1 00:00:01,000 --> 00:00:03,000 The following content is provided under a Creative 2 00:00:03,000 --> 00:00:05,000 Commons license. Your support will help MIT 3 00:00:05,000 --> 00:00:08,000 OpenCourseWare continue to offer high quality educational 4 00:00:08,000 --> 00:00:13,000 resources for free. To make a donation or to view 5 00:00:13,000 --> 00:00:18,000 additional materials from hundreds of MIT courses, 6 00:00:18,000 --> 00:00:23,000 visit MIT OpenCourseWare at ocw.mit.edu. 7 00:00:23,000 --> 00:00:27,000 So far we have learned about partial derivatives and how to 8 00:00:27,000 --> 00:00:31,000 use them to find minima and maxima of functions of two 9 00:00:31,000 --> 00:00:35,000 variables or several variables. And now we are going to try to 10 00:00:35,000 --> 00:00:38,000 study, in more detail, how functions of several 11 00:00:38,000 --> 00:00:41,000 variables behave, how to compete their 12 00:00:41,000 --> 00:00:44,000 variations. How to estimate the variation 13 00:00:44,000 --> 00:00:50,000 in arbitrary directions. And so for that we are going to 14 00:00:50,000 --> 00:00:56,000 need some more tools actually to study this things. 15 00:00:56,000 --> 00:01:00,000 More tools to study functions. 16 00:01:15,000 --> 00:01:26,000 Today's topic is going to be differentials. 17 00:01:26,000 --> 00:01:34,000 And, just to motivate that, let me remind you about one 18 00:01:34,000 --> 00:01:43,000 trick that you probably know from single variable calculus, 19 00:01:43,000 --> 00:01:48,000 namely implicit differentiation. 20 00:01:48,000 --> 00:01:56,000 Let's say that you have a function y equals f of x then 21 00:01:56,000 --> 00:02:05,000 you would sometimes write dy equals f prime of x times dx. 22 00:02:05,000 --> 00:02:17,000 And then maybe you would -- We use implicit differentiation to 23 00:02:17,000 --> 00:02:29,000 actually relate infinitesimal changes in y with infinitesimal 24 00:02:29,000 --> 00:02:35,000 changes in x. And one thing we can do with 25 00:02:35,000 --> 00:02:39,000 that, for example, is actually figure out the rate 26 00:02:39,000 --> 00:02:43,000 of change dy by dx, but also the reciprocal dx by 27 00:02:43,000 --> 00:02:48,000 dy. And so, for example, 28 00:02:48,000 --> 00:02:58,000 let's say that we have y equals inverse sin(x). 29 00:02:58,000 --> 00:03:03,000 Then we can write x equals sin(y). 30 00:03:03,000 --> 00:03:08,000 And, from there, we can actually find out what 31 00:03:08,000 --> 00:03:13,000 is the derivative of this function if we didn't know the 32 00:03:13,000 --> 00:03:18,000 answer already by writing dx equals cosine y dy. 33 00:03:18,000 --> 00:03:28,000 That tells us that dy over dx is going to be one over cosine 34 00:03:28,000 --> 00:03:32,000 y. And now cosine for relation to 35 00:03:32,000 --> 00:03:40,000 sine is basically one over square root of one minus x^2. 36 00:03:40,000 --> 00:03:44,000 And that is how you find the formula for the derivative of 37 00:03:44,000 --> 00:03:50,000 the inverse sine function. A formula that you probably 38 00:03:50,000 --> 00:03:54,000 already knew, but that is one way to derive 39 00:03:54,000 --> 00:03:57,000 it. Now we are going to use also 40 00:03:57,000 --> 00:03:59,000 these kinds of notations, dx, dy and so on, 41 00:03:59,000 --> 00:04:03,000 but use them for functions of several variables. 42 00:04:03,000 --> 00:04:05,000 And, of course, we will have to learn what the 43 00:04:05,000 --> 00:04:08,000 rules of manipulation are and what we can do with them. 44 00:04:17,000 --> 00:04:20,000 The actual name of that is the total differential, 45 00:04:20,000 --> 00:04:23,000 as opposed to the partial derivatives. 46 00:04:23,000 --> 00:04:28,000 The total differential includes all of the various causes that 47 00:04:28,000 --> 00:04:33,000 can change -- Sorry. All the contributions that can 48 00:04:33,000 --> 00:04:38,000 cause the value of your function f to change. 49 00:04:38,000 --> 00:04:43,000 Namely, let's say that you have a function maybe of three 50 00:04:43,000 --> 00:04:44,000 variables, x, y, z, 51 00:04:44,000 --> 00:04:56,000 then you would write df equals f sub x dx plus f sub y dy plus 52 00:04:56,000 --> 00:05:02,000 f sub z dz. Maybe, just to remind you of 53 00:05:02,000 --> 00:05:07,000 the other notation, partial f over partial x dx 54 00:05:07,000 --> 00:05:14,000 plus partial f over partial y dy plus partial f over partial z 55 00:05:14,000 --> 00:05:18,000 dz. Now, what is this object? 56 00:05:18,000 --> 00:05:22,000 What are the things on either side of this equality? 57 00:05:22,000 --> 00:05:24,000 Well, they are called differentials. 58 00:05:24,000 --> 00:05:26,000 And they are not numbers, they are not vectors, 59 00:05:26,000 --> 00:05:29,000 they are not matrices, they are a different kind of 60 00:05:29,000 --> 00:05:32,000 object. These things have their own 61 00:05:32,000 --> 00:05:36,000 rules of manipulations, and we have to learn what we 62 00:05:36,000 --> 00:05:40,000 can do with them. So how do we think about them? 63 00:05:40,000 --> 00:05:51,000 First of all, how do we not think about them? 64 00:05:51,000 --> 00:05:55,000 Here is an important thing to know. 65 00:05:55,000 --> 00:06:07,000 Important. df is not the same thing as 66 00:06:07,000 --> 00:06:12,000 delta f. That is meant to be a number. 67 00:06:12,000 --> 00:06:16,000 It is going to be a number once you have a small variation of x, 68 00:06:16,000 --> 00:06:19,000 a small variation of y, a small variation of z. 69 00:06:19,000 --> 00:06:21,000 These are numbers. Delta x, delta y and delta z 70 00:06:21,000 --> 00:06:24,000 are actual numbers, and this becomes a number. 71 00:06:24,000 --> 00:06:26,000 This guy actually is not a number. 72 00:06:26,000 --> 00:06:30,000 You cannot give it a particular value. 