3 Differentiation

This lecture will contain the three main “rules of the game” for differentiation.

These are:

1. The product rule y = f (t) g(t)

2. The chain rule y = f [g(t)]

3. The quotient rule y = f (t)/g(t)

We’ll have derivations and examples, and will extend and combine these rules whenever possible.
3.6 The product rule
• The derivative of y = uv is given by,

d dv du
(uv) = u +v or (uv)′ = uv ′ + u′ v.
dt dt dt

• To prove this we first approximate the value of u(t + δt):

du
u(t + δt) ≃ u(t) + δt = u(t) + u′ (t) δt.
dt

• We may also write down a similar expression for v: v(t + δt) ≃ v(t) + v ′ (t) δt.

u(t)
•

δt
t
t
We use: u(t + δt) ≃ u(t) + u′ (t) δt v(t + δt) ≃ v(t) + v ′ (t) δt

Now we use the limiting definition of the derivative to find the derivative of uv:

d h u(t + δt)v(t + δt) − u(t)v(t)] i

(uv) = limδt→0
dt δt
h (u + u′ δt)(v + v ′ δt) − uv i
= limδt→0
δt
h✘✘ + δt(uv ′ + vu′ ) + δt2 u′ v ′ − ✘
uv uv
✘i
= limδt→0
δt
h δt(uv ′ + vu′ ) + δt2 u′ v ′ i
= limδt→0 δt is now a common factor
δt
h i
= limδt→0 (uv + vu ) + δt u v
′ ′ ′ ′

= uv ′ + vu′ .

Not completely rigorous, but it is plausible. Can be made more rigorous using Taylor’s series.
Example 3.1: Find the derivatives of t2 sin t and e−4t cos 5t.

Given that the derivative of sin t is cos t, we may use the product rule to show that

d h 2 i
2
hd i hd i
t sin t = t (sin t) + (t ) sin t = t2 cos t + 2t sin t
2
= t(t cos t + 2 sin t).
dt dt dt

Similarly, the derivative of e−4t cos 5t is

d h −4t i
e cos 5t = e−4t (−5 sin 5t) + (−4)e−4t cos 5t = −e−4t (5 sin 5t + 4 cos 5t).
dt
The product of three functions.

It is now fairly straightforward to write down the derivative of the product of three or more functions. We
had
(uv)′ = uv ′ + u′ v

If we replace v by vw then,

(uvw)′ = u(vw)′ + u′ (vw) using the product rule on u and vw

= u(vw′ + v ′ w) + u′ vw using product rule on vw

= uvw′ + uv ′ w + u′ vw

= u′ vw + uv ′ w + uvw′ .

An alternative way of writing this final answer is

h u′ v′ w′ i
′
(uvw) = + + uvw.
u v w
Example 3.2: Find the derivative of t2 e3t cos 5t.

d h i
t2 e3t cos 5t = (2t)e3t cos 5t + t2 (3e3t ) cos 5t + t2 e3t (−5 sin 5t)
dt
h i
= te3t (2 + 3t) cos 5t − 5t sin 5t .

The product of four functions.

In similar fashion the derivative of the product of four functions, u1 , u2 , u3 and u4 is

(u1 u2 u3 u4 )′ = u′1 u2 u3 u4 + u1 u′2 u3 u4 + u1 u2 u′3 u4 + u1 u2 u3 u′4

h u′ u′2 u′3 u′4 i
1
= + + + u1 u2 u3 u4 .
u1 u2 u3 u4
and so on for products of yet more functions.
3.7 The chain rule
Also known as the function of a function rule.

Examples include: sin(t2 ) and sin2 t and esin t . Generally: u = u (v(t)).

d du dv
The chain rule is u(v(t)) = .
dt dv dt

This rule may be remembered easily because it looks as though the dv may be cancelled on the right
hand side. Proof later.

These need to be deconstructed in the following ways:

 
u v(t) u of v of t

sin(t2 ) sine of the square of t

sin2 t the square of the sine of t

esin t the exponential of the sine of t

Example 1. y = sin(t2 ) — sine of the square of t.

dy dy dv
Let y = sin v where v = t2 ⇒ = = (cos v)2t = 2t cos(t2 ).
dt dv dt

Example 2. y = sin2 t — the square of the sine of t.

dy dy dv
Let y = v 2 where v = sin t ⇒ = = 2v cos t = 2 sin t cos t = sin 2t.
dt dv dt

Example 3. y = esin t — the exponential of the sine of t.

dy dy dv
Let y = ev where v = sin t ⇒ = = ev cos t = esin t cos t.
dt dv dt

√
Example 4. y = 1 + t2 — the square root of a polynomial of t.

√ dy dy dv 1 −1/2 t
Let y = v where v = 1 + t2 ⇒ = = 2
v 2t = √ .
dt dv dt 1 + t2
Example 5. Find the derivative of u = (t + a)5 , where a is a constant.

This isn’t usually done using the chain rule!

For u = (t + a)5 we let u = v 5 where v = t + a. The derivative is now

du du dv
= = [5v 4 ] [1] = 5(t + a)4 .
dt dv dt

Example 6. Find the derivative of y = v −1 where v is a function of t. So it’s y of v of t.

