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Higher Order Partial Derivatives and Gradient

Session 02

Alejandro Ucan

2025-02-12

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Goals for the session

  • Compute higher order partial derivatives.

  • Deduce what is the gradient of a function.

  • Geometric interpretation of the gradient.

  • Modelling with the gradient.
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Higher Order Partial Derivatives

If f is a function of two variables, then fx and fy are functions of several variables as well. So we can also find their partial derivatives: (fx)x,(fx)y,(fy)x,(fy)y. These new partial derivatives are called second order partial derivatives and measure the rate of change of the rate of change.

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Example 1:

Compute the second derivatives of the function f(x,y)=x3+x2y22y2.

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Example 1:

Compute the second derivatives of the function f(x,y)=x3+x2y22y2.

fx(x,y)=3x2+2xy2fy(x,y)=2x2y4y

fxx=6x2y2fyx=4xy fxy=4xyfyy=2x24

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Clairaut's Theorem

Theorem: If f is a function of two variables and the second order partial derivatives fxy and fyx are continuous in a region D, then fxy=fyx.

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Gradient Vector

Definition: If f is a function of two variables x and y, the gradient of f is the vector (denoted by f ) defined by f(x,y)=fxi+fyj.

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Gradient Vector

Definition: If f is a function of two variables x and y, the gradient of f is the vector (denoted by f ) defined by f(x,y)=fxi+fyj.

Example 2:

Compute the gradient of f(x,y)=sin(x)+exy.

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Gradient Vector

Definition: If f is a function of two variables x and y, the gradient of f is the vector (denoted by f ) defined by f(x,y)=fxi+fyj.

Example 2:

Compute the gradient of f(x,y)=sin(x)+exy.

f(x,y)=(cos(x)+yexy)i+xexyj.

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Geometric Interpretation of the Gradient

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Some Pictures

Gradient of f(x,y)=x2y2

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Gradient of f(x,y)=x2y2

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Gradient of f(x,y)=cos(x)+exy

Gradient Example

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Gradient in three variables

If f(x,y,z) is a function, then its gradient is given by f(x,y,z)=fxi+fyj+fzk.

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Gradient in three variables

If f(x,y,z) is a function, then its gradient is given by f(x,y,z)=fxi+fyj+fzk.

Theorem: If f is a function, then the direction of maximum increase of f at a point (x0,y0,z0) is given by the vector f(x0,y0,z0).

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Modelling with the Gradient

Assume that we are in the Chair Hill and the height of the hill is given by the following graph of level curves. What direction would we take if we want to descend as fast as possible? What if we want to ascend?

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Goals for the session

  • Compute higher order partial derivatives.

  • Deduce what is the gradient of a function.

  • Geometric interpretation of the gradient.

  • Modelling with the gradient.
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