- Second derivative test
The test states: If the function is twice
differentiablein a neighborhood of a stationary point , meaning that , then:
* If then has a local maximum at .
* If then has a local minimum at .
* If , the second derivative test says nothing about the point .
In the last case, the function may have a local maximum or minimum there, but the function is sufficiently "flat" that this is undetected by the second derivative. Such an example is .
For a function of more than one variable, the second derivative test generalizes to a test based on the
eigenvalues of the function's Hessian matrixat the stationary point. In particular, assuming that all second order partial derivatives of "f" are continuous on a neighbourhood of a stationary point "x", then if the eigenvalues of the Hessian at "x" are all positive, then x is a local minimum. If the eigenvalues are all negative, then "x" is a local maximum, and if some are positive and some negative, then the point is a saddle point. If the Hessian matrix is singular, then the second derivative test is inconclusive.
Proof of Second Derivative Test
Suppose we have (the proof for is analogous). Then
Thus, for "h" sufficiently small we get
:which means that: if "h" < 0, and: if "h" > 0.
Now, by the
first derivative testwe know that has a local minimum at .
The second derivative test may also be used to determine the concavity of a function as well as a function's points of inflection. First, all points at which are found. In each of the intervals created, is then evaluated at a single point. For the intervals where the evaluated value of the function is concave down, and for all intervals between critical points where the evaluated value of the function is concave up. The points that separate intervals of opposing concavity are points of inflection.
* Fermat's theorem
First derivative test
Higher order derivative test
* [http://mathworld.wolfram.com/SecondDerivativeTest.html Second Derivative Test from Mathworld]
* [http://www.math.hmc.edu/calculus/tutorials/secondderiv/ Concavity and the Second Derivative Test]
* [http://mathdl.maa.org/convergence/1/?pa=content&sa=viewDocument&nodeId=606&bodyId=948 Thomas Simpson's use of Second Derivative Test to Find Maxima and Minima] at [http://mathdl.maa.org/convergence/1/ Convergence]
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