Product rule for higher partial derivatives

From Calculus

Statement

The general statement is a little complicated, because of the notation used for tracking the combinatorics. The idea is as follows:

  • We consider the string with respect to which we are differentiating.
  • Consider all ways of dividing this string into two substrings, each of which maintains the same order as the original string. One of the substrings may be empty.
  • Now consider a term obtained by differentiating with respect to the first substring and with respect to the second substring.
  • Add up all these terms. Since the number of substrings is (with the order of the derivative), we expect a sum of terms. In case there are repetitions in the string being differentiated with respect to, some of the terms may be equal and could be combined.

Particular cases

Case Statement
second-order mixed partial derivative with respect to of a product of functions that involve at least two variables
derivative of the form of a product of functions that involve at least two variables