The derivative describes the current rate of change of the function . Now the derivative function can be differentiated again, provided that it is again differentiable. The obtained derivative of the derivative is called second derivative or derivative of second order and is called or . This can be done arbitrarily often. If the second derivative is again differentiable, a third derivative can be constructed, then a fourth derivative and so on.
These higher derivatives allow statements about the course of a function graph. The second derivative tells us whether a graph is curved upwards ("convex") or curved downwards ("concave"). If a function has a convex graph, its gradient increases continuously. For this convexity, is a sufficient condition. If the second derivative is always positive, then the first derivative must grow continuously. Analogously, it follows from that the graph is concave and the derivative falls monotonously.
Higher-order derivatives do not only tell us more about abstract functions, they can also have a physical meaning. Consider the function with , which shall describe the location of a car at the time . We already know that we can calculate the speed of the car at the time with the first derivative: . What does the derivative of say? This is the instantaneous rate of change of speed and thus the acceleration of the car. It accelerates with . So second derivatives describe accelerations.
Now we can derive this second derivative again, whereby we get the rate of change of acceleration. This is called jerk in vehicle dynamics and indicates how fast a car increases acceleration or how fast it initiates braking. For example, a big jerk occurs during emergency braking. Since is in an emergency stop, the graph of the speed is convex - the speed decreases more and more. The fourth derivative again tells us that the jerk has no instantaneous rate of change.
Let with be a real function. We set and in the case of differentiability . We define the second derivative via , the third derivative via etc., if these higher derivatives exist. Overall, we define recursively for :
We say that is times differentiable, if the -th derivative of exists. is called times continuously differentiable, if is continuous (which is a stronger statement).
The set of all times continuously differential functions with domain of definition and range is denoted . In particular consists of the continuous functions. If we can derive the function arbitrarily often, we write . If , then we can write or in short. Those sets of functions satisfy the inclusion chain:
Question: Are the following statements true of false?
Prove that the following function is differentiable once, but not twice:
Solution (Exactly once differentiable function)
This function is differentiable in all points , since for all in the open neighbourhood for or for there is . Consequently, by the product and the chain rule
For we obtain
Since for all there is , so the term is bounded. Hence, for the derivative function
However, this function is not differentiable at . We approach 0 by taking two sequences and , where we define for all
Then, there is and . Further there is for all
So there is
But
Consequently the limit value does not exist and therefore is not differentiable at .
Additional question: Is continuous at ?
Nope. Take the two sequences:
For these sequences, there is: . However
So doesn't exist. By means of the sequence criterion, is hence not continuous at .
Remark: Therefore, is also not differentiable at .
We now try to determine a general formula for the -th derivative of the product function of two arbitrarily often differentiable functions and . By applying the factor-, sum- and product rule several times we obtain for
If we plug in and , and instead of the derivatives of and the corresponding powers of and , we see a clear analogy to the binomial theorem:
This analogy can be made clear as follows:
We assign for every the derivative to the power , and the derivative to the power . The -th derivative corresponds to the -th power . The derivative of the term is by means of the product rule
The expression now corresponds in our analogy to the sum . We get this term from by multiplication with . For our polynomials, the distributive law yields
Therefore, the application of the product rule corresponds to the multiplication with the sum . Thus the -th derivative corresponds to the power . From the binomial theorem
we hence get the
Theorem (Leibniz rule for derivatives)
Let be times differentiable functions. Then, is times differentiable, and for all , there is:
Example (Leibniz rule for derivatives)
Using the Leibniz rule we calculate . The rule is applicable because and are arbitrarily often differentiable on . There is