lesson 10: the chain rule (slides)

56
. . SecƟon 2.5 The Chain Rule V63.0121.011: Calculus I Professor MaƩhew Leingang New York University February 23, 2011

Upload: matthew-leingang

Post on 04-Dec-2014

1.380 views

Category:

Documents


0 download

DESCRIPTION

The derivative of a composition of functions is the product of the derivatives of those functions. This rule is important because compositions are so powerful.

TRANSCRIPT

Page 1: Lesson 10: The Chain Rule (slides)

..

Sec on 2.5The Chain Rule

V63.0121.011: Calculus IProfessor Ma hew Leingang

New York University

February 23, 2011

Page 2: Lesson 10: The Chain Rule (slides)

Announcements

I Quiz 2 next week on§§1.5, 1.6, 2.1, 2.2

I Midterm March 7 on allsec ons in class (coversall sec ons up to 2.5)

Page 3: Lesson 10: The Chain Rule (slides)

ObjectivesI Given a compoundexpression, write it as acomposi on of func ons.

I Understand and applythe Chain Rule for thederiva ve of acomposi on of func ons.

I Understand and useNewtonian and Leibniziannota ons for the ChainRule.

Page 4: Lesson 10: The Chain Rule (slides)

CompositionsSee Section 1.2 for review

Defini onIf f and g are func ons, the composi on (f ◦ g)(x) = f(g(x))means “do g first,then f.”

.

.g . f.x .g(x). f(g(x)).f ◦ g

Our goal for the day is to understand how the deriva ve of the composi on oftwo func ons depends on the deriva ves of the individual func ons.

Page 5: Lesson 10: The Chain Rule (slides)

CompositionsSee Section 1.2 for review

Defini onIf f and g are func ons, the composi on (f ◦ g)(x) = f(g(x))means “do g first,then f.”

..g

. f

.x .g(x)

. f(g(x)).f ◦ g

Our goal for the day is to understand how the deriva ve of the composi on oftwo func ons depends on the deriva ves of the individual func ons.

Page 6: Lesson 10: The Chain Rule (slides)

CompositionsSee Section 1.2 for review

Defini onIf f and g are func ons, the composi on (f ◦ g)(x) = f(g(x))means “do g first,then f.”

..g . f.x .g(x)

. f(g(x)).f ◦ g

Our goal for the day is to understand how the deriva ve of the composi on oftwo func ons depends on the deriva ves of the individual func ons.

Page 7: Lesson 10: The Chain Rule (slides)

CompositionsSee Section 1.2 for review

Defini onIf f and g are func ons, the composi on (f ◦ g)(x) = f(g(x))means “do g first,then f.”

..g . f.x .g(x). f(g(x))

.f ◦ g

Our goal for the day is to understand how the deriva ve of the composi on oftwo func ons depends on the deriva ves of the individual func ons.

Page 8: Lesson 10: The Chain Rule (slides)

CompositionsSee Section 1.2 for review

Defini onIf f and g are func ons, the composi on (f ◦ g)(x) = f(g(x))means “do g first,then f.”

..g . f.x .g(x). f(g(x)).f ◦ g

Our goal for the day is to understand how the deriva ve of the composi on oftwo func ons depends on the deriva ves of the individual func ons.

Page 9: Lesson 10: The Chain Rule (slides)

CompositionsSee Section 1.2 for review

Defini onIf f and g are func ons, the composi on (f ◦ g)(x) = f(g(x))means “do g first,then f.”

..g . f.x .g(x). f(g(x)).f ◦ g

Our goal for the day is to understand how the deriva ve of the composi on oftwo func ons depends on the deriva ves of the individual func ons.

Page 10: Lesson 10: The Chain Rule (slides)

Outline

Heuris csAnalogyThe Linear Case

The chain rule

Examples

Page 11: Lesson 10: The Chain Rule (slides)

AnalogyThink about riding a bike. Togo faster you can either:

I pedal fasterI change gears

..

Image credit: SpringSun

The angular posi on (φ) of the back wheel depends on the posi onof the front sprocket (θ):

φ(θ) =R..

