Inverse function rule: Difference between revisions

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[[File:Umkehrregel 2.png|thumb|right|250px|The thick blue curve and the thick red curve are inverse to each other. A thin curve is the derivative of the same colored thick curve.
[[File:Umkehrregel 2.png|thumb|right|250px|The thick blue curve and the thick red curve are inverse to each other. A thin curve is the derivative of the same colored thick curve.


Inverse function rule:<br><math>{\color{CornflowerBlue}{f'}}(x) = \frac{1}{{\color{Salmon}{(f^{-1})'}}({\color{Blue}{f}}(x))}</math><br><br>Example for arbitrary <math>x_0 \approx 5.8</math>:<br><math>{\color{CornflowerBlue}{f'}}(x_0) = \frac{1}{4}</math><br><math>{\color{Salmon}{(f^{-1})'}}({\color{Blue}{f}}(x_0)) = 4~</math>]]
Inverse function rule:<br><math>{\color{CornflowerBlue}{f'}}(x) = \frac{1}{{\color{Salmon}{\left[f^{-1}\right]'}}({\color{Blue}{f}}(x))}</math><br><br>Example for arbitrary <math>x_0 \approx 5.8</math>:<br><math>{\color{CornflowerBlue}{f'}}(x_0) = \frac{1}{4}</math><br><math>{\color{Salmon}{\left[f^{-1}\right]'}}({\color{Blue}{f}}(x_0)) = 4~</math>]]
{{calculus|expanded=differential}}
{{calculus|expanded=differential}}
In [[calculus]], the '''inverse function rule''' is a [[formula]] that expresses the [[derivative]] of the [[inverse function|inverse]] of a [[bijective]] and [[differentiable function]] {{Mvar|f}} in terms of the derivative of {{Mvar|f}}. More precisely, if the inverse of <math>f</math> is denoted as <math>f^{-1}</math>, where <math>f^{-1}(y) = x</math> if and only if <math>f(x) = y</math>, then the inverse function rule is, in [[Lagrange's notation]],
In [[calculus]], the '''inverse function rule''' is a [[formula]] that expresses the [[derivative]] of the [[inverse function|inverse]] of a [[bijective]] and [[differentiable function]] {{Mvar|f}} in terms of the derivative of {{Mvar|f}}. More precisely, if the inverse of <math>f</math> is denoted as <math>f^{-1}</math>, where <math>f^{-1}(y) = x</math> if and only if <math>f(x) = y</math>, then the inverse function rule is, in [[Lagrange's notation]],


:<math>\left[f^{-1}\right]'(y)=\frac{1}{f'\left( f^{-1}(y) \right)}</math>.
:<math>\left[f^{-1}\right]'(y)=\frac{1}{f'\left( f^{-1}(y) \right)}.</math>


This formula holds in general whenever <math>f</math> is [[continuous function|continuous]] and [[Injective function|injective]] on an interval {{Mvar|I}}, with <math>f</math> being differentiable at <math>f^{-1}(y)</math>(<math>\in I</math>) and where<math>f'(f^{-1}(y)) \ne 0</math>. The same formula is also equivalent to the expression
This formula holds in general whenever <math>f</math> is [[continuous function|continuous]] and [[Injective function|injective]] on an interval {{Mvar|I}}, with <math>f</math> being differentiable at <math>f^{-1}(y)</math>(<math>\in I</math>) and where<math>f'(f^{-1}(y)) \ne 0</math>. The same formula is also equivalent to the expression
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The inverse function rule may also be expressed in [[Leibniz's notation]]. As that notation suggests,
The inverse function rule may also be expressed in [[Leibniz's notation]]. As that notation suggests,


:<math>\frac{dx}{dy}\,\cdot\, \frac{dy}{dx} = 1.</math>
:<math>\frac{dx}{dy}\,\frac{dy}{dx} = 1.</math>


This relation is obtained by differentiating the equation <math>f^{-1}(y)=x</math> in terms of {{Mvar|x}} and applying the [[chain rule]], yielding that:
This relation is obtained by differentiating the equation <math>f^{-1}(y)=x</math> in terms of {{Mvar|x}} and applying the [[chain rule]], yielding that:


:<math>\frac{dx}{dy}\,\cdot\, \frac{dy}{dx} = \frac{dx}{dx}</math>
:<math>\frac{dx}{dy}\,\frac{dy}{dx} = \frac{dx}{dx}</math>


considering that the derivative of {{Mvar|x}} with respect to ''{{Mvar|x}}'' is 1.
considering that the derivative of {{Mvar|x}} with respect to ''{{Mvar|x}}'' is 1.


