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V63.0121.021, Calculus I                                                  Section 2.5 : The Chain Rule   October 7, 2010



                                                                                               Notes
                                    Section 2.5
                                   The Chain Rule

                                   V63.0121.021, Calculus I

                                       New York University


                                       October 7, 2010



 Announcements

       Quiz 2 in recitation next week (October 11-15)
       Midterm in class Tuesday, october 19 on §§1.1–2.5




 Announcements
                                                                                               Notes




          Quiz 2 in recitation next
          week (October 11-15)
          Midterm in class Tuesday,
          october 19 on §§1.1–2.5




  V63.0121.021, Calculus I (NYU)       Section 2.5 The Chain Rule   October 7, 2010   2 / 36




 Objectives
                                                                                               Notes



          Given a compound
          expression, write it as a
          composition of functions.
          Understand and apply the
          Chain Rule for the derivative
          of a composition of
          functions.
          Understand and use
          Newtonian and Leibnizian
          notations for the Chain Rule.




  V63.0121.021, Calculus I (NYU)       Section 2.5 The Chain Rule   October 7, 2010   3 / 36




                                                                                                                       1
V63.0121.021, Calculus I                                                           Section 2.5 : The Chain Rule   October 7, 2010


 Compositions
 See Section 1.2 for review                                                                             Notes


 Definition
 If f and g are functions, the composition (f ◦ g )(x) = f (g (x)) means “do
 g first, then f .”




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




 Our goal for the day is to understand how the derivative of the composition
 of two functions depends on the derivatives of the individual functions.

   V63.0121.021, Calculus I (NYU)       Section 2.5 The Chain Rule           October 7, 2010   4 / 36




 Outline
                                                                                                        Notes


 Heuristics
   Analogy
   The Linear Case


 The chain rule


 Examples


 Related rates of change




   V63.0121.021, Calculus I (NYU)       Section 2.5 The Chain Rule           October 7, 2010   5 / 36




 Analogy
                                                                                                        Notes



  Think about riding a bike. To go
  faster you can either:
         pedal faster
         change gears


                                     radius of front sprocket
 The angular position (ϕ) of the back wheel depends on the position of the
 front sprocket (θ):
                                         Rθ
                                 ϕ(θ) =
                                          r
  And so the angular speed of the back wheel depends on the derivative of
 this function and the speed of the front sprocket.
                                      radius of back sprocket
Image credit: SpringSun
   V63.0121.021, Calculus I (NYU)       Section 2.5 The Chain Rule           October 7, 2010   6 / 36




                                                                                                                                2
V63.0121.021, Calculus I                                                        Section 2.5 : The Chain Rule   October 7, 2010


 The Linear Case
                                                                                                     Notes

 Question
 Let f (x) = mx + b and g (x) = m x + b . What can you say about the
 composition?

 Answer

       f (g (x)) = m(m x + b ) + b = (mm )x + (mb + b)
       The composition is also linear
       The slope of the composition is the product of the slopes of the two
       functions.

 The derivative is supposed to be a local linearization of a function. So
 there should be an analog of this property in derivatives.


  V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule             October 7, 2010   7 / 36




 The Nonlinear Case
                                                                                                     Notes



 Let u = g (x) and y = f (u). Suppose x is changed by a small amount ∆x.
 Then
                               ∆y ≈ f (y )∆u
 and
                                   ∆u ≈ g (u)∆x.
 So
                                                       ∆y
                       ∆y ≈ f (y )g (u)∆x =⇒              ≈ f (y )g (u)
                                                       ∆x




  V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule             October 7, 2010   8 / 36




 Outline
                                                                                                     Notes


 Heuristics
   Analogy
   The Linear Case


 The chain rule


 Examples


 Related rates of change




  V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule             October 7, 2010   9 / 36




                                                                                                                             3
V63.0121.021, Calculus I                                                          Section 2.5 : The Chain Rule   October 7, 2010


 Theorem of the day: The chain rule
                                                                                                       Notes