.

radius of front sprocket

θ

r..

.

radius of back sprocket

And so the angular speed of the back wheel depends on thederiva ve of this func on and the speed of the front sprocket.

Page 12: Lesson 10: The Chain Rule (slides)

AnalogyThink about riding a bike. Togo faster you can either:

I pedal faster

I change gears

..

Image credit: SpringSun

The angular posi on (φ) of the back wheel depends on the posi onof the front sprocket (θ):

φ(θ) =R..

.

radius of front sprocket

θ

r..

.

radius of back sprocket

And so the angular speed of the back wheel depends on thederiva ve of this func on and the speed of the front sprocket.

Page 13: Lesson 10: The Chain Rule (slides)

AnalogyThink about riding a bike. Togo faster you can either:

I pedal fasterI change gears

..

Image credit: SpringSun

The angular posi on (φ) of the back wheel depends on the posi onof the front sprocket (θ):

φ(θ) =R..

.

radius of front sprocket

θ

r..

.

radius of back sprocket

And so the angular speed of the back wheel depends on thederiva ve of this func on and the speed of the front sprocket.

Page 14: Lesson 10: The Chain Rule (slides)

AnalogyThink about riding a bike. Togo faster you can either:

I pedal fasterI change gears

..

Image credit: SpringSun

The angular posi on (φ) of the back wheel depends on the posi onof the front sprocket (θ):

φ(θ) =R..

.

radius of front sprocket

θ

r..

.

radius of back sprocketAnd so the angular speed of the back wheel depends on thederiva ve of this func on and the speed of the front sprocket.

Page 15: Lesson 10: The Chain Rule (slides)

AnalogyThink about riding a bike. Togo faster you can either:

I pedal fasterI change gears

..

Image credit: SpringSun

The angular posi on (φ) of the back wheel depends on the posi onof the front sprocket (θ):

φ(θ) =R...

radius of front sprocket

θ

r...

radius of back sprocket

And so the angular speed of the back wheel depends on thederiva ve of this func on and the speed of the front sprocket.

Page 16: Lesson 10: The Chain Rule (slides)

AnalogyThink about riding a bike. Togo faster you can either:

I pedal fasterI change gears

..

Image credit: SpringSun

The angular posi on (φ) of the back wheel depends on the posi onof the front sprocket (θ):

φ(θ) =R..

.

radius of front sprocket

θ

r..

.

radius of back sprocket

And so the angular speed of the back wheel depends on thederiva ve of this func on and the speed of the front sprocket.

Page 17: Lesson 10: The Chain Rule (slides)

The Linear CaseQues onLet f(x) = mx+ b and g(x) = m′x+ b′. What can you say about the composi on?

Answer

I f(g(x)) = m(m′x+ b′) + b = (mm′)x+ (mb′ + b)

I The composi on is also linear

I The slope of the composi on is the product of the slopes of the twofunc ons.

The deriva ve is supposed to be a local lineariza on of a func on. So thereshould be an analog of this property in deriva ves.

Page 18: Lesson 10: The Chain Rule (slides)

The Linear CaseQues onLet f(x) = mx+ b and g(x) = m′x+ b′. What can you say about the composi on?

Answer

I f(g(x)) = m(m′x+ b′) + b = (mm′)x+ (mb′ + b)

I The composi on is also linear

I The slope of the composi on is the product of the slopes of the twofunc ons.

The deriva ve is supposed to be a local lineariza on of a func on. So thereshould be an analog of this property in deriva ves.

Page 19: Lesson 10: The Chain Rule (slides)

The Linear CaseQues onLet f(x) = mx+ b and g(x) = m′x+ b′. What can you say about the composi on?

Answer

I f(g(x)) = m(m′x+ b′) + b = (mm′)x+ (mb′ + b)

I The composi on is also linear

I The slope of the composi on is the product of the slopes of the twofunc ons.

The deriva ve is supposed to be a local lineariza on of a func on. So thereshould be an analog of this property in deriva ves.

Page 20: Lesson 10: The Chain Rule (slides)

The Linear CaseQues onLet f(x) = mx+ b and g(x) = m′x+ b′. What can you say about the composi on?

