Can the Second Derivative of a Function be Compact?

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Discussion Overview

The discussion revolves around the mathematical representation of the second derivative of a function in terms of its variables and their derivatives, particularly focusing on whether it can be expressed compactly using matrix notation. Participants explore various formulations and the application of the Hessian matrix in this context.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant proposes a compact form for the second derivative using matrix notation, questioning if it can be expressed similarly to the first derivative.
  • Another participant elaborates on the use of summation notation and applies the product rule to derive a form involving the Hessian matrix.
  • A third participant expresses difficulty in understanding the summation notation and requests a matrix representation instead.
  • A later reply presents a matrix form of the second derivative, which aligns with the previous discussions but emphasizes the need for clarity in notation.
  • Another participant acknowledges the complexity of the derived expressions and expresses gratitude for the matrix formulation.
  • One participant questions the existence of a dot product between matrices and seeks clarification on simplifying the notation for the matrices involved.

Areas of Agreement / Disagreement

Participants generally agree on the mathematical formulations being discussed, but there is no consensus on the best representation or simplification of the matrices involved. The discussion remains open with various perspectives on notation and comprehension.

Contextual Notes

Some participants express uncertainty about the notation and the implications of using matrix forms, indicating a potential limitation in understanding the mathematical expressions fully.

Jhenrique
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Given a function f(x(t, s) y(t, s)), if is possible to compact
\frac{∂f}{∂t}=\frac{∂f}{∂x} \frac{∂x}{∂t}+\frac{∂f}{∂y} \frac{∂y}{∂t}
by
\frac{df}{dt}=\bigtriangledown f\cdot \frac{d\vec{r}}{dt}

So, analogously, isn't possible to compact the sencond derivate
\frac{\partial^2 f}{\partial s \partial t} = \frac{\partial^2 f}{\partial x^2} \frac{\partial x}{\partial s }\frac{\partial x}{\partial t } + \frac{\partial^2 f}{\partial x \partial y}\left( \frac{\partial y}{\partial s }\frac{\partial x}{\partial t } + \frac{\partial x}{\partial s }\frac{\partial y}{\partial t }\right) + \frac{\partial^2 f}{\partial y^2} \frac{\partial y}{\partial s }\frac{\partial y}{\partial t }+\frac{\partial f}{\partial x}\frac{\partial^2 x}{\partial s \partial t}+\frac{\partial f}{\partial y}\frac{\partial^2 y}{\partial s \partial t}
using matrix with the matrix Hessian(f) ?
 
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\frac{\partial}{\partial t} = \sum_{i} \frac{\partial x_i}{\partial t}\frac{\partial}{\partial x_i}
\frac{\partial}{\partial s} = \sum_{i} \frac{\partial x_i}{\partial s}\frac{\partial}{\partial x_i}
\frac{\partial^2}{\partial s\partial t}f = \sum_{i,j} \frac{\partial x_i}{\partial s}\frac{\partial}{\partial x_i} \frac{\partial x_j}{\partial t}\frac{\partial f}{\partial x_j}
Next I applied the product rule:
\frac{\partial^2}{\partial s\partial t}f = \sum_{i,j} \frac{\partial x_i}{\partial s}\left( \frac{\partial^2 x_j}{\partial x_i \partial t}\frac{\partial f}{\partial x_j} +\frac{\partial x_j}{\partial t}\frac{\partial f}{\partial x_i \partial x_j} \right)
The second term above involves the Hessian matrix, which is sandwiched between \partial \mathbf{x}^T/\partial s and \partial \mathbf{x}/\partial t. I've moved this to become the first term.
\frac{\partial^2}{\partial s\partial t}f = \sum_{i,j} \frac{\partial x_i}{\partial s} H_{ij}(f)\frac{\partial x_j}{\partial t} + \sum_{i,j}\frac{\partial x_i}{\partial s}\frac{\partial^2 x_j}{\partial x_i \partial t}\frac{\partial f}{\partial x_j}
Finally I reverse chain ruled the second term.
\frac{\partial^2}{\partial s\partial t}f = \sum_{i,j} \frac{\partial x_i}{\partial s} H_{ij}(f)\frac{\partial x_j}{\partial t} + \sum_{j}\frac{\partial^2 x_j}{\partial s \partial t}\frac{\partial f}{\partial x_j}

You may want to check my math.
 
Your math appears to be correct. But, I don't know how you and outhers are capable to comprehend this summation notation!

I'm looking for matrix, without summation.
 
How's this?

\frac{\partial^2 f}{\partial s \partial t} = \frac{\partial \mathbf{x}^T}{\partial s} \mathbf{H}(f)\frac{\partial \mathbf{x}}{\partial t} + \frac{\partial^2 \mathbf{x}}{\partial s \partial t} \cdot \nabla f
 
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Oh yeah! This is what I was looking for! I never would be capable to deduce this!
By the way, it's complicated!
thx!
 
Moreover... in matricial form, could be wrote so:
\begin{bmatrix} \frac{\partial^2 f}{\partial x\partial x} & \frac{\partial^2 f}{\partial x\partial y}\\ \frac{\partial^2 f}{\partial y\partial x} & \frac{\partial^2 f}{\partial y\partial y} \end{bmatrix} \cdot \begin{bmatrix} \frac{\partial x}{\partial s} \frac{\partial x}{\partial t} & \frac{\partial x}{\partial s} \frac{\partial y}{\partial t}\\ \frac{\partial y}{\partial s} \frac{\partial x}{\partial t} & \frac{\partial y}{\partial s} \frac{\partial y}{\partial t} \end{bmatrix} + \begin{bmatrix} \frac{\partial f}{\partial x} \\ \frac{\partial f}{\partial y} \end{bmatrix} \cdot \begin{bmatrix} \frac{\partial^2 x}{\partial s\partial t}\\ \frac{\partial^2 y}{\partial s\partial t} \end{bmatrix}

But, I ask... exist dot product between matrices (tensors of rank 2)?

And is possible call the second matrix of something more simplificated? The first is H(f), the third is ∇f and the fourth is ∂²x/∂s∂t...
 

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