Math 2.0

Real functions Proof

Proof of the chain rule for a composition with a curve

Builds on Chain rule in several variablesDifferentiable function of several variablesParametrised curve

Proof

We identify the derivative of a curve with a linear map on ℝ\mathbb{R}, and we apply the chain rule.

  1. Let II, UU, γ\gamma, ff and t0t_0 be as in the statement. The interval II is an open subset of ℝ=ℝ1\mathbb{R} = \mathbb{R}^1.
  2. Let σ ⁣:I→ℝp\sigma \colon I \to \mathbb{R}^p be any map, let t∈It \in I, and let c∈ℝpc \in \mathbb{R}^p. For real s≠0s \ne 0 with t+s∈It + s \in I, ∥σ(t+s)−σ(t)−sc∥∣s∣=∥σ(t+s)−σ(t)s−c∥.\frac{\|\sigma(t + s) - \sigma(t) - s c\|}{|s|} = \left\| \frac{\sigma(t + s) - \sigma(t)}{s} - c \right\|.
  3. By step 2, σ′(t)\sigma'(t) exists and equals cc if and only if σ\sigma is differentiable at tt with Dσ(t)(s)=scD\sigma(t)(s) = s c for s∈ℝs \in \mathbb{R}. The maps s↦scs \mapsto s c are exactly the linear maps ℝ→ℝp\mathbb{R} \to \mathbb{R}^p.
  4. By step 3 with σ=γ\sigma = \gamma, the curve γ\gamma is differentiable at t0t_0 with Dγ(t0)(s)=s γ′(t0)D\gamma(t_0)(s) = s \, \gamma'(t_0).
  5. The map γ\gamma goes from the open set I⊆ℝI \subseteq \mathbb{R} into UU, and ff is differentiable at γ(t0)\gamma(t_0). By the chain rule in several variables with n=1n = 1, f∘γf \circ \gamma is differentiable at t0t_0.
  6. The chain rule also gives, for s∈ℝs \in \mathbb{R}, D(f∘γ)(t0)(s)=Df(γ(t0))(s γ′(t0))=s Df(γ(t0))(γ′(t0))D(f \circ \gamma)(t_0)(s) = Df(\gamma(t_0))\big(s \, \gamma'(t_0)\big) = s \, Df(\gamma(t_0))\big(\gamma'(t_0)\big). The last equality holds since Df(γ(t0))Df(\gamma(t_0)) is linear.
  7. By step 3 with σ=f∘γ\sigma = f \circ \gamma and c=Df(γ(t0))(γ′(t0))c = Df(\gamma(t_0))(\gamma'(t_0)), the derivative (f∘γ)′(t0)(f \circ \gamma)'(t_0) exists and equals Df(γ(t0))(γ′(t0))Df(\gamma(t_0))\big(\gamma'(t_0)\big).

Idea

A curve has a velocity vector γ′(t0)\gamma'(t_0), and this is the same as a linear map s↦sγ′(t0)s \mapsto s \gamma'(t_0) from ℝ\mathbb{R}. With this dictionary, the result is the general chain rule with one input variable. Feeding the velocity into DfDf gives the rate of change of ff along the curve.

Reading path

To understand this page from the ground up, read these 222 pages in order. The foundations come first. The path takes the proofs Proof of the approximation property of the supremum, Proof that every sequence has a monotone subsequence, by peaks, Proof that open sets are the sets that are neighbourhoods of all their points, Proof of the commutativity of addition by induction, Proof of the Lebesgue number lemma by a finite cover of balls, Proof of the triangle inequality for norms, Proof of the Heine–Borel theorem by sequential compactness, Proof of the chain rule in several variables, Proof of the derivative as a little-o approximation, Proof that a linear map between normed spaces is continuous if and only if it is bounded, Proof that a function is bijective iff it has a two-sided inverse, Proof that the reals form an ordered field, with the Cauchy sequence construction, Proof of continuity via closed sets, Proof that compact subsets of a metric space are bounded, Proof that compactness and sequential compactness agree in metric spaces, Proof that subsequences of a convergent sequence converge to the same limit, Proof that the coordinate map is a linear isomorphism, Proof of strong induction from ordinary induction, Proof that linear maps on finite-dimensional normed spaces are continuous, Proof of the existence of square roots of nonnegative reals, Proof that a continuous image of a compact set is compact, Proof that compact subsets of a Hausdorff space are closed, Proof of epsilon-delta continuity at a point in metric spaces, Proof of the description of the open sets of a metric space, Proof of the epsilon-N definition of the limit of a sequence, Proof that compactness of a subset can be tested with open sets of the ambient space, Proof of the existence of the infimum by negation, Proof of the equivalence of norms in finite dimension by compactness of the unit sphere, Proof that every spanning set contains a basis, by Zorn's lemma, Proof that closed sets contain their limits, Proof of Zorn's lemma, Proof that metric spaces are Hausdorff, Proof of the sequence characterisation of uniform continuity, Proof of the well-ordering principle from strong induction, Proof of the Bolzano–Weierstrass theorem by a monotone subsequence, Proof that a continuous real function on a compact set attains its bounds, Proof that a decreasing sequence bounded below converges, Proof that the reals are Archimedean from the completeness axiom, Proof of the monotone convergence theorem for sequences, Proof that open balls are open, Proof that Lipschitz maps are uniformly continuous, Proof that a set is open if and only if its complement is closed, Proof of continuity via open sets in metric spaces.

