The Chain Rule

Academic Resource Center

In This Presentation…
• We will give a definition
• Prove the chain rule
• Learn how to use it
• Do example problems
Definition
• In calculus, the chain rule is a formula for computing the
derivative of the composition of two or more functions. That
is, if f is a function and g is a function, then the chain rule
expresses the derivative of the composite function f ∘ g in
terms of the derivatives of f and g.
Definition
• If g is differentiable at x and f is differentiable at g(x), then the
composite function F = f ∘ g defined by F(x) = f(g(x)) is
differentiable at x and F’ is given by the product
F’(x) = f’(g(x)) · g’(x)
• In Leibniz notation, if y = f (u) and u = g(x) are both
differentiable functions, then
𝑑𝑦 𝑑𝑦 𝑑𝑢
=
𝑑𝑥 𝑑𝑢 𝑑𝑥
Definition
• The Chain Rule can be written either in the prime notation
(f ∘ g)’(x) = f’(g(x))·g’(x)

• Or, if y = f(u) and u = g(x), in Leibniz notation:

𝑑𝑦 𝑑𝑦 𝑑𝑢
=
𝑑𝑥 𝑑𝑢 𝑑𝑥
Proof of the Chain Rule
• Recall that if y = f(x) and x changes from a to a + Δx, we
defined the increment of y as
Δy = f(a + Δx) – f(a)
• According to the definition of a derivative, we have
Δy
lim = f’(a)
Δx→0 Δx
Proof of the Chain Rule
• So if we denote by ε the difference
between the difference quotient and the
derivative, we obtain
Δy
lim 𝜀 = lim ( - f’(a))
Δx→0 Δx→0 Δx
= f’(a) – f’(a) = 0
• But
Δy
ε = - f’(a) Δy = f’(a) Δx + ε Δx
Δx
Proof of the Chain Rule
• If we define ε to be 0 when Δx = 0, the ε becomes a
continuous function of Δx. Thus, for a differentiable function f,
we can write
Δy = f’(a) Δx + ε Δx, where ε 0 as x 0 (1)
• and ε is a continuous function of Δx. This property of
differentiable functions is what enables us to prove the Chain
Rule.
Proof of the Chain Rule
• Suppose u = g(x) is differentiable at a and y = f(u) is
differentiable at b = g(a). If Δx is an increment in x and Δu and
Δy are the corresponding increment in u and y, then we can
use Equation (1) to write
Δu = g’(a) Δx + ε1 Δx = * g’(a) + ε1 ]Δx (2)
where ε1 0 as Δx 0.
Proof of the Chain Rule
• Similarly
Δy = f’(b)Δu + ε2Δu = *f’(b) + ε2]Δu (3)
where ε2 0 as Δu 0
• If we now substitute the expression for Δu from equation (2)
into equation (3), we get
Δy = * f’(b) + ε2 +* g’(a) + ε1 ]Δx
Δ𝑦
• So = * f’(b) + ε2 +* g’(a) + ε1 ]
Δ𝑥
Proof of the Chain Rule
• As Δx 0, Equation (2) shows that Δu 0. So both ε1 0 and ε2
0 as Δx 0.
• Therefore
𝑑𝑦 Δ𝑦
= lim
𝑑𝑥 Δx→0 Δ𝑥
= lim * f’(b) + ε2 +* g’(a) + ε1 +
Δx→0
= f’(b)g’(a) = f’(g(a))g’(a)
• This proves the Chain Rule.
How to use the Chain Rule
• In using the Chain Rule, we work from the outside to the
inside. First, we differentiate the outer function f [ at the inner
function g(x) ] and then we multiply by the derivative of the
inner function.
𝑑
f (g(x)) = f’ (g(x)) · g’(x)
𝑑𝑥

Outer Evaluated Derivative Evaluated Derivative

function at inner of outer at inner of inner
function function function function
Examples
• Differentiate y = sin ( x 2 ).
As we can see, the outer function is the sine function and the
inner function is the squaring function, so the Chain Rule gives
𝑑𝑦 𝑑
= sin ( x 2 ) = cos ( x 2 ) · 2x
𝑑𝑥 𝑑𝑥