73 00:06:30,000 --> 00:06:33,000 All you can do with a differential is express it in 74 00:06:33,000 --> 00:06:36,000 terms of other differentials. In fact, this dx, 75 00:06:36,000 --> 00:06:38,000 dy and dz, well, they are mostly symbols out 76 00:06:38,000 --> 00:06:42,000 there. But if you want to think about 77 00:06:42,000 --> 00:06:46,000 them, they are the differentials of x, y and z. 78 00:06:46,000 --> 00:06:52,000 In fact, you can think of these differentials as placeholders 79 00:06:52,000 --> 00:06:57,000 where you will put other things. Of course, they represent, 80 00:06:57,000 --> 00:07:02,000 you know, there is this idea of changes in x, 81 00:07:02,000 --> 00:07:05,000 y, z and f. One way that one could explain 82 00:07:05,000 --> 00:07:09,000 it, and I don't really like it, is to say they represent 83 00:07:09,000 --> 00:07:12,000 infinitesimal changes. Another way to say it, 84 00:07:12,000 --> 00:07:14,000 and I think that is probably closer to the truth, 85 00:07:14,000 --> 00:07:19,000 is that these things are somehow placeholders to put 86 00:07:19,000 --> 00:07:22,000 values and get a tangent approximation. 87 00:07:22,000 --> 00:07:25,000 For example, if I do replace these symbols 88 00:07:25,000 --> 00:07:30,000 by delta x, delta y and delta z numbers then I will actually get 89 00:07:30,000 --> 00:07:33,000 a numerical quantity. And that will be an 90 00:07:33,000 --> 00:07:39,000 approximation formula for delta. It will be the linear 91 00:07:39,000 --> 00:07:44,000 approximation, a tangent plane approximation. 92 00:07:44,000 --> 00:07:52,000 What we can do -- Well, let me start first with maybe 93 00:07:52,000 --> 00:08:00,000 something even before that. The first thing that it does is 94 00:08:00,000 --> 00:08:10,000 it can encode how changes in x, y, z affect the value of f. 95 00:08:10,000 --> 00:08:15,000 I would say that is the most general answer to what is this 96 00:08:15,000 --> 00:08:18,000 formula, what are these differentials. 97 00:08:18,000 --> 00:08:24,000 It is a relation between x, y, z and f. 98 00:08:24,000 --> 00:08:36,000 And this is a placeholder for small variations, 99 00:08:36,000 --> 00:08:53,000 delta x, delta y and delta z to get an approximation formula. 100 00:08:53,000 --> 00:09:00,000 Which is delta f is approximately equal to fx delta 101 00:09:00,000 --> 00:09:06,000 x fy delta y fz delta z. It is getting cramped, 102 00:09:06,000 --> 00:09:11,000 but I am sure you know what is going on here. 103 00:09:11,000 --> 00:09:15,000 And observe how this one is actually equal while that one is 104 00:09:15,000 --> 00:09:19,000 approximately equal. So they are really not the same. 105 00:09:19,000 --> 00:09:22,000 Another thing that the notation suggests we can do, 106 00:09:22,000 --> 00:09:26,000 and they claim we can do, is divide everything by some 107 00:09:26,000 --> 00:09:29,000 variable that everybody depends on. 108 00:09:29,000 --> 00:09:33,000 Say, for example, that x, y and z actually depend 109 00:09:33,000 --> 00:09:39,000 on some parameter t then they will vary, at a certain rate, 110 00:09:39,000 --> 00:09:42,000 dx over dt, dy over dt, dz over dt. 111 00:09:42,000 --> 00:09:46,000 And what the differential will tell us then is the rate of 112 00:09:46,000 --> 00:09:51,000 change of f as a function of t, when you plug in these values 113 00:09:51,000 --> 00:09:57,000 of x, y, z, you will get df over dt by 114 00:09:57,000 --> 00:10:05,000 dividing everything by dt in here. 115 00:10:05,000 --> 00:10:21,000 The first thing we can do is divide by something like dt to 116 00:10:21,000 --> 00:10:30,000 get infinitesimal rate of change. 117 00:10:30,000 --> 00:10:43,000 Well, let me just say rate of change. 118 00:10:43,000 --> 00:10:52,000 df over dt equals f sub x dx over dt plus f sub y dy over dt 119 00:10:52,000 --> 00:11:00,000 plus f sub z dz over dt. And that corresponds to the 120 00:11:00,000 --> 00:11:09,000 situation where x is a function of t, y is a function of t and z 121 00:11:09,000 --> 00:11:14,000 is a function of t. That means you can plug in 122 00:11:14,000 --> 00:11:18,000 these values into f to get, well, the value of f will 123 00:11:18,000 --> 00:11:23,000 depend on t, and then you can find the rate 124 00:11:23,000 --> 00:11:27,000 of change with t of a value of f. 125 00:11:27,000 --> 00:11:35,000 These are the basic rules. And this is known as the chain 126 00:11:35,000 --> 00:11:38,000 rule. It is one instance of a chain 127 00:11:38,000 --> 00:11:40,000 rule, which tells you when you have a 128 00:11:40,000 --> 00:11:42,000 function that depends on something, 129 00:11:42,000 --> 00:11:45,000 and that something in turn depends on something else, 130 00:11:45,000 --> 00:11:51,000 how to find the rate of change of a function on the new 131 00:11:51,000 --> 00:11:56,000 variable in terms of the derivatives of a function and 132 00:11:56,000 --> 00:12:01,000 also the dependence between the various variables. 133 00:12:01,000 --> 00:12:08,000 Any questions so far? No. 134 00:12:08,000 --> 00:12:11,000 OK. A word of warming, 135 00:12:11,000 --> 00:12:15,000 in particular, about what I said up here. 136 00:12:15,000 --> 00:12:19,000 It is kind of unfortunate, but the textbook actually has a 137 00:12:19,000 --> 00:12:23,000 serious mistake on that. I mean they do have a couple of 138 00:12:23,000 --> 00:12:29,000 formulas where they mix a d with a delta, and I warn you not to 139 00:12:29,000 --> 00:12:32,000 do that, please. I mean there are d's and there 140 00:12:32,000 --> 00:12:34,000 are delta's, and basically they don't live in the same world. 141 00:12:34,000 --> 00:12:53,000 They don't see each other. The textbook is lying to you. 142 00:12:53,000 --> 00:12:59,000 Let's see. The first and the second 143 00:12:59,000 --> 00:13:01,000 claims, I don't really need to justify 144 00:13:01,000 --> 00:13:05,000 because the first one is just stating some general principle, 145 00:13:05,000 --> 00:13:08,000 but I am not making a precise mathematical claim. 146 00:13:08,000 --> 00:13:11,000 The second one, well, we know the approximation 147 00:13:11,000 --> 00:13:14,000 formula already, so I don't need to justify it 148 00:13:14,000 --> 00:13:16,000 for you. But, on the other hand, 149 00:13:16,000 --> 00:13:20,000 this formula here, I mean, you probably have a 150 00:13:20,000 --> 00:13:24,000 right to expect some reason for why this works. 