== Derivation ==
== Derivation ==
Let <math>f</math> be an invertible (bijective) function, let <math>x</math> be in the domain of <math>f</math>, and let <math>y=f(x).</math> Let <math>g=f^{-1}.</math> So, <math>f(g(y))=y.</math> Derivating this equation with respect to {{tmath|y}}, and using the [[chain rule]], one gets
Let <math>f</math> be an invertible (bijective) function, let <math>x</math> be in the domain of <math>f</math>, and let <math>y=f(x).</math> Let <math>g=f^{-1}.</math> So, <math>f(g(y))=y.</math> Differentiating this equation with respect to {{tmath|y}}, and using the [[chain rule]], one gets
:<math>f'(g(y))\cdot g'(y)=1.</math>
:<math>f'(g(y))\cdot g'(y)=1.</math>
That is,  
That is,  
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or
or
:<math>
:<math>
  (f^{-1})^{\prime}(y) = \frac{1}{f^{\prime}(f^{-1}(y))}.
  \left[f^{-1}\right]^{\prime}(y) = \frac{1}{f^{\prime}(f^{-1}(y))}.
</math>
</math>


==Examples==
== Examples ==


* <math>y = x^2</math> (for positive {{Mvar|x}}) has inverse <math>x = \sqrt{y}</math>.
* <math>y = x^2</math> (for positive {{Mvar|x}}) has inverse <math>x = \sqrt{y}</math>.
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\frac{dx}{dy} = \frac{1}{2\sqrt{y}}=\frac{1}{2x} </math>
\frac{dx}{dy} = \frac{1}{2\sqrt{y}}=\frac{1}{2x} </math>


:<math> \frac{dy}{dx}\,\cdot\,\frac{dx}{dy} = 2x \cdot\frac{1}{2x} = 1. </math>
:<math> \frac{dy}{dx}\,\frac{dx}{dy} = 2x \cdot\frac{1}{2x} = 1. </math>


At <math>x=0</math>, however, there is a problem: the graph of the square root function becomes vertical, corresponding to a horizontal tangent for the square function.
At <math>x=0</math>, however, there is a problem: the graph of the square root function becomes vertical, corresponding to a horizontal tangent for the square function.
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\frac{dx}{dy} = \frac{1}{y} = e^{-x} </math>
\frac{dx}{dy} = \frac{1}{y} = e^{-x} </math>


:<math> \frac{dy}{dx}\,\cdot\,\frac{dx}{dy} = e^x \cdot e^{-x} = 1. </math>
:<math> \frac{dy}{dx}\,\frac{dx}{dy} = e^x e^{-x} = 1. </math>


==Additional properties==
==Additional properties==
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* [[Integral|Integrating]] this relationship gives
* [[Integral|Integrating]] this relationship gives


::<math>{f^{-1}}(x)=\int\frac{1}{f'({f^{-1}}(x))}\,{dx} + C.</math>
::<math>{f^{-1}}(y)=\int\frac{1}{f'({f^{-1}}(y))}\,{dy} + C.</math>


:This is only useful if the integral exists. In particular we need <math>f'(x)</math> to be non-zero across the range of integration.
:This is only useful if the integral exists. In particular we need <math>f'(x)</math> to be non-zero across the range of integration.
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* Another very interesting and useful property is the following:
* Another very interesting and useful property is the following:


::<math> \int f^{-1}(x)\, {dx} = x f^{-1}(x) - F(f^{-1}(x)) + C </math>
::<math> \int f^{-1}(y)\, {dy} = y f^{-1}(y) - F(f^{-1}(y)) + C </math>


:Where <math> F </math> denotes the antiderivative of <math> f </math>.
:where <math> F </math> denotes the antiderivative of <math> f </math>.


