306 Chain Rule
A differentiation rule for a composition of functions that is used to compute the derivative of a composite mapping from the derivatives of its inner and outer factors.
Note: Also called the composite function rule.
definition [d] (Chain Rule) From Stewart: if \(g\) is differentiable at \(x\) and \(f\) is differentiable at \(g(x)\), then the composite \(F = f \circ g\) defined by \(F(x) = f(g(x))\) is differentiable at \(x\) and
- \(\dfrac{dF}{dx} = \dfrac{df}{du}\bigg|_{u=g(x)}\, \dfrac{dg}{dx}\) .
Equivalently, if \(y = f(u)\) and \(u = g(x)\), then
- \(\dfrac{dy}{dx} = \dfrac{dy}{du}\, \dfrac{du}{dx}\) .
where
- \(g\) is the inner function.
- \(f\) is the outer function.
- \(F = f \circ g\) is the composite function.
- \(x\) is the independent variable.
- \(u = g(x)\) is the intermediate variable.
- \(y = f(u)\) is the dependent variable.
- \(\dfrac{dF}{dx}\) is the derivative of \(F\) with respect to \(x\).
- \(\dfrac{df}{du}\bigg|_{u=g(x)}\) is the derivative of \(f\) with respect to \(u\), evaluated at \(u = g(x)\).
- \(\dfrac{dg}{dx}\) is the derivative of \(g\) with respect to \(x\).
- \(\dfrac{dy}{dx}\) is the derivative of \(y\) with respect to \(x\).
- \(\dfrac{dy}{du}\) is the derivative of \(y\) with respect to \(u\).
- \(\dfrac{du}{dx}\) is the derivative of \(u\) with respect to \(x\).
definition [d] (Chain Rule) From Stewart: if \(n\) is any real number and \(u = g(x)\) is differentiable, then
- \(\dfrac{d}{dx}\bigl[u^{n}\bigr] = n u^{n-1}\, \dfrac{du}{dx}\) .
where
- \(n\) is a real exponent.
- \(u = g(x)\) is a differentiable function of \(x\).
- \(x\) is the independent variable.
- \(\dfrac{d}{dx}\) is differentiation with respect to \(x\).
- \(\dfrac{du}{dx}\) is the derivative of \(u\) with respect to \(x\).
306.1 Examples
306.1.1 Simple
For \(y = (x^{2} + 1)^{3}\), take \(u = x^{2} + 1\) and \(y = u^{3}\).
\[ \dfrac{dy}{dx} = 3u^{2}\, \dfrac{du}{dx} = 3(x^{2} + 1)^{2}\cdot (2x) = 6x(x^{2} + 1)^{2} \]
where
- \(x\) is the independent variable.
- \(u = x^{2} + 1\) is the inner function.
- \(y = u^{3}\) is the outer function of \(u\).
- \(\dfrac{du}{dx} = 2x\) is the derivative of the inner function.
- \(\dfrac{dy}{du} = 3u^{2}\) is the derivative of the outer function.
- \(\dfrac{dy}{dx}\) is the derivative of the composite.
306.1.2 General
For \(T = \dfrac{1}{2}m\left(\dfrac{dx}{dt}\right)^{2}\) with \(x = x(t)\), the chain rule gives
\[ \dfrac{dT}{dt} = m\, \dfrac{dx}{dt}\, \dfrac{d^{2}x}{dt^{2}} \]
where
- \(t\) is time.
- \(x(t)\) is the displacement.
- \(\dfrac{dx}{dt}\) is the velocity.
- \(\dfrac{d^{2}x}{dt^{2}}\) is the acceleration.
- \(m\) is the mass.
- \(T\) is the kinetic energy.
- \(\dfrac{dT}{dt}\) is the time derivative of \(T\).
306.2 References
- Stewart, J. Calculus. — chain rule \(\dfrac{dF}{dx}=\dfrac{df}{du}\dfrac{dg}{dx}\); Leibniz form \(\dfrac{dy}{dx}=\dfrac{dy}{du}\dfrac{du}{dx}\); power form \(\dfrac{d}{dx}[u^{n}]=nu^{n-1}\dfrac{du}{dx}\).
- Basic Derivation of Jacobian
- Chain Rule
- Cross Product
- Curl
- Curve
- Definite Integral
- Derivation of Curl
- Derivation of Divergence
- Derivation of Grad
- Derivation of Jacobian
- Derivation of Taylor Expansion
- Divergence
- Dot Product
- Envelope of Tangent Lines
- General Functions
- Gradient
- Improper Integral
- Indefinite Integral
- Jacobian
- Legendre Transform
- Legendre Transform Derivation
- Limit
- Line Integral
- Notes
- Parameterization
- Partial Derivative
- Real Parameter
- Scalar Projection
- Smooth Curve
- Vector Calculus
- Vector Differential Operator
- Vector Field
- Vector Projection