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Derivative test

In , derivative tests are analytical methods employed to classify critical points of a , determining whether they represent local maxima, local minima, or points of by examining the behavior of the function's first, second, or higher-order . These tests are fundamental tools in optimization and , relying on the signs and changes in to infer the function's monotonicity and concavity without evaluating the function extensively. The first derivative test focuses on the sign of the first derivative f'(x) around a critical point c, where f'(c) = 0 or f'(c) is undefined. If f'(x) > 0 for x < c (near c) and f'(x) < 0 for x > c (near c), then f has a local maximum at c; conversely, if f'(x) < 0 for x < c and f'(x) > 0 for x > c, then f has a local minimum at c. If the sign does not change, the test is inconclusive for extrema. This test is always applicable where the first derivative exists and is particularly useful for functions where higher derivatives may be difficult to compute. The second derivative test provides a quicker alternative by evaluating the second derivative f''(c) at the critical point c. If f''(c) > 0, then f has a local minimum at c; if f''(c) < 0, then f has a local maximum at c; and if f''(c) = 0, the test is inconclusive, requiring further analysis. Beyond extrema, the second derivative also determines concavity: f''(x) > 0 indicates the function is concave up (like a cup), while f''(x) < 0 indicates concave down, helping identify inflection points where concavity changes. For cases where the second derivative test fails (i.e., f''(c) = 0), higher-order derivative tests extend the approach using . Suppose the first n derivatives of f at c are zero, with the (n+1)-th derivative f^{(n+1)}(c) \neq 0. If n+1 is even and f^{(n+1)}(c) > 0, then c is a local minimum; if even and f^{(n+1)}(c) < 0, a local maximum. If n+1 is odd, c is typically a point of inflection rather than an extremum. These tests assume sufficient differentiability and are grounded in the function's Taylor expansion around the critical point.

Single-Variable First-Derivative Test

Monotonicity Properties

A function f defined on an I is said to be increasing on I if for all x_1, x_2 \in I with x_1 < x_2, it holds that f(x_1) \leq f(x_2). Similarly, f is decreasing on I if f(x_1) \geq f(x_2) whenever x_1 < x_2. The function is strictly increasing on I if the inequality is strict, i.e., f(x_1) < f(x_2) for x_1 < x_2, and strictly decreasing if f(x_1) > f(x_2). These definitions capture the intuitive notion that the function values grow or shrink consistently as the input advances across the interval, without requiring epsilon-delta criteria beyond the direct order preservation. A fundamental result connecting to these properties is the following : Suppose f is continuous on a closed [a, b] and differentiable on the open (a, b). If f'(x) > 0 for all x \in (a, b), then f is strictly increasing on [a, b]; if f'(x) < 0 for all x \in (a, b), then f is strictly decreasing on [a, b]. This extends to open intervals where f is differentiable, and the conclusion holds even if f'(x) = 0 at a finite number of isolated points, provided the derivative does not change sign across the interval. The proof relies on the Mean Value Theorem (MVT), which states that if f is continuous on [x_1, x_2] and differentiable on (x_1, x_2) with x_1 < x_2, then there exists c \in (x_1, x_2) such that f'(c) = \frac{f(x_2) - f(x_1)}{x_2 - x_1}. Assume f'(x) > 0 on (a, b). For any x_1, x_2 \in [a, b] with x_1 < x_2, MVT yields c \in (x_1, x_2) where f'(c) > 0, so \frac{f(x_2) - f(x_1)}{x_2 - x_1} > 0. Since x_2 - x_1 > 0, it follows that f(x_2) > f(x_1), establishing strict increase. The case for f'(x) < 0 is analogous, yielding strict decrease. Points where f'(x) = 0 or f' is undefined do not disrupt overall monotonicity if the sign of f' remains consistent in the surrounding subintervals. For instance, isolated zeros of f' allow the MVT application across them without sign reversal, preserving the inequality direction; similarly, points of non-differentiability (e.g., cusps where the tangent exists but is vertical) maintain monotonicity provided the left- and right-hand behaviors align with the derivative's sign elsewhere. This ensures the function's global interval behavior is determined by the predominant sign of the first derivative.

