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Derivatives of higher order – "Math for Non-Geeks"

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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 '"`UNIQ--postMath-00000001-QINU`"' and '"`UNIQ--postMath-00000002-QINU`"' 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 f′ describes the current rate of change of the function f. Now the derivative function f′ 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 f″ or f(2). This can be done arbitrarily often. If the second derivative is again differentiable, a third derivative f(3) can be constructed, then a fourth derivative f(4) 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, f″(x)>0 is a sufficient condition. If the second derivative is always positive, then the first derivative must grow continuously. Analogously, it follows from f″(x)<0 that the graph is concave and the derivative falls monotonically.

Higher-order derivatives do not only tell us more about abstract functions, they can also have a physical meaning. Consider the function f:[a,b]→ℝ with f(t)=t3+2, which shall describe the location f(t) of a car at the time t. We already know that we can calculate the speed of the car at the time t with the first derivative: f′(t)=f(1)(t)=3t2. What does the derivative f″(t) of f′ say? This is the instantaneous rate of change of speed and thus the acceleration of the car. It accelerates with f″(t)=f(2)(t)=6t. So second derivatives describe accelerations.

Now we can derive this second derivative again, whereby we get the rate of change of acceleration f‴(t)=f(3)(t)=6. 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 f(3)(t)<0 is in an emergency stop, the graph of the speed f′ is convex - the speed decreases more and more. The fourth derivative f4(t)=0 again tells us that the jerk has no instantaneous rate of change.

Definition

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Definition (Derivatives of higher order)

Let f:D→W with D,W⊆ℝ be a real function. We set f(0):=f and in the case of differentiability f(1)=f′. We define the second derivative via f(2)=(f(1))′, the third derivative via f(3)=(f(2))′ etc., if these higher derivatives exist. Overall, we define recursively for k∈ℕ0:

f(k+1):=(f(k))′

We say f that is k times differentiable, if the k-th derivative f(k) of f exists. f is called k times continuously differentiable, if f(k) is continuous (which is a stronger statement).


The set of all k times continuously differential functions with domain of definition D and range W is denoted Ck(D,W). In particular C0(D,W)=C(D,W) consists of the continuous functions. If we can derive the function f arbitrarily often, we write f∈C∞(D,W). If W=ℝ, then we can write Ck(D) or C∞(D) in short. Those sets of functions satisfy the inclusion chain:

C(D,W)⊇C1(D,W)⊇C2(D,W)⊇…⊇Ck(D,W)⊇Ck+1(D,W)

Question: Are the following statements true of false?
  1. |x|∈C(ℝ)
  2. |x|∈C1(ℝ)
  3. sgn⁡(x)∈C(ℝ)
  4. sgn⁡(x)∈C1(ℝ)
  5. x∈C(ℝ)
  6. x∈C1(ℝ)

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 f:ℝ→ℝ,x↦x2. This function is infinitely often differentiable, since there is for all x∈ℝ and all k∈ℕ,k≥3:

 f′(x)=2x f″(x)=2 f(k)=0

In general, for f:ℝ→ℝ,x↦xn with n∈ℕ there is:

 f′(x)=nxn−1 f(k)(x)=n(n−1)⋅…⋅(n−k+1)xn−k for k≤n f(k)=0 for k>n

Derivatives of the exponential function

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Example (Derivatives of the exponential function)

For the exponential function exp⁡:ℝ→ℝ since exp′⁡(x)=exp⁡(x) for all x∈ℝ we have infinite differentiability exp⁡∈C∞(ℝ,ℝ). In addition, there is for all k∈ℕ:

exp(k)(x)=exp⁡(x)

Derivatives of the sine function

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Example (Derivatives of the sine function)

The function sin⁡:ℝ→ℝ is infinitely often continuously differentiable. For all x∈ℝ there is:

sin′⁡(x)=cos⁡(x)sin″⁡(x)=cos′⁡(x)=−sin⁡(x)sin‴⁡(x)=(−sin⁡)′(x)=−cos⁡(x)sin(4)(x)=(−cos⁡)′(x)=sin⁡(x)

In general, for all n∈ℕ0 there is:

sin(4n+1)(x)=cos⁡(x)sin(4n+2)(x)=cos′⁡(x)=−sin⁡(x)sin(4n+3)(x)=(−sin⁡)′(x)=−cos⁡(x)sin(4n)(x)=(−cos⁡)′(x)=sin⁡(x)

Question: What are the derivatives of cos⁡:ℝ→ℝ?

