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What does this expression mean?

$$f\in C^2[a,b]$$

More specifically, I don't know what $C$ means.

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    as has been noted, the "$C$" stands for "continuous", the $2$ for "second derivative"; so functions with domain $[a,b]$ that have second derivatives that are continuous.2010-11-26

2 Answers 2

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$f∈C^2[a,b]$ means that $f : [a,b] \rightarrow \mathbb{R}$ is a function that is twice differentiable with each derivative continuous. That is, $f'$ and $f''$ both exist and are both continuous.

$C^0$ means the function is continuous, $C^1$ means the first derivative is continuous, $C^2$ means the second derivative is continuous, In general, $C^n$ means the $n^{th}$ derivative is continuous.

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    Did you mean $f:[a,b] \rightarrow \mathbb{R}$?2010-11-25
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    In other words, $C^2$ means that the function and its first derivative is continuous in $[a,b]$?2010-11-26
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    $C^0$ means the function is continuos, $C^1$ means the first derivative is continuos, $C^2$ means the second derivative is continuos, In general, $C^{n}$ means the $n^{th}$ derivative is continuos.2010-11-26
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    @tomm89: It means that $f$, $f'$, and $f''$ are continuous on $[a,b]$ (equivalently, $f''$ is continuous on $[a,b]$, as Sivaram noted).2010-11-26
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    @Shai: yes, thank you. Fixed.2010-11-26
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$f:[a,b]\to \mathbb{R}$ or $\to \mathbb{C}$. And both the first and second derivatives of $f$ are continuous.