An intuitive presentation of Fa di Brunos formula

A. Mennucci1
1 Scuola Normale Superiore, Pisa

April 5, 2011

Mennucci (SNS) Fa di Bruno April 5, 2011 1 / 28

 Introduction

Combinatorial form
2.1 Example explaining the combinatorial form
2.2 Proof of the combinatorial form

Factorial forms
Introduction

Combinatorial form

Factorial forms
 Introduction

Suppose that f , g : lR lR are functions admitting n derivatives:

Fa di Brunos formula enumerates the terms in the expansion of the n-th
derivative
dn
f (g(x)) = (f g)(n) (x) .
dx n

Mennucci (SNS) Fa di Bruno April 5, 2011 2 / 28

 Introduction

We may start with a simple direct calculation. The cases n = 1, 2, 3, 4 are

as follows.

(f g)0 (x) = f 0 (g(x))g 0 (x)

(f g)00 (x) = f 00 (g(x))g 0 (x)2 + f 0 (g(x))g 00 (x)
(f g)000 (x) = f 000 (g(x))g 0 (x)3 + 3f 00 (g(x))g 0 (x)g 00 (x) +
+ f 0 (g(x))g 000 (x)
(f g)0000 (x) = f 0000 (g(x))g 0 (x)4 + 6f 000 (g(x))g 00 (x)g 0 (x)2
+ 3f 00 (g(x))g 00 (x)2 + 4f 00 (g(x))g 000 (x)g 0 (x)
+ f 0 (g(x))g 0000 (x).
d n
We see that the expansion of dx n f (g(x)) is the sum of many monomials of

the form f (m) 0

(g(x))g (x) . . . g (x)in with appropriate coefficients.
i 1 (n)

Mennucci (SNS) Fa di Bruno April 5, 2011 3 / 28

 Introduction

We may start with a simple direct calculation. The cases n = 1, 2, 3, 4 are

as follows.

(f g)0 (x) = f 0 (g(x))g 0 (x)

(f g)00 (x) = f 00 (g(x))g 0 (x)2 + f 0 (g(x))g 00 (x)
(f g)000 (x) = f 000 (g(x))g 0 (x)3 + 3f 00 (g(x))g 0 (x)g 00 (x) +
+ f 0 (g(x))g 000 (x)
(f g)0000 (x) = f 0000 (g(x))g 0 (x)4 + 6f 000 (g(x))g 00 (x)g 0 (x)2
+ 3f 00 (g(x))g 00 (x)2 + 4f 00 (g(x))g 000 (x)g 0 (x)
+ f 0 (g(x))g 0000 (x).
d n
We see that the expansion of dx n f (g(x)) is the sum of many monomials of

the form f (m) 0

(g(x))g (x) . . . g (x)in with appropriate coefficients.
i 1 (n)

Mennucci (SNS) Fa di Bruno April 5, 2011 3 / 28

 Introduction

We may start with a simple direct calculation. The cases n = 1, 2, 3, 4 are

as follows.

(f g)0 (x) = f 0 (g(x))g 0 (x)

(f g)00 (x) = f 00 (g(x))g 0 (x)2 + f 0 (g(x))g 00 (x)
(f g)000 (x) = f 000 (g(x))g 0 (x)3 + 3f 00 (g(x))g 0 (x)g 00 (x) +
+ f 0 (g(x))g 000 (x)
(f g)0000 (x) = f 0000 (g(x))g 0 (x)4 + 6f 000 (g(x))g 00 (x)g 0 (x)2
+ 3f 00 (g(x))g 00 (x)2 + 4f 00 (g(x))g 000 (x)g 0 (x)
+ f 0 (g(x))g 0000 (x).
d n
We see that the expansion of dx n f (g(x)) is the sum of many monomials of

the form f (m) 0

(g(x))g (x) . . . g (x)in with appropriate coefficients.
i 1 (n)

Mennucci (SNS) Fa di Bruno April 5, 2011 3 / 28

 Introduction

We may start with a simple direct calculation. The cases n = 1, 2, 3, 4 are

as follows.

