysec⁡2(xy)⋅tan⁡(xy)+sec⁡2(xy)=sec⁡2(xy)(2xytan⁡(xy)+1)\begin{align*}&=x \cdot 2y\sec^2(xy)\cdot \tan(xy)+\sec^2(xy) \\&=\sec^2(xy)\left(2xy \tan(xy)+1\right)\end{align*}

Now, let's differentiate fyf_y with respect to xx.

fyx=log⁡x⋅sec⁡2(xy)(2xytan⁡(xy)+1)−xsec⁡2(xy)1xlog⁡2x\begin{align*}f_{yx}&=\frac{\log x \cdot\sec^2(xy)\left(2xy \tan(xy)+1\right)-x\sec^2(xy)\frac1x}{\log^2x}\end{align*}

To show that this is equal to fxyf_{xy}, we rearrange.

=log⁡x⋅sec⁡2(xy)log⁡2x(2xytan⁡(xy)+1)−xsec⁡2(xy)1xlog⁡2x=(sec⁡2(xy)log⁡x)(2xytan⁡(xy)+1)−sec⁡2(xy)log⁡2x=fxy\begin{align*}&=\frac{\log x \cdot\sec^2(xy)}{\log^2x}\left(2xy \tan(xy)+1\right)- \frac{x\sec^2(xy)\frac1x}{\log^2x} \\&=\left(\frac{\sec^2(xy)}{\log x}\right)\left(2xy \tan(xy)+1\right)- \frac{\sec^2(xy)}{\log^2x}\\ &=f_{xy}\end{align*}

2Stage 2Procedural

Practising the skill itself, until applying it is automatic.

Q5Stage 2

Find the specified partial derivatives.

  1. f(x,y)=x2y3f(x,y) = x^2y^3; fxx(x,y)f_{xx}(x,y), fxyy(x,y)f_{xyy}(x,y), fyxy(x,y)f_{yxy}(x,y)

  2. f(x,y)=exy2f(x,y) = e^{xy^2}; fxx(x,y)f_{xx}(x,y), fxy(x,y)f_{xy}(x,y), fxxy(x,y)f_{xxy}(x,y), fxyy(x,y)f_{xyy}(x,y)

  3. f(u,v,w)=1u+2v+3w\displaystyle f(u,v,w) = \frac{1}{u+2v+3w}; ∂3f∂w∂v∂u(u,v,w)\displaystyle \frac{\partial^3 f}{\partial w\partial v\partial u}(u,v,w), ∂3f∂w∂v∂u(3,2,1)\displaystyle \frac{\partial^3 f}{\partial w\partial v\partial u}(3,2,1)

Hint

Save yourself time by using Theorem 15.2.5.

Answer

(a) fxx(x,y)=2y3f_{xx}(x,y) = 2y^3 fyxy(x,y)=fxyy(x,y)=12xyf_{yxy}(x,y) = f_{xyy}(x,y) = 12xy

(b) fxx(x,y)=y4exy2f_{xx}(x,y)= y^4e^{xy^2} fxy(x,y)=(2y+2xy3)exy2f_{xy}(x,y)= \big(2y+2xy^3\big)e^{xy^2} fxxy(x,y)=(4y3+2xy5)exy2f_{xxy}(x,y)= \big(4y^3 + 2xy^5\big)e^{xy^2} fxyy(x,y)=(2+10xy2+4x2y4)exy2f_{xyy}(x,y) = \big(2+10xy^2+4x^2y^4\big)e^{xy^2}

(c) ∂3f∂w ∂v ∂u(u,v,w)=−36(u+2v+3w)4\displaystyle\frac{\partial^3 f}{\partial w\,\partial v\,\partial u}(u,v,w) = -\frac{36}{(u+2v+3w)^4} ∂3f∂w ∂v ∂u(3,2,1)=−0.0036=−92500\displaystyle\frac{\partial^3 f}{\partial w\,\partial v\,\partial u}(3,2,1) = -0.0036 = -\frac{9}{2500}

Full solution

(a) We have

fx(x,y)=2xy3fxx(x,y)=2y3fxy(x,y)=6xy2fyxy(x,y)=fxyy(x,y)=12xy\begin{align*} f_x(x,y) &= 2xy^3 & f_{xx}(x,y) &= 2y^3 \\ & & f_{xy}(x,y) &= 6xy^2 & f_{yxy}(x,y) = f_{xyy}(x,y) &= 12xy \end{align*}

