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18.01 Single Variable Calculus

Fall 2006

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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

plication. What about composition?

Example 1. y = f (x) = sin x, x = g(t) = t2 .

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 )

=

Another notation for the chain rule

d d
f (g(t)) = f (g(t))g (t) or f (g(x)) = f (g(x))g (x)
dt dx

Example 1. (continued) Composition of functions f (x) = sin x and g(x) = x2

(f g)(x) = f (g(x)) = sin(x2 )

(g f )(x) = g(f (x)) = sin2 (x)
Note: f g = g f. Not Commutative!

1
Lecture 4 Sept. 14, 2006 18.01 Fall 2006

x g(x) f(g(x))
g f

Figure 1: Composition of functions: f g(x) = f (g(x))

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 = ?

Start small and look for a pattern.

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.

The notation n! is called n factorial and dened by n! = n(n 1) 2 1

Proof by Induction: Weve already checked the base case (n = 1).

Induction step: Suppose we know Dn xn = n! (nth case). Show it holds for the (n + 1)st case.

Dn+1 xn+1 = Dn Dxn+1 = Dn ((n + 1)xn ) = (n + 1)Dn xn = (n + 1)(n!)

Dn+1 xn+1 = (n + 1)!

Proved!