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Mathematics · Ch 18 — Differentiation

Theorem 3 — Derivative of Product of Functions

18.2.3

Theorem 3 — Derivative of Product of Functions

Theorem 3. If uu and vv are differentiable functions of xx such that y=uvy=uv, then

dydx=udvdx+vdudx\dfrac{dy}{dx}=u\dfrac{dv}{dx}+v\dfrac{du}{dx}

Proof. Given y=uvy=uv. Let xx receive a small increment δx\delta x; then u→u+δuu\to u+\delta u, v→v+δvv\to v+\delta v, y→y+δyy\to y+\delta y, so

y+δy=(u+δu)(v+δv)=uv+u δv+v δu+δu δvy+\delta y=(u+\delta u)(v+\delta v)=uv+u\,\delta v+v\,\delta u+\delta u\,\delta v

Subtracting y=uvy=uv:

δy=u δv+v δu+δu δv\delta y=u\,\delta v+v\,\delta u+\delta u\,\delta v

Since δx≠0\delta x\ne0, divide throughout by δx\delta x:

δyδx=u⋅δvδx+v⋅δuδx+δu⋅δvδx\dfrac{\delta y}{\delta x}=u\cdot\dfrac{\delta v}{\delta x}+v\cdot\dfrac{\delta u}{\delta x}+\delta u\cdot\dfrac{\delta v}{\delta x}

Taking the limit as δx→0\delta x\to0, and using that a differentiable function's own increment δu→0\delta u\to0 as δx→0\delta x\to0 (so the last term vanishes):

lim⁡δx→0δyδx=ulim⁡δx→0δvδx+vlim⁡δx→0δuδx+(lim⁡δx→0δu)(lim⁡δx→0δvδx)…(1)\lim_{\delta x\to0}\dfrac{\delta y}{\delta x}=u\lim_{\delta x\to0}\dfrac{\delta v}{\delta x}+v\lim_{\delta x\to0}\dfrac{\delta u}{\delta x}+\Big(\lim_{\delta x\to0}\delta u\Big)\Big(\lim_{\delta x\to0}\dfrac{\delta v}{\delta x}\Big)\qquad\ldots(1)

Since u,vu,v are differentiable, lim⁡δx→0δuδx=dudx\lim_{\delta x\to0}\dfrac{\delta u}{\delta x}=\dfrac{du}{dx} and lim⁡δx→0δvδx=dvdx\lim_{\delta x\to0}\dfrac{\delta v}{\delta x}=\dfrac{dv}{dx}, and lim⁡δx→0δu=0\lim_{\delta x\to0}\delta u=0; substituting into (1), the last term is 0⋅dvdx=00\cdot\dfrac{dv}{dx}=0, leaving

dydx=udvdx+vdudx■\dfrac{dy}{dx}=u\dfrac{dv}{dx}+v\dfrac{du}{dx}\qquad\blacksquare

Corollary (product of three functions). If u,v,wu,v,w are differentiable functions of xx and y=uvwy=uvw, applying Theorem 3 twice (first to (uv)(uv) and ww, then expanding the derivative of uvuv) gives …

Misc 1Corollary — derivative of a product of three functions

Worked out. Applying the two-function product rule twice (treating uvuv as a single block, then differentiating (uv)w(uv)w) gives the rule for a product of three differentiable functions u,v,wu,v,w: if y=uvwy=uvw then dydx=vwdudx+uwdvdx+uvdwdx\dfrac{dy}{dx}=vw\dfrac{du}{dx}+uw\dfrac{dv}{dx}+uv\dfrac{dw}{dx} — differentiate one factor at a time, keeping the other two unchanged, and add the three resulting terms. This is exactly the pattern needed whenever three functions of different types (a power of xx, a trigonometric function, an exponential or a logarithm) are mul …