Statement for Local Extrema

A critical point of a function f is a point c in the domain of f where either f'(c) = 0 or f'(c) does not exist. These points are the only candidates for local extrema, as established by Fermat's theorem, which states that if f has a local extremum at c and f' exists there, then f'(c) = 0. The first derivative test provides conditions for identifying local maxima and minima at such critical points. Suppose f is continuous at a critical point c and differentiable in some open interval around c except possibly at c itself. If f'(x) > 0 for all x in (c - \delta, c) and f'(x) < 0 for all x in (c, c + \delta) for some \delta > 0, then f has a local maximum at c. Conversely, if f'(x) < 0 for all x in (c - \delta, c) and f'(x) > 0 for all x in (c, c + \delta), then f has a local minimum at c. If f'(x) does not change sign at c (i.e., it remains positive or negative on both sides), then f(c) is neither a local maximum nor a local minimum. To apply the test, a sign chart is constructed by evaluating the sign of f'(x) in intervals determined by the critical points. This involves factoring f'(x) or using test values in each interval adjacent to c, often summarized in a table:
IntervalTest ValueSign of f'(x)Behavior of f
(c - \delta, c)x_1 < cPositiveIncreasing
(c, c + \delta)x_2 > cNegativeDecreasing
Such a chart reveals sign changes, confirming a local maximum in this case. When f'(c) does not exist, the test still applies by examining the sign of f'(x) in intervals around c, provided f is continuous at c. Points where f'(c) is undefined often correspond to cusps (sharp points where the tangent is vertical) or corners (discontinuities in f'). To assess these, the limits of the difference quotient \lim_{h \to 0} \frac{f(c + h) - f(c)}{h} are evaluated from the left and right; if they have opposite signs or one is infinite with appropriate direction, a sign change in the slope behavior indicates an extremum. For example, at a cusp like f(x) = |x|^{2/3} at x = 0, the function has a local minimum despite f'(0) undefined, as the slopes approach negative infinity from the left and positive infinity from the right, indicating a sign change from negative to positive and confirming a local minimum. The proof of the first derivative test relies on the definition of local extrema and the relationship between the sign of the and monotonicity. For the local maximum case, assume f'(x) > 0 on (c - \delta, c) and f'(x) < 0 on (c, c + \delta). By the increasing function theorem, f is increasing on (c - \delta, c), so f(x) < f(c) for x \in (c - \delta, c). Similarly, f is decreasing on (c, c + \delta), so f(x) < f(c) for x \in (c, c + \delta). Thus, there exists a neighborhood around c where f(x) \leq f(c), confirming a local maximum. The local minimum case follows analogously by reversing the inequalities. This uses one-sided limits implicitly through the monotonicity on each side.

Applications and Examples

To illustrate the first-derivative test, consider the function f(x) = x^3 - 3x. The derivative is f'(x) = 3x^2 - 3 = 3(x^2 - 1), which equals zero at the critical points x = -1 and x = 1. A sign chart for f'(x) reveals that f'(x) > 0 for x < -1 and x > 1, while f'(x) < 0 for -1 < x < 1. Thus, f(x) changes from increasing to decreasing at x = -1, indicating a local maximum there, and from decreasing to increasing at x = 1, indicating a local minimum. Another example is f(x) = \sin x on the interval [0, 2\pi]. The derivative f'(x) = \cos x equals zero at the critical points x = \pi/2 and x = 3\pi/2. The sign of f'(x) is positive on (0, \pi/2) and (3\pi/2, 2\pi), and negative on (\pi/2, 3\pi/2). Therefore, f(x) transitions from increasing to decreasing at x = \pi/2, confirming a local (and global) maximum of 1, and from decreasing to increasing at x = 3\pi/2, confirming a local (and global) minimum of -1. In optimization, the first-derivative test identifies maximum area for a rectangle with fixed perimeter P. Let the sides be x and y, so P = 2x + 2y implies y = P/2 - x, and the area is A(x) = x(P/2 - x). Then A'(x) = P/2 - 2x = 0 gives x = P/4, a critical point. Since A'(x) > 0 for x < P/4 and A'(x) < 0 for x > P/4, this is a maximum, yielding a square with side P/4. In economics, profit maximization occurs where marginal revenue equals marginal cost, or equivalently, where the derivative of the profit function \pi(q) = R(q) - C(q) is zero. The first-derivative test classifies this critical point: if \pi'(q) changes from positive to negative, it is a maximum profit quantity. The first-derivative test facilitates by delineating of increase and decrease, as well as locating extrema, which guide the placement of key points and overall shape. A common pitfall arises when f'(x) = 0 over an entire , as in a where the graph is flat; here, there are no local extrema because the neither strictly increases nor decreases around any point, though it is non-strictly monotonic.

