(Chain Rule Involving Several Independent Variable) If $w=f\left(x_1,\ldots,x_n\right)$ is a differentiable function of the $n$ variables $x_1,…,x_n$ which in turn are differentiable functions of $m$ parameters $t_1,…,t_m$ then the composite function is differentiable and \begin{equation} \frac{\partial w}{\partial t_1}=\sum_{k=1}^n \frac{\partial w}{\partial x_k}\frac{\partial x_k}{\partial t_1}, \quad … \quad , \frac{\partial w}{\partial t_m}=\sum_{k=1}^n \frac{\partial w}{\partial x_k}\frac{\partial x_k}{\partial t_m}.\end{equation}, Example. Statement of chain rule for partial differentiation (that we want to use) Two terms appear on the right-hand side of the formula, and \(\displaystyle f\) is a function of two variables. \(\displaystyle \dfrac{dz}{dt}=\dfrac{∂f}{∂x}\dfrac{dx}{dt}+\dfrac{∂f}{∂y}\dfrac{dy}{dt}\), \(\displaystyle =(2x−3y)(6\cos2t)+(−3x+4y)(−8\sin2t)\), \(\displaystyle =−92\sin 2t \cos 2t−72(\cos ^22t−\sin^22t)\). Calculate nine partial derivatives, then use the same formulas from Example \(\PageIndex{3}\). Example. \end{align*}\]. Missed the LibreFest? \\ & \hspace{2cm} \left. We now practice applying the Multivariable Chain Rule. Gilbert Strang (MIT) and Edwin “Jed” Herman (Harvey Mudd) with many contributing authors. It actually is a product of derivatives, just like in the single-variable case, the difference is that this time it is a matrix product. This field is for validation purposes and should be left unchanged. \end{equation} Similarly the chain rule is to be used \begin{equation} \frac{\partial v}{\partial r}=\frac{\partial v}{\partial x}\frac{\partial x}{\partial r}+\frac{\partial v}{\partial y}\frac{\partial y}{\partial r} \qquad \text{and} \qquad \frac{\partial u}{\partial \theta }=\frac{\partial u}{\partial x}\frac{\partial x}{\partial \theta }+\frac{\partial u}{\partial y}\frac{\partial y}{\partial \theta }. To derive the formula for \(\displaystyle ∂z/∂u\), start from the left side of the diagram, then follow only the branches that end with \(\displaystyle u\) and add the terms that appear at the end of those branches. Let g:R→R2 and f:R2→R (confused?) Write out the chain rule for the function $t=f(u,v)$ where $u=u(x,y,z,w)$ and $v=v(x,y,z,w).$, Exercise. The chain rule for functions of more than one variable involves the partial derivatives with respect to all the independent variables. Exercise. This derivative can also be calculated by first substituting \(\displaystyle x(t)\) and \(\displaystyle y(t)\) into \(\displaystyle f(x,y),\) then differentiating with respect to \(\displaystyle t\): \[\displaystyle z=f(x,y)=f(x(t),y(t))=4(x(t))^2+3(y(t))^2=4\sin^2 t+3\cos^2 t. \nonumber\], \[\displaystyle \dfrac{dz}{dt}=2(4\sin t)(\cos t)+2(3\cos t)(−\sin t)=8\sin t\cos t−6\sin t\cos t=2\sin t\cos t, \nonumber\]. In Note, \displaystyle z=f (x,y) is a function of \displaystyle x and \displaystyle y, and both \displaystyle x=g (u,v) and \displaystyle y=h (u,v) are functions of the independent variables \displaystyle u and \displaystyle v. Chain Rule for Two Independent Variables. \end{align*}\]. \end{align} Similarly, \begin{align} \frac{\partial F}{\partial y}& =\frac{\partial F}{\partial u}\frac{\partial u}{\partial y}+\frac{\partial F}{\partial v}\frac{\partial v}{\partial y}+\frac{\partial F}{\partial w}\frac{\partial w}{\partial y} \\ & =\frac{\partial F}{\partial u}(-1)+\frac{\partial F}{\partial v}(1)+\frac{\partial F}{\partial w}(0) \\ & =-\frac{\partial F}{\partial u}+\frac{\partial F}{\partial v} \end{align} and \begin{align} \frac{\partial F}{\partial z}& =\frac{\partial F}{\partial u}\frac{\partial u}{\partial z}+\frac{\partial F}{\partial v}\frac{\partial v}{\partial z}+\frac{\partial F}{\partial w}\frac{\partial w}{\partial z} \\ & =\frac{\partial F}{\partial u}(0)+\frac{\partial F}{\partial v}(-1)+\frac{\partial F}{\partial w}(1) \\ & =-\frac{\partial F}{\partial v}+\frac{\partial F}{\partial v} \end{align} Therefore the required expression is \begin{equation} \frac{\partial F}{\partial x}+\frac{\partial F}{\partial y}+\frac{\partial F}{\partial z} \left[\frac{\partial F}{\partial u}-\frac{\partial F}{\partial w}\right]+\left[-\frac{\partial F}{\partial u}+\frac{\partial F}{\partial v}\right]+\left[-\frac{\partial F}{\partial v}+\frac{\partial F}{\partial v}\right] =0. We also acknowledge previous National Science Foundation support under grant numbers 1246120, 1525057, and 1413739. 