Answer

I f(g(x)) = m(m′x+ b′) + b = (mm′)x+ (mb′ + b)

I The composi on is also linear

I The slope of the composi on is the product of the slopes of the twofunc ons.

The deriva ve is supposed to be a local lineariza on of a func on. So thereshould be an analog of this property in deriva ves.

Page 21: Lesson 10: The Chain Rule (slides)

The Linear CaseQues onLet f(x) = mx+ b and g(x) = m′x+ b′. What can you say about the composi on?

Answer

I f(g(x)) = m(m′x+ b′) + b = (mm′)x+ (mb′ + b)

I The composi on is also linear

I The slope of the composi on is the product of the slopes of the twofunc ons.

The deriva ve is supposed to be a local lineariza on of a func on. So thereshould be an analog of this property in deriva ves.

Page 22: Lesson 10: The Chain Rule (slides)

The Nonlinear CaseLet u = g(x) and y = f(u). Suppose x is changed by a small amount∆x. Then

f′(u) ≈ ∆y∆u

=⇒ ∆y ≈ f′(u)∆u

andg′(x) ≈ ∆y

∆x=⇒ ∆u ≈ g′(x)∆x.

So∆y ≈ f′(u)g′(x)∆x =⇒ ∆y

∆x≈ f′(u)g′(x)

Page 23: Lesson 10: The Chain Rule (slides)

Outline

Heuris csAnalogyThe Linear Case

The chain rule

Examples

Page 24: Lesson 10: The Chain Rule (slides)

Theorem of the day: The chain ruleTheoremLet f and g be func ons, with g differen able at x and f differen ableat g(x). Then f ◦ g is differen able at x and

(f ◦ g)′(x) = f′(g(x))g′(x)

In Leibnizian nota on, let y = f(u) and u = g(x). Then

dydx

=dydu

dudx

..dy��du

��dudx

Page 25: Lesson 10: The Chain Rule (slides)

ObservationsI Succinctly, the deriva ve of acomposi on is the productof the deriva ves

I The only complica on iswhere these deriva ves areevaluated: at the same pointthe func ons are

I In Leibniz nota on, the ChainRule looks like cancella on of(fake) frac ons

..

Image credit: ooOJasonOoo

Page 26: Lesson 10: The Chain Rule (slides)

Theorem of the day: The chain ruleTheoremLet f and g be func ons, with g differen able at x and f differen ableat g(x). Then f ◦ g is differen able at x and

(f ◦ g)′(x) = f′(g(x))g′(x)

In Leibnizian nota on, let y = f(u) and u = g(x). Then

dydx

=dydu

dudx

..dy��du

��dudx

Page 27: Lesson 10: The Chain Rule (slides)

ObservationsI Succinctly, the deriva ve of acomposi on is the productof the deriva ves

I The only complica on iswhere these deriva ves areevaluated: at the same pointthe func ons are

I In Leibniz nota on, the ChainRule looks like cancella on of(fake) frac ons

..

Image credit: ooOJasonOoo

Page 28: Lesson 10: The Chain Rule (slides)

CompositionsSee Section 1.2 for review

Defini onIf f and g are func ons, the composi on (f ◦ g)(x) = f(g(x))means “do g first,then f.”

..g . f.x .g(x). f(g(x)).f ◦ g

Our goal for the day is to understand how the deriva ve of the composi on oftwo func ons depends on the deriva ves of the individual func ons.

Page 29: Lesson 10: The Chain Rule (slides)

ObservationsI Succinctly, the deriva ve of acomposi on is the productof the deriva ves

I The only complica on iswhere these deriva ves areevaluated: at the same pointthe func ons are

I In Leibniz nota on, the ChainRule looks like cancella on of(fake) frac ons

..