(b) We have

fx(x,y)=y2exy2fxx(x,y)=y4exy2fxxy(x,y)=4y3exy2+2xy5exy2fxy(x,y)=2yexy2+2xy3exy2fxyy(x,y)=(2+4xy2+6xy2+4x2y4)exy2=(2+10xy2+4x2y4)exy2\begin{align*} f_x(x,y) &= y^2e^{xy^2} & f_{xx}(x,y) &= y^4e^{xy^2} & f_{xxy}(x,y) &= 4y^3e^{xy^2} + 2xy^5e^{xy^2} \\ & & f_{xy}(x,y) &= 2ye^{xy^2}+2xy^3e^{xy^2} & f_{xyy}(x,y) &= \big(2+4xy^2+6xy^2+4x^2y^4\big)e^{xy^2}\\ & & & & &= \big(2+10xy^2+4x^2y^4\big)e^{xy^2} \end{align*}

(c) We have

∂f∂u(u,v,w)=−1(u+2v+3w)2∂2f∂v ∂u(u,v,w)=4(u+2v+3w)3∂3f∂w ∂v ∂u(u,v,w)=−36(u+2v+3w)4\begin{align*} \pdiff{f}{u}(u,v,w) &= -\frac{1}{(u+2v+3w)^2} \\ \frac{\partial^2 f}{\partial v\,\partial u}(u,v,w) &= \frac{4}{(u+2v+3w)^3} \\ \frac{\partial^3 f}{\partial w\,\partial v\,\partial u}(u,v,w) &= -\frac{36}{(u+2v+3w)^4} \end{align*}

In particular,

∂3f∂w ∂v ∂u(3,2,1)=−36(3+2×2+3×1)4=−36104=−92500\begin{align*} \frac{\partial^3 f}{\partial w\,\partial v\,\partial u}(3,2,1) &= -\frac{36}{(3+2\times 2+3\times 1)^4} = -\frac{36}{10^4} = -\frac{9}{2500} \end{align*}
Q6Stage 2

Find all second partial derivatives of f(x,y)=x2+5y2f(x,y)=\sqrt{x^2+5y^2}.

Hint

Remember there are four second partial derivatives: fxxf_{xx}, fxyf_{xy}, fyxf_{yx}, and fyyf_{yy}.

Answer

fxx=5y2(x2+5y2)3/2f_{xx}=\frac{5y^2}{(x^2+5y^2)^{3/2}} fxy=fyx=−5xy(x2+5y2)3/2f_{xy}=f_{yx}=-\frac{5xy}{(x^2+5y^2)^{3/2}} fyy=5x2(x2+5y2)3/2f_{yy}=\frac{5x^2}{(x^2+5y^2)^{3/2}}

Full solution

Let f(x,y)=x2+5y2f(x,y)=\sqrt{x^2+5y^2}. Then

fx=xx2+5y2fxx=1x2+5y2−12(x)(2x)(x2+5y2)3/2fxy=−12(x)(10y)(x2+5y2)3/2fy=5yx2+5y2fyy=5x2+5y2−12(5y)(10y)(x2+5y2)3/2fyx=−12(5y)(2x)(x2+5y2)3/2\begin{align*} f_x&=\frac{x}{\sqrt{x^2+5y^2}} & f_{xx}&=\frac{1}{\sqrt{x^2+5y^2}}-\frac{1}{2}\frac{(x)(2x)}{(x^2+5y^2)^{3/2}} & f_{xy}&=-\frac{1}{2}\frac{(x)(10y)}{(x^2+5y^2)^{3/2}} \cr f_y&=\frac{5y}{\sqrt{x^2+5y^2}} & f_{yy}&=\frac{5}{\sqrt{x^2+5y^2}}-\frac{1}{2}\frac{(5y)(10y)}{(x^2+5y^2)^{3/2}}& f_{yx}&=-\frac{1}{2}\frac{(5y)(2x)}{(x^2+5y^2)^{3/2}} \end{align*}

Simplifying, and in particular using that 1x2+5y2=x2+5y2(x2+5y2)3/2\frac{1}{\sqrt{x^2+5y^2}} =\frac{x^2+5y^2}{(x^2+5y^2)^{3/2}},

fxx=5y2(x2+5y2)3/2fxy=fyx=−5xy(x2+5y2)3/2fyy=5x2(x2+5y2)3/2\begin{equation*} f_{xx}=\frac{5y^2}{(x^2+5y^2)^{3/2}}\qquad f_{xy}=f_{yx}=-\frac{5xy}{(x^2+5y^2)^{3/2}}\qquad f_{yy}=\frac{5x^2}{(x^2+5y^2)^{3/2}} \end{equation*}
Q7Stage 2

Find the specified partial derivatives.

