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Special cases of the chain rule

Now we want to list a few special cases of the chain rule, which occur frequently in practice. For the derivation of the derivatives of exp, ln, sin, cos, xxn etc. we refer to the following chapter Examples for derivatives (missing).

Case: f is linear

Let a,b and let g: be differentiable. Then also h:, h(x)=g(ax+b) is differentiable ad at x there is

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Mathe für Nicht-Freaks: Vorlage:Beweis

Mathe für Nicht-Freaks: Vorlage:Beispiel

Case: g is a power function

Let f:D be differentiable. The also fn:D is differentiable for all n, where at xD there is

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Mathe für Nicht-Freaks: Vorlage:Beweis

Mathe für Nicht-Freaks: Vorlage:Beispiel

Case: g is a root function

Let f:D+ be differentiable. then f:D+ with xf(x) is differentiable as well and for all xD there is

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Mathe für Nicht-Freaks: Vorlage:Beweis

Mathe für Nicht-Freaks: Vorlage:Beispiel

Case: g=exp

Let f:D be differentiable. Then expf:D is differentiable as well and for all xD there is

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Mathe für Nicht-Freaks: Vorlage:Beweis

Mathe für Nicht-Freaks: Vorlage:Beispiel

Special case: Differentiating "function to the power of a function"

Consider the function

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which is a special case of an exponential function. The inner function is f=f2(lnf1). We may again just use the chain rule.

Mathe für Nicht-Freaks: Vorlage:Beispiel

Case: g=ln

Let f:D{0} be and by the chain rule. Then, ln|f|:D is and by the chain rule as well and for all xD there is

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Mathe für Nicht-Freaks: Vorlage:Beweis

Mathe für Nicht-Freaks: Vorlage:Beispiel

Mathe für Nicht-Freaks: Vorlage:Hinweis

Linear combinations of functions

The factor and sum rule state that the derivative is linear. If we apply this linearity to n functions, we get:

Mathe für Nicht-Freaks: Vorlage:Satz

Mathe für Nicht-Freaks: Vorlage:Beispiel

Application: Deriving sum formulas

We can use the linearity of the derivative to obtain new sum formulas from already known ones. Let us consider as an example the geometric sum formula (missing) for x{1} and n:

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Both sides of the equation can be understood as differentiable functions {1} or f or g:

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Since f is a polynomial, we have for x{1}:

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Furthermore, by the quotient rule

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Since now fg, we also have fg. So for x{1} there is:

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Mathe für Nicht-Freaks: Vorlage:Frage

Generalized product rule

The product rule (f1f2)=f1f2+f1f2 can also be applied to more than two differentiable functions by first combining several functions and then applying the product rule several times in succession. For three functions we get

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For four functions we get analogously

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We now recognize a clear formation law for derivatives: the product of the functions is added up, whereby in each summand the derivative "moves forward" by one position. In general, the derivative of a product function of n functions is:

Mathe für Nicht-Freaks: Vorlage:Satz

Mathe für Nicht-Freaks: Vorlage:Aufgabe

Mathe für Nicht-Freaks: Vorlage:Beispiel

Mathe für Nicht-Freaks: Vorlage:Aufgabe

Mathe für Nicht-Freaks: Vorlage:Hinweis

Logarithmic derivatives

The logarithmic derivative is a very elegant tool to calculate the derivative of some functions of a special form. For a differentiable function f without zeros, the logarithmic derivative is defined by

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We have already shown above that the chain rule yields:

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The following table lists some standard examples of logarithmic derivatives:

f L(f) Domain of definition
c{0} 0c=0
xn, n nxn1xn=nx {0}
exp(x) exp(x)exp(x)=1
ln(x) 1xln(x)=1xln(x) +{1}
sin(x) cos(x)sin(x)=cot(x) {kπk}
cos(x) sin(x)cos(x)=tan(x) {π2+kπk}
tan(x) 1cos2(x)tan(x)=1sin(x)cos(x) {kπ2k}

Mathe für Nicht-Freaks: Vorlage:Aufgabe

By direct computation we obtain the following rules for the logarithmic derivative:

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Mathe für Nicht-Freaks: Vorlage:Aufgabe

Mathe für Nicht-Freaks: Vorlage:Hinweis

Using those rules, we can now easily calculate derivatives. The transition to logarithmic derivatives does not usually require less computational effort, but it is much clearer than calculating with the usual rules, and therefore less susceptible to errors!

Mathe für Nicht-Freaks: Vorlage:Beispiel

Mathe für Nicht-Freaks: Vorlage:Beispiel

Mathe für Nicht-Freaks: Vorlage:Beispiel

Mathe für Nicht-Freaks: Vorlage:Aufgabe

Generalized chain rule

Just like the sum and product rule, the chain rule can be generalized to the composition of more than two functions. For two differentiable functions f1 and f2 the chain rule reads

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If we have three functions f1, f2 and f3, then by applying the rule twice we obtain

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If we now take a closer look, we can see a law of formation: First the outermost function is differentiated and the two inner ones are inserted into the derivative function. Then the second function is differentiated and the innermost function is inserted, and the whole thing is multiplied by the first derivative. Finally, the innermost function is differentiated and multiplied. If we now generalize this to n functions, we get:

Mathe für Nicht-Freaks: Vorlage:Satz

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