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Chain Rule in Calculus Explained

CALCULUS 3
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0% found this document useful (0 votes)
8 views5 pages

Chain Rule in Calculus Explained

CALCULUS 3
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Calculus 3 Page 3 of 14

The Chain Rule

IV. LESSON PROPER

LET’S BEGIN!

Lesson 1. Composition of Functions.


In mathematics, a function is a rule which relates a given set of inputs to a set of possible
outputs. The important point to note about a function is that, each input is related to exactly one
output. The process of naming functions is known as function notation. The most commonly used
function notation symbols include: “f(x) = …”, “g(x) = …”, or “h(x) = …,”.

In this section, we will recall what composite functions are and how they are solved. If we are
given two functions, we can create another function by composing one function into the other. The steps
required to perform this operation are similar to when any function is solved for any given value. Such
functions are called composite functions.

A composite function is generally a function that is written inside another function. Composition
of a function is done by substituting one function into another function. For example, f [g (x)] is the
composite function of f (x) and g (x). The composite function f [g (x)] is read as “f of g of x”. The function
g (x) is called an inner function and the function f (x) is called an outer function. Hence, we can also read
f [g (x)] as “the function g is the inner function of the outer function f”.

Solving a composite function means, finding the composition of two functions. We use a small
circle (∘) for the composition of a function. Here are the steps on how to solve a composite function:

 Rewrite the composition in a different form.

For example

(f ∘ g) (x) = f [g (x)]

(f ∘ g) (x + 1) = f [g (x + 1)]

(f ∘ g) (x²) = f [g (x²)]

 Substitute the variable x that is in the outside function with the inside function.
 Simplify the function.
Calculus 3 Page 4 of 14
The Chain Rule

Example 1. Given the functions f (x) = x2 + 6 and g (x) = 2x – 1, find (f ∘ g) (x).

Solution: Substitute x with 2x – 1 in the function f(x) = x2 + 6.

(f ∘ g) (x) = (2x – 1)2 + 6 = (2x – 1) (2x – 1) + 6


Apply FOIL:
= 4x2 – 4x + 1 + 6
So, (f ∘ g) (x) = 4x2 – 4x + 7

Example 2. Given the functions g (x) = 2x – 1 and f (x) = x2 + 6, find (g ∘ f) (x).

Solution:
Substitute x with x2 + 6 in the function g (x) = 2x – 1

(g ∘ f) (x) = 2(x2 + 6) – 1. Use the distributive property to remove the parentheses.


= 2x2 + 12 – 1
= 2x2 + 11

Activity: Use the definition and the examples to answer the following:

1. If f(x) = 3x2 – 2 and g(x) = 5 – 4x , find


a. f o g b. g o f

2. If f [ g(x) ] = ( 2x – 1 )2 and f(x) = x2 , find g(x).


Calculus 3 Page 5 of 14
The Chain Rule

Based on our first set of activities, what did you notice about it?
_________________________________________________
CONGRATULATIONS!
You may now proceed to the next discussion.

Lesson 2. The Chain Rule.

In this section, we will discuss the chain rule for functions of two and three variables.

In calculus, the chain rule is a formula to compute the derivative of a composite function.
It tells us how to find the derivative of a composite function. The chain rule states that the
derivative of f(g(x)) is f'(g(x))⋅g'(x). In other words, it helps us differentiate *composite functions*.
Sin(x²), for example, is a composite function because it can be constructed as f(g(x)) for
f(x) = sin(x) and g(x) = x².
Here are the steps for using the chain rule:
Step 1. Identify the inner function and rewrite the outer function replacing the inner function by
the variable u.
Step 2. Take the derivative of both functions.
Step 3. Substitute the derivatives and the original expression for the variable u into the Chain
Rule and simplify.

Example 1. Let z = f(x,y) = xy2. Let x = cos t and y = sin t. Calculate dz/dt

Solution 1:
𝑑𝑧 𝑑𝑧 𝑑𝑥 𝑑𝑧 𝑑𝑦
= ∙ + ∙ = y2( −sin t ) + 2xy( cos t)
𝑑𝑡 𝑑𝑥 𝑑𝑡 𝑑𝑦 𝑑𝑡
= sin2t ( −sin t) + 2(cos t)( sin t) ( cos t)

= 2 sin t cos2t – sin3t .

Solution 2: Since z = xy2, it can be written as z = cos t ∙ sin2t . So,


𝒅𝒛
= cos t ∙ 2sin t cos t + sin2 t ( −𝒔𝒊𝒏 𝒕)
𝒅𝒕
= 2 sint cos2 t − sin3 t
Calculus 3 Page 6 of 14
The Chain Rule

Example 2. Given z = f( x, y) = 4x2 + 3y2 , x = x(t) = sin t , y = y(t) = cos t.


