13 Functions of Several Variables

13.5 The Multivariable Chain Rule

The Chain Rule, as learned in Section 2.5, states that

ddx(f(g(x)))=f(g(x))g(x).

If t=g(x), we can express the Chain Rule as

dfdx=dfdtdtdx.

In this section we extend the Chain Rule to functions of more than one variable.

Theorem 13.5.1 Multivariable Chain Rule, Part I

Let z=f(x,y), x=g(t) and y=h(t), where f, g and h are differentiable functions. Then z=f(x,y)=f(g(t),h(t)) is a function of t, and

dzdt=dfdt=fx(x,y)dxdt+fy(x,y)dydt=fxdxdt+fydydt.
  • Proof


    By definition,

    dfdt(x,y)=limh0f(x(t+h),y(t+h))-f(x,y)h.

    Let

    Δf =f(x(t+h),y(t+h))-f(x,y),
    dx =x(t+h)-x(t),and
    dy =y(t+h)-y(t).

    Because f is differentiable, Definition 13.4.2 gives us functions E1 and E2 so that

    E1dx+E2dy=Δf-fx(x,y)dx-fy(x,y)dy,
    lim(dx,dy)0E1=0,and  lim(dx,dy)0E2=0.

    This means that

    dfdt(x,y) =limh0fx(x,y)dx+fy(x,y)dy+E1dx+E2dyh
    =fx(x,y)limh0dxh+fy(x,y)limh0dyh
    +limh0E1limh0dxh+limh0E2limh0dyh
    =fx(x,y)x(t)+fy(x,y)y(t)+0x(t)+0y(t).

It is good to understand what the situation of z=f(x,y), x=g(t) and y=h(t) describes. We know that z=f(x,y) describes a surface; we also recognize that x=g(t) and y=h(t) are parametric equations for a curve in the x-y plane. Combining these together, we are describing a curve that lies on the surface described by f. The parametric equations for this curve are x=g(t), y=h(t) and z=f(g(t),h(t)).

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Figure 13.5.1: Understanding the application of the Multivariable Chain Rule. Λ

Consider Figure 13.5.1 in which a surface is drawn, along with a dashed curve in the x-y plane. Restricting f to just the points on this circle gives the curve shown on the surface. The derivative dfdt gives the instantaneous rate of change of f with respect to t. If we consider an object traveling along this path, dfdt gives the rate at which the object rises/falls.

We now practice applying the Multivariable Chain Rule.

Example 13.5.1 Using the Multivariable Chain Rule

Let z=x2y+x, where x=sint and y=e5t. Find dzdt using the Chain Rule.

SolutionFollowing Theorem 13.5.1, we find

fx(x,y)=2xy+1,fy(x,y)=x2,dxdt=cost,dydt=5e5t.

Applying the theorem, we have

dzdt=(2xy+1)cost+5x2e5t.

This may look odd, as it seems that dzdt is a function of x, y and t. Since x and y are functions of t, dzdt is really just a function of t, and we can replace x with sint and y with e5t:

dzdt=(2xy+1)cost+5x2e5t=(2sin(t)e5t+1)cost+5e5tsin2t.

The previous example can make us wonder: if we substituted for x and y at the end to show that dzdt is really just a function of t, why not substitute before differentiating, showing clearly that z is a function of t?

That is, z=x2y+x=(sint)2e5t+sint. Applying the Chain and Product Rules, we have

dzdt=2sintcoste5t+5sin2te5t+cost,

which matches the result from the example.

This may now make one wonder “What’s the point? If we could already find the derivative, why learn another way of finding it?” In some cases, applying this rule makes deriving simpler, but this is hardly the power of the Chain Rule. Rather, in the case where z=f(x,y), x=g(t) and y=h(t), the Chain Rule is extremely powerful when we do not know what f, g and/or h are. It may be hard to believe, but often in “the real world” we know rate-of-change information (i.e., information about derivatives) without explicitly knowing the underlying functions. The Chain Rule allows us to combine several rates of change to find another rate of change. The Chain Rule also has theoretic use, giving us insight into the behavior of certain constructions (as we’ll see in the next section).

We demonstrate this in the next example.

Example 13.5.2 Applying the Multivariable Chain Rule

An object travels along a path on a surface. The exact path and surface are not known, but at time t=t0 it is known that :

zx=5,zy=-2,dxdt=3  and  dydt=7.

Find dzdt at time t0.

SolutionThe Multivariable Chain Rule states that

dzdt =zxdxdt+zydydt
=5(3)+(-2)(7)
=1.

By knowing certain rates-of-change information about the surface and about the path of the particle in the x-y plane, we can determine how quickly the object is rising/falling.

We next apply the Chain Rule to solve a max/min problem.

Example 13.5.3 Applying the Multivariable Chain Rule

Consider the surface z=x2+y2-xy, a paraboloid, on which a particle moves with x and y coordinates given by x=cost and y=sint. Find dzdt when t=0, and find where the particle reaches its maximum/minimum z-values.

