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chain rule for functions of 2 3 variables sect 14 4 review chain rule for f d r r chain rule for change of coordinates in a line functions of ...

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            Chain rule for functions of 2, 3 variables (Sect. 14.4)
                   ◮ Review: Chain rule for f : D ⊂ R → R.
                        ◮ Chain rule for change of coordinates in a line.
                   ◮ Functions of two variables, f : D ⊂ R2 → R.
                        ◮ Chain rule for functions defined on a curve in a plane.
                        ◮ Chain rule for change of coordinates in a plane.
                   ◮ Functions of three variables, f : D ⊂ R3 → R.
                        ◮ Chain rule for functions defined on a curve in space.
                        ◮ Chain rule for functions defined on surfaces in space.
                        ◮ Chain rule for change of coordinates in space.
                   ◮ A formula for implicit differentiation.
            Review: The chain rule for f : D ⊂ R → R
                 Chain rule for change of coordinates in a line.
                 Theorem
                 If the functions f : [x ,x ] → R and x : [t ,t ] → [x ,x ] are
                                      0   1                0  1      0   1
                                                  ˆ
                 differentiable, then the function f : [t0,t1] → R given by the
                              ˆ            
                 composition f(t) = f x(t) is differentiable and
                                        ˆ              
                                      df (t) = df x(t) dx(t).
                                      dt        dx        dt
                 Notation:
                                                             ˆ
                 The equation above is usually written as df = df dx.
                                                           dt     dx dt
                                           ˆ′       ′     ′         ˆ′    ′  ′
                 Alternative notations are f (t) = f  x(t) x (t) and f = f x .
            Review: The chain rule for f : D ⊂ R → R
                 Chain rule for change of coordinates in a line.
                 Example
                 The volume V of a gas balloon depends on the temperature F in
                 Fahrenheit as V(F) = k F2 +V . Let F(C) = (9/5)C +32 be the
                                                 0
                 temperature in Fahrenheit corresponding to C in Celsius. Find the
                                 ˆ′
                 rate of change V (C).
                                                          ˆ
                 Solution: Use the chain rule to derivate V(C) = V(F(C)),
                          ˆ′         ′      ′          ′     9         9
                          V (C) = V (F)F = 2kF F = 2k 5C +32 5.
                                      ′       18k 9          
                 Weconclude that V (C) = 5           5C +32 .                     ⊳
                                                     ˆ         9         2
                 Remark: One could first compute V(C) = k           C +32     +V
                                                                 5               0
                                              ˆ′          9         9
                 and then find the derivative V (C) = 2k     5 C +32 5.
            Chain rule for functions of 2, 3 variables (Sect. 14.4)
                   ◮ Review: Chain rule for f : D ⊂ R → R.
                        ◮ Chain rule for change of coordinates in a line.
                   ◮ Functions of two variables, f : D ⊂ R2 → R.
                        ◮ Chain rule for functions defined on a curve in a plane.
                        ◮ Chain rule for change of coordinates in a plane.
                   ◮ Functions of three variables, f : D ⊂ R3 → R.
                        ◮ Chain rule for functions defined on a curve in space.
                        ◮ Chain rule for functions defined on surfaces in space.
                        ◮ Chain rule for change of coordinates in space.
                   ◮ A formula for implicit differentiation.
            Functions of two variables, f : D ⊂ R2 → R
                The chain rule for functions defined on a curve in a plane.
                Theorem
                If the functions f : D ⊂ R2 → R and r : R → D ⊂ R2 are
                differentiable, with r(t) = hx(t),y(t)i, then the function
                ˆ                                    ˆ           
                f : R → R given by the composition f(t) = f r(t) is
                differentiable and holds
                             ˆ                              
                            df (t) = ∂f r(t) dx(t)+ ∂f r(t) dy(t).
                            dt       ∂x        dt      ∂y        dt
                Notation:
                                                           ˆ
                The equation above is usually written as df = ∂f dx + ∂f dy.
                                                          dt    ∂x dt    ∂y dt
                                          ˆ′       ′      ′
                An alternative notation is f = f x + f y .
                                                x      y
            Functions of two variables, f : D ⊂ R2 → R.
                The chain rule for functions defined on a curve in a plane.
                Example
                Find the rate of change of the function f (x,y) = x2 + 2y3, along
                the curve r(t) = hx(t),y(t)i = hsin(t),cos(2t)i.
                Solution: The rate of change of f along the curve r(t) is the
                             ˆ
                derivative of f (t) = f (r(t)) = f (x(t),y(t)). We do not need to
                          ˆ
                compute f(t) = f(r(t)). Instead, the chain rule implies
                             ˆ′            ′        ′       ′     2  ′
                             f (t) = f (r)x +f (r)y = 2x x +6y y .
                                     x         y
                Since x(t) = sin(t) and y(t) = cos(2t),
                          ˆ′                           2               
                          f (t) = 2sin(t) cos(t) + 6cos (2t) −2sin(2t) .
                             ˆ′                             2
                The result is f (t) = 2sin(t)cos(t) − 12cos (2t)sin(2t).        ⊳
                 Functions of two variables, f : D ⊂ R2 → R
                       The chain rule for change of coordinates in a plane.
                       Theorem
                       If the functions f : R2 → R and the change of coordinate functions
                       x,y : R2 → R are differentiable, with x(t,s) and y(t,s), then the
                                   ˆ      2
                       function f : R → R given by the composition
                       ˆ                                 
                       f (t, s) = f x(t,s),y(t,s) is differentiable and holds
                                                         ˆ
                                                         f  =f x +f y
                                                          t     x   t     y   t
                                                         ˆ
                                                         f  =f x +f y .
                                                          s     x   s     y   s
                       Remark: We denote by f(x,y) the function values in the
                                                                            ˆ
                       coordinates (x,y), while we denote by f (t,s) are the function
                       values in the coordinates (t,s).
                 Functions of two variables, f : D ⊂ R2 → R
                       The chain rule for change of coordinates in a plane.
                       Example
                       Given the function f (x,y) = x2 + 3y2, in Cartesian coordinates
                       (x,y), find the derivatives of f in polar coordinates (r,θ).
                       Solution: The relation between Cartesian and polar coordinates is
                                          x(r,θ) = r cos(θ),           y(r,θ) = r sin(θ).
                                                                           ˆ
                       The function f in polar coordinates is f (r,θ) = f (x(r,θ),y(r,θ)).
                                                  ˆ                             ˆ
                       The chain rule says f = f x +f y and f = f x +f y , hence
                                                   r      x  r      y  r         θ     x   θ     y   θ
                            ˆ                                          ˆ             2                2
                            f  =2xcos(θ)+6ysin(θ) ⇒ f =2rcos (θ)+6rsin (θ).
                             r                                          r
                                                ˆ
                                                f  =−2xrsin(θ)+6yrcos(θ),
                                                 θ
                                       ˆ            2                         2                                ⊳
                                       f   =−2r cos(θ)sin(θ)+6r cos(θ)sin(θ).
                                        θ
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