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Questions tagged [chain-rule]

For questions involving the chain rule in analysis. The chain rule is a special rule to differentiate a composition (chain) of several functions. In single-variable calculus, we found that one of the most useful differentiation rules is the chain rule, which allows us to find the derivative of the composition of two functions. The same thing is true for multivariable calculus, but this time we have to deal with more than one form of the chain rule.

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Chain Rule Intuition

We know that the chain rule is used to differentiate a composite function ,say $$f(x) = h(g(x))$$ It's defined as the derivative of the outside function times the derivative of the inner function or ...
alok's user avatar
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21 votes
1 answer
25k views

Understanding the chain rule in probability theory

When my teacher told us about the chain rule I found it quite easy, but when I am trying to prove something based on this rule I kind of get confused about what are the allowed forms of this rule. For ...
Moj's user avatar
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15 votes
7 answers
3k views

What's my confusion with the chain rule? (Differentiating $x^x$)

When deriving $x^x$, why can't you choose $u$ to be $x$, and find $\dfrac{d(x^u)}{du} \dfrac{du}{dx} = x^x$? Or you could go the other way and find $\dfrac{d(u^x)}{du}\dfrac{du}{dx}$, giving $\ln(x)\...
jg mr chapb's user avatar
  • 1,562
15 votes
2 answers
2k views

Why can you mix Partial Derivatives with Ordinary Derivatives in the Chain Rule?

This question is a simplified version of this previous question asked by myself. The following is a short extract from a book I am reading: If $u=(x^2+2y)^2 + 4$...
BLAZE's user avatar
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13 votes
2 answers
2k views

Why is this famous proof of the chain rule called "technically incorrect" in this pdf? [duplicate]

So I was looking through various proofs of the chain rule...and I came across this paper. The first proof given is complete and quite well-explained. But another simplistic proof is given in the end......
SirXYZ's user avatar
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13 votes
3 answers
1k views

Why is there only one term on the RHS of this chain rule with partial derivatives?

I know that if $u=u(s,t)$ and $s=s(x,y)$ and $t=t(x,y)$ then the chain rule is $$\begin{align}\color{blue}{\fbox{$\frac{\partial u}{\partial x}=\frac{\partial u}{\partial s}\times \frac{\partial s}{\...
BLAZE's user avatar
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12 votes
4 answers
44k views

Derivative of an even function is odd and vice versa

This is the question: "Show that the derivative of an even function is odd and that the derivative of an odd function is even. (Write the equation that says $f$ is even, and differentiate both ...
Py42's user avatar
  • 608
12 votes
2 answers
18k views

Derivation of the multivariate chain rule

I can't believe I couldn't find this information online, but could someone provide me a good proof of the multivariate chain rule ? \begin{align} \frac{df}{dt} = \frac{df}{dx}\frac{dx}{dt} + \frac{df}{...
user149705's user avatar
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12 votes
1 answer
3k views

When is the derivative of $f(g(x))$ equal to $g(f'(x))$?

By the chain rule, we know that the derivative of $f(g(x))$ is $f'(g(x))g'(x)$. Question: When is the derivative of $f(g(x))$ equal to $g(f'(x))$? Trivial solutions include the following: Let $f$ ...
Geoffrey Trang's user avatar
11 votes
3 answers
567 views

About a chain rule for Wronskians

The Wronskian of $(n-1)$ times differentiable functions $f_1, \ldots, f_n$ is defined as the determinant $$ W(f_1, \ldots, f_n)(x) = \begin{vmatrix} f_1(x) & f_2(x) & \cdots & f_n(x) \\ ...
Martin R's user avatar
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10 votes
1 answer
3k views

Understanding the chain rule in the Wirtinger calculus

The Wirtinger differential operators are defined by: \begin{equation} \frac{\partial}{\partial z} = \frac{1}{2}\left(\frac{\partial}{\partial x} - i\frac{\partial}{\partial y}\right) \\ \frac{\...
11Kilobytes's user avatar
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9 votes
2 answers
13k views

Integrating composite functions by a general formula?

There is a "Chain - Rule" in calculus that allows us to differentiate a composite function in the following way (Sorry for mixing up the two standard derivative notations.) : $$\frac {d}{dx} f(g(x)) =...
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9 votes
1 answer
1k views

Neural Networks and the Chain Rule

With neural networks, back-propagation is an implementation of the chain rule. However, the chain rule is only applicable for differentiable functions. With non-differentiable functions, there is no ...
NicNic8's user avatar
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9 votes
1 answer
184 views

Chain rule characterizes the derivative?

