Math 2.0

Real functions Concept

Iterated derivative

Builds on Fréchet derivative

Summary

The iterated derivative DkfD^k f of a map ff is the derivative of the derivative, taken kk times. The Fréchet derivative of Dk−1fD^{k-1} f at a point is a linear map with values in (k−1)(k-1)-linear maps, which is the same as a kk-linear map. So Dkf(a)D^k f(a) is a kk-linear map, and for a function on ℝn\mathbb{R}^n its values on basis vectors are the partial derivatives of order kk.

Reading path

To understand this page from the ground up, read these 4 pages in order. The foundations come first.

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  1. Euclidean space object
  2. Total derivative concept
  3. Fréchet derivative concept
  4. Iterated derivative concept

Further reading

  1. Web https://en.wikipedia.org/wiki/Fr%C3%A9chet_derivative, Higher derivatives
About this page
Tag0F32S73FJN
URIm2://0F32S73FJN
Aliaseshigher-frechet-derivative, kth-derivative
Kindconcept
WritingW0 stub
MSC26B05
UsesFréchet derivative

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