On November 22, Joe Riel posted an implicit differentiation problem that caught my attention. It took the manipulations typically learned in an Advanced Calculus course one step further, but the devices learned in such a course could readily be applied. Joe's solution was expressed in terms of exterior derivatives and exterior products, so he used the liesymm and DifferentialGeometry packages to obtain solutions.
Here's the problem: Given a constrait,
, and functions
and
, find
.
Here's a solution that a student in an Advanced Calculus course could be expected to fathom.
Define
and
and assume that the inverse function theorem allows us to write
and
. The constraint equation then becomes
. From the derivative sought, infer that
can be obtained from
. Hence, from
we obtain
or
where the derivative
is the required
. To obtain
and
, return to the constraint
and apply the chain rule, obtaining
and
To obtain
, write out at length the inverse functions

and
and apply the chain rule, differentiating the first equation with respect to
and
. Solve the resulting set of simultaneous equations with Cramer's rule, and recognize the determinant in the denominators as the Jacobian.
Repeat these calculations with the second equation:
Put all this together to get
which is what Joe Riel obtained. Of course, prior to working out the details that Joe merely alluded to, I worked a simple example to clarify the dependencies between the variables. Hence, take
as linear functions,

so that
and
are

|

|
(1) |
The constraint then becomes

|

|
(2) |
Set this equal to zero and solve explicitly for
, obtaining

|

|
(3) |
Differentiate to obtain
, that is,
:

|

|
(4) |
Now, apply the formula
.
= 

The results agree.
Download implicit_diff.mw