Unit 1: Continuity & Differentiability of Functions of Several Variables

MHZ4553: Unit I Session 4: Chain Rule for Functions of Several Variables

Session 4
Chain Rule for Functions of Several
Variables
Contents:
Introduction, p 51
4.1 Vector valued functions, p 52
4.2 Limit of vector valued functions, p 52
4.3 Continuity of a vector valued function, p 53
4.4 Differentiability of a vector valued function, p 53
4.5 Chain rule, p 54
Solutions of Activities, p 59
Summary, p 61
Learning Outcomes, p 61

Introduction

Recall that in functions of one variable, chain rule enables us to compute the
derivative of a composite function. For the real-valued functions 𝑓 and 𝑔 of
a real variable 𝑡, if 𝑔 is differentiable at 𝑡0 ∈ Domn(𝑔) and 𝑓 is
differentiable at 𝑔(𝑡0 ) ∈ Domn(𝑓), then the composite function ℎ = 𝑓 ∘ 𝑔
is differentiable at 𝑡0 and the derivative of ℎ at 𝑡0 is defined by the formula
ℎ� (𝑡0 ) = 𝑓 � �𝑔(𝑡0 )�𝑔� (𝑡0 ).

In this session we are going to extend this formula for the case where 𝑓 is a
function of several variables defined on a subset of ℝ𝑛 and 𝑔 is a vector-
valued function defined on a subset of ℝ whose range is contained in
domain of 𝑓 (i.e.Rang(𝑔) ⊆ Domn(𝑓)).To this end, let us first familiarize
with some basic definitions and results regarding vector-valued functions
which will be useful to understand our discussion.

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 Unit 1: Continuity & Differentiability of Functions of Several Variables
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Notation: We denote vector-valued functions by capital bold-face italic

letters like as 𝑭, 𝑮, etc.

4.1 Vector valued functions

Definition of vector valued functions

Let 𝑛 ∈ ℕ. A vector-valued function of a real variable is a function 𝑭 from

𝐴 ⊆ ℝ into ℝ𝑛 .
For example, 𝑭: [0, 2𝜋] → ℝ2 defined by 𝑭(𝑡) = (cos 𝑡 , sin 𝑡) for each 𝑡 ∈
[0, 2𝜋] is a vector-valued function. Its range is the set of all points which lie
on the unit circle in ℝ2 . Since 𝑭 is a function into ℝ2 we can write the
image of 𝑡 ∈ [0, 2𝜋] under 𝑭 as 𝑭(𝑡) = (cos 𝑡)𝒊 + (sin 𝑡)𝒋 also.

If 𝑭: 𝐴 → ℝ𝑛 is a vector-valued function defined on 𝐴 ⊆ ℝ, we adopt the

notation 𝑭(𝑡) = (𝑓1 (𝑡), … , 𝑓𝑛 (𝑡)) to denote the value of 𝑭at 𝑡 ∈ 𝐴. We refer
to 𝑓𝑖 (𝑡) as the 𝑖 th component of 𝑭(𝑡) and 𝑓𝑖 as the 𝑖 th component function.
Notice that 𝑓𝑖 ’s are real valued functions and 𝑡 ∈ Domn(𝑭) if and only if
𝑡 ∈ ⋂𝑛𝑖=1 Domn(𝑓𝑖 ).

4.2 Limit of vector valued functions

Definition of Limit of a vector valued functions

Let 𝐼 ⊆ ℝ be an interval and let 𝑭 be a vector-valued function defined on 𝐼
except possibly at 𝑐 ∈ 𝐼 with Rang(𝑭) ⊆ ℝ𝑛 . Also, let 𝒍 ∈ ℝ𝑛 . We say that
the limit of 𝑭(𝑡) as 𝑡 approaches 𝑐 is 𝒍 and we write lim 𝑭(𝑡) = 𝒍,
𝑡→𝑐

if for each 𝜖 > 0, there exists 𝛿 > 0 such that for each 𝑡 ∈ 𝐼, if 0 <
|𝑡 − 𝑐| < 𝛿 then 𝑑(𝑭(𝑡), 𝒍) = ‖𝑭(𝑡) − 𝒍‖ < 𝜖.