Use the chain rule to find dz / dt

Solution: To use the chain rule, we need four quantities:


dz/dx , dz / dy , dx / dt, dy / dt
 dz/dx = 8x
 dx/dt = cos t
 dz/dy = 6y
 dy/dt = − sin t
𝑑𝑧 𝑑𝑥 𝑑𝑧 𝑑𝑦
Substituting in dz/dt = ∙ + ∙
𝑑𝑥 𝑑𝑡 𝑑𝑦 𝑑𝑡

= ( 8x) ( cos t) + ( 6y )( −sin t)


= 8x cos t − 6y sin t . Substituting the values,

or dz/dt = 8 sint cost – 6 cos t sint = 2 sint cos t.

Activity : Use the chain rule to find dz/dt given


z = f(x,y) = √𝑥 2 − 𝑦 2, x = x(t) = ℯ 2𝑡 , y = y(t) = ℯ −𝑡

Get the following:


 dz/dx
 dx/dt
 dz/dy
 dy/dt
Calculus 3 Page 7 of 14
The Chain Rule

Based on our first set of activities, what did you notice about it?
_________________________________________________
CONGRATULATIONS!
You may now proceed to the next discussion.

Higher order partial derivatives of a function of n variables have definitions that are
analogous to the definitions of higher order partial derivatives of a function of two variables. If f is a
function of n variables, there may be n2 second partial derivatives of f at a particular point. That is, for
a function of three variables, if all the second higher order partial derivatives exist, there are nine of
them: 𝑓11 , : 𝑓12 , : 𝑓13 , : 𝑓21 , : 𝑓22 : : 𝑓23 : : 𝑓31 : 𝑓32 : 𝑓33

Theorem: Suppose that f is a function of two variables x and y defined on an open disk B
( 𝑥0 , 𝑦0 ) ; r ) and 𝑓𝑥 , 𝑓𝑦 , 𝑓𝑥𝑦 , and 𝑓𝑦𝑥 are continuous on B. Then,
𝑓𝑥𝑦 (𝑥0 , 𝑦0 ) = 𝑓𝑦𝑥 (𝑥0 , 𝑦0 ).

Example 3. Suppose u = f(x, y), x = F( r, s ), and y = G( r, s ), and assume f( x, y ) = f(y, x).


Show by using the Chain Rule that
𝜕2 𝑢
= 𝑓𝑥𝑥 (𝑥, 𝑦)[𝐹𝑟 (𝑟, 𝑠)]2 + 2 𝑓𝑥𝑦 (𝑥, 𝑦)𝐹𝑟 (𝑟, 𝑠)𝐺𝑟 (𝑟, 𝑠) + 𝑓𝑦𝑦 (𝑥, 𝑦)[𝐺𝑟 (𝑟, 𝑠)]2
𝜕𝑟 2

+ 𝑓𝑥 (𝑥, 𝑦)𝐹𝑟𝑟 (𝑟, 𝑠) + 𝑓𝑦 (𝑥, 𝑦)𝐺𝑟𝑟 (𝑟, 𝑠)

Solution: From the Chain Rule Theorem


𝝏𝒖
= 𝑓𝑥 (𝑥, 𝑦)𝐹𝑟 (𝑟, 𝑠) + 𝑓𝑦 (𝑥, 𝑦)𝐺𝑟 (𝑟, 𝑠).
𝝏𝒓

Taking the partial derivative again with respect to r, and using the formula for the
derivative of a product and the chain rule, we obtain

𝜕2 𝑢
= [ 𝑓𝑥𝑥 (𝑥, 𝑦)[𝐹𝑟 (𝑟, 𝑠)] + 𝑓𝑥𝑦 (𝑥, 𝑦)𝐹𝑟 (𝑟, 𝑠)𝐺𝑟 (𝑟, 𝑠) +
𝜕𝑟 2

+ 𝑓𝑥 (𝑥, 𝑦)𝐹𝑟𝑟 (𝑟, 𝑠) + 𝑓𝑦𝑥 (𝑥, 𝑦)𝐹𝑟 (𝑟, 𝑠) + 𝑓𝑦𝑦 (𝑥, 𝑦)𝐺𝑟 (𝑟, 𝑠) + 𝑓𝑦 (𝑥, 𝑦)𝐺𝑟𝑟 (𝑟, 𝑠)

Multiplying and combining terms, and using the fact that 𝑓𝑥𝑦 (𝑥, 𝑦) and 𝑓𝑦𝑥 (𝑥, 𝑦) are equal,
we get
𝜕2 𝑢
= [ 𝑓𝑥𝑥 (𝑥, 𝑦)[𝐹𝑟 (𝑟, 𝑠)]2 + 2𝑓𝑥𝑦 (𝑥, 𝑦)𝐹𝑟 (𝑟, 𝑠)𝐺𝑟 (𝑟, 𝑠) + 𝑓𝑦𝑦 (𝑥, 𝑦)[𝐺𝑟 (𝑟, 𝑠)]2
𝜕𝑟 2
+ 𝑓𝑥 (𝑥, 𝑦)𝐹𝑟𝑟 (𝑟. 𝑠) + 𝑓𝑦 (𝑥, 𝑦)𝐺𝑟𝑟 (𝑟, 𝑠)
which is what we wish to show.