(f g)0 (x) = f 0 (g(x))g 0 (x)

(f g)00 (x) = f 00 (g(x))g 0 (x)2 + f 0 (g(x))g 00 (x)
(f g)000 (x) = f 000 (g(x))g 0 (x)3 + 3f 00 (g(x))g 0 (x)g 00 (x) +
+ f 0 (g(x))g 000 (x)
(f g)0000 (x) = f 0000 (g(x))g 0 (x)4 + 6f 000 (g(x))g 00 (x)g 0 (x)2
+ 3f 00 (g(x))g 00 (x)2 + 4f 00 (g(x))g 000 (x)g 0 (x)
+ f 0 (g(x))g 0000 (x).
d n
We see that the expansion of dx n f (g(x)) is the sum of many monomials of

the form f (m) 0

(g(x))g (x) . . . g (x)in with appropriate coefficients.
i 1 (n)

Mennucci (SNS) Fa di Bruno April 5, 2011 3 / 28

 Introduction

Fa di Brunos formula is a closed form formula to enumerate all such

monomials, and specify the coefficients.
The formula comes in many different formats.
A combinatorial form. This is the simplest to understand, but is also
the more redundant one, since the monomials are simply repeated
(that is, the coefficients are 1).
Factorial forms, that collect together monomials in the combinatorial
form.

Mennucci (SNS) Fa di Bruno April 5, 2011 4 / 28

 Introduction

Combinatorial form
2.1 Example explaining the combinatorial form
2.2 Proof of the combinatorial form

Factorial forms
 Combinatorial form

The Fa di Brunos formula has a combinatorial form:

X Y
(f g)(n) (x) = f (||) (g(x)) g (|B|) (x)
Pn B

where
runs through the set Pn of all partitions of the set {1, ..., n},
B means the variable B runs through the list of all of the "parts"
of the partition , and
|A| denotes the cardinality of the set A (so that || is the number of
parts in the partition and |B| is the size of the part B).

Mennucci (SNS) Fa di Bruno April 5, 2011 5 / 28

 Introduction

Combinatorial form
2.1 Example explaining the combinatorial form
2.2 Proof of the combinatorial form

Factorial forms
 Combinatorial form Example explaining the combinatorial form

We now present an example to help understand why any possible way of

deriving f (g(x)) for n times is associated to a partition.
First we note that any partition may be uniquely represented by ordering
the numbers in each part, and the parts by the minimum element. E.g.
(for n = 8)

{{5, 7}, {2}, {6}, {3, 1, 8, 4}} {{1, 3, 4, 8}, {2}, {5, 7}, {6}}
{{8}, {3}, {7, 1}, {4}, {2, 5}, {6}} {{1, 7}, {2, 5}, {3}, {4}, {6}, {8}}

We now derive f (g(x)) for 8 times, following the scheme

{{1, 3, 4, 8}, {2}, {5, 7}, {6}}.

Mennucci (SNS) Fa di Bruno April 5, 2011 6 / 28

 Combinatorial form Example explaining the combinatorial form

We now present an example to help understand why any possible way of

deriving f (g(x)) for n times is associated to a partition.
First we note that any partition may be uniquely represented by ordering
the numbers in each part, and the parts by the minimum element. E.g.
(for n = 8)

{{5, 7}, {2}, {6}, {3, 1, 8, 4}} {{1, 3, 4, 8}, {2}, {5, 7}, {6}}
{{8}, {3}, {7, 1}, {4}, {2, 5}, {6}} {{1, 7}, {2, 5}, {3}, {4}, {6}, {8}}

We now derive f (g(x)) for 8 times, following the scheme

{{1, 3, 4, 8}, {2}, {5, 7}, {6}}.

Mennucci (SNS) Fa di Bruno April 5, 2011 6 / 28

 Combinatorial form Example explaining the combinatorial form

We now present an example to help understand why any possible way of

deriving f (g(x)) for n times is associated to a partition.
First we note that any partition may be uniquely represented by ordering
the numbers in each part, and the parts by the minimum element. E.g.
(for n = 8)

{{5, 7}, {2}, {6}, {3, 1, 8, 4}} {{1, 3, 4, 8}, {2}, {5, 7}, {6}}
{{8}, {3}, {7, 1}, {4}, {2, 5}, {6}} {{1, 7}, {2, 5}, {3}, {4}, {6}, {8}}

We now derive f (g(x)) for 8 times, following the scheme

{{1, 3, 4, 8}, {2}, {5, 7}, {6}}.

Mennucci (SNS) Fa di Bruno April 5, 2011 6 / 28

 Combinatorial form Example explaining the combinatorial form

The first step is obliged:

f (g(x)) g 0 (x)f 0 (g(x))

and associate it to

{{1, . . .
...
...
...

Mennucci (SNS) Fa di Bruno April 5, 2011 7 / 28

 Combinatorial form Example explaining the combinatorial form

We have now two terms, we decide to derive the second:

g 0 (x)f 0 (g(x)) g 0 (x)g 0 (x)f 00 (g(x))

and we associate it to

{{1, . . .
{2, . . .
...
...

