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The chain rule
5.4 USEFUL THEOREMS OF PARTIAL DIFFERENTIATION 5.4 Useful theorems of partial differentiation So far our discussion has centred on a function f(x, y) dependent on two variables, x and y. Equally, however, we could have expressed x as a function of f and y, or y as a function of f and x. To emphasise the point that all the variables are of equal standing, we now replace f by z. This does not imply that x, y and z are coordinate positions (though they might be). Since x is a function of y and z, it follows that ∂x ∂x dy + dz (5.11) dx = ∂y z ∂z y and similarly, since y = y(x, z), dy = ∂y ∂x dx + z ∂y ∂z dz. (5.12) x We may now substitute (5.12) into (5.11) to obtain ∂x ∂x ∂x ∂y ∂y dx + + dx = dz. ∂y z ∂x z ∂y z ∂z x ∂z y (5.13) Now if we hold z constant, so that dz = 0, we obtain the reciprocity relation −1 ∂y ∂x = , ∂y z ∂x z which holds provided both partial derivatives exist and neither is equal to zero. Note, further, that this relationship only holds when the variable being kept constant, in this case z, is the same on both sides of the equation. Alternatively we can put dx = 0 in (5.13). Then the contents of the square brackets also equal zero, and we obtain the cyclic relation ∂z ∂x ∂y = −1, ∂z x ∂x y ∂y z which holds unless any of the derivatives vanish. In deriving this result we have used the reciprocity relation to replace (∂x/∂z)−1 y by (∂z/∂x)y . 5.5 The chain rule So far we have discussed the differentiation of a function f(x, y) with respect to its variables x and y. We now consider the case where x and y are themselves functions of another variable, say u. If we wish to find the derivative df/du, we could simply substitute in f(x, y) the expressions for x(u) and y(u) and then differentiate the resulting function of u. Such substitution will quickly give the desired answer in simple cases, but in more complicated examples it is easier to make use of the total differentials described in the previous section. 157