Functions of several variables: Total differential and Taylor approximation
The total differential
Let be a neat function of two variables and . We consider a point with . We know that the vectors span the tangent plane. An arbitrary tangent vector at a point on the graph of is a linear combination of these vectors, say of the form
The first component, , is the increase of the coordinate along , the second component, , is the increase coordinate along , and the third component is the increase in the coordinate along . For very small and , the tangent plane at practically coincides with the graph of near that point, and the increase in thus virtually coincides with the increase in . This increase of , denoted as , is given by and for very small and almost equal to The last expression is called the total differential of at the point . The notation for the total differential is , but as with functions of one variable, we leave in the notation out the dependency of the differential of the chosen point and we write the following:
Definition The total differential of the function of two variables and is denoted by and is defined by the following formula:
In the figure above, the function is once more and we have selected the point . For the clarity of the figure, the increase have not been chosen too small and the deviation between the tangent plane and the graph of is not small: the difference between the total differential at and the function value difference is about . But when we choose our and ten times smaller ( and ), then the total differential at equals while the function value difference in this case equals The difference between and is only . When we make and another ten times smaller, the difference is about !
We consider the function . The total differential is then given by
The total differential can be defined in a similar way for functions of three or more variables; for instance
Definition The total differential of the function of three variables , and is denoted by and is defined by the following formula: