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Chain Rule: W F (X) X G (T) DW DT DW DT DX - DX DT

The chain rule can be used to find the derivative of composite functions - functions of functions. For functions of a single variable, the chain rule formula is: dw/dt = (dw/dx) * (dx/dt) For functions of two variables, the formula is: dw/dt = (∂w/∂x) * (dx/dt) + (∂w/∂y) * (dy/dt) And for functions of three variables, an additional term is added. The chain rule can also be used to find partial derivatives when the variables are functions of other variables.
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0% found this document useful (0 votes)
224 views12 pages

Chain Rule: W F (X) X G (T) DW DT DW DT DX - DX DT

The chain rule can be used to find the derivative of composite functions - functions of functions. For functions of a single variable, the chain rule formula is: dw/dt = (dw/dx) * (dx/dt) For functions of two variables, the formula is: dw/dt = (∂w/∂x) * (dx/dt) + (∂w/∂y) * (dy/dt) And for functions of three variables, an additional term is added. The chain rule can also be used to find partial derivatives when the variables are functions of other variables.
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Chain Rule

The chain rule for functions of a single variable when w=f ( x) was a differentiable function of x and x=g(t ) was
dw
differentiable function of t, w became a differentiable function of t and dt could be find with the help of formula

dw dw dx
= .
dt dx dt

Functions of Two Variables

If w=f ( x , y )has continuous partial derivatives fx and fy and if x = x (t), and y = y (t) are differentiable functions of t, then
composite w = f(x(t) , y(t)) is a differentiable function of t and
dw
=f x ( x (t ), y (t)) . x ’(t )+ f y ( x (t ), y (t)). y ’ (t)
dt

or

dw ∂ w dx ∂ w dy
= +
dt ∂ x dt ∂ y dt
Example 1

Use chain rule to find the derivative of w=xy with respect to t along the path x=cos t , y=sint . what is the derivative’s
π
value at t= 2 ?

dw
Solution we apply chain rule to find dt as follows:

dw ∂ w dx ∂ w dy
= . + .
dt ∂ x dt ∂ y dt

= [ ∂x ][ dt ] [ ][
∂ ( xy) d (cos t)
+
∂(xy ) d (sin t)
∂y dt ]
= (y) (- sin t) + (x) (cos t)

= (sin t) (- sin t) + (cos t) (cos t)

= - sin2t + cos2t

= cos2t
In this example we can check the result with the more direct calculation. As a function of t,
sin 2t
w = xy = cos t sin t = 2

so

dt dt 2[
dw d sin 2t 1
= = ¿
2 ]
in either case, the given value of t,

[ ]
dw
dt t=
π
2
=cos (2. π2 ¿ ) ¿=cos π=−1

Functions of three variables

You can probably predict the Chain Rule for functions of three variables, as it only involves adding the expected third term
to the two-variable formula.

Chain rule for three independent variables

If w = f(x, y, z) is differentiable and x, y, z are differentiable functions of t, then w is a differentiable function of t.


dw ∂ w dx ∂ w dy ∂ w dz
= + +
dt ∂ x dt ∂ y dt ∂ z dt
Example 2 Changes in Function’s values along a Helix
dw
Find dt where w = xy + z, x = cos t, y = sin t, z = t

In this example the values of w are changing along the path of a helix. What is the derivative’s value at t = 0?

Solution
dw ∂ w dx ∂ w dy ∂ w dz
= + +
dt ∂ x dt ∂ y dt ∂ z dt

= (y) (- sin t) + (x) (cos t) + (1) (1)

= (sin t) (- sin t) + (cos t) (cos t) + 1

= - sin2t + cos2t + 1

= cos2t + 1

[ ]
dw
dt t=0
=1+ cos(0¿)=2¿
Functions defined on surfaces

If we are interested in the temperature w = f(x, y, z) on a globe in space, we might prefer to think of x, y and z as functions
of variables r and s that gives points’ longitudes & latitudes. If x= g(r, s), y = h(r, s) and z = k(r, s), we could then express the
temperature as a function of r and s with the composite function.

W = f(g(r, s), h(r, s), k(r, s))

Under the right conditions, w could have partial derivatives with respect to both r and s that could be calculated in the
following way.

Chain rule for two independent and three intermediate variables


Suppose that w = f(x, y, z), x= g(r, s), y = h(r. s) and z = k(r, s). if all four functions are differentiable, then w has partial
derivatives with respect to r and s, given by the formulas
∂w ∂w ∂ x ∂w ∂ y ∂w ∂ z
= + +
∂ r ∂ x ∂ r ∂ y ∂ r ∂ z ∂r

∂w ∂w ∂ x ∂w ∂ y ∂w ∂ z
= + +
∂s ∂x ∂ s ∂ y ∂s ∂z ∂s

Example 3

Express ∂w / ∂r and ∂w / ∂s in terms of r and s if

W = x + 2y + z2, x = r / s, y = r2 + ln s, z = 2r

Solution:
∂w ∂w ∂ x ∂w ∂ y ∂w ∂ z
= + +
∂ r ∂ x ∂ r ∂ y ∂ r ∂ z ∂r
= (1) (1 / s) + (2) (2r) + (2z) (2)

= (1 / s) + 4r + (4r) (2)

= (1 / s) + 12r
∂w ∂w ∂ x ∂w ∂ y ∂w ∂ z
= + +
∂s ∂x ∂ s ∂ y ∂s ∂z ∂s

= (1) (- r / s2) + (2) (1 / s) + (2z) (0)

= (2 / s) – (r / s2).

Remark:

If f is a function of two variables instead of three, each equation becomes correspondingly one term shorter.

If w = f(x, y), x = g(r, s), y = h(r, s), then


∂w ∂w ∂ x ∂w ∂ y
= +
∂r ∂x ∂r ∂ y ∂r

∂w ∂w ∂ x ∂w ∂ y
= +
∂s ∂x ∂ s ∂ y ∂s

Example 4
Express ∂w / ∂s and ∂w / ∂r in terms of s and r

W = x2 + y2, x = r – s, y=r+s
∂w ∂w ∂ x ∂w ∂ y
Solution: = +
∂r ∂x ∂r ∂ y ∂r

= (2x) (1) + (2y) (1)

= 2 (r – s) + 2 (r + s)

= 4r
∂w ∂w ∂ x ∂w ∂ y
= +
∂s ∂x ∂ s ∂ y ∂s

= (2x) (-1) + (2y) (1)

= -2 (r – s) + 2 (r + s)

= 4s

Remark: If f is a function of x alone, our equations become even simpler.

If w = f(x), x = g(r, s), then


∂ w dw ∂ x
= .
∂ r dx ∂ r
and ∂ w dw ∂ x
= .
∂ s dx ∂ s

Practice Problems
Exercise 14.4 ( Thomas Calculus)
Chain Rule: one independent variable

Express ∂w / ∂t as a function of t, both by using chain rule and by expressing w in terms of t and differentiating directly
with respect to t. Then (b) evaluate ∂w / ∂t at the given value of t.

Chain Rule: two and three independent variables


In exercise 7 and 8, (a) express ∂z / ∂u and ∂z / ∂v as a function of u and v, both by using chain rule and by expressing z
directly in terms of u and v before differentiating. Then (b) evaluate ∂z / ∂u and ∂z / ∂v at the given point (u, v).

1. z = 4ex ln y, x = ln (u cos v), y = u sin v; (u, v) = (2, π/4)


2. z = tan-1 (x, y), x = u cos v, y = u sin v; (u, v) = (1.3, π/6)

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