 Theorem
 Let f and g be functions, with g differentiable at x and f differentiable at
 g (x). Then f ◦ g is differentiable at x and

                                    (f   ◦   g ) (x) = f (g (x))g (x)

 In Leibnizian notation, let y = f (u) and u = g dy Then
                                                    du
                                                 (x).
                                                 dx
                                                 du
                                                  
                                 dy     dy du
                                     =
                                 dx     du dx




   V63.0121.021, Calculus I (NYU)             Section 2.5 The Chain Rule   October 7, 2010   10 / 36




 Observations
                                                                                                       Notes



       Succinctly, the derivative of a
       composition is the product of
       the derivatives
       The only complication is where
       these derivatives are evaluated:
       at the same point the functions
       are
       In Leibniz notation, the Chain
       Rule looks like cancellation of
       (fake) fractions




Image credit: ooOJasonOoo
   V63.0121.021, Calculus I (NYU)             Section 2.5 The Chain Rule   October 7, 2010   11 / 36




 Outline
                                                                                                       Notes


 Heuristics
   Analogy
   The Linear Case


 The chain rule


 Examples


 Related rates of change




   V63.0121.021, Calculus I (NYU)             Section 2.5 The Chain Rule   October 7, 2010   17 / 36




                                                                                                                               4
V63.0121.021, Calculus I                                                  Section 2.5 : The Chain Rule   October 7, 2010


 Example
                                                                                               Notes


 Example
 let h(x) =         3x 2 + 1. Find h (x).

 Solution
                                      √
 First, write h as f ◦ g . Let f (u) = u and g (x) = 3x 2 + 1. Then
             −1/2
 f (u) = 1 u
          2       , and g (x) = 6x. So

                                                                   3x
              h (x) = 1 u −1/2 (6x) = 2 (3x 2 + 1)−1/2 (6x) = √
                      2
                                      1
                                                                  3x 2 + 1




  V63.0121.021, Calculus I (NYU)    Section 2.5 The Chain Rule     October 7, 2010   18 / 36




 Corollary
                                                                                               Notes




 Corollary (The Power Rule Combined with the Chain Rule)
 If n is any real number and u = g (x) is differentiable, then

                                   d n             du
                                      (u ) = nu n−1 .
                                   dx              dx




  V63.0121.021, Calculus I (NYU)    Section 2.5 The Chain Rule     October 7, 2010   19 / 36




 Order matters!
                                                                                               Notes
 Example
      d                             d
 Find    (sin 4x) and compare it to    (4 sin x).
      dx                            dx

 Solution




  V63.0121.021, Calculus I (NYU)    Section 2.5 The Chain Rule     October 7, 2010   20 / 36




                                                                                                                       5
V63.0121.021, Calculus I                                                                          Section 2.5 : The Chain Rule   October 7, 2010


 Example
                      3
                                            2                                                                          Notes
 Let f (x) =               x5 − 2 + 8           . Find f (x).

 Solution




   V63.0121.021, Calculus I (NYU)               Section 2.5 The Chain Rule                 October 7, 2010   21 / 36




 A metaphor
                                                                                                                       Notes


 Think about peeling an onion:
                                                2
                       3
       f (x) =              x 5 −2 +8
                             5

                            √
                            3


                                 +8
                                    2

                                                                             − 2)−2/3 (5x 4 )
                                        3                         1 5
                          f (x) = 2         x5 − 2 + 8            3 (x




Image credit: photobunny
   V63.0121.021, Calculus I (NYU)               Section 2.5 The Chain Rule                 October 7, 2010   22 / 36




 Combining techniques
                                                                                                                       Notes
 Example
      d
 Find    (x 3 + 1)10 sin(4x 2 − 7)
      dx

 Solution




   V63.0121.021, Calculus I (NYU)               Section 2.5 The Chain Rule                 October 7, 2010   23 / 36




                                                                                                                                               6
V63.0121.021, Calculus I                                                   Section 2.5 : The Chain Rule   October 7, 2010


 Your Turn
                                                                                                Notes