= 2xcos( x 2 )

Outer Evaluated Derivative Evaluated Derivative

function at inner of outer at inner of inner
function function function function
The power rule combined with
the Chain Rule
• This is a special case of the Chain Rule, where the outer
function f is a power function. If y = *g(x)+𝑛 , then we can write
y = f(u) = u𝑛 where u = g(x). By using the Chain Rule an then
the Power Rule, we get
𝑑𝑦 𝑑𝑦 𝑑𝑢 𝑑𝑢
= = nu𝑛;1 = n*g(x)+𝑛;1 g’(x)
𝑑𝑥 𝑑𝑢 𝑑𝑥 𝑑𝑥
Examples
100
• Differentiate y = (x3 − 1) .
Taking u = g(x) = x3 − 1 and n = 100, we have
𝑑𝑦 𝑑 100
= (x3 − 1)
𝑑𝑥 𝑑𝑥
99 𝑑
= 100(x3 − 1) (x3 − 1)
𝑑𝑥
99
= 100(x3 − 1) · 3x 2

99
= 300 x2 (x3 − 1)
Examples
• Find the derivative of the function
𝑡 ;2 9
g(t) =( )
2𝑡:1
Combining the Power Rule, Chain Rule, and Quotient Rule, we
get
𝑡 ;2 8 𝑑 𝑡;2
g’(t) = 9 ( )
2𝑡:1 𝑑𝑡 2𝑡:1
𝑡 ;2 8 2𝑡:1 ∙1;2(𝑡;2) 45(𝑡;2)8
=9 =
2𝑡:1 (2𝑡:1)2 (2𝑡:1)10
Examples
• Differentiate y = (2𝑥 + 1)5 (𝑥 3 −𝑥 + 1)4 .
In this example we must use the Product Rule before using the
Chain Rule:
𝑑𝑦 𝑑 𝑑
= (2𝑥 + 1)5 (𝑥 3 −𝑥 + 1)4 + (𝑥 3 −𝑥 + 1)4 (2𝑥 + 1)5
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑
= (2𝑥 + 1)5 · 4(𝑥 3 −𝑥 + 1)3 (𝑥 3 −𝑥 + 1) +
𝑑𝑥
𝑑
5(2𝑥 + 1)4 (𝑥 3 −𝑥 + 1)4 (2x+1)
𝑑𝑥
Examples
= 4(2𝑥 + 1)5 (𝑥 3 −𝑥 + 1)3 (3𝑥 2 -1) +
5(2𝑥 + 1)4 (𝑥 3 −𝑥 + 1)4 ·2

= 25(2𝑥 + 1)4 (𝑥 3 −𝑥 + 1)3

(17𝑥 3 +6𝑥 2 -9x+3)
More Examples
• The reason for the name “Chain Rule” becomes clear when we
make a longer chain by adding another link. Suppose that y =
f(u), u = g(x), and x = h(t), where f, g, and h are differentiable
functions. Then, to compute the derivative of y with respect to
t, we use the Chain Rule twice:
𝑑𝑦 𝑑𝑦 𝑑𝑥 𝑑𝑦 𝑑𝑢 𝑑𝑥
= =
𝑑𝑡 𝑑𝑥 𝑑𝑡 𝑑𝑢 𝑑𝑥 𝑑𝑡
More Examples
• If f(x) = sin(cos(tanx)), then
𝑑
f’(x) = cos(cos(tanx)) cos(tanx)
𝑑𝑥
𝑑
= cos(cos(tanx))[-sin(tanx)] (tanx)
𝑑𝑥
= - cos(cos(tanx))sin(tanx)sec2 x
More Examples
• Differentiate y = sec x3 .
𝑑𝑦 1 𝑑 3)
= (sec x
𝑑𝑥 2 sec x3 𝑑𝑥
1 3 3 𝑑 3
= sec x tan x (x )
2 sec x3 𝑑𝑥
3
3x2 sec x tan x3
=
2 sec x3
Thanks!
References
• Calculus – Stewart 6th Edition
• Section 2.5 “The Chain Rule”
• Appendixes A1, F “Proofs of Theorems