Business Mathematics and Statistics · Ch 5 — Differential Calculus (Functions & Graphs, Limits & Derivatives, Differentiation Techniques)
The Chain Rule and Implicit Differentiation
The Chain Rule and Implicit Differentiation
Many functions met in practice are composite functions — one function applied to the output of another, such as , which is 'raise-to-the-4th' applied to ''. Differentiating such a function directly from first principles, or by expanding it out, is usually impractical. The chain rule handles composites directly.
If and , so that is a function of via the intermediate variable , then
In words: differentiate the 'outer' function with respect to its own variable , differentiate the 'inner' function with respect to , and multiply the two results together.
For : let , so . Then and , giving .
Implicit differentiation. Sometimes and are tied together by an equation that is not (and cannot easily be) solved to give explicitly as a function of — e.g. . We can still find by differentiating both sides of the equation with respect to , treating throughout as an unknown function of and applying the chain rule whenever a term involves (so that , not simply ). After differentiating, we collect every term containing on one side and solve for it algebraically. …
If where , then — the derivative of a composite function is the product of the derivatives …
A technique for finding when is defined implicitly by an equation in and (not solved explicitly for ): differentiate both sides with respect to , applying the chain rule to every term in (so …