Mennucci (SNS) Fa di Bruno April 5, 2011 8 / 28

 Combinatorial form Example explaining the combinatorial form

We have now three terms, we decide to derive the first:

g 0 (x)g 0 (x)f 00 (g(x)) g 00 (x)g 0 (x)f 00 (g(x))

and associate it to

{{1, 3, . . .
{2, . . .
...
...

Mennucci (SNS) Fa di Bruno April 5, 2011 9 / 28

 Combinatorial form Example explaining the combinatorial form

We have again three terms, we decide to derive the first again:

g 00 (x)g 0 (x)f 00 (g(x)) g 000 (x)g 0 (x)f 00 (g(x))

and associate it to

{{1, 3, 4, . . .
{2, . . .
...
...

Mennucci (SNS) Fa di Bruno April 5, 2011 10 / 28

 Combinatorial form Example explaining the combinatorial form

We have still three terms, we decide to derive the third:

g 000 (x)g 0 (x)f 00 (g(x)) g 000 (x)g 0 (x)g 0 (x)f 000 (g(x))

and associate it to

{{1, 3, 4, . . .
{2, . . .
{5, . . .
...

Mennucci (SNS) Fa di Bruno April 5, 2011 11 / 28

 Combinatorial form Example explaining the combinatorial form

We have now four terms, we decide to derive the fourth:

g 000 (x)g 0 (x)g 0 (x)f 000 (g(x)) g 000 (x)g 0 (x)g 0 (x)g 0 (x)f (4) (g(x))

and associate it to

{{1, 3, 4, . . .
{2, . . .
{5, . . .
{6, . . .

Mennucci (SNS) Fa di Bruno April 5, 2011 12 / 28

 Combinatorial form Example explaining the combinatorial form

We have now five terms, we decide to derive the third:

g 000 (x)g 0 (x)g 0 (x)g 0 (x)f (4) (g(x)) g 000 (x)g 0 (x)g 00 (x)g 0 (x)f (4) (g(x))

and associate it to

{{1, 3, 4, . . .
{2, . . .
{5, 7, . . .
{6, . . .

Mennucci (SNS) Fa di Bruno April 5, 2011 13 / 28

 Combinatorial form Example explaining the combinatorial form

We have five terms, we decide to derive the first:

g 000 (x)g 0 (x)g 00 (x)g 0 (x)f (4) (g(x)) g (4) (x)g 0 (x)g 00 (x)g 0 (x)f (4) (g(x))

and associate it to

{{1, 3, 4, 8 . . .
{2, . . .
{5, 7, . . .
{6, . . .

Mennucci (SNS) Fa di Bruno April 5, 2011 14 / 28

 Combinatorial form Example explaining the combinatorial form

We have obtained the monomial

g (4) (x)g 0 (x)g 00 (x)g 0 (x)f (4) (g(x))

that is associated to the partition

{{1, 3, 4, 8},
{2},
{5, 7},
{6}}

Mennucci (SNS) Fa di Bruno April 5, 2011 15 / 28

 Combinatorial form Example explaining the combinatorial form

Redundancy

We also see that this form is highly redundant. E.g. when n = 4 the
monomial g 00 (x)g 00 (x)f 00 (g(x)) = g 00 (x)2 f 00 (g(x)) appears 3 times,
associated to the partitions
{{1, 2}, {3, 4}}
{{1, 3}, {2, 4}}
{{1, 4}, {2, 3}}

Similarly the monomial

g (4) (x)g 0 (x)g 00 (x)g 0 (x)f (4) (g(x)) = f (4) (g(x))g 0 (x)2 g 00 (x)g (4) (x)
that we derived in the example before can be obtained by 70 different
partitions in P8 .

We will see in next section that factorial forms reduce the redundancy (at
the price of a longer formula....)

Mennucci (SNS) Fa di Bruno April 5, 2011 16 / 28

 Combinatorial form Example explaining the combinatorial form

Redundancy

We also see that this form is highly redundant. E.g. when n = 4 the
monomial g 00 (x)g 00 (x)f 00 (g(x)) = g 00 (x)2 f 00 (g(x)) appears 3 times,
associated to the partitions
{{1, 2}, {3, 4}}
{{1, 3}, {2, 4}}
{{1, 4}, {2, 3}}

Similarly the monomial

g (4) (x)g 0 (x)g 00 (x)g 0 (x)f (4) (g(x)) = f (4) (g(x))g 0 (x)2 g 00 (x)g (4) (x)
that we derived in the example before can be obtained by 70 different
partitions in P8 .

