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Note3_Chain Rules

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Note3_Chain Rules

Uploaded by

sanjay.b26112003
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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The Chain Rules

• When we are interested in a quantity 𝑤 = 𝑓(𝑥, 𝑦, 𝑧) at points along a curve


𝑥 = 𝑔(𝑡), 𝑦 = ℎ(𝑡), 𝑧 = 𝑘(𝑡) in space, we may think of f as a function of the
single variable t.
• For each value of t, the quantity at the point (g(t), h(t), k(t)) is the value of
the composite function f (g(t), h(t), k(t)).
• If we want to know the rate at which f changes with respect to t along the
path, we have only to differentiate this composite w.r.t. t, provided the
derivatives exist.
• We use chain rule under this circumstance.

Chain rule for functions of single variable


• When 𝑤 = 𝑓(𝑥) is a differentiable function of x and x = g(t) is a differentiable
function of t. This makes w a differentiable function of t and the chain rule is
𝑑𝑤 𝑑𝑤 𝑑𝑥
=
𝑑𝑡 𝑑𝑥 𝑑𝑡

Chain rule for functions of two variables


• If 𝑤 = 𝑓(𝑥, 𝑦) is differentiable function of x and y and x and y are
differentiable functions of t then, w is a differentiable function of t,
Then, one can write
𝑑𝑤 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡

One can also prove it.

Pictorial presentation of chain rule:


𝑑𝑤
• To find , start at w, read down each route to t, multiply derivatives along
𝑑𝑡
the way, then add the products.
Thus,
𝑑𝑤 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
Example: Use the chain rule to find the derivative of
𝑤 = 𝑥𝑦
with respect to t along the path 𝑥 = cos 𝑡 , 𝑦 = sin 𝑡. What is the derivative’s
value at 𝑡 = 𝜋/2 ?

Solution:
𝑑𝑤 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
𝜕𝑤
= 𝑦 = sin 𝑡
𝜕𝑥
𝜕𝑤
= 𝑥 = cos 𝑡
𝜕𝑦
𝑑𝑥
= − sin 𝑡
𝑑𝑡
𝑑𝑦
= cos 𝑡
𝑑𝑡

𝑑𝑤
Now, = (sin 𝑡)(− sin 𝑡) + (cos 𝑡)(cos 𝑡)
𝑑𝑡

= −𝑠𝑖𝑛2 𝑡 + 𝑐𝑜𝑠 2 𝑡 = 𝑐𝑜𝑠2𝑡


One can check the result with the direct calculation
1
𝑤 = 𝑥𝑦 = cos 𝑡 sin 𝑡 = sin 2𝑡
2
𝑑𝑤 𝑑 1 1
= ( sin 2𝑡) = . 2 cos 2𝑡 = cos 2𝑡
𝑑𝑡 𝑑𝑡 2 2
In either case,
𝑑𝑤 𝜋
( ) = cos (2. ) = cos 𝜋 = −1
𝑑𝑡 𝑡=𝜋/2 2
Chain rule for functions of three variables
• If 𝑤 = 𝑓(𝑥, 𝑦, 𝑧) is differentiable and x, y, and z are differentiable functions
of t, then w is a differentiable function of t and

𝑑𝑤 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦 𝜕𝑓 𝑑𝑧
= + +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝜕𝑧 𝑑𝑡

Pictorial Presentation:

Example: Find dw/dt if


𝑤 = 𝑥𝑦 + 𝑧, 𝑥 = cos 𝑡 , 𝑦 = sin 𝑡 , 𝑧=𝑡

What is the derivative’s value at t=0?


Solution:
Chain rule for two independent variables 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 w.r.t. r
and s as

𝜕𝑤 𝜕𝑤 𝜕𝑥 𝜕𝑤 𝜕𝑦 𝜕𝑤 𝜕𝑧
= + + --------- (A)
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟 𝜕𝑧 𝜕𝑟

𝜕𝑤 𝜕𝑤 𝜕𝑥 𝜕𝑤 𝜕𝑦 𝜕𝑤 𝜕𝑧 ----------------- (B)
= + +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠 𝜕𝑧 𝜕𝑠

𝜕𝑤 𝜕𝑤
Example: Express and in terms of r and s if
𝜕𝑟 𝜕𝑠
𝑟
𝑤 = 𝑥 + 2𝑦 + 𝑧 2 , 𝑥 = , 𝑦 = 𝑟 2 + ln 𝑠 , 𝑧 = 2𝑟.
𝑠
Solution:

• If f is a function of two variables instead of three


If 𝑤 = 𝑓(𝑥, 𝑦), 𝑥 = 𝑔(𝑟, 𝑠), and 𝑦 = ℎ(𝑟, 𝑠), then Eqs. (A) and (B) become

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

• If f is a function of x alone, then Eqs. (A) and (B) become

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

• Here dw/dt is the ordinary (single variable) derivative.

Implicit Differentiation
• If F(x,y) is differentiable and that the equation F(x, y) = 0 defines y implicitely
as a differentiable function of x. Then, at any point where 𝐹𝑦 ≠ 0, one can
calculate
𝑑𝑦 𝐹𝑥
=−
𝑑𝑥 𝐹𝑦
𝑑𝑦
Example: Find if 𝑥 2 + sin 𝑦 − 2𝑦 = 0.
𝑑𝑥

Solution:

Chain rule for functions of many variables


• Suppose 𝑤 = 𝑓(𝑥, 𝑦, … . . 𝑣) is a differentiable function of the variables x, y,
…..v (a finite set) and the x, y, ….., v are differentiable functions of p, q, …..t
(another finite set).
• Then, w is a differentiable function of the variable p through t and the partial
derivatives of w with respect to these variables are given by equations of the
form
𝜕𝑤 𝜕𝑤 𝜕𝑥 𝜕𝑤 𝜕𝑦 𝜕𝑤 𝜕𝑣
= + + ⋯……+
𝜕𝑝 𝜕𝑥 𝜕𝑝 𝜕𝑦 𝜕𝑝 𝜕𝑣 𝜕𝑝
The other equations are obtained by replacing p by q,….t, one at a time.

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