proof of multivariable chain rule

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. Proof of the Chain Rule •If we define ε to be 0 when Δx = 0, the ε becomes a continuous function of Δx. I Chain rule for change of coordinates in a plane. We’ll start with the chain rule that you already know from ordinary functions of one variable. Theorem. We need to calculate each of them: \[\begin{align*} \dfrac{∂w}{∂x}=6x−2y \dfrac{∂w}{∂y}=−2x \dfrac{∂w}{∂z}=8z \\[4pt] \dfrac{∂x}{∂u}=e^u\sin v \dfrac{∂y}{∂u}=e^u\cos v \dfrac{∂z}{∂u}=e^u \\[4pt] dfrac{∂x}{∂v}=e^u\cos v \dfrac{∂y}{∂v}=−e^u\sin v \dfrac{∂z}{∂v}=0. Proof of the Chain Rule • Given two functions f and g where g is diﬀerentiable at the point x and f is diﬀerentiable at the point g(x) = y, we want to compute the derivative of the composite function f(g(x)) at the point x. The variables \(\displaystyle x\) and \(\displaystyle y\) that disappear in this simplification are often called intermediate variables: they are independent variables for the function \(\displaystyle f\), but are dependent variables for the variable \(\displaystyle t\). \end{align*}\]. Proof of the chain rule: Just as before our argument starts with the tangent approximation at the point (x 0,y 0). in Mathematics and has enjoyed teaching precalculus, calculus, linear algebra, and number theory at both the junior college and university levels for over 20 years. We can draw a tree diagram for each of these formulas as well as follows. In this section we’re going to prove many of the various derivative facts, formulas and/or properties that we encountered in the early part of the Derivatives chapter. By the chain rule, \begin{align} \frac{\partial u}{\partial s} & = \frac{\partial u}{\partial x}\frac{\partial x}{\partial s}+\frac{\partial u}{\partial y}\frac{\partial y}{\partial s}+\frac{\partial u}{\partial z}\frac{\partial z}{\partial s} \\ & =\left(4x^3y\right)\left(r e^t\right)+\left(x^4+2y z^3\right)\left(2r s e^{-t}\right)+\left(3y^2z^2\right)\left(r^2\sin t\right).\end{align} When $r=2,$ $s=1,$ and $t=0,$ we have $x=2,$ $y=2,$ and $z=0,$ so \begin{equation} \frac{\partial u}{\partial s}=(64)(2)+(16)(4)+(0)(0)=192. James Stewart @http://www.prepanywhere.comA detailed proof of chain rule. Set \(\displaystyle f(x,y)=3x^2−2xy+y^2+4x−6y−11=0,\) then calculate \(\displaystyle f_x\) and \(\displaystyle f_y: f_x=6x−2y+4\) \(\displaystyle f_y=−2x+2y−6.\), \[\displaystyle \dfrac{dy}{dx}=−\dfrac{∂f/∂x}{∂f/∂y}=\dfrac{6x−2y+4}{−2x+2y−6}=\dfrac{3x−y+2}{x−y+3}. Use tree diagrams as an aid to understanding the chain rule for several independent and intermediate variables. Receive free updates from Dave with the latest news! \end{align}, Example. The chain rule gives, \begin{align} \frac{d z}{d t} &=\frac{\partial z}{\partial x}\frac{d x}{d t}+\frac{\partial z}{\partial y}\frac{d y}{d t} \\ & =\left(2e^t\sin t+3 \text{sin t}^4t\right)e^t +\left(e^{2t}+12e^t\sin ^3t\right) \cos t. \end{align} as desired. +\frac{\partial u}{\partial y}e^s \sin t +\frac{ \partial ^2 u}{\partial x \partial y}\left(e^{2s}\sin t \cos t\right) +\frac{ \partial ^2 u}{\partial y^2}e^{2s} \sin ^2 t +\frac{\partial u}{\partial x}\left(-e^s \cos t\right) \right. Recall that when multiplying fractions, cancelation can be used. The method involves differentiating both sides of the equation defining the function with respect to \(\displaystyle x\), then solving for \(\displaystyle dy/dx.