The Chain Rule

Review Of The Chain Rule For One Variable

Recall that if 

        y  =  f(x)      and      x  =  x(t) 

then

            dy            dy       dx
                     =                           
            dt             dx        dt


Example

Suppose that 

        z  =  f(x,y)  =  x2 + 2x - xy + y2   

and 

        x(t)  =  t2 +1            y(t)  =  t3 - t2  

Then what is dz/dt for t = 2?

Solution:   

f can be written as

        [x(t)]2 + 2[x(t)] - x(t)y(t) + [y(t)]2  

Hence the derivative is

        2x(t)[x'(t)] + 2(2t) - [x(t)y'(t) + y(t)x'(t)] + 2y(t)y'(t)   

        =  2x(t)[2t] + 2(2t) - [x(t)(3t2 - 2t) + y(t)(2t)] + 2y(t)(3t2 - 2t)

Now since t = 2

        x(2)  =  5       and       y(2)  =  4

We can substitute in to get

         2(5)[2(2)] + 2(2)(2) - [(5)(3(2)2- 2(2)) + (4)2(2))] + 2(4)(3(2)2- 2(2))

        =  56

Alternatively we use the chain rule:

 

         A Chain Rule

     

 

With this chain rule the derivative becomes


       (2x + 2 - y)(2t) + (-x + 2y)(3t2 - 2t)

When 

        t = 2,      x(2) = 5 

and 

        y(2)  =  8 - 4  =  4 

hence

        df / dt  =  [2(5) + 2 - 4](2)(2) + [-5 + 2(4)] [3(4) - 2(2)]  =  56

Exercise:

Let 

        f(x,y) = 2x -3xy 

and 

        x(q)  =  2 cos q      and      y(q)  = 2 sin q

Find df/dq


The Chain Rule for 2 Variables

 A Chain Rule For Two Variables

Let f(x,y) be a 2 variable function and 

          x = x(u,v)      and      y = y(u,v) 

then

         


Example: Polar Coordinates

Let  

        f(x,y)  =  x2

and 

        x  =  r cos q     and     y  =  r sin q

then

         

         =  2xy cos q + x2 sin q

         =  2r2 cos2 q sin q + r2cos2 q sin q 

         =  3r2cos2q sinq

 

Exercise  

Let 

        f(x,y)  =  x - 2y2  

and 

        x(u,v)  =  u - 2v        y(u,v)  =  2u + v

find 

         


Implicit Differentiation

Suppose we have the ellipsoid

        x2 + y2  + 2z2  =  1

and we want to find 

       

We write

        f(x,y,z)  =  f(x, y, z(x,y))  =  0

but 

       

Where the first factors correspond to the partials with respect to the first, second and third variables respectively and the second factors are with respect to the actual x.  We have     

        Jx/Jx = 1     and        Jy/Jx = 0
Hence 

        0 = Jf/Jx + Jf/Jz Jz/Jx

So that

        Jz/Jx = -Jf/Jx / Jf/Jz = -fx/fz

for the ellipsoid:

        Jf/Jx = 2x/4z = x/2z

In general,
zx = -fx/fz    and     zy = -fy/fz

 



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