1

Derivative of Composite and Implicit Functions

1.1

Partial Derivative of Composite Function

Theorem 1. Let z = f (x, y) and x = g(t), y = h(t) be defined in an appropriate domain and have continuous
FIRST PARTIAL DERIVATIVES. Then the composite function z(t), defined by
z(t) = f [x(t), y(t)] = F (t)
is differentiable and its derivative given by
dz
z dx z dy
=
+
dt
x dt
y dt

(1)

Proof. Let t be a fixed value and let x, y, z be the corresponding values of the functions g, h and f . Then for
given t (increment of t),x and y are determined as
x = g(t + t) g(t)
y = h(t + t) h(t)
while z is then determined as
z = f (x + x, y + y) f (x, y)
By the Fundamental lemma, we have
z =

z
z
x +
y + x + y
x
y

Hence
z
z x z y
x
y
=
+
+
+
t
x t
y t
t
t
y
As t approaches zero, x
t and t approaches the derivatives
proaches zero, since x and y approaches zero. Hence

dx
dt

and

dy
dt ,

respectively, while and ap-

z dx z dy
dx
dy
z
=
+
+0
+0
t0 t
x dt
y dt
dt
dt
lim

that is 1 as required.
Equation 1 is called the derivative of the composite function of the chain rule.
dz
if z = f (x, y) = x2 + xy, x = et and y = sin t.
dt
Solution 3. By using 1 and
Example 2. Find

z
z
dx
dy
= 2x + y,
= x,
= et and
= cos t
x
y
dt
dt
dz
dt

= (2x + y)et + x cos t

dz
= (2et + sin t)et + et cos t
dt
Note that, the same result can be obtained by the first substituting x = et and y = sin t into z0x2 + xy and then
differentiating
z = e2t + et sin t
dz
= 2e2t + et sin t + et cos t = (2et + sin t)et + et cos t
dt
1

Example 4.
a. Use the chain rule to find the derivative of z = f (x, y) = xy w.r.t. t along the path x = cos t,
y = sin t.
b. What is the derivatives value at t =
Solution 5.

.
2

a.
dz
dt
z
x
dz
dt

z dx z dy
+
x dt
y dt
z
dx
dy
= y = sin t,
= x = cos t,
= sin t,
= cos t
y
dt
dt
=

= y( sin t) + x cos t = sin t sin t + cos t cos t = sin2 t + cos2 t = cos 2t

In this case we can check the result with a more direct calculation. As a function of t,
z = xy = cos t sin t =

1
2

sin 2t so

dz
d 1
= ( sin 2t) = cos 2t.
dt
dt 2

b. In either case,
(

dz

)t= 2 = cos(2. ) = cos = 1.

dt
2

d2 z
Example 6. Let z = f (x, y), x = g(t), y = h(t). Evaluate of the second order derivative 2 of the composite
dt
function.
Solution 7. Let x = g(t) = x(t) and y = h(t) = y(t), then z = f (x, y) = f (x(t), y(t)) = F (t) is composite
function. We should use Equation 1.
d2 z
dt2

=
=

Applying Equation 1 for

d z
( )
dt x
d z
( )
dt y
d2 z
dt2
d2 z
dt2

d dz
d z dx z dy
( )= (
+
)
dt dt
dt x dt
y dt
d z dx z d2 x
d z dy z d2 y
( )
+
+
( ) +
dt x dt
x dt2
dt y dt
y dt2

d z
d z
( ) and ( ) we get
dt x
dt y

2 z dx
2 z dy
+
x2 dt
yx dt
2
z dy
2 z dx
=
+
y 2 dt
yx dt
2
z dx
2 z dy dx z d2 x
2 z dy
2 z dx dy z d2 y
= ( 2
+
)
+
+
(
+
) +
x dt
yx dt dt
x dt2
y 2 dt
yx dt dt
y dt2
2
2
2
2
2
z dx 2
z dx dy z dy 2 z d x z d y
+ 2( ) +
=
( ) +2
+
.
2
x dt
xy dt dt
y dt
x dt2
y dt2
=

Theorem 8. Let z = f (x, y) and x = g(u, v), y = h(u, v) be defined in an appropriate domain and have
continuous first partial derivatives. Then the composite function z(u, v) is defined by
z(u, v) = f [g(u, v) + h(u, v)] = F (u, v)
differentiable and its derivative given by
z
z x z y
=
+
,
u
x u y u

z
z x z y
=
+
v
x v
y v
2

(2)

Proof. If v be hold fixed, x and y reduce to function of the single variable u and we can apply Theorem 1 at
once, obtaining
z
z x z y
=
+
(3)
u
x u y u
Similarly, if u is hold fixed, x and y reduce to function of the single variable v and we obtain
z
z x z y
=
+
v
x v
y v

(4)

Here [in Equation 3 and 4] all ordinary derivatives in

dz
z dx z dy
=
+
dt
x dt
y dt
now become partial derivatives. Equation 2 is called the derivative of the composite function of the chain rule.
Example 9. Given the composite function z = f (x, y) = x2 + y 2 , x = u cos v, y = u sin v.
Find

z z
, .
u v

Evaluate total(exact) differential of z(u, v).

