Math 2.0

statement corollary

Chain rule for a composition with a curve

Statement

Let I⊆RI \subseteq \mathbb{R} be an open interval, let U⊆RnU \subseteq \mathbb{R}^n be open, let γ ⁣:I→U\gamma \colon I \to U, let f ⁣:U→Rmf \colon U \to \mathbb{R}^m, and let t0∈It_0 \in I. Suppose that γ\gamma is differentiable at t0t_0 and ff is differentiable at γ(t0)\gamma(t_0). Then f∘γf \circ \gamma is differentiable at t0t_0, and (f∘γ)′(t0)=Df(γ(t0))(γ′(t0)).(f \circ \gamma)'(t_0) = Df(\gamma(t_0))\big(\gamma'(t_0)\big).

Remarks

For m=1m = 1, this reads (f∘γ)′(t0)=∇f(γ(t0))⋅γ′(t0)=∑i=1n∂f∂xi(γ(t0)) γi′(t0)(f \circ \gamma)'(t_0) = \nabla f(\gamma(t_0)) \cdot \gamma'(t_0) = \sum_{i=1}^n \dfrac{\partial f}{\partial x_i}(\gamma(t_0)) \, \gamma_i'(t_0), with the gradient ∇f\nabla f. It is the case n=1n = 1 of the chain rule in several variables, since a linear map R→Rn\mathbb{R} \to \mathbb{R}^n is s↦sγ′(t0)s \mapsto s \gamma'(t_0). For γ(t)=a+tv\gamma(t) = a + t v it gives the directional derivative Dvf(a)=Df(a)(v)D_v f(a) = Df(a)(v).

Explanations

L1 human

Walk along a curve γ(t)\gamma(t) through a landscape with height ff. The rate at which your height changes is the slope of the landscape in the direction you walk, times your speed. For f(x,y)=xyf(x, y) = x y and γ(t)=(t,t2)\gamma(t) = (t, t^2), the rule gives ∇f⋅γ′=t2⋅1+t⋅2t=3t2\nabla f \cdot \gamma' = t^2 \cdot 1 + t \cdot 2t = 3 t^2, the derivative of t3t^3.

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Sources

  1. Web https://en.wikipedia.org/wiki/Chain_rule, Case of scalar-valued multivariate functions