We will see in next section that factorial forms reduce the redundancy (at
the price of a longer formula....)

Mennucci (SNS) Fa di Bruno April 5, 2011 16 / 28

 Combinatorial form Example explaining the combinatorial form

Redundancy

We also see that this form is highly redundant. E.g. when n = 4 the
monomial g 00 (x)g 00 (x)f 00 (g(x)) = g 00 (x)2 f 00 (g(x)) appears 3 times,
associated to the partitions
{{1, 2}, {3, 4}}
{{1, 3}, {2, 4}}
{{1, 4}, {2, 3}}

Similarly the monomial

g (4) (x)g 0 (x)g 00 (x)g 0 (x)f (4) (g(x)) = f (4) (g(x))g 0 (x)2 g 00 (x)g (4) (x)
that we derived in the example before can be obtained by 70 different
partitions in P8 .

We will see in next section that factorial forms reduce the redundancy (at
the price of a longer formula....)

Mennucci (SNS) Fa di Bruno April 5, 2011 16 / 28

 Introduction

Combinatorial form
2.1 Example explaining the combinatorial form
2.2 Proof of the combinatorial form

Factorial forms
 Combinatorial form Proof of the combinatorial form

We now prove formally that the combinatorial form formula holds true,
using induction. The case n = 1 is true, since P1 contains only one
partition, namely = {{1}}, that is associated to
d 0 0
dx f (g(x)) = f (g(x))g (x).
We now assume that
X Y
(f g)(n) (x) = f (||) (g(x)) g (|B|) (x)
Pn B

is true, and we derive it once more.

Mennucci (SNS) Fa di Bruno April 5, 2011 17 / 28

 Combinatorial form Proof of the combinatorial form

We now prove formally that the combinatorial form formula holds true,
using induction. The case n = 1 is true, since P1 contains only one
partition, namely = {{1}}, that is associated to
d 0 0
dx f (g(x)) = f (g(x))g (x).
We now assume that
X Y
(f g)(n) (x) = f (||) (g(x)) g (|B|) (x)
Pn B

is true, and we derive it once more.

Mennucci (SNS) Fa di Bruno April 5, 2011 17 / 28

 Combinatorial form Proof of the combinatorial form

This produces two terms

f (||+1) (g(x))g 0 (x)

X Y
(f g)(n+1) (x) = g (|B|) (x) +
Pn B
X X Y (|B|+ )
(||)
+ f (g(x)) B,Bg (x)
Pn B B

where B,B is the Kronecker delta 1

(
1, if A = B
A,B =
0, if A 6= B

1
[see also wikipedia link]
Mennucci (SNS) Fa di Bruno April 5, 2011 18 / 28
 Combinatorial form Proof of the combinatorial form

The question now is: how do we generate the partitions in Pn+1

starting from the partitions in Pn .
1 First way is to decide that singleton {n + 1} is a part in , so that
= {{n + 1}}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4}, {2, 3}, {5}} P5 .
2 Second way is to decide that n + 1 is an element of a part B in ,
and relate B to a part B in , by B = B {n + 1}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4, 5}, {2, 3}} P5 when B = {1, 4}, B = {1, 4, 5}
= {{1, 4}, {2, 3, 5}} P5 when B = {2, 3}, B = {2, 3, 5}
The above method uniquely generates each Pn+1 starting from a
Pn and, in the second case, choosing B .

Mennucci (SNS) Fa di Bruno April 5, 2011 19 / 28

 Combinatorial form Proof of the combinatorial form

The question now is: how do we generate the partitions in Pn+1

starting from the partitions in Pn .
1 First way is to decide that singleton {n + 1} is a part in , so that
= {{n + 1}}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4}, {2, 3}, {5}} P5 .
2 Second way is to decide that n + 1 is an element of a part B in ,
and relate B to a part B in , by B = B {n + 1}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4, 5}, {2, 3}} P5 when B = {1, 4}, B = {1, 4, 5}
= {{1, 4}, {2, 3, 5}} P5 when B = {2, 3}, B = {2, 3, 5}
The above method uniquely generates each Pn+1 starting from a
Pn and, in the second case, choosing B .

