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I'm stymied as to how to determine the second derivative with respect to $x$ of the following infinite sum, $G(x)$. $$ G(x) = \bigg( \sum_{k=-\infty}^{\infty} g_k(x) \bigg)^n . $$ Both $g_k(x)$ and $G(x)$ are well behaved.

If I have things right so far (i.e., if — and perhaps a big if — I have applied the chain rule intelligently), then: $$ G'(x) = n \times \bigg( \sum_{k=-\infty}^{\infty} g_k(x) \bigg)^{n-1} \times \sum_{k=-\infty}^{\infty} g'_k(x) . $$ But after that, I can't keep things straight in my head to obtain $G''(x)$. Guidance, please.

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You can use the intuitive rules you know about derivatives of sums, but if you want a proof that is very explicit: $$ G(x) = \bigg( \sum_{k=-\infty}^{\infty} g_k(x) \bigg)^n = \sum_{k_1,\dots,k_n| k_i \in \mathbb{Z}} \prod_{i = 1}^n g_{k_i}(x). $$ The last summation is over $n$-tuples $(k_1, \dots, k_n)$ of integers. (Keep in mind that, if $n = 2$, then $(1,1)$, for example, would appear twice.) Let's assume that $G, g$ are such that the 1st and 2nd derivatives exist. Then $$ G'(x) = \sum_{k_1,\dots,k_n| k_i \in \mathbb{Z}} \sum_{i=1}^n g'_{k_i}(x) \prod_{j \neq i}^n g_{k_j}(x), $$ and $$ G''(x) = \sum_{k_1,\dots,k_n| k_i \in \mathbb{Z}} \left( \sum_{i=1}^n g''_{k_i}(x) \prod_{j \neq i}^n g_{k_j}(x) + \sum_{i=1}^n \sum_{j\neq i}^n g'_{k_i}(x) g'_{k_j}(x) \prod_{l \neq i, j}^n g_{k_l}(x)\right). $$ This does not look very helpful, but we can rewrite the expressions a bit: $$ G'(x) = \sum_{i=1}^n \sum_{k_1,\dots,k_n| k_i \in \mathbb{Z}} g'_{k_i}(x) \prod_{j \neq i}^n g_{k_j}(x) = n \sum_{k_1 \in \mathbb{Z}} \sum_{k_2,\dots,k_n| k_i \in \mathbb{Z}} g'_{k_1}(x) \prod_{j = 2}^n g_{k_j}(x). $$ This second equality comes from symmetry. The terms of the outside sum have the same value. It doesn't matter which of the $k_i$ is picked as $k_1$ for the derivative. Doing two more steps, $$ G'(x) = n \sum_{k_1 \in \mathbb{Z}} g'_{k_1}(x) \left( \sum_{k_2,\dots,k_n| k_i \in \mathbb{Z}}\prod_{j = 2}^n g_{k_j}(x)\right) = n \sum_{k_1 \in \mathbb{Z}} g'_{k_1}(x) \left( \sum_{k = -\infty}^{\infty}g_k(x)\right)^{n-1} $$ $$ = n \left( \sum_{i = -\infty}^{\infty} g'_i(x) \right) \left( \sum_{k = -\infty}^{\infty}g_k(x)\right)^{n-1}. $$ Similarly, we can rewrite for $G''(x)$. The first part is processed similarly to the above. The other requires a bit more care. $$ G''(x) = \sum_{k_1,\dots,k_n| k_i \in \mathbb{Z}} \sum_{i=1}^n g''_{k_i}(x) \prod_{j \neq i}^n g_{k_j}(x) + \sum_{k_1,\dots,k_n| k_i \in \mathbb{Z}}\sum_{i=1}^n \sum_{j\neq i}^n g'_{k_i}(x) g'_{k_j}(x) \prod_{l \neq i, j}^n g_{k_l}(x) $$ $$ = n \left( \sum_{i = -\infty}^{\infty} g''_i(x) \right) \left( \sum_{k = -\infty}^{\infty}g_k(x)\right)^{n-1} + \sum_{i=1}^n \sum_{j\neq i}^n \sum_{k_1,\dots,k_n| k_i \in \mathbb{Z}} g'_{k_i}(x) g'_{k_j}(x) \prod_{l \neq i, j}^n g_{k_l}(x) $$ $$ = n \left( \sum_{i = -\infty}^{\infty} g''_i(x) \right) \left( \sum_{k = -\infty}^{\infty}g_k(x)\right)^{n-1} + n(n-1) \sum_{k_1,k_2 \in \mathbb{Z}} \sum_{k_3,\dots,k_n| k_i \in \mathbb{Z}} g'_{k_1}(x) g'_{k_2}(x) \prod_{l = 3}^n g_{k_l}(x). $$ This last equality comes again from symmetry. The terms corresponding to the choice $i, j$ have the same value. There are $n(n-1)$ to choose the ordered pair $i, j$, with $j \neq i$ from $\{1, \dots, n\}$. Continuing, $$ G''(x) = n \left( \sum_{i = -\infty}^{\infty} g''_i(x) \right) \left( \sum_{k = -\infty}^{\infty}g_k(x)\right)^{n-1} + n(n-1)\left( \sum_{k_1,k_2 \in \mathbb{Z}} g'_{k_1}(x) g'_{k_2}(x) \right) \left( \sum_{k_3,\dots,k_n| k_i \in \mathbb{Z}} \prod_{l = 3}^n g_{k_l}(x) \right) $$ $$ = n \left( \sum_{i = -\infty}^{\infty} g''_i(x) \right) \left( \sum_{k = -\infty}^{\infty}g_k(x)\right)^{n-1} + n(n-1)\left( \sum_{i,j = -\infty}^{\infty} g'_{i}(x) g'_{j}(x) \right) \left( \sum_{k = -\infty}^{\infty}g_k(x)\right)^{n-2} $$ $$ = n \left( \sum_{i = -\infty}^{\infty} g''_i(x) \right) \left( \sum_{k = -\infty}^{\infty}g_k(x)\right)^{n-1} + n(n-1)\left( \sum_{i = -\infty}^{\infty} g'_{i}(x) \right) \left( \sum_{j = -\infty}^{\infty} g'_{j}(x) \right) \left( \sum_{k = -\infty}^{\infty}g_k(x)\right)^{n-2} $$ $$ = n \left( \sum_{i = -\infty}^{\infty} g''_i(x) \right) \left( \sum_{k = -\infty}^{\infty}g_k(x)\right)^{n-1} + \frac{n(n-1)}{2}\left( \sum_{i < j| i, j \in \mathbb{Z}} g'_{i}(x) g'_{j}(x) \right) \left( \sum_{k = -\infty}^{\infty}g_k(x)\right)^{n-2}. $$ There are multiple ways of representing the last result, but they follow the chain rule intuition.