151 00:13:24,000 --> 00:13:27,000 Why is this valid? After all, I first told you we 152 00:13:27,000 --> 00:13:29,000 have these new mysterious objects. 153 00:13:29,000 --> 00:13:32,000 And then I am telling you we can do that, but I kind of 154 00:13:32,000 --> 00:13:44,000 pulled it out of my hat. I mean I don't have a hat. 155 00:13:44,000 --> 00:13:53,000 Why is this valid? How can I get to this? 156 00:13:53,000 --> 00:14:06,000 Here is a first attempt of justifying how to get there. 157 00:14:06,000 --> 00:14:13,000 Let's see. Well, we said df is f sub x dx 158 00:14:13,000 --> 00:14:25,000 plus f sub y dy plus f sub z dz. But we know if x is a function 159 00:14:25,000 --> 00:14:37,000 of t then dx is x prime of t dt, dy is y prime of t dt, 160 00:14:37,000 --> 00:14:47,000 dz is z prime of t dt. If we plug these into that 161 00:14:47,000 --> 00:14:58,000 formula, we will get that df is f sub x times x prime t dt plus 162 00:14:58,000 --> 00:15:08,000 f sub y y prime of t dt plus f sub z z prime of t dt. 163 00:15:08,000 --> 00:15:14,000 And now I have a relation between df and dt. 164 00:15:14,000 --> 00:15:17,000 See, I got df equals sometimes times dt. 165 00:15:17,000 --> 00:15:23,000 That means the rate of change of f with respect to t should be 166 00:15:23,000 --> 00:15:38,000 that coefficient. If I divide by dt then I get 167 00:15:38,000 --> 00:15:46,000 the chain rule. That kind of works, 168 00:15:46,000 --> 00:15:49,000 but that shouldn't be completely satisfactory. 169 00:15:49,000 --> 00:15:53,000 Let's say that you are a true skeptic and you don't believe in 170 00:15:53,000 --> 00:15:57,000 differentials yet then it is maybe not very good that I 171 00:15:57,000 --> 00:16:01,000 actually used more of these differential notations in 172 00:16:01,000 --> 00:16:05,000 deriving the answer. That is actually not how it is 173 00:16:05,000 --> 00:16:08,000 proved. The way in which you prove the 174 00:16:08,000 --> 00:16:13,000 chain rule is not this way because we shouldn't have too 175 00:16:13,000 --> 00:16:16,000 much trust in differentials just yet. 176 00:16:16,000 --> 00:16:18,000 I mean at the end of today's lecture, yes, 177 00:16:18,000 --> 00:16:20,000 probably we should believe in them, 178 00:16:20,000 --> 00:16:26,000 but so far we should be a little bit reluctant to believe 179 00:16:26,000 --> 00:16:32,000 these kind of strange objects telling us weird things. 180 00:16:32,000 --> 00:16:39,000 Here is a better way to think about it. 181 00:16:39,000 --> 00:16:43,000 One thing that we have trust in so far are approximation 182 00:16:43,000 --> 00:16:48,000 formulas. We should have trust in them. 183 00:16:48,000 --> 00:16:54,000 We should believe that if we change x a little bit, 184 00:16:54,000 --> 00:17:02,000 if we change y a little bit then we are actually going to 185 00:17:02,000 --> 00:17:11,000 get a change in f that is approximately given by these 186 00:17:11,000 --> 00:17:13,000 guys. And this is true for any 187 00:17:13,000 --> 00:17:14,000 changes in x, y, z, 188 00:17:14,000 --> 00:17:20,000 but in particular let's look at the changes that we get if we 189 00:17:20,000 --> 00:17:26,000 just take these formulas as function of time and change time 190 00:17:26,000 --> 00:17:32,000 a little bit by delta t. We will actually use the 191 00:17:32,000 --> 00:17:39,000 changes in x, y, z in a small time delta t. 192 00:17:39,000 --> 00:17:47,000 Let's divide everybody by delta t. 193 00:17:47,000 --> 00:17:52,000 Here I am just dividing numbers so I am not actually playing any 194 00:17:52,000 --> 00:17:54,000 tricks on you. I mean we don't really know 195 00:17:54,000 --> 00:17:57,000 what it means to divide differentials, 196 00:17:57,000 --> 00:17:59,000 but dividing numbers is something we know. 197 00:17:59,000 --> 00:18:11,000 And now, if I take delta t very small, this guy tends to the 198 00:18:11,000 --> 00:18:19,000 derivative, df over dt. Remember, the definition of df 199 00:18:19,000 --> 00:18:23,000 over dt is the limit of this ratio when the time interval 200 00:18:23,000 --> 00:18:28,000 delta t tends to zero. That means if I choose smaller 201 00:18:28,000 --> 00:18:32,000 and smaller values of delta t then these ratios of numbers 202 00:18:32,000 --> 00:18:35,000 will actually tend to some value, 203 00:18:35,000 --> 00:18:41,000 and that value is the derivative. 204 00:18:41,000 --> 00:18:51,000 Similarly, here delta x over delta t, when delta t is really 205 00:18:51,000 --> 00:18:59,000 small, will tend to the derivative dx/dt. 206 00:18:59,000 --> 00:19:00,000 And similarly for the others. 207 00:19:18,000 --> 00:19:28,000 That means, in particular, we take the limit as delta t 208 00:19:28,000 --> 00:19:35,000 tends to zero and we get df over dt on one side and on the other 209 00:19:35,000 --> 00:19:42,000 side we get f sub x dx over dt plus f sub y dy over dt plus f 210 00:19:42,000 --> 00:19:46,000 sub z dz over dt. And the approximation becomes 211 00:19:46,000 --> 00:19:49,000 better and better. Remember when we write 212 00:19:49,000 --> 00:19:53,000 approximately equal that means it is not quite the same, 213 00:19:53,000 --> 00:19:57,000 but if we take smaller variations then actually we will 214 00:19:57,000 --> 00:20:01,000 end up with values that are closer and closer. 215 00:20:01,000 --> 00:20:04,000 When we take the limit, as delta t tends to zero, 216 00:20:04,000 --> 00:20:06,000 eventually we get an equality. 217 00:20:21,000 --> 00:20:24,000 I mean mathematicians have more complicated words to justify 218 00:20:24,000 --> 00:20:28,000 this statement. I will spare them for now, 219 00:20:28,000 --> 00:20:36,000 and you will see them when you take analysis if you go in that 220 00:20:36,000 --> 00:20:42,000 direction. Any questions so far? 221 00:20:42,000 --> 00:20:46,000 No. OK. 222 00:20:46,000 --> 00:20:47,000 Let's check this with an example. 