定义1
设函数\(f\)在开集\(D\)上的每一点处存在偏导数:
\[ D_if(\boldsymbol{x}) = \frac{\partial f}{\partial x_i}(\boldsymbol{x}) \quad (i=1,2,\cdots,n) \]
称它们为\(f\)的一阶偏导函数,如果对这些偏导函数又可以取偏导数,得出的就是\(f\)的二阶偏导函数,依次可以定义三阶偏导数以及更高阶的偏导数。对于二阶偏导数,将一阶偏导函数\(\displaystyle \frac{\partial f}{\partial x_j}\)再对\(x_i\)求偏导数,即\(\displaystyle \frac{\partial f}{\partial x_i}\left(\frac{\partial f}{\partial x_j}\right)\)记作\(\displaystyle \frac{\partial^2 f}{\partial x_i \partial x_j}\),这里\(i,j\)独立地从\(1\)变到\(n\),如果\(i=j\),那么把\(\displaystyle \frac{\partial^2 f}{\partial x_i \partial x_i}\)记作\(\displaystyle \frac{\partial^2 f}{\partial x_i^2}(i=1,2,\cdots,n)\);如果\(i\ne j\),这类二阶偏导数称为混合偏导数。