|
The Multivariable Chain Rule
Suppose that $z=f(x,y)$, where $x$ and $y$ themselves depend on one or
more variables. Multivariable Chain Rules allow us to differentiate
$z$ with respect to any of the variables involved:
|
Let $x=x(t)$ and $y=y(t)$ be differentiable at $t$ and suppose that
$z=f(x,y)$ is differentiable at the point $(x(t),y(t))$. Then
$z=f(x(t),y(t))$ is differentiable at $t$ and
$$
\frac{dz}{dt} = \frac{\partial z}{\partial x}\frac{dx}{dt} + \frac{\partial
z}{\partial y}\frac{dy}{dt}.
$$
|
Proof
|
Although the formal proof is not trivial, the variable-dependence
diagram shown here provides a simple way to remember this Chain Rule.
Simply add up the two paths starting at $z$ and ending at $t$,
multiplying derivatives along each path.
Example
Let $z=x^2y-y^2$ where $x$ and $y$ are parametrized as $x=t^2$ and
$y=2t$.
Then
\begin{eqnarray*}
\frac{dz}{dt} & = & \frac{\partial z}{\partial x}\frac{dx}{dt} +
\frac{\partial z}{\partial y}\frac{dy}{dt}\\
& = & (2xy)(2t) + (x^2-2y)(2) \\
& = & (2t^2\cdot 2t)(2t) + \left( (t^2)^2-2(2t) \right) (2)\\
& = & 8t^4 + 2t^4 -8t \\
& = & 10t^4-8t.
\end{eqnarray*}
|
|
Alternate Solution
We now suppose that $x$ and $y$ are both multivariable functions.
|
Let $x=x(u,v)$ and $y=y(u,v)$ have first-order partial derivatives at
the point $(u,v)$ and suppose that $z=f(x,y)$ is differentiable at the
point $(x(u,v),y(u,v))$. Then $f(x(u,v),y(u,v))$ has first-order
partial derivatives at $(u,v)$ given by
\begin{eqnarray*}
\frac{\partial z}{\partial u} & = & \frac{\partial z}{\partial
x}\frac{\partial x}{\partial u} + \frac{\partial z}{\partial
y}\frac{\partial y}{\partial u} \\
\frac{\partial z}{\partial v} & = & \frac{\partial z}{\partial
x}\frac{\partial x}{\partial v} + \frac{\partial z}{\partial
y}\frac{\partial y}{\partial v} .
\end{eqnarray*}
|
Proof
|
Again, the variable-dependence diagram shown here indicates this Chain
Rule by summing paths for $z$ either to $u$ or to $v$.
Example
Let $z=e^{x^{2}y}$, where $x(u,v)=\sqrt{uv}$ and $y(u,v) = 1/v$. Then
\begin{eqnarray*}
\frac{\partial z}{\partial u} & = & \frac{\partial z}{\partial
x}\frac{\partial x}{\partial u} + \frac{\partial z}{\partial
y}\frac{\partial y}{\partial u} \\
& = & \left( 2xye^{x^{2}y} \right)
\left(\frac{\sqrt{v}}{2\sqrt{u}}\right) + \left(x^{2}e^{x^{2}y}\right)(0) \\
& = & 2\sqrt{uv} \cdot \frac{1}{v} e^{(\sqrt{uv})^{2} \cdot
\frac{1}{v}} \cdot \frac{\sqrt{v}}{2\sqrt{u}} + (\sqrt{uv})^{2} \cdot
e^{(\sqrt{uv})^{2} \cdot \frac{1}{v}} \cdot (0) \\
& = & e^{u} + 0 \\
& = & e^{u} \\
\frac{\partial z}{\partial v} & = & \frac{\partial z}{\partial
x}\frac{\partial x}{\partial v} + \frac{\partial z}{\partial
y}\frac{\partial y}{\partial v} \\
& = & \left( 2xye^{x^{2}y} \right) \left(\frac{\sqrt{u}}{2\sqrt{v}}
\right) + \left(x^{2}e^{x^{2}y}\right) \left( -\frac{1}{v^{2}} \right) \\
& = & 2\sqrt{uv}\cdot\frac{1}{v} e^{(\sqrt{uv})^{2}\cdot\frac{1}{v}}
\cdot \frac{\sqrt{u}}{2\sqrt{v}} + (\sqrt{uv})^{2}e^{(\sqrt{uv})^{2}
\cdot \frac{1}{v}} \cdot \left( -\frac{1}{v^{2}}\right) \\
& = & \frac{u}{v}e^{u} - \frac{u}{v}e^{u} \\
& = & 0.
\end{eqnarray*}
|
|
Alternate Solution
These Chain Rules generalize to functions of three or more variables
in a straight forward manner.
Key Concepts
- Let $x=x(t)$ and $y=y(t)$ be differentiable at $t$ and suppose that
$z=f(x,y)$ is differentiable at the point $(x(t),y(t))$. Then
$z=f(x(t),y(t))$ is differentiable at $t$ and
$$
\frac{dz}{dt} = \frac{\partial z}{\partial x}\frac{dx}{dt} +
\frac{\partial z}{\partial y}\frac{dy}{dt}.
$$
- Let $x=x(u,v)$ and $y=y(u,v)$ have first-order partial derivatives at
the point $(u,v)$ and suppose that $z=f(x,y)$ is differentiable at the
point $(x(u,v),y(u,v))$. Then $f(x(u,v),y(u,v))$ has first-order
partial derivatives at $(u,v)$ given by
\begin{eqnarray*}
\frac{\partial z}{\partial u} & = & \frac{\partial z}{\partial
x}\frac{\partial x}{\partial u} + \frac{\partial z}{\partial
y}\frac{\partial y}{\partial u} \\
\frac{\partial z}{\partial v} & = & \frac{\partial z}{\partial
x}\frac{\partial x}{\partial v} + \frac{\partial z}{\partial
y}\frac{\partial y}{\partial v} .
\end{eqnarray*}
|