223 00:20:47,000 --> 00:20:58,000 Let's say that we really don't have any faith in these things 224 00:20:58,000 --> 00:21:06,000 so let's try to do it. Let's say I give you a function 225 00:21:06,000 --> 00:21:14,000 that is x ^2 y z. And let's say that maybe x will 226 00:21:14,000 --> 00:21:20,000 be t, y will be e^t and z will be sin(t). 227 00:21:34,000 --> 00:21:40,000 What does the chain rule say? Well, the chain rule tells us 228 00:21:40,000 --> 00:21:46,000 that dw/dt is, we start with partial w over 229 00:21:46,000 --> 00:21:51,000 partial x, well, what is that? 230 00:21:51,000 --> 00:21:58,000 That is 2xy, and maybe I should point out 231 00:21:58,000 --> 00:22:08,000 that this is w sub x, times dx over dt plus -- Well, 232 00:22:08,000 --> 00:22:21,000 w sub y is x squared times dy over dt plus w sub z, 233 00:22:21,000 --> 00:22:28,000 which is going to be just one, dz over dt. 234 00:22:28,000 --> 00:22:33,000 And so now let's plug in the actual values of these things. 235 00:22:33,000 --> 00:22:38,000 x is t and y is e^t, so that will be 2t e to the t, 236 00:22:38,000 --> 00:22:47,000 dx over dt is one plus x squared is t squared, 237 00:22:47,000 --> 00:23:00,000 dy over dt is e over t, plus dz over dt is cosine t. 238 00:23:00,000 --> 00:23:06,000 At the end of calculation we get 2t e to the t plus t squared 239 00:23:06,000 --> 00:23:11,000 e to the t plus cosine t. That is what the chain rule 240 00:23:11,000 --> 00:23:16,000 tells us. How else could we find that? 241 00:23:16,000 --> 00:23:20,000 Well, we could just plug in values of x, y and z, 242 00:23:20,000 --> 00:23:23,000 x plus w is a function of t, and take its derivative. 243 00:23:23,000 --> 00:23:26,000 Let's do that just for verification. 244 00:23:26,000 --> 00:23:30,000 It should be exactly the same answer. 245 00:23:30,000 --> 00:23:32,000 And, in fact, in this case, 246 00:23:32,000 --> 00:23:35,000 the two calculations are roughly equal in complication. 247 00:23:35,000 --> 00:23:39,000 But say that your function of x, y, z was much more 248 00:23:39,000 --> 00:23:43,000 complicated than that, or maybe you actually didn't 249 00:23:43,000 --> 00:23:45,000 know a formula for it, you only knew its partial 250 00:23:45,000 --> 00:23:48,000 derivatives, then you would need to use the 251 00:23:48,000 --> 00:23:51,000 chain rule. So, sometimes plugging in 252 00:23:51,000 --> 00:23:54,000 values is easier but not always. 253 00:24:13,000 --> 00:24:18,000 Let's just check quickly. The other method would be to 254 00:24:18,000 --> 00:24:23,000 substitute. W as a function of t. 255 00:24:23,000 --> 00:24:36,000 Remember w was x^2y z. x was t, so you get t squared, 256 00:24:36,000 --> 00:24:41,000 y is e to the t, plus z was sine t. 257 00:24:41,000 --> 00:24:47,000 dw over dt, we know how to take the derivative using single 258 00:24:47,000 --> 00:24:50,000 variable calculus. Well, we should know. 259 00:24:50,000 --> 00:24:55,000 If we don't know then we should take a look at 18.01 again. 260 00:24:55,000 --> 00:25:02,000 The product rule that will be derivative of t squared is 2t 261 00:25:02,000 --> 00:25:08,000 times e to the t plus t squared time the derivative of e to the 262 00:25:08,000 --> 00:25:16,000 t is e to the t plus cosine t. And that is the same answer as 263 00:25:16,000 --> 00:25:19,000 over there. I ended up writing, 264 00:25:19,000 --> 00:25:23,000 you know, maybe I wrote slightly more here, 265 00:25:23,000 --> 00:25:28,000 but actually the amount of calculations really was pretty 266 00:25:28,000 --> 00:25:32,000 much the same. Any questions about that? 267 00:25:32,000 --> 00:25:39,000 Yes? What kind of object is w? 268 00:25:39,000 --> 00:25:43,000 Well, you can think of w as just another variable that is 269 00:25:43,000 --> 00:25:47,000 given as a function of x, y and z, for example. 270 00:25:47,000 --> 00:25:51,000 You would have a function of x, y, z defined by this formula, 271 00:25:51,000 --> 00:25:57,000 and I call it w. I call its value w so that I 272 00:25:57,000 --> 00:26:04,000 can substitute t instead of x, y, z. 273 00:26:04,000 --> 00:26:07,000 Well, let's think of w as a function of three variables. 274 00:26:07,000 --> 00:26:12,000 And then, when I plug in the dependents of these three 275 00:26:12,000 --> 00:26:17,000 variables on t, then it becomes just a function 276 00:26:17,000 --> 00:26:19,000 of t. I mean, really, 277 00:26:19,000 --> 00:26:23,000 my w here is pretty much what I called f before. 278 00:26:23,000 --> 00:26:31,000 There is no major difference between the two. 279 00:26:31,000 --> 00:26:38,000 Any other questions? No. 280 00:26:38,000 --> 00:26:45,000 OK. Let's see. 281 00:26:45,000 --> 00:26:49,000 Here is an application of what we have seen. 282 00:26:49,000 --> 00:26:53,000 Let's say that you want to understand actually all these 283 00:26:53,000 --> 00:26:57,000 rules about taking derivatives in single variable calculus. 284 00:26:57,000 --> 00:27:00,000 What I showed you at the beginning, and then erased, 285 00:27:00,000 --> 00:27:04,000 basically justifies how to take the derivative of a reciprocal 286 00:27:04,000 --> 00:27:06,000 function. And for that you didn't need 287 00:27:06,000 --> 00:27:10,000 multivariable calculus. But let's try to justify the 288 00:27:10,000 --> 00:27:12,000 product rule, for example, 289 00:27:12,000 --> 00:27:21,000 for the derivative. An application of this actually 290 00:27:21,000 --> 00:27:31,000 is to justify the product and quotient rules. 