Image credit: ooOJasonOoo

Page 30: Lesson 10: The Chain Rule (slides)

Theorem of the day: The chain ruleTheoremLet f and g be func ons, with g differen able at x and f differen ableat g(x). Then f ◦ g is differen able at x and

(f ◦ g)′(x) = f′(g(x))g′(x)

In Leibnizian nota on, let y = f(u) and u = g(x). Then

dydx

=dydu

dudx

..dy��du

��dudx

Page 31: Lesson 10: The Chain Rule (slides)

Theorem of the day: The chain ruleTheoremLet f and g be func ons, with g differen able at x and f differen ableat g(x). Then f ◦ g is differen able at x and

(f ◦ g)′(x) = f′(g(x))g′(x)

In Leibnizian nota on, let y = f(u) and u = g(x). Then

dydx

=dydu

dudx

..dy��du

��dudx

Page 32: Lesson 10: The Chain Rule (slides)

Outline

Heuris csAnalogyThe Linear Case

The chain rule

Examples

Page 33: Lesson 10: The Chain Rule (slides)

ExampleExample

let h(x) =√3x2 + 1. Find h′(x).

Solu onFirst, write h as f ◦ g. Let f(u) =

√u and g(x) = 3x2 + 1. Then

f′(u) = 12u

−1/2, and g′(x) = 6x. So

h′(x) = 12u

−1/2(6x) = 12(3x

2 + 1)−1/2(6x) =3x√

3x2 + 1

Page 34: Lesson 10: The Chain Rule (slides)

ExampleExample

let h(x) =√3x2 + 1. Find h′(x).

Solu onFirst, write h as f ◦ g.

Let f(u) =√u and g(x) = 3x2 + 1. Then

f′(u) = 12u

−1/2, and g′(x) = 6x. So

h′(x) = 12u

−1/2(6x) = 12(3x

2 + 1)−1/2(6x) =3x√

3x2 + 1

Page 35: Lesson 10: The Chain Rule (slides)

ExampleExample

let h(x) =√3x2 + 1. Find h′(x).

Solu onFirst, write h as f ◦ g. Let f(u) =

√u and g(x) = 3x2 + 1.

Thenf′(u) = 1

2u−1/2, and g′(x) = 6x. So

h′(x) = 12u

−1/2(6x) = 12(3x

2 + 1)−1/2(6x) =3x√

3x2 + 1

Page 36: Lesson 10: The Chain Rule (slides)

ExampleExample

let h(x) =√3x2 + 1. Find h′(x).

Solu onFirst, write h as f ◦ g. Let f(u) =

√u and g(x) = 3x2 + 1. Then

f′(u) = 12u

−1/2, and g′(x) = 6x. So

h′(x) = 12u

−1/2(6x)

= 12(3x

2 + 1)−1/2(6x) =3x√

3x2 + 1

Page 37: Lesson 10: The Chain Rule (slides)

ExampleExample

let h(x) =√3x2 + 1. Find h′(x).

Solu onFirst, write h as f ◦ g. Let f(u) =

√u and g(x) = 3x2 + 1. Then

f′(u) = 12u

−1/2, and g′(x) = 6x. So

h′(x) = 12u

−1/2(6x) = 12(3x

2 + 1)−1/2(6x) =3x√

3x2 + 1

Page 38: Lesson 10: The Chain Rule (slides)

Corollary

Corollary (The Power Rule Combined with the Chain Rule)

If n is any real number and u = g(x) is differen able, then

ddx

(un) = nun−1dudx

.

Page 39: Lesson 10: The Chain Rule (slides)

Does order matter?Example

Findddx

(sin 4x) and compare it toddx

(4 sin x).

Solu on

I For the first, let u = 4x and y = sin(u). Then

dydx

=dydu

· dudx

= cos(u) · 4 = 4 cos 4x.

I For the second, let u = sin x and y = 4u. Then

dydx

=dydu

· dudx

= 4 · cos x

Page 40: Lesson 10: The Chain Rule (slides)

Does order matter?Example

Findddx

(sin 4x) and compare it toddx

(4 sin x).

Solu onI For the first, let u = 4x and y = sin(u). Then

dydx

=dydu

· dudx

= cos(u) · 4 = 4 cos 4x.

