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Suppose $f$ is defined on a disk $D$ that contains the point $(a,b)$. If the functions $\frac{\partial^2 f}{\partial x \partial y}$ and $\frac{\partial^2 f}{\partial y \partial x}$ are both continuous on $D$, then \[ \frac{\partial^2 f}{\partial x \partial y} = \frac{\partial^2 f}{\partial y \partial x} \]
Just like derivatives are closely linked to tangent lines, which kiss a curve (osculate); about the slopes of those linear approximations (tangent lines) to a univariate function; so are partial derivatives are about slopes of univariate functions obtained by slicing multivariate functions with planes. If the function is differentiable at a point, then there is a tangent plane, which kisses the surface.
The slopes in those directions are given by $f_x(a,b)$ and $f_y(a,b)$.
If you take a one-unit step in either of those directions, the $z$-value would rise by either slope: \[ T(x,y)=f(a,b)+f_x(a,b)(x-a)+f_y(a,b)(y-b) \] If you take partial derivatives of $T$ at $(a,b)$, you will see that the partials (and the function value) agree with those of $f$ there.
To prevent problems, we introduce the following definition:
If $z=f(x,y)$, then $f$ is differentiable at $(a,b)$ if the increment $\Delta z$, which is \[ \Delta z = f(a+\Delta x,b+\Delta y) - f(a,b) \] be expressed in the form \[ \Delta z = f_x(a,b)(x-a) + f_y(a,b)(y-a) + \epsilon_1 \Delta x + \epsilon_2 \Delta y \] where $\epsilon_1$ and $\epsilon_2 \to 0$ as $(\Delta x, \Delta y) \to (0,0)$.
We can generally avoid using this definition, however, because of Theorem 8, p. 942:
Existence and continuity of partials $f_x$ and $f_y$ are sufficient to imply differentiability.
For a function $z=f(x,y)$, we define the differentials $dx$ and $dy$ to be independent variables; that is, they can be given any values. Then the differential $dz$, the total differential, is defined by \[ dz=f_x(x,y)dx + f_y(x,y)dy \] Differentials give us approximate changes to a function in the neighborhood of a point, generally when $dx$ and $dy$ are small, obtained by following along the tangent plane.
$\Delta{z}$ gives the actual change, so \[ \Delta{z}\approx dz=f_x(x,y)dx + f_y(x,y)dy \] The picture at the end of the section summarizes what we're up to nicely.