total differential (original) (raw)

There is the generalisation of the theorem in the parent entry (http://planetmath.org/DifferentialMathworldPlanetmath) concerning the real functions of several variables; here we formulate it for three variables:

Theorem. Suppose that S is a ball in ℝ3, the functionMathworldPlanetmath f:S→ℝ is continuousMathworldPlanetmath and has partial derivativesMathworldPlanetmath fx′,fy′,fz′ in S and the partial derivatives are continuous in a point(x,y,z) of S. Then the increment

Δ⁢f:=f⁢(x+Δ⁢x,y+Δ⁢y,z+Δ⁢z)-f⁢(x,y,z),

which f gets when one moves from (x,y,z) to another point(x+Δ⁢x,y+Δ⁢y,z+Δ⁢z) of S, can be split into two parts as follows:

Δ⁢f=[fx′⁢(x,y,z)⁢Δ⁢x+fy′⁢(x,y,z)⁢Δ⁢y+fz′⁢(x,y,z)⁢Δ⁢z]+⟨ϱ⟩⁢ϱ. (1)

Here, ϱ:=Δ⁢x2+Δ⁢y2+Δ⁢z2 and ⟨ϱ⟩ is a quantity tending to 0 along with ϱ.

The former part of Δ⁢x is called the (total) differential or the exact differential of the function f in the point (x,y,z) and it is denoted by d⁢f⁢(x,y,z) of briefly d⁢f. In the special case f⁢(x,y,z)≡x, we see that d⁢f=Δ⁢x and thus Δ⁢x=d⁢x; similarly Δ⁢y=d⁢y and Δ⁢z=d⁢z. Accordingly, we obtain for the general case the more consistent notation

d⁢f=fx′⁢(x,y,z)⁢d⁢x+fy′⁢(x,y,z)⁢d⁢y+fz′⁢(x,y,z)⁢d⁢z, (2)

where d⁢x,d⁢y,d⁢z may be thought as independent variables.

We now assume conversely that the increment of a function f in ℝ3 can be split into two parts as follows:

f⁢(x+Δ⁢x,y+Δ⁢y,z+Δ⁢z)-f⁢(x,y,z)=[A⁢Δ⁢x+B⁢Δ⁢y+C⁢Δ⁢z]+⟨ϱ⟩⁢ϱ (3)

where the coefficients A,B,C are independent on the quantities Δ⁢x,Δ⁢y,Δ⁢z andϱ,⟨ϱ⟩ are as in the above theorem. Then one can infer that the partial derivativesfx′,fy′,fz′ exist in the point (x,y,z) and have the values A,B,C, respectively. In fact, if we choose Δ⁢y=Δ⁢z=0, then ϱ=|Δ⁢x| whence (3) attains the form

f⁢(x+Δ⁢x,y+Δ⁢y,z+Δ⁢z)-f⁢(x,y,z)=A⁢Δ⁢x+⟨Δ⁢x⟩⁢Δ⁢x

and therefore

A=limΔ⁢x→0⁡f⁢(x+Δ⁢x,y+Δ⁢y,z+Δ⁢z)-f⁢(x,y,z)Δ⁢x=fx′⁢(x,y,z).

Similarly we see the values of fy′ and fz′.

Definition. A function f in ℝ3, satisfying the conditions of the above theorem is said to be differentiableMathworldPlanetmath in the point (x,y,z).

Remark. The differentiability of a function f of two variables in the point (x,y) means that the surface z=f⁢(x,y) has a tangent plane in this point.

References

Title total differential
Canonical name TotalDifferential
Date of creation 2013-03-22 19:11:24
Last modified on 2013-03-22 19:11:24
Owner pahio (2872)
Last modified by pahio (2872)
Numerical id 10
Author pahio (2872)
Entry type Definition
Classification msc 53A04
Classification msc 26B05
Classification msc 01A45
Synonym exact differential
Synonym differential
Related topic ExactDifferentialForm
Related topic ExactDifferentialEquation
Related topic Differential
Related topic DifferntiableFunction
Defines differentiable