To find this derivative we first note that d(t−1 )/dt = −t−2 . Now we apply the chain rule to get,

dy dy dv h 1i h i
′
v′
= = − × v = − 2.
dt dv dt v2 v

Here we are using the prime to denote the derivative with respect to t. This result will be used a little
later to prove the Quotient Rule.
A triply-nested function

The chain rule may be extended indefinitely. This is a triple nesting:

h  i
y = y u v(t) .

The derivative is given by,

dy dy du dv
= .
dt du dv dt
Again, this formula may be remembered because of the apparent cancellations hinted at by the colours.

2
Example 3.6: Find the derivative of y = esin t .

This is exponential of a sine of a square of t.

We set y = eu where u = sin v and where v = t2 .

Hence
dy dy du dv 2
= = eu × cos v × 2t = 2t[cos(t2 )] [esin(t ) ].
dt du dv dt
And so on:
h i
If y = u1 u2 u3 [u4 (t)] ,

then

dy dy du1 du2 du3 du4

= .
dt du1 du2 du3 du4 dt

h  i
4
Example. y = sin exp tan[t ] . The sine of an exponential of the tangent of a polynomial of t.

Let u1 = sin u2 , u2 = eu3 , u3 = tan u4 and u4 = t4 .

Hence
dy
= cos u1 × exp(u3 ) × sec2 (u4 ) × 4t3 ,
dt
or
dy 3 2 4

4
 h 
4
i
= 4t sec (t ) exp tan(t ) cos exp tan[t ] .
dt
Example. Inverse trigonomentric functions. Use y = tan−1 t .

Take tan of both sides: tan y = t.

Now use the chain rule:

tan y = t

d
⇒ tan y = 1
dt
d tan y dy
⇒ = 1 Chain rule. (tan of y of t)
dy dt

dy
⇒ (1 + tan2 y) = 1 Using a quotient rule result — sorry!
dt
dy 1
⇒ =
dt 1 + tan2 y

1
= Using the first line, above
1 + t2

Some call this process Implicit Differentiation, and it is clearly a subset of the chain rule.
Example. Find the derivative of y = ln |t|.

The derivative of y = ln |t| may be obtained in like fashion by first taking exponentials of each side, but
the detail is a little more complicated because of the presence of the modulus signs.

When t > 0 we have |t| = t and hence,

y = ln |t| = ln t ⇒ ey = t ⇒ ey y ′ = 1 ⇒ y ′ = e−y = t−1 ,

but when t < 0 we have |t| = −t and hence,

y = ln |t| = ln(−t) ⇒ ey = −t ⇒ ey y ′ = −1 ⇒ y ′ = −e−y = t−1 .

Hence
d ln |t| 1
= .
dt t
3.8 Outline proof of the chain rule [For information only]
We will let u = u(v) where v = v(t), so u = u[v(t)]. Using the limit definition of a derivative.

du h u[v(t + δt)] − u[v(t)] i

= limδt→0
dt δt
h dv i
u v(t) + δt + · · · − u[v(t)]
" #
= limδt→0 dt v(t + δt) approximated by its tangent
δt
" #
u[v(t) + δv] − u[v(t)] dv
= limδt→0 where δv ≡ δt for clarity
δt dt

 du 
u[v(t)] + δv + · · · − u[v(t)]
" #
= limδt→0 dv u(v + δv) approximated by the tangent
δt

du dv
u[v(t)] + δt + · · · − u[v(t)]
" #
= limδt→0 dv dt Using the definition of δv. Red text cancels
δt
du dv
= .
dv dt
3.9 Quotient rule
This is closely related to the product rule and makes use of

d 1 v′
=− .
dt v v2

d u d d(v −1 ) du
= (uv −1 ) = u + v −1 using the product rule
dt v dt dt dt
v′ u′
= −u 2 + using the derivative of v −1
v v
vu′ − uv ′
= .
v2

In the good old(?) days of cathode ray tubes I used to remember this result by stating the first term to
be ‘VDU’ (v delta u or ‘Visual Display Unit’ — the old term for a computer terminal or monitor).
v Du − u Dv
v2
 d u vu′ − uv ′
=
dt v v2

Example 3.9: Find the derivative of y = tan t.

This takes the following route:

d tan t d  sin t 
=
dt dt cos t
cos t (sin t)′ − sin t (cos t)′
=
cos2 t

cos2 t − sin t(− sin t) cos2 t + sin2 t

= =
cos2 t cos2 t
1
= or 1 + tan2 t or sec2 t.
cos2 t
Simultaneous application of different rules

Example 1. Find the derivative of y = sin(te−at ). This is a function of a product, and therefore it is
worth finding the derivative of that product first.

So d  −at 
te = 1 e−at − ate−at = (1 − at)e−at .
dt

Hence we let y = sin u where u = te−at . So

dy dy du
= = cos u × (1 − at)e−at = (1 − at)e−at cos(te−at ).
dt du dt

Example 2. Find the derivative of y = t2 sin(te−at ). This is a more extreme case: a product of
functions, one of which is a function of a product! Using the result of Example 1 we have,

d  2  h i′ h
2
i h ih
2
i′
t sin(te )
−at
= t sin(te ) + t
−at
sin(te )
−at
dt

= 2t sin(te−at ) + t2 (1 − at)e−at cos(te−at ).