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Activity 4.1

Let 𝐼 ⊆ ℝ be an interval and let 𝑭 be a vector-valued function defined on 𝐼 except

possibly at 𝑐 ∈ 𝐼 with Rang(𝑭) ⊆ ℝ𝑛 .

Also, let 𝒍 = (𝑙1 , … , 𝑙𝑛 ) ∈ ℝ𝑛 . Prove that

lim 𝑭(𝑡) = 𝒍 if and only if lim 𝑓𝑖 (𝑡) = 𝑙𝑖
𝑡→𝑐 𝑡→𝑐

for each 𝑖 = 1, … , 𝑛.

So, if lim 𝑭(𝑡) exists we must have lim 𝑭(𝑡) = �lim 𝑓1 (𝑡), … , lim 𝑓𝑛 (𝑡)�.
𝑡→𝑐 𝑡→𝑐 𝑡→𝑐 𝑡→𝑐

4.3 Continuity of a vector valued function

Definition of continuity of a vector valued function

Let 𝐼 ⊆ ℝ be an interval and let 𝑭: 𝐼 → ℝ𝑛 be a function defined on 𝐼. Let

𝑡0 ∈ 𝐼. Then 𝑭is said to be continuous at 𝑡0 if lim 𝑭 exists and lim 𝑭 =
𝑡→𝑡0 𝑡→𝑡0

𝑭(𝑡0 ).

It follows immediately from Activity 4.1 that 𝑭 is continuous at 𝑡0 if and

only if 𝑓𝑖 is continuous at 𝑡0 for each 𝑖 = 1, … , 𝑛. We say that 𝑭 is
continuous on 𝐼 if 𝑭 is continuous at each point in 𝐼.

4.4 Differentiability of a vector valued function

Definition of differentiability of a vector valued function

Let 𝐼 ⊆ ℝ be an open interval and let 𝑭: 𝐼 → ℝ𝑛 be a function defined on 𝐼.

Let 𝑡0 ∈ 𝐼. 𝑭 is said to be differentiable at 𝑡0 provided that
𝑭(𝑡0 +ℎ)−𝑭(𝑡0 )
lim ℎ
exists. If this limit exists, we call it as the derivative of
ℎ→0

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MHZ4553: Unit I Session 4: Chain Rule for Functions of Several Variables

𝑑𝑭
𝑭 at 𝑡0 and we denote it by 𝑭� (𝑡0 ) or �
𝑑𝑡 𝑡=𝑡0
. 𝑭 is said to be differentiable

on 𝐼 if 𝑭 is differentiable at each point in 𝐼.

Activity 4.2

Let 𝐼 ⊆ ℝ be an open interval and let 𝑭: 𝐼 → ℝ𝑛 be a function defined on 𝐼. Let 𝑡0 ∈ 𝐼.

Prove that 𝑭 is differentiable at 𝑡0 if and only if 𝑓𝑖 is differentiable at 𝑡0 for each 𝑖 =
1, … , 𝑛. Moreover, 𝑭� (𝑡0 ) = �𝑓1� (𝑡0 ), 𝑓2� (𝑡0 ), … , 𝑓𝑛� (𝑡0 )�.

Theorem 4.1

Suppose 𝑭: 𝑰 → ℝ𝑛 , where 𝐼 ⊆ ℝ is an open interval, is

differentiable at 𝑡0 ∈ 𝐼, then 𝑭 is continuous at 𝑡0 .

