Higher-Order Derivatives

Basis
Last updated: Tags: Calculus, Differentiation

You know what the derivative ff' measures — instantaneous rate of change. But ff' is itself a function, and you can ask whether it has a derivative. Repeating the process produces higher-order derivatives that encode curvature, jerk, and the coefficients of Taylor polynomials.

Inductive definition

Definition. The nn-th derivative f(n)f^{(n)} is defined inductively:

f(0)f,f(n)(f(n1))for n1,f^{(0)} \coloneqq f, \qquad f^{(n)} \coloneqq \bigl(f^{(n-1)}\bigr)' \quad \text{for } n \geq 1,

whenever each derivative in the chain exists.

Common notations:

OrderPrime notationLeibniz notation
1stff'dfdx\dfrac{df}{dx}
2ndff''d2fdx2\dfrac{d^2f}{dx^2}
3rdff'''d3fdx3\dfrac{d^3f}{dx^3}
nn-thf(n)f^{(n)}dnfdxn\dfrac{d^nf}{dx^n}

The spaces CnC^n and CC^\infty

If f(n)f^{(n)} exists and is continuous on an interval II, we say fCn(I)f \in C^n(I) (read ”ff is CnC^n” or ”ff is nn-times continuously differentiable”). The space C0(I)C^0(I) is just the continuous functions; C1(I)C^1(I) adds a continuous derivative; and so on.

A function with derivatives of all orders is smooth and belongs to C(I)C^\infty(I).

C        C2    C1    C0.C^\infty \;\subsetneq\; \cdots \;\subsetneq\; C^2 \;\subsetneq\; C^1 \;\subsetneq\; C^0.

Each inclusion is strict: there exist CnC^n functions that are not Cn+1C^{n+1}.

Example. f(x)=x3f(x) = |x|^{3} is C2C^2 on R\mathbb{R} (since f=6xf'' = 6|x| is continuous) but not C3C^3 (since f(0)f'''(0) does not exist).

Examples of higher derivatives

For a polynomial p(x)=anxn++a0p(x) = a_n x^n + \cdots + a_0:

p(k)(x)  =  n!(nk)!anxnk+(kn),p(k)0(k>n).p^{(k)}(x) \;=\; \frac{n!}{(n-k)!} a_n x^{n-k} + \cdots \quad (k \leq n), \qquad p^{(k)} \equiv 0 \quad (k > n).

For the exponential exe^x: (ex)(n)=ex(e^x)^{(n)} = e^x for all nn.

For sinx\sin x and cosx\cos x the derivatives cycle with period 4:

(sinx)(n)=sin ⁣(x+nπ2),(cosx)(n)=cos ⁣(x+nπ2).(\sin x)^{(n)} = \sin\!\left(x + \tfrac{n\pi}{2}\right), \qquad (\cos x)^{(n)} = \cos\!\left(x + \tfrac{n\pi}{2}\right).

Leibniz’s rule

The product rule (fg)=fg+fg(fg)' = f'g + fg' generalises to all orders. The pattern mirrors the binomial theorem.

Theorem (Leibniz’s rule). If ff and gg are nn-times differentiable, then

(fg)(n)  =  k=0n(nk)f(k)g(nk).(fg)^{(n)} \;=\; \sum_{k=0}^{n} \binom{n}{k} f^{(k)}\, g^{(n-k)}.

Proof by induction. The base case n=1n = 1 is the product rule. Assuming the formula holds for nn, differentiate both sides and use the product rule on each term f(k)g(nk)f^{(k)} g^{(n-k)}; the binomial recurrence (nk1)+(nk)=(n+1k)\binom{n}{k-1} + \binom{n}{k} = \binom{n+1}{k} then reassembles the sum into the formula for n+1n+1. \square

Example. (x2ex)=(x2)ex+2(x2)ex+x2ex=2ex+4xex+x2ex=(x2+4x+2)ex(x^2 e^x)'' = (x^2)'' e^x + 2(x^2)' e^x + x^2 e^x = 2e^x + 4xe^x + x^2 e^x = (x^2 + 4x + 2)e^x.

Summary

  • The nn-th derivative f(n)f^{(n)} is defined inductively as the derivative of f(n1)f^{(n-1)}.
  • fCnf \in C^n means f(n)f^{(n)} exists and is continuous; fCf \in C^\infty means all orders exist.
  • Polynomials eventually differentiate to zero; exe^x, sinx\sin x, cosx\cos x are CC^\infty with closed-form nn-th derivatives.
  • Leibniz’s rule: (fg)(n)=k=0n(nk)f(k)g(nk)(fg)^{(n)} = \sum_{k=0}^n \binom{n}{k} f^{(k)} g^{(n-k)}, a direct analogue of the binomial theorem.