To what extend does the chain rule $(f\circ g)'=(f'\circ g)\cdot g'$ characterize the derivative $(\ldots)'$? More precisely: If a non-constant operator $T$ defined on all differentiable functions, ...
Carucel's user avatar
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8 votes
1 answer
1k views

Differentiation Chain Rule for Quaternion Functions of Quaternions

I am trying to calculate the time derivative of a quaternion function: $$\mathbf{p}\left(t\right)=\left(\mathbf{q}\left(t\right)\right)^{\tau}$$ Where I've used bold font to indicate that $\mathbf{p}...
benjamminbrown's user avatar
8 votes
4 answers
617 views

Chain rule proof - Apostol

Apostol calculus I page 174-175 has the proof of chain rule. Theorem states: Let f be the composition of two functions u and v, say $f=u \circ v$. Suppose that both derivatives $v'(x)$ and $u'(y)$ ...
ForumWhiner's user avatar
8 votes
7 answers
2k views

Spivak's Chain Rule Proof (Image of proof provided)

If $g$ is differentiable at $a$, and $f$ is differentiable at $g(a)$, then $f \circ g$ is differentiable at $a$, and $$ (f \circ g)^{\prime}(a)=f^{\prime}(g(a)) \cdot g^{\prime}(a). $$ Define a ...
PiFarmer86's user avatar
8 votes
2 answers
9k views

Derivative of norm 2

I'm struggling a bit using the chain rule. Given the function $\phi$ defined as: $\phi(x) = ||{A\bf{x}-b}||_2$ where $A$ is a matrix and $b$ is a vector. What is the gradient $\nabla\phi$ and how ...
f.saint's user avatar
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8 votes
1 answer
306 views

On the 'wrong proof' of the chain rule

I am looking through an old analysis course that I had and I was pondering a bit about the proof of chain rule (especially the notorious wrong proof that you can give). I'd be happy if someone was ...
Mathematician 42's user avatar
7 votes
5 answers
4k views

Why is the "correct" proof of the chain rule correct? What is actually happening here?

There is a correct and an incorrect proof going around when it comes to the Chain Rule (see below). The problem with the incorrect proof is that $g(x)-g(a)$ might be $0$ if $x\to a$ creating a ...
GambitSquared's user avatar
7 votes
4 answers
653 views

Why is the following NOT a proof of The Chain Rule?

In Leibniz notation of the chain rule, $$\frac{dy}{dx} = \frac{dy}{du} \cdot \frac{du}{dx}$$ Where $y\left ( u\left ( x \right ) \right )$ is a composite function of x. I understand that the du's ...
Vahram's user avatar
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7 votes
3 answers
3k views

Why is this proof of the chain rule incorrect?

I saw this proof of the chain rule but it says this is a flawed proof. Why? I guessed the reason it is wrong because you can't substitute $g(x+h)$ and $g(x)$ into in limit.
Math's user avatar
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7 votes
2 answers
793 views

How much rigour is this proof of multivariable chain rule?

I have seen some statements and proofs of multivariable chain rule in various sites. I "somewhat" grasp them but seems too complicated for me to fully understand them. To make my life easy, ...
Joe's user avatar
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7 votes
2 answers
2k views

Why is it wrong to derive the chain rule this way?

My book says that the chain rule can stated as $$\dfrac{dy}{dx} = \dfrac{dy}{dt} \dfrac{dt}{dx}$$ However, it the book says that it is incorrect to reason that the chain rule is true because the $dt$'...
Ovi's user avatar
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7 votes
2 answers
733 views

Does the converse of the chain rule hold in general?

I've found the following theorem for single variable real valued functions: The converse of the chain rule: Suppose that $f,g$ and $u$ are related so that $f(x)=g(u(x))$. If $u$ is continuous at $...
la flaca's user avatar
  • 2,651
6 votes
7 answers
1k views

Using chain rule to differentiate $f(x)=a(x)b(x)$?