 Find derivatives of these functions:
  1. y = (1 − x 2 )10
         √
  2. y = sin x
            √
  3. y = sin x
  4. y = (2x − 5)4 (8x 2 − 5)−3
               z −1
  5. F (z) =
               z +1
  6. y = tan(cos x)
  7. y = csc2 (sin θ)
  8. y = sin(sin(sin(sin(sin(sin(x))))))




  V63.0121.021, Calculus I (NYU)       Section 2.5 The Chain Rule   October 7, 2010   24 / 36




 Solution to #1
                                                                                                Notes




 Example
 Find the derivative of y = (1 − x 2 )10 .

 Solution




  V63.0121.021, Calculus I (NYU)       Section 2.5 The Chain Rule   October 7, 2010   25 / 36




 Solution to #2
                                                                                                Notes



 Example
                                   √
 Find the derivative of y =            sin x.

 Solution




  V63.0121.021, Calculus I (NYU)       Section 2.5 The Chain Rule   October 7, 2010   26 / 36




                                                                                                                        7
V63.0121.021, Calculus I                                               Section 2.5 : The Chain Rule   October 7, 2010


 Solution to #3
                                                                                            Notes



 Example
                               √
 Find the derivative of y = sin x.

 Solution




  V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule   October 7, 2010   27 / 36




 Solution to #4
                                                                                            Notes
 Example
 Find the derivative of y = (2x − 5)4 (8x 2 − 5)−3

 Solution




  V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule   October 7, 2010   28 / 36




 Solution to #5
                                                                                            Notes

 Example
                                        z −1
 Find the derivative of F (z) =              .
                                        z +1

 Solution




  V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule   October 7, 2010   29 / 36




                                                                                                                    8
V63.0121.021, Calculus I                                               Section 2.5 : The Chain Rule   October 7, 2010


 Solution to #6
                                                                                            Notes




 Example
 Find the derivative of y = tan(cos x).

 Solution




  V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule   October 7, 2010   30 / 36




 Solution to #7
                                                                                            Notes

 Example



 Solution




  V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule   October 7, 2010   31 / 36




 Solution to #8
                                                                                            Notes
 Example
 Find the derivative of y = sin(sin(sin(sin(sin(sin(x)))))).

 Solution




  V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule   October 7, 2010   32 / 36




                                                                                                                    9
V63.0121.021, Calculus I                                                Section 2.5 : The Chain Rule   October 7, 2010


 Outline
                                                                                             Notes


 Heuristics
   Analogy
   The Linear Case


 The chain rule


 Examples


 Related rates of change




   V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule   October 7, 2010   33 / 36




 Related rates of change at the Deli
                                                                                             Notes


 Question
 Suppose a deli clerk can slice a stick of pepperoni (assume the tapered
 ends have been removed) by hand at the rate of 2 inches per minute, while
 a machine can slice pepperoni at the rate of 10 inches per minute. Then
 dV                                            dV
     for the machine is 5 times greater than       for the deli clerk. This is
  dt                                           dt
 explained by the
 A. chain rule
 B. product rule
 C. quotient Rule
 D. addition rule



   V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule   October 7, 2010   34 / 36




 Related rates of change in the ocean
                                                                                             Notes

 Question
 The area of a circle, A = πr 2 ,
 changes as its radius changes. If
 the radius changes with respect
 to time, the change in area with
 respect to time is
     dA
 A.      = 2πr
     dr
     dA           dr
 B.      = 2πr +
     dt           dt
     dA        dr
 C.      = 2πr
     dt        dt
 D. not enough information


Image credit: Jim Frazier
   V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule   October 7, 2010   35 / 36




                                                                                                                    10
V63.0121.021, Calculus I                                               Section 2.5 : The Chain Rule   October 7, 2010


 Summary
                                                                                            Notes




        The derivative of a
        composition is the product
        of derivatives
        In symbols:
        (f ◦ g ) (x) = f (g (x))g (x)