* The inverse of the derivative of f(x) is also of interest, as it is used in showing the convexity of the [[Legendre transformation|Legendre transform]].  
* The inverse of the derivative of f(x) is also of interest, as it is used in showing the convexity of the [[Legendre transformation|Legendre transform]].  
Let  <math> z = f'(x)</math>  then we have, assuming <math> f''(x) \neq 0</math>:<math display="block"> \frac{d(f')^{-1}(z)}{dz} = \frac{1}{f''(x)}</math>This can be shown using the previous notation <math> y = f(x)</math>. Then we have:
Let  <math> z = f'(x)</math>  then we have, assuming <math> f''(x) \neq 0</math>:<math display="block"> \frac{d}{dz}\left[f'\right]^{-1}(z) = \frac{1}{f''(x)}</math>This can be shown using the previous notation <math> y = f(x)</math>. Then we have:


:<math display="block"> f'(x) = \frac{dy}{dx} = \frac{dy}{dz} \frac{dz}{dx} =  \frac{dy}{dz} f''(x) \Rightarrow \frac{dy}{dz} = \frac{f'(x) }{f''(x)}</math>Therefore:
:<math display="block"> f'(x) = \frac{dy}{dx} = \frac{dy}{dz} \frac{dz}{dx} =  \frac{dy}{dz} f''(x) \Rightarrow \frac{dy}{dz} = \frac{f'(x) }{f''(x)}</math>Therefore:


:<math> \frac{d(f')^{-1}(z)}{dz} = \frac{dx}{dz} = \frac{dy}{dz}\frac{dx}{dy} = \frac{f'(x)}{f''(x)}\frac{1}{f'(x)} = \frac{1}{f''(x)}</math>
:<math> \frac{d}{dz}[f']^{-1}(z) = \frac{dx}{dz} = \frac{dy}{dz}\frac{dx}{dy} = \frac{f'(x)}{f''(x)}\frac{1}{f'(x)} = \frac{1}{f''(x)}</math>


By induction, we can generalize this result for any integer <math> n \ge 1</math>, with  <math> z = f^{(n)}(x)</math>, the nth derivative of f(x), and  <math> y = f^{(n-1)}(x)</math>, assuming <math> f^{(i)}(x) \neq 0 \text{ for } 0 < i \le n+1 </math>:
By induction, we can generalize this result for any integer <math> n \ge 1</math>, with  <math> z = f^{(n)}(x)</math>, the nth derivative of f(x), and  <math> y = f^{(n-1)}(x)</math>, assuming <math> f^{(i)}(x) \neq 0 \text{ for } 0 < i \le n+1 </math>:


:<math> \frac{d(f^{(n)})^{-1}(z)}{dz} = \frac{1}{f^{(n+1)}(x)}</math>
:<math> \frac{d}{dz}\left[f^{(n)}\right]^{-1}(z) = \frac{1}{f^{(n+1)}(x)}</math>


== Higher derivatives ==
== Higher order derivatives ==


The [[chain rule]] given above is obtained by differentiating the identity <math>f^{-1}(f(x))=x</math> with respect to {{Mvar|x}}. One can continue the same process for higher derivatives. Differentiating the identity twice with respect to ''{{Mvar|x}}'', one obtains
The [[chain rule]] given above is obtained by differentiating the identity <math>f^{-1}(y)=x</math> with respect to {{Mvar|y}}, where <math>y=f(x)</math>. One can continue the same process for higher derivatives. Differentiating the identity twice with respect to ''{{Mvar|x}}'', one obtains


:<math> \frac{d^2y}{dx^2}\,\cdot\,\frac{dx}{dy} + \frac{d}{dx} \left(\frac{dx}{dy}\right)\,\cdot\,\left(\frac{dy}{dx}\right)  =  0, </math>
:<math> \frac{d^2y}{dx^2}\,\frac{dx}{dy} + \frac{d}{dx} \left(\frac{dx}{dy}\right)\,\left(\frac{dy}{dx}\right)  =  0, </math>


that is simplified further by the chain rule as
that is simplified further by the chain rule as