Mennucci (SNS) Fa di Bruno April 5, 2011 19 / 28

 Combinatorial form Proof of the combinatorial form

The question now is: how do we generate the partitions in Pn+1

starting from the partitions in Pn .
1 First way is to decide that singleton {n + 1} is a part in , so that
= {{n + 1}}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4}, {2, 3}, {5}} P5 .
2 Second way is to decide that n + 1 is an element of a part B in ,
and relate B to a part B in , by B = B {n + 1}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4, 5}, {2, 3}} P5 when B = {1, 4}, B = {1, 4, 5}
= {{1, 4}, {2, 3, 5}} P5 when B = {2, 3}, B = {2, 3, 5}
The above method uniquely generates each Pn+1 starting from a
Pn and, in the second case, choosing B .

Mennucci (SNS) Fa di Bruno April 5, 2011 19 / 28

 Combinatorial form Proof of the combinatorial form

The question now is: how do we generate the partitions in Pn+1

starting from the partitions in Pn .
1 First way is to decide that singleton {n + 1} is a part in , so that
= {{n + 1}}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4}, {2, 3}, {5}} P5 .
2 Second way is to decide that n + 1 is an element of a part B in ,
and relate B to a part B in , by B = B {n + 1}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4, 5}, {2, 3}} P5 when B = {1, 4}, B = {1, 4, 5}
= {{1, 4}, {2, 3, 5}} P5 when B = {2, 3}, B = {2, 3, 5}
The above method uniquely generates each Pn+1 starting from a
Pn and, in the second case, choosing B .

Mennucci (SNS) Fa di Bruno April 5, 2011 19 / 28

 Combinatorial form Proof of the combinatorial form

The question now is: how do we generate the partitions in Pn+1

starting from the partitions in Pn .
1 First way is to decide that singleton {n + 1} is a part in , so that
= {{n + 1}}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4}, {2, 3}, {5}} P5 .
2 Second way is to decide that n + 1 is an element of a part B in ,
and relate B to a part B in , by B = B {n + 1}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4, 5}, {2, 3}} P5 when B = {1, 4}, B = {1, 4, 5}
= {{1, 4}, {2, 3, 5}} P5 when B = {2, 3}, B = {2, 3, 5}
The above method uniquely generates each Pn+1 starting from a
Pn and, in the second case, choosing B .

Mennucci (SNS) Fa di Bruno April 5, 2011 19 / 28

 Combinatorial form Proof of the combinatorial form

The question now is: how do we generate the partitions in Pn+1

starting from the partitions in Pn .
1 First way is to decide that singleton {n + 1} is a part in , so that
= {{n + 1}}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4}, {2, 3}, {5}} P5 .
2 Second way is to decide that n + 1 is an element of a part B in ,
and relate B to a part B in , by B = B {n + 1}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4, 5}, {2, 3}} P5 when B = {1, 4}, B = {1, 4, 5}
= {{1, 4}, {2, 3, 5}} P5 when B = {2, 3}, B = {2, 3, 5}
The above method uniquely generates each Pn+1 starting from a
Pn and, in the second case, choosing B .

Mennucci (SNS) Fa di Bruno April 5, 2011 19 / 28

 Combinatorial form Proof of the combinatorial form

The question now is: how do we generate the partitions in Pn+1

starting from the partitions in Pn .
1 First way is to decide that singleton {n + 1} is a part in , so that
= {{n + 1}}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4}, {2, 3}, {5}} P5 .
2 Second way is to decide that n + 1 is an element of a part B in ,
and relate B to a part B in , by B = B {n + 1}.
Example, we start from
= {{1, 4}, {2, 3}} P4 and we build
= {{1, 4, 5}, {2, 3}} P5 when B = {1, 4}, B = {1, 4, 5}
= {{1, 4}, {2, 3, 5}} P5 when B = {2, 3}, B = {2, 3, 5}
The above method uniquely generates each Pn+1 starting from a
Pn and, in the second case, choosing B .

Mennucci (SNS) Fa di Bruno April 5, 2011 19 / 28

 Combinatorial form Proof of the combinatorial form

The first part of (f g)(n+1) (x) is associated to the first generative

method by

f (||+1) (g(x))g 0 (x)

X Y
g (|B|) (x) =
Pn B
X Y
= f (||) (g(x)) g (|B|) (x)
Pn+1 ,{n+1} B

indeed all such satisfy {n + 1} and || = || + 1, and moreover the

case B = {n + 1} generates the extra term g 0 (x) that is in the left hand
side.

Mennucci (SNS) Fa di Bruno April 5, 2011 20 / 28

 Combinatorial form Proof of the combinatorial form

The first part of (f g)(n+1) (x) is associated to the first generative

method by

f (||+1) (g(x))g 0 (x)

X Y
g (|B|) (x) =
Pn B
X Y
= f (||) (g(x)) g (|B|) (x)
Pn+1 ,{n+1} B

indeed all such satisfy {n + 1} and || = || + 1, and moreover the

case B = {n + 1} generates the extra term g 0 (x) that is in the left hand
side.

