Proof of Multivariable chain rule

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Discussion Overview

The discussion centers on the proof of the multivariable chain rule in calculus, specifically the expression for the derivative of a function z that depends on two variables x and y, which in turn depend on a variable t. Participants also explore the conditions under which mixed partial derivatives are equal.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant requests an intuitive proof of the multivariable chain rule, expressing that a rigorous proof is not necessary.
  • Another participant challenges the assertion that mixed partial derivatives can be equal if z is only continuous, stating that continuity alone is insufficient for the existence of second derivatives.
  • A participant references MIT OpenCourseWare videos on multivariable calculus, summarizing an argument involving the total differential and the application of the chain rule, while noting the lack of rigor in their explanation.
  • Another participant suggests that the proof for the multivariable chain rule is similar to that of the single-variable chain rule, although they do not elaborate further.

Areas of Agreement / Disagreement

Participants express differing views on the conditions required for the equality of mixed partial derivatives, indicating a lack of consensus on this point. The discussion regarding the proof of the multivariable chain rule remains exploratory, with no definitive agreement on the best approach.

Contextual Notes

There is uncertainty regarding the conditions under which the second derivatives exist and whether continuity is sufficient for the equality of mixed partial derivatives. The discussion also highlights the varying levels of rigor participants are comfortable with in their proofs.

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I was wondering how to prove the multivariable chain rule

\frac{\mbox{d}z}{\mbox{d}t}=\frac{\partial z}{\partial y}\frac{\mbox{d}y}{\mbox{d}t}+\frac{\partial z}{\partial x}\frac{\mbox{d}x}{\mbox{d}t}

where z=z(x(t),y(t))

I don't really need an extremely rigorous proof, but a slightly intuitive proof would do.

Also how does one prove that if z is continuous, then

\frac{{\partial}^{2}z}{\partial x \partial y}=\frac{{\partial}^{2}z}{\partial y \partial x}

Thanks in advance.
 
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As for your second question, one doesn't- what you have written is not true. If z is only continuous, the partial derivative, much less the second derivatives, may not even exist. What you need is that the second derivatives are continuous.
 
The MIT OCW videos on multivariable calculus have video which covers this: http://ocw.mit.edu/courses/mathemat...fall-2007/video-lectures/lecture-12-gradient/

To summarize the argument (though I doubt this is particularly rigorous)
<br /> df = \frac{\partial f}{\partial x} dx + \frac{\partial f}{\partial y} dy + \frac{\partial f}{\partial z} dz<br />
Then, if we assume that f, x, y and z are all functions of t we divide by dt
<br /> \frac{df}{dt} = \frac{\partial f}{\partial x} \frac{dx}{dt} + \frac{\partial f}{\partial y} \frac{dy}{dt} + \frac{\partial f}{\partial z} \frac{dz}{dt}<br />
Again this is not rigorous, if you want an idea of why this could be true think of the way a vector is composed by summing orthogonal parts; take the amount f will change when you move an amount along the x direction, multiplied by the amount x will move when you change t a certain amount, then repeat this for y and z and sum for the final change in f.
 
Same proof as the single variable chain rule.
 
JHamm said:
The MIT OCW videos on multivariable calculus have video which covers this: http://ocw.mit.edu/courses/mathemat...fall-2007/video-lectures/lecture-12-gradient/

To summarize the argument (though I doubt this is particularly rigorous)
<br /> df = \frac{\partial f}{\partial x} dx + \frac{\partial f}{\partial y} dy + \frac{\partial f}{\partial z} dz<br />
Then, if we assume that f, x, y and z are all functions of t we divide by dt
<br /> \frac{df}{dt} = \frac{\partial f}{\partial x} \frac{dx}{dt} + \frac{\partial f}{\partial y} \frac{dy}{dt} + \frac{\partial f}{\partial z} \frac{dz}{dt}<br />
Again this is not rigorous, if you want an idea of why this could be true think of the way a vector is composed by summing orthogonal parts; take the amount f will change when you move an amount along the x direction, multiplied by the amount x will move when you change t a certain amount, then repeat this for y and z and sum for the final change in f.

Makes sense. thanks.
 

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