[Math] A differentiation with first principles question for two variables

calculusderivativesmultivariable-calculuspartial differential equations

I know this question is probably quite easy but it's been some time since I've done any sort of calculus and since a google search failed to turn up anything relevant to this specific question I thought I should ask it here. I know that for first principles differentiation for one variable we have to have the following:

$du = \lim_{h \rightarrow 0} \frac{u(a+h)- u(a)}{h}$

However, for two variables, what do I have to divide $u(t + dt, S + \mu ds) – u(t,s)$ by in order to obtain $du$? Thanks in advance.

Best Answer

$\newcommand{\dd}{\partial}$If $u$ is a (differentiable) function of two real variables, then loosely, "$du$" isn't a number, but an ordered pair of numbers $$ \frac{\dd u}{\dd t}(t, s) = \lim_{h \to 0} \frac{u(t + h, s) - u(t, s)}{h},\qquad \frac{\dd u}{\dd s}(t, s) = \lim_{k \to 0} \frac{u(t, s + k) - u(t, s)}{k}. $$ Technically, at each point $(t, s)$, the derivative is a real-valued linear function of two variables: $$ \bigl(du(t, s)\bigr)(h, k) = h\, \frac{\dd u}{\dd t}(t, s) + k\, \frac{\dd u}{\dd s}(t, s). $$ (Parse this carefully: The single symbol "$\bigl(du(t, s)\bigr)$" is the name of a linear function, whose input variables are $(h, k)$, and whose output value is the expression on the right.)