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General Leibniz rule

… … …
For other uses, seeLeibniz's rule (disambiguation)
.

In calculus, the general Leibniz rule,[1] named after Gottfried Wilhelm Leibniz, generalizes the
product rule (which is also known as "Leibniz's rule"). It states that if and are -times
differentiable functions, then the product is also -times differentiable and its th derivative is
given by

where is the binomial coefficient and denotes the jth derivative of f (and

in particular ).

The rule can be proved by using the product rule and mathematical induction.

Contents

Second derivative …

If, for example, n = 2, the rule gives an expression for the second derivative of a product of two
functions:

More than two factors …

The formula can be generalized to the product of m differentiable functions f1,...,fm.

where the sum extends over all m-tuples (k1,...,km) of non-negative integers with and

are the multinomial coefficients. This is akin to the multinomial formula from algebra.

Proof …

The proof of the general Leibniz rule proceeds by induction. Let and be -times differentiable
functions. The base case when claims that:

which is the usual product rule and is known to be true. Next, assume that the statement holds for
a fixed that is, that

Then,

And so the statement holds for and the proof is complete.

Multivariable calculus …

With the multi-index notation for partial derivatives of functions of several variables, the Leibniz
rule states more generally:

This formula can be used to derive a formula that computes the symbol of the composition of
differential operators. In fact, let P and Q be differential operators (with coefficients that are
differentiable sufficiently many times) and Since R is also a differential operator, the
symbol of R is given by:

A direct computation now gives:

This formula is usually known as the Leibniz formula. It is used to define the composition in the
space of symbols, thereby inducing the ring structure.

See also …

Binomial theorem

Derivation (differential algebra)

Derivative

Differential algebra

Pascal's triangle

References …

1. ^ Olver, Peter J. (2000). Applications of Lie Groups to Differential Equations . Springer. pp. 318–319.

Last edited 9 months ago by Chongkian

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