4.5 Chain rule

Theorem 4.2

Chain Rule
Let 𝑓(𝑥1 , 𝑥2 , … , 𝑥𝑛 ) be a real valued function defined on an open
set 𝐷 ⊆ ℝ𝑛 , and let 𝑮: 𝐼 → 𝐷 be a vector-valued function defined
on an open interval 𝐼 ⊆ ℝ. For each 𝑡 ∈ 𝐼, define the composite
function 𝑔 by the equation 𝑔(𝑡) = 𝑓[𝑮(𝑡)]. Suppose 𝑮 is
differentiable at 𝑡0 ∈ 𝐼 and 𝑓 is differentiable at 𝑮(𝑡0 ). Then
𝑔� (𝑡0 ) exists and is equal to the dot product of 𝛻𝑓[𝐺(𝑡0 )]. 𝐺 � (𝑡0 ) ,
i.e. 𝑔� (𝑡0 ) = 𝛻𝑓[𝑮(𝑡0 )] ⋅ 𝑮� (𝑡0 ).

Observe that it is possible to write the formula for 𝑔� (𝑡0 ) as

𝑔� (𝑡0 ) = ∇𝑓[𝑮(𝑡0 )] ⋅ 𝑮� (𝑡0 )

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𝜕 𝜕 𝑑𝑥1 𝑑𝑥𝑛
=� 𝑓[𝑮(𝑡0 )], … , 𝑓[𝑮(𝑡0 )]� ⋅ � � ,…, � �
𝜕𝑥1 𝜕𝑥𝑛 𝑑𝑡 𝑡=𝑡0 𝑑𝑡 𝑡=𝑡0
𝑛
𝜕 𝑑𝑥𝑖
= �� 𝑓[𝑮(𝑡0 )] � �.
𝜕𝑥𝑖 𝑑𝑡 𝑡=𝑡0
𝑖=1

Example 4.1
Use the chain rule to find the rate of change of 𝑓(𝑥, 𝑦) = 𝑥 2 𝑦 with respect
to 𝑡 along the curve 𝑮(𝑡) = 𝑒 𝑡 𝒊 + 𝑒 −𝑡 𝒋.

Solution
Clearly 𝑮(𝑡) is defined for each 𝑡 ∈ ℝ and 𝑮 is differentiable at each 𝑡 ∈ ℝ.
𝜕𝑓 𝜕𝑓
Since
𝜕𝑥
= 2𝑥𝑦 and 𝜕𝑦 = 𝑥 2 exist and continuous on ℝ2 , 𝑓 is differentiable

on ℝ2 by theorem 2.2. Let 𝑥(𝑡) = 𝑒 𝑡 and 𝑦(𝑡) = 𝑒 −𝑡 .

Then 𝐺(𝑡) = (𝑥(𝑡), 𝑦(𝑡)) for all 𝑡 ∈ ℝ and 𝑓(𝐺(𝑡) = 𝑓�𝐺(𝑡)� =
𝑓�𝑥(𝑡), 𝑦(𝑡)� = 𝑥 2 (𝑡). 𝑦(𝑡)

Notice that
𝑑𝑥
= 𝑒𝑡
𝑑𝑡
and
𝑑𝑦
= −𝑒 −𝑡 .
𝑑𝑡

Thus,
𝑑𝑓(𝐺(𝑡)) 𝜕𝑓�𝐺(𝑡)� 𝑑𝑥(𝑡) 𝜕𝑓(𝐺(𝑡)) 𝑑𝑦(𝑡)
= . + .
𝑑𝑡 𝜕𝑥(𝑡) 𝑑𝑡 𝜕𝑦(𝑡) 𝑑𝑡
i.e.
𝑑 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
(𝑓 ∘ 𝑮) = + = 2𝑥𝑦 ⋅ 𝑒 𝑡 − 𝑥 2 ⋅ 𝑒 −𝑡 = 2𝑒 𝑡 − 𝑒 𝑡 = 𝑒 𝑡
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
for all 𝑡𝜖ℝ.