:<math> \frac{d^2y}{dx^2}\,\cdot\,\frac{dx}{dy} + \frac{d^2x}{dy^2}\,\cdot\,\left(\frac{dy}{dx}\right)^2  =  0.</math>
:<math> \frac{d^2y}{dx^2}\,\frac{dx}{dy} + \frac{d^2x}{dy^2}\,\left(\frac{dy}{dx}\right)^2  =  0.</math>


Replacing the first derivative, using the identity obtained earlier, we get
Replacing the first derivative, using the identity obtained earlier, we get


:<math> \frac{d^2y}{dx^2} = - \frac{d^2x}{dy^2}\,\cdot\,\left(\frac{dy}{dx}\right)^3. </math>
:<math> \frac{d^2y}{dx^2} = - \frac{d^2x}{dy^2}\,\left(\frac{dy}{dx}\right)^3 </math>


Similarly for the third derivative:
which implies


:<math> \frac{d^3y}{dx^3} = - \frac{d^3x}{dy^3}\,\cdot\,\left(\frac{dy}{dx}\right)^4 -
:<math> \frac{d^2x}{dy^2} = -\frac{d^2y/dx^2}{\left(dy/dx\right)^3}. </math>
3 \frac{d^2x}{dy^2}\,\cdot\,\frac{d^2y}{dx^2}\,\cdot\,\left(\frac{dy}{dx}\right)^2</math>


or using the formula for the second derivative,
Similarly for the third derivative we have


:<math> \frac{d^3y}{dx^3} = - \frac{d^3x}{dy^3}\,\cdot\,\left(\frac{dy}{dx}\right)^4 +
:<math> \frac{d^3y}{dx^3} = - \frac{d^3x}{dy^3}\,\left(\frac{dy}{dx}\right)^4 -
3 \left(\frac{d^2x}{dy^2}\right)^2\,\cdot\,\left(\frac{dy}{dx}\right)^5</math>
3 \frac{d^2x}{dy^2}\,\frac{d^2y}{dx^2}\,\left(\frac{dy}{dx}\right)^2.</math>


These formulas can also be written using Lagrange's notation. If ''{{Mvar|f}}'' and ''{{Mvar|g}}'' are inverses, then
Using the formula for the second derivative, we get


:<math> g''(x) = \frac{-f''(g(x))}{[f'(g(x))]^3}</math>
:<math> \frac{d^3y}{dx^3} = - \frac{d^3x}{dy^3}\,\left(\frac{dy}{dx}\right)^4 +
3 \left(\frac{d^2y}{dx^2}\right)^2\,\left(\frac{dy}{dx}\right)^{-1}</math>


Higher derivatives of an inverse function can also be expressed with [[Faà di Bruno's formula]] and can be written succinctly as:
which implies


:<math>\left[f^{-1}\right]^{(n)}(x) = \left[\left(\frac{1}{f'(t)}\frac{d}{dt}\right)^{n} t\right]_{t = f^{-1}(x)}</math>
:<math> \frac{d^3x}{dy^3} = - \frac{d^3y/dx^3}{\left(dy/dx\right)^4} + 3\frac{\left(d^2y/dx^2\right)^2}{\left(dy/dx\right)^5}. </math>


From this expression, one can also derive the ''n''th-integration of inverse function with base-point ''a'' using [[Cauchy formula for repeated integration]] whenever <math>f(f^{-1}(x)) = x</math>:
These formulas can also be written using Lagrange's notation:


:<math>\left[f^{-1}\right]^{(-n)}(x) = \frac{1}{n!} \left(f^{-1}(a)(x-a)^n + \int_{f^{-1}(a)}^{f^{-1}(x)}\left(x-f(u)\right)^{n}\,du\right)</math>
:<math> \left[f^{-1}\right]''(y) = -\frac{f''(f^{-1}(y))}{\left[f'(f^{-1}(y))\right]^3}, </math>


==Example==
:<math> \left[f^{-1}\right]'''(y) = -\frac{f'''(f^{-1}(y))}{\left[f'(f^{-1}(y))\right]^4} + 3\frac{\left[f''(f^{-1}(y))\right]^2}{\left[f'(f^{-1}(y))\right]^5}. </math>
 
In general, higher order derivatives of an inverse function can be expressed with [[Faà di Bruno's formula]]. Alternatively, the {{Mvar|n}}th derivative can be written succinctly as:
 
