Chain of Reasoning
(Justification of the Chain Rule)

Consider some function y = f(g(x)), the composition of two differentiable functions.

If we write u = g(x), then y = f(____).

Suppose now that x is changed by a small amount, x. This will cause u to change by an amount ____. If this last quantity is not zero, then:

y
------
x
 
=
 
  
------
  
 
.
 
  
------
  
Taking the limit of both sides as x --> 0 (and applying one of the Limit Laws) we get the following:
lim
 
x--> 0
y
------
x
 
=
 
lim
 
x--> 0
    
--------
     
 
.
 
lim
 
x--> 0
     
--------
     

It is easy to see that as x-->0, u-->______. Why? Because we know that u = g(x), so that u = g(__________) - g(______).

Hence if x approaches 0, we have:

lim
x--> 0
u
 
=
 
lim
x--> 0
________________
 
= 0 since g(x) is ________, hence ________.
So, the limit becomes:
dy
------
dx
 
=
 
lim
 
x--> 0
y
------
x
 
=
 
lim
 
u--> 0
     
--------
     
 
.
 
lim
 
x--> 0
     
--------
     
Which is really the product of the derivatives:
dy
------
dx
 
=
 
d  
----------
d    
 
.
 
d  
----------
d    
There is one flaw: u might equal zero; but we will not worry about this subtlety here.
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