291 00:27:31,000 --> 00:27:33,000 Let's think, for example, 292 00:27:33,000 --> 00:27:39,000 of a function of two variables, u and v, that is just the 293 00:27:39,000 --> 00:27:44,000 product uv. And let's say that u and v are 294 00:27:44,000 --> 00:27:48,000 actually functions of one variable t. 295 00:27:48,000 --> 00:28:00,000 Then, well, d of uv over dt is given by the chain rule applied 296 00:28:00,000 --> 00:28:04,000 to f. This is df over dt. 297 00:28:04,000 --> 00:28:15,000 So df over dt should be f sub q du over dt plus f sub v plus dv 298 00:28:15,000 --> 00:28:19,000 over dt. But now what is the partial of 299 00:28:19,000 --> 00:28:23,000 f with respect to u? It is v. 300 00:28:23,000 --> 00:28:31,000 That is v du over dt. And partial of f with respect 301 00:28:31,000 --> 00:28:38,000 to v is going to be just u, dv over dt. 302 00:28:38,000 --> 00:28:42,000 So you get back the usual product rule. 303 00:28:42,000 --> 00:28:46,000 That is a slightly complicated way of deriving it, 304 00:28:46,000 --> 00:28:50,000 but that is a valid way of understanding how to take the 305 00:28:50,000 --> 00:28:54,000 derivative of a product by thinking of the product first as 306 00:28:54,000 --> 00:28:57,000 a function of variables, which are u and v. 307 00:28:57,000 --> 00:29:00,000 And then say, oh, but u and v were actually 308 00:29:00,000 --> 00:29:03,000 functions of a variable t. And then you do the 309 00:29:03,000 --> 00:29:08,000 differentiation in two stages using the chain rule. 310 00:29:08,000 --> 00:29:16,000 Similarly, you can do the quotient rule just for practice. 311 00:29:16,000 --> 00:29:21,000 If I give you the function g equals u of v. 312 00:29:21,000 --> 00:29:25,000 Right now I am thinking of it as a function of two variables, 313 00:29:25,000 --> 00:29:29,000 u and v. U and v themselves are actually 314 00:29:29,000 --> 00:29:39,000 going to be functions of t. Then, well, dg over dt is going 315 00:29:39,000 --> 00:29:44,000 to be partial g, partial u. 316 00:29:44,000 --> 00:29:48,000 How much is that? How much is partial g, 317 00:29:48,000 --> 00:29:53,000 partial u? One over v times du over dt 318 00:29:53,000 --> 00:29:58,000 plus -- Well, next we need to have partial g 319 00:29:58,000 --> 00:30:01,000 over partial v. Well, what is the derivative of 320 00:30:01,000 --> 00:30:04,000 this with respect to v? Here we need to know how to 321 00:30:04,000 --> 00:30:11,000 differentiate the inverse. It is minus u over v squared 322 00:30:11,000 --> 00:30:20,000 times dv over dt. And that is actually the usual 323 00:30:20,000 --> 00:30:28,000 quotient rule just written in a slightly different way. 324 00:30:28,000 --> 00:30:30,000 I mean, just in case you really want to see it, 325 00:30:30,000 --> 00:30:36,000 if you clear denominators for v squared then you will see 326 00:30:36,000 --> 00:30:41,000 basically u prime times v minus v prime times u. 327 00:31:25,000 --> 00:31:32,000 Now let's go to something even more crazy. 328 00:31:32,000 --> 00:31:45,000 I claim we can do chain rules with more variables. 329 00:31:45,000 --> 00:31:50,000 Let's say that I have a quantity. 330 00:31:50,000 --> 00:31:55,000 Let's call it w for now. Let's say I have quantity w as 331 00:31:55,000 --> 00:31:58,000 a function of say variables x and y. 332 00:31:58,000 --> 00:32:02,000 And so in the previous setup x and y depended on some 333 00:32:02,000 --> 00:32:04,000 parameters t. But, actually, 334 00:32:04,000 --> 00:32:07,000 let's now look at the case where x and y themselves are 335 00:32:07,000 --> 00:32:10,000 functions of several variables. Let's say of two more variables. 336 00:32:10,000 --> 00:32:25,000 Let's call them u and v. I am going to stay with these 337 00:32:25,000 --> 00:32:27,000 abstract letters, but if it bothers you, 338 00:32:27,000 --> 00:32:31,000 if it sounds completely unmotivated think about it maybe 339 00:32:31,000 --> 00:32:33,000 in terms of something you might now. 340 00:32:33,000 --> 00:32:36,000 Say, polar coordinates. Let's say that I have a 341 00:32:36,000 --> 00:32:40,000 function but is defined in terms of the polar coordinate 342 00:32:40,000 --> 00:32:43,000 variables on theta. And then I know I want to 343 00:32:43,000 --> 00:32:45,000 switch to usual coordinates x and y. 344 00:32:45,000 --> 00:32:49,000 Or, the other way around, I have a function of x and y 345 00:32:49,000 --> 00:32:53,000 and I want to express it in terms of the polar coordinates r 346 00:32:53,000 --> 00:32:57,000 and theta. Then I would want to know maybe 347 00:32:57,000 --> 00:33:02,000 how the derivatives, with respect to the various 348 00:33:02,000 --> 00:33:07,000 sets of variables, related to each other. 349 00:33:07,000 --> 00:33:10,000 One way I could do it is, of course, 350 00:33:10,000 --> 00:33:16,000 to say now if I plug the formula for x and the formula 351 00:33:16,000 --> 00:33:23,000 for y into the formula for f then w becomes a function of u 352 00:33:23,000 --> 00:33:27,000 and v, and it can try to take partial 353 00:33:27,000 --> 00:33:29,000 derivatives. If I have explicit formulas, 354 00:33:29,000 --> 00:33:32,000 well, that could work. But maybe the formulas are 355 00:33:32,000 --> 00:33:35,000 complicated. Typically, if I switch between 356 00:33:35,000 --> 00:33:37,000 rectangular and polar coordinates, 357 00:33:37,000 --> 00:33:41,000 there might be inverse trig, there might be maybe arctangent 358 00:33:41,000 --> 00:33:45,000 to express the polar angle in terms of x and y. 359 00:33:45,000 --> 00:33:51,000 And when I don't really want to actually substitute arctangents 360 00:33:51,000 --> 00:33:56,000 everywhere, maybe I would rather deal with the derivatives. 361 00:33:56,000 --> 00:34:03,000 How do I do that? The question is what are 362 00:34:03,000 --> 00:34:11,000 partial w over partial u and partial w over partial v in 363 00:34:11,000 --> 00:34:17,000 terms of, let's see, what do we need to know to 364 00:34:17,000 --> 00:34:22,000 understand that? Well, probably we should know 365 00:34:22,000 --> 00:34:28,000 how w depends on x and y. If we don't know that then we 366 00:34:28,000 --> 00:34:32,000 are probably toast. Partial w over partial x, 367 00:34:32,000 --> 00:34:36,000 partial w over partial y should be required. 