  V63.0121.021, Calculus I (NYU)   Section 2.5 The Chain Rule   October 7, 2010   36 / 36




                                                                                            Notes




                                                                                            Notes




                                                                                                                   11

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  • 1. V63.0121.021, Calculus I Section 2.5 : The Chain Rule October 7, 2010 Notes Section 2.5 The Chain Rule V63.0121.021, Calculus I New York University October 7, 2010 Announcements Quiz 2 in recitation next week (October 11-15) Midterm in class Tuesday, october 19 on §§1.1–2.5 Announcements Notes Quiz 2 in recitation next week (October 11-15) Midterm in class Tuesday, october 19 on §§1.1–2.5 V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 2 / 36 Objectives Notes Given a compound expression, write it as a composition of functions. Understand and apply the Chain Rule for the derivative of a composition of functions. Understand and use Newtonian and Leibnizian notations for the Chain Rule. V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 3 / 36 1
  • 2. V63.0121.021, Calculus I Section 2.5 : The Chain Rule October 7, 2010 Compositions See Section 1.2 for review Notes Definition If f and g are functions, the composition (f ◦ g )(x) = f (g (x)) means “do g first, then f .” x g (x) f (g (x)) g f ◦ g f Our goal for the day is to understand how the derivative of the composition of two functions depends on the derivatives of the individual functions. V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 4 / 36 Outline Notes Heuristics Analogy The Linear Case The chain rule Examples Related rates of change V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 5 / 36 Analogy Notes Think about riding a bike. To go faster you can either: pedal faster change gears radius of front sprocket The angular position (ϕ) of the back wheel depends on the position of the front sprocket (θ): Rθ ϕ(θ) = r And so the angular speed of the back wheel depends on the derivative of this function and the speed of the front sprocket. radius of back sprocket Image credit: SpringSun V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 6 / 36 2
  • 3. V63.0121.021, Calculus I Section 2.5 : The Chain Rule October 7, 2010 The Linear Case Notes Question Let f (x) = mx + b and g (x) = m x + b . What can you say about the composition? Answer f (g (x)) = m(m x + b ) + b = (mm )x + (mb + b) The composition is also linear The slope of the composition is the product of the slopes of the two functions. The derivative is supposed to be a local linearization of a function. So there should be an analog of this property in derivatives. V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 7 / 36 The Nonlinear Case Notes Let u = g (x) and y = f (u). Suppose x is changed by a small amount ∆x. Then ∆y ≈ f (y )∆u and ∆u ≈ g (u)∆x. So ∆y ∆y ≈ f (y )g (u)∆x =⇒ ≈ f (y )g (u) ∆x V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 8 / 36 Outline Notes Heuristics Analogy The Linear Case The chain rule Examples Related rates of change V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 9 / 36 3
  • 4. V63.0121.021, Calculus I Section 2.5 : The Chain Rule October 7, 2010 Theorem of the day: The chain rule Notes Theorem Let f and g be functions, with g differentiable at x and f differentiable at g (x). Then f ◦ g is differentiable at x and (f ◦ g ) (x) = f (g (x))g (x) In Leibnizian notation, let y = f (u) and u = g dy Then du (x). dx du dy dy du = dx du dx V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 10 / 36 Observations Notes Succinctly, the derivative of a composition is the product of the derivatives The only complication is where these derivatives are evaluated: at the same point the functions are In Leibniz notation, the Chain Rule looks like cancellation of (fake) fractions Image credit: ooOJasonOoo V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 11 / 36 Outline Notes Heuristics Analogy The Linear Case The chain rule Examples Related rates of change V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 17 / 36 4