I For the second, let u = sin x and y = 4u. Then

dydx

=dydu

· dudx

= 4 · cos x

Page 41: Lesson 10: The Chain Rule (slides)

Does order matter?Example

Findddx

(sin 4x) and compare it toddx

(4 sin x).

Solu onI For the first, let u = 4x and y = sin(u). Then

dydx

=dydu

· dudx

= cos(u) · 4 = 4 cos 4x.

I For the second, let u = sin x and y = 4u. Then

dydx

=dydu

· dudx

= 4 · cos x

Page 42: Lesson 10: The Chain Rule (slides)

Order matters!Example

Findddx

(sin 4x) and compare it toddx

(4 sin x).

Solu onI For the first, let u = 4x and y = sin(u). Then

dydx

=dydu

· dudx

= cos(u) · 4 = 4 cos 4x.

I For the second, let u = sin x and y = 4u. Then

dydx

=dydu

· dudx

= 4 · cos x

Page 43: Lesson 10: The Chain Rule (slides)

Example

Let f(x) =(

3√x5 − 2+ 8

)2. Find f′(x).

Solu on

ddx

(3√x5 − 2+ 8

)2= 2

(3√x5 − 2+ 8

) ddx

(3√x5 − 2+ 8

)= 2

(3√x5 − 2+ 8

) ddx

3√x5 − 2

= 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3 ddx

(x5 − 2)

= 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3(5x4)

=103x4(

3√x5 − 2+ 8

)(x5 − 2)−2/3

Page 44: Lesson 10: The Chain Rule (slides)

Example

Let f(x) =(

3√x5 − 2+ 8

)2. Find f′(x).

Solu onddx

(3√x5 − 2+ 8

)2= 2

(3√x5 − 2+ 8

) ddx

(3√x5 − 2+ 8

)

= 2(

3√x5 − 2+ 8

) ddx

3√x5 − 2

= 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3 ddx

(x5 − 2)

= 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3(5x4)

=103x4(

3√x5 − 2+ 8

)(x5 − 2)−2/3

Page 45: Lesson 10: The Chain Rule (slides)

Example

Let f(x) =(

3√x5 − 2+ 8

)2. Find f′(x).

Solu onddx

(3√x5 − 2+ 8

)2= 2

(3√x5 − 2+ 8

) ddx

(3√x5 − 2+ 8

)= 2

(3√x5 − 2+ 8

) ddx

3√x5 − 2

= 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3 ddx

(x5 − 2)

= 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3(5x4)

=103x4(

3√x5 − 2+ 8

)(x5 − 2)−2/3

Page 46: Lesson 10: The Chain Rule (slides)

Example

Let f(x) =(

3√x5 − 2+ 8

)2. Find f′(x).

Solu onddx

(3√x5 − 2+ 8

)2= 2

(3√x5 − 2+ 8

) ddx

(3√x5 − 2+ 8

)= 2

(3√x5 − 2+ 8

) ddx

3√x5 − 2

= 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3 ddx

(x5 − 2)

= 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3(5x4)

=103x4(

3√x5 − 2+ 8

)(x5 − 2)−2/3

Page 47: Lesson 10: The Chain Rule (slides)

Example

Let f(x) =(

3√x5 − 2+ 8

)2. Find f′(x).

Solu onddx

(3√x5 − 2+ 8

)2= 2

(3√x5 − 2+ 8

) ddx

(3√x5 − 2+ 8

)= 2

(3√x5 − 2+ 8

) ddx

3√x5 − 2

= 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3 ddx

(x5 − 2)

= 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3(5x4)

=103x4(

3√x5 − 2+ 8

)(x5 − 2)−2/3

Page 48: Lesson 10: The Chain Rule (slides)

Example

Let f(x) =(

3√x5 − 2+ 8

)2. Find f′(x).

Solu onddx

(3√x5 − 2+ 8

)2= 2

(3√x5 − 2+ 8

) ddx

(3√x5 − 2+ 8

)= 2

(3√x5 − 2+ 8

) ddx

3√x5 − 2

= 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3 ddx

(x5 − 2)

= 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3(5x4)

=103x4(

3√x5 − 2+ 8

)(x5 − 2)−2/3

Page 49: Lesson 10: The Chain Rule (slides)

A metaphorThink about peeling an onion:

f(x) =(

3√

x5︸︷︷︸�5

−2︸ ︷︷ ︸3√�

+8

︸ ︷︷ ︸�+8

)2

︸ ︷︷ ︸�2

..

