14

PARTIAL DERIVATIVES
PARTIAL DERIVATIVES

14.5
The Chain Rule

In this section, we will learn about:

The Chain Rule and its application
in implicit differentiation.
Recall thatRULE
THE CHAIN the Chain Rule for functions
of a single variable gives the following rule
for differentiating a composite function.
THE CHAIN RULE Equation 1

If y = f(x) and x = g(t), where f and g are

differentiable functions, then y is indirectly
a differentiable function of t,
and
dy dy dx

dt dx dt
THE CHAIN RULE

For functions of more than one variable,

the Chain Rule has several versions.

 Each gives a rule for differentiating

a composite function.
THE CHAIN RULE

The first version (Theorem 2) deals with

the case where z = f(x, y) and each of
the variables x and y is, in turn, a function
of a variable t.

 This means that z is indirectly a function of t,

z = f(g(t), h(t)), and the Chain Rule gives a formula
for differentiating z as a function of t.
THE CHAIN RULE

We assume that f is differentiable

(Definition 7 in Section 14.4).

 Recall that this is the case when fx and fy

are continuous (Theorem 8 in Section 14.4).
THE CHAIN RULE (CASE 1) Theorem 2

Suppose that z = f(x, y) is a differentiable

function of x and y, where x = g(t) and y = h(t)
are both differentiable functions of t.

 Then, z is a differentiable function of t

and
dz f dx f dy
 
dt x dt y dt
THE CHAIN RULE (CASE 1)

Since we often write ∂z/∂x in place of ∂f/∂x,

we can rewrite the Chain Rule in the form

dz z dx z dy
 
dt x dt y dt
THE CHAIN RULE (CASE 1) Example 1

If z = x2y + 3xy4, where x = sin 2t and

y = cos t, find dz/dt when t = 0.

 The Chain Rule gives:

dz z dx z dy
 
dt x dt y dt
(2 xy  3 y 4 )(2 cos 2t )  ( x 2  12 xy 3 )(  sin t )
THE CHAIN RULE (CASE 1) Example 1

It’s not necessary to substitute the

expressions for x and y in terms of t.

 We simply observe that, when t = 0,

we have x = sin 0 = 0 and y = cos 0 = 1.

 Thus,
dz
dt t 0

(0  3)(2 cos 0)  (0  0)(  sin 0) 6

THE CHAIN RULE (CASE 1)

The derivative in Example 1 can be

interpreted as:
 The rate of change of z
with respect to t as
the point (x, y) moves
along the curve C
with parametric equations
x = sin 2t, y = cos t
THE CHAIN RULE (CASE 1)

In particular, when t = 0,

 The point (x, y) is (0, 1).

 dz/dt = 6 is the rate

of increase as we move
along the curve C
through (0, 1).
THE CHAIN RULE (CASE 1)

If, for instance, z = T(x, y) = x2y + 3xy4

represents the temperature at the point (x, y),
then

 The composite function z = T(sin 2t, cos t)

represents the temperature at points on C

 The derivative dz/dt represents the rate at which

the temperature changes along C.
THE CHAIN RULE (CASE 1)

We now consider the situation where

z = f(x, y), but each of x and y is a function of
two variables s and t : x = g(s, t), y = h(s, t).

 Then, z is indirectly a function of s and t,

and we wish to find ∂z/∂s and ∂z/∂t.
THE CHAIN RULE (CASE 1)

Recall that, in computing ∂z/∂t, we hold s fixed

and compute the ordinary derivative of z with
respect to t.

 So, we can apply Theorem 2 to obtain:

z z x z y
 
t x t y t
THE CHAIN RULE (CASE 1)

A similar argument holds for ∂z/∂s.

So, we have proved the following

version of the Chain Rule.
THE CHAIN RULE (CASE 2) Theorem 3

Suppose z = f(x, y) is a differentiable function

of x and y, where x = g(s, t) and y = h(s, t)
are differentiable functions of s and t.

 Then,

z z x z y z z x z y
   
s x s y s t x t y t
THE CHAIN RULE (CASE 2) Example 3

If z = ex sin y, where x = st2 and y = s2t,

find ∂z/∂s and ∂z/∂t.

 Applying Case 2 of the Chain Rule,

we get the following results.
THE CHAIN RULE (CASE 2) Example 3

z z x z y
 
s x s y s

x 2 x
(e sin y )(t )  (e cos y )(2 st )

2 st 2 2 st 2 2
t e sin( s t )  2ste cos( s t )
THE CHAIN RULE (CASE 2) Example 3

z z x z y
 
t x t y t

x x 2
(e sin y )(2 st )  (e cos y )( s )

st 2 2 2 st 2 2
2 ste sin( s t )  s e cos( s t )
THE CHAIN RULE

Case 2 of the Chain Rule contains three

types of variables:

 s and t are independent variables.

 x and y are called intermediate variables.

 z is the dependent variable.