SolutionIt is straightforward to compute

fx(x,y)=2x-y,fy(x,y)=2y-x,dxdt=-sint,dydt=cost.

Combining these according to the Chain Rule gives:

dzdt=-(2x-y)sint+(2y-x)cost.

When t=0, x=1 and y=0. Thus dzdt=-(2)(0)+(-1)(1)=-1. When t=0, the particle is moving down, as shown in Figure 13.5.2.

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Figure 13.5.2: Plotting the path of a particle on a surface in Example 13.5.3. Λ

To find where z-value is maximized/minimized on the particle’s path, we set dzdt=0 and solve for t:

dzdt=0 =-(2x-y)sint+(2y-x)cost
0 =-(2cost-sint)sint+(2sint-cost)cost
0 =sin2t-cos2t
cos2t =sin2t
t =nπ4(for odd n)

We can use the First Derivative Test to find that on [0,2π], z has reaches its absolute minimum at t=π/4 and 5π/4; it reaches its absolute maximum at t=3π/4 and 7π/4, as shown in Figure 13.5.2.

We can extend the Chain Rule to include the situation where z is a function of more than one variable, and each of these variables is also a function of more than one variable. The basic case of this is where z=f(x,y), and x and y are functions of two variables, say s and t.

Theorem 13.5.2 Multivariable Chain Rule, Part II


(a) Let z=f(x,y), x=g(s,t) and y=h(s,t), where f, g and h are differentiable functions. Then z is a function of s and t, and zs=fxxs+fyys ,  and zt=fxxt+fyyt. (b) Let z=f(x1,x2,,xm) be a differentiable function of m variables, where each of the xi is a differentiable function of the variables t1,t2,,tn. Then z is a function of the ti, and zti=fx1x1ti+fx2x2ti++fxmxmti.

The proof of Part II follows quickly from Part I, because ti means that we hold the other variables constant and we are back to the one variable case already proved. A helpful way to remember the derivatives is to examine the following chart
zx1x2xmt1t2tn
Each possible path from f to the variable ti contributes a term to the sum, and each line segment in a path contributes a factor to that term.

Example 13.5.4 Using the Multivariable Chain Rule, Part II

Let z=x2y+x, x=s2+3t and y=2s-t. Find zs and zt, and evaluate each when s=1 and t=2.

SolutionFollowing Theorem 13.5.2, we compute the following partial derivatives:

fx=2xy+1    fy=x2,
xs=2s    xt=3    ys=2    yt=-1.

Thus

zs=(2xy+1)(2s)+(x2)(2)=4xys+2s+2x2,and
zt=(2xy+1)(3)+(x2)(-1)=6xy-x2+3.

When s=1 and t=2, x=7 and y=0, so

zs=100  and  zt=-46.
Example 13.5.5 Using the Multivariable Chain Rule, Part II

Let w=xy+z2, where x=t2es, y=tcoss, and z=ssint. Find wt when s=0 and t=π.

SolutionFollowing Theorem 13.5.2, we compute the following partial derivatives:

fx=y    fy=x    fz=2z,
xt=2tes    yt=coss    zt=scost.

Thus

wt=y(2tes)+x(coss)+2z(scost).

When s=0 and t=π, we have x=π2, y=π and z=0. Thus

wt=π(2π)+π2=3π2.

Implicit Differentiation

We studied finding dydx when y is given as an implicit function of x in detail in Section 2.6. We find here that the Multivariable Chain Rule gives a simpler method of finding dydx.

For instance, consider the implicit function x2y-xy3=3. We learned to use the following steps to find dydx:

ddx(x2y-xy3) =ddx(3)
2xy+x2dydx-y3-3xy2dydx =0
dydx=-2xy-y3x2-3xy2. (13.5.1)

Instead of using this method, consider z=x2y-xy3. The implicit function above describes the level curve z=3. Considering x and y as functions of x, the Multivariable Chain Rule states that

dzdx=zxdxdx+zydydx. (13.5.2)

Since z is constant (in our example, z=3), dzdx=0. We also know dxdx=1. Equation (13.5.2) becomes

0 =zx(1)+zydydx
dydx =-zx/zy
=-fxfy.

Note how our solution for dydx in Equation (13.5.1) is just the negative of the partial derivative of z with respect to x, divided by the partial derivative of z with respect to y.

We state the above as a theorem for two and three variables.

Theorem 13.5.3 Implicit Differentiation

If f is a differentiable function of x and y, where f(x,y)=c defines y as an implicit function of x for some constant c, then

dydx=-fx(x,y)fy(x,y).

If f is a differentiable function of x, y, and z, where f(x,y,z)=c defines z as an implicit function of x and y for some constant c, then

zx=-fx(x,y,z)fz(x,y,z)  and  zy=-fy(x,y,z)fz(x,y,z).

We practice using Theorem 13.5.3 by applying it to a problem from Section 2.6.

