Repeated differentiation is linear

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This article is about a differentiation rule, i.e., a rule for differentiating a function expressed in terms of other functions whose derivatives are known.
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Statement

For k a positive integer, denote by f(k) the function obtained by differentiating f a total of k times. The operation ff(k) is a linear operator. We give two equivalent ways of stating this below.

In terms of additivity and pulling out scalars

The following are true:

  • Repeated differentiation is additive, or kth derivative of sum is sum of derivatives: If f and g are functions that are both differentiable at x=x0, we have:

dkdxk[f(x)+g(x)]x=x0=f(k)(x0)+g(k)(x0)

or equivalently:

(f+g)(k)(x0)=f(k)(x0)+g(k)(x0)

In point-free notation:

(f+g)(k)=f(k)+g(k)

  • Constants (also called scalars) can be pulled out of differentiations: If f is differentiable at x=x0 and λ is a real number, then:

dkdxk[λf(x)]|x=x0=λf(k)(x0)

In terms of generalized linearity

Suppose f1,f2,,fn are functions that are all differentiable at a point x0 and a1,a2,,an are real numbers. Then:

dkdxk[a1f1(x)+a2f2(x)++anfn(x)]|x=x0=a1f1(k)(x0)+a2f2(k)(x0)++anfn(k)(x0)

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