We use that sin′⁡(x)=cos⁡(x). For x∈ℝ there is

cos′⁡(x)=−sin⁡(x)cos″⁡(x)=−cos⁡(x)cos‴⁡(x)=sin⁡(x)cos(4)(x)=cos⁡(x)

In general, for all n∈ℕ0 there is:

cos(4n+1)(x)=−sin⁡(x)cos(4n+2)(x)=−cos⁡(x)cos(4n+3)(x)=sin⁡(x)cos(4n)(x)=cos⁡(x)

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 ln⁡:ℝ+→ℝ is arbitrarily often differentiable and that for all n∈ℕ there is:

ln(n)(x)=(−1)n−1(n−1)!xn

Proof (Derivatives of the logarithm function)

Theorem whose validity shall be proven for n∈ℕ bewiesen werden soll:

ln(n)(x)=(−1)n−1(n−1)!xn

1. Base case:

ln′⁡(x)=1x=(−1)00!x1

2. Inductive step:

2a. Inductive hypothesis:

ln(n)(x)=(−1)n−1(n−1)!xn

2b. Induction theorem:

ln(n+1)(x)=(−1)n(n)!xn+1

2c. Proof of induction step:

ln(n+1)(x)=(ln(n)(x))′=inductionassumption((−1)n−1(n−1)!xn)′=((−1)n−1(n−1)!x−n)′=derivativerules(−1)n−1(n−1)!(−n)x−n−1=(−1)nn!xn+1

Exactly once differentiable function

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Exercise (Exactly once differentiable function)

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

f:ℝ→ℝ,x↦{x2sin⁡(1x),x≠00,x=0

Solution (Exactly once differentiable function)
The function f with f(x)=x2sin⁡(1x) for x≠0 and f(0)=0.

This function is differentiable in all points x~≠0, since for all x in the open neighbourhood (0,2x~) for x~>0 or (2x~,0) for x~<0 there is f(x)=x2sin⁡(1x) . Consequently, by the product and the chain rule

f′(x~)=2x~⋅sin⁡(1x~)+x~2cos⁡(1x~)⋅−1x~2=2x~⋅sin⁡(1x~)−cos⁡(1x~)

For x~=0 we obtain

 limx→0f(x)−f(0)x−0 =limx→0x2sin⁡(1x)−0x =limx→0xsin⁡(1x) =0

Since for all x∈ℝ∖{0} there is sin⁡(1x)∈(−1,1) , so the term is bounded. Hence, for the derivative function

f′:ℝ→ℝ,x↦{2x⋅sin⁡(1x)−cos⁡(1x),x≠00,x=0

However, this function is not differentiable at x~=0. We approach 0 by taking two sequences (an)n∈ℕ and (bn)n∈ℕ, where we define for all n∈ℕ

 an=1π2+2πn bn=13π2+2πn

Then, there is limn→∞an=0 and limn→∞bn=0. Further there is for all n∈ℕ

 f′(an)=21π2+2πn⋅sin⁡(π2+2πn)−cos⁡(π2+2πn)=2π2+2πn f′(bn)=213π2+2πn⋅sin⁡(3π2+2πn)−cos⁡(3π2+2πn)=−2π2+2πn

So there is

 limn→∞f′(an)−f′(0)an−0 =limn→∞2π2+2πn−0)1π2+2πn−0=2

But

 limn→∞f′(bn)−f′(0)bn−0 =limn→∞−23π2+2πn−013π2+2πn−0=−2

Consequently, the limit value limx→0f′(x)−f′(0)x−0 does not exist and therefore f′ is not differentiable at 0 .

Additional question: Is f′ continuous at 0?

Nope. Take the two sequences:

 (an)n∈ℕ=(12nπ)n∈ℕ (bn)n∈ℕ=(1(2n+1)π)n∈ℕ

For these sequences, there is: limn→∞an=limn→∞bn=0. However

 f′(an)=212nπ⋅sin⁡(2nπ)⏟=0−cos⁡(2nπ)⏟=1=−1 f′(bn)=21(2n+1)π⋅sin⁡((2n+1)π)⏟=0−cos⁡((2n+1)π)⏟=−1=1

So limx→0f′(x) doesn't exist. By means of the sequence criterion, f′ is hence not continuous at 0.

Remark: Therefore, f′ is also not differentiable at 0.

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 f and g are differentiable, for a,b∈ℝ the function af+bg is also differentiable with

(af+bg)′=af′+bg′

If f and g are now even twice differentiable, then there is

(af+bg)″=(af′+bg′)′=af″+bg″

If we continue to do so, we will get

Theorem (Linearity of higher derivatives)

Let a,b∈ℝ and f,g:D→ℝ be n times differentiable. Then also af+bg:D→ℝ is n times differentiable, and for all n∈ℕ0 there is:

(af+bg)(n)=af(n)+bg(n)

Example (Linearity of higher derivatives)

Since sin(4n+1)=cos and cos(4n+1)=−sin for n∈ℕ there is

(3sin⁡(x)+4cos⁡(x))(1001)=3sin(1001)(x)+4cos(1001)(x)=3sin(4⋅250+1)(x)+4cos(4⋅250+1)(x)=3cos⁡(x)−4sin⁡(x)

Proof (Linearity of higher derivatives)

Theorem whose validity shall be proven for n∈ℕ bewiesen werden soll:

(af+bg)(n)=af(n)+bg(n)

1. Base case:

(af+bg)(0)=af+bg=af(0)+bg(0)

