# Definition:Derivative

## Contents

## Definition

### Real Function

Let $I$ be an open real interval.

Let $f: I \to \R$ be a real function defined on $I$.

Let $\xi \in I$ be a point in $I$.

Let $f$ be differentiable at the point $\xi$.

#### Definition 1

That is, suppose the limit $\displaystyle \lim_{x \mathop \to \xi} \frac {f \left({x}\right) - f \left({\xi}\right)} {x - \xi}$ exists.

Then this limit is called the **derivative of $f$ at the point $\xi$**.

#### Definition 2

That is, suppose the limit $\displaystyle \lim_{h \mathop \to 0} \frac {f \left({\xi + h}\right) - f \left({\xi}\right)} h$ exists.

Then this limit is called the **derivative of $f$ at the point $\xi$**.

### Complex Function

Let $D\subseteq \C$ be an open set.

Let $f : D \to \C$ be a complex function.

Let $z_0 \in D$ be a point in $D$.

Let $f$ be complex-differentiable at the point $z_0$.

That is, suppose the limit $\displaystyle \lim_{h \to 0} \ \frac {f \left({z_0 + h}\right) - f \left({z_0}\right)} h$ exists.

Then this limit is called the **derivative of $f$ at the point $z_0$**.

### Vector-Valued Function

Let $U\subset\R$ be an open set.

Let $f = (f_1, \ldots, f_n)^\intercal : U \to \R^n$ be a vector-valued function.

Let $x\in U$.

Let $f$ be differentiable at $x$.

That is, let each $f_j$ be differentiable at $x$.

The **derivative of $f$ at $x$** is $(f_1'(x), \ldots, f_n'(x))^\intercal$, where $f_j'(x)$ is the derivative of $f_j$ at $x$.

## Notation

There are various notations available to be used for the derivative of a function $f$ with respect to the independent variable $x$:

- $\dfrac {\mathrm d f} {\mathrm d x}$

- $\dfrac {\mathrm d} {\mathrm d x} \left({f}\right)$

- $\dfrac {\mathrm d y} {\mathrm d x}$ when $y = f \left({x}\right)$

- $f' \left({x}\right)$

- $D f \left({x}\right)$

- $D_x f \left({x}\right)$

When evaluated at the point $\left({x_0, y_0}\right)$, the derivative of $f$ at the point $x_0$ can be variously denoted:

- $f' \left({x_0}\right)$

- $D f \left({x_0}\right)$

- $D_x f \left({x_0}\right)$

- $\dfrac {\mathrm d f} {\mathrm d x} \left({x_0}\right)$

and so on.

## Higher Derivatives

### Second Derivative

Let $f$ be a real function which is differentiable on an open interval $I$.

Hence $f'$ is defined on $I$ as the derivative of $f$.

Let $\xi \in I$ be a point in $I$.

Let $f'$ be differentiable at the point $\xi$.

Then the **second derivative** $f'' \left({\xi}\right)$ is defined as:

- $\displaystyle f'' := \lim_{x \mathop \to \xi} \dfrac {f' \left({x}\right) - f' \left({\xi}\right)} {x - \xi}$

### Third Derivative

Let $f$ be a real function which is twice differentiable on an open interval $I$.

Let $f''$ denote the second derivate.

Then the **third derivative** $f'''$ is defined as:

- $f''' := \dfrac {\mathrm d} {\mathrm d x} f'' = \dfrac {\mathrm d} {\mathrm d x} \left({\dfrac{\mathrm d^2}{\mathrm d x^2} f}\right)$

### Higher Order Derivatives

Higher order derivatives are defined in similar ways:

The $n$th derivative of a function $y = f \left({x}\right)$ is defined as:

- $f^{\left({n}\right)} \left({x}\right) = \dfrac {\mathrm d^n y} {\mathrm d x^n} := \begin{cases} \dfrac {\mathrm d} {\mathrm d x} \left({\dfrac {\mathrm d^{n-1}y} {\mathrm d x^{n-1} } }\right) & : n > 0 \\ y & : n = 0 \end{cases}$

assuming appropriate differentiability for a given $f^{\left({n-1}\right)}$.

### First Derivative

If derivatives of various orders are being discussed, then what has been described here as the derivative is frequently referred to as the **first derivative**:

Let $I\subset\R$ be an open interval.

Let $f : I \to \R$ be a real function.

Let $f$ be differentiable on the interval $I$.

Then the **derivative of $f$** is the real function $f': I \to \R$ whose value at each point $x \in I$ is the derivative $f' \left({x}\right)$:

- $\displaystyle \forall x \in I: f' \left({x}\right) := \lim_{h \mathop \to 0} \frac {f \left({x + h}\right) - f \left({x}\right)} h$

## Order of Derivative

The **order** of a derivative is the **number of times it has been differentiated**.

For example:

- a first derivative is of
**first order**, or**order $1$** - a second derivative is of
**second order**, or**order $2$**

and so on.

## Ordinary Derivative

Such a derivative as has been described here is known as an **ordinary derivative**.

This is to distinguish it from a Partial Derivative, which applies to functions of more than one independent variables.

## Also see

## Historical Note

The rigorous treatment of a derivative was developed by Carl Friedrich Gauss, Niels Henrik Abel and Augustin Louis Cauchy.

## Sources

- 1937: Eric Temple Bell:
*Men of Mathematics*... (previous) ... (next): Chapter $\text{VI}$: On the Seashore - 1972: George F. Simmons:
*Differential Equations*... (previous) ... (next): $\S 1.1$: Introduction