  1. f(x,y,z)=arctan⁡(exy)f(x,y,z) = \arctan\big(e^{\sqrt{xy}}\big); fxyz(x,y,z)f_{xyz}(x,y,z)

  2. f(x,y,z)=arctan⁡(exy)+arctan⁡(exz)+arctan⁡(eyz)f(x,y,z) = \arctan\big(e^{\sqrt{xy}}\big) +\arctan\big(e^{\sqrt{xz}}\big) +\arctan\big(e^{\sqrt{yz}}\big); fxyz(x,y,z)f_{xyz}(x,y,z)

  3. f(x,y,z)=arctan⁡(exyz)f(x,y,z) = \arctan\big(e^{\sqrt{xyz}}\big); fxx(1,0,0)f_{xx}(1,0,0)

Hint

(a) This higher order partial derivative can be evaluated extremely efficiently by carefully choosing the order of evaluation of the derivatives.

(b) This higher order partial derivative can be evaluated extremely efficiently by carefully choosing a different order of evaluation of the derivatives for each of the three terms.

(c) Set g(x)=f(x,0,0)g(x) = f(x,0,0). Then fxx(1,0,0)=g′′(1)f_{xx}(1,0,0)=g''(1).

Answer

(a) fxyz(x,y,z)=0f_{xyz}(x,y,z)=0 (b) fxyz(x,y,z)=0f_{xyz}(x,y,z)=0 (c) fxx(1,0,0)=0f_{xx}(1,0,0)=0

Full solution

(a) As f(x,y,z)=arctan⁡(exy)f(x,y,z) = \arctan\big(e^{\sqrt{xy}}\big) is independent of zz, we have fz(x,y,z)=0f_z(x,y,z) = 0 and hence

fxyz(x,y,z)=fzxy(x,y,z)=0\begin{equation*} f_{xyz}(x,y,z) =f_{zxy}(x,y,z) =0 \end{equation*}

(b) Write u(x,y,z)=arctan⁡(exy)u(x,y,z) = \arctan\big(e^{\sqrt{xy}}\big), v(x,y,z)=arctan⁡(exz)v(x,y,z) = \arctan\big(e^{\sqrt{xz}}\big) and w(x,y,z)=arctan⁡(eyz)w(x,y,z) = \arctan\big(e^{\sqrt{yz}}\big). Then

  • As u(x,y,z)=arctan⁡(exy)u(x,y,z) = \arctan\big(e^{\sqrt{xy}}\big) is independent of zz, we have uz(x,y,z)=0u_z(x,y,z) = 0 and hence uxyz(x,y,z)=uzxy(x,y,z)=0u_{xyz}(x,y,z) =u_{zxy}(x,y,z) =0

  • As v(x,y,z)=arctan⁡(exz)v(x,y,z) = \arctan\big(e^{\sqrt{xz}}\big) is independent of yy, we have vy(x,y,z)=0v_y(x,y,z) = 0 and hence vxyz(x,y,z)=vyxz(x,y,z)=0v_{xyz}(x,y,z) =v_{yxz}(x,y,z) =0

  • As w(x,y,z)=arctan⁡(eyz)w(x,y,z) = \arctan\big(e^{\sqrt{yz}}\big) is independent of xx, we have wx(x,y,z)=0w_x(x,y,z) = 0 and hence wxyz(x,y,z)=0w_{xyz}(x,y,z) =0

As f(x,y,z)=u(x,y,z)+v(x,y,z)+w(x,y,z)f(x,y,z)=u(x,y,z)+v(x,y,z)+w(x,y,z), we have

fxyz(x,y,z)=uxyz(x,y,z)+vxyz(x,y,z)+wxyz(x,y,z)=0\begin{equation*} f_{xyz}(x,y,z)=u_{xyz}(x,y,z)+v_{xyz}(x,y,z)+w_{xyz}(x,y,z)=0 \end{equation*}

(c) In the course of evaluating fxx(x,0,0)f_{xx}(x,0,0), both yy and zz are held fixed at 00. Thus, if we set g(x)=f(x,0,0)g(x) = f(x,0,0), then fxx(x,0,0)=g′′(x)f_{xx}(x,0,0)=g''(x). Now

g(x)=f(x,0,0)=arctan⁡(exyz)∣y=z=0=arctan⁡(1)=π4\begin{equation*} g(x) = f(x,0,0) = \arctan\big(e^{\sqrt{xyz}}\big)\Big|_{y=z=0} =\arctan(1) =\frac{\pi}{4} \end{equation*}

for all xx. So g′(x)=0g'(x)=0 and g′′(x)=0g''(x)=0 for all xx. In particular,

fxx(1,0,0)=g′′(1)=0\begin{equation*} f_{xx}(1,0,0) = g''(1) = 0 \end{equation*}

3Stage 3Application

Further than practice: several ideas at once, or an unfamiliar situation.

