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In calculus, the chain rule is a formula that expresses the derivative of the composition of two differentiable functions f and g in terms of the derivatives of f and g.More precisely, if = is the function such that () = (()) for every x, then the chain rule is, in Lagrange's notation, ′ = ′ (()) ′ (). or, equivalently, ′ = ′ = (′) ′.
This rule allows one to express a joint probability in terms of only conditional probabilities. [4] The rule is notably used in the context of discrete stochastic processes and in applications, e.g. the study of Bayesian networks, which describe a probability distribution in terms of conditional probabilities.
In calculus, integration by substitution, also known as u-substitution, reverse chain rule or change of variables, [1] is a method for evaluating integrals and antiderivatives. It is the counterpart to the chain rule for differentiation , and can loosely be thought of as using the chain rule "backwards."
The logarithmic derivative is another way of stating the rule for differentiating the logarithm of a function (using the chain rule): () ′ = ′, wherever is positive. Logarithmic differentiation is a technique which uses logarithms and its differentiation rules to simplify certain expressions before actually applying the derivative.
Chain rule Suppose that f : A → R is a real-valued function defined on a subset A of R n, and that f is differentiable at a point a. There are two forms of the chain rule applying to the gradient. First, suppose that the function g is a parametric curve; that is, a function g : I → R n maps a subset I ⊂ R into R n.
Suppose a function f(x, y, z) = 0, where x, y, and z are functions of each other. Write the total differentials of the variables = + = + Substitute dy into dx = [() + ()] + By using the chain rule one can show the coefficient of dx on the right hand side is equal to one, thus the coefficient of dz must be zero () + = Subtracting the second term and multiplying by its inverse gives the triple ...
Since f(x) = x − x 2 is a maximum when x = 1 / 2 , this example is the "biggest" chain sequence that can be generated with a single generating element; or, more precisely, if {g n} = {x}, and x < 1 / 2 , the resulting sequence {a n} will be an endless repetition of a real number y that is less than 1 / 4 .
There are many terms in mathematics that begin with cyclic: Cyclic chain rule, for derivatives, used in thermodynamics; Cyclic code, linear codes closed under cyclic permutations; Cyclic convolution, a method of combining periodic functions; Cycle decomposition (graph theory) Cycle decomposition (group theory)
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