Chain rules for higher derivatives (Q1002124)
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Chain rules for higher derivatives (English)
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24 February 2009
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For differentiable functions \(f,g:\mathbb{R}\to\mathbb{R}\), we know Francesco Faà di Bruno's formula for higher derivatives of the composition \((f\circ g)(t):= f(g(t))\) according to \[ (f\circ g)^{(n)}(t)=\sum\frac{n!} {k_1!k_2!\dots k_n!} f^{(k)}(g(t))\left(\frac{g'(t)}{1!}\right)^{k_1} \left(\frac{g''(t)}{2!} \right)^{k_2}\cdots\left(\frac{g^{(n)}(t)}{n!} \right)^{k_n}, \] where the sum is over all numbers \(k=k_1+k_2+\cdots +k_n\) which are nonnegative integer solutions of the Diophantine equation \(k_1+2k_2+\cdots+nk_n=n\). The authors present alternative formulas which extend Bruno's formula to higher-order directional derivatives of functions between (real or complex) Banach spaces and which avoid combinatorial or Diophantine questions.
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higher derivative
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composition
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Faà di Bruno's formula
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chain rule
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