Let n, m and p be natural numbers, let R be the real numbers, let U be an open subset of Euclidean space Rn and let V be an open subset of Rm. Let F=(F1,…,Fm):U→Rm satisfy F(x)∈V for every x∈U, let G=(G1,…,Gp):V→Rp, and let G∘F:U→Rp be the map given by (G∘F)(x)=G(F(x)), with coordinate functions (G∘F)j.
1. (Chain rule for partial derivatives) Suppose F is of class C1 on U and G is of class C1 on V. Then for all i∈{1,…,n} and j∈{1,…,p} the partial derivative of (G∘F)j with respect to the ith variable exists at every x∈U, and
∂i(G∘F)j(x)=l=1∑m∂lGj(F(x))∂iFl(x),
the sum being the finite sum in the field of real numbers.
2. (Finite order) Let k be a natural number. If F is of class Ck on U and G is of class Ck on V, then G∘F is of class Ck on U.
3. (Smoothness) If F is smooth on U and G is smooth on V, then G∘F is smooth on U.