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Lecture 13

The Chain Rules

Recall that in the one variable function case, if y = f (x), x = x(t), then the
derivative of the composite function y = f (x(t)) can be calculated by te chain rule:
dy
dy
dy dx
= f (x(t))x (t), or
=

dt
dt
dx dt
For two variable functions, there are several situations where the chain rule is
needed. The first situation is described in the following theorem.
Theorem 1 (Chain Rule). If x = x(t), y = y(t) are differentiable at t and z =
f (x, y) is differentiable at (x, y) = (x(t), y(t)), then z = f (x(t), y(t)) as a function
of the single variable t is differentiable at t, and

dz
z dx z dy
=
+
,
i.e
dt
x dt
y dt
d
f (x(t), y(t)) = fx (x(t), y(t))x (t) + fy (x(t), y(t)y (t)
dt

Proof. Since x(t) and y(t) are differentiable at t, by definition,

x
=
t0 t
y
=
lim
t0 t
lim

x(t + t) x(t)
= x (t),
t0
t
y(t + t) y(t)
lim
= y (t).
t0
t
lim

The existence of the above two limits implies that

x 0 and y 0 as t 0.
Let us denote, for convenience of later use,
z fx x fy y
p
x2 + y 2
f (x + x, y + y) f (x, y) fx (x, y)x fy (x, y)y
p
=
x2 + y 2

(9)

where we suppose x = x(t), y = y(t), x = x(t + t) x(t), y = y(t + t) y(t).

Since f (x, y) is differentiable at (x(t), y(t)), and we know already that x

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0, y 0 as t 0, we obtain from the definition of differentiability that
0 as t 0.
We can rewrite equation (1) as
z = fx x + fy y +
from which we get
z
x
y
= fx
+ fy
+
t
t
t

x2 + y 2 ,

p
x2 + y 2
t

y
x
+ fy (x(t), y(t))

= fx (x(t), y(t))
t
t

s

x
t

2

y
t

2

where, before the last term, we take positive sign when t > 0 and take negative
sign when t < 0.
Now we take the limit t 0 in the above identity, recalling

y
y (t) and 0, and obtain
t
z
lim
= fx (x(t), y(t))x (t) + fy (x(t), y(t))y (t).
t t
That is to say

dz
dt

x
x (t),
t

exists and

dz
= fx (x(t), y(t))x (t) + fy (x(t), y(t))y (t).
dt
The proof is complete.
Example 1. Use the chain rule to find
Solution

dz
dt

where z = x2 + y 2 + xy, x = t2 , y = t.

z
z
dx
dy
= 2x + y,
= 2y + x,
= 2t,
= 1.
x
y
dt
dt

By the chain rule,

dz
z dx z dy
=

+
= (2x + y)(2t) + (2y + x)(1)
dt
x dt
y dt
= (2t2 + t)(2t) + (2t + t2 )(1)
= 4t3 + 2t2 + 2t + t2
= 4t3 + 3t2 + 2t.
2
Note that we always have another way to find the derivative, that is, we can
substitute x = t2 , y = t into the expression z = x2 + y 2 + xy to obtain
z = (t2 )2 + (t)2 + (t2 ) + (t2 )(t) = t4 + t2 + t3

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and then differentiate
d
dz
= (t4 + t3 + t2 ) = 4t3 + 3t2 + 2t.
dt
dt
However, if the finctions are complicated, it is usually better to use the chain
rule.
Another case where the chain rule arises naturally is described by the following
theorem.
Theorem 2 (Chain Rule) If x = x(u, v), y = y(u, v) have first order partial
derivatives at (u, v) and z = f (x, y) is differentiable at (x(u, v), y(u, v)), then z =
f (x(u, v), y(u, v)) has first order partial derivatives at (u, v), and
z x z y z
z x z y
z
=
+
,
=
+
u
x u y u v
x v y v
The proof of Theorem 2 is similar to that of Theorem 1, because, for example,
z
, v is held as a constant. The details are left as an exercise
when you calculate u
(please have a try!).
Example 2 Given z = sin(xy), x = 2u + v, y = uv. Find
z
z
and
.
u
v
Solution
z
z
= y cos(xy),
= x cos(xy),
x
y
x
y
y
x
= 2,
= 1,
= v,
= u.
u
v
u
v
By the chain rule,
z
z x z y
=
+

u
x u y u
= (y cos(xy))(2) + (x cos(xy))(v)
= 2uv cos((2u + v)(uv)) + v(2u + v) cos((2u + v)(uv))
= 2uv cos(2u2 v + uv 2 ) + (2uv + v 2 ) cos(2u2v + uv 2 )
= (4uv + v 2 ) cos(2u2 v + uv 2)
z x z y
z
=
+
v
x v y v
= (y cos(xy))(1) + (x cos(xy)) u

= uv cos(2u2v + uv 2 ) + u(2u + v) cos(2u2v + uv 2 )

= (2u2 + 2uv) cos(2u2 v + uv 2).

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2
Please try to substitute x = 2u + v, y = uv first and then differentiate. You
should arrive at the same solutions.