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In calculus, the double derivative, or the double anti-integral, of a function f is the derivative of the derivative of f. Roughly speaking, the second derivative measures how the rate of change of a quantity is itself changing; for example, the second derivative of the position of a vehicle with respect to time is the instantaneous acceleration of the vehicle, or the rate at which the velocity of the vehicle is changing with respect to time. In Leibniz notation:
where the last term is the second derivative expression.
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.
- 1 Second derivative power rule
- 2 Notation
- 3 Example
- 4 Relation to the graph
- 5 Limit
- 6 Quadratic approximation
- 7 Eigenvalues and eigenvectors of the second derivative
- 8 Generalization to higher dimensions
- 9 See also
- 10 References
- 11 Further reading
- 12 External links
Second derivative power rule
The power rule for the first derivative, if applied twice, will produce the second derivative power rule as follows:
The second derivative of a function is usually denoted . That is:
When using Leibniz's notation for derivatives, the second derivative of a dependent variable y with respect to an independent variable x is written
This notation is derived from the following formula:
Given the function
the derivative of f is the function
The second derivative of f is the derivative of f′, namely
Relation to the graph
The second derivative of a function f measures the concavity of the graph of f. A function whose second derivative is positive will be concave up (also referred to as convex), meaning that the tangent line will lie below the graph of the function. Similarly, a function whose second derivative is negative will be concave down (also simply called concave), and its tangent lines will lie above the graph of the function.
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
- 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.
It is possible to write a single limit for the second derivative:
The expression on the right can be written as a difference quotient of difference quotients:
Please note that 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. As a counterexample look on the sign function which is defined through
The sign function is not continuous at zero and therefore the second derivative for does not exist. But the above limit exists for :
Just as the first derivative is related to linear approximations, the second derivative is related to the best quadratic approximation for a function f. This is the quadratic function whose first and second derivatives are the same as those of f at a given point. The formula for the best quadratic approximation to a function f around the point x = a is
This quadratic approximation is the second-order Taylor polynomial for the function centered at x = a.
Eigenvalues and eigenvectors of the second derivative
For many combinations of boundary conditions explicit formulas for eigenvalues and eigenvectors of the second derivative can be obtained. For example, assuming and homogeneous Dirichlet boundary conditions, i.e., , the eigenvalues are and the corresponding eigenvectors (also called eigenfunctions) are . Here,
For other well-known cases, see the main article eigenvalues and eigenvectors of the second derivative.
Generalization to higher dimensions
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
and the mixed partials
If the function's image and domain both have a potential, then these fit together into a symmetric matrix known as the Hessian. The eigenvalues of this matrix can be used to implement a multivariable analogue of the second derivative test. (See also the second partial derivative test.)
Another common generalization of the second derivative is the Laplacian. This is the differential operator defined by
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