Single-Variable Second-Derivative Test

Statement and Proof

The second-derivative test provides a method to classify critical points of a f by evaluating the sign of the second at those points. Suppose c is a critical point of f, meaning f'(c) = 0, and assume f''(c) exists. If f''(c) > 0, then f has a local minimum at x = c; if f''(c) < 0, then f has a local maximum at x = c; if f''(c) = 0, the test is inconclusive, as the point may be a local extremum, an inflection point, or neither. The proof relies on the continuity of f'' in a neighborhood of c to ensure the sign of f''(c) determines the local behavior. One approach uses Taylor's theorem with remainder. By Taylor's expansion around c, for x near c, f(x) = f(c) + f'(c)(x - c) + \frac{1}{2} f''(\xi) (x - c)^2, where \xi lies between c and x. Since f'(c) = 0, this simplifies to f(x) - f(c) = \frac{1}{2} f''(\xi) (x - c)^2. Continuity of f'' at c implies f''(\xi) has the same sign as f''(c) for x sufficiently close to c. Thus, if f''(c) > 0, then f''(\xi) > 0, so f(x) > f(c) nearby, confirming a local minimum; similarly, f''(c) < 0 yields a local maximum. An alternative proof applies the mean value theorem to f' on intervals around c, assuming f''(x) < 0 (or > 0) in an open interval (a, b) containing c. For a < x < c, there exists d \in (x, c) such that f''(d) = \frac{f'(c) - f'(x)}{c - x} = -\frac{f'(x)}{c - x}. Since f''(d) < 0 and c - x > 0, it follows that f'(x) < 0. For c < x < b, a similar application yields f'(x) > 0. Thus, f' changes from negative to positive, indicating a local maximum by the (or minimum if f'' > 0). If f'' does not exist at c or is not continuous nearby, the test cannot be applied, and one must resort to other methods like the first-derivative test. Compared to the first-derivative test, which requires checking sign changes of f' on either side of c, the second-derivative test offers faster classification when computing f''(c) is straightforward.

Concavity and Inflection Points

In calculus, a function f is defined as concave up (also known as convex) on an open interval I if its second derivative satisfies f''(x) > 0 for all x \in I. Conversely, f is concave down on I if f''(x) < 0 for all x \in I. These conditions indicate the curvature of the graph: positive f''(x) implies the graph lies above its tangent lines, resembling a U-shape, while negative f''(x) means it lies below them. The theorem establishing this relationship states that if f''(x) > 0 on an open interval I, then f is concave up on I; if f''(x) < 0 on I, then f is concave down on I. The proof relies on the Mean Value Theorem applied to f': for points a, x \in I with x \neq a, there exists c between them such that f'(c) = \frac{f(x) - f(a)}{x - a}; since f'' > 0 implies f' is increasing, this ensures the tangent line at a lies below the for concave up, and above for concave down. An inflection point occurs at x = c where the concavity of f changes, typically where f''(c) = 0 or f'' is undefined, provided f'' changes around c. For the change to qualify as an inflection, the function must be continuous at c, and the sign switch in f'' confirms the transition from concave up to down or vice versa. To identify intervals of concavity and inflection points, compute f''(x) and create a sign chart: locate or discontinuities of f''(x) to divide the into intervals, then test the sign of f''(x) at a point in each interval. Concavity is constant where the sign is uniform, and potential inflection points at sign-change locations must be verified by checking both sides. This analysis aids in graphing by revealing curvature: concave up regions curve upward like a cup, supporting local minima, while concave down regions curve downward, often near maxima, enhancing accurate sketches alongside first-derivative information.

