Higher derivative

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Definition

Terminology

Higher derivatives are also called repeated derivatives or iterated derivatives.

Function and prime notation

Suppose f is a function and k is a nonnegative integer. The kth derivative of f, denoted f(k) or f' where ' occurs a total of k times, is defined as the function obtained by differentiating f a total of k times (i.e., taking the derivative, then taking the derivative of that, and so on, a total of k times). The first few cases are shown explicitly:

Value of k Notation with repeated primes for f(k) f(k) notation Definition In words
0 f f(0) f the original function
1 f f(1) f the derivative, also called the first derivative
2 f f(2) (f)' the second derivative
3 f f(3) ((f)')' the third derivative

We could also define the kth derivative inductively as:

f(k)=(f(k1))'

or as:

f(k)=(f)(k1)

with the base case f(0)=f.

Leibniz notation

Suppose y=f(x), so y is a dependent variable depending on x, the independent variable. The kth derivative of y with respect to x is denoted:

dk(dx)ky

or as:

dkydxk

and is defined as:

dkydxk=ddx[ddx[[ddx(y)]]]

where the d/dx occurs k times. Alternatively we can define it inductively as:

dkydxk=ddxdk1ydxk1

with the base case k=0 being defined as d0ydx0=y.