What I am using right now dear Riccardo is the following:

Suppose that my variable sigma(define as a symbol) depends of u, but at the 
same time this u is vectorial variable, which means for example in 3D the 
variable will be : u = [u_0, u_1, u_2], all the components of u are defined 
as symbols. Now I only need to do the following:

In: sigma(*u) #so sigma depends of u_0, u_1, u_2, and if we use diff:
In: print(sigma)
Out: sigma(u_0,u_1,u_2)
In: diff(sigma, u_1) 
Out: Derivative(sigma(u_0,u_1,u_2), u_1)

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