Featured image of post 多元函数微分学

多元函数微分学

一般只考虑二元函数

极限

证明极限不存在

寻找路径 $y=f(x)$ ,使最终结果不为确定的常数。

$$f(x,y)=\left\{\begin{aligned} \frac{2xy}{x^2+y^2}, \quad x^2+y^2\neq0\\0, \quad x^2+y^2=0\\ \end{aligned}\right.$$

$$\lim_{x\to 0 \atop y\to 0}f(x,y)\overset{y=kx}=\lim_{x\to 0}\frac{2x\cdot kx}{x^2+k^2x^2}=\frac{2k}{1+k^2} \ \Rightarrow \text{极限不存在}$$

极限存在的计算方法:

换元为一元函数:

$$\lim_{x\to 0\atop y\to a}\frac{\sin xy}{x}=\lim_{xy\to 0\atop y\to a}\frac{\sin xy}{xy}\cdot y=1\cdot a=a$$

夹逼定理

使用夹逼定理时,往往使用如下结论

$$\lim|X|=0 \Rightarrow X=0$$

于是,经常把原式套上绝对值,然后就会自带一个夹逼下限 $0$,再放大到极限为 $0$ 的式子即可

$$0\le \lim_{x\to +\infty \atop y\to + \infty} \left( \frac{xy}{x^2+y^2}\right)^{x^2} \le \lim_{x\to +\infty} \left( \frac{1}{2} \right)^{x^2}=0\\ \Rightarrow \lim_{x\to +\infty \atop y\to + \infty} \left( \frac{xy}{x^2+y^2}\right)^{x^2}=0 $$

累次极限和二重极限都存在,则三者相等

推论:累次极限存在但不相等,则二重极限不存在

考虑函数

$$f(x,y)=\left\{\begin{aligned}x\sin \frac{1}{y}+y\sin \frac{1}{x},\quad xy\neq0\\ 0,\quad xy=0\end{aligned}\right.$$

说明累次极限是否存在和二重极限存在没有关系。

偏导

偏导数的计算

定义法

$$\lim_{x\to x_0}\frac{f(x,y_0)-f(x_0,y_0)}{x-x_0}$$

求一元导函数

$$\frac{d}{dx}f(x,y_0)|_{x=x_0}$$

求偏导函数

$$f'_x(x,y)|_{x=x_0\atop y=y_0}$$

二阶偏导都连续 $\Rightarrow$ 偏导顺序可交换

可微,可偏导,连续,偏导函数连续之间的关系

$$ \text{偏导函数连续} \Rightarrow \text{可微} \Rightarrow \left\{\begin{aligned}&\text{可偏导(偏导数存在)}\\ &\text{连续}\end{aligned}\right.$$

同时,连续的多元函数不一定可微。

微分

验证是否可微

定义法

去证

$$\begin{aligned}\lim_{\Delta x\to 0\atop \Delta y \to 0}\frac{\Delta f -(A \Delta x+B \Delta y)}{\sqrt{\Delta x^2+\Delta y^2}}&=\lim_{\Delta x\to 0\atop \Delta y \to 0}\frac{f(x+\Delta x,y+\Delta y)-f(x,y)-(A \Delta x+B \Delta y)}{\sqrt{\Delta x^2+\Delta y^2}}\\ &=\lim_{\Delta x\to 0\atop \Delta y \to 0}\frac{f(x+\Delta x,y+\Delta y)-f(x,y)-(f_x'(x,y) \Delta x+f'_y(x,y) \Delta y)}{\sqrt{\Delta x^2+\Delta y^2}}\\ &=0\end{aligned}$$

证导函数连续

由 2.3 可得

全增量公式

$$\begin{aligned}\Delta f&=f(x+\Delta x,y+\Delta y)-f(x,y)\\ &=f_x'(x,y) \Delta x+f'_y(x,y) \Delta y + o(\rho)\\ &=f_x'(x,y) \Delta x+f'_y(x,y) \Delta y + \varepsilon_1\Delta x+\varepsilon_2\Delta y\end{aligned}$$

