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Third-Order Derivative Tensor

Definition

For a scalar function f ⁣:A⊆Rn→Rf\colon A\subseteq\mathbb{R}^n\to\mathbb{R} with third-order partial derivatives continuous on an open neighbourhood of a\boldsymbol{a} (that is, ff is C3C^3 there), the third-order derivative tensor is the array

D3f(a)=(fxixjxk(a))i,j,k=1n.\boldsymbol{D}^3 f(\boldsymbol{a})=\left(f_{x_i x_j x_k}(\boldsymbol{a})\right)_{i,j,k=1}^n.

It represents the trilinear map

D3f(a)[u,v,w]=∑i,j,k=1nfxixjxk(a)uivjwk.\boldsymbol{D}^3 f(\boldsymbol{a})[\boldsymbol{u},\boldsymbol{v},\boldsymbol{w}] =\sum_{i,j,k=1}^n f_{x_i x_j x_k}(\boldsymbol{a})u_i v_j w_k.

Interpretation

The third derivative tensor stores all third-order partial derivatives at a point, in the same way that the Hessian stores all second-order ones. Third-order partials carry three indices, so they fill a cube rather than a matrix.

A 2 by 2 by 2 cube of third-order partial derivatives f ijk, with front layer k = 1 and back layer k = 2, with row and column directions labelled i and j and layers labelled k.

For n=2n=2 the cube has 23=82^3=8 entries fijkf_{ijk}, short for fxixjxk(a)f_{x_ix_jx_k}(\boldsymbol{a}): ii picks the row, jj the column and kk the layer, with k=1k=1 in front and k=2k=2 at the back. For a C3C^3 function, entries whose indices are rearrangements of each other are equal (higher-order symmetry of partials), for example f112=f121=f211f_{112}=f_{121}=f_{211}, so only four different values remain: f111f_{111}, f112f_{112}, f122f_{122} and f222f_{222}.

The array is used by feeding it vectors. Trilinear means linear in each of the three slots separately, just as u⊤Hf(a)v\boldsymbol{u}^{\top}\boldsymbol{H}_f(\boldsymbol{a})\boldsymbol{v} is linear in u\boldsymbol{u} and in v\boldsymbol{v}. With the same displacement h\boldsymbol{h} in all three slots, 13!D3f(a)[h,h,h]\tfrac{1}{3!}\boldsymbol{D}^3f(\boldsymbol{a})[\boldsymbol{h},\boldsymbol{h},\boldsymbol{h}] is the cubic term of the Taylor polynomial (tensor contraction for Taylor terms).

For f(x,y)=x3+xy2f(x,y)=x^3+xy^2 from the Examples, f111=6f_{111}=6, the three arrangements of f122f_{122} equal 22 and all other entries are 00. The sum is therefore 6h13+3⋅2 h1h226h_1^3+3\cdot2\,h_1h_2^2, and the cubic term is h13+h1h22=f(h)h_1^3+h_1h_2^2=f(\boldsymbol{h}): for a polynomial whose terms all have degree 33, the cubic Taylor term is the polynomial itself. A common slip is to count each mixed value once. In the sum, f122f_{122}, f212f_{212} and f221f_{221} are separate entries with the same value, which is where the factor 33 comes from.


Key Results

  • For nn variables, the raw array has n3n^3 entries.
  • If the third partial derivatives are continuous, many entries are equal by symmetry.
  • Taylor's third-order term is obtained by feeding the displacement vector into the tensor three times.

Examples

  • For f(x,y)=x3+xy2f(x,y)=x^3+xy^2, entries include fxxx=6f_{xxx}=6, fxyy=2f_{xyy}=2, and fyyy=0f_{yyy}=0.
  • For f(x,y,z)=xyzf(x,y,z)=xyz, all mixed third partials with one xx, one yy, and one zz equal 11.

Prerequisites

Sources

Aliases: third-order tensor of derivatives Keywords: third derivative tensor, array of third partial derivatives Symbols: real numbers, subset, sum

Last updated: 27 October 2026 11:52