Why can I not apply the chain rule to a product in the following way. If we have some product: $$f(x)=a(x)b(x)$$ Consider the multiplication of b by a as another’s function so that: $$f(b(x))=ab$$ ...
Jake's user avatar
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6 votes
3 answers
756 views

A puzzling "failure" of the Chain Rule

Consider the standard transformation equations between Cartesian and polar coordinates: \begin{align*} x&=r \cos \theta\\ y&=r \sin \theta \end{align*} and the inverse: $r=\sqrt{x^2+y^2}, \...
Jane Kamden's user avatar
6 votes
4 answers
222 views

Taking the derivative of $y = (\frac{x}{1-\sqrt{x}})^3$ using the chain rule

While working through differential calculus questions for the chain rule, I stumbled upon: $$y = \left(\frac{x}{1-\sqrt{x}}\right)^3 $$ I initially attempted to apply the chain rule, but to apply ...
Liam's user avatar
  • 259
6 votes
1 answer
11k views

Does there exist a gradient chain rule for this case?

My question comes from this article in Wikipedia. I noticed that there is a chain rule defined for the composition of $f:\mathbb{R}\to\mathbb{R}$ and $ g: \mathbb{R}^n \to \mathbb{R}$ given by $$ \...
Robert Lee's user avatar
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6 votes
3 answers
217 views

How to add the derivative of a matrix to the chain rule?

In machine learning, I'm optimizing a parameter matrix $W$. The loss function is$$L=f(y),$$where $L$ is a scalar, $y=Wx$, $x\in \mathbb{R}^n$, $y\in \mathbb{R}^m$ and the order of $W$ is $m\times n$. ...
user900476's user avatar
6 votes
6 answers
286 views

Proof of the chainrule: is this proof correct and did I use the right notation?

I created this proof of the chainrule. Being a (relative) beginner at math I have a few questions. Is the proof below correct? I was especially in doubt about the use of $h$ on both sides. Is the (...
GambitSquared's user avatar
6 votes
2 answers
216 views

"Binomial" partial derivatives/PDE

I have encountered the following expression, $$x^2 \frac{\partial^2 u}{\partial x^2} + 2 x y \frac{\partial^2 u}{\partial x \partial y} + y^2 \frac{\partial^2 u}{\partial y^2}=C,\tag{1}$$ where $u=f(x,...
DDADDA's user avatar
  • 73
6 votes
3 answers
920 views

How to simplify $\frac{\partial^m}{\partial y_i^m}\mathrm{div }(A\nabla u({\bf x}({\bf y})))$

Let $\bf{x}\in\mathbb{R}^n$ (interesting in $n\in\{2,3\}$) and let $A=A_{n\times n}=\mathrm{diag}(a_1({\bf x}),\dots,a_n({\bf x}))$, that is $$A_{2\times2}=\begin{bmatrix} a_1(\bf{x})&0\\0&...
Michael Medvinsky's user avatar
6 votes
1 answer
208 views

Simplified estimate for derivatives of $f\circ g$?

Let $g:\mathbb R\to \mathbb R$ be a smooth compactly supported function, and let $f:\mathbb R\to \mathbb R$ be a smooth function with $f(0)=0$. Let $\|f\|_m := \|f\|_{C^m}=\sum_{0\le k\le m}\sup_{x\in\...
Calvin Khor's user avatar
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6 votes
0 answers
234 views

Spivak Chapter 10, Exercise 19 solution verification. Prove that if $f^{(n)}(g(a))$ and $g^{(n)}(a)$ both exist, then $(f\circ g)^{(n)}(a)$ exists.

This question is asked here and here. I'm going to try to answer it for my own edification, and for the next poor soul that comes across it and has trouble :) I'm using Spivak's Answer Book solution, ...
Ben's user avatar
  • 1,595
5 votes
3 answers
27k views

Multivariate Chain Rule and second order partials

For the function $g(t) = f(x(t),y(t))$, how would I find $g''(t)$ in terms of the first and second order partial derivatives of $x,y,f$? I'm stuck with the chain rule and the only part I can do is: $$...
Twenty-six colours's user avatar
5 votes
2 answers
6k views

Proof of multivariable chain rule

I'm working with a proof of the multivariable chain rule $\displaystyle{\frac{d}{dt}g(t)=\frac{df}{dx_1}\frac{dx_1}{dt}+\frac{df}{dx_2}\frac{dx_2}{dt}}$ for $g(t)=f(x_1(t),x_2(t))$, but I have a hard ...
NKH's user avatar
  • 63
5 votes
2 answers
380 views

Applying the Chain Rule for ($\sin(x) + 1$)

So, according to the chain rule, $$ \frac{d(f(g(x)))}{dx} = f'(g(x)) \cdot g'(x). $$ Now, if we considered $f(x) = x+1$ and $g(x) = \sin(x)$ then: $$ f(g(x)) = \sin(x)+1 $$ In this case, shouldn't ...
Hemavathi Venkatraman's user avatar
5 votes
4 answers
269 views

