Derivatives of higher order – Serlo

Motivation

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Diagram for location, speed, acceleration and jerk of an object. The location is the turquoise line. The velocity (violet) increases, is then constant between   and   and then drops back to zero. As soon as the speed drops, the acceleration (green) becomes negative. A jerk only occurs in areas that are not constantly accelerated and is a step function. Therefore, the derivative of the jerk is also zero within the flat pieces (at the jumps, the derivative is not defined).

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.

Definition

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Definition (Derivatives of higher order)

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?

  1.  
  2.  
  3.  
  4.  
  5.  
  6.  

Solutions:

  1. true
  2. false
  3. false
  4. false
  5. true
  6. true

Examples for higher derivatives

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Derivatives of the power function

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Example (Derivatives of the power function)

We consider the function  . This function is infinitely often differentiable, since there is for all   and all  :

 

In general, for   with   there is:

 

Derivatives of the exponential function

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Example (Derivatives of the exponential function)

For the exponential function   since   for all   we have infinite differentiability  . In addition there is for all  :

 

Derivatives of the sine function

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Example (Derivatives of the sine function)

The function   is infinitely often continuously differentiable. For all   there is:

 

In general, for all   there is:

 

Question: What are the derivatives von  ?

We use that  . For   there is

 

In general, for all   there is:

 

Exercises: higher derivatives

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Derivatives of the logarithm function

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Exercise (Derivatives of the logarithm function)

Show that the logarithm function   is arbitrarily often differentiable and that for all   there is:

 

Proof (Derivatives of the logarithm function)

Theorem whose validity shall be proven for the  :

 

1. Base case:

 

1. inductive step:

2a. inductive hypothesis:

 

2b. induction theorem:

 

2b. proof of induction step:

 

Exactly once differentiable function

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Exercise (Exactly once differentiable function)

Prove that the following function is differentiable once, but not twice:

 

Solution (Exactly once differentiable function)

 
The function   with   for   and  .

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  .

Computation rules for higher derivatives

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Linearity

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The linearity of derivatives is also "inherited" to higher derivatives: If   and   are differentiable, for   the function   is also differentiable with

 

If   and   are now even twice differentiable, then there is

 

If we continue to do so, we will get

Theorem (Linearity of higher derivatives)

Let   and   be   times differentiable. Then also   is   times differentiable, and for all   there is:

 

Example (Linearity of higher derivatives)

Since   and   for   there is

 

Proof (Linearity of higher derivatives)

Theorem whose validity shall be proven for the  :

 

1. Base case:

 

1. inductive step:

2a. inductive hypothesis:

 

2b. induction theorem:

 

2b. proof of induction step:

 

Leibniz rule for product functions

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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

 

Proof (Leibniz rule for derivatives)

Theorem whose validity shall be proven for the  :

 

1. Base case:

 

1. inductive step:

2a. inductive hypothesis:

 

2b. induction theorem:

 

2b. proof of induction step: