4.3 Partial derivatives  (Page 5/11)

Higher-order partial derivatives

Consider the function

Its partial derivatives are

Each of these partial derivatives is a function of two variables, so we can calculate partial derivatives of these functions. Just as with derivatives of single-variable functions, we can call these second-order derivatives, third-order derivatives , and so on. In general, they are referred to as higher-order partial derivatives    . There are four second-order partial derivatives for any function (provided they all exist):

An alternative notation for each is $f_{xx},f_{xy},f_{yx},$ and $f_{yy},$ respectively. Higher-order partial derivatives calculated with respect to different variables, such as $f_{xy}$ and $f_{yx},$ are commonly called mixed partial derivatives    .

At this point we should notice that, in both [link] and the checkpoint, it was true that ${\partial }^{2}f\text{/}\partial x\partial y={\partial }^{2}f\text{/}\partial y\partial x.$ Under certain conditions, this is always true. In fact, it is a direct consequence of the following theorem.

Clairaut’s theorem guarantees that as long as mixed second-order derivatives are continuous, the order in which we choose to differentiate the functions (i.e., which variable goes first, then second, and so on) does not matter. It can be extended to higher-order derivatives as well. The proof of Clairaut’s theorem can be found in most advanced calculus books.

Two other second-order partial derivatives can be calculated for any function $f\left(x,y\right).$ The partial derivative $f_{xx}$ is equal to the partial derivative of $f_x$ with respect to $x,$ and $f_{yy}$ is equal to the partial derivative of $f_y$ with respect to $y.$

Partial differential equations

In Introduction to Differential Equations , we studied differential equations in which the unknown function had one independent variable. A partial differential equation    is an equation that involves an unknown function of more than one independent variable and one or more of its partial derivatives. Examples of partial differential equations are