Calculus – How to Prove the Chain Rule

calculus

I have just learned about the chain rule but my book doesn't mention the proof. I tried to write a proof myself but can't write it. So can someone please tell me about the proof for the chain rule in elementary terms because I have just started learning calculus.

Best Answer

Assuming everything behaves nicely ($f$ and $g$ can be differentiated, and $g(x)$ is different from $g(a)$ when $x$ and $a$ are close), the derivative of $f(g(x))$ at the point $x = a$ is given by $$ \lim_{x \to a}\frac{f(g(x)) - f(g(a))}{x-a}\\ = \lim_{x\to a}\frac{f(g(x)) - f(g(a))}{g(x) - g(a)}\cdot \frac{g(x) - g(a)}{x-a} $$ where the second line becomes $f'(g(a))\cdot g'(a)$, by definition of derivative.

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