复合函数求偏导

以$\frac{\partial f}{\partial x}$为例

考虑将复合关系化成分层图

在分层图上找到所有从 $f$ 到 $x$ 的路径,每条路径内部使用$\times$,不同路径之间使用 $+$

注意,分层图中,变量视为相互独立

为简便,$f_1'(x,y)$ 表示对 $f$ 的第一个参数求偏导,$f'_2$ 类似

复合函数求高阶偏导

已知

$$f(u,v),\begin{cases} u=u(x,y)\\ v=v(x,y)\\ \end{cases}$$

$$\frac{\partial ^2f}{\partial x\partial y}$$

则有

$$\begin{aligned} \frac{\partial f}{\partial x}=\frac{\partial f}{\partial u}\frac{\partial u}{\partial x} + \frac{\partial f}{\partial v}\frac{\partial v}{\partial x}\\ \frac{\partial f}{\partial y}=\frac{\partial f}{\partial u}\frac{\partial u}{\partial y} + \frac{\partial f}{\partial v}\frac{\partial v}{\partial y} \end{aligned}\\ \begin{aligned} \frac{\partial^2 f}{\partial x \partial y} &=\frac{\partial \frac{\partial f}{\partial x} }{\partial y}\\ &=\frac{\partial (\frac{\partial f}{\partial u}\frac{\partial u}{\partial x} + \frac{\partial f}{\partial v}\frac{\partial v}{\partial x}) }{\partial y}\\ &=\frac{\partial (\frac{\partial f}{\partial u}\frac{\partial u}{\partial x} ) }{\partial y} + \frac{\partial(\frac{\partial f}{\partial v}\frac{\partial v}{\partial x})}{\partial y}\\ &=\frac{\partial \frac{\partial f}{\partial u} }{\partial y}\frac{\partial u}{\partial x} + \frac{\partial f}{\partial u}\frac{\partial^2 u }{\partial x\partial y}+ \frac{\partial \frac{\partial f}{\partial v} }{\partial y}\frac{\partial v}{\partial x} + \frac{\partial f}{\partial v}\frac{\partial^2 v }{\partial x\partial y}\\ &=(\frac{\partial \frac{\partial f}{\partial u} }{\partial u}\frac{\partial u}{\partial y}+\frac{\partial \frac{\partial f}{\partial u} }{\partial v}\frac{\partial v}{\partial y})\frac{\partial u}{\partial x} + (\frac{\partial \frac{\partial f}{\partial v} }{\partial u}\frac{\partial u}{\partial y}+\frac{\partial \frac{\partial f}{\partial v} }{\partial v}\frac{\partial v}{\partial y})\frac{\partial v}{\partial x} +\frac{\partial f}{\partial u}\frac{\partial^2 u }{\partial x\partial y} + \frac{\partial f}{\partial v}\frac{\partial^2 v }{\partial x\partial y}\\ &=\quad \frac{\partial ^2 f}{\partial u^2} \frac{\partial u}{\partial x}\frac{\partial u}{\partial y} + \frac{\partial ^2 f}{\partial u \partial v}\left(\frac{\partial u}{\partial x}\frac{\partial v}{\partial y} + \frac{\partial u}{\partial y}\frac{\partial v}{\partial x} \right) + \frac{\partial ^2 f}{\partial v^2} \frac{\partial v}{\partial x}\frac{\partial v}{\partial y}\\ &\quad +\frac{\partial f}{\partial u}\frac{\partial^2 u }{\partial x\partial y} + \frac{\partial f}{\partial v}\frac{\partial^2 v }{\partial x\partial y} \end{aligned}$$

复合函数全微分

$$dz=\frac{\partial z}{\partial x}dx+\frac{\partial z}{\partial y}dy$$

全微分具有一阶形式不变性

只要把 $dz$ 想办法写成 $dz=Adx+Bdy$ 的形式,则 $\frac{\partial z}{\partial x}=A,\frac{\partial z}{\partial y}=B$

隐函数求偏导

同一元函数隐函数的偏导数。使用全微分的一阶形式不变性可以巧妙的证明一些偏导恒等式

例题:已知 $yu^3+xu^4+u^5=1$,求 $\frac{\partial u}{\partial x}|_{(0,0,1)}$

令 $F(x,y,u(x,y))=yu^3+xu^4+u^5-1\equiv0 ,F'_x = -u^4,F'_u=3yu^2+4xu^3+5u^4,\frac{\partial u}{\partial x}=-\frac{F'_x}{F'_u} = \frac{1}{5}$