Q8Stage 3

Let α>0\al>0 be a constant. Show that u(x,y,z,t)=1t3/2e−(x2+y2+z2)/(4αt)\displaystyle u(x,y,z,t) =\frac{1}{t^{3/2}} e^{-(x^2+y^2+z^2)/(4\al t)} satisfies the heat equation

ut=α(uxx+uyy+uzz)\begin{equation*} u_t = \al\big(u_{xx} + u_{yy} + u_{zz} \big) \end{equation*}

for all t>0t>0.

Answer

See the solution.

Full solution

As

ut(x,y,z,t)=−321t5/2e−(x2+y2+z2)/(4αt)+14α t7/2(x2+y2+z2)e−(x2+y2+z2)/(4αt)ux(x,y,z,t)=−x2α t5/2e−(x2+y2+z2)/(4αt)uxx(x,y,z,t)=−12α t5/2e−(x2+y2+z2)/(4αt)+x24α2 t7/2e−(x2+y2+z2)/(4αt)uyy(x,y,z,t)=−12α t5/2e−(x2+y2+z2)/(4αt)+y24α2 t7/2e−(x2+y2+z2)/(4αt)uzz(x,y,z,t)=−12α t5/2e−(x2+y2+z2)/(4αt)+z24α2 t7/2e−(x2+y2+z2)/(4αt)\begin{align*} u_t(x,y,z,t) &=-\frac{3}{2}\frac{1}{t^{5/2}} e^{-(x^2+y^2+z^2)/(4\al t)} +\frac{1}{4\al\,t^{7/2}}(x^2+y^2+z^2) e^{-(x^2+y^2+z^2)/(4\al t)} \\ u_x(x,y,z,t) &=-\frac{x}{2\al\,t^{5/2}} e^{-(x^2+y^2+z^2)/(4\al t)} \\ u_{xx}(x,y,z,t) &=-\frac{1}{2\al\,t^{5/2}} e^{-(x^2+y^2+z^2)/(4\al t)} +\frac{x^2}{4\al^2\,t^{7/2}} e^{-(x^2+y^2+z^2)/(4\al t)} \\ u_{yy}(x,y,z,t) &=-\frac{1}{2\al\,t^{5/2}} e^{-(x^2+y^2+z^2)/(4\al t)} +\frac{y^2}{4\al^2\,t^{7/2}} e^{-(x^2+y^2+z^2)/(4\al t)} \\ u_{zz}(x,y,z,t) &=-\frac{1}{2\al\,t^{5/2}} e^{-(x^2+y^2+z^2)/(4\al t)} +\frac{z^2}{4\al^2\,t^{7/2}} e^{-(x^2+y^2+z^2)/(4\al t)} \end{align*}

we have

α(uxx+uyy+uzz)=−32 t5/2e−(x2+y2+z2)/(4αt)+x2+y2+z24α t7/2e−(x2+y2+z2)/(4αt)=ut\begin{align*} \al\big(u_{xx} + u_{yy} + u_{zz} \big) &=-\frac{3}{2\,t^{5/2}} e^{-(x^2+y^2+z^2)/(4\al t)} +\frac{x^2+y^2+z^2}{4\al\,t^{7/2}} e^{-(x^2+y^2+z^2)/(4\al t)} =u_t \end{align*}
Q9Stage 3

The table below gives approximate value of f(x,y)f(x,y) at different values of xx and yy. (The row gives the value of yy, and the column gives the value of xx.)

Figure from prac_s2.1, line 2

Figure from prac_s2.1, line 2

Use the table to approximate fxy(1.8,2.0)f_{xy}(1.8,2.0) .

Hint

A similar method as Question 3 in Section 15.1, but iterated.

