10.6 The chain rule
The chain rule is used to find the derivatives of "functions of a function". Mathematically, these are written as
and it’s possible to find this just by known the derivatives of and .
The proof is a little involved, so for the moment you can find it at http://kruel.co/math/chainrule.pdf.
The result we’re after is that
Example 10.6.1
Find the derivative of
What is the first thing to do when approaching a question (well after having considered that the chain rule might be relevant)? We must find the nested functions. I find it helpful to think about the parts I find hard to differentiate. For example, in our example, I know how to differentiate , and also but not
Therefore, it is not unreasonable to create a variable and try to use the chain rule. We can write
This can be a little confusing, because no longer seems to appear in the function, but in reality is implicitly a function of (i.e. we know that depends on ). Applying the chain rule we know that
(10.38) |
We now know how to differentiate all the individual pieces. First we know that
(10.39) | ||||
(10.40) | ||||
(10.41) | ||||
(10.42) |
Then we can also differentiate with respect to , which is just
Therefore we get that overall