Math 21a Partial Derivatives Fall, 2016 The solutions are available on our Canvas website (https://canvas.harvard.edu/courses/17064/). Choose Files > Koji’s Section. What is the derivative? 1. For each of the following functions, compute both first partial derivatives fx and fy (or ft ): (a) f (x, y) = x3 − 3xy 2 (c) f (x, y) = x2 e−x 2 −y 2 (b) f (x, y) = exy 2 (d) f (x, t) = e−(x+t) We can compute higher order derivatives by simply repeating the process. For example, ∂ ∂f ∂ 2f ∂ ∂f ∂ 2f = , and fxx = (fx )x = = . fxy = (fx )y = ∂y ∂x ∂y∂x ∂x ∂x ∂x2 2. Compute the four second partial derivatives fxx , fxy , fyx , and fyy for the following functions. (a) f (x, y) = x3 − 3xy 2 (b) f (x, y) = exy 3. Here is a contour plot for some function f (x, y). 1.5 0.1 1.0 0.1 0.25 0.5 Q 0.25 0.35 0.0 0.35 0.15 0.15 0.2 0.3 0.3 0.2 -0.5 P -1.0 0.05 0.05 -1.5 -2 -1 0 1 2 We consider the two points P (a, b) and Q(c, d) on the contour map. Without actually computing the derivatives, answer the following questions: (a) What is the sign of fx (a, b)? (b) What is the sign of fy (c, d)? (c) What is the sign of fxx (c, d)? (d) What is the sign of fxy (a, b)? Suppose you happen to know that the function is f (x, y) = x2 e−x which satisfy fx (x, y) = fy (x, y) = 0. 2 −y 2 . Find the points (x, y) Clairaut’s Theorem. You may notice that fxy = fyx in Problem 2. This holds in general: If fxy and fyx are both continuous, then fxy = fyx . 4. Compute the derivatives of the following functions: (a) fxyxyxy if f (x, y) = x2 cos (ey + y 2 ) (b) fxxxyy if f (x, y) = x3 y 2 − y x+log(x) (c) fxyxyx if f (x, y) = x2 y(ecos x − log(y 2 + 1)) 5. In the next class, we discuss partial differential equations or PDEs. As a warm-up, for each of the following common PDEs, find a solution from the list of functions below. (a) Advection (Transport) Equation: ft = fx (b) Wave Equation: ftt = fxx 2 f (x, t) = e−(x+t) , g(x, t) = sin(x − t) + sin(x + t), h(x, t) = cos(xt). Partial Derivatives – Answers and Solutions How to compute partial derivatives? When you compute fx (x, y), you can just regard y as a constant and f (x, y) as a function of x. Then the partial derivative with respect to x is nothing but than the derivative of the function by x. This means if you want to compute partial derivatives, what you really need to recall is techniques of the differentiation of functions in one variable. Here are some important techniques: • Product Rule 0 f (t)g(t) = f 0 (t) g(t) + f (t) g 0 (t) • Chain Rule 0 f (g(t)) = g 0 (t) f 0 (g(t)) Typical examples are: n n−1 d g(t) = n g 0 (t) g(t) , dt d g(t) e = g 0 (t) eg(t) , dt d sin(g(t)) = g 0 (t) cos(g(t)), dt d cos(g(t)) = −g 0 (t) sin(g(t)), dt d g 0 (t) log(g(t)) = . dt g(t) If you regard g(t)) as some “chunk”, you can easily imagine the derivative. • Quotient Rule f (t) g(t) 0 = f 0 (t) g(t) − f (t) g 0 (t) 2 g(t) 1. (a) For f (x, y) = x3 − 3xy 2 , we get first derivatives fx = 3x2 − 3y 2 fy = −6xy. and 0 (b) Remember the chain rule tells you eg(t) = g 0 (t)eg(t) . In what follows, your g(t) will be either (constant “y”)x or (constant “x”) sin(y). For f (x, y) = exy , we get first derivatives fx = yexy (c) For f (x, y) = x2 e−x fx = 2x e−x 2 −y 2 2 −y 2 fy = xexy . and , we get first derivatives +(−2x)x2 e−x 2 −y 2 2 −y 2 = 2x e−x −2x3 e−x 2 −y 2 and fy = −2yx2 e−x 2 −y 2 2 (d) For f (x, t) = e−(x+t) , we get first derivatives fx = −2(x + t)e−(x+t) 2 and 2 ft = −2(x + t)e−(x+t) . 2. (a) From Problem 1 (a), we know fx = 3x2 − 3y 2 fy = −6xy. and So the second derivatives are fxx = and fxy = fyx = −6y ∂ 2f = 6x, ∂x2 fyy = ∂ 2f = −6x, ∂y 2 ∂ 2f ∂ 2f where fxy = and fyx = . ∂y∂x ∂x∂y (b) From Problem 1 (b), we know fx = yexy and fy = xexy So the second derivatives are fxx fyy fxy fyx = y 2 exy , = x2 exy , = exy + xyexy , = exy + xyexy . Note that fxy = fyx holds. (Clairaut’s Theorem!) 