Successive Differentiation
📑 Table of Contents
Syllabus
Introduction (Review of basic concepts) – The nth derivative – Standard results –
Fractional expressions – Trigonometrical transformation – Formation of equations involving derivatives –
Leibnitz formula for the nth derivative of a product – Feynman’s method of differentiation.
Chapter 3 Sections 1.1 – 1.6 and Section 2.1 and 2.2
1. Successive Differentiation
1.1 What is Successive Differentiation?
When we differentiate a function, we get a new function. This new function can also be differentiated again! This process of differentiating repeatedly is called successive differentiation.
Think of differentiation like a machine:
- You put a function \(y\) in → you get its first derivative \(\dfrac{dy}{dx}\)
- Put the first derivative in → you get the second derivative \(\dfrac{d^2y}{dx^2}\)
- Put the second derivative in → you get the third derivative \(\dfrac{d^3y}{dx^3}\)
- And so on...
For a function \(y = f(x)\), the successive derivatives can be written in three different ways:
- Prime notation: \(f'(x), \ f''(x), \ f'''(x), \ \dots, \ f^{(n)}(x)\)
- \(y\) notation: \(y', \ y'', \ y''', \ \dots, \ y^{(n)}\)
- Subscript notation: \(y_1, \ y_2, \ y_3, \ \dots, \ y_n\)
First derivative: \(\dfrac{dy}{dx} = 20x^4\)
Second derivative: \(\dfrac{d}{dx}\left(\dfrac{dy}{dx}\right) = 80x^3\)
Third derivative: \(\dfrac{d}{dx}\left[\dfrac{d}{dx}\left(\dfrac{dy}{dx}\right)\right] = 240x^2\)
To make writing easier, mathematicians use shorthand:
\(\dfrac{d}{dx}\left(\dfrac{d^2y}{dx^2}\right) = \dfrac{d^3y}{dx^3} = D^3y\)
In general: \(\dfrac{d}{dx}\left(\dfrac{d^{n-1}y}{dx^{n-1}}\right) = \dfrac{d^ny}{dx^n} = D^ny\)
1.2 The \(n^{th}\) Derivative
The \(n^{th}\) derivative means we differentiate the function \(n\) times. We want to find a general formula that works for any value of \(n\).
Method to Find the \(n^{th}\) Derivative:
- Find the first few derivatives (1st, 2nd, 3rd, ...)
- Look for a pattern
- Guess the general formula for the \(n^{th}\) derivative
- Verify it works for all \(n\)
1st derivative: \(\dfrac{dy}{dx} = a e^{ax}\)
2nd derivative: \(\dfrac{d^2y}{dx^2} = a^2 e^{ax}\)
3rd derivative: \(\dfrac{d^3y}{dx^3} = a^3 e^{ax}\)
Pattern observed: Each differentiation multiplies by \(a\).
Therefore, the \(n^{th}\) derivative is: \(\dfrac{d^ny}{dx^n} = a^n e^{ax}\)
2. Standard Results for \(n^{th}\) Derivatives
If \(y = (ax + b)^m\), then
\(y_2 = m(m-1)a^2 (ax + b)^{m-2}\)
\(y_3 = m(m-1)(m-2)a^3 (ax + b)^{m-3}\)
Hence, by induction, \(y_n = m(m-1)(m-2)\cdots(m-n+1)a^n (ax + b)^{m-n}\).
\(= (-1)^n n! a^n (ax + b)^{-n-1}\)
If \(y = \log(ax + b)\), then
To find \(y_n\), we differentiate \(y_1\) \((n-1)\) times:
Using the previous result with \(m = -1\) and replacing \(n\) by \(n-1\):
Therefore,
\(= (-1)^{n-1}(n-1)!a^n(ax + b)^{-n}\)
If \(y = \sin(ax + b)\), then
\(y_2 = a^2\cos\left(\dfrac{\pi}{2} + ax + b\right) = a^2\sin\left(2\cdot\dfrac{\pi}{2} + ax + b\right)\)
\(y_3 = a^3\sin\left(3\cdot\dfrac{\pi}{2} + ax + b\right)\)
Each differentiation multiplies by \(a\) and increases the angle by \(\dfrac{\pi}{2}\).
Hence, by induction, \(D^n\sin(ax + b) = a^n\sin\left(\dfrac{n\pi}{2} + ax + b\right)\).
If \(y = \cos(ax + b)\), then
Each differentiation multiplies by \(a\) and increases the angle by \(\dfrac{\pi}{2}\).
Hence, \(D^n\cos(ax + b) = a^n\cos\left(\dfrac{n\pi}{2} + ax + b\right)\).
