THE CHAIN RULE IN PARTIAL DIFFERENTIATION

1 Simple chain rule

If u = u(x, y) and the two independent variables x and y are each a function of just one
other variable t so that x = x(t) and y = y(t), then to fnd du/dt we write down the
diferential of u
u =
u
x
x +
u
y
y + . . . . (1)
Then taking limits x 0, y 0 and t 0 in the usual way we have
du
dt
=
u
x
dx
dt
+
u
y
dy
dt
. (2)
Note we only need straight ds in dx/dt and dy/dt because x and y are function of one
variable t whereas u is a function of both x and y.
2 Chain rule for two sets of independent variables
If u = u(x, y) and the two independent variables x, y are each a function of two new
independent variables s, t then we want relations between their partial derivatives.
1. When u = u(x, y), for guidance in working out the chain rule, write down the
diferential
u =
u
x
x +
u
y
y + . . . (3)
then when x = x(s, t) and y = y(s, t) (which are known functions of s and t), the
chain rule for u
s
and u
t
in terms of u
x
and u
y
is
u
s
=
u
x
x
s
+
u
y
y
s
(4)
u
t
=
u
x
x
t
+
u
y
y
t
. (5)
2. Conversely, when u = u(s, t), for guidance in working out the chain rule write down
the diferential
u =
u
s
s +
u
t
t + . . . (6)
then when s = s(x, y) and t = t(x, y) (which are known functions of x and y) the
chain rule for u
x
and u
y
in terms of u
s
and u
t
is
u
x
=
u
s
s
x
+
u
t
t
x
(7)
u
y
=
u
s
s
y
+
u
t
t
y
. (8)
3. It is important to note that:
s
x
=
_
x
s
_
1
etc. Why? Because
s
x
means
diferentiating s w.r.t x holding y constant whereas
x
s
means diferentiating x w.r.t
s holding t constant. This is the most commonly made mistake.
1
3 Polar co-ordinates
We want to transform from Cartesian co-ordinates in the two independent variables (x, y)
to two new independent variables (r, ) which are polar co-ordinates. The pair (r, )
therefore play the role of (s, t) in (4), (5), (7) and (8). The relation between these two
sets of variables with x and y expressed in terms of r and is
x = r cos , y = r sin (9)
whereas the other way round we have
r
2
= x
2
+ y
2
, = tan
1
y
x
. (10)
From (9) we have
x
r
= cos ,
y
r
= sin ,
x

= r sin ,
y

= r cos . (11)
From (10) we have
r
x
=
x
r
= cos ,
r
y
=
y
r
= sin , (12)
and
1

x
=
y
x
2
+ y
2
=
sin
r
,

y
=
x
x
2
+ y
2
=
cos
r
. (13)
Now we are ready to use the chain rule as in (3) and (4):
u
r
=
u
x
x
r
+
u
y
y
r
=
u
x
cos +
u
y
sin (14)
and
u

=
u
x
x

+
u
y
y

=
u
x
(r sin ) +
u
y
(r cos ). (15)
Conversely
u
x
=
u
r
r
x
+
u

x
=
u
r
cos
u

_
sin
r
_
(16)
and
u
y
=
u
r
r
y
+
u

y
=
u
r
sin +
u

_
cos
r
_
. (17)
Exercise: From (16) and (17) we can write the derivative operations

x
and

y
as

x
= cos

r

_
sin
r
_

y
= sin

r
+
_
cos
r
_

. (18)
Use the expression for

x
on
u
x
in (16) to fnd u
xx
in terms of u
rr
, u
r
, u

and u
r
and
u

. Do the same to fnd u

yy
. Then show

2
u
x
2
+

2
u
y
2
=

2
u
r
2
+
1
r
u
r
+
1
r
2

2
u

2
. (19)
1
Note that
r
x
= cos whereas
x
r
= cos , illustrating Item 3 at the bottom of the previous page.
2
4 Laplaces equation: changing from Cartesian to polar co-
ordinates
Laplaces equation (a partial diferential equation or PDE) in Cartesian co-ordinates is
u
xx
+ u
yy
= 0. (20)
We would like to transform to polar co-ordinates. In the handout on the chain rule (side
2) we found that the x and y-derivatives of u transform into polar co-ordinates in the
following way:
u
x
= (cos ) u
r

_
sin
r
_
u

u
y
= (sin ) u
r
+
_
cos
r
_
u

. (21)
Likewise the operation

x
becomes

x
= (cos )

r

_
sin
r
_

(22)
and the operation

y
becomes

y
= (sin )

r
+
_
cos
r
_

. (23)
Hence
u
xx
=
u
x
x
=
_
(cos )

r

_
sin
r
_

_
. .

x
from (22)
_
(cos ) u
r

sin
r
u

_
. .
u
x
from (21)
. (24)
Now we work this out using the product rule. Remember that u
r
and u

are functions of
both r and . We get
u
xx
= (cos
2
)u
rr
+
_
sin
2

r
_
u
r
+ 2
_
cos sin
r
2
_
u

2
_
cos sin
r
_
u
r
+
_
sin
2

r
2
_
u

.
(25)
Now we do the same for u
yy
to get
u
yy
=
u
y
y
=
_
(sin )

r
+
_
cos
r
_

_
. .

y
from (23)
_
(sin ) u
r
+
cos
r
u

_
. .
u
y
from (21)
(26)
and therefore
u
yy
= (sin
2
)u
rr
+
_
cos
2

r
_
u
r
2
_
cos sin
r
2
_
u

+ 2
_
cos sin
r
_
u
r
+
_
cos
2

r
2
_
u

.
(27)
Summing (25) and (27) and remembering that cos
2
+ sin
2
= 1, we fnd that
u
xx
+ u
yy
= u
rr
+
1
r
u
r
+
1
r
2
u

(28)
and so Laplaces equation converts to
u
rr
+
1
r
u
r
+
1
r
2
u

= 0. (29)
3