【高等数学】多元微分学 （一）
偏导数
偏导数定义
- 如果二元函数
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x0,y0 的某邻域有定义, 且下述极限存在
lim Δ x → 0 f ( x 0 + Δ x , y 0 ) − f ( x 0 , y 0 ) Δ x \lim_{\Delta x\to 0} \frac{f(x_0+\Delta x,y_0)-f(x_0,y_0)}{\Delta x} Δx→0limΔxf(x0+Δx,y0)−f(x0,y0)
其极限称作 f f f 关于 x x x 的偏导数, 记为
∂ f ∂ x ∣ ( x 0 , y 0 ) = lim Δ x f ( x 0 + Δ x , y 0 ) − f ( x 0 , y 0 ) Δ x \frac{\partial f}{\partial x}|_{(x_0,y_0)}=\lim_{\Delta x} \frac{f(x_0+\Delta x,y_0)-f(x_0,y_0)}{\Delta x} ∂x∂f∣(x0,y0)=ΔxlimΔxf(x0+Δx,y0)−f(x0,y0)
类似的
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\frac{\partial f}{\partial y}|_{(x_0,y_0)}= \lim_{\Delta y} \frac{f(x_0,y_0+\Delta y)-f(x_0,y_0)}{\Delta y}
∂y∂f∣(x0,y0)=ΔylimΔyf(x0,y0+Δy)−f(x0,y0)
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n 元函数的偏导数
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u=f(x_1,\cdots,x_n)
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∂ f ∂ x i = lim Δ x i f ( x 1 , ⋯ , x i + Δ x i , ⋯ , x n ) − f ( x 1 , ⋯ , x i , ⋯ , x n ) Δ x i \frac{\partial f}{\partial x_i}= \lim_{\Delta x_i} \frac{f(x_1,\cdots, x_i+\Delta x_i, \cdots,x_n)-f(x_1,\cdots, x_i, \cdots, x_n)}{\Delta x_i} ∂xi∂f=ΔxilimΔxif(x1,⋯,xi+Δxi,⋯,xn)−f(x1,⋯,xi,⋯,xn)
导数性质 → \to → 偏导数性质
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加:\frac{\partial (f(x,y)+g(x,y))}{\partial x}=\frac{\partial f}{\partial x}+\frac{\partial g}{\partial x}
加:∂x∂(f(x,y)+g(x,y))=∂x∂f+∂x∂g
减
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减:\frac{\partial (f(x,y)-g(x,y))}{\partial x}=\frac{\partial f}{\partial x}-\frac{\partial g}{\partial x}
减:∂x∂(f(x,y)−g(x,y))=∂x∂f−∂x∂g
乘
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乘:\frac{\partial (f(x,y)g(x,y))}{\partial x}=\frac{\partial f}{\partial x} g+f\frac{\partial g}{\partial x}
乘:∂x∂(f(x,y)g(x,y))=∂x∂fg+f∂x∂g
除
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除:\frac{\partial (\frac{f(x,y)}{g(x,y)})}{\partial x}=\frac{1}{g^2}\left(\frac{\partial f}{\partial x}g-f\frac{\partial g}{\partial x}\right)
除:∂x∂(g(x,y)f(x,y))=g21(∂x∂fg−f∂x∂g)
高阶偏导数
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\frac{\partial^2 f}{\partial x^2}= \frac{\partial}{\partial x}\left(\frac{\partial f}{\partial x}\right)
∂x2∂2f=∂x∂(∂x∂f)
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\frac{\partial^2 f}{\partial x\partial y}= \frac{\partial}{\partial y}\left(\frac{\partial f}{\partial x}\right)
∂x∂y∂2f=∂y∂(∂x∂f)
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\frac{\partial^2 f}{\partial y\partial x}= \frac{\partial}{\partial x}\left(\frac{\partial f}{\partial y}\right)
∂y∂x∂2f=∂x∂(∂y∂f)
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\frac{\partial^2 f}{\partial y^2}= \frac{\partial}{\partial y}\left(\frac{\partial f}{\partial y}\right)
∂y2∂2f=∂y∂(∂y∂f)
- 当 ∂ 2 f ∂ y ∂ x \frac{\partial^2 f}{\partial y\partial x} ∂y∂x∂2f, ∂ 2 f ∂ x ∂ y \frac{\partial^2 f}{\partial x\partial y} ∂x∂y∂2f 是连续函数时, ∂ 2 f ∂ y ∂ x = ∂ 2 f ∂ x ∂ y \frac{\partial^2 f}{\partial y\partial x}=\frac{\partial^2 f}{\partial x\partial y} ∂y∂x∂2f=∂x∂y∂2f.
全微分
u = f ( x , y ) u=f(x,y) u=f(x,y), $\Delta u= f(x+\Delta x, y+\Delta y)-f(x,y) $
定义 存在 A , B A,B A,B, Δ z = A Δ x + B Δ y + o ( ρ ) \Delta z= A\Delta x+B\Delta y+ o(\rho) Δz=AΔx+BΔy+o(ρ), ρ = ( Δ x ) 2 + ( Δ y ) 2 \rho=\sqrt{(\Delta x)^2+(\Delta y)^2} ρ=(Δx)2+(Δy)2, 称函数 f f f 在 ( x , y ) (x,y) (x,y) 处可微, d z d z dz 称为全微分, ( A , B ) (A,B) (A,B) 称为梯度.