  1. Basis concept
  2. Complex numbers object
  3. Construction of the reals from Cauchy sequences concept
  4. Coordinate space object
  5. Coordinate vector concept
  6. Definition by recursion concept
  7. Element definition
  8. Euclidean metric example
  9. Euclidean space object
  10. Extended real number line object
  11. Function concept
  12. Function composition concept
  13. Integers object
  14. Linear isomorphism concept
  15. Linear map concept
  16. Mathematical induction concept
  17. Natural numbers object
  18. Norm concept
  19. Ordered field definition
  20. Peano axioms concept
  21. Proof of Zorn's lemma proof
  22. Proposition concept
  23. Rational numbers object
  24. Real numbers object
  25. Sequence definition
  26. Set bounded above definition
  27. Vector space definition
  28. p-metric on R^n example
  29. Real and imaginary parts definition
  30. Set definition
  31. Fréchet derivative definition
  32. Function of several variables concept
  33. Vector-valued function concept
  34. Ring of integers statement
  35. Successor function definition
  36. Archimedean ordered field definition
  37. Conjunction definition
  38. Disjunction definition
  39. Implication definition
  40. Predicate definition
  41. The reals form a field statement
  42. Real sequence definition
  43. Subsequence definition
  44. Infimum definition
  45. Supremum definition
  46. Linear combination definition
  47. Linear map definition
  48. Linear subspace definition
  49. Norm definition
  50. p-norm on R^n example
  51. Empty set object
  52. Family of sets definition
  53. Ordered pair definition
  54. Intersection definition
  55. Union definition
  56. Limit of a function of several variables concept
  57. Parametrised curve concept
  58. Addition of natural numbers definition
  59. Existential quantifier definition
  60. Universal quantifier definition
  61. The successor function is injective statement
  62. Zero is not a successor statement
  63. Bounded sequence definition
  64. Limit of a sequence definition
  65. Monotone sequence definition
  66. The rationals form a field statement
  67. Linear independence definition
  68. Composition of linear maps definition
  69. Linear isomorphism definition
  70. Linear span definition
  71. Normed vector space definition
  72. Completeness axiom statement
  73. Cartesian product definition
  74. Union of a family of sets definition
  75. Differentiable function of several variables definition
  76. Subset definition
  77. Uniqueness quantifier definition
  78. Proof of the commutativity of addition by induction proof
  79. Proof of the derivative as a little-o approximation proof
  80. Order on the natural numbers definition
  81. Convergent sequence definition
  82. The rationals form an ordered field statement
  83. Spanning set definition
  84. Binary relation definition
  85. Topological space definition
  86. Universal set definition
  87. Derivative as a little-o approximation statement
  88. Order on the reals definition
  89. Commutativity of addition statement
  90. Proof of strong induction from ordinary induction proof
  91. Finite-dimensional vector space definition
  92. Basis definition
  93. Antisymmetric relation definition
  94. Reflexive relation definition
  95. Transitive relation definition
  96. Sequential compactness definition
  97. Function definition
  98. Subspace topology definition
  99. Complement definition
  100. Coordinate vector definition
  101. Strong induction statement
  102. Preorder definition
  103. Choice function definition
  104. Image of a set definition
  105. Preimage of a set definition
  106. Codomain definition
  107. Function composition definition
  108. Identity function definition
  109. Injective function definition
  110. Proof of the well-ordering principle from strong induction proof
  111. Metric space definition
  112. Partial order definition
  113. Axiom of choice statement
  114. Surjective function definition
  115. Left inverse definition
  116. Right inverse definition
  117. Closed ball definition
  118. Convergence of a sequence in a metric space definition
  119. Lipschitz map definition
  120. Open ball definition
  121. Triangle inequality for a metric statement
  122. Well-ordering principle statement
  123. Diameter of a set definition
  124. Maximal element definition
  125. Total order definition
  126. Upper bound definition
  127. Bijective function definition
  128. Metric topology definition
  129. Bounded set definition
  130. Proof that every sequence has a monotone subsequence, by peaks proof
  131. Chain definition
  132. Open set definition
  133. Proof that a function is bijective iff it has a two-sided inverse proof
  134. Proof that the reals form an ordered field, with the Cauchy sequence construction proof
  135. Every sequence has a monotone subsequence statement
  136. Hausdorff space definition
  137. Open cover definition
  138. Proof that open sets are the sets that are neighbourhoods of all their points proof
  139. Continuous map of topological spaces definition
  140. Closed set definition
  141. Bijective iff it has a two-sided inverse statement
  142. Zorn's lemma statement
  143. Equivalent metrics definition