Mennucci (SNS) Fa di Bruno April 5, 2011 20 / 28

 Combinatorial form Proof of the combinatorial form

The first part of (f g)(n+1) (x) is associated to the first generative

method by

f (||+1) (g(x))g 0 (x)

X Y
g (|B|) (x) =
Pn B
X Y
= f (||) (g(x)) g (|B|) (x)
Pn+1 ,{n+1} B

indeed all such satisfy {n + 1} and || = || + 1, and moreover the

case B = {n + 1} generates the extra term g 0 (x) that is in the left hand
side.

Mennucci (SNS) Fa di Bruno April 5, 2011 20 / 28

 Combinatorial form Proof of the combinatorial form

The first part of (f g)(n+1) (x) is associated to the first generative

method by

f (||+1) (g(x))g 0 (x)

X Y
g (|B|) (x) =
Pn B
X Y
= f (||) (g(x)) g (|B|) (x)
Pn+1 ,{n+1} B

indeed all such satisfy {n + 1} and || = || + 1, and moreover the

case B = {n + 1} generates the extra term g 0 (x) that is in the left hand
side.

Mennucci (SNS) Fa di Bruno April 5, 2011 20 / 28

 Combinatorial form Proof of the combinatorial form

The second part of (f g)(n+1) (x) is associated to the second generative

method by
X X Y (|B|+ )
f (||) (g(x)) B,B g (x) =
Pn B B
X Y
= f (||) (g(x)) g (|B|) (x)
Pn+1 ,{n+1}6 B

indeed all such satisfy {n + 1} 6 and || = ||, and moreover

there are as many associated to as there are B , and
when B = B, we have B,B = 1 and |B| = |B| + 1, whereas
when B 6= B, we have B,B = 0 and |B| = |B|.

Mennucci (SNS) Fa di Bruno April 5, 2011 21 / 28

 Combinatorial form Proof of the combinatorial form

The second part of (f g)(n+1) (x) is associated to the second generative

method by
X X Y (|B|+ )
f (||) (g(x)) B,B g (x) =
Pn B B
X Y
= f (||) (g(x)) g (|B|) (x)
Pn+1 ,{n+1}6 B

indeed all such satisfy {n + 1} 6 and || = ||, and moreover

there are as many associated to as there are B , and
when B = B, we have B,B = 1 and |B| = |B| + 1, whereas
when B 6= B, we have B,B = 0 and |B| = |B|.

Mennucci (SNS) Fa di Bruno April 5, 2011 21 / 28

 Combinatorial form Proof of the combinatorial form

The second part of (f g)(n+1) (x) is associated to the second generative

method by
X X Y (|B|+ )
f (||) (g(x)) B,B g (x) =
Pn B B
X Y
= f (||) (g(x)) g (|B|) (x)
Pn+1 ,{n+1}6 B

indeed all such satisfy {n + 1} 6 and || = ||, and moreover

there are as many associated to as there are B , and
when B = B, we have B,B = 1 and |B| = |B| + 1, whereas
when B 6= B, we have B,B = 0 and |B| = |B|.

Mennucci (SNS) Fa di Bruno April 5, 2011 21 / 28

 Combinatorial form Proof of the combinatorial form

The second part of (f g)(n+1) (x) is associated to the second generative

method by
X X Y (|B|+ )
f (||) (g(x)) B,B g (x) =
Pn B B
X Y
= f (||) (g(x)) g (|B|) (x)
Pn+1 ,{n+1}6 B

indeed all such satisfy {n + 1} 6 and || = ||, and moreover

there are as many associated to as there are B , and
when B = B, we have B,B = 1 and |B| = |B| + 1, whereas
when B 6= B, we have B,B = 0 and |B| = |B|.

Mennucci (SNS) Fa di Bruno April 5, 2011 21 / 28

 Combinatorial form Proof of the combinatorial form

The second part of (f g)(n+1) (x) is associated to the second generative

method by
X X Y (|B|+ )
f (||) (g(x)) B,B g (x) =
Pn B B
X Y
= f (||) (g(x)) g (|B|) (x)
Pn+1 ,{n+1}6 B

indeed all such satisfy {n + 1} 6 and || = ||, and moreover

there are as many associated to as there are B , and
when B = B, we have B,B = 1 and |B| = |B| + 1, whereas
when B 6= B, we have B,B = 0 and |B| = |B|.