Image credit: photobunny

f′(x) = 2(

3√x5 − 2+ 8

)13(x

5 − 2)−2/3(5x4)

Page 50: Lesson 10: The Chain Rule (slides)

Combining techniquesExample

Findddx

((x3 + 1)10 sin(4x2 − 7)

)

Solu onThe “last” part of the func on is the product, so we apply the product rule. Eachfactor’s deriva ve requires the chain rule:

ddx

((x3 + 1)10 · sin(4x2 − 7)

)=

(ddx

(x3 + 1)10)· sin(4x2 − 7) + (x3 + 1)10 ·

(ddx

sin(4x2 − 7))

= 10(x3 + 1)9(3x2) sin(4x2 − 7) + (x3 + 1)10 · cos(4x2 − 7)(8x)

Page 51: Lesson 10: The Chain Rule (slides)

Combining techniquesExample

Findddx

((x3 + 1)10 sin(4x2 − 7)

)Solu onThe “last” part of the func on is the product, so we apply the product rule. Eachfactor’s deriva ve requires the chain rule:

ddx

((x3 + 1)10 · sin(4x2 − 7)

)=

(ddx

(x3 + 1)10)· sin(4x2 − 7) + (x3 + 1)10 ·

(ddx

sin(4x2 − 7))

= 10(x3 + 1)9(3x2) sin(4x2 − 7) + (x3 + 1)10 · cos(4x2 − 7)(8x)

Page 52: Lesson 10: The Chain Rule (slides)

Combining techniquesExample

Findddx

((x3 + 1)10 sin(4x2 − 7)

)Solu onThe “last” part of the func on is the product, so we apply the product rule. Eachfactor’s deriva ve requires the chain rule:

ddx

((x3 + 1)10 · sin(4x2 − 7)

)=

(ddx

(x3 + 1)10)· sin(4x2 − 7) + (x3 + 1)10 ·

(ddx

sin(4x2 − 7))

= 10(x3 + 1)9(3x2) sin(4x2 − 7) + (x3 + 1)10 · cos(4x2 − 7)(8x)

Page 53: Lesson 10: The Chain Rule (slides)

Combining techniquesExample

Findddx

((x3 + 1)10 sin(4x2 − 7)

)Solu onThe “last” part of the func on is the product, so we apply the product rule. Eachfactor’s deriva ve requires the chain rule:

ddx

((x3 + 1)10 · sin(4x2 − 7)

)=

(ddx

(x3 + 1)10)· sin(4x2 − 7) + (x3 + 1)10 ·

(ddx

sin(4x2 − 7))

= 10(x3 + 1)9(3x2) sin(4x2 − 7) + (x3 + 1)10 · cos(4x2 − 7)(8x)

Page 54: Lesson 10: The Chain Rule (slides)

Related rates of change in the oceanQues onThe area of a circle, A = πr2, changes as its radiuschanges. If the radius changes with respect to me,the change in area with respect to me is

A.dAdr

= 2πr

B.dAdt

= 2πr+drdt

C.dAdt

= 2πrdrdt

D. not enough informa on..

Image credit: Jim Frazier

Page 55: Lesson 10: The Chain Rule (slides)

Related rates of change in the oceanQues onThe area of a circle, A = πr2, changes as its radiuschanges. If the radius changes with respect to me,the change in area with respect to me is

A.dAdr

= 2πr

B.dAdt

= 2πr+drdt

C.dAdt

= 2πrdrdt

D. not enough informa on..

Image credit: Jim Frazier

Page 56: Lesson 10: The Chain Rule (slides)

Summary

I The deriva ve of acomposi on is theproduct of deriva ves

I In symbols:(f ◦ g)′(x) = f′(g(x))g′(x)

I Calculus is like an onion,and not because it makesyou cry!