  144. Proof of the description of the open sets of a metric space proof
  145. The reals form an ordered field statement
  146. Compact space definition
  147. Open sets characterised by neighbourhoods statement
  148. Proof that a set is open if and only if its complement is closed proof
  149. Equivalent norms definition
  150. Open sets of a metric space statement
  151. Proof that the coordinate map is a linear isomorphism proof
  152. Proof that every spanning set contains a basis, by Zorn's lemma proof
  153. Absolute value definition
  154. Proof of the approximation property of the supremum proof
  155. Proof of the existence of the infimum by negation proof
  156. Proof of the existence of square roots of nonnegative reals proof
  157. Continuity at a point of a topological space definition
  158. Complement of an open set is closed statement
  159. Compact set definition
  160. Continuous linear map definition
  161. Proof that closed sets contain their limits proof
  162. Proof that open balls are open proof
  163. Every spanning set contains a basis statement
  164. Isomorphism with the coordinate space statement
  165. Proof of the epsilon-N definition of the limit of a sequence proof
  166. Approximation property of the supremum statement
  167. Existence of the infimum statement
  168. Existence of square roots of nonnegative reals statement
  169. Proof that compactness of a subset can be tested with open sets of the ambient space proof
  170. Proof of continuity via closed sets proof
  171. Closed sets contain their limits statement
  172. Open balls are open statement
  173. Epsilon-N definition of the limit of a sequence statement
  174. Square root definition
  175. Proof that the reals are Archimedean from the completeness axiom proof
  176. Compactness via open covers statement
  177. Modulus of a complex number definition
  178. Continuity via closed sets statement
  179. Proof of epsilon-delta continuity at a point in metric spaces proof
  180. Proof of continuity via open sets in metric spaces proof
  181. Proof of the Lebesgue number lemma by a finite cover of balls proof
  182. Proof that metric spaces are Hausdorff proof
  183. The reals are Archimedean statement
  184. Proof that subsequences of a convergent sequence converge to the same limit proof
  185. Proof of the monotone convergence theorem for sequences proof
  186. Proof that compact subsets of a Hausdorff space are closed proof
  187. Proof that a continuous image of a compact set is compact proof
  188. Epsilon-delta continuity in metric spaces statement
  189. Lebesgue number lemma statement
  190. Proof that compact subsets of a metric space are bounded proof
  191. Metric spaces are Hausdorff statement
  192. Proof that compactness and sequential compactness agree in metric spaces proof
  193. Proof of the sequence characterisation of uniform continuity proof
  194. Proof of the triangle inequality for norms proof
  195. Subsequences of a convergent sequence converge to the same limit statement
  196. Monotone convergence theorem for sequences statement
  197. Compact subsets of a Hausdorff space are closed statement
  198. Continuous image of a compact set is compact statement
  199. Continuity via open sets statement
  200. Compactness and sequential compactness agree in metric spaces statement
  201. Compact subsets of a metric space are bounded statement
  202. Epsilon-delta uniform continuity statement
  203. Proof that a decreasing sequence bounded below converges proof
  204. Triangle inequality for norms statement
  205. Proof that a linear map between normed spaces is continuous if and only if it is bounded proof
  206. Proof that Lipschitz maps are uniformly continuous proof
  207. Decreasing sequence bounded below converges statement
  208. Lipschitz maps are uniformly continuous statement
  209. Proof of the Bolzano–Weierstrass theorem by a monotone subsequence proof
  210. Bounded linear maps are continuous statement
  211. Bolzano–Weierstrass theorem statement
  212. Proof of the Heine–Borel theorem by sequential compactness proof
  213. Heine–Borel theorem statement
  214. Proof that a continuous real function on a compact set attains its bounds proof
  215. Continuous real function on a compact set attains its bounds statement
  216. Proof of the equivalence of norms in finite dimension by compactness of the unit sphere proof
  217. Equivalence of norms in finite dimension statement
  218. Proof that linear maps on finite-dimensional normed spaces are continuous proof
  219. Linear maps on finite-dimensional spaces are continuous statement
  220. Proof of the chain rule in several variables proof
  221. Chain rule in several variables statement
  222. Proof of the chain rule for a composition with a curve proof

Where this leads

295 pages build on this one.

Further reading

  1. Web https://www.jirka.org/ra/realanal2.pdf, Section 8.3.3
About this page
TagEE55ZCANP6
URIm2://EE55ZCANP6
Kindproof
WritingW0 stub
MSC26B05
ProvesChain rule for a composition with a curve
UsesChain rule in several variables, Differentiable function of several variables, Parametrised curve
Changed4 November 2026

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