3. (a) fx (a, b) > 0 If you go along the positive x-direction from P , you will go up. So you have a positive slope in positive x-direction. (b) fy (c, d) < 0 If you go along the positive y-direction from Q, you will go down. So you have a negative slope in positive y-direction. . (c) fxx (c, d) < 0 fxx stands for the rate of change of the x-slope in positive x-direction. First we know fx (c, d) < 0 at Q as we are going down if we walk in positive x-direction. If you compare adjacent level curves around Q, the level curves become more closely spaced as we move to the right. This means the path becomes steeper (although still going down) in positive x-direction. Namely, the absolute value of x-slope is increasing in positive x-direction although x-slope is negative around Q. Hence the rate of change of the x-slope in positive x-direction is negative. Here is another explanation. If you visualize xz-cross section at Q from what we discussed above, then you will see the curve will be going down and concave down at Q. The former implies fx (c, d) < 0 and the latter implies fxx (c, d) < 0 (d) fxy (a, b) > 0 fxy stands for the rate of change of the x-slope in positive y-direction. First we know fx (a, b) > 0 at P as we are going up if we walk in positive x-direction. If you compare adjacent level curves around P , the level curves become more closely spaced as we move up. This means the paths from the left to the right become steeper in positive y-direction. Hence the rate of change of the x-slope in positive y-direction is positive. (In this case, fx > 0 around P , so you don’t need to worry about the absolute value of the x-slope.) From Problem 1 (c), we know fx = 2x e−x 2 −y 2 − 2x3 e−x 2 −y 2 = 2x(1 − x2 )e−x 2 −y 2 and fy = −2yx2 e−x 2 −y 2 . So solving the simultaneous equations fx = 0 and fy = 0, we get (x, y) = (0, t), (1, 0), (−1, 0) where t is any number. Here is the graphs of z = f (x, y) from two perspectives. You can see (0, t) corresponds to the “valley” and the points (±1, 0) give two local maxima. In this way, you can use partial derivatives to find local maxima and minima (plus some junks). We will discuss local maxima and minima later in the class! 4. The point of these problems is to re-order the derivatives so that you take the “easier” derivatives first. (a) Here we take the x derivatives first: f = x2 cos ey + y 2 fx = 2x cos ey + y 2 fxx = 2 cos ey + y 2 fxxx = 0; so fxyxyxy = fxxxyyy = 0. (b) Here we take the y derivatives first. We get y x + ln(x) 1 fy = 2x3 y − x + ln(x) 3 fyy = 2x , f = x3 y 2 − and so (after more derivatives) fyyxxx = 2 · 3 · 2 = 12. Thus fxxxyy = 12 as well. (c) For this function, the first term is easy to differentiate with respect to y and the second term is easy to differentiate with respect to x. So we divide our function into two parts: where g(x, y) = x2 yecos x f (x, y) = g(x, y)+h(x, y) and h(x, y) = −x2 y log(y 2 +1). Then fxyxyx = gxyxyx + h(xyxyx) and gxyxyx = gyyxxx = 0 hxyxyx = gxxxyy = 0. Hence fxyxyx = 0. 5. What you need to do is to compute fx , ft , fxx , ftt gx , gt , and check whether they satisfy the equations. gxx , gtt hx , ht , hxx , htt If you actually compute them, you will get 2 fx = −2(x + t)e−(x+t) , 2 ft = −2(x + t)e−(x+t) , 2 fxx = 4(x + t)2 − 2 e−(x+t) , 2 ftt = 4(x + t)2 − 2 e−(x+t) , gx = cos(x − t) + cos(x + t), gt = − cos(x − t) + cos(x + t), gxx = − sin(x − t) − sin(x + t), gtt = − sin(x − t) − sin(x + t), hx = −t sin(xt), ht = −x sin(xt), hxx = −t2 cos(xt), htt = −x2 cos(xt). Then you find three relations fx = ft , So the answer is as follows: (a) f (b) f and g fxx = ftt and gxx = gtt .