Solution 10.
z
u
z
v

=
=

z x z y
+
= 2x cos v + 2y sin v = 2u cos2 v + 2u sin2 v = 2u
x u y u
z x z y
+
= 2x(u sin v) + 2y(u cos v) = 2u2 cos v sin v + 2u2 cos v sin v = 0
x v
y v

dz =

z
z
du +
dv = 2udu + 0dv = 2udu
u
v

Note that, the same result can be obtained by first substituting x = u cos v, y = u sin v into z = x2 + y 2 and
then differentiating w.r.t. u and v.
z = u2 cos2 v + u2 sin2 v = u2
z
z
= 2u,
=0
u
v

1.2

The Chain Rule for the Functions defined on Surfaces

If we are interested in the temperature u = f (x, y, z) at the points (x, y, z) on a globe in space, we might
prefer to think of x, y and z as functions of variables t and s that give the points longitudes and latitudes. If
x = g(s, t), y = h(s, t) and z = k(s, t), we could then express the temperature as a function of s and t with the
composite function
u = f [g(s, t), h(s, t), k(s, t)].
u would have partial derivatives w.r.t. both s and t that could be calculated in the following way.
If u = f (x, y, z), x = g(s, t), y = h(s, t), z = k(s, t) are differentiable, then u is a differentiable function of s and
t and its partial derivatives are given by the equations
u
s
u
t

=
=

u x u y u z
+
+
x s
y s
z s
u x u y u z
+
+
x t
y t
z t
3

In general, if z = f (x, y, t, . . . ) and x = g(u, v, w, . . . ), y = h(u, v, w, . . . ), t = p(u, v, w, . . . ), . . . then

z
u
z
v
z
w

=
=
=

z x z y z t
+
+
+ ...
x u y u
t u
z x z y z t
+
+
+ ...
x v
y v
t v
z x
z y
z t
+
+
+ ...
x w y w
t w

The generalization of formula 1 to the case o a function z = f (x1 , x2 , . . . , xn ) whose n arguments depend on a
single variable t, xi = xi (t), i = 1, 2, . . . , n is given by
n

dz
z dx1
z dx2
z dxn X z dxi
=
+
+ +
=
dt
x1 dt
x2 dt
xn dt
xi dt

(5)

i=1

The generalization of Equation 2 to the case of a function z = f (x1 , x2 , . . . , xn ) whose n arguments depend on
m new independent variables t1 , . . . , tm , xi = xi (t1 , . . . , tj , . . . , tn ), i = 1, 2, . . . , n is
n

dz
z dx1
z dx2
z dxn X z dxi
=
+
+ +
=
dtj
x1 dtj
x2 dtj
xn dtj
xi dtj

(j = 1, 2, . . . , m)

(6)

i=1

These rules are known as chain rules and are basic for computation of composite functions. Equations 1,2,5
are coincide statements of the relations between the derivatives involved. In equation 1, z = f [g(t), h(t)] is the
dz
dx
dy
function of t whose derivative is denoted by
, while
and
stand for g 0 (t) and h0 (t), respectively. The
dt
dt
dt
z
z
z
z
derivatives
and
, which could b written ( )y and ( )x stand for fx (x, y) and fy (x, y). In equation
x
y
x
y
z
z
2, z = f [g(u, v), h(u, v)] is the function whose derivative w.r.t. u is denoted by
, or ( )v . A more prease
u
u
statement of equation 2 would be as follows:
z
z
x
z
y
)v = ( )y ( )v + ( )x ( )v
u
x u
y
u
z
x
z
y
z
( )u = ( )y ( )u + ( )x ( )u
v
x v
y
v

dz
Example 11. If z = f (x1 , x2 , x3 ) = 2x21 x2 x3 + x1 x23 and x1 = 2 sin t, x2 = t2 t + 1, x3 = 3et . Find
at
dt
t = 0.
Solution 12. Since x1 = x1 (t) = 2 sin t, x2 = x2 (t) = t2 t+1, x3 = x3 (t) = 3et then z = f [x1 (t), x2 (t), x3 (t)] =
F (t) is a composite function of t and
dz
dt
dz
dt

z dx1
z dx2
z dx3
+
+
x1 dt
x2 dt
x3 dt
dx1
dx2
dx3
= (4x1 + x23 )
+ (x3 )
+ (x2 + 3x1 x3 )
dt
dt
dt
=

The parameter value t = 0 corresponds to the point (x1 = 0, x2 = 1, x3 = 0) on the curve (x1 (t), x2 (t), x3 (t))
t=0
x1 = 2 sin t = 2 sin 0 = 0
2

x2 = 1

= 3e = 3

x3 = 3

x2 = t t + 1 = 0 0 + 1 = 1
t

x3 = 3e

x1 = 0

(x1 , x2 , x3 ) = (0, 1, 3)

and
dx1
dt
dx2
dt
dx3
dt

dx1
|t=0 = 2 cos t = 2 cos 0 = 2
dt
dx2
|t=0 = 2t 1 = 1
dt
dx3
|t=0 = 3et = 3
dt

= 2 cos t
= 2t 1
= 3et

So
dz
= (4.0 + 32 )(2) + (2)(1) + (1 + 3.0.3)(3) = 18 + 3 + 3 = 24
dt