Chain rule in several variables
Builds on Differentiable function of several variablesFréchet derivativeFunction composition
Statement
Let and be open sets, let with , let , and let . Suppose that is differentiable at and is differentiable at . Then the composition is differentiable at , and
Remarks
In matrix form, the Jacobian matrix of at is the product . In terms of partial derivatives, . The same rule, with the same proof, holds for Fréchet derivatives of maps between normed spaces. A special case is the chain rule for a composition with a curve.
Reading path
To understand this page from the ground up, read these 8 pages in order. The foundations come first.
Show the path as a graph
- no evidence level
- Euclidean space object
- Function concept
- Function composition concept
- Fréchet derivative definition
- Function of several variables concept
- Limit of a function of several variables concept
- Differentiable function of several variables definition
- Chain rule in several variables statement
Where this leads
56 pages build on this one.
- Change of variables in multiple integrals
- Volume of a ball in R^n
- Chain rule for Jacobian matrices
- Mean value theorem in several variables
- Lagrange multiplier with one constraint
- Poincaré lemma for one-forms on convex sets
- Jacobian of spherical coordinates
- Chain rule for a composition with a curve
- Stokes' theorem
- Differentiation under the integral sign
- Curl-free vector field on a convex set is conservative
- Path independence of line integrals
- Implicit function theorem
- Cylindrical coordinates
- Derivative of the inverse function
- Curl-free field that is not conservative
- Generalised Stokes theorem
- Inverse function theorem
- Implicit function theorem for a surjective derivative
- Implicit differentiation
- Polar coordinates
- Spherical coordinates
- Gradient theorem
- Integration in polar coordinates
- Lagrange multipliers
- Gradient is orthogonal to level sets
- Volume of a ball in R^3
- Homotopy invariance of line integrals of closed forms
- Diffeomorphism
- Local homeomorphism from the inverse function theorem
- Morse–Smale system
- Holomorphic inverse function theorem
- Markov partition
- Smoothing by convolution
- Spectral decomposition theorem
- Box–Muller transform
- Derivative of a convolution
- Nash–Moser theorem
- Implicit function theorem in Banach spaces
- Lyapunov–Schmidt reduction
- Numerical continuation
- Closing lemma
- Anosov flow
- Differential-algebraic system of equations
- Smale's problems on dynamics
- Topological quantum field theory
- Smooth dynamical system
- Regular value theorem
- Area-minimizing current
- Inverse function theorem in Banach spaces
- Hyperbolic set
- Axiom A
- Slice theorem
- Anosov diffeomorphism
- Adjoint state method
- Stability conjecture
Further reading
- Web https://en.wikipedia.org/wiki/Chain_rule, General rule: Vector-valued multivariate functions
- Web https://en.wikipedia.org/wiki/Fr%C3%A9chet_derivative, Properties
About this page
| Tag | 0EAAS2EHDR |
|---|---|
| URI | m2://0EAAS2EHDR |
| Aliases | multivariable-chain-rule |
| Kind | statement, theorem |
| Writing | W0 stub |
| MSC | 26B05 |
| Status | This copy of the site has no build data. Run m2 status 0EAAS2EHDR. |
| Uses | Differentiable function of several variables, Fréchet derivative, Function composition |
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