Second derivative

Encyclopedia

In calculus

, the

ƒ is the derivative

of the derivative of ƒ. 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.

On the graph of a function

, the second derivative corresponds to the curvature

or concavity of the graph. The graph of a function with positive second derivative curves upwards, while the graph of a function with negative second derivative curves downwards.

When using Leibniz's notation for derivatives, the second derivative of a dependent variable

This notation is derived from the following formula:

the derivative of ƒ is the function

The second derivative of ƒ is the derivative of ƒ′, namely

line will lie below the graph of the function. Similarly, a function whose second derivative is negative will be concave down (sometimes called simply “concave”), and its tangent lines will lie above the graph of the function.

for a function (i.e. a point where ) is a local maximum or a local minimum. Specifically,

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.

for the second derivative:

The expression on the right can be written as a difference quotient

of difference quotients:

This limit can be viewed as a continuous version of the second difference for sequences.

s, the second derivative is related to the best quadratic approximation for a function ƒ. This is the quadratic function

whose first and second derivatives are the same as those of ƒ at a given point. The formula for the best quadratic approximation to a function ƒ around the point

This quadratic approximation is the second-order Taylor polynomial for the function centered at x

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

.

s. For a function ƒ:

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

.)

The Laplacian of a function is equal to the divergence

of the gradient

.

Calculus

Calculus is a branch of mathematics focused on limits, functions, derivatives, integrals, and infinite series. This subject constitutes a major part of modern mathematics education. It has two major branches, differential calculus and integral calculus, which are related by the fundamental theorem...

, the

**second derivative**of a functionFunction (mathematics)

In mathematics, a function associates one quantity, the argument of the function, also known as the input, with another quantity, the value of the function, also known as the output. A function assigns exactly one output to each input. The argument and the value may be real numbers, but they can...

ƒ is the derivative

Derivative

In calculus, a branch of mathematics, the derivative is a measure of how a function changes as its input changes. Loosely speaking, a derivative can be thought of as how much one quantity is changing in response to changes in some other quantity; for example, the derivative of the position of a...

of the derivative of ƒ. 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

Acceleration

In physics, acceleration is the rate of change of velocity with time. In one dimension, acceleration is the rate at which something speeds up or slows down. However, since velocity is a vector, acceleration describes the rate of change of both the magnitude and the direction of velocity. ...

of the vehicle, or the rate at which the velocity

Velocity

In physics, velocity is speed in a given direction. Speed describes only how fast an object is moving, whereas velocity gives both the speed and direction of the object's motion. To have a constant velocity, an object must have a constant speed and motion in a constant direction. Constant ...

of the vehicle is changing.

On the graph of a function

Graph of a function

In mathematics, the graph of a function f is the collection of all ordered pairs . In particular, if x is a real number, graph means the graphical representation of this collection, in the form of a curve on a Cartesian plane, together with Cartesian axes, etc. Graphing on a Cartesian plane is...

, the second derivative corresponds to the curvature

Curvature

In mathematics, curvature refers to any of a number of loosely related concepts in different areas of geometry. Intuitively, curvature is the amount by which a geometric object deviates from being flat, or straight in the case of a line, but this is defined in different ways depending on the context...

or concavity of the graph. The graph of a function with positive second derivative curves upwards, while the graph of a function with negative second derivative curves downwards.

## Notation

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 writtenThis notation is derived from the following formula:

## Example

Given the functionthe derivative of ƒ is the function

The second derivative of ƒ is the derivative of ƒ′, namely

## Relation to the graph

### Concavity

The second derivative of a function ƒ measures the**concavity**of the graph of ƒ. A function whose second derivative is positive will be concave up (sometimes referred to as convex), meaning that the tangentTangent

In geometry, the tangent line to a plane curve at a given point is the straight line that "just touches" the curve at that point. More precisely, a straight line is said to be a tangent of a curve at a point on the curve if the line passes through the point on the curve and has slope where f...

line will lie below the graph of the function. Similarly, a function whose second derivative is negative will be concave down (sometimes called simply “concave”), and its tangent lines will lie above the graph of the function.

### 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 pointStationary point

In mathematics, particularly in calculus, a stationary point is an input to a function where the derivative is zero : where the function "stops" increasing or decreasing ....

for a function (i.e. a point where ) is a local maximum or a local minimum. Specifically,

- 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 limitLimit (mathematics)

In mathematics, the concept of a "limit" is used to describe the value that a function or sequence "approaches" as the input or index approaches some value. The concept of limit allows mathematicians to define a new point from a Cauchy sequence of previously defined points within a complete metric...

for the second derivative:

The expression on the right can be written as a difference quotient

Difference quotient

The primary vehicle of calculus and other higher mathematics is the function. Its "input value" is its argument, usually a point expressible on a graph...

of difference quotients:

This limit can be viewed as a continuous version of the second difference for sequences.

## Quadratic approximation

Just as the first derivative is related to linear approximationLinear approximation

In mathematics, a linear approximation is an approximation of a general function using a linear function . They are widely used in the method of finite differences to produce first order methods for solving or approximating solutions to equations.-Definition:Given a twice continuously...

s, the second derivative is related to the best quadratic approximation for a function ƒ. This is the quadratic function

Quadratic function

A quadratic function, in mathematics, is a polynomial function of the formf=ax^2+bx+c,\quad a \ne 0.The graph of a quadratic function is a parabola whose axis of symmetry is parallel to the y-axis....

whose first and second derivatives are the same as those of ƒ at a given point. The formula for the best quadratic approximation to a function ƒ around the point

*x*=*a*isThis 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 derivativeEigenvalues and eigenvectors of the second derivative

Explicit formulas for eigenvalues and eigenvectors of the second derivative with different boundary conditions are provided both for the continuous and discrete cases...

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

Eigenvalues and eigenvectors of the second derivative

Explicit formulas for eigenvalues and eigenvectors of the second derivative with different boundary conditions are provided both for the continuous and discrete cases...

.

### The Hessian

The second derivative generalizes to higher dimensions through the notion of second partial derivativePartial derivative

In mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant...

s. For a function ƒ:

**R**^{3}→**R**, these include the three second-order partialsand 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 testSecond partial derivative test

In mathematics, the second partial derivative test is a method in multivariable calculus used to determine if a critical point of a function f is a minimum, maximum or saddle point.-Explanation:Suppose that...

.)

### The Laplacian

Another common generalization of the second derivative is the**Laplacian**. This is the differential operator defined byThe Laplacian of a function is equal to the divergence

Divergence

In vector calculus, divergence is a vector operator that measures the magnitude of a vector field's source or sink at a given point, in terms of a signed scalar. More technically, the divergence represents the volume density of the outward flux of a vector field from an infinitesimal volume around...

of the gradient

Gradient

In vector calculus, the gradient of a scalar field is a vector field that points in the direction of the greatest rate of increase of the scalar field, and whose magnitude is the greatest rate of change....

.