The chain rule is applied when we have a composite function; i.e., a function of a function or a function within a function. The derivative is the product of their respective derivatives. Given \(f(x)=u\left[v(x)\right]\)
Lagrange notation: \(f'(x)=u'\left[v(x)\right]\cdot v'(x)\)
Leibniz notation: \(\dfrac{df}{dx}=\dfrac{du}{dv}\cdot \dfrac{dv}{dx}\)
Note: The argument of \(u'\) is the same as the argument of \(u\). This is a major difference from the other rules, where the derivative is \(x\) for all derivatives.
Note: In Leibniz notation, it is as if the ‘denominator’ of one derivative cancels out with the ‘numerator’ of the next.
If we have more than two nested functions, we take their derivatives from the inside out or the outside in. For example, given \(f(x)=u\left(v\left[w(x)\right]\right)\), \[f'(x)=u'\left(v\left[w(x)\right]\right)\cdot v'\left[w(x)\right]\cdot w'(x)\]