隐函数组求偏导

当成多元一次方程组来解

雅可比行列式

设方程组

$$\left\{\begin{aligned}F(x,y,u,v)=0\\ G(x,y,u,v)=0\end{aligned} \right.$$

确定隐函数组 $u=u(x,y),v=v(x,y)$

$$\frac{\partial u}{\partial x}=-\frac{\frac{\partial(F,G)}{\partial(x,v)}}{\frac{\partial(F,G)}{\partial(u,v)}}=-\frac{\begin{vmatrix}F'_x & F'_v \\ G'_x &G'_v\end{vmatrix}}{\begin{vmatrix}F'_u & F'_v \\ G'_u &G'_v\end{vmatrix}}$$

注意:负号

方向导数

定义

$$\lim_{\rho\to 0}\frac{u(P)-u(P_0)}{\rho}=\lim_{\rho\to 0}\frac{\Delta_{\overset{\to}l}u}{\rho}=\left.\frac{\partial u}{\partial \overset{\to}l}\right|_{P_0}$$

通常的计算方法

对于 $f(x,y)$,在$P(x_0,y_0)$处, $\overset{\to}{l^0}=\{\cos \theta,\sin \theta\}$ 方向上的方向导数为

$$\lim_{\rho\to0}\frac{f(x_0+\rho \cos \theta,y_0+\rho \sin \theta)-f(x_0,y_0)}{\rho}$$

偏导与方向导数的关系

如果 $u$ 可微,$\overset{\to}{l^0}=(\cos \alpha ,\cos \beta ,\cos \gamma)$则

$$\left.\frac{\partial u}{\partial \overset{\to}l}\right|_{P_0}=\left.\frac{\partial u}{\partial x}\right|_{P_0}\cos \alpha+\left.\frac{\partial u}{\partial y}\right|_{P_0}\cos \beta+\left.\frac{\partial u}{\partial z}\right|_{P_0}\cos \gamma$$

几个条件

  • 可微 $\Rightarrow$ 方向导数存在(充分不必要)
  • 原函数连续,原函数偏导数存在 和 原函数方向导数存在没有关系

梯度

定义

$$\textbf{grad}\ u=\frac{\partial u}{\partial x}\overset{\to}i+\frac{\partial u}{\partial y}\overset{\to}j+\frac{\partial u}{\partial z}\overset{\to}k$$

梯度和方向导数

$$\left.\frac{\partial u}{\partial \overset{\to}l}\right|_{P_0}=\textbf{grad}\ u(P_0)\cdot \overset{\to}{l^0}$$

梯度算子的一些运算

梯度算子和微分算子 ($d$)很像

$$\textbf{grad}(\alpha u+\beta v)=\alpha\textbf{grad}\ u+\beta\textbf{grad}\ v\\ \textbf{grad}(u\cdot v)=u\textbf{grad}\ v+v\textbf{grad}\ u\\\textbf{grad}\ f(u)=f'(u)\textbf{grad}\ u$$

多元函数极值

驻点

$$f'_x(x_0,y_0)=f'_y(x_0,y_0)=0$$

极值怀疑点(极值的必要条件)

驻点和偏导数(至少一个)不存在的点

极值的充分条件

$$A=f''_{xx}(x_0,y_0),B=f''_{xy}(x_0,y_0),C=f''_{yy}(x_0,y_0)$$
$$f(x_0,y_0)\text{为}\left\{\begin{aligned}&\text{极值},\left\{\begin{aligned}\text{极大值}, \quad A(\text{或}C)<0\\ \text{极小值}, \quad A(\text{或}C)>0\end{aligned}\right.\quad &B^2-AC<0\\ &\text{非极值},\quad &B^2-AC>0\\&\text{不一定},\quad &B^2-AC=0 \end{aligned}\right.$$

最值

在极值点和边界点里找

条件极值(拉格朗日乘数法)

目标函数 $u=f(x,y,z)$,限制函数 $\psi(x,y,z)=0$,则拉格朗日函数

$$L(x,y,z,\lambda)=f(x,y,z)+\lambda\cdot \psi(x,y,z)$$

多来几个条件就多加一个乘数就好,然后所有偏导为 $0$,即可