2. Inductive step:

2a. Inductive hypothesis:

(af+bg)(n)=af(n)+bg(n)

2b. Induction theorem:

(af+bg)(n+1)=af(n+1)+bg(n+1)

2c. Proof of induction step:

(af+bg)(n+1)=((af+bg)(n))′↓ induction assumption=(af(n)+bg(n))′↓ linearity of the derivative=af(n+1)+bg(n+1)

Leibniz rule for product functions

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We now try to determine a general formula for the n-th derivative of the product function fg of two arbitrarily often differentiable functions f and g. By applying the factor-, sum- and product rule several times we obtain for n=1,2,3

(fg)′=f′g+fg′(fg)″=(f′g+g′f)′=(f′g)′+(fg′)′=f″g+f′g′+f′g′+fg″=f″g+2f′g′+fg″(fg)‴=(f″g+2f′g′+fg″)′=(f″g)′+(2f′g′)′+(fg″)′=f‴g+f″g′+2f″g′+2f′g″+f′g″+fg‴=f‴g+3f″g′+3f′g″+fg‴

If we plug in f=x and g=y, and instead of the derivatives of f and g the corresponding powers of x and y, we see a clear analogy to the binomial theorem:

(x+y)1=x1y0+x0+y1(x+y)2=x2+2xy+y2=x2y0+2x1y1+x0y2(x+y)3=x3+3x2y+3xy2+y3=x3y0+3x2y1+3x1y2+3x0y3

This analogy can be made clear as follows:

We assign for every k∈ℕ0 the derivative f(k) to the power xk, and the derivative g(k) to the power yk. The 0-th derivative f(0)=f corresponds to the 0-th power x0=1. The derivative of the term f(k)g(l) is by means of the product rule

(f(k)g(l))′=f(k+1)g(l)+f(k)g(l+1)

The expression f(k+1)g(l)+f(k)g(l+1) now corresponds in our analogy to the sum xk+1yl+xkyl+1. We get this term from xkyl by multiplication with x+y. For our polynomials, the distributive law yields

(xkyl)(x+y)=xk+1yl+xkyl+1

Therefore, the application of the product rule corresponds to the multiplication with the sum x+y. Thus, the n-th derivative (fg)(n) corresponds to the power (x+y)n. From the binomial theorem

(x+y)n=∑k=0n(nk)xkyn−k

we hence get the

Theorem (Leibniz rule for derivatives)

Let f,g:D→ℝ be n times differentiable functions. Then, fg:D→ℝ is n times differentiable, and for all n∈ℕ0, there is:

(fg)(n)=∑k=0n(nk)f(k)g(n−k)

Example (Leibniz rule for derivatives)

Using the Leibniz rule we calculate (x3ex)(2016). The rule is applicable because x↦x3 and x↦ex are arbitrarily often differentiable on ℝ. There is

(x3ex)(2016)=Leibnizrule∑k=02016(2016k)(x3)(k)(ex)(2016−k)↓ (x3)′=3x2, (x3)″=6x, (x3)(3)=6, (x3)(k)=0 for k≥4, (ex)(k)=ex for all k∈ℕ=(20160)x3ex+(20161)⋅3x2ex+(20162)⋅6xex+(20163)⋅6ex=x3ex+2016⋅3x2ex+2016⋅20152⋅6xex+2016⋅2015⋅20143⋅2⋅6ex=x3ex+2016⋅3x2ex+2016⋅2015⋅3xex+2016⋅2015⋅2014ex

Proof (Leibniz rule for derivatives)

Theorem whose validity shall be proven for n∈ℕ bewiesen werden soll:

(fg)(n)=∑k=0n(nk)f(k)g(n−k)

1. Base case:

(fg)(0)=fg=∑k=00(0k)f(k)g(0−k)

2. Inductive step:

2a. Inductive hypothesis:

(fg)(n)=∑k=0n(nk)f(k)g(n−k)

2b. Induction theorem:

(fg)(n+1)=∑k=0n+1(n+1k)f(k)g(n+1−k)

2c. Proof of induction step:

(fg)(n+1)=[(fg)(n)]′↓  induction assumption=[∑k=0n(nk)f(k)g(n−k)]′↓  linearity of the derivative=∑k=0n(nk)[f(k)g(n−k)]′↓  product rule=∑k=0n(nk)[f(k+1)g(n−k)+f(k)g(n−k+1)]=∑k=0n(nk)f(k+1)g(n−k)+∑k=0n(nk)f(k)g(n−k+1)=↓  index shift=∑k=1n+1(nk−1)f(k)g(n−(k−1))+∑k=0n(nk)f(k)g(n−k+1)↓ (n−1)=0 and (nn+1)=0=∑k=0n+1(nk−1)f(k)g(n−k+1)+∑k=0n+1(nk)f(k)g(n−k+1)=∑k=0n+1[(nk−1)+(nk)]f(k)g(n−k+1)↓  sum of binomial coefficients=∑k=0n+1(n+1k)f(k)g((n+1)−k)