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A diagram that starts with z = f(x, y). Along the first branch, it is written ∂z/∂x, then x = x(t), then dx/dt, then t, and finally it says ∂z/∂x dx/dt. Along the other branch, it is written ∂z/∂y, then y = y(t), then dy/dt, then t, and finally it says ∂z/∂y dy/dt.
Tree diagram for the case d z d t = z x · d x d t + z y · d y d t .

In this diagram, the leftmost corner corresponds to z = f ( x , y ) . Since f has two independent variables , there are two lines coming from this corner. The upper branch corresponds to the variable x and the lower branch corresponds to the variable y . Since each of these variables is then dependent on one variable t , one branch then comes from x and one branch comes from y . Last, each of the branches on the far right has a label that represents the path traveled to reach that branch. The top branch is reached by following the x branch, then the t branch; therefore, it is labeled ( z / x ) × ( d x / d t ) . The bottom branch is similar: first the y branch, then the t branch. This branch is labeled ( z / y ) × ( d y / d t ) . To get the formula for d z / d t , add all the terms that appear on the rightmost side of the diagram. This gives us [link] .

In [link] , z = f ( x , y ) is a function of x and y , and both x = g ( u , v ) and y = h ( u , v ) are functions of the independent variables u and v .

Chain rule for two independent variables

Suppose x = g ( u , v ) and y = h ( u , v ) are differentiable functions of u and v , and z = f ( x , y ) is a differentiable function of x and y . Then, z = f ( g ( u , v ) , h ( u , v ) ) is a differentiable function of u and v , and

z u = z x x u + z y x u

and

z v = z x x v + z y y v .

We can draw a tree diagram for each of these formulas as well as follows.

A diagram that starts with z = f(x, y). Along the first branch, it is written ∂z/∂x, then x = g(u, v), at which point it breaks into another two branches: the first subbranch says ∂x/∂u, then u, and finally it says ∂z/∂x ∂x/∂u; the second subbranch says ∂x/∂v, then v, and finally it says ∂z/∂x ∂x/∂v. Along the other branch, it is written ∂z/∂y, then y = h(u, v), at which point it breaks into another two branches: the first subbranch says ∂y/∂u, then u, and finally it says ∂z/∂y ∂y/∂u; the second subbranch says ∂y/∂v, then v, and finally it says ∂z/∂y ∂y/∂v.
Tree diagram for z u = z x · x u + z y · y u and z v = z x · x v + z y · y v .

To derive the formula for z / u , start from the left side of the diagram, then follow only the branches that end with u and add the terms that appear at the end of those branches. For the formula for z / v , follow only the branches that end with v and add the terms that appear at the end of those branches.

There is an important difference between these two chain rule theorems. In [link] , the left-hand side of the formula for the derivative is not a partial derivative, but in [link] it is. The reason is that, in [link] , z is ultimately a function of t alone, whereas in [link] , z is a function of both u and v .

Using the chain rule for two variables

Calculate z / u and z / v using the following functions:

z = f ( x , y ) = 3 x 2 2 x y + y 2 , x = x ( u , v ) = 3 u + 2 v , y = y ( u , v ) = 4 u v .

To implement the chain rule for two variables, we need six partial derivatives— z / x , z / y , x / u , x / v , y / u , and y / v :

z x = 6 x 2 y z y = −2 x + 2 y x u = 3 x v = 2 y u = 4 y v = −1 .

To find z / u , we use [link] :

z u = z x · x u + z y · y u = 3 ( 6 x 2 y ) + 4 ( −2 x + 2 y ) = 10 x + 2 y .

Next, we substitute x ( u , v ) = 3 u + 2 v and y ( u , v ) = 4 u v :

z u = 10 x + 2 y = 10 ( 3 u + 2 v ) + 2 ( 4 u v ) = 38 u + 18 v .

To find z / v , we use [link] :

z v = z x x v + z y y v = 2 ( 6 x 2 y ) + ( −1 ) ( −2 x + 2 y ) = 14 x 6 y .

Then we substitute x ( u , v ) = 3 u + 2 v and y ( u , v ) = 4 u v :

z v = 14 x 6 y = 14 ( 3 u + 2 v ) 6 ( 4 u v ) = 18 u + 34 v .
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Calculate z / u and z / v given the following functions:

z = f ( x , y ) = 2 x y x + 3 y , x ( u , v ) = e 2 u cos 3 v , y ( u , v ) = e 2 u sin 3 v .

z u = 0 , z v = −21 ( 3 sin 3 v + cos 3 v ) 2

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The generalized chain rule

Now that we’ve see how to extend the original chain rule to functions of two variables, it is natural to ask: Can we extend the rule to more than two variables? The answer is yes, as the generalized chain rule    states.

Generalized chain rule

Let w = f ( x 1 , x 2 ,…, x m ) be a differentiable function of m independent variables, and for each i { 1 ,…, m } , let x i = x i ( t 1 , t 2 ,…, t n ) be a differentiable function of n independent variables. Then

w t j = w x 1 x 1 t j + w x 2 x 2 t j + + w x m x m t j

for any j { 1 , 2 ,…, n } .

Practice Key Terms 3

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Source:  OpenStax, Calculus volume 3. OpenStax CNX. Feb 05, 2016 Download for free at http://legacy.cnx.org/content/col11966/1.2
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