Surge
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    Thank you. So very much more guidance and insight that I ever expected. In particular, because I was relying, as you surmised, on some intuition to obtain the first derivative, I found it especially helpful to see that intuition formally justified in the use of the product. – CrimsonDark Jan 03 '24 at 16:06
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It might be convenient to set \begin{align*} F(x):=\sum_{k=-\infty}^{\infty} g_k(x)\tag{1} \end{align*} Assuming $F(x)$ is twice differentiable, we obtain by applying the product rule $(fg)^{\prime}=f^{\prime}g+fg^{\prime}$: \begin{align*} G(x)&=F(x)^n\\ G^{\prime}(x)&=\left(F(x)^n\right)^{\prime}=n\left(F(x)\right)^{n-1}F^{\prime}(x)\\ \color{blue}{G^{\prime\prime}(x)}&=\left(nF(x)^{n-1}F^{\prime}(x)\right)^{\prime}\\ &=n\left(F(x)^{n-1}\right)^{\prime}F^{\prime}(x)+n\left(F(x)\right)^{n-1}F^{\prime\prime}(x)\\ &\,\,\color{blue}{=n(n-1)F(x)^{n-2}\left(F^{\prime}(x)\right)^2+nF(x)^{n-1}F^{\prime\prime}(x)}\tag{2} \end{align*}

Substituting (1) in (2) we obtain \begin{align*} \color{blue}{G^{\prime\prime}(x)} &\color{blue}{=n(n-1)\left(\sum_{k=-\infty}^{\infty} g_k(x)\right)^{n-2} \left(\sum_{k=-\infty}^{\infty} g_k^{\prime}(x)\right)^2}\\ &\qquad\qquad\color{blue}{ +n\left(\sum_{k=-\infty}^{\infty} g_k(x)\right)^{n-1} \left(\sum_{k=-\infty}^{\infty} g_k^{\prime\prime}(x)\right)} \end{align*}

Markus Scheuer
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