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You can obtain the same result by substituting 𝑥(𝑡) = 𝑒 𝑡 and 𝑦(𝑡) = 𝑒 −𝑡 in
𝑓(𝑥, 𝑦) and differentiate 𝑓 with respect to 𝑡 at once. In this way we get,
𝑓(𝑥, 𝑦) = 𝑥 2 𝑦 = 𝑒 2𝑡 ⋅ 𝑒 −𝑡 = 𝑒 𝑡 . Now 𝑓 is a function of 𝑡.

Thus
𝑑𝑓 𝑑
= (𝑒 𝑡 ) = 𝑒 𝑡 .
𝑑𝑡 𝑑𝑡

Example 4.2
Find the rate of change of 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + 𝑧 with respect to 𝑡 along
the curve 𝑮(𝑡) = 𝑎 cos(𝜔𝑡)𝒊 + 𝑏 sin(𝜔𝑡)𝒋 + 𝑏𝜔𝑡 𝒌.

Solution
Let 𝐺(𝑡) = (𝑥(𝑡), 𝑦(𝑡), 𝑧(𝑡)), where 𝑥(𝑡) = 𝑎 cos(𝜔𝑡), 𝑦(𝑡) = 𝑏 sin(𝜔𝑡),
𝑧(𝑡) = 𝑏𝜔𝑡. i.e. 𝐺(𝑥, 𝑦, 𝑧), where 𝑥 = 𝑥(𝑡), 𝑦 = 𝑦(𝑡), 𝑧 = 𝑧(𝑡) given
above. Clearly 𝐺is defined for each 𝑡 ∈ ℝ and is differentiable on ℝ. Also, 𝑓
is differentiable on ℝ� (Theorem 2.1).
Notice that
𝜕𝑓 𝜕𝑓 𝜕𝑓
= 2𝑥, = 2𝑦, = 1,
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑑𝑥
= −𝑎𝜔 sin(𝜔𝑡),
𝑑𝑡
𝑑𝑦
= 𝑏𝜔 cos(𝜔𝑡)and
𝑑𝑡
𝑑𝑧
= 𝑏𝜔.
𝑑𝑡

So,
𝑑 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦 𝜕𝑓 𝑑𝑧
(𝑓 ∘ 𝑮) = + +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝜕𝑧 𝑑𝑡
= −2𝑎𝜔𝑥 sin(𝜔𝑡) + 2𝑏𝜔𝑦 cos(𝜔𝑡) + 𝑏𝜔
= (𝑏2 − 𝑎2 )𝜔 sin(2𝜔𝑡) + 𝑏𝜔.

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 Unit 1: Continuity & Differentiability of Functions of Several Variables
MHZ4553: Unit I Session 4: Chain Rule for Functions of Several Variables

As in the previous example, you can obtain the same result by

differentiating
𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + 𝑧 = 𝑎2 cos2 (𝜔𝑡) + 𝑏 2 sin2 (𝜔𝑡) + 𝑏𝜔𝑡
with respect to 𝑡.

Example 4.3
Let 𝑓(𝑥, 𝑦, 𝑧) = 𝑥𝑦 + 𝑧 and 𝑮(𝑡) = (cos 𝑡 , sin 𝑡 , 𝑡). Find (𝑓 ∘ 𝑮)� (0).

Solution
Obviously, 𝑮(𝑡) = (𝑥(𝑡), 𝑦(𝑡), 𝑧(𝑡)) = (cos 𝑡 , sin 𝑡 , 𝑡) is differentiable at
each point 𝑡 ∈ ℝ and 𝑓 is differentiable at each point in ℝ� .

Since
𝜕𝑓 𝜕𝑓 𝜕𝑓
∇𝑓[𝑮(0)] = �𝜕𝑥 [𝑮(0)], 𝜕𝑦 [𝑮(0)], 𝜕𝑧 [𝑮(0)]�

= (𝑦, 𝑥, 1)|𝑡=0 = (sin 𝑡 , cos 𝑡 , 1)|𝑡=0 = (0, 1, 1) and

𝑮� (0) = �𝑥 � (0), 𝑦 � (0), 𝑧 � (0)� = (− sin 𝑡|𝑡=0 , cos 𝑡|𝑡=0 , 1) = (0, 1, 1)

it follows that (𝑓 ∘ 𝑮)� (0) = ∇𝑓[𝐺(0)]. 𝐺 � (0) = (0, 1, 1) ⋅ (0, 1, 1) = 2.