\(D^n(\cos x) = \cos\left(\dfrac{n\pi}{2} + x\right)\)
If \(y = e^{ax}\sin(bx + c)\), then
\(= e^{ax}[b\cos(bx + c) + a\sin(bx + c)]\)
Let \(a = r\cos\phi\) and \(b = r\sin\phi\). Then \(r = \sqrt{a^2 + b^2}, \ \phi = \tan^{-1}\left(\dfrac{b}{a}\right)\).
Substituting:
\(= r e^{ax}[\sin\phi\cos(bx + c) + \cos\phi\sin(bx + c)]\)
\(= r e^{ax}\sin(bx + c + \phi)\)
Now, \(y_2\) will be obtained by differentiating \(y_1\), which again multiplies by \(r\) and increases the angle by \(\phi\):
Hence, by induction, \(D^n\{e^{ax}\sin(bx + c)\} = r^n e^{ax}\sin(bx + c + n\phi)\).
If \(y = e^{ax}\cos(bx + c)\), then
\(= e^{ax}[a\cos(bx + c) - b\sin(bx + c)]\)
With \(a = r\cos\phi\) and \(b = r\sin\phi\):
\(= r e^{ax}[\cos\phi\cos(bx + c) - \sin\phi\sin(bx + c)]\)
\(= r e^{ax}\cos(bx + c + \phi)\)
By induction, \(D^n\{e^{ax}\cos(bx + c)\} = r^n e^{ax}\cos(bx + c + n\phi)\).
3. Fractional Expressions
When finding the \(n^{th}\) derivative of rational functions, we first resolve them into partial fractions. This breaks down a complicated fraction into simpler fractions whose \(n^{th}\) derivatives are known from the standard results.
To find \(A\) and \(B\): \(3 = A(2x-1) + B(x+1)\)
Putting \(x = -1\): \(3 = A(-2-1) \implies A = -1\)
Putting \(x = \dfrac{1}{2}\): \(3 = B\left(\dfrac{1}{2} + 1\right) \implies B = 2\)
Therefore, \(y = \dfrac{2}{2x-1} - \dfrac{1}{x+1}\).
Now, using the formula \(D^n(ax + b)^{-1} = (-1)^n n! a^n (ax + b)^{-n-1}\):
For \(\dfrac{1}{x+1} = (x+1)^{-1}\): \(D^n(x+1)^{-1} = (-1)^n n! (x+1)^{-n-1}\)
Therefore,
\(= (-1)^n n! \left\{\dfrac{2^{n+1}}{(2x-1)^{n+1}} - \dfrac{1}{(x+1)^{n+1}}\right\}\)
Multiplying both sides by \((x-1)^2(x+2)\): \(x^2 = A(x-1)(x+2) + B(x+2) + C(x-1)^2\)
Put \(x=1\): \(1 = 3B \implies B = \dfrac{1}{3}\)
Put \(x=-2\): \(4 = 9C \implies C = \dfrac{4}{9}\)
Put \(x=0\): \(0 = -2A + 2B + C \implies A = \dfrac{5}{9}\)
Therefore, \(y = \dfrac{5}{9}\dfrac{1}{x-1} + \dfrac{1}{3}\dfrac{1}{(x-1)^2} + \dfrac{4}{9}\dfrac{1}{x+2}\).
Now, using standard formulas:
\(D^n(x-1)^{-2} = (-1)^n (n+1)! (x-1)^{-n-2}\)
\(D^n(x+2)^{-1} = (-1)^n n! (x+2)^{-n-1}\)
Therefore,
Resolving into partial fractions:
\(1 = A(x+ai) + B(x-ai)\)
Put \(x = ai\): \(A = \dfrac{1}{2ai}\) Put \(x = -ai\): \(B = -\dfrac{1}{2ai}\)
Therefore, \(y = \dfrac{1}{2ai}\left(\dfrac{1}{x-ai} - \dfrac{1}{x+ai}\right)\).
Using \(D^n(x+c)^{-1} = (-1)^n n! (x+c)^{-n-1}\):
4. Trigonometric Transformation
It is possible to break up products of powers of sines and cosines into a sum by trigonometric methods. This makes it easier to find the \(n^{th}\) derivatives.
