Professional Documents
Culture Documents
Lec4 PDF
Lec4 PDF
http://ocw.mit.edu
For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.
Lecture 4 Sept. 14, 2006 18.01 Fall 2006
Lecture 4
Chain Rule, and Higher Derivatives
Chain Rule
Weve got general procedures for dierentiating expressions with addition, subtraction, and multi
dy
So, y = f (g(t)) = sin(t2 ). To nd , write
dt
t0 = t0 t = t0 + t
x0 = g(t0 ) x = x0 + x
y0 = f (x0 ) y = y0 + y
y y x
=
t x t
As t 0, x 0 too, because of continuity. So we get:
dy dy dx
= The Chain Rule!
dt dx dt
dx dy
In the example, = 2t and = cos x.
dt dx
d dy dx
sin(t2 )
So, = ( )( )
dt dx dt
= (cos x)(2t)
(2t) cos(t2 )
=
1
Lecture 4 Sept. 14, 2006 18.01 Fall 2006
x g(x) f(g(x))
g f
d 1
Example 2. cos =?
dx x
1
Let u =
x
dy dy du
=
dx du dx
dy du 1
= sin(u); = 2
du dx x
1
sin
dy sin(u) 1 x
= = ( sin u) =
dx x2 x2 x2
d n
Example 3. x =?
dx
n
1 1
There are two ways to proceed. xn = , or xn = n
x x
n n1
d n d 1 1 1
1. x = = n = nx(n1) x2 = nxn1
dx dx x x x2
d n d 1 1
2. x = = nx n1
= nxn1 (Think of xn as u)
dx dx xn x2n
2
Lecture 4 Sept. 14, 2006 18.01 Fall 2006
Higher Derivatives
Higher derivatives are derivatives of derivatives. For instance, if g = f , then h = g is the second
derivative of f . We write h = (f ) = f .
Notations
df
f (x) Df dx
d2 f
f (x) D2 f dx2
d3 f
f (x) D3 f dx3
dn f
f (n) (x) Dn f dxn
Higher derivatives are pretty straightforward - just keep taking the derivative!
Example. Dn xn = ?
Dx = 1
2 2
D x = D(2x) = 2 ( = 1 2)
D 3 x3 = D2 (3x2 ) = D(6x) = 6 ( = 1 2 3)
4 4 3 3 2 2
D x = D (4x ) = D (12x ) = D(24x) = 24 ( = 1 2 3 4)
n n
D x = n! we guess, based on the pattern were seeing here.
Induction step: Suppose we know Dn xn = n! (nth case). Show it holds for the (n + 1)st case.
Proved!