In all of the previous examples the function 𝑓can be written directly as a

function of 𝑡, or in other words, 𝑓 ultimately depends on the single variable
𝑡. Suppose now that 𝑓 is a differentiable function of two variables 𝑥, 𝑦 and
that 𝑥, 𝑦 are in turn differentiable functions of 𝑠, 𝑡. That is, suppose 𝑓 =
𝑓(𝑥, 𝑦), 𝑥 = 𝑥(𝑠, 𝑡) and 𝑦 = 𝑦(𝑠, 𝑡) are differentiable.

Then,
𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
= +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠
and

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𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
+ .
𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
The formula 𝜕𝑠 = 𝜕𝑥 𝜕𝑠 + 𝜕𝑦 𝜕𝑠 can be derived by treating 𝑡 as a constant

and then differentiating 𝑓 with respect to 𝑠 using the chain rule. The
𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
equation 𝜕𝑡
= 𝜕𝑥 𝜕𝑡 + 𝜕𝑦 𝜕𝑡 can be obtained in a similar way.

If 𝑓 = 𝑓(𝑥, 𝑦, 𝑧) is a differentiable function of 𝑥, 𝑦, 𝑧 and 𝑥 = 𝑥(𝑠, 𝑡), 𝑦 =

𝑦(𝑠, 𝑡) and 𝑧 = 𝑧(𝑠, 𝑡) are differentiable functions of 𝑠, 𝑡 then,

𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑓 𝜕𝑧
= + +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠 𝜕𝑧 𝜕𝑠
and
𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑓 𝜕𝑧
= + + .
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡 𝜕𝑧 𝜕𝑡

Activity 4.3

1. If 𝑤 = 𝑓(𝑥) and 𝑥 = 𝑔(𝑠, 𝑡) are differentiable functions, write an expression

𝜕𝑤 𝜕𝑤
for and .
𝜕𝑠 𝜕𝑡

𝑑𝑤
2. Write an expression for given that 𝑤 = 𝑓(𝑥, 𝑦), where 𝑥 = 𝑔(𝑠), 𝑦 =
𝑑𝑡

ℎ(𝑠) and 𝑠 = 𝑢(𝑡) are differentiable functions.

3. Set 𝑢 = 𝑓(𝑥, 𝑦, 𝑧), where 𝑥 = 𝑔1 (𝑤, 𝑡), 𝑦 = 𝑔2 (𝑤, 𝑡), 𝑧 = 𝑔� (𝑤, 𝑡), 𝑤 =
𝜕𝑢 𝜕𝑢
ℎ1 (𝑟, 𝑠), 𝑡 = ℎ2 (𝑟, 𝑠). Write an expression for and assuming that all
𝜕𝑟 𝜕𝑠

the functions are differentiable.

4. Set 𝑢 = 𝑓(𝑥, 𝑦, 𝑧, 𝑤), where 𝑥 = 𝑔1 (𝑟, 𝑠, 𝑡), 𝑦 = 𝑔2 (𝑠, 𝑡, 𝑣), 𝑧 = 𝑔� (𝑟, 𝑡) and
𝜕𝑢 𝜕𝑢
𝑤 = 𝑔� (𝑟, 𝑠, 𝑡, 𝑣). Calculate and assuming that all the functions are
𝜕𝑟 𝜕𝑣

differentiable.

