In calculus, the second derivative of a function 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.
Contents |
The second derivative of a function Failed to parse (Missing texvc executable; please see math/README to configure.): f(x)\!
is usually denoted Failed to parse (Missing texvc executable; please see math/README to configure.): f''(x)\!
. 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 ƒ is the function
The second derivative of ƒ is the derivative of ƒ′, namely
from Failed to parse (Missing texvc executable; please see math/README to configure.): -\pi/4 to Failed to parse (Missing texvc executable; please see math/README to configure.): 5\pi/4
. The tangent line is blue where the curve is concave up, green where the curve is concave down, and red at the inflection points (0, Failed to parse (Missing texvc executable; please see math/README to configure.): \pi /2, and Failed to parse (Missing texvc executable; please see math/README to configure.): \pi
).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 tangent 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.
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.
The relation between the second derivative and the graph can be used to test whether a stationary point for a function (i.e. a point where Failed to parse (Missing texvc executable; please see math/README to configure.): f'(x)=0\! ) is a local maximum or a local minimum. Specifically,
then Failed to parse (Missing texvc executable; please see math/README to configure.): \ f has a local maximum at Failed to parse (Missing texvc executable; please see math/README to configure.): \ x
.
then Failed to parse (Missing texvc executable; please see math/README to configure.): \ f has a local minimum at Failed to parse (Missing texvc executable; please see math/README to configure.): \ x
.
, the second derivative test says nothing about the point Failed to parse (Missing texvc executable; please see math/README to configure.): \ x , 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:
This limit can be viewed as a continuous version of the second difference for sequences.
Just as the first derivative is related to linear approximations, 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 x = a is
This quadratic approximation is the second-order Taylor polynomial for the function centered at x = a.
For many combinations of boundary conditions explicit formulas for eigenvalues and eigenvectors of the second derivative can be obtained. For example, assuming Failed to parse (Missing texvc executable; please see math/README to configure.): x \in [0,L]
and homogeneous Dirichlet boundary conditions, i.e., Failed to parse (Missing texvc executable; please see math/README to configure.): v(0)=v(L)=0
, the eigenvalues are Failed to parse (Missing texvc executable; please see math/README to configure.): \lambda_j = -\frac{j^2 \pi^2}{L^2}
and the corresponding eigenvectors (also called eigenfunctions) are Failed to parse (Missing texvc executable; please see math/README to configure.): v_j(x) = \sqrt{\frac{2}{L}} \sin\left(\frac{j \pi x}{L}\right)
. Here, Failed to parse (Missing texvc executable; please see math/README to configure.): v''_j(x) = \lambda_j v_j(x), \, j=1,\ldots,\infty.
For other well-known cases, see the main article eigenvalues and eigenvectors of the second derivative.
The second derivative generalizes to higher dimensions through the notion of second partial derivatives. For a function ƒ: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 Failed to parse (Missing texvc executable; please see math/README to configure.): \nabla^2
defined by
The Laplacian of a function is equal to the divergence of the gradient.
The derivative of a function of a real variable measures the sensitivity to change of a quantity (a function value or dependent variable) which is determined by another quantity (the independent variable). Derivatives are a fundamental tool of calculus. For example, the derivative of the position of a moving object with respect to time is the object's velocity: this measures how quickly the position of the object changes when time is advanced.
The derivative of a function of a single variable at a chosen input value, when it exists, is the slope of the tangent line to the graph of the function at that point. The tangent line is the best linear approximation of the function near that input value. For this reason, the derivative is often described as the "instantaneous rate of change", the ratio of the instantaneous change in the dependent variable to that of the independent variable.
Derivatives may be generalized to functions of several real variables. In this generalization, the derivative is reinterpreted as a linear transformation whose graph is (after an appropriate translation) the best linear approximation to the graph of the original function. The Jacobian matrix is the matrix that represents this linear transformation with respect to the basis given by the choice of independent and dependent variables. It can be calculated in terms of the partial derivatives with respect to the independent variables. For a real-valued function of several variables, the Jacobian matrix reduces to the gradient vector.
FX, F-X, F/X, Fx, or fx may refer to:
(See also below: Arts, media, and entertainment technology)