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chain rule (Theorem)

Let $ f, g$ be differentiable, real-valued functions such that $ g$ is defined on an open set $ I\subseteq \mathbb{R}$, and $ f$ is defined on $ g(I)$. Then the derivative of the composition $ f\circ g$ is given by the chain rule, which asserts that

$\displaystyle (f\circ g)'(x) = (f'\circ g)(x)\, g'(x), \quad x\in I. $

The chain rule has a particularly suggestive appearance in terms of the Leibniz formalism. Suppose that $ z$ depends differentiably on $ y$, and that $ y$ in turn depends differentiably on $ x$. Then we have

$\displaystyle \frac{dz}{dx} = \frac{dz}{dy}\, \frac{dy}{dx}. $
The apparent cancellation of the $ dy$ term is at best a formal mnemonic, and does not constitute a rigorous proof of this result. Rather, the Leibniz format is well suited to the interpretation of the chain rule in terms of related rates. To wit:
The instantaneous rate of change of $ z$ relative to $ x$ is equal to the rate of change of $ z$ relative to $ y$ times the rate of change of $ y$ relative to $ x$.



"chain rule" is owned by matte. [ full author list (2) | owner history (1) ]
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See Also: derivative, chain rule (several variables)


Attachments:
chain rule (several variables) (Theorem) by rmilson
example of chain rule (Example) by rmilson
proof of chain rule (Proof) by n3o
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Cross-references: related rates, interpretation, mnemonic, terms, composition, derivative, open set, functions, differentiable
There are 45 references to this entry.

This is version 9 of chain rule, born on 2002-02-24, modified 2004-09-27.
Object id is 2561, canonical name is ChainRule.
Accessed 12478 times total.

Classification:
AMS MSC26A06 (Real functions :: Functions of one variable :: One-variable calculus)

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