\) Partial derivatives provide an alternative to this method. Includes full solutions and score reporting. We will differentiate $\sqrt{\sin^{2} (3x) + x}$. \end{align*}\], The left-hand side of this equation is equal to \(\displaystyle dz/dt\), which leads to, \[\dfrac{dz}{dt}=f_x(x_0,y_0)\dfrac{dx}{dt}+f_y(x_0,y_0)\dfrac{dy}{dt}+\lim_{t→t_0}\dfrac{E(x(t),y(t))}{t−t_0}. We substitute each of these into Equation \ref{chain1}: \[\begin{align*} \dfrac{dz}{dt} =\dfrac{ \partial z}{ \partial x} \cdot \dfrac{dx}{dt}+\dfrac{ \partial z}{ \partial y}\cdot \dfrac{dy}{dt} \\[4pt] =\left(\dfrac{x}{\sqrt{x^2−y^2}}\right) (2e^{2t})+\left(\dfrac{−y}{\sqrt{x^2−y^2}} \right) (−e^{−t}) \\[4pt] =\dfrac{2xe^{2t}−ye^{−t}}{\sqrt{x^2−y^2}}. The chain rule for functions of more than one variable involves the partial derivatives with respect to all the independent variables. 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. 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. We now practice applying the Multivariable Chain Rule. Free practice questions for Calculus 3 - Multi-Variable Chain Rule. If we treat these derivatives as fractions, then each product “simplifies” to something resembling \(\displaystyle ∂f/dt\). As such, we can find the derivative \(\displaystyle dy/dx\) using the method of implicit differentiation: \[\begin{align*}\dfrac{d}{dx}(x^2+3y^2+4y−4) =\dfrac{d}{dx}(0) \\[4pt] 2x+6y\dfrac{dy}{dx}+4\dfrac{dy}{dx} =0 \\[4pt] (6y+4)\dfrac{dy}{dx} =−2x\\[4pt] \dfrac{dy}{dx} =−\dfrac{x}{3y+2}\end{align*}\], We can also define a function \(\displaystyle z=f(x,y)\) by using the left-hand side of the equation defining the ellipse. This gives us Equation. Now that we’ve see how to extend the original chain rule to functions of two variables, it is natural to ask: Can we extend the rule to more than two variables? Active 5 days ago. Introduction to the multivariable chain rule. \begin{align} & \left.\frac{\partial s}{\partial x_1}\right|_{t=\pi } =\left.\frac{-\left(x_2-x_1\right)}{\sqrt{\left(x_2-x_1\right){}^2+\left(y_2-y_1\right){}^2}} \right|_{t=\pi}=\frac{-2}{\sqrt{13}} \\ & \left.\frac{\partial s}{\partial y_1}\right|_{t=\pi } =\left.\frac{-\left(y_2-y_1\right)}{\sqrt{\left(x_2-x_1\right){}^2+\left(y_2-y_1\right){}^2}}\right|_{t=\pi} = \frac{-3}{\sqrt{13}} \\ & \left.\frac{\partial s}{\partial x_2}\right|_{t=\pi } =\left.\frac{\left(x_2-x_1\right)}{\sqrt{\left(x_2-x_1\right){}^2+\left(y_2-y_1\right){}^2}}\right|{t=\pi}=\frac{2}{\sqrt{13}} \\ & \left.\frac{\partial s}{\partial y_2}\right|_{t=\pi } =\left.\frac{\left(y_2-y_1\right)}{\sqrt{\left(x_2-x_1\right){}^2+\left(y_2-y_1\right){}^2}}\right|_{t=\pi}=\frac{3}{\sqrt{13}} \end{align} When $t=\pi ,$ the derivatives of $x_1,$ $y_1,$ $x_2,$ and $y_2$ are \begin{align} & \left.\frac{d x_1}{dt}\right|_{t=\pi }=-2 \sin t|{t=\pi }=0 & & \left.\frac{d y_1}{dt}\right|_{t=\pi }=3 \cos t|{t=\pi }=-3 \\ & \left.\frac{d x_2}{dt}\right|_{t=\pi }=8 \cos 2t|{t=\pi }=8 & & \left.\frac{d y_2}{dt}\right|_{t=\pi }=-6 \sin 2t|{t=\pi }=0 \end{align} So using the chain rule \begin{equation} \frac{d s}{d t} =\frac{\partial s}{\partial x_1}\frac{d x_1}{d t}+\frac{\partial s}{\partial y_1}\frac{d y_1}{d t}+\frac{\partial s}{\partial x_2}\frac{d x_2}{d t}+\frac{\partial s}{\partial y_2}\frac{d y_2}{d t} \end{equation} When $t=\pi $, we find that the distance is changing at a rate of \begin{equation*} \left.\frac{d s}{d t} \right|_{t=\pi} =\left(\frac{-2}{\sqrt{13}}\right)(0)+\left(\frac{-3}{\sqrt{13}}\right)(-3)+\left(\frac{2}{\sqrt{13}}\right)(8)+\left(\frac{3}{\sqrt{13}}\right)(0) =\frac{25}{\sqrt{13}}. 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