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How do you find the gradient of a gradient?

Published in Calculus & Derivatives 4 mins read

The question "How do you find the gradient of a gradient?" isn't quite precise. The term "gradient" in its most basic sense, as the references explain, relates to the steepness of a line or slope, calculated by dividing the vertical height by the horizontal distance. However, in mathematics and physics, when we talk about the "gradient of a gradient," we are typically referring to something more complex. Instead of a line on a 2D plane, we are often dealing with:

  • Functions in multiple dimensions: A gradient, in this context, isn't just a single value describing a slope; it is a vector pointing in the direction of the greatest rate of change of the function.
  • Spatial or Temporal Changes: Instead of just a 2D graph, the gradient can apply to properties changing across space or time.

Let's explore the different interpretations of the question and how to address them.

Interpretation 1: The Rate of Change of a Slope

If we interpret the question literally as finding the rate of change of a simple slope (like on a graph) as it changes over space, we'd be looking at how the steepness of a line itself changes along an axis.

  • Example: Think of a hill. Its gradient (steepness) isn't constant; it gets steeper, flattens out, and then declines. To find the gradient of that gradient, we're actually looking at the rate of change of the steepness of the hill. In mathematical terms, this concept relates to finding the second derivative of a function.

  • First Derivative: A function f(x) gives us the position of a point. The first derivative f'(x) (or df/dx) tells us the slope of the line tangent to that function at the given point x; this is the gradient.

  • To calculate this, we look at the change in vertical height divided by the change in horizontal distance for a small change in x, which the reference describes.

  • Second Derivative: The second derivative f''(x) (or d²f/dx²) tells us the rate of change of that slope at that point x - i.e., the gradient of the gradient.

  • It tells us if the slope is increasing, decreasing or unchanging as we move along the function.

  • Calculating the second derivative: You typically start with the function f(x), compute the first derivative f'(x) and then differentiate f'(x) with respect to x, which gives you the second derivative f''(x).

Interpretation 2: The Gradient of a Gradient Vector Field

In higher dimensions, when dealing with functions of multiple variables, the gradient becomes a vector field. If we then want to understand how this gradient vector changes in space, we essentially find the gradient of this gradient which is called the Hessian matrix.

The Hessian Matrix

  • What it is: If you have a function f(x,y) of two variables, the gradient ∇f is a vector field (e.g. ⟨∂f/∂x, ∂f/∂y⟩). To find the gradient of that, you find all the second-order partial derivatives of the function:

    H = | ∂²f/∂x²   ∂²f/∂y∂x |
        | ∂²f/∂x∂y   ∂²f/∂y² |

    This matrix is called the Hessian matrix.

  • What it tells us: The Hessian matrix describes the curvature of the function at a specific point. It shows how the gradient is changing, which helps to identify critical points and determine whether a stationary point is a maximum, minimum or saddle point.

  • Examples:

    • Function: f(x, y) = x² + y²

      • Gradient: ∇f = ⟨2x, 2y⟩
      • Hessian:
        | 2  0 |
        | 0  2 |
    • Function: g(x, y) = x² - y²

      • Gradient: ∇g = ⟨2x, -2y⟩
      • Hessian:
         | 2  0 |
         | 0  -2 |

Conclusion

Finding the gradient of a gradient depends greatly on what you mean by gradient and the context in which you're using the term. In simple 2D functions, the 'gradient of a gradient' is the second derivative. When the gradient is a vector field in multiple dimensions, the "gradient of the gradient" is represented by the Hessian Matrix. Understanding the concept of the rate of change of a gradient is important for understanding optimization, curvature, and how functions change in different dimensions.

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