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Lesson 66 — Concavity and Inflection Points

Sign of f'': concave up when f'' > 0, down when f'' < 0. Inflection where f'' changes sign. Second derivative test for extrema.

Used in: 2nd Year High School Advanced · Japanese Equiv. Math I/II · German Equiv. Leistungskurs Analysis · University Calculus I

f(x)>0    f concave,f(x)<0    f concave,f changes sign    inflectionf''(x) > 0 \implies f \text{ concave}\uparrow, \quad f''(x) < 0 \implies f \text{ concave}\downarrow, \quad f'' \text{ changes sign} \implies \text{inflection}
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Rigorous notation, full derivation, hypotheses

Rigorous Definition and Criteria

Concavity and Convexity

"The function ff is concave up on an interval II if f(x)0f''(x) \geq 0 for all xIx \in I." — OpenStax Calculus Vol. 1 §4.5

Criterion via Second Derivative: If ff is twice differentiable on II:

  • f(x)0f''(x) \geq 0 on II     \iff ff is convex (concave up).
  • f(x)0f''(x) \leq 0 on II     \iff ff is concave (downward).
  • f(x)>0f''(x) > 0 strictly \Rightarrow strict convexity.
f'' > 0 — bowlchord above arcf'' < 0 — capchord below arc

Concave up (f'' > 0): chord lies above the arc. Concave down (f'' < 0): chord lies below the arc.

Inflection Point

Caution: f(x0)=0f''(x_0) = 0 is a necessary but NOT sufficient condition. Canonical counterexample: f(x)=x4f(x) = x^4 has f(0)=0f''(0) = 0 but f0f'' \geq 0 in a neighborhood of 00 — no sign change, thus 00 is not an inflection point.

"If the concavity changes at a point (x0,f(x0))(x_0, f(x_0)), we call this a point of inflection. It must be the case that f(x0)f''(x_0) changes sign." — APEX Calculus §3.4

Second Derivative Test for Local Extrema

Proof for minimum: If f(x0)=0f'(x_0) = 0 and f(x0)>0f''(x_0) > 0, by continuity of ff'' there exists a neighborhood where f(x)>0f''(x) > 0, hence ff' is increasing in this neighborhood. Since f(x0)=0f'(x_0) = 0, we have f<0f' < 0 to the left and f>0f' > 0 to the right of x0x_0 — by the first derivative test, x0x_0 is a local minimum. ∎

Solved Examples

Exercise list

40 exercises · 10 with worked solution (25%)

20 10 4 2 4
  1. Ex. 66.1

    Determine the concavity of f(x)=x2f(x) = x^2 on all of R\mathbb{R}. Is there an inflection point?

  2. Ex. 66.2

    Determine the concavity and inflection points of f(x)=x3f(x) = x^3.

  3. Ex. 66.3

    Concavity of f(x)=x4f(x) = x^4. Is there an inflection point at x=0x = 0? Justify using the sign of ff''.

  4. Ex. 66.4

    Concavity of f(x)=exf(x) = e^x on all of R\mathbb{R}. Is there an inflection point?

  5. Ex. 66.5Answer key

    Concavity of f(x)=lnxf(x) = \ln x on (0,)(0, \infty).

  6. Ex. 66.6

    Concavity of f(x)=sinxf(x) = \sin x on [0,2π][0, 2\pi]. Identify the inflection points.

  7. Ex. 66.7

    Concavity of f(x)=cosxf(x) = \cos x on [0,2π][0, 2\pi]. Inflection points.

  8. Ex. 66.8

    Concavity of f(x)=1/xf(x) = 1/x on the intervals (0,)(0,\infty) and (,0)(-\infty,0).

  9. Ex. 66.9

    Concavity of f(x)=ex2/2f(x) = e^{-x^2/2} (Gaussian). Identify the inflection points.

  10. Ex. 66.10

    Concavity and inflection of f(x)=x33x2+2f(x) = x^3 - 3x^2 + 2.

  11. Ex. 66.11Answer key

    Use the ff'' test: classify the extrema of f(x)=x312xf(x) = x^3 - 12x.

  12. Ex. 66.12

    Extrema of f(x)=x44x2f(x) = x^4 - 4x^2 via ff'' test.

  13. Ex. 66.13

    Extrema of f(x)=xexf(x) = x e^{-x} via ff''.

  14. Ex. 66.14Answer key

    Extrema of f(x)=x2lnxf(x) = x^2 \ln x on (0,)(0, \infty) via ff''.

  15. Ex. 66.15Answer key

    Extrema of f(x)=sinx+12sin(2x)f(x) = \sin x + \frac{1}{2}\sin(2x) on [0,2π][0, 2\pi].

  16. Ex. 66.16

    Show that f(x)=x4f(x) = x^4 has a minimum at x=0x = 0 despite f(0)=0f''(0) = 0 (inconclusive test).

