Definition of second order partial derivatives
We can apply the partial derivative multiple times on a scalar function or vector. For example, given a multivariable function, , there are four possible second order partial derivatives:
The last two partial derivatives, and are called “mixed derivatives.” An important theorem of multi-variable calculus is the mixed derivative theorem. The proof is beyond the scope of this course and only the results are stated.
Mixed derivative Theorem: If a function is continuous and smooth to second order, then the order of operation of the partial derivatives does not matter. In other words: for a continuous and smooth (to second order) function
Example: For the function , show .
Answer Provided:
We can see that the order of operation of the partial derivative on a continous and smooth scalar function does not matter.
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