Answer

fxy(1.8,2.0)≈0f_{xy}(1.8,2.0)\approx0

Full solution

The definition of the derivative involves a limit at hh goes to 0; we can approximate that limit by choosing a value of hh that's close to 0; in our case, 0.10.1 or −0.1-0.1 are the best we can do, using the information on the table.

fx(x,y)=lim⁡h→0f(x+h,y)−f(x,y)h≈f(x+0.1,y)−f(x,y)0.1fy(x,y)=lim⁡h→0f(x,y+h)−f(x,y)h≈f(x,y+0.1)−f(x,y)0.1\begin{align*}f_x(x,y) &= \lim_{h \to 0}\frac{f(x+h,y)-f(x,y)}{h}\approx \frac{f(x+0.1,y)-f(x,y)}{0.1}\\ f_y(x,y) &= \lim_{h \to 0}\frac{f(x,y+h)-f(x,y)}{h}\approx \frac{f(x,y+0.1)-f(x,y)}{0.1}\end{align*}

The same holds for the second derivative:

fxy(x,y)=(fx(x,y))y=lim⁡h→0fx(x,y+h)−fx(x,y)h≈fx(x,y+0.1)−fx(x,y)0.1=[lim⁡h→0f(x+h,y+0.1)−f(x,y+0.1)h]−[lim⁡h→0f(x+h,y)−f(x,y)h]0.1≈[f(x+0.1,y+0.1)−f(x,y+0.1)0.1]−[f(x+0.1,y)−f(x,y)0.1]0.1\begin{align*}f_{xy}(x,y)&=\left(f_x(x,y)\right)_y=\lim_{h\to0}\frac{f_x(x,y+h)-f_x(x,y)}{h}\\ &\approx \frac{\textcolor{red}{f_x(x,y+0.1)}-\textcolor{blue}{f_x(x,y)}}{0.1}\\ &= \frac{\left[\textcolor{red}{\lim\limits_{h\to0}\frac{f(x+h,y+0.1)-f(x,y+0.1)}{h}} \right]- \left[\textcolor{blue}{\lim\limits_{h\to0}\frac{f(x+h,y)-f(x,y)}{h}}\right] }{0.1}\\ &\approx \frac{\left[\frac{f(x+0.1,y+0.1)-f(x,y+0.1)}{0.1} \right]- \left[\frac{f(x+0.1,y)-f(x,y)}{0.1}\right] }{0.1}\end{align*}

These are the ideas we'll use in the approximations below.

The second partial derivative fxy(x,y)f_{xy}(x,y) of ff is the partial derivative of fx(x,y)f_x(x,y) with respect to yy. That is:

fxy(1.8,2.0)=lim⁡h→0fx(1.8,2.0+h)−fx(1.8,2.0)h\begin{align*}f_{xy}(1.8,2.0)&=\lim\limits_{h \to 0}\frac{f_x(1.8,2.0+h)-f_x(1.8,2.0)}{h}\end{align*}

For our approximation, we can choose h=0.1h=0.1 or h=−0.1h=-0.1. There's no compelling reason to choose one over the other. Let's use h=0.1h=0.1.

≈fx(1.8,2.1)−fx(1.8,2.0)0.1=[lim⁡h→0f(1.8+h,2.1)−f(1.8,2.1)h]−[lim⁡h→0f(1.8+h,2.0)−f(1.8,2.0)h]0.1\begin{align*}&\approx \frac{f_x(1.8,2.1)-f_x(1.8,2.0)}{0.1}\\ &=\frac{\left[\lim\limits_{h \to 0}\frac{f(1.8+h,2.1)-f(1.8,2.1)}{h}\right]-\left[\lim\limits_{h \to 0}\frac{f(1.8+h,2.0)-f(1.8,2.0)}{h}\right]}{0.1}\end{align*}

Once again, there's no compelling reason to choose h=0.1h=0.1 over h=−0.1h=-0.1. We could even choose different signs for the two limits. We'll just choose h=0.1h=0.1 again, because after all, we do have to choose something.

≈[f(1.9,2.1)−f(1.8,2.1)0.1]−[f(1.9,2.0)−f(1.8,2.0)0.1]0.1=100[(f(1.9,2.1)−f(1.8,2.1))−(fx(1.9,2.0)−fx(1.8,2.0))]=100[(16.0−14.9)−(16.3−15.2)]=0\begin{align*}&\approx\frac{\left[\frac{f(1.9,2.1)-f(1.8,2.1)}{0.1}\right]-\left[\frac{f(1.9,2.0)-f(1.8,2.0)}{0.1}\right]}{0.1}\\ &=100\Big[\big(f(1.9,2.1)-f(1.8,2.1)\big)-\big(f_x(1.9,2.0)-f_x(1.8,2.0)\big)\Big] \\&=100\Big[\big(16.0-14.9\big)-\big(16.3-15.2\big)\Big]\\ &=0\end{align*}

Remark: different choices of hh all end up with the same approximation.

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From the UBC Math 100 open textbook project, © Joel Feldman, Andrew Rechnitzer, Elyse Yeager and others. Licensed CC BY-NC-SA 4.0; this HTML adaptation is released under the same licence. Full attribution.