Proof of Chain Rule for Differentiation - Stoll, Theorem 5.1.6

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SUMMARY

The discussion centers on the proof of the Chain Rule for differentiation as presented in Theorem 5.1.6 of Manfred Stoll's "Introduction to Real Analysis." The key equation under scrutiny is the transformation from \(g(f(t)) - g(f(x))\) to \([f(t) - f(x)][g'(y) + \nu(s)]\). The proof relies on the composition of functions, specifically \(h(x) = g \circ f(x)\), and the application of the difference of functions in \(g\), demonstrating that the change in \(g\) can be expressed in terms of the changes in \(f\) and the derivatives involved.

PREREQUISITES
  • Understanding of function composition, specifically \(h(x) = g \circ f(x)\).
  • Familiarity with the Chain Rule in calculus.
  • Knowledge of derivatives, including \(g'(y)\) and \(\nu(s)\).
  • Basic algebraic manipulation of equations involving functions.
NEXT STEPS
  • Study the formal proof of the Chain Rule in calculus textbooks.
  • Explore the concept of differentiability and its implications in real analysis.
  • Learn about Taylor series and their relation to function approximation.
  • Investigate the properties of derivatives of composite functions in more depth.
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Students of real analysis, mathematicians, and educators seeking a deeper understanding of the Chain Rule and its applications in differentiation.

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I need help in understanding the proof of the Chain Rule for differentiation, as presented in Theorem 5.1.6 in Manfred Stoll's book: Introduction to Real Analysis.

Theorem 5.6.1 in Stoll (page 173) reads as follows:View attachment 3925In the above proof we read the following:

" ... ... By identity (3) and then (2),

$$h(t) - h(x) = g(f(t)) - g(f(x))$$

$$= [ f(t) - f(x)][g'(y) + \nu (s) ]
$$
... ... "
I cannot see how (formally) the following equation is true:$$g(f(t)) - g(f(x)) = [ f(t) - f(x)][g'(y) + \nu (s) ]$$Can someone please demonstrate how/why this is the case?

I would really appreciate some help ... ...

Peter
 
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Peter said:
I need help in understanding the proof of the Chain Rule for differentiation, as presented in Theorem 5.1.6 in Manfred Stoll's book: Introduction to Real Analysis.

Theorem 5.6.1 in Stoll (page 173) reads as follows:View attachment 3925In the above proof we read the following:

" ... ... By identity (3) and then (2),

$$h(t) - h(x) = g(f(t)) - g(f(x))$$

$$= [ f(t) - f(x)][g'(y) + \nu (s) ]
$$
... ... "
I cannot see how (formally) the following equation is true:$$g(f(t)) - g(f(x)) = [ f(t) - f(x)][g'(y) + \nu (s) ]$$Can someone please demonstrate how/why this is the case?

I would really appreciate some help ... ...

Peter

It's because in the composition of the functions, $\displaystyle \begin{align*} h(x) = g \circ f(x) \end{align*}$, that would mean to have $\displaystyle \begin{align*} h(t) - h(x) = g \left[ f(t) \right] - g \left[ f(x) \right] \end{align*}$.

But we ALREADY defined a difference in g functions as $\displaystyle \begin{align*} g(s) - g(y) \end{align*}$, and thus that means to work out $\displaystyle \begin{align*} g \left[ f(t) \right] - g \left[ f(x) \right] \end{align*}$, we must have $\displaystyle \begin{align*} s = f(t) \end{align*}$ and $\displaystyle \begin{align*} y = f(x) \end{align*}$. Therefore

$\displaystyle \begin{align*} h(t) - h(x) &= g \left[ f(t) \right] - g \left[ f(x) \right] \\ &= g(s) - g(y) | _{s = f(t), y = f(x) } \\ &= \left( s - y \right) \left[ g'(y) - v(s) \right] |_{s = f(t) , y = f(x) } \\ &= \left[ f(t) - f(x) \right] \left[ g'(y) - v(s) \right] \end{align*}$
 

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