Simpler proof that $y^3[d^2y/dx^2]$ is a constant if $y^2=ax^2+bx+c$?

here's my question If $y^2=ax^2+bx+c$ then prove that $y^3[d^2y/dx^2]$ is a constant . I have solved this using the conventional method, taking square root, differentiating w.r.t to x and using ...
PR1TESH's user avatar
  • 51
5 votes
3 answers
364 views

Multivariable Chain Rule Formula doesn't make sense to me

Consider $z=f(x(t),y(t))$, then its chain rule formula is: $\frac{dz}{dt} = \frac{\partial f}{\partial x} \frac{dx}{dt} + \frac{\partial f}{\partial y} \frac{dy}{dt}$ What I cannot make sense of, are ...
Avneesh Khanna's user avatar
5 votes
4 answers
4k views

$n$th derivative of $\sin(f(x))$

This problem came up in some math that I am working out on my own, not from a textbook, so there may not be any solution. $$g(x) = \sin(f(x))$$ For any polynomial function $f(x)$, $$g'(x)=\cos(f(x))...
Polygon's user avatar
  • 1,963
5 votes
4 answers
166 views

Help finding the derivative of $f(x) = \cos{\left(\sqrt{e^{x^5} \sin{x}}\right)}$

I am trying to find the derivative of $f(x) = \cos(\sqrt{(e^{x^5} \sin(x)})$. I keep getting the wrong answer, and I'm not sure what I'm doing wrong. $$\frac{d}{dx} e^{x^5} = e^{x^5} \cdot 5x^4$$ $...
LuminousNutria's user avatar
5 votes
3 answers
687 views

Differentiate $\arcsin(\frac{1}{\sqrt{1 + x^2}})$

This is from Calculus by Michael Spivak, 3rd Edition, Chapter 15, problem 1 (iv): Differentiate $f(x) = \arcsin\left(\frac{1}{\sqrt{1 + x^2}}\right).$ Here's my attempt: \begin{align}f'(x) &= \...
Ben's user avatar
  • 1,595
5 votes
1 answer
82 views

Using chain rule to find a partial derivative

I'm currently studying for the math GRE and this question was on one of the recent practice exams. I will restate the full question below, then provide my solution. Let $u(x,y)$ and $v(x,y)$ be real-...
desertsparrow's user avatar
5 votes
2 answers
207 views

Applying the chain rule to a function mapping matrices to matrices

Given a function $F:\text{Mat}(n,n)\rightarrow\text{Mat}(n,n)$, I'd like to get $\frac{d}{dM_{ij}}F(M)^2$ using matrix calculus. I already derived it by simply writing it out explicitly for my choice ...
user507474's user avatar
5 votes
2 answers
185 views

Is it possible to differentiate $\sin x$ with respect to $\cos x$ from first principles?

I was doing a practice problem today for a University admissions test, where it asked me to differentiate $\sin x$ with respect to $\cos x$. The solution I found used the chain rule: \begin{align} \...
Joe Lamond's user avatar
5 votes
1 answer
146 views

Special case of chain rule

Suppose $H$ is a Hilbert space, $I:H \to \mathbb{R}$ is a functional and $\eta_t:\mathbb{R} \to H$. I want to understand why \begin{equation*} \frac{d}{d t} I\left(\eta_t\right)=\left(I^\prime\left[\...
ImHackingXD's user avatar
  • 1,089
5 votes
1 answer
645 views

Partial Derivative Chain Rule When Variables Are Not Independent

Let's say, $x$ is a function of $t$ ($x = x(t)$) and $y$ is a function of $t$ ($y = y(t)$). And, $f$ is a function of $x$ and $y$ ($f = f(x, y)$). Then by the chain rule $$\frac{df}{dt} = \frac{\...
dotseveral's user avatar
5 votes
2 answers
174 views

Is it possible to solve $f'(x)=f^{-1}(x)$?

I am interested in proving what family of functions have the property $$f'(x)=f^{-1}(x)$$ I've never dealt with a differential equation of this form, hence I could only go as far as to gather a little ...
Graviton's user avatar
  • 4,472
5 votes
1 answer
138 views

Extracting diagonal of $J^TJ$ via automatic differentiation like techniques

First of all please, let me know if this question is more suited for scicomp.stackexchange.com or or.stackexchange.com, and ...
Daiver's user avatar
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