Mennucci (SNS) Fa di Bruno April 5, 2011 21 / 28

 Combinatorial form Proof of the combinatorial form

Summing up the identities we conclude that indeed

X Y
(f g)(n+1) (x) = f (||) (g(x)) g (|B|) (x) +
Pn+1 ,{n+1} B
X Y
(||)
+ f (g(x)) g (|B|) (x) =
Pn+1 ,{n+1}6 B
X Y
(||) (|B|)
= f (g(x)) g (x)
Pn+1 B

that is the formula for n + 1.

Mennucci (SNS) Fa di Bruno April 5, 2011 22 / 28

Introduction

Combinatorial form

Factorial forms
 Factorial forms

Factorial form
The monomials in the combinatorial form may be collected, to give
dn X n!
n
f (g(x)) =
dx m1 ! 1! m2 ! 2!m2 mn ! n!mn
m1

n 
Y mj
f (m1 ++mn ) (g(x)) g (j) (x)
j=1

where the sum is over all n-tuples of nonnegative integers (m1 , . . . , mn )

satisfying the constraint
1 m1 + 2 m2 + 3 m3 + + n mn = n.
Sometimes, to give it a memorable pattern, it is written in a way in which
the coefficients that have the combinatorial interpretation discussed below
are less explicit:
n
!mj
dn X n! (m1 ++mn )
Y g (j) (x)
f (g(x)) = f (g(x)) .
dx n m1 ! m2 ! mn ! j=1
j!

Mennucci (SNS) Fa di Bruno April 5, 2011 23 / 28

 Factorial forms

Factorial form
The monomials in the combinatorial form may be collected, to give
dn X n!
n
f (g(x)) =
dx m1 ! 1! m2 ! 2!m2 mn ! n!mn
m1

n 
Y mj
f (m1 ++mn ) (g(x)) g (j) (x)
j=1

where the sum is over all n-tuples of nonnegative integers (m1 , . . . , mn )

satisfying the constraint
1 m1 + 2 m2 + 3 m3 + + n mn = n.
Sometimes, to give it a memorable pattern, it is written in a way in which
the coefficients that have the combinatorial interpretation discussed below
are less explicit:
n
!mj
dn X n! (m1 ++mn )
Y g (j) (x)
f (g(x)) = f (g(x)) .
dx n m1 ! m2 ! mn ! j=1
j!

Mennucci (SNS) Fa di Bruno April 5, 2011 23 / 28

 Factorial forms

Proof

To prove it, we remark that there are exactly

n!
m1 ! 1!m1 m2 ! 2!m2 mn ! n!mn
many partitions Pn such that contains exactly mj parts B of
cardinality |B| = j. For each such partition, || = (m1 + + mn ).
Obviusly, 1 m1 + 2 m2 + 3 m3 + + n mn = n since is a partition
of {1, . . . , n}.

Mennucci (SNS) Fa di Bruno April 5, 2011 24 / 28

 Factorial forms

Example
In the first example we expanded the 8-th derivative of f (g(x)) according
to the partition = {{1, 3, 4, 8}, {2}, {5, 7}, {6}}, and we obtained
g (4) (x)g 0 (x)g 00 (x)g 0 (x)f (4) (g(x)) = f (4) (g(x))g 0 (x)2 g 00 (x)g (4) (x).
In we have
m1 = 2 singletons, namely {2}, {6}
m2 = 1 pair, namely {5, 7}
m3 = 0 triples,
m4 = 1 quadruples, namely {{1, 3, 4, 8}},
and then m5 = . . . = m8 = 0.
Note that with this choice we indeed P have
(4) 0 2 00 (4) ( i mi ) Q (i) mi
f (g(x))g (x) g (x)g (x) = f i g (x) .
So there are
n! 8!
m m m
= = 70
m1 ! 1! m2 ! 2! mn ! n!
1 2 n 2! 1! 1! 2! 0! 3!0 1! 4!1
2 1

different partitions in P8 that generate the monomial

f (4) (g(x))g 0 (x)2 g 00 (x)g (4) (x).
Mennucci (SNS) Fa di Bruno April 5, 2011 25 / 28
 Factorial forms