Example 13.5.6 Implicit Differentiation

Given the implicitly defined function sin(x2y2)+y3=x+y, find y. Note: this is the same problem as given in Example 2.6.4 of Section 2.6.

SolutionLet f(x,y)=sin(x2y2)+y3-x-y; the implicitly defined function above is equivalent to f(x,y)=0. We find dydx by applying Theorem 13.5.3. We find

fx(x,y)=2xy2cos(x2y2)-1  and  fy(x,y)=2x2ycos(x2y2)+3y2-1,

so

dydx=-2xy2cos(x2y2)-12x2ycos(x2y2)+3y2-1,

which matches our solution from Example 2.6.4.

Exercises 13.5

 

Terms and Concepts

  1. 1.

    Let a level curve of z=f(x,y) be described by x=g(t), y=h(t). Explain why dzdt=0.

  2. 2.

    Fill in the blank: The single variable Chain Rule states ddx(f(g(x)))=f(g(x))            .

  3. 3.
    Fill in the blank: The Multivariable Chain Rule states that if f is a function of x and y which are each a function of t, then dfdt=fx + dydt.
  4. 4.
    If z=f(x,y), where x=g(t) and y=h(t), we can substitute and write z as an explicit function of t. T/F: Using the Multivariable Chain Rule to find dzdt is sometimes easier than first substituting and then taking the derivative.
  5. 5.

    T/F: The Multivariable Chain Rule is only useful when all the related functions are known explicitly.

  6. 6.

    The Multivariable Chain Rule allows us to compute implicit derivatives easily by just computing two              derivatives.

Problems

In Exercises 7–12., functions z=f(x,y), x=g(t) and y=h(t) are given.

  1. (a)

    Use the Multivariable Chain Rule to compute dzdt.

  2. (b)

    Evaluate dzdt at the indicated t-value.

  1. 7.

    z=3x+4y,  x=t2,  y=2t;  t=1

  2. 8.

    z=x2-y2,  x=t,  y=t2-1;  t=1

  3. 9.

    z=5x+2y,  x=2cost+1,  y=sint-3;  t=π/4

  4. 10.

    z=xy2+1,  x=cost,  y=sint;  t=π/2

  5. 11.

    z=x2+2y2,  x=sint,  y=3sint;  t=π/4

  6. 12.

    z=cosxsiny,  x=πt,  y=2πt+π/2;  t=3

In Exercises 13–18., functions z=f(x,y), x=g(t) and y=h(t) are given. Find the values of t where dzdt=0. Note: these are the same surfaces/curves as found in Exercises 7.12..

  1. 13.

    z=3x+4y,  x=t2,  y=2t

  2. 14.

    z=x2-y2,  x=t,  y=t2-1

  3. 15.

    z=5x+2y,  x=2cost+1,  y=sint-3

  4. 16.

    z=xy2+1,  x=cost,  y=sint

  5. 17.

    z=x2+2y2,  x=sint,  y=3sint

  6. 18.

    z=cosxsiny,  x=πt,  y=2πt+π/2

In Exercises 19–22., functions z=f(x,y), x=g(s,t) and y=h(s,t) are given.

  1. (a)

    Use the Multivariable Chain Rule to compute zs and zt.

  2. (b)

    Evaluate zs and zt at the indicated s and t values.

  1. 19.

    z=x2y,  x=s-t,  y=2s+4t;  s=1, t=0

  2. 20.

    z=cos(πx+π2y), x=st2, y=s2t; s=1, t=1

  3. 21.

    z=x2+y2, x=scost, y=ssint; s=2, t=π/4

  4. 22.

    z=e-(x2+y2), x=t, y=st2; s=1, t=1

In Exercises 23–26., find dydx using Implicit Differentiation and Theorem 13.5.3.

  1. 23.

    x2tany=50

  2. 24.

    (3x2+2y3)4=2

  3. 25.

    x2+yx+y2=17

  4. 26.

    ln(x2+xy+y2)=1

In Exercises 27–30., find dzdt, or zs and zt, using the supplied information.

  1. 27.

    zx=2, zy=1, dxdt=4, dydt=-5

  2. 28.

    zx=1, zy=-3, dxdt=6, dydt=2

  3. 29.

    zx=-4, zy=9,

    xs=5, xt=7, ys=-2, yt=6

  4. 30.

    zx=2, zy=1,

    xs=-2, xt=3, ys=2, yt=-1

  1. 31.

    Suppose z=f(x,y) is differentiable. Express (x,y) in polar coordinates as x=rcosθ, y=rsinθ. Calculate zθ.

  2. 32.

    Suppose w=g(x,y,z) is differentiable. Express (x,y,z) in spherical coordinates as x=ρsinϕcosθ, y=ρsinϕsinθ, z=ρcosϕ. Calculate wϕ.

  3. 33.

    Suppose the radius of a circular cylinder is increasing at the constant rate of 1/2 cm/sec while its height is decreasing at the rate of 1/3 cm/sec. How is the volume of the cylinder changing when the radius 4 cm and the height is 10 cm?

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