Limitations and Higher-Order Extensions

The second-derivative test becomes inconclusive at a critical point c where f''(c) = 0, providing no information about whether c is a local maximum, minimum, or neither. This limitation arises because the second-order approximation does not sufficiently capture the function's behavior near c when the second derivative vanishes. For instance, the function f(x) = x^4 has a critical point at x = 0 since f'(0) = 0, and f''(0) = 0, yet x = 0 is a local minimum, as f(x) \geq 0 = f(0) for all x. In such cases, the first-derivative test can serve as a reliable fallback, revealing that f'(x) = 4x^3 < 0 for x < 0 and f'(x) > 0 for x > 0, confirming the minimum at x = 0. To overcome this, the higher-order derivative test examines successive derivatives beyond the second order. Suppose f is sufficiently differentiable at a critical point c with f'(c) = 0, and the first non-zero derivative of order n \geq 2 occurs at f^{(n)}(c) \neq 0, with all lower-order derivatives f^{(k)}(c) = 0 for $1 < k < n. If n is even and f^{(n)}(c) > 0, then c is a local minimum; if f^{(n)}(c) < 0, then c is a local maximum. If n is odd, then c is a point of inflection, neither a local minimum nor maximum. The proof relies on Taylor's theorem with remainder, expanding f(x) around c: f(x) = f(c) + \frac{f^{(n)}(c)}{n!}(x - c)^n + o((x - c)^n) as x \to c. The dominant term \frac{f^{(n)}(c)}{n!}(x - c)^n determines the sign of f(x) - f(c). For even n, (x - c)^n > 0 for x \neq c, so the sign matches that of f^{(n)}(c), indicating a minimum if positive or maximum if negative. For odd n, (x - c)^n changes sign across c, so f(x) - f(c) changes sign, confirming an . Applying this to f(x) = x^4, we have f''(0) = 0 and f'''(0) = 0, but f^{(4)}(x) = 24, so f^{(4)}(0) = 24 > 0 with even n=4, verifying a local minimum at x=0. This test is particularly useful for polynomials or analytic functions where higher derivatives are straightforward to compute and remain non-zero at finite orders, allowing precise classification without relying on sign charts from the first-derivative test.

Multivariable Derivative Tests

Critical Points and Gradient

In , for a f: \mathbb{R}^n \to \mathbb{R}, a critical point is defined as a point \mathbf{x} = (x_1, \dots, x_n) where the \nabla f(\mathbf{x}) = \mathbf{0}, meaning all partial derivatives \partial f / \partial x_i = 0 for i = 1, \dots, n. This condition generalizes the single-variable case where critical points occur when the first derivative is zero or undefined. The vector of f is given by \nabla f(\mathbf{x}) = \left( \frac{\partial f}{\partial x_1}, \dots, \frac{\partial f}{\partial x_n} \right), which points in the of steepest ascent of the function at \mathbf{x}, with its magnitude indicating the rate of that increase. At a critical point, the vanishes, implying no of immediate increase or decrease, analogous to a tangent in one dimension. To find critical points, one computes the and solves the system \partial f / \partial x_i = 0 for all i. For example, consider f(x,y) = x^2 + y^2; the partials are \partial f / \partial x = 2x and \partial f / \partial y = 2y, yielding the critical point (0,0) upon setting them to zero. Each partial derivative \partial f / \partial x_i behaves like the first derivative of f when varying only along the x_i-axis while holding other variables fixed. Critical points may also occur where the partial derivatives are undefined, similar to cusps or corners in single-variable functions where the derivative fails to exist. This first-order condition identifies candidate points for local extrema, much like the first-derivative test in one variable.