368 00:34:36,000 --> 00:34:39,000 What else should we know? Well, it would probably help to 369 00:34:39,000 --> 00:34:42,000 know how x and y depend on u and v. 370 00:34:42,000 --> 00:34:46,000 If we don't know that then we don't really know how to do it. 371 00:34:46,000 --> 00:34:55,000 We need also x sub u, x sub v, y sub u, 372 00:34:55,000 --> 00:35:00,000 y sub v. We have a lot of partials in 373 00:35:00,000 --> 00:35:07,000 there. Well, let's see how we can do 374 00:35:07,000 --> 00:35:13,000 that. Let's start by writing dw. 375 00:35:13,000 --> 00:35:19,000 We know that dw is partial f, well, I don't know why I have 376 00:35:19,000 --> 00:35:25,000 two names, w and f. I mean w and f are really the 377 00:35:25,000 --> 00:35:30,000 same thing here, but let's say f sub x dx plus f 378 00:35:30,000 --> 00:35:35,000 sub y dy. So far that is our new friend, 379 00:35:35,000 --> 00:35:39,000 the differential. Now what do we want to do with 380 00:35:39,000 --> 00:35:42,000 it? Well, we would like to get rid 381 00:35:42,000 --> 00:35:47,000 of dx and dy because we like to express things in terms of, 382 00:35:47,000 --> 00:35:50,000 you know, the question we are asking ourselves is let's say 383 00:35:50,000 --> 00:35:55,000 that I change u a little bit, how does w change? 384 00:35:55,000 --> 00:35:58,000 Of course, what happens, if I change u a little bit, 385 00:35:58,000 --> 00:36:01,000 is y and y will change. How do they change? 386 00:36:01,000 --> 00:36:05,000 Well, that is given to me by the differential. 387 00:36:05,000 --> 00:36:13,000 dx is going to be, well, I can use the 388 00:36:13,000 --> 00:36:19,000 differential again. Well, x is a function of u and 389 00:36:19,000 --> 00:36:24,000 v. That will be x sub u times du 390 00:36:24,000 --> 00:36:28,000 plus x sub v times dv. That is, again, 391 00:36:28,000 --> 00:36:31,000 taking the differential of a function of two variables. 392 00:36:31,000 --> 00:36:37,000 Does that make sense? And then we have the other guy, 393 00:36:37,000 --> 00:36:39,000 f sub y times, what is dy? 394 00:36:39,000 --> 00:36:49,000 Well, similarly dy is y sub u du plus y sub v dv. 395 00:36:49,000 --> 00:36:54,000 And now we have a relation between dw and du and dv. 396 00:36:54,000 --> 00:37:00,000 We are expressing how w reacts to changes in u and v, 397 00:37:00,000 --> 00:37:04,000 which was our goal. Now, let's actually collect 398 00:37:04,000 --> 00:37:08,000 terms so that we see it a bit better. 399 00:37:08,000 --> 00:37:19,000 It is going to be f sub x times x sub u times f sub y times y 400 00:37:19,000 --> 00:37:28,000 sub u du plus f sub x, x sub v plus f sub y y sub v 401 00:37:28,000 --> 00:37:32,000 dv. Now we have dw equals something 402 00:37:32,000 --> 00:37:38,000 du plus something dv. Well, the coefficient here has 403 00:37:38,000 --> 00:37:44,000 to be partial f over partial u. What else could it be? 404 00:37:44,000 --> 00:37:49,000 That's the rate of change of w with respect to u if I forget 405 00:37:49,000 --> 00:37:54,000 what happens when I change v. That is the definition of a 406 00:37:54,000 --> 00:37:58,000 partial. Similarly, this one has to be 407 00:37:58,000 --> 00:38:04,000 partial f over partial v. That is because it is the rate 408 00:38:04,000 --> 00:38:09,000 of change with respect to v, if I keep u constant, 409 00:38:09,000 --> 00:38:13,000 so that these guys are completely ignored. 410 00:38:13,000 --> 00:38:16,000 Now you see how the total differential accounts for, 411 00:38:16,000 --> 00:38:21,000 somehow, all the partial derivatives that come as 412 00:38:21,000 --> 00:38:27,000 coefficients of the individual variables in these expressions. 413 00:38:27,000 --> 00:38:33,000 Let me maybe rewrite these formulas in a more visible way 414 00:38:33,000 --> 00:38:40,000 and then re-explain them to you. Here is the chain rule for this 415 00:38:40,000 --> 00:38:46,000 situation, with two intermediate variables and two variables that 416 00:38:46,000 --> 00:38:50,000 you express these in terms of. In our setting, 417 00:38:50,000 --> 00:38:56,000 we get partial f over partial u equals partial f over partial x 418 00:38:56,000 --> 00:39:02,000 time partial x over partial u plus partial f over partial y 419 00:39:02,000 --> 00:39:08,000 times partial y over partial u. And the other one, 420 00:39:08,000 --> 00:39:15,000 the same thing with v instead of u, 421 00:39:15,000 --> 00:39:22,000 partial f over partial x times partial x over partial v plus 422 00:39:22,000 --> 00:39:28,000 partial f over partial u partial y over partial v. 423 00:39:28,000 --> 00:39:31,000 I have to explain various things about these formulas 424 00:39:31,000 --> 00:39:34,000 because they look complicated. And, actually, 425 00:39:34,000 --> 00:39:39,000 they are not that complicated. A couple of things to know. 426 00:39:39,000 --> 00:39:42,000 The first thing, how do we remember a formula 427 00:39:42,000 --> 00:39:44,000 like that? Well, that is easy. 428 00:39:44,000 --> 00:39:47,000 We want to know how f depends on u. 429 00:39:47,000 --> 00:39:51,000 Well, what does f depend on? It depends on x and y. 430 00:39:51,000 --> 00:39:55,000 So we will put partial f over partial x and partial f over 431 00:39:55,000 --> 00:39:59,000 partial y. Now, x and y, why are they here? 432 00:39:59,000 --> 00:40:01,000 Well, they are here because they actually depend on u as 433 00:40:01,000 --> 00:40:04,000 well. How does x depend on u? 434 00:40:04,000 --> 00:40:06,000 Well, the answer is partial x over partial u. 435 00:40:06,000 --> 00:40:10,000 How does y depend on u? The answer is partial y over 436 00:40:10,000 --> 00:40:12,000 partial u. See, the structure of this 437 00:40:12,000 --> 00:40:16,000 formula is simple. To find the partial of f with 438 00:40:16,000 --> 00:40:20,000 respect to some new variable you use the partials with respect to 439 00:40:20,000 --> 00:40:24,000 the variables that f was initially defined in terms of x 440 00:40:24,000 --> 00:40:28,000 and y. And you multiply them by the 441 00:40:28,000 --> 00:40:33,000 partials of x and y in terms of the new variable that you want 442 00:40:33,000 --> 00:40:37,000 to look at, v here, and you sum these things 443 00:40:37,000 --> 00:40:40,000 together. That is the structure of the 444 00:40:40,000 --> 00:40:42,000 formula. Why does it work? 445 00:40:42,000 --> 00:40:45,000 Well, let me explain it to you in a slightly different 446 00:40:45,000 --> 00:40:49,000 language. This asks us how does f change 447 00:40:49,000 --> 00:40:54,000 if I change u a little bit? Well, why would f change if u 448 00:40:54,000 --> 00:40:57,000 changes a little bit? Well, it would change because f 449 00:40:57,000 --> 00:41:00,000 actually depends on x and y and x and y depend on u. 450 00:41:00,000 --> 00:41:03,000 If I change u, how quickly does x change? 