Limits to directly check second order differentiability

In summary, the conversation discusses the limits used to check for second-order differentiability of a function. The speaker shares their findings on a specific function and proposes a general rule for determining differentiability. However, the validity of this rule is questioned and possible counterexamples are mentioned.
  • #1
Kumar8434
121
5
Sorry, I mistakenly reported my own post last time. But later I realized that these limits do work. So, I'm posting this again.
I'm using these limits to check second-order differentiability:
$$\lim_{h\rightarrow 0}\frac{f(x+2h)-2f(x+h)+f(x)}{h^2}$$
And,
$$\lim_{h\rightarrow 0}\frac{f(x-2h)-2f(x-h)+f(x)}{h^2}$$
I think that when these limits are equal, then the function is twice differentiable.
Now, I checked it for this function:
$$f(x)=\frac{x^2}{2},x\geq0$$
$$=\frac{-x^2}{2},x<0$$.
Now, this function is differentiable once at ##x=0##. But after the first differentiation, its derivative comes out to be ##|x|## which isn't differentiable at ##x=0##. So, this function is not twice differentiable at ##x=0##. So, those limits should give different values.
Now,$$\lim_{h\rightarrow 0}\frac{f(x+2h)-2f(x+h)+f(x)}{h^2}$$ At ##x=0##,
$$=\lim_{h\rightarrow 0}\frac{f(2h)-2f(h)+f(0)}{h^2}$$
$$=\lim_{h\rightarrow 0}\frac{\frac{(2h)^2}{2}-2\frac{h^2}{2}+0}{h^2}$$
$$=2-1=1$$
And, at ##x=0##,
$$\lim_{h\rightarrow 0}\frac{f(x-2h)-2f(x-h)+f(x)}{h^2}$$
$$=\lim_{h\rightarrow 0}\frac{f(-2h)-2f(-h)+f(0)}{h^2}$$
$$=\lim_{h\rightarrow 0}\frac{\frac{-(-2h)^2}{2}+2\frac{-h^2}{2}+0}{h^2}$$
$$=-2+1=-1$$
So, these limits are not equal, which means ##f(x)## is not twice differentiable at ##x=0##.
So, I think this limit works. Is there some way to prove that a function is twice differentiable only if these two limits are equal?
 
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  • #2
In a similar way, I got the general rule:
A function ##f(x)## is differentiable ##n## times only if these two limits are equal:
1.$$\lim_{h\rightarrow 0}\frac{\sum_{r=0}^n(-1)^r\cdot ^nC_r\cdot f(x+(n-r)h)}{h^n}$$
2.$$\lim_{h\rightarrow 0}\frac{\sum_{r=0}^n(-1)^r\cdot ^nC_r\cdot f(x-(n-r)h)}{(-h)^n}$$
Please note that ##h## itself is assumed to be positive in both the limits. ##x## can be replaced with ##c## to check the differentiability at ##x=c##.
Have I got this result correct or Can counter examples be given against it?
 
Last edited:

Related to Limits to directly check second order differentiability

What is second order differentiability?

Second order differentiability refers to the ability to take the second derivative of a function at a specific point. It measures the rate of change of the rate of change of a function, or how quickly the slope of the function is changing.

Why is it important to check for second order differentiability?

Checking for second order differentiability is important because it indicates the smoothness of a function. A function that is not second order differentiable may have sharp turns or corners, making it difficult to analyze and potentially leading to incorrect conclusions about its behavior.

What are the methods for checking second order differentiability?

The most common method for checking second order differentiability is to take the second derivative of the function and evaluate it at the point in question. If the second derivative exists, then the function is second order differentiable at that point. Other methods include using the definition of differentiability and checking for continuity of the first derivative.

What are the limitations of directly checking for second order differentiability?

Directly checking for second order differentiability can be limited by the complexity of the function in question. Some functions may be difficult to differentiate, making it challenging to evaluate the second derivative. Additionally, there may be points where the function is not continuous, making it impossible to take the second derivative at those points.

How can we overcome the limitations of directly checking for second order differentiability?

One way to overcome these limitations is by using numerical methods, such as approximating the second derivative using difference quotients. Another approach is to simplify the function or use different techniques, such as the Mean Value Theorem, to indirectly check for second order differentiability.

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