LECTURE 3
November 15, 2018
Overview
Higher Order Partial Derivatives
Differentials
Taylor theorem and series
Partial Derivatives cont. . .
Higher Order Partial Derivatives
Differentials
I Recall functions of single variable, if y = f (x) is differentiable
at x = x0 , then the change in the value of f that results from
changing x from x0 to x0 + ∆x is given by
0
∆y = f (x0 )∆x + ∆x
in which → 0 as ∆x → 0
Higher Order Partial Derivatives
Differentials
I Definition: A function f (x, y ) is differentiable at x0 , y0 if
fx (x0 , y0 ) and fy (x0 , y0 ) exist and equation (2) holds for f at
(x0 , y0 ). We call f differentiable if it is differentiable at every
point in its domain.
Differentials cont. . .
I Corollary of Theorem; If the partial derivatives of fx and fy
of a function f (x, y ) are continuous through out the open
region R, then f is differentiable at every point of R
I Theorem; If a function f (x, y ) is differentiable at (x0 , y0 )
then f is continuous at (x0 , y0 )
Differentials cont. . .
Definition: The Linearization of a function f (x, y ) at a point
(x0 , y0 ) where f is differentiable is the function
L(x, y ) = f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 )
The approximation
f (x, y ) ≈ L(x, y )
Differentials cont. . .
Differentials cont. . .
I The first partial derivatives of f (x, y ) are defined throughout
an open region R containing the point (x0 , y0 ) and that fx and
fy are continuous at (x0 , y0 ), then the change
∆z = f (x0 + ∆x, y0 + ∆y ) − f (x0 , y0 )
Differentials cont. . .
in the value of f that results from moving from (x0 , y0 ) to another
point (x0 + ∆x, y0 + ∆y ) in R satisfies the equation
∆z = fx (x0 , y0 )∆x + fy (x0 , y0 )∆y + 1 ∆x + 2 ∆y (1)
in which 1 , 2 → 0 as ∆x, ∆y → 0
Taylor theorem and series
I Taylor series (partial sums) can provide an efficient method
for determining the behaviour of smooth function of several
variables near a point in its domain.
I Consider a Taylor formula for a function F (x) with continuous
derivatives of order up to n + 1 on the interval [a, a + h]
Taylor theorem and series
0 F ” (a) 2 F (n) (a) n
F (a + h) = F (a) + F (a)h + h + .... + h +
2! n!
F (n+1) X n+1
+ h
(n + 1)!
where X is some numbers between a and a + h. The last term is
the Lagrange form of the remainder
Taylor theorem and series cont. . .
I Suppose f (x, y ) has continuous partial derivatives up to order
n + 1 at all points in the open set containing the line segment
joining points (a, b) and (a + h, b + k)
I The Taylor formula for a function f (a + h, b + k) in the power
of h and k comparing with the formula for a single variable is
I
( f11 (a, b)h2
f (a + h, b + k) = f (a, b) + f1 (a, b)h + f2 a, b)k +
2!
f12 (a, b)hk f22 (a, b)k 2
+2 ++ + ....
2! 2!
Taylor theorem and series cont. . .
I
Taylor theorem and series cont. . .