451 00:41:03,000 --> 00:41:06,000 Well, the answer is partial x over partial u. 452 00:41:06,000 --> 00:41:09,000 And now, if I change x at this rate, how does that have to 453 00:41:09,000 --> 00:41:13,000 change? Well, the answer is partial f 454 00:41:13,000 --> 00:41:17,000 over partial x times this guy. Well, at the same time, 455 00:41:17,000 --> 00:41:21,000 y is also changing. How fast is y changing if I 456 00:41:21,000 --> 00:41:24,000 change u? Well, at the rate of partial y 457 00:41:24,000 --> 00:41:27,000 over partial u. But now if I change this how 458 00:41:27,000 --> 00:41:30,000 does f change? Well, the rate of change is 459 00:41:30,000 --> 00:41:34,000 partial f over partial y. The product is the effect of 460 00:41:34,000 --> 00:41:37,000 how you change it, changing u, and therefore 461 00:41:37,000 --> 00:41:40,000 changing f. Now, what happens in real life, 462 00:41:40,000 --> 00:41:43,000 if I change u a little bit? Well, both x and y change at 463 00:41:43,000 --> 00:41:46,000 the same time. So how does f change? 464 00:41:46,000 --> 00:41:50,000 Well, it is the sum of the two effects. 465 00:41:50,000 --> 00:41:54,000 Does that make sense? Good. 466 00:41:54,000 --> 00:42:00,000 Of course, if f depends on more variables then you just have 467 00:42:00,000 --> 00:42:02,000 more terms in here. OK. 468 00:42:02,000 --> 00:42:05,000 Here is another thing that may be a little bit confusing. 469 00:42:05,000 --> 00:42:09,000 What is tempting? Well, what is tempting here 470 00:42:09,000 --> 00:42:12,000 would be to simplify these formulas by removing these 471 00:42:12,000 --> 00:42:15,000 partial x's. Let's simplify by partial x. 472 00:42:15,000 --> 00:42:18,000 Let's simplify by partial y. We get partial f over partial u 473 00:42:18,000 --> 00:42:21,000 equals partial f over partial u plus partial f over partial u. 474 00:42:21,000 --> 00:42:25,000 Something is not working properly. 475 00:42:25,000 --> 00:42:28,000 Why doesn't it work? The answer is precisely because 476 00:42:28,000 --> 00:42:32,000 these are partial derivatives. These are not total derivatives. 477 00:42:32,000 --> 00:42:36,000 And so you cannot simplify them in that way. 478 00:42:36,000 --> 00:42:39,000 And that is actually the reason why we use this curly d rather 479 00:42:39,000 --> 00:42:41,000 than a straight d. It is to remind us, 480 00:42:41,000 --> 00:42:44,000 beware, there are these simplifications that we can do 481 00:42:44,000 --> 00:42:47,000 with straight d's that are not legal here. 482 00:42:47,000 --> 00:42:52,000 Somehow, when you have a partial derivative, 483 00:42:52,000 --> 00:42:57,000 you must resist the urge of simplifying things. 484 00:42:57,000 --> 00:43:02,000 No simplifications in here. That is the simplest formula 485 00:43:02,000 --> 00:43:10,000 you can get. Any questions at this point? 486 00:43:10,000 --> 00:43:21,000 No. Yes? 487 00:43:21,000 --> 00:43:23,000 When would you use this and what does it describe? 488 00:43:23,000 --> 00:43:26,000 Well, it is basically when you have a function given in terms 489 00:43:26,000 --> 00:43:29,000 of a certain set of variables because maybe there is a simply 490 00:43:29,000 --> 00:43:31,000 expression in terms of those variables. 491 00:43:31,000 --> 00:43:35,000 But ultimately what you care about is not those variables, 492 00:43:35,000 --> 00:43:39,000 z and y, but another set of variables, here u and v. 493 00:43:39,000 --> 00:43:42,000 So x and y are giving you a nice formula for f, 494 00:43:42,000 --> 00:43:46,000 but actually the relevant variables for your problem are u 495 00:43:46,000 --> 00:43:48,000 and v. And you know x and y are 496 00:43:48,000 --> 00:43:50,000 related to u and v. So, of course, 497 00:43:50,000 --> 00:43:53,000 what you could do is plug the formulas the way that we did 498 00:43:53,000 --> 00:43:55,000 substituting. But maybe that will give you 499 00:43:55,000 --> 00:43:59,000 very complicated expressions. And maybe it is actually easier 500 00:43:59,000 --> 00:44:02,000 to just work with the derivates. The important claim here is 501 00:44:02,000 --> 00:44:05,000 basically we don't need to know the actual formulas. 502 00:44:05,000 --> 00:44:07,000 All we need to know are the rate of changes. 503 00:44:07,000 --> 00:44:11,000 If we know all these rates of change then we know how to take 504 00:44:11,000 --> 00:44:14,000 these derivatives without actually having to plug in 505 00:44:14,000 --> 00:44:22,000 values. Yes? 506 00:44:22,000 --> 00:44:25,000 Yes, you could certain do the same things in terms of t. 507 00:44:25,000 --> 00:44:29,000 If x and y were functions of t instead of being functions of u 508 00:44:29,000 --> 00:44:31,000 and v then it would be the same thing. 509 00:44:31,000 --> 00:44:34,000 And you would have the same formulas that I had, 510 00:44:34,000 --> 00:44:37,000 well, over there I still have it. 511 00:44:37,000 --> 00:44:39,000 Why does that one have straight d's? 512 00:44:39,000 --> 00:44:42,000 Well, the answer is I could put curly d's if I wanted, 513 00:44:42,000 --> 00:44:45,000 but I end up with a function of a single variable. 