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We use density-functional theory calculations to examine the chemical composition of the atomic chains formed on Pd(110) by Cu deposition. Our calculations show that the deposited Cu atoms energetically favor to form atomic chains via surface diffusion, rather than to incorporate into subsurface, which thus supports the intuitive view that the atomic chains formed on Pd(110) are made of the Cu deposits, unlike the recent contrasting picture that the atomic chains formed on Pd(110) by deposition of Cr, Mn, Fe, Co, and Ni are made of the host Pd, not the deposits. The calculated local density of states for the Cu chain is in clear distinction with that for the Pd chain or the Pd(110) surface, thereby providing an experimental way to resolve the atomic species of the atomic chains on Pd(110) by scanning-tunneling-spectroscopy measurements.