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Solutions of Activities

Activity 4.1

Suppose lim 𝑭(𝑡) = 𝒍. Let 𝑖 ∈ {1, … , 𝑛} and let 𝜖 > 0. Since lim 𝑭(𝑡) = 𝒍, there exists 𝛿 >
𝑡→𝑐 𝑡→𝑐

0 such that for each 𝑡 ∈ 𝐼, if 0 < |𝑡 − 𝑐| < 𝛿 then ‖𝑭(𝑡) − 𝒍‖ < 𝜖. Now let 𝑡 ∈ 𝐼 and
suppose 0 < |𝑡 − 𝑐| < 𝛿. Notice that

𝑛
2
|𝑓𝑖 (𝑡) − 𝑙𝑖 | = �|𝑓𝑖 (𝑡) − 𝑙𝑖 |2 ≤ ���𝑓� (𝑡) − 𝑙� � = ‖𝑭(𝑡) − 𝒍‖ < 𝜖.
�=1

Thus lim 𝑓𝑖 (𝑡) = 𝑙𝑖 .

𝑡→𝑐

Since 𝑖 ∈ {1, … , 𝑛} is arbitrary, the result is true for each 𝑖 = 1, … , 𝑛.

Conversely suppose that lim 𝑓𝑖 (𝑡) = 𝑙𝑖 for each 𝑖 = 1, … , 𝑛. Let 𝜖 > 0. Then for each 𝑖 ∈
𝑡→𝑐

{1, … , 𝑛}, there exists 𝛿𝑖 > 0 such that for each 𝑡 ∈ Domn(𝑓𝑖 ), if 0 < |𝑡 − 𝑐| < 𝛿𝑖 then
𝜖
|𝑓𝑖 (𝑡) − 𝑙𝑖 | < .
√𝑛

Put 𝛿 = min{𝛿1 , … , 𝛿𝑛 }. Then 𝛿 > 0.

Now let 𝑡 ∈ Domn(𝑭). Suppose 0 < |𝑡 − 𝑐| < 𝛿. Observe that

𝑛 𝑛
2 𝜖2 𝜖2
‖𝑭(𝑡) − 𝒍‖ = ‖(𝑓1 (𝑡) − 𝑙1 , … , 𝑓𝑛 (𝑡) − 𝑙𝑛 )‖ = ���𝑓� (𝑡) − 𝑙� � < �� = �𝑛 ⋅ = �𝜖 2
𝑛 𝑛
�=1 �=1

= 𝜖.

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MHZ4553: Unit I Session 4: Chain
Unit 1: Continuity Rule for Functions
& Differentiability ofofSeveral
of Functions Variables
Several Variables

Therefore, lim 𝑭(𝑡) = 𝒍.

𝑡→𝑐

Activity 4.2

Since 𝐼 is open and 𝑡0 ∈ 𝐼, there exists 𝑟 > 0 such that (𝑡0 − 𝑟, 𝑡0 + 𝑟) ⊆ 𝐼. Now for 0 <
|ℎ| < 𝑟,
𝑭(𝑡0 + ℎ) − 𝑭(𝑡0 ) ��𝑓1 (𝑡0 + ℎ), … , 𝑓𝑛 (𝑡0 + ℎ)� − �𝑓1 (𝑡0 ), … , 𝑓𝑛 (𝑡0 )��
=
ℎ ℎ
𝑓1 (𝑡0 + ℎ) − 𝑓1 (𝑡0 ) 𝑓𝑛 (𝑡0 + ℎ) − 𝑓𝑛 (𝑡0 )
=� ,…, �
ℎ ℎ

where for each 𝑖 ∈ {1, … , 𝑛}, 𝑓𝑖 denotes the 𝑖 𝑡ℎ component function of 𝑭.

