Second derivative
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On the graph of a function, the second derivative corresponds to the curvature or concavity of the graph. The graph of a function with a positive second derivative is upwardly concave, while the graph of a function with a negative second derivative curves in the opposite way.
Second derivative power rule
The power rule for the first derivative, if applied twice, will produce the second derivative power rule as follows:
Notation
The second derivative of a function is usually denoted .[1][2] That is:
Example
Given the function
Relation to the graph
Concavity
The second derivative of a function f can be used to determine the concavity of the graph of f.
Inflection points
If the second derivative of a function changes sign, the graph of the function will switch from concave down to concave up, or vice versa. A point where this occurs is called an inflection point. Assuming the second derivative is continuous, it must take a value of zero at any inflection point, although not every point where the second derivative is zero is necessarily a point of inflection.
Second derivative test
The relation between the second derivative and the graph can be used to test whether a stationary point for a function (i.e., a point where ) is a
- If , then has a local maximum at .
- If , then has a local minimum at .
- If , the second derivative test says nothing about the point , a possible inflection point.
The reason the second derivative produces these results can be seen by way of a real-world analogy. Consider a vehicle that at first is moving forward at a great velocity, but with a negative acceleration. Clearly, the position of the vehicle at the point where the velocity reaches zero will be the maximum distance from the starting position – after this time, the velocity will become negative and the vehicle will reverse. The same is true for the minimum, with a vehicle that at first has a very negative velocity but positive acceleration.
Limit
It is possible to write a single limit for the second derivative:
The limit is called the
The second symmetric derivative may exist even when the (usual) second derivative does not.The expression on the right can be written as a difference quotient of difference quotients:
However, the existence of the above limit does not mean that the function has a second derivative. The limit above just gives a possibility for calculating the second derivative—but does not provide a definition. A counterexample is the sign function , which is defined as:
The sign function is not continuous at zero, and therefore the second derivative for does not exist. But the above limit exists for :
Quadratic approximation
Just as the first derivative is related to
Eigenvalues and eigenvectors of the second derivative
For many combinations of
For other well-known cases, see Eigenvalues and eigenvectors of the second derivative.
Generalization to higher dimensions
The Hessian
The second derivative generalizes to higher dimensions through the notion of second partial derivatives. For a function f: R3 → R, these include the three second-order partials
If the function's image and domain both have a potential, then these fit together into a
The Laplacian
Another common generalization of the second derivative is the Laplacian. This is the differential operator (or ) defined by
See also
- instantaneous phase
- Finite difference, used to approximate second derivative
- Second partial derivative test
- Symmetry of second derivatives
References
- ^ "Content - The second derivative". amsi.org.au. Retrieved 2020-09-16.
- ^ a b "Second Derivatives". Math24. Retrieved 2020-09-16.
- ISBN 978-0-521-89053-3.
- ISBN 0-8247-9230-0.
Further reading
- Anton, Howard; Bivens, Irl; Davis, Stephen (February 2, 2005), Calculus: Early Transcendentals Single and Multivariable (8th ed.), New York: Wiley, ISBN 978-0-471-47244-5
- Apostol, Tom M. (June 1967), Calculus, Vol. 1: One-Variable Calculus with an Introduction to Linear Algebra, vol. 1 (2nd ed.), Wiley, ISBN 978-0-471-00005-1
- Apostol, Tom M. (June 1969), Calculus, Vol. 2: Multi-Variable Calculus and Linear Algebra with Applications, vol. 1 (2nd ed.), Wiley, ISBN 978-0-471-00007-5
- Eves, Howard (January 2, 1990), An Introduction to the History of Mathematics (6th ed.), Brooks Cole, ISBN 978-0-03-029558-4
- Larson, Ron; Hostetler, Robert P.; Edwards, Bruce H. (February 28, 2006), Calculus: Early Transcendental Functions (4th ed.), Houghton Mifflin Company, ISBN 978-0-618-60624-5
- ISBN 978-0-914098-89-8
- Stewart, James (December 24, 2002), Calculus (5th ed.), Brooks Cole, ISBN 978-0-534-39339-7
- ISBN 978-0-312-18548-0
Online books
- Crowell, Benjamin (2003), Calculus
- Garrett, Paul (2004), Notes on First-Year Calculus
- Hussain, Faraz (2006), Understanding Calculus
- Keisler, H. Jerome (2000), Elementary Calculus: An Approach Using Infinitesimals
- Mauch, Sean (2004), Unabridged Version of Sean's Applied Math Book, archived from the original on 2006-04-15
- Sloughter, Dan (2000), Difference Equations to Differential Equations
- Strang, Gilbert (1991), Calculus
- Stroyan, Keith D. (1997), A Brief Introduction to Infinitesimal Calculus, archived from the original on 2005-09-11
- Wikibooks, Calculus