Higher-Order Derivatives

1. Motivation

The derivative $f’(x)$ is itself a function of $x$, so nothing stops us differentiating it again. Physically, if $f(t)$ is position, $f’(t)$ is velocity, and differentiating once more gives acceleration — the rate of change of the rate of change. In mathematical biology, second derivatives distinguish accelerating growth from decelerating growth even when the first derivative is positive in both cases.

2. Definition

Definition 2.1 (nth derivative) Let $f$ be differentiable on an interval. If $f’$ is itself differentiable, its derivative is the second derivative of $f$,

\[\begin{equation} f''(x) = \frac{d}{dx}\left[f'(x)\right] = \lim_{h \to 0} \frac{f'(x+h) - f'(x)}{h}. \label{eq:second-derivative} \end{equation}\]

More generally, the $n$th derivative $f^{(n)}(x)$ is obtained by differentiating $f$ a total of $n$ times, provided each intermediate derivative exists.

Remark Common notations for higher-order derivatives: $f’‘(x)$, $f’’‘(x)$, $f^{(n)}(x)$ for $n \geq 4$; equivalently $\dfrac{d^2y}{dx^2}, \dfrac{d^3y}{dx^3}, \dfrac{d^ny}{dx^n}$ in Leibniz notation, or $\ddot{f}$ for a second time-derivative.

3. Geometric and physical interpretation

Interpretation $f’(x) > 0$ means $f$ is increasing; $f’‘(x) > 0$ means the rate of increase is itself increasing — the curve bends upward (convex). Conversely $f’‘(x) < 0$ indicates the curve bends downward (concave). Points where $f’‘(x) = 0$ and concavity switches sign are inflection points.

Example 2.2 Logistic growth $f(t) = \dfrac{K}{1+e^{-rt}}$ has $f’‘(t) > 0$ for small $t$ (accelerating growth) and $f’‘(t) < 0$ as $f(t) \to K$ (decelerating growth), with the sign change marking the inflection point at $f(t) = K/2$ — the fastest-growth moment.

4. Differentiating repeatedly

Theorem 2.3 (nth derivative of a power)

\[\frac{d^n}{dx^n}\left[x^m\right] = \frac{m!}{(m-n)!}\,x^{m-n}, \quad n \leq m,\]

and $\dfrac{d^n}{dx^n}\left[x^m\right] = 0$ for $n > m$ (any integer $m$).

Theorem 2.4 (Leibniz Rule) For a product of two functions,

\[\begin{equation} \frac{d^n}{dx^n}\left[f(x)g(x)\right] = \sum_{k=0}^{n} \binom{n}{k} f^{(k)}(x)\, g^{(n-k)}(x). \label{eq:leibniz} \end{equation}\]

This generalises the product rule (Theorem 1.3, the $n=1$ case) to arbitrarily many differentiations, weighting terms by binomial coefficients.

5. Periodicity under repeated differentiation

Example 2.5 Trigonometric functions cycle every four derivatives:

\[\sin x \to \cos x \to -\sin x \to -\cos x \to \sin x \to \cdots\]

so $\dfrac{d^n}{dx^n}[\sin x]$ depends only on $n \bmod 4$.

Example 2.6 For $f(x) = e^{kx}$, every derivative reproduces the original function up to a power of $k$:

\[f^{(n)}(x) = k^n e^{kx}.\]

Remark Higher-order derivatives underpin Taylor expansions (Lesson 3) and appear directly in PDE models throughout mathematical biology — e.g. the diffusion term $\partial^2 u/\partial x^2$ in reaction-diffusion equations is a second spatial derivative.