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[parent] higher order derivatives (Definition)

Let the real function $ f$ be defined and differentiable on the open interval $ I$. Then for every $ x \in I$, there exists the value $ f'(x)$ as a certain real number. This means that we have a new function

$\displaystyle x \mapsto f'(x),$ (1)

the so-called derivative function of $ f$; it is denoted by
$\displaystyle f':\, I\to \mathbb{R}$
or simply $ f'$.

Forming the derivative function of a function is called differentiation, the corresponding verb is differentiate.

If the derivative function $ f'$ is differentiable on $ I$, then we have again a new function, the derivative function of the derivative function of $ f$, which is denoted by $ f''$. Formally,

$\displaystyle f''(x) = \lim_{h\to 0}\frac{f'(x+h)-f'(x)}{h}\quad \mathrm{for\,all\,}\,x\in I.$
The function $ x\mapsto f''(x)$ is callet the second order derivative or the second derivative of $ f$. Similarly, one can call (1) the first (order) derivative of $ f$.

Example. The first derivative of $ x\mapsto x^3$ is $ x\mapsto 3x^2$ and the second derivative is $ x\mapsto 6x$, since

$\displaystyle \frac{d}{dx}(3x^2) = 2\cdot 3x^{2-1} = 6x.$

If also $ f''$ is a differentiable function, its derivative function is denoted by $ f'''$ and called the third (order) derivative of $ f$, and so on.

Generally, $ f$ can have the derivatives of first, second, third, ..., $ n$th order, where $ n$ may be an arbitrarily big positive integer. If $ n$ is four or greater, the $ n$th derivative of $ f$ is usually denoted by $ f^{(n)}$. In addition, it's sometimes convenient to think that the 0th order derivative $ f^{(0)}$ of $ f$ is the function $ f$ itself.

The phrase “$ f$ is infinitely derivable” means that $ f$ has the derivatives of all orders.



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See Also: higher order derivatives of sine and cosine

Also defines:  derivative function, first derivative, second derivative, order of derivative, differentiation, differentiate

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Cross-references: integer, positive, derivatives, differentiable function, function, real number, open interval, differentiable, real function
There are 83 references to this entry.

This is version 3 of higher order derivatives, born on 2007-03-02, modified 2007-05-10.
Object id is 9004, canonical name is HigherOrderDerivatives.
Accessed 4256 times total.

Classification:
AMS MSC26A24 (Real functions :: Functions of one variable :: Differentiation : general theory, generalized derivatives, mean-value theorems)
 26B05 (Real functions :: Functions of several variables :: Continuity and differentiation questions)

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