By Activity 4.1,

𝑭 is differentiable at 𝑡0 if and only if

𝑭(𝑡0 + ℎ) − 𝑭(𝑡0 )
lim = (𝑙1 , … , 𝑙𝑛 ) if and only if
ℎ→0 ℎ
𝑓1 (𝑡0 + ℎ) − 𝑓1 (𝑡0 ) 𝑓𝑛 (𝑡0 + ℎ) − 𝑓𝑛 (𝑡0 )
lim � ,…, � = (𝑙1 , … , 𝑙𝑛 ) if and only if
ℎ→0 ℎ ℎ
𝑓𝑖 (𝑡0 + ℎ) − 𝑓𝑖 (𝑡0 )
lim � � = 𝑙𝑖 for each 𝑖 ∈ {1, … , 𝑛} if and only if
ℎ→0 ℎ

𝑓𝑖 is differentiable at 𝑡0 for each 𝑖 ∈ {1, … , 𝑛},

where 𝑙𝑖 ∈ ℝ for each 𝑖 ∈ {1, … , 𝑛}.

This completes the proof.

Activity 4.3

1.

By chain rule
𝜕𝑤 𝑑𝑤 𝜕𝑥 𝜕𝑤 𝑑𝑤 𝜕𝑥
= ⋅ and = ⋅ .
𝜕𝑠 𝑑𝑥 𝜕𝑠 𝜕𝑡 𝑑𝑥 𝜕𝑡

2.

By chain rule

Copyright © 2018, The Open University of Sri Lanka

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MHZ4553: Unit I Session
Unit 1: 4: Chain&Rule
Continuity for Functions
Differentiability of Several
of Functions of Several Variables
Variables

1.

By chain rule
𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑤 𝜕𝑢 𝜕𝑥 𝜕𝑡 𝜕𝑢 𝜕𝑦 𝜕𝑤 𝜕𝑢 𝜕𝑦 𝜕𝑡
=� ⋅ ⋅ + ⋅ ⋅ �+� ⋅ ⋅ + ⋅ ⋅ �
𝜕𝑟 𝜕𝑥 𝜕𝑤 𝜕𝑟 𝜕𝑥 𝜕𝑡 𝜕𝑟 𝜕𝑦 𝜕𝑤 𝜕𝑟 𝜕𝑦 𝜕𝑡 𝜕𝑟
𝜕𝑢 𝜕𝑧 𝜕𝑤 𝜕𝑢 𝜕𝑧 𝜕𝑡
+� ⋅ ⋅ + ⋅ ⋅ �
𝜕𝑧 𝜕𝑤 𝜕𝑟 𝜕𝑧 𝜕𝑡 𝜕𝑟

and
𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑤 𝜕𝑢 𝜕𝑥 𝜕𝑡 𝜕𝑢 𝜕𝑦 𝜕𝑤 𝜕𝑢 𝜕𝑦 𝜕𝑡
=� ⋅ ⋅ + ⋅ ⋅ �+� ⋅ ⋅ + ⋅ ⋅ �
𝜕𝑠 𝜕𝑥 𝜕𝑤 𝜕𝑠 𝜕𝑥 𝜕𝑡 𝜕𝑠 𝜕𝑦 𝜕𝑤 𝜕𝑠 𝜕𝑦 𝜕𝑡 𝜕𝑠
𝜕𝑢 𝜕𝑧 𝜕𝑤 𝜕𝑢 𝜕𝑧 𝜕𝑡
+� ⋅ ⋅ + ⋅ ⋅ �.
𝜕𝑧 𝜕𝑤 𝜕𝑠 𝜕𝑧 𝜕𝑡 𝜕𝑠

2.

By chain rule
𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑧 𝜕𝑢 𝜕𝑤
= ⋅ + ⋅ + ⋅ .
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑧 𝜕𝑟 𝜕𝑤 𝜕𝑟
and
𝜕𝑢 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑤
= ⋅ + ⋅ ⋅
𝜕𝑣 𝜕𝑦 𝜕𝑣 𝜕𝑤 𝜕𝑣

Summary

 In this session, one of the most important results in the theory of

differential calculus of multivariable functions was introduced, namely –
the chain rule.

 In our case, the chain rule is used to find the derivative of a composite
function which has been made up of a function 𝑓 of several variables
and a vector-valued function of a real variable whose range is in the
domain of 𝑓.

Learning Outcomes

After studying session 4, you should be able to,

 Find partial derivatives of functions using chain rule.
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