Math 2.0

concept

Iterated 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.

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Sources

  1. Web https://en.wikipedia.org/wiki/Fr%C3%A9chet_derivative, Higher derivatives