  17. Ex. 66.17

    Show that f(x)=x5f(x) = x^5 has no extremum at x=0x = 0 despite f(0)=0f'(0) = 0.

  18. Ex. 66.18

    For f(x)=x2+1/xf(x) = x^2 + 1/x on x>0x > 0: find the minimum and justify with ff''.

  19. Ex. 66.19

    Extrema of f(x)=lnx/xf(x) = \ln x / x on (0,)(0, \infty) via ff''.

  20. Ex. 66.20

    Extrema of f(x)=x1/xf(x) = x^{1/x} on (0,)(0, \infty) (take lnf\ln f before differentiating).

  21. Ex. 66.21

    Cost C(q)=q36q2+9q+100C(q) = q^3 - 6q^2 + 9q + 100. Find the inflection point and interpret it as a change in marginal return.

  22. Ex. 66.22Answer key

    Profit π(q)=q3+30q2100q\pi(q) = -q^3 + 30q^2 - 100q. Maximize via π\pi' and confirm with π\pi''.

  23. Ex. 66.23Answer key

    Logistic curve P(t)=K/(1+ert)P(t) = K/(1 + e^{-rt}). Show there is an inflection point at P=K/2P = K/2 (half the carrying capacity).

  24. Ex. 66.24

    Potential energy U(x)=cosxU(x) = -\cos x (pendulum). Find stable and unstable equilibria using UU''.

  25. Ex. 66.25

    Harmonic spring: U(x)=12kx2U(x) = \frac{1}{2}kx^2. Show x=0x = 0 is a stable equilibrium using UU''.

  26. Ex. 66.26

    Bernoulli entropy H(p)=plnp(1p)ln(1p)H(p) = -p\ln p - (1-p)\ln(1-p). Show H<0H'' < 0 and that the maximum is at p=1/2p = 1/2.

  27. Ex. 66.27Answer key

    Learning curve L(t)=1ektL(t) = 1 - e^{-kt}. Determine its concavity. What does it say about the speed of learning?

  28. Ex. 66.28

    In an epidemic, the peak of new cases occurs at the inflection point of the cumulative case curve f(t)f(t). Justify geometrically and via ff''.

  29. Ex. 66.29

    Utility U(W)=lnWU(W) = \ln W is concave. Explain how Jensen's inequality implies risk aversion for this investor.

  30. Ex. 66.30

    Why does the linear regression loss function have a unique global minimum? Justify using convexity.

  31. Ex. 66.31

    What is the correct condition for x0x_0 to be an inflection point of ff?

  32. Ex. 66.32

    Prove that the sum of two convex functions is convex, using the definition via ff''.

  33. Ex. 66.33

    Show that ff convex on II implies the midpoint inequality: f ⁣(x+y2)f(x)+f(y)2f\!\left(\frac{x+y}{2}\right) \leq \frac{f(x)+f(y)}{2}.

  34. Ex. 66.34

    Why is f(x0)=0f''(x_0) = 0 not sufficient to guarantee an inflection point? Give a concrete counterexample.

  35. Ex. 66.35

    Show that ln\ln is concave on (0,)(0,\infty) and use it to prove the AM-GM inequality: (x+y)/2xy(x+y)/2 \geq \sqrt{xy} for x,y>0x, y > 0.

  36. Ex. 66.36Answer key

    Huber function L(x)=x2/2L(x) = x^2/2 if x1|x| \leq 1; x1/2|x| - 1/2 otherwise. Is it convex? Where is LL'' discontinuous?

  37. Ex. 66.37

    Prove the second derivative test using the Taylor polynomial of order 2.

  38. Ex. 66.38Answer key

    Prove Jensen's inequality for two points: f(tx1+(1t)x2)tf(x1)+(1t)f(x2)f(tx_1 + (1-t)x_2) \leq tf(x_1) + (1-t)f(x_2) — directly from the definition of convexity.

  39. Ex. 66.39

    Prove that a convex function on an open interval is continuous on the interior.

  40. Ex. 66.40Answer key

    Prove that ff is convex if and only if its graph lies above every tangent line: f(y)f(x)+f(x)(yx)f(y) \geq f(x) + f'(x)(y-x) for all x,yx, y.

Sources

  • Active Calculus — Boelkins · 2024 · §3.1 Using Derivatives to Identify Extreme Values · CC-BY-NC-SA. Primary source.
  • Calculus Volume 1 — OpenStax · 2016 · §4.5 Derivatives and the Shape of a Graph · CC-BY-NC-SA.
  • APEX Calculus — Hartman et al. · 2024 · v5.0 · §3.4 Concavity and the Second Derivative Test · CC-BY-NC.

Updated on 2024-07-24 · Author(s): Clube da Matemática

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