\(= \dfrac{1}{2}\cos 2x\cos 4x + \dfrac{1}{2}\cos^2 2x\)
\(= \dfrac{1}{4}(\cos 6x + \cos 2x) + \dfrac{1}{4}(1 + \cos 4x)\)
\(= \dfrac{1}{4} + \dfrac{1}{4}(\cos 2x + \cos 4x + \cos 6x)\)
Now, applying the \(n^{th}\) derivative formula for \(\cos(ax)\): \(D^n\cos(ax) = a^n\cos\left(\dfrac{n\pi}{2} + ax\right)\)
By De Moivre's Theorem:
\(\dfrac{1}{z^n} = \cos n\theta - i\sin n\theta\)
So, \(2\cos\theta = z + \dfrac{1}{z}, \quad 2i\sin\theta = z - \dfrac{1}{z}\).
Therefore, \(2^{12}\cos^5\theta\sin^7\theta = (z + z^{-1})^5(z - z^{-1})^7(-i)^7\).
Expanding and simplifying:
Hence,
Now, applying \(D^n\sin(a\theta) = a^n\sin\left(\dfrac{n\pi}{2} + a\theta\right)\):
5. Formation of Equations Involving Derivatives
When a relation between \(x\) and \(y\) is given, we can in many cases deduce from it a relation between the variables \(x\), \(y\) and the derivatives of \(y\) with respect to \(x\).
Differentiating with respect to \(x\): \(y + x\dfrac{dy}{dx} = ae^x - be^{-x}\).
Differentiating again:
\(x\dfrac{d^2y}{dx^2} + 2\dfrac{dy}{dx} = ae^x + be^{-x}\)
But \(ae^x + be^{-x} = xy\). Therefore, \(x\dfrac{d^2y}{dx^2} + 2\dfrac{dy}{dx} = xy\).
Differentiating: \(\dfrac{1}{\sqrt{1-y^2}}\dfrac{dy}{dx} = \dfrac{m}{\sqrt{1-x^2}}\).
Squaring both sides:
\((1-x^2)\left(\dfrac{dy}{dx}\right)^2 = m^2(1-y^2)\)
Differentiating with respect to \(x\):
Cancelling the common factor \(2\dfrac{dy}{dx}\) throughout:
\(\dfrac{dy}{dx} = -p\cdot\dfrac{\sin p\theta}{\cos\theta}\)
Now, \(\sin p\theta = \sqrt{1-y^2}\) and \(\cos\theta = \sqrt{1-x^2}\).
Squaring both sides:
\((1-x^2)\left(\dfrac{dy}{dx}\right)^2 = p^2(1-y^2)\)
Differentiating with respect to \(x\):
Cancelling \(2\dfrac{dy}{dx}\):
6. Leibnitz Formula for the \(n^{th}\) Derivative of a Product
This formula expresses the \(n^{th}\) derivative of the product of two variables in terms of the variables themselves and their successive derivatives.
If \(u\) and \(v\) are functions of \(x\), we have
Differentiating again with respect to \(x\):
\(= vD^2u + 2Du\cdot Dv + uD^2v\)
Similarly,
Continuing this process, we observe that the numerical coefficients follow the same law as that of the Binomial Theorem and the indices of the derivatives correspond to the exponents of the Binomial Theorem.
Hence,
where \(u_n = \dfrac{d^nu}{dx^n}\) and \(v_n = \dfrac{d^nv}{dx^n}\).
Formal Proof by Induction
Differentiating both sides again:
Collecting the coefficients of like terms:
Now, using the property of binomial coefficients: \({}^nC_{r-1} + {}^nC_r = {}^{n+1}C_r\)
Also, \(1 + {}^nC_1 = {}^{n+1}C_1\), \({}^nC_1 + {}^nC_2 = {}^{n+1}C_2\), etc.
Therefore,
Hence, if the theorem is true for any value of \(n\), it must be true for the next higher value \(n+1\). It has been seen that it is true for \(n=1\) and therefore it is true for \(n=2\), \(n=3\), and so on for all values of \(n\).
This theorem is particularly useful when one of the factors is a small integral multiple of \(x\); if this be taken as \(v\) in the preceding formula, its differential coefficients will vanish after a few terms, and the series will consist of only a few terms.
All the other terms will be zero since the successive derivatives of \(x^2\) after the second derivative vanish.
Now, \(\dfrac{d^n}{dx^n}(\log x) = (-1)^{n-1}(n-1)!x^{-n}\)
\(\dfrac{d}{dx}(x^2) = 2x, \quad \dfrac{d^2}{dx^2}(x^2) = 2\)
Therefore,
Taking the \(n^{th}\) derivative of each term by Leibnitz's Theorem:
For the LHS: Differentiating \((1-x^2)y_2\) \(n\) times,
\(= (1-x^2)y_{n+2} - 2nxy_{n+1} - n(n-1)y_n\)
For the RHS: Differentiating \(xy_1 - m^2y\) \(n\) times,
Equating both sides:
Bringing all terms to LHS:
— End of Chapter —
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