Example
In the first example we expanded the 8-th derivative of f (g(x)) according
to the partition = {{1, 3, 4, 8}, {2}, {5, 7}, {6}}, and we obtained
g (4) (x)g 0 (x)g 00 (x)g 0 (x)f (4) (g(x)) = f (4) (g(x))g 0 (x)2 g 00 (x)g (4) (x).
In we have
m1 = 2 singletons, namely {2}, {6}
m2 = 1 pair, namely {5, 7}
m3 = 0 triples,
m4 = 1 quadruples, namely {{1, 3, 4, 8}},
and then m5 = . . . = m8 = 0.
Note that with this choice we indeed P have
(4) 0 2 00 (4) ( i mi ) Q (i) mi
f (g(x))g (x) g (x)g (x) = f i g (x) .
So there are
n! 8!
m m m
= = 70
m1 ! 1! m2 ! 2! mn ! n!
1 2 n 2! 1! 1! 2! 0! 3!0 1! 4!1
2 1

different partitions in P8 that generate the monomial

f (4) (g(x))g 0 (x)2 g 00 (x)g (4) (x).
Mennucci (SNS) Fa di Bruno April 5, 2011 25 / 28
 Factorial forms

Example
In the first example we expanded the 8-th derivative of f (g(x)) according
to the partition = {{1, 3, 4, 8}, {2}, {5, 7}, {6}}, and we obtained
g (4) (x)g 0 (x)g 00 (x)g 0 (x)f (4) (g(x)) = f (4) (g(x))g 0 (x)2 g 00 (x)g (4) (x).
In we have
m1 = 2 singletons, namely {2}, {6}
m2 = 1 pair, namely {5, 7}
m3 = 0 triples,
m4 = 1 quadruples, namely {{1, 3, 4, 8}},
and then m5 = . . . = m8 = 0.
Note that with this choice we indeed P have
(4) 0 2 00 (4) ( i mi ) Q (i) mi
f (g(x))g (x) g (x)g (x) = f i g (x) .
So there are
n! 8!
m m m
= = 70
m1 ! 1! m2 ! 2! mn ! n!
1 2 n 2! 1! 1! 2! 0! 3!0 1! 4!1
2 1

different partitions in P8 that generate the monomial

f (4) (g(x))g 0 (x)2 g 00 (x)g (4) (x).
Mennucci (SNS) Fa di Bruno April 5, 2011 25 / 28
 Factorial forms

Example
In the first example we expanded the 8-th derivative of f (g(x)) according
to the partition = {{1, 3, 4, 8}, {2}, {5, 7}, {6}}, and we obtained
g (4) (x)g 0 (x)g 00 (x)g 0 (x)f (4) (g(x)) = f (4) (g(x))g 0 (x)2 g 00 (x)g (4) (x).
In we have
m1 = 2 singletons, namely {2}, {6}
m2 = 1 pair, namely {5, 7}
m3 = 0 triples,
m4 = 1 quadruples, namely {{1, 3, 4, 8}},
and then m5 = . . . = m8 = 0.
Note that with this choice we indeed P have
(4) 0 2 00 (4) ( i mi ) Q (i) mi
f (g(x))g (x) g (x)g (x) = f i g (x) .
So there are
n! 8!
m m m
= = 70
m1 ! 1! m2 ! 2! mn ! n!
1 2 n 2! 1! 1! 2! 0! 3!0 1! 4!1
2 1

different partitions in P8 that generate the monomial

f (4) (g(x))g 0 (x)2 g 00 (x)g (4) (x).
Mennucci (SNS) Fa di Bruno April 5, 2011 25 / 28
 Factorial forms

Second factorial form

The monomials in the combinatorial form may be partially collected, to

give
n
! m
dn X
(m)
X n Y
f (g(x)) = f (g(x)) g (ji ) (x)
dx n m=1
j1 2 . . . , jm
, j , i=1

where the second sum is over all m-tuples of nonnegative integers

(j1 , . . . , jm ) satisfying the constraint

j1 + + jm = n.

Mennucci (SNS) Fa di Bruno April 5, 2011 26 / 28

 Factorial forms

Proof

This formula is obtained from the combinatorial formula by two collecting

operations. First we collect together all with || = m; then we fix a
single vector of numbers j1 , . . . jm satisfying j1 + + jm = n, we write
= {B1 , . . . Bm } and we count how many partitions there are with
|B1 | = j1 . . . |Bm | = jm . This is a well known combinatorial problem 2
n

solved by the multinomial coefficient j1 ,j2 ,...,jm .

2
[wikipedia link]
Mennucci (SNS) Fa di Bruno April 5, 2011 27 / 28
 Factorial forms

Credits. Some formulas and phrases were copy/pasted from

http://en.wikipedia.org/wiki/Faa_di_Bruno_formula.
This document may be redistributed under the same license CC-BY-SA as
that page.

Mennucci (SNS) Fa di Bruno April 5, 2011 28 / 28