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Second Derivative Test


Suppose f(x) is a function of x that is twice differentiable at a stationary point x_0.

1. If f^('')(x_0)>0, then f has a local minimum at x_0.

2. If f^('')(x_0)<0, then f has a local maximum at x_0.

The extremum test gives slightly more general conditions under which a function with f^('')(x_0)=0 is a maximum or minimum.

If f(x,y) is a two-dimensional function that has a local extremum at a point (x_0,y_0) and has continuous partial derivatives at this point, then f_x(x_0,y_0)=0 and f_y(x_0,y_0)=0. The second partial derivatives test classifies the point as a local maximum or local minimum.

Define the second derivative test discriminant as

D=f_(xx)f_(yy)-f_(xy)f_(yx)
(1)
=f_(xx)f_(yy)-f_(xy)^2.
(2)

Then

1. If D>0 and f_(xx)(x_0,y_0)>0, the point is a local minimum.

2. If D>0 and f_(xx)(x_0,y_0)<0, the point is a local maximum.

3. If D<0, the point is a saddle point.

4. If D=0, higher order tests must be used.


See also

Extremum, Extremum Test, First Derivative Test, Global Maximum, Global Minimum, Hessian, Local Maximum, Local Minimum, Maximum, Minimum, Saddle Point, Second Derivative Test Discriminant Explore this topic in the MathWorld classroom

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References

Abramowitz, M. and Stegun, I. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, p. 14, 1972.Thomas, G. B. Jr. and Finney, R. L. "Maxima, Minima, and Saddle Points." §12.8 in Calculus and Analytic Geometry, 8th ed. Reading, MA: Addison-Wesley, pp. 881-891, 1992.

Referenced on Wolfram|Alpha

Second Derivative Test

Cite this as:

Weisstein, Eric W. "Second Derivative Test." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/SecondDerivativeTest.html

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