Chain Rule.
Definition:
The chain rule is a method for differentiating a function of a function, or differentiating composite functions.
Consider the expression \(y = sin(x^2)\). We notice that this is not a normal sine function. It has an \(x^2\) as argument for the sine function. Therefore, we can consider the \(x^2\) in the sine function as a whole different function. This can be broken into two functions, \(f(x)\) and \(g(x)\).
If we consider \(f(x) = sin(x); g(x) = x^2\), we can write \(y = f(g(x))\).
In order to differentiate a composite function, \(y = f(g(x))\), i.e; to find \(y'\), we let
\(u = g(x)\) and \(y = f(u)\)
What this implies is that whatever \(g(x)\) is, u will be equal to that. Then, the process of differentiating is to find
- \(\frac{du}{dx}\) (as u will be a function of x).
- \(\frac{dy}{du}\)
Finally, we can write,
\[\frac{dy}{dx} = \frac{dy}{du} \cdot \frac{du}{dx}\]
Back to our example, \(y = sin(x^2)\); remember that \(f(x) = sin(x)\) and \(g(x) = x^2\). We let
\(u = x^2\) and \(y = f(u) = sin(u)\)
Therefore, \(\frac{du}{dx} = 2x\) and \(\frac{dy}{du} = cos(u)\)
This leaves us with \(\frac{dy}{dx} = cos(u) \cdot 2x\). We can simplify the equation by writing
\[\frac{dy}{dx} = 2xcos(x^2)\]
Note that the u in the cosine function is replaced with \(x^2\).…