Hessian Matrix Test

The Hessian matrix of a twice continuously differentiable function f: \mathbb{R}^n \to \mathbb{R} is the n \times n of second partial derivatives, defined as H_f(\mathbf{x}) = \left[ \frac{\partial^2 f}{\partial x_i \partial x_j} \right]_{i,j=1}^n, where symmetry follows from Clairaut's theorem on the equality of mixed partials under the continuity assumption. This matrix encodes the local of the function at a point and plays a central role in classifying critical points, where the \nabla f = \mathbf{0}. The second derivative test using the classifies a critical point \mathbf{x}_0 as follows: if H_f(\mathbf{x}_0) is positive definite (all eigenvalues positive), then f has a local minimum at \mathbf{x}_0; if negative definite (all eigenvalues negative), a local maximum; if indefinite (eigenvalues of mixed signs), a ; and if singular (zero , at least one zero eigenvalue), the test is inconclusive. For functions of two variables, f(x,y), the is H_f = \begin{pmatrix} f_{xx} & f_{xy} \\ f_{yx} & f_{yy} \end{pmatrix}, with D = f_{xx} f_{yy} - f_{xy}^2; the classification simplifies to: local minimum if D > 0 and f_{xx} > 0; local maximum if D > 0 and f_{xx} < 0; if D < 0; and inconclusive if D = 0. A proof sketch relies on the second-order Taylor expansion of f around a critical point \mathbf{x}_0, where \nabla f(\mathbf{x}_0) = \mathbf{0}: f(\mathbf{x}_0 + \mathbf{h}) = f(\mathbf{x}_0) + \frac{1}{2} \mathbf{h}^T H_f(\mathbf{x}_0) \mathbf{h} + o(\|\mathbf{h}\|^2). The sign of the quadratic form \mathbf{h}^T H_f(\mathbf{x}_0) \mathbf{h} for small \mathbf{h} \neq \mathbf{0} determines the behavior: positive for all \mathbf{h} if positive definite (local minimum), negative for all \mathbf{h} if negative definite (local maximum), and changing sign if indefinite (). Higher-order terms become negligible near \mathbf{x}_0, confirming the classification when the Hessian is nonsingular. For example, consider f(x,y) = x^2 + y^2; at the critical point (0,0), H_f = \begin{pmatrix} 2 & 0 \\ 0 & 2 \end{pmatrix}, which is positive definite (eigenvalues 2, 2), yielding a local minimum. In contrast, for f(x,y) = x^2 - y^2, at (0,0), H_f = \begin{pmatrix} 2 & 0 \\ 0 & -2 \end{pmatrix}, which is indefinite (eigenvalues 2, -2; D = -4 < 0), indicating a .

Applications in Optimization

Multivariable derivative tests, particularly those involving the , play a central role in unconstrained optimization by classifying critical points of multivariable functions as local minima, maxima, or saddle points, enabling the identification of optimal solutions in high-dimensional spaces. These tests are especially valuable for smooth, twice-differentiable objective functions where the vanishes at candidate points. In contrast, often employs methods like to incorporate boundary conditions, leaving the interior Hessian analysis for unconstrained subproblems or the function itself. A representative example is the unconstrained minimization of the quadratic function f(x, y) = x^2 + 2xy + y^2, which simplifies to (x + y)^2. The \nabla f = (2x + 2y, 2x + 2y) equals zero along the line x + y = 0, yielding a continuum of critical points. The is H = \begin{pmatrix} 2 & 2 \\ 2 & 2 \end{pmatrix}, with eigenvalues 4 and 0, indicating positive semi-definiteness; this confirms a global minimum of 0 achieved along the critical line, as f(x, y) \geq 0 everywhere. In , Hessian-based tests verify second-order conditions for utility maximization problems, such as or models, by ensuring the objective function's concavity through positive definiteness of the bordered or standard . In physics, particularly molecular simulations, the characterizes surfaces, where a at a critical point signals a minimum corresponding to molecular geometries. In , these tests analyze landscapes, identifying critical points to inform second-order optimization techniques that accelerate convergence beyond first-order . Saddle points, detected when the Hessian has both positive and negative eigenvalues, reveal directions of ascent and descent in the function, which can stall algorithms by creating flat regions with vanishing gradients; this motivates perturbed variants to efficiently escape such points in non-convex settings. When computing the analytic proves challenging due to function complexity, numerical approximations via finite differences or quasi-Newton updates (such as BFGS) provide practical alternatives, maintaining efficiency in large-scale problems. Inconclusive cases, like degenerate Hessians with zero eigenvalues, often necessitate higher-order tests or global search methods to resolve the nature of critical points.

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