Lecture 4 Chain Rule, and Higher Derivatives

LECTURE 4
CHAIN RULE, AND HIGHER DERIVATIVES
CHAIN RULE
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18.01 Single Variable Calculus
Fall 2006
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We’ve got general procedures for differentiating expressions with
addition, subtraction, and multiplication. What about composition?
Example 1. y = f(x) = sin x, x = g(t) = t
𝑑𝑦
So, y = f(g(t)) = sin(t2). To find,
, write:
𝑑𝑑
𝑑 = 𝑑0
𝑑 = 𝑑0 + βˆ†π‘‘
π‘₯ = π‘₯0
π‘₯ = π‘₯0 + βˆ†π‘₯
𝑦 = 𝑓(π‘₯0 )
𝑦 = 𝑦0 + βˆ†π‘¦
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Δ𝑦
Δ𝑦 Ξ”π‘₯
=
.
Δ𝑑
Ξ”π‘₯ Δ𝑑
As Ξ”t β†’ 0, Ξ”x β†’ 0 too, because of continuity.
So we get:
𝑑𝑦
𝑑𝑑
=
𝑑𝑦
𝑑π‘₯
𝑑π‘₯
.
𝑑𝑑
← The Chain Rule!
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οƒ’
In the
𝑑π‘₯
𝑑𝑑
𝑑𝑦
example,
= 2𝑑, and =
𝑑π‘₯
𝑑
𝑑𝑦 𝑑π‘₯
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So, (sin(𝑑 )) =
.
𝑑𝑑
𝑑π‘₯ 𝑑𝑑
cos π‘₯.
= (cos π‘₯)(2𝑑)
= (2𝑑) cos(π‘₯ 2 )
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ANOTHER NOTATION FOR THE CHAIN RULE
𝑑
𝑓
𝑑𝑑
𝑔 𝑑
β€²
= 𝑓 𝑔 𝑑 𝑔′(𝑑)
(or
𝑑𝑦
𝑓
𝑑π‘₯
𝑔 π‘₯
= 𝑓 β€² 𝑔 π‘₯ 𝑔′ π‘₯ )
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EXAMPLE 1. (CONTINUED)
Composition of functions 𝑓(π‘₯) = sin π‘₯ and
𝑔 π‘₯ = π‘₯2
𝑓 ° 𝑔 π‘₯ = 𝑓 𝑔 π‘₯ = sin π‘₯ 2
𝑔 ° 𝑓 π‘₯ = 𝑔 𝑓 π‘₯ = sin2 (π‘₯)
Note: 𝑓 ° 𝑔 β‰  𝑔 ° 𝑓. Not Commutative!
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COMPOSITION OF FUNCTIONS:
𝑓 ° G(X) = F(G(X))
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EXAMPLE 2.
Let u =
𝑑
1
COS
𝑑π‘₯
π‘₯
=?
1
π‘₯
𝑑𝑦
𝑑𝑦 𝑑𝑒
=
𝑑π‘₯
𝑑𝑒 𝑑π‘₯
𝑑𝑦
𝑑𝑒
1
= βˆ’π‘ π‘–π‘› 𝑒 ;
= βˆ’ 2
𝑑𝑒
𝑑π‘₯
π‘₯
1
𝑠𝑖𝑛
𝑑𝑦
𝑠𝑖𝑛 (𝑒)
βˆ’1
π‘₯
=
= (βˆ’π‘ π‘–π‘› 𝑒)
=
2
2
𝑑π‘₯
π‘₯
π‘₯
π‘₯2
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EXAMPLE 3.
𝑑
.
𝑑π‘₯
π‘₯ βˆ’π‘› = ?
There are two ways to proceed. π‘₯ βˆ’π‘› =
π‘₯
βˆ’π‘›
=
1
π‘₯𝑛
𝑑
οƒ’
𝑑π‘₯
π‘₯ βˆ’π‘› =
βˆ’π‘›π‘₯ βˆ’ π‘›βˆ’1 π‘₯
𝑑
οƒ’
𝑑π‘₯
βˆ’π‘›
π‘₯
βˆ’π‘›π‘₯ βˆ’
=
π‘›βˆ’1
𝑑 1 𝑛
𝑑π‘₯ π‘₯
βˆ’2
1 π‘›βˆ’1 βˆ’1
=𝑛
π‘₯
π‘₯2
βˆ’π‘›βˆ’1
1 𝑛
,
π‘₯
or
=
= βˆ’π‘›π‘₯
𝑑
1
𝑑π‘₯ π‘₯ 𝑛
π‘›βˆ’1
= 𝑛π‘₯
(Think of π‘₯ 𝑛 as u)
βˆ’1
π‘₯ 2𝑛
=
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HIGHER DERIVATIVES
Higher derivatives are derivatives of
derivatives. For instance, if 𝑔 = 𝑓′, then β„Ž =
𝑔′ is the second derivative of f. We write β„Ž =
𝑓 β€² β€² = 𝑓′′.
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Notations
Higher derivatives are pretty straightforward β€”just
keep taking the derivative!
𝑓′ π‘₯
𝐷𝑓
𝑑𝑓
𝑑π‘₯
𝑓′′(π‘₯)
𝐷2 𝑓
𝑑2 𝑓
𝑑π‘₯ 2
𝑓′′′(π‘₯)
𝐷3 𝑓
𝑑3 𝑓
𝑑π‘₯ 3
𝑓 𝑛 (π‘₯)
𝐷𝑛 𝑓
𝑑𝑛 𝑓
𝑑π‘₯ 𝑛
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EXAMPLE. 𝐷 𝑛 π‘₯ 𝑛 = ?
Start small and look for a pattern.
𝐷π‘₯ = 1
𝐷 2 π‘₯ 2 = 𝐷 2π‘₯ = 2 ( = 1 βˆ™ 2)
𝐷 3 π‘₯ 3 = 𝐷 2 3π‘₯ 2 = 𝐷 6π‘₯ = 6 ( = 1 βˆ™
2 βˆ™ 3)
𝐷 4 π‘₯ 4 = 𝐷 3 4π‘₯ 3 = 𝐷 2 12π‘₯ 2 = 𝐷 24π‘₯ =
24 ( = 1 βˆ™ 2 βˆ™ 3 βˆ™ 4)
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The notation n! is called β€œn factorial” and defined
by n! = n(n βˆ’ 1) · · · 2 · 1
Proof by Induction: We’ve already checked the
base case (n = 1).
Induction step: Suppose we know 𝐷𝑛 π‘₯ 𝑛 = 𝑛!
case. Show it holds for the (𝑛 + 1)𝑠𝑑 case.
𝐷𝑛+1 π‘₯ 𝑛+1 = 𝐷𝑛 (𝐷π‘₯ 𝑛+1 ) = 𝐷𝑛 (𝑛 +
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Thank You!
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