[Math] Differentiate function with respect to multiple variables

calculus

So for functions with two or more variables, we can calculate partial derivatives and from what I know, this can only be done for one variable at a time. So for instead, if we have a function $f(x,y) = 2x+y^3$, we can calculate the partial derivatives $f_x(x,y)$ and $f_y(x,y)$. But is it possible to calculate the derivate of functions of multiple variables, like $f$, with respect to multiple variables – so for example to differentiate $f$ with respect to both $x$ and $y$ at once?

Best Answer

There are two different notions that might be like what you are looking for, but neither is really simultaneously differentiating with respect to multiple variables.

The first is that we may take the partial derivative of $f$ with respect to one variable, say $x$, and then differentiate that partial derivative with respect to another variable, say $y$. This is denoted $f_{xy}$ or $\frac{\partial f^2}{\partial y\partial x}$. Similarly we can have $f_{yx}$, $f_{xx}$, $f_{yy}$, $f_{xyx}$, $\dots$. These are known as higher order partial derivatives. The second-order partial derivatives (e.g., $f_{xy}$) measure how the slope of $f$ in a given direction changes with respect to the direction we move our base point.

Another notion is that of the total derivative of a function. This can be thought of as the best linear approximation to $f$ at any given point. If $f:\mathbb{R}^n \to \mathbb{R}$ is a function of $n$ real variables, then the total derivative of $f$ at $\mathbf{a}$ is given by $\nabla f \cdot (\mathbf{x}-\mathbf{a})$, where $\nabla f = \langle f_{x_1},\dots,f_{x_n}\rangle$ is the gradient of $f$, i.e., the vector of partial derivatives with respect to each input. This gradient records the slope of $f$ in all coordinate directions.

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