Partial derivatives

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The partial derivatives of f(x, y) with respect to x and y are defined by

\displaystyle \frac{\partial f}{\partial x}= \lim\limits_{h \rightarrow 0} \frac{f(x + h, y) - f(x, y)}{h}\\\vspace{0.2 in}  \frac{\partial f}{\partial y} = \lim\limits_{k \rightarrow 0} \frac{f(x, y + k) - f(x, y)}{k}

if these limits exist. It’s often written h = Δx, k = Δy. Note that \partial f/\partial x is simply the ordinary derivative of f with respect to x keeping y constant, while \partial f/\partial y is the ordinary derivative of f with respect to y keeping x constant.

Higher derivatives are defined similarly. For example, you have the second order derivatives

\displaystyle   \frac{\partial}{\partial x}\left(\frac{\partial f}{\partial x}\right) = \frac{\partial^2f}{\partial x^2}\\\vspace{0.2 in}  \frac{\partial}{\partial x}\left(\frac{\partial f}{\partial y}\right) = \frac{\partial^2f}{\partial x\partial y}\\\vspace{0.2 in}  \frac{\partial}{\partial y}\left(\frac{\partial f}{\partial x}\right) = \frac{\partial^2f}{\partial y\partial x}\\\vspace{0.2 in}  \frac{\partial}{\partial y}\left(\frac{\partial f}{\partial y}\right) = \frac{\partial^2f}{\partial y^2}

The deviation are sometimes denoted fx and fy. In such case fx(a, b), fy(a, b) denote these partial derivatives evaluated at (a, b).

The deviations are denoted by fxx, fxy, fyx, fyy respectively. The second and third results will be the same if f has continuous partial derivatives of second order at least.

The differentiation of f(x, y) is defined as

\displaystyle df = \frac{\partial f}{\partial x}dx + \frac{\partial f}{\partial y}dy

where h = Δx = dx, k = Δy = dy.

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