Multivariate Calculus - Bruce E. Shapiro
Multivariate Calculus - Bruce E. Shapiro
Multivariate Calculus - Bruce E. Shapiro
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Lecture 12<br />
The Chain Rule<br />
Recall the chain rule from <strong>Calculus</strong> I: To find the derivative of some function u =<br />
f(x) with respect to a new variable t, we calculate<br />
du<br />
dt = du dx<br />
dx dt<br />
We can think of this as a sequential process, as illustrated in figure 12.1.<br />
1. Draw a labeled node for each variable. The original function should be the<br />
furthest to the left, and the desired final variable the node furthest to the<br />
right.<br />
2. Draw arrows connecting the nodes.<br />
3. Label each arrow with a derivative. The variable on the top of the derivative<br />
corresponds to the variable the arrow is coming from and the variable on the<br />
bottom of the derivative is the variable the arrow is going to.<br />
4. follow the path described by the labeled arrows. The derivative of the variable<br />
at the start of the path with respect to the variable at the end of the path is<br />
the product of the derivatives you meet along the way.<br />
Figure 12.1: Visualization of the chain rule for a function of a single variable<br />
Now suppose u is a function of two variables x and y rather than just one.<br />
Then we need to have two arrows emanating from u, one to each variable. This is<br />
illustrated in figure 12.2. The procedure is modified as follows:<br />
1. Draw a node for the original function u, each variable it depends on x, y, ...,<br />
and the final variable that we want to find the derivative with respect to t.<br />
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