THE CHAIN RULE

Notice that Theorem 3 has one term

for each intermediate variable.

 Each term resembles the one-dimensional

Chain Rule in Equation 1.
THE CHAIN RULE

To remember the Chain Rule,

it’s helpful to draw a tree diagram,
as follows.
TREE DIAGRAM

We draw branches from the dependent

variable z to the intermediate variables
x and y to indicate that z is a function
of x and y.
TREE DIAGRAM

Then, we draw branches from x and y

to the independent variables s and t.

 On each branch,
we write the
corresponding
partial derivative.
TREE DIAGRAM

To find ∂z/∂s, we find the product of the partial

derivatives along each path from z to s and
then add these products:
z z x z y
 
s x s y s
TREE DIAGRAM

Similarly, we find ∂z/∂t by using

the paths from z to t.
THE CHAIN RULE

Now, we consider the general situation in

which a dependent variable u is a function
of n intermediate variables x1, . . . , xn.

Each of this is, in turn, a function of m

independent variables t1 , . . ., tm.
THE CHAIN RULE

Notice that there are n terms—one for

each intermediate variable.
THE CHAIN RULE (GEN. VERSION) Theorem 4

Suppose u is a differentiable function of

the n variables x1, x2, …, xn and each xj
is a differentiable function of the m variables
t1, t2 . . . , tm.
THE CHAIN RULE (GEN. VERSION) Theorem 4

Then, u is a function of t1, t2, . . . , tm

and
u u x1 u x2 u xn
   
ti x1 ti x2 ti xn ti

for each i = 1, 2, . . . , m.
THE CHAIN RULE (GEN. VERSION) Example 4

Write out the Chain Rule for the case

where w = f(x, y, z, t)
and
x = x(u, v), y = y(u, v), z = z(u, v), t = t(u, v)

 We apply Theorem 4 with n = 4 and m = 2.

THE CHAIN RULE (GEN. VERSION) Example 4

The figure shows the tree diagram.

 We haven’t written the derivatives on the branches.

 However, it’s understood that, if a branch leads from

y to u, the partial derivative for that branch is ∂y/∂u.
THE CHAIN RULE (GEN. VERSION) Example 4

With the aid of the tree diagram, we can now

write the required expressions:

w w x w y w z w t
   
u x u y u z u t u

w w x w y w z w t
   
v x v y v z v t v
THE CHAIN RULE (GEN. VERSION) Example 5

If u = x4y + y2z3, where

x = rset, y = rs2e–t, z = r2s sin t

find the value of ∂u/∂s when

r = 2, s = 1, t = 0
THE CHAIN RULE (GEN. VERSION) Example 5

With the help of

this tree diagram,

u have:
we
s
u x u y u z
  
x s y s z s
3 t 4 3 t 2 2 2
(4 x y )(re )  ( x  2 yz )(2rse )  (3 y z )(r sin t )
THE CHAIN RULE (GEN. VERSION) Example 5

When r = 2, s = 1, and t = 0,
we have:
x = 2, y = 2, z = 0
Thus,
u
(64)(2)  (16)(4)  (0)(0)
s
192
THE CHAIN RULE (GEN. VERSION) Example 6

If g(s, t) = f(s2 – t2, t2 – s2) and f is

differentiable, show that g satisfies
the equation
g g
t s 0
s t
THE CHAIN RULE (GEN. VERSION) Example 6

Let x = s2 – t2 and y = t2 – s2.

 Then, g(s, t) = f(x, y), and the Chain Rule gives:

g f x f y f f
   (2 s )  ( 2 s)
s x s y s x y

g f x f y f f
   ( 2t )  (2t )
t x t y t x y
THE CHAIN RULE (GEN. VERSION) Example 6

Therefore,

g g
t s
s t
 f f   f f 
 2 st  2st     2st  2st 
 x y   x y 
0
THE CHAIN RULE (GEN. VERSION) Example 7

If z = f(x, y) has continuous second-order

partial derivatives and x = r2 + s2 and y = 2rs,
find:

a. ∂z/∂r
b. ∂2z/∂r2
THE CHAIN RULE (GEN. VERSION) Example 7 a

The Chain Rule gives:

z z x z y
 
r x r y r
z z
 (2r )  (2 s)
x y
THE CHAIN RULE (GEN. VERSION) E. g. 7 b—Equation 5

Applying the Product Rule to the expression

in part a, we get:

2
 z   z z 
2
  2r  2 s 
r r  x y 
z   z    z 
2  2r    2 s  
x r  x  r  y 
THE CHAIN RULE (GEN. VERSION) Example 7 b