Common questions

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To solve for a composition of functions where x is replaced in squared forms, like (f ∘ g)(x²), you take the inner function g(x) and substitute it into the outer function in place of x. For example, if g(x) = 2x - 1 and f(x) = x² + 6, the composition becomes f[g(x²)], translating to f(2x² - 1). Plug this into f(x), resulting in (2x² - 1)² + 6. Expanding, you apply the distributive properties to reach a simplified polynomial expression that represents the original composite definition with x replaced in the specified transformed input .

Given f[g(x)] = (2x - 1)² and f(x) = x², equate f to the expression, implying g(x) should satisfy this condition: f[g(x)] = [(g(x))]^2 = (2x - 1)². Since f(x) takes the form x², g(x) must be 2x - 1 to satisfy this equality, because f[g(x)] would similarly result in [(g(x))]² when g(x) is 2x - 1, maintaining the equality across the domain .

The difference between (f ∘ g)(x) and (g ∘ f)(x) lies in the order of function composition. For f(x) = x² + 6 and g(x) = 2x - 1, (f ∘ g)(x) means substituting g(x) into f(x), resulting in f(2x - 1) = (2x - 1)² + 6 = 4x² - 4x + 7. Conversely, (g ∘ f)(x) involves substituting f(x) into g(x), which results in g(x² + 6) = 2(x² + 6) - 1 = 2x² + 12 - 1 = 2x² + 11. This illustrates that the order of composition significantly affects the outcome .

The continuity of mixed partial derivatives is significant because it guarantees the equality of mixed second-order derivatives f_xy and f_yx in a neighborhood, which ensures the symmetric behavior of the function in its variables, provided that the function meets certain conditions, like being defined on an open disk where these derivatives are continuous. This can be essential in verifying solutions to differential equations and crucial for approximations, as it suggests that exchanging the order of differentiation does not affect the outcome .

To apply the chain rule on a composite function with trigonometric elements, identify both the inner and outer functions involved. For z = xy², consider x = cos(t) and y = sin(t). First, compute the partial derivatives dz/dx and dz/dy, which give xy² and 2xy respectively. Then, find the derivatives dx/dt (cos t) and dy/dt (-sin t). Apply the chain rule: dz/dt = dz/dx * dx/dt + dz/dy * dy/dt, yielding together terms like y²(-sin t) + 2xy(cos t), simplifying to 2sin(t)cos²(t) - sin³(t).

The process of creating a composite function involves substituting an inner function into an outer function. Composites are indicated by f[g(x)], where g(x) serves as the inner function and f(x) as the outer function. The construction is done by taking an initial function and substituting its variables with another function. For example, for f(x) = x² + 6 and g(x) = 2x - 1, the composite function (f ∘ g)(x) would be f[g(x)] = f(2x - 1), which simplifies to (2x - 1)² + 6 = 4x² - 4x + 7 .

To derive a second derivative using the chain rule for functions of multiple variables, you differentiate the result of the first derivative again with respect to the desired variable. For instance, if u = f(x,y), where x = F(r,s) and y = G(r,s), the first step is to find ∂u/∂r using the chain rule: ∂u/∂r = fx(x,y)Fr(r,s) + fy(x,y)Gr(r,s). The second derivative ∂²u/∂r² involves differentiating ∂u/∂r once more with respect to r using both single variable rules and the chain rule: which involves calculating terms like fx,x(x,y)[Fr(r,s)]^2, fx,y(x,y)Fr(r,s)Gr(r,s), etc., combining both first and second-order derivatives as shown in the document .

Function notation, usually expressed as f(x), g(x), etc., is crucial for correctly reading and constructing functions. In composite functions, function notation helps track and manage the operations between different functions; for instance, in the composite function (f ∘ g)(x), notation is used to denote the inner and outer functions, where g(x) represents the inner function substituted into f(x), the outer function. This notation helps in determining operations order and facilitates clear communication of complex mathematical processes .

Higher order partial derivatives for functions of two or three variables are defined by repeatedly taking partial derivatives with respect to the various variables involved. For functions with two variables, second-order derivatives include terms like f_xx, f_yy, and f_xy. For a function with three variables, there can be nine second-order partial derivatives if they all exist. These derivatives describe how the function changes as each variable changes, understanding multi-variable dependencies. Thus, fxxy or f(double partial derivative with respect to x and then y) for example, leverage the continuous nature of the partials over a disk defined in functions of two variables such as the theorem f_xy(x0,y0) = f_yx(x0,y0).

The chain rule in calculus is used to differentiate composite functions. It states that if you have a composite function f(g(x)), its derivative is f'(g(x))⋅g'(x). The steps involve identifying the inner function g(x) and rewriting the outer function f(g(x)) by treating g(x) as a single variable, u; differentiating f with respect to u, and g with respect to x; substituting these back into the chain rule to simplify and get the derivative of the composite function. For example, for z = xy² with respect to t where x = cos(t) and y = sin(t), dz/dt is calculated through partial derivatives and application of the chain rule, resulting in dz/dt = 2 sin(t) cos²(t) – sin³(t).

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