:<math> \left[f^{-1}\right]^{(n)}(y) = \left[\left(\frac{1}{f'(t)}\frac{d}{dt}\right)^{n} t\right]_{t = f^{-1}(y)}. </math>
 
From this expression, one can also derive the {{Mvar|n}}th-integration of inverse function with base-point {{Mvar|a}} using [[Cauchy formula for repeated integration]] whenever <math>f(f^{-1}(y)) = y</math>:
 
:<math> \left[f^{-1}\right]^{(-n)}(y) = \frac{1}{n!} \left(f^{-1}(a)(y-a)^n + \int_{f^{-1}(a)}^{f^{-1}(y)}\left(y-f(u)\right)^{n}\,du\right). </math>
 
=== Example ===


* <math>y = e^x</math> has the inverse <math>x = \ln y</math>. Using the formula for the second derivative of the inverse function,
* <math>y = e^x</math> has the inverse <math>x = \ln y</math>. Using the formula for the second derivative of the inverse function,
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\mbox{ }\mbox{ }\mbox{ }\mbox{ };
\mbox{ }\mbox{ }\mbox{ }\mbox{ };
\mbox{ }\mbox{ }\mbox{ }\mbox{ }
\mbox{ }\mbox{ }\mbox{ }\mbox{ }
\frac{d^2x}{dy^2} = -\frac{1}{y^2}
\frac{d^2x}{dy^2} = -\frac{1}{y^2},</math>
</math>,


which agrees with the direct calculation.
which agrees with the direct calculation.


==See also==
== See also ==
{{Portal|Mathematics}}
{{Portal|Mathematics}}


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* {{annotated link|Vector calculus identities}}
* {{annotated link|Vector calculus identities}}


==References==
== References ==
{{Reflist}}
{{Reflist}}
* {{Cite book|last=Marsden|first=Jerrold E.|url=https://authors.library.caltech.edu/25054/10/CalcUch8-invfunc-chainrule.pdf|title=Calculus unlimited|date=1981|publisher=Benjamin/Cummings Pub. Co|first2=Alan |last2=Weinstein|isbn=0-8053-6932-5|location=Menlo Park, Calif.|chapter=Chapter 8: Inverse Functions and the Chain Rule}}
* {{Cite book|last=Marsden|first=Jerrold E.|url=https://authors.library.caltech.edu/25054/10/CalcUch8-invfunc-chainrule.pdf|title=Calculus unlimited|date=1981|publisher=Benjamin/Cummings Pub. Co|first2=Alan |last2=Weinstein|isbn=0-8053-6932-5|location=Menlo Park, Calif.|chapter=Chapter 8: Inverse Functions and the Chain Rule}}

Latest revision as of 04:51, 29 December 2025

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File:Umkehrregel 2.png
The thick blue curve and the thick red curve are inverse to each other. A thin curve is the derivative of the same colored thick curve. Inverse function rule:
f(x)=1[f1](f(x))

Example for arbitrary x05.8:
f(x0)=14
[f1](f(x0))=4

Script error: No such module "sidebar". In calculus, the inverse function rule is a formula that expresses the derivative of the inverse of a bijective and differentiable function Template:Mvar in terms of the derivative of Template:Mvar. More precisely, if the inverse of f is denoted as f1, where f1(y)=x if and only if f(x)=y, then the inverse function rule is, in Lagrange's notation,

[f1](y)=1f(f1(y)).

This formula holds in general whenever f is continuous and injective on an interval Template:Mvar, with f being differentiable at f1(y)(I) and wheref(f1(y))0. The same formula is also equivalent to the expression

𝒟[f1]=1(𝒟f)(f1),

where 𝒟 denotes the unary derivative operator (on the space of functions) and denotes function composition.

Geometrically, a function and inverse function have graphs that are reflections, in the line y=x. This reflection operation turns the gradient of any line into its reciprocal.[1]

Assuming that f has an inverse in a neighbourhood of x and that its derivative at that point is non-zero, its inverse is guaranteed to be differentiable at x and have a derivative given by the above formula.

The inverse function rule may also be expressed in Leibniz's notation. As that notation suggests,

dxdydydx=1.