However, using the Chain Rule again,

we have the following results.
THE CHAIN RULE (GEN. VERSION) Example 7 b

  z    z  x   z  y
      
r  x  x  x  r y  x  r
2 2
 z  z
 2 (2r )  (2 s)
x yx

  z    z  x   z  y
      
r  y  x  y  r y  y  r

2 z 2 z
 (2r )  2 (2 s)
xy y
THE CHAIN RULE (GEN. VERSION) Example 7 b

Putting these expressions into Equation 5 and

using the equality of the mixed second-order
derivatives, we obtain the following result.
THE CHAIN RULE (GEN. VERSION) Example 7 b
2
 z z  2
 z  z 
2

2
2  2r  2r 2  2 s 
r x  x yx 
 2
 z  z
2
 2 s  2r  2s 2 
 xy y 
2 2 2
z 2  z  z 2  z
2  4r 2
 8rs  4s 2
x x xy y
IMPLICIT DIFFERENTIATION

The Chain Rule can be used to give

a more complete description of the process
of implicit differentiation that was introduced
in Sections 3.5 and 14.3
IMPLICIT DIFFERENTIATION

We suppose that an equation of

the form F(x, y) = 0 defines y implicitly
as a differentiable function of x.

 That is, y = f(x), where F(x, f(x)) = 0

for all x in the domain of f.
IMPLICIT DIFFERENTIATION

If F is differentiable, we can apply Case 1 of

the Chain Rule to differentiate both sides of
the equation F(x, y) = 0 with respect to x.

 Since both x and y are functions of x,

we obtain:
F dx F dy
 0
x dx y dx
IMPLICIT DIFFERENTIATION Equation 6

However, dx/dx = 1.
So, if ∂F/∂y ≠ 0, we solve for dy/dx
and obtain:
F
dy x Fx
 
dx F Fy
y
IMPLICIT FUNCTION THEOREM

To get the equation, we assumed F(x, y) = 0

defines y implicitly as a function of x.

The Implicit Function Theorem, proved

in advanced calculus, gives conditions under
which this assumption is valid.
IMPLICIT FUNCTION THEOREM

The theorem states the following.

 Suppose F is defined on a disk containing (a, b),

where F(a, b) = 0, Fy(a, b) ≠ 0, and Fx and Fy
are continuous on the disk.

 Then, the equation F(x, y) = 0 defines y as

a function of x near the point (a, b) and
the derivative of this function is given by
Equation 6.
IMPLICIT DIFFERENTIATION Example 8

Find y’ if x3 + y3 = 6xy.

 The given equation can be written as:

F(x, y) = x3 + y3 – 6xy = 0

 So, Equation 6 gives:

dy Fx 3x 2  6 y x2  2 y
  2  2
dx Fy 3y  6x y  2x
IMPLICIT DIFFERENTIATION

Now, we suppose that z is given implicitly

as a function z = f(x, y) by an equation of
the form F(x, y, z) = 0.

 This means that F(x, y, f(x, y)) = 0

for all (x, y) in the domain of f.
IMPLICIT DIFFERENTIATION

If F and f are differentiable, then we can use

the Chain Rule to differentiate the equation
F(x, y, z) = 0 as follows:

F x F y F z
  0
x x y x z x
IMPLICIT DIFFERENTIATION

However,
 
( x) 1 and ( y ) 0
x x

So, that equation becomes:

F F z
 0
x z x
IMPLICIT DIFFERENTIATION Equations 7

If ∂F/∂z ≠ 0, we solve for ∂z/∂x and obtain

the first formula in these equations.

F F
z x z y
 
x F y F
z z
 The formula for ∂z/∂y is obtained in a similar
manner.
IMPLICIT FUNCTION THEOREM

Again, a version of the Implicit Function

Theorem gives conditions under which
our assumption is valid.
IMPLICIT FUNCTION THEOREM

This version states the following.

 Suppose F is defined within a sphere containing

(a, b, c), where F(a, b, c) = 0, Fz(a, b, c) ≠ 0,
and Fx, Fy, and Fz are continuous inside the sphere.

 Then, the equation F(x, y, z) = 0 defines z as

a function of x and y near the point (a, b, c),
and this function is differentiable, with partial
derivatives given by Equations 7.
IMPLICIT DIFFERENTIATION Example 9

Find ∂z/∂x and ∂z/∂y if

x3 + y3 + z3 + 6xyz = 1

 Let F(x, y, z) = x3 + y3 + z3 + 6xyz – 1

IMPLICIT DIFFERENTIATION Example 9

Then, from Equations 7, we have:

2 2
z Fx 3 x  6 yz x  2 yz
  2  2
x Fz 3z  6 xy z  2 xy

z Fy 2
3 y  6 xz 2
y  2 xz
  2  2
y Fz 3z  6 xy z  2 xy