514 00:44:45,000 --> 00:44:48,000 If you have a single variable then the partial, 515 00:44:48,000 --> 00:44:50,000 with respect to that variable, is the same thing as the usual 516 00:44:50,000 --> 00:44:53,000 derivative. We don't actually need to worry 517 00:44:53,000 --> 00:44:57,000 about curly in that case. But that one is indeed special 518 00:44:57,000 --> 00:45:00,000 case of this one where instead of x and y depending on two 519 00:45:00,000 --> 00:45:03,000 variables, u and v, they depend on a single 520 00:45:03,000 --> 00:45:04,000 variable t. Now, of course, 521 00:45:04,000 --> 00:45:06,000 you can call variables any name you want. 522 00:45:06,000 --> 00:45:12,000 It doesn't matter. This is just a slight 523 00:45:12,000 --> 00:45:16,000 generalization of that. Well, not quite because here I 524 00:45:16,000 --> 00:45:18,000 also had a z. See, I am trying to just 525 00:45:18,000 --> 00:45:21,000 confuse you by giving you functions that depend on various 526 00:45:21,000 --> 00:45:25,000 numbers of variables. If you have a function of 30 527 00:45:25,000 --> 00:45:28,000 variables, things work the same way, just longer, 528 00:45:28,000 --> 00:45:33,000 and you are going to run out of letters in the alphabet before 529 00:45:33,000 --> 00:45:38,000 the end. Any other questions? 530 00:45:38,000 --> 00:45:43,000 No. What? 531 00:45:43,000 --> 00:45:51,000 Yes? If u and v themselves depended 532 00:45:51,000 --> 00:45:55,000 on another variable then you would continue with your chain 533 00:45:55,000 --> 00:45:58,000 rules. Maybe you would know to express 534 00:45:58,000 --> 00:46:02,000 partial x over partial u in terms using that chain rule. 535 00:46:02,000 --> 00:46:05,000 Sorry. If u and v are dependent on yet 536 00:46:05,000 --> 00:46:08,000 another variable then you could get the derivative with respect 537 00:46:08,000 --> 00:46:11,000 to that using first the chain rule to pass from u v to that 538 00:46:11,000 --> 00:46:14,000 new variable, and then you would plug in 539 00:46:14,000 --> 00:46:17,000 these formulas for partials of f with respect to u and v. 540 00:46:17,000 --> 00:46:19,000 In fact, if you have several substitutions to do, 541 00:46:19,000 --> 00:46:21,000 you can always arrange to use one chain rule at a time. 542 00:46:21,000 --> 00:46:25,000 You just have to do them in sequence. 543 00:46:25,000 --> 00:46:28,000 That's why we don't actually learn that, but you can just do 544 00:46:28,000 --> 00:46:32,000 it be repeating the process. I mean, probably at that stage, 545 00:46:32,000 --> 00:46:35,000 the easiest to not get confused actually is to manipulate 546 00:46:35,000 --> 00:46:38,000 differentials because that is probably easier. 547 00:46:38,000 --> 00:46:47,000 Yes? Curly f does not exist. 548 00:46:47,000 --> 00:46:50,000 That's easy. Curly f makes no sense by 549 00:46:50,000 --> 00:46:52,000 itself. It doesn't exist alone. 550 00:46:52,000 --> 00:46:58,000 What exists is only curly df over curly d some variable. 551 00:46:58,000 --> 00:47:02,000 And then that accounts only for the rate of change with respect 552 00:47:02,000 --> 00:47:05,000 to that variable leaving the others fixed, 553 00:47:05,000 --> 00:47:11,000 while straight df is somehow a total variation of f. 554 00:47:11,000 --> 00:47:16,000 It accounts for all of the partial derivatives and their 555 00:47:16,000 --> 00:47:25,000 combined effects. OK. Any more questions? No. 556 00:47:25,000 --> 00:47:29,000 Let me just finish up very quickly by telling you again one 557 00:47:29,000 --> 00:47:33,000 example where completely you might want to do this. 558 00:47:33,000 --> 00:47:40,000 You have a function that you want to switch between 559 00:47:40,000 --> 00:47:45,000 rectangular and polar coordinates. 560 00:47:45,000 --> 00:47:48,000 To make things a little bit concrete. 561 00:47:48,000 --> 00:47:55,000 If you have polar coordinates that means in the plane, 562 00:47:55,000 --> 00:48:00,000 instead of using x and y, you will use coordinates r, 563 00:48:00,000 --> 00:48:05,000 distance to the origin, and theta, the angles from the 564 00:48:05,000 --> 00:48:08,000 x-axis. The change of variables for 565 00:48:08,000 --> 00:48:14,000 that is x equals r cosine theta and y equals r sine theta. 566 00:48:14,000 --> 00:48:21,000 And so that means if you have a function f that depends on x and 567 00:48:21,000 --> 00:48:29,000 y, in fact, you can plug these in as a function of r and theta. 568 00:48:29,000 --> 00:48:34,000 Then you can ask yourself, well, what is partial f over 569 00:48:34,000 --> 00:48:37,000 partial r? And that is going to be, 570 00:48:37,000 --> 00:48:42,000 well, you want to take partial f over partial x times partial x 571 00:48:42,000 --> 00:48:48,000 partial r plus partial f over partial y times partial y over 572 00:48:48,000 --> 00:48:53,000 partial r. That will end up being actually 573 00:48:53,000 --> 00:48:59,000 f sub x times cosine theta plus f sub y times sine theta. 574 00:48:59,000 --> 00:49:02,000 And you can do the same thing to find partial f, 575 00:49:02,000 --> 00:49:05,000 partial theta. And so you can express 576 00:49:05,000 --> 00:49:10,000 derivatives either in terms of x, y or in terms of r and theta 577 00:49:10,000 --> 00:49:13,000 with simple relations between them. 578 00:49:13,000 --> 00:49:20,000 And the one last thing I should say. 579 00:49:20,000 --> 00:49:23,000 On Thursday we will learn about more tricks we can play with 580 00:49:23,000 --> 00:49:27,000 variations of functions. And one that is important, 581 00:49:27,000 --> 00:49:29,000 because you need to know it actually to do the p-set, 582 00:49:29,000 --> 00:49:38,000 is the gradient vector. The gradient vector is simply a 583 00:49:38,000 --> 00:49:41,000 vector. You use this downward pointing 584 00:49:41,000 --> 00:49:44,000 triangle as the notation for the gradient. 585 00:49:44,000 --> 00:49:49,000 It is simply is a vector whose components are the partial 586 00:49:49,000 --> 00:49:53,000 derivatives of a function. I mean, in a way, 587 00:49:53,000 --> 00:49:56,000 you can think of a differential as a way to package partial 588 00:49:56,000 --> 00:49:59,000 derivatives together into some weird object. 589 00:49:59,000 --> 00:50:01,000 Well, the gradient is also a way to package partials 590 00:50:01,000 --> 00:50:04,000 together. We will see on Thursday what it 591 00:50:04,000 --> 00:50:07,000 is good for, but some of the problems on the p-set use it.