Multivariable calculus

Second Partial Derivatives of e^(xy)

For f(x,y) = e^(xy) the second partials are f_xx = y^2 e^(xy), f_yy = x^2 e^(xy), and f_xy = (1 + xy) e^(xy). The mixed partial needs the product rule, since f_x = y e^(xy) is a product of y and the exponential. Both orders give the same (1 + xy) e^(xy), as Clairaut's theorem requires.

f(x,y)=exyf(x,y) = e^{xy}
fx=yexy\frac{\partial f}{\partial x} = y\,e^{xy}
fy=xexy\frac{\partial f}{\partial y} = x\,e^{xy}

Second and mixed partials

2fx2=y2exy\frac{\partial^{2} f}{\partial x^{2}} = y^{2}e^{xy}
2fyx=(1+xy)exy\frac{\partial^{2} f}{\partial y\,\partial x} = (1 + xy)\,e^{xy}
2fy2=x2exy\frac{\partial^{2} f}{\partial y^{2}} = x^{2}e^{xy}

Chain rule first, then product rule

Differentiating exye^{xy} in xx is a chain rule: the outside is eue^{u} and the inside is u=xyu = xy, whose xx derivative is yy.

fx=yexy,fy=xexy\frac{\partial f}{\partial x} = y\,e^{xy}, \qquad \frac{\partial f}{\partial y} = x\,e^{xy}

For fxxf_{xx}, the factor yy is constant while xx moves, so you only chain through the exponential again and pick up a second factor of yy.

2fx2=yyexy=y2exy,2fy2=x2exy\frac{\partial^{2} f}{\partial x^{2}} = y \cdot y\,e^{xy} = y^{2}e^{xy}, \qquad \frac{\partial^{2} f}{\partial y^{2}} = x^{2}e^{xy}

The mixed partial is different in character. Differentiate fx=yexyf_x = y\,e^{xy} with respect to yy and both factors depend on yy, so the product rule is unavoidable.

y(yexy)=1exy+yxexy=(1+xy)exy\frac{\partial}{\partial y}\left(y\,e^{xy}\right) = 1 \cdot e^{xy} + y \cdot x\,e^{xy} = (1 + xy)\,e^{xy}

The mistake students make

Almost every wrong answer here is fxy=xyexyf_{xy} = xy\,e^{xy}, which drops the exye^{xy} term that comes from differentiating the loose factor of yy. The tell is the value at the origin: the correct mixed partial gives fxy(0,0)=1f_{xy}(0,0) = 1, while the dropped term version gives 00.

Check it from the other side. Differentiate fy=xexyf_y = x\,e^{xy} with respect to xx and the product rule gives exy+xyexye^{xy} + x \cdot y\,e^{xy}, the same (1+xy)exy(1 + xy)e^{xy}. Two independent routes to one answer is exactly the Clairaut check, and it catches the missing term immediately.

2fxy=exy+xyexy=(1+xy)exy=2fyx\frac{\partial^{2} f}{\partial x\,\partial y} = e^{xy} + xy\,e^{xy} = (1 + xy)\,e^{xy} = \frac{\partial^{2} f}{\partial y\,\partial x}

A second slip is writing fxx=yexyf_{xx} = ye^{xy}, forgetting that the chain rule contributes another yy each time you differentiate in xx. Every extra xx derivative multiplies by yy, so the nnth one is ynexyy^{n}e^{xy}.

Reading the Hessian

Collect the three second partials into the Hessian matrix, the object the second derivative test uses.

H=exy(y21+xy1+xyx2)H = e^{xy}\begin{pmatrix} y^{2} & 1 + xy \\ 1 + xy & x^{2} \end{pmatrix}

Its determinant is e2xy(x2y2(1+xy)2)=e2xy(1+2xy)e^{2xy}\left(x^{2}y^{2} - (1+xy)^{2}\right) = -e^{2xy}(1 + 2xy). Clairaut symmetry is what makes this matrix symmetric, and symmetry is why the second derivative test only needs three numbers rather than four.

Frequently asked questions

Why does the mixed partial of e^(xy) need a product rule when the pure ones do not?

Because fx=yexyf_x = y\,e^{xy} has a loose factor of yy out front. Differentiating again in xx leaves that factor alone, but differentiating in yy hits both it and the exponential, which is where the extra exye^{xy} term comes from.

Is f_xy = f_yx here?

Yes. Both equal (1+xy)exy(1 + xy)e^{xy}. Every partial of exye^{xy} is a polynomial times exye^{xy}, so all of them are continuous on the whole plane and Clairaut's theorem applies at every point.