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Schwarzian Derivative


The Schwarzian derivative of a three times continuously differentiable function f is

 S(f)(x)=(f^(''')(x))/(f^'(x))-3/2[(f^('')(x))/(f^'(x))]^2,
(1)

where f^'(x)!=0. The same definition applies to an analytic function of a complex variable wherever its derivative is nonzero.

Its chain rule for function composition is

 S(f degreesg)(x)=S(f)(g(x))[g^'(x)]^2+S(g)(x),
(2)

where the derivatives g^'(x) and f^'(g(x)) are nonzero. Consequently, postcomposition by a linear fractional transformation M leaves it unchanged,

 S(M degreesf)(x)=S(f)(x).
(3)

Locally, S(f)=0 iff f(x)=(ax+b)/(cx+d) with ad-bc!=0, away from the pole of the linear fractional transformation (Ovsienko and Tabachnikov 2009, pp. 34-36).

If y_1 and y_2 are linearly independent solutions of the second-order ordinary differential equation

 y^('')+1/2R(x)y=0,
(4)

then their quotient satisfies

 S(y_1/y_2)(x)=R(x)
(5)

wherever y_2(x)!=0 (Ovsienko and Tabachnikov 2009, pp. 34-36). The nome and elliptic lambda function provide examples of this connection with differential equations.

In one-dimensional dynamics, a negative Schwarzian derivative is a useful hypothesis in studying period doubling (Tabor 1989, p. 220). For example, the logistic map f(x)=rx(1-x) with r>0 has

 S(f)(x)=-6/((1-2x)^2)<0
(6)

for x!=1/2. Negativity alone does not imply the universality of the Feigenbaum constant, whose scaling class also depends on the order of the critical point (Feigenbaum 1978, p. 25).


See also

Chain Rule, Derivative, Feigenbaum Constant, Linear Fractional Transformation, Second-Order Ordinary Differential Equation

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References

Feigenbaum, M. J. "Quantitative Universality for a Class of Nonlinear Transformations." J. Stat. Phys. 19, 25-52, 1978. https://doi.org/10.1007/BF01020332.Ovsienko, V. and Tabachnikov, S. "What Is...the Schwarzian Derivative?" Notices Amer. Math. Soc. 56, 34-36, 2009. https://ovsienko.perso.math.cnrs.fr/Publis/what-is.pdf.Tabor, M. Chaos and Integrability in Nonlinear Dynamics: An Introduction. New York: Wiley, 1989.Yang, Y. "On Differential Equations Satisfied by Modular Forms." Math. Z. 246, 1-19, 2004. https://doi.org/10.1007/s00209-003-0573-4.

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Schwarzian Derivative

Cite this as:

Weisstein, Eric W. "Schwarzian Derivative." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/SchwarzianDerivative.html

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