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Mixed Partial Derivatives

The first partial derivatives of $u$, $\frac{\partial u}{\partial x}$ and $\frac{\partial u}{\partial y}$, can be differentiated with respect to the other variable as well:
$\displaystyle \frac{\partial^2 u}{\partial y\partial x}=\frac{\partial}{\partia...
...t(\frac{\partial u}{\partial x}\right)=\frac{\partial u}{\partial y}(10x+3y)=3.$     (9)

Respectively:
$\displaystyle \frac{\partial^2 u}{\partial x\partial y}=\frac{\partial}{\partia...
...(\frac{\partial u}{\partial y}\right)=\frac{\partial u}{\partial x}(3x+4y^3)=3.$     (10)

As the first partial derivatives of $u$ can be expressed as a vector, the second partial derivatives of $u$ can similarly be expressed using a so-called
Hessian-Matrix $H$:

$\displaystyle \displaystyle{H=\left(\begin{array}{cc}
\frac{\partial^2 u}{\part...
...{\partial y\partial x} & \frac{\partial^2 u}{\partial y^2}
\end{array}\right)}.$     (11)

For Example 2, the Hessian-Matrix is:
$\displaystyle \displaystyle{H=\left(\begin{array}{cc}
10 & 3\\
3 & 12y^2
\end{array}\right)}.$     (12)



Subsections

Heiko Enderling 2003-11-13