  • 5. V63.0121.021, Calculus I Section 2.5 : The Chain Rule October 7, 2010 Example Notes Example let h(x) = 3x 2 + 1. Find h (x). Solution √ First, write h as f ◦ g . Let f (u) = u and g (x) = 3x 2 + 1. Then −1/2 f (u) = 1 u 2 , and g (x) = 6x. So 3x h (x) = 1 u −1/2 (6x) = 2 (3x 2 + 1)−1/2 (6x) = √ 2 1 3x 2 + 1 V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 18 / 36 Corollary Notes Corollary (The Power Rule Combined with the Chain Rule) If n is any real number and u = g (x) is differentiable, then d n du (u ) = nu n−1 . dx dx V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 19 / 36 Order matters! Notes Example d d Find (sin 4x) and compare it to (4 sin x). dx dx Solution V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 20 / 36 5
  • 6. V63.0121.021, Calculus I Section 2.5 : The Chain Rule October 7, 2010 Example 3 2 Notes Let f (x) = x5 − 2 + 8 . Find f (x). Solution V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 21 / 36 A metaphor Notes Think about peeling an onion: 2 3 f (x) = x 5 −2 +8 5 √ 3 +8 2 − 2)−2/3 (5x 4 ) 3 1 5 f (x) = 2 x5 − 2 + 8 3 (x Image credit: photobunny V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 22 / 36 Combining techniques Notes Example d Find (x 3 + 1)10 sin(4x 2 − 7) dx Solution V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 23 / 36 6
  • 7. V63.0121.021, Calculus I Section 2.5 : The Chain Rule October 7, 2010 Your Turn Notes Find derivatives of these functions: 1. y = (1 − x 2 )10 √ 2. y = sin x √ 3. y = sin x 4. y = (2x − 5)4 (8x 2 − 5)−3 z −1 5. F (z) = z +1 6. y = tan(cos x) 7. y = csc2 (sin θ) 8. y = sin(sin(sin(sin(sin(sin(x)))))) V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 24 / 36 Solution to #1 Notes Example Find the derivative of y = (1 − x 2 )10 . Solution V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 25 / 36 Solution to #2 Notes Example √ Find the derivative of y = sin x. Solution V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 26 / 36 7
  • 8. V63.0121.021, Calculus I Section 2.5 : The Chain Rule October 7, 2010 Solution to #3 Notes Example √ Find the derivative of y = sin x. Solution V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 27 / 36 Solution to #4 Notes Example Find the derivative of y = (2x − 5)4 (8x 2 − 5)−3 Solution V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 28 / 36 Solution to #5 Notes Example z −1 Find the derivative of F (z) = . z +1 Solution V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 29 / 36 8
  • 9. V63.0121.021, Calculus I Section 2.5 : The Chain Rule October 7, 2010 Solution to #6 Notes Example Find the derivative of y = tan(cos x). Solution V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 30 / 36 Solution to #7 Notes Example Solution V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 31 / 36 Solution to #8 Notes Example Find the derivative of y = sin(sin(sin(sin(sin(sin(x)))))). Solution V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 32 / 36 9
  • 10. V63.0121.021, Calculus I Section 2.5 : The Chain Rule October 7, 2010 Outline Notes Heuristics Analogy The Linear Case The chain rule Examples Related rates of change V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 33 / 36 Related rates of change at the Deli Notes Question Suppose a deli clerk can slice a stick of pepperoni (assume the tapered ends have been removed) by hand at the rate of 2 inches per minute, while a machine can slice pepperoni at the rate of 10 inches per minute. Then dV dV for the machine is 5 times greater than for the deli clerk. This is dt dt explained by the A. chain rule B. product rule C. quotient Rule D. addition rule V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 34 / 36 Related rates of change in the ocean Notes Question The area of a circle, A = πr 2 , changes as its radius changes. If the radius changes with respect to time, the change in area with respect to time is dA A. = 2πr dr dA dr B. = 2πr + dt dt dA dr C. = 2πr dt dt D. not enough information Image credit: Jim Frazier V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 35 / 36 10
  • 11. V63.0121.021, Calculus I Section 2.5 : The Chain Rule October 7, 2010 Summary Notes The derivative of a composition is the product of derivatives In symbols: (f ◦ g ) (x) = f (g (x))g (x) V63.0121.021, Calculus I (NYU) Section 2.5 The Chain Rule October 7, 2010 36 / 36 Notes Notes 11