 Total differential

The total differential is the linear map that combines the first-order responses to simultaneous changes in all coordinates. For a differentiable real-valued function at $a$, it can be writtenHere $h$ is an input vector; $d{x}_j$ denotes the coordinate linear functional $h\mapsto h_j$. The coordinate formula and the Fréchet derivative describe the same linear map. The defining approximation isThe little o notation says the remaining approximation error becomes small relative to the input norm, across every direction of approach.^[ref]

For $f=x^2+xy+2y^2$ at $a=(1,1)$, $d{f}_a(h,k)=3h+5k$. A simultaneous change $(h,k)=(0.02,-0.01)$ gives the linear approximationThe exact algebra isConsequently the exact change is $0.0104$, and the approximation error is $0.0004$. If both input changes are halved, the linear prediction becomes $0.005$ and the error becomes $0.0001$: the first-order response halves, while the quadratic error falls by a factor of four. The right panel under directional derivative displays this comparison as the displacement is scaled.

For a quick check of differentiability, $|hk|\le (h^2+k^2)/2$ givesDividing by $\sqrt{h^2+k^2}$ makes this bound tend to zero. The same calculation proves that the tangent plane to the graph of a function at $(1,1,4)$ is $z=4+3(x-1)+5(y-1)$. It approximates the entire local surface, rather than only two coordinate slices.

The total differential is useful for estimating the combined effect of small input changes without reevaluating a complicated function. For example, if $|h|\le 0.02$ and $|k|\le 0.01$, then $|d{f}_a(h,k)|\le 0.11$. The exact remainder bound from the displayed polynomial is at most $0.0008$, so this example has $|\Delta f|\le 0.1108$ throughout that input rectangle. These are deterministic bounds; a variance calculation additionally needs a joint probability distribution and its covariances. A first-order estimate is also local: large changes require control of the remainder, not merely knowledge of the partial derivatives at one point.