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TheoremStatement: AI-adaptedProof: AI-generatedSession-authored (Fable 5 assisted)precheck passaudited 2026-08-02
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  • Literature-sourced — the exact statement appears in a cited source; only wording and notation differ.
  • AI-adapted — a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
  • AI-generated — a genuinely novel statement formulated by AI, with no source for the claim itself.

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The chain rule for total derivatives: D(gf)(a)=Dg(f(a))Df(a)D(g\circ f)(a)=Dg(f(a))\circ Df(a)

Statement

Let f:UVRnf:U\to V\subseteq\mathbb R^n be totally differentiable at aUa\in U and let g:VRpg:V\to\mathbb R^p be totally differentiable at f(a)f(a). Then gfg\circ f is totally differentiable at aa and

D(gf)(a)=Dg(f(a))Df(a).D(g\circ f)(a)=Dg(f(a))\circ Df(a).

Facts & Assumptions

Given: The total first-order expansions of ff at aa and gg at f(a)f(a).

[L1]

In the total-derivative definition, the normalized remainder tends to zero as hh tends to zero (The total (Fréchet) derivative Df(a)Df(a) as the linear first-order approximation with o(h2)o(\|h\|_2) remainder).

[L2]

Total differentiability gives a local O(h2)O(\|h\|_2) increment bound and therefore continuity (Total differentiability gives a local O(h2)O(\|h\|_2) increment bound and therefore continuity).

Proof

technique · direct
1.1

Write f(a+h)=f(a)+Df(a)h+rf(h)f(a+h)=f(a)+Df(a)h+r_f(h) and g(f(a)+k)=g(f(a))+Dg(f(a))k+rg(k)g(f(a)+k)=g(f(a))+Dg(f(a))k+r_g(k), with both normalized remainders tending to zero.

L1L2
2.1

By [L2], k=f(a+h)f(a)=O(h2)k=f(a+h)-f(a)=O(\|h\|_2); boundedness of Dg(f(a))Dg(f(a)) and the two remainder limits show both Dg(f(a))rf(h)Dg(f(a))r_f(h) and rg(k)r_g(k) are o(h2)o(\|h\|_2), including the case k=0k=0.

step 1.1L2algebra
3.1

Substitution into the two expansions leaves g(f(a+h))g(f(a))Dg(f(a))Df(a)h=o(h2)g(f(a+h))-g(f(a))-Dg(f(a))Df(a)h=o(\|h\|_2), and the composite of linear maps is linear.

step 1.1step 2.1

Depends on

Used by

Dependency tree · next 3 levels

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