Problem 62
Easy Classical Probability

Let f(x_1,x_2,...,x_n) be an analytic function of n…

Let $f(x_1,x_2,\dots,x_n)$ be an analytic function of $n$ variables. How many distinct partial derivatives of order $r$ does it have?

Explanation of Method

For an analytic (in fact, for any sufficiently smooth) function, mixed partial derivatives do not depend on the order of differentiation. So a partial derivative of order $r$ is determined only by how many times we differentiate with respect to each variable: numbers $r_1,\dots,r_n\ge0$ with $r_1+\dots+r_n=r$. Counting these is exactly the stars-and-bars problem from Problem 58.

Step 1: The order of differentiation does not matter

For smooth functions Schwarz's theorem says $\dfrac{\partial^2 f}{\partial x\,\partial y}=\dfrac{\partial^2 f}{\partial y\,\partial x}$. Repeating this, any partial derivative of order $r$ can be rearranged into the form

\[ \frac{\partial^{\,r} f}{\partial x_1^{r_1}\,\partial x_2^{r_2}\cdots\partial x_n^{r_n}}, \qquad r_1+r_2+\dots+r_n = r,\quad r_i\ge0. \]

So distinct derivatives correspond to distinct vectors $(r_1,\dots,r_n)$.

Step 2: Count the vectors — stars and bars

Write $r$ stars (one per differentiation) and $n-1$ bars separating the variables. For example, for $n=3$, $r=4$:

Picture$(r_1,r_2,r_3)$Derivative
$\ast\ast\,|\,\ast\,|\,\ast$$(2,1,1)$$\dfrac{\partial^4 f}{\partial x_1^2\,\partial x_2\,\partial x_3}$
$|\,\ast\ast\ast\ast\,|$$(0,4,0)$$\dfrac{\partial^4 f}{\partial x_2^4}$

Each arrangement of $r$ stars and $n-1$ bars in a row of $r+n-1$ places gives one derivative, and vice versa:

\[ \boxed{\text{number of distinct derivatives of order } r = \binom{n+r-1}{r} = \frac{(n+r-1)!}{r!\,(n-1)!}.} \]

Step 3: Checks

$n$$r$$\binom{n+r-1}{r}$List
$1$any$1$$f^{(r)}$ only
$2$$2$$3$$f_{xx},\ f_{xy},\ f_{yy}$
$3$$2$$6$$f_{xx},f_{yy},f_{zz},f_{xy},f_{xz},f_{yz}$
$2$$3$$4$$f_{xxx},f_{xxy},f_{xyy},f_{yyy}$

Without the symmetry of mixed derivatives there would be $n^r$ ordered derivatives; symmetry reduces this to $\binom{n+r-1}{r}$.


Result

Answer
Distinct partial derivatives of order $r$$\binom{n+r-1}{r}=\binom{n+r-1}{n-1}$