This relation is obtained by differentiating the equation f1(y)=x in terms of Template:Mvar and applying the chain rule, yielding that:

dxdydydx=dxdx

considering that the derivative of Template:Mvar with respect to Template:Mvar is 1.

Derivation

Let f be an invertible (bijective) function, let x be in the domain of f, and let y=f(x). Let g=f1. So, f(g(y))=y. Differentiating this equation with respect to Template:Tmath, and using the chain rule, one gets

f(g(y))g(y)=1.

That is,

g(y)=1f(g(y))

or

[f1](y)=1f(f1(y)).

Examples

dydx=2x    ;    dxdy=12y=12x
dydxdxdy=2x12x=1.

At x=0, however, there is a problem: the graph of the square root function becomes vertical, corresponding to a horizontal tangent for the square function.

  • y=ex (for real Template:Mvar) has inverse x=lny (for positive y)
dydx=ex    ;    dxdy=1y=ex
dydxdxdy=exex=1.

Additional properties

f1(y)=1f(f1(y))dy+C.
This is only useful if the integral exists. In particular we need f(x) to be non-zero across the range of integration.
It follows that a function that has a continuous derivative has an inverse in a neighbourhood of every point where the derivative is non-zero. This need not be true if the derivative is not continuous.
  • Another very interesting and useful property is the following:
f1(y)dy=yf1(y)F(f1(y))+C
where F denotes the antiderivative of f.
  • The inverse of the derivative of f(x) is also of interest, as it is used in showing the convexity of the Legendre transform.

Let z=f(x) then we have, assuming f(x)0:ddz[f]1(z)=1f(x)This can be shown using the previous notation y=f(x). Then we have:

f(x)=dydx=dydzdzdx=dydzf(x)dydz=f(x)f(x)Therefore:
ddz[f]1(z)=dxdz=dydzdxdy=f(x)f(x)1f(x)=1f(x)

By induction, we can generalize this result for any integer n1, with z=f(n)(x), the nth derivative of f(x), and y=f(n1)(x), assuming f(i)(x)0 for 0<in+1:

ddz[f(n)]1(z)=1f(n+1)(x)

Higher order derivatives

The chain rule given above is obtained by differentiating the identity f1(y)=x with respect to Template:Mvar, where y=f(x). One can continue the same process for higher derivatives. Differentiating the identity twice with respect to Template:Mvar, one obtains

d2ydx2dxdy+ddx(dxdy)(dydx)=0,

that is simplified further by the chain rule as

d2ydx2dxdy+d2xdy2(dydx)2=0.

Replacing the first derivative, using the identity obtained earlier, we get

d2ydx2=d2xdy2(dydx)3

which implies

d2xdy2=d2y/dx2(dy/dx)3.

Similarly for the third derivative we have

d3ydx3=d3xdy3(dydx)43d2xdy2d2ydx2(dydx)2.

Using the formula for the second derivative, we get

d3ydx3=d3xdy3(dydx)4+3(d2ydx2)2(dydx)1

which implies

d3xdy3=d3y/dx3(dy/dx)4+3(d2y/dx2)2(dy/dx)5.

These formulas can also be written using Lagrange's notation:

[f1](y)=f(f1(y))[f(f1(y))]3,
[f1](y)=f(f1(y))[f(f1(y))]4+3[f(f1(y))]2[f(f1(y))]5.

In general, higher order derivatives of an inverse function can be expressed with Faà di Bruno's formula. Alternatively, the Template:Mvarth derivative can be written succinctly as:

[f1](n)(y)=[(1f(t)ddt)nt]t=f1(y).

From this expression, one can also derive the Template:Mvarth-integration of inverse function with base-point Template:Mvar using Cauchy formula for repeated integration whenever f(f1(y))=y:

[f1](n)(y)=1n!(f1(a)(ya)n+f1(a)f1(y)(yf(u))ndu).

Example

  • y=ex has the inverse x=lny. Using the formula for the second derivative of the inverse function,
dydx=d2ydx2=ex=y    ;    (dydx)3=y3;

so that

d2xdy2y3+y=0    ;    d2xdy2=1y2,

which agrees with the direct calculation.

See also

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References

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