Sum rule in differentiation

In calculus, the sum rule in differentiation is a method of finding the derivative of a function that is the sum of two other functions for which derivatives exist. This is a part of the linearity of differentiation. The sum rule in integration follows from it. The rule itself is a direct consequence of differentiation from first principles.

The sum rule tells us that for two functions "u" and "v":

:$frac\{d\}\{dx\}(u\; +\; v)=frac\{du\}\{dx\}+frac\{dv\}\{dx\}$

This rule also applies to subtraction and to additions and subtractions of more than two functions:$frac\{d\}\{dx\}(u\; +\; v\; +\; w\; +\; dots)=frac\{du\}\{dx\}+frac\{dv\}\{dx\}+frac\{dw\}\{dx\}+cdots$

Proof

Let "y" be a function given by the sum of two functions "u" and "v", such that:

:$y\; =\; u\; +\; v\; ,$

Now let "y", "u" and "v" be increased by small increases Δ"y", Δ"u" and Δ"v" respectively. Hence:

:$y\; +\; Delta\{y\}\; =\; (u\; +\; Delta\{u\})\; +\; (v\; +\; Delta\{v\})\; =\; u\; +\; v\; +\; Delta\{u\}\; +\; Delta\{v\}\; =\; y\; +\; Delta\{u\}\; +\; Delta\{v\}.\; ,$

So:

:$Delta\{y\}\; =\; Delta\{u\}\; +\; Delta\{v\}.\; ,$

Now divide throughout by Δ"x":

:$frac\{Delta\{y\{Delta\{x\; =\; frac\{Delta\{u\{Delta\{x\; +\; frac\{Delta\{v\{Delta\{x.$

Let Δ"x" tend to 0:

:$frac\{dy\}\{dx\}\; =\; frac\{du\}\{dx\}\; +\; frac\{dv\}\{dx\}.$

Now recall that "y" = "u" + "v", giving the sum rule in differentiation:

:$frac\{d\}\{dx\}left(u\; +\; v\; ight)\; =\; frac\{du\}\{dx\}\; +\; frac\{dv\}\{dx\}\; .$

The rule can be extended to subtraction, as follows:

:$frac\{d\}\{dx\}left(u\; -\; v\; ight)\; =\; frac\{d\}\{dx\}left(u\; +\; (-v)\; ight)\; =\; frac\{du\}\{dx\}\; +\; frac\{d\}\{dx\}left(-v\; ight).$

Now use the special case of the constant factor rule in differentiation with "k"=−1 to obtain:

:$frac\{d\}\{dx\}left(u\; -\; v\; ight)\; =\; frac\{du\}\{dx\}\; +\; left(-frac\{dv\}\{dx\}\; ight)\; =\; frac\{du\}\{dx\}\; -\; frac\{dv\}\{dx\}.$

Therefore, the sum rule can be extended so it "accepts" addition and subtraction as follows:

:$frac\{d\}\{dx\}left(u\; pm\; v\; ight)\; =\; frac\{du\}\{dx\}\; pm\; frac\{dv\}\{dx\}.$

The sum rule in differentiation can be used as part of the derivation for both the sum rule in integration and linearity of differentiation.

Generalization to sums

Assume we have some set of functions "f"₁, "f"₂,..., "f"_"n". Then

:$frac\{d\}\{dx\}\; left(sum\_\{1\; le\; i\; le\; n\}\; f\_i(x)\; ight)\; =\; frac\{d\}\{dx\}left(f\_1(x)\; +\; f\_2(x)\; +\; cdots\; +\; f\_n(x)\; ight)\; =\; frac\{d\}\{dx\}f\_1(x)\; +\; frac\{d\}\{dx\}f\_2(x)\; +\; cdots\; +\; frac\{d\}\{dx\}f\_n(x)$so:$frac\{d\}\{dx\}\; left(sum\_\{1\; le\; i\; le\; n\}\; f\_i(x)\; ight)\; =\; sum\_\{1\; le\; i\; le\; n\}\; left(frac\{d\}\{dx\}f\_i(x)\; ight)\; .$

In other words, the derivative of any sum of functions is the sum of the derivatives of those functions.

This follows easily by induction; we have just proven this to be true for "n" = 2. Assume it is true for all "n" < "k", then define

:$g(x)=sum\_\{i=1\}^\{k-1\}\; f\_i(x).$

Then

:$sum\_\{i=1\}^k\; f\_i(x)=g(x)+f\_k(x)$

and it follows from the proof above that

:$frac\{d\}\{dx\}\; left(sum\_\{i=1\}^k\; f\_i(x)\; ight)\; =\; frac\{d\}\{dx\}g(x)+frac\{d\}\{dx\}f\_k(x).$

By the inductive hypothesis,

:$frac\{d\}\{dx\}g(x)=frac\{d\}\{dx\}\; left(sum\_\{i=1\}^\{k-1\}\; f\_i(x)\; ight)=sum\_\{i=1\}^\{k-1\}\; frac\{d\}\{dx\}f\_i(x)$

so

:$frac\{d\}\{dx\}\; left(sum\_\{i=1\}^k\; f\_i(x)\; ight)\; =\; sum\_\{i=1\}^\{k-1\}\; frac\{d\}\{dx\}f\_i(x)\; +\; frac\{d\}\{dx\}f\_k(x)=sum\_\{i=1\}^k\; frac\{d\}\{dx\}f\_i(x)$

which ends our proof.

References

*Gilbert Strang: "Calculus". SIAM 1991, ISBN 0961408820, p. 71 ( [http://books.google.de/books?id=OisInC1zvEMC&pg=PA197&dq=%22sum+rule%22+calculus&as_brr=3&sig=ACfU3U0B8K2WU1A1vbYE605MWxSV8YwAKA restricted online version (google books)] )
* [http://planetmath.org/encyclopedia/SumRule.html sum rule atPlanetMath]