Definition:Total Derivative
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Definition
Let $\map f {x_1, x_2, \ldots, x_n}$ be a continuous real function of multiple variables.
Let each of $x_1, x_2, \ldots, x_n$ be continuous real functions of a single independent variable $t$.
Then the total derivative of $f$ with respect to $t$ is defined as:
- $\ds \frac {\d f}{\d t} = \sum_{k \mathop = 1}^n \frac {\partial f} {\partial x_k} \frac {\d x_k}{\d t} = \frac {\partial f} {\partial x_1} \frac {\d x_1}{\d t} + \frac {\partial f} {\partial x_2} \frac {\d x_2}{\d t} + \cdots + \frac {\partial f} {\partial x_n} \frac {\d x_n}{\d t}$
where $\dfrac {\partial f} {\partial x_k}$ is the partial derivative of $f$ with respect to $x_k$.
Note that in the above definition, nothing precludes $t$ from being one of the instances of $x_k$ itself.
So we have that the total derivative of $f$ with respect to $x_k$ is defined as:
- $\dfrac {\d f} {\d x_k} = \dfrac {\partial f} {\partial x_1} \dfrac {\d x_1}{\d x_k} + \dfrac {\partial f} {\partial x_2} \dfrac {\d x_2} {\d x_k} + \cdots + \dfrac {\partial f} {\partial x_k} + \cdots + \dfrac {\partial f} {\partial x_n} \dfrac {\d x_n}{\d x_k}$