2 Chain rule for two sets of independent variables If u = u(x,y) and the two independent variables x,y are each a function of two new independent variables s,tthen we want relations between their partial derivatives. \end{align*}\]. Here we see what that looks like in the relatively simple case where the composition is a single-variable function. \end{align*}\], Then we substitute \(\displaystyle x(u,v)=3u+2v\) and \(\displaystyle y(u,v)=4u−v:\), \[\begin{align*} \dfrac{∂z}{∂v} =14x−6y \\[4pt] =14(3u+2v)−6(4u−v) \\[4pt] =18u+34v \end{align*}\]. Write out the chain rule for the function $w=f(x,y,z)$ where $x=x(s,t,u) ,$ $y=y(s,t,u) ,$ and $z=z(s,t,u).$, Exercise. We’ll start with the chain rule that you already know from ordinary functions of one variable. Using Note and the function \(\displaystyle f(x,y)=x^2+3y^2+4y−4,\) we obtain, \[\begin{align*} \dfrac{∂f}{∂x} =2x\\[4pt] \dfrac{∂f}{∂y} =6y+4. Next, we divide both sides by \(\displaystyle t−t_0\): \[z(t)−z(t_0)t−t_0=fx(x_0,y_0)(x(t)−x(t_0)t−t_0)+f_y(x_0,y_0)(y(t)−y(t_0)t−t_0)+E(x(t),y(t))t−t_0. If $u=f(x,y),$ where $x=e^s \cos t$ and $y=e^s \sin t,$ show that \begin{equation} \frac{\partial ^2u}{\partial x^2}+\frac{\partial ^2u}{\partial y^2}=e^{-2s}\left[\frac{\partial ^2u}{\partial s^2}+\frac{\partial ^2u}{\partial t^2}\right]. Multivariable Chain Rule SUGGESTED REFERENCE MATERIAL: As you work through the problems listed below, you should reference Chapter 13.5 of the rec-ommended textbook (or the equivalent chapter in your alternative textbook/online resource) and your lecture notes. $$, Solution. I am trying to understand the chain rule under a change of variables. Then we take the limit as \(\displaystyle t\) approaches \(\displaystyle t_0\): \[\begin{align*} \lim_{t→t_0}\dfrac{z(t)−z(t_0)}{t−t_0} = f_x(x_0,y_0)\lim_{t→t_0} \left (\dfrac{x(t)−x(t_0)}{t−t_0} \right) \\[4pt] +f_y(x_0,y_0)\lim_{t→t_0}\left (\dfrac{y(t)−y(t_0)}{t−t_0}\right)\\[4pt] +\lim_{t→t_0}\dfrac{E(x(t),y(t))}{t−t_0}. Suppose \(\displaystyle x=g(u,v)\) and \(\displaystyle y=h(u,v)\) are differentiable functions of \(\displaystyle u\) and \(\displaystyle v\), and \(\displaystyle z=f(x,y)\) is a differentiable function of \(\displaystyle x\) and \(\displaystyle y\). We can draw a tree diagram for each of these formulas as well as follows. Exercise. Example. Solution. However, we can get a better feel for it … The chain rule for single-variable functions states: if g is differentiable at and f is differentiable at , then is differentiable at and its derivative is: The proof of the chain rule is a bit tricky - I left it for the appendix. We then subtract \(\displaystyle z_0=f(x_0,y_0)\) from both sides of this equation: \[ \begin{align*} z(t)−z(t_0) =f(x(t),y(t))−f(x(t_0),y(t_0)) \\[4pt] =f_x(x_0,y_0)(x(t)−x(t_0))+f_y(x_0,y_0)(y(t)−y(t_0))+E(x(t),y(t)). Active 5 days ago. \\ & \hspace{2cm} \left. How does the chain rule work when you have a composition involving multiple functions corresponding to multiple variables? If $f$ is differentiable and $z=u+f\left(u^2v^2\right)$, show that \begin{equation} u\frac{\partial z}{\partial u}-v\frac{\partial z}{\partial v}=u. Theorem. +\frac{\partial u}{\partial y}\left(-e^s \sin t\right) +\frac{\partial }{\partial t}\left(\frac{\partial u}{\partial y}\right)e^s \cos t\right] \\ & =e^{-2s}\left[\frac{\partial u}{\partial x}e^s \cos t +\left[\frac{ \partial ^2 u}{\partial x^2}e^s \cos t +\frac{ \partial^2 u}{\partial x \partial y}\left(e^s \sin t\right)\right]e^s \cos t\right. The version with several variables is more complicated and we will use the tangent approximation and total differentials to help understand and organize it. \\ & \hspace{2cm} \left. The general form of Leibniz's Integral Rule with variable limits can be derived as a consequence of the basic form of Leibniz's Integral Rule, the Multivariable Chain Rule, and the First Fundamental Theorem of Calculus. What is the equation of the tangent line to the graph of this curve at point \(\displaystyle (2,1)\)? Example. Includes full solutions and score reporting. Calculate \(\displaystyle dy/dx\) if y is defined implicitly as a function of \(\displaystyle x\) via the equation \(\displaystyle 3x^2−2xy+y^2+4x−6y−11=0\). +\frac{\partial u}{\partial y}\left(-e^s \sin t\right) +\frac{\partial ^2 u}{\partial x \partial y}\left(-e^{2s} \cos t \sin t\right) +\frac{\partial ^2 u}{\partial y^2}e^{2s} \cos ^2 t\right] \\ & =e^{-2s}\left[\frac{ \partial ^2 u}{\partial x^2}e^{2s} \cos ^2 t +\frac{ \partial ^2 u}{\partial y^2}e^{2s} \sin ^2 t +\frac{ \partial ^2 u}{\partial x^2}\left(e^{2s} \sin ^2 t\right) +\frac{ \partial ^2 u}{\partial y^2}e^{2s} \cos ^2 t\right] \\ & =\frac{ \partial ^2u}{\partial x^2}+\frac{ \partial ^2u}{\partial y^2}. Difference between these two chain rule ) h has two independent variables easy to differentiate in this section of! And x, y differentiable wrt questions for Calculus 3 » chain rule times... And divide by Δu to get Δw ∂w Δu ≈ ∂x Δx ∂w Δy... 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