当函数 f f f 可微时, d z = ∂ f ∂ x d x + ∂ f ∂ y d y dz= \frac{\partial f}{\partial x} dx+ \frac{\partial f}{\partial y}dy dz=∂x∂fdx+∂y∂fdy, 梯度计算公式为 ∇ f ( x , y ) = ( ∂ f ∂ x , ∂ f ∂ y ) ⊤ \nabla f(x,y)=(\frac{\partial f}{\partial x}, \frac{\partial f}{\partial y})^\top ∇f(x,y)=(∂x∂f,∂y∂f)⊤
微分性质 → \to → 全微分性质
可微函数:
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加: d(f+g)=df+dg
加:d(f+g)=df+dg
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减: d(f-g)=df-dg
减:d(f−g)=df−dg
乘
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乘:d(fg)=gdf+fdg
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除:d\left(\frac{f}{g}\right)=\frac{g df- f dg}{g^2}
除:d(gf)=g2gdf−fdg
偏导数性质 → \to → 梯度性质
可微函数:
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加: \nabla (f+g)=\nabla f+\nabla g
加:∇(f+g)=∇f+∇g
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减: \nabla (f-g)=\nabla f-\nabla g
减:∇(f−g)=∇f−∇g
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乘:∇(fg)=g∇f+f∇g
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除:\nabla \left(\frac{f}{g}\right)=\frac{g \nabla f- f \nabla g}{g^2}
除:∇(gf)=g2g∇f−f∇g
当 ∂ f ∂ x \frac{\partial f}{\partial x} ∂x∂f, ∂ f ∂ y \frac{\partial f}{\partial y} ∂y∂f 是连续函数时, f ( x , y ) f(x,y) f(x,y) 可微.
复合函数的微分法
双层复合偏导
一元内嵌一元函数 (全导数)
- d d x f ( u ( x ) ) = d f d u d u d x \frac{d }{d x}f(u(x)) =\frac{d f}{d u}\frac{d u}{d x} dxdf(u(x))=dudfdxdu
一元内嵌二元函数
- ∂ ∂ x f ( u ( x , y ) ) = d f d u ∂ u ∂ x \frac{\partial }{\partial x}f(u(x,y)) =\frac{d f}{d u}\frac{\partial u}{\partial x} ∂x∂f(u(x,y))=dudf∂x∂u
- ∂ ∂ y f ( u ( x , y ) ) = d f d u ∂ u ∂ y \frac{\partial }{\partial y}f(u(x,y)) =\frac{d f}{d u}\frac{\partial u}{\partial y} ∂y∂f(u(x,y))=dudf∂y∂u
一元内嵌三元函数
- ∂ ∂ x f ( u ( x , y , z ) ) = d f d u ∂ u ∂ x \frac{\partial }{\partial x}f(u(x,y,z)) =\frac{d f}{d u}\frac{\partial u}{\partial x} ∂x∂f(u(x,y,z))=dudf∂x∂u
- ∂ ∂ y f ( u ( x , y , z ) ) = d f d u ∂ u ∂ y \frac{\partial }{\partial y}f(u(x,y,z)) =\frac{d f}{d u}\frac{\partial u}{\partial y} ∂y∂f(u(x,y,z))=dudf∂y∂u
- ∂ ∂ z f ( u ( x , y , z ) ) = d f d u ∂ u ∂ z \frac{\partial }{\partial z}f(u(x,y,z)) =\frac{d f}{d u}\frac{\partial u}{\partial z} ∂z∂f(u(x,y,z))=dudf∂z∂u
二元内嵌一元函数 (全导数)
- ∂ ∂ x f ( u ( x ) , v ( x ) ) = ∂ f ∂ u d u d x + ∂ f ∂ v d v d x \frac{\partial }{\partial x}f(u(x),v(x)) =\frac{\partial f}{\partial u}\frac{d u}{d x}+\frac{\partial f}{\partial v}\frac{d v}{d x} ∂x∂f(u(x),v(x))=∂u∂fdxdu+∂v∂fdxdv
二元内嵌二元函数
- ∂ ∂ x f ( u ( x , y ) , v ( x , y ) ) = ∂ f ∂ u ∂ u ∂ x + ∂ f ∂ v ∂ v ∂ x \frac{\partial }{\partial x}f(u(x,y),v(x,y)) =\frac{\partial f}{\partial u}\frac{\partial u}{\partial x}+\frac{\partial f}{\partial v}\frac{\partial v}{\partial x} ∂x∂f(u(x,y),v(x,y))=∂u∂f∂x∂u+∂v∂f∂x∂v
- ∂ ∂ y f ( u ( x , y ) , v ( x , y ) ) = ∂ f ∂ u ∂ u ∂ y + ∂ f ∂ v ∂ v ∂ y \frac{\partial }{\partial y}f(u(x,y),v(x,y)) =\frac{\partial f}{\partial u}\frac{\partial u}{\partial y}+\frac{\partial f}{\partial v}\frac{\partial v}{\partial y} ∂y∂f(u(x,y),v(x,y))=∂u∂f∂y∂u+∂v∂f∂y∂v
二元内嵌三元函数
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∂ ∂ x f ( u ( x , y , z ) , v ( x , y , z ) ) = ∂ f ∂ u ∂ u ∂ x + ∂ f ∂ v ∂ v ∂ x \frac{\partial }{\partial x}f(u(x,y,z),v(x,y,z)) =\frac{\partial f}{\partial u}\frac{\partial u}{\partial x}+\frac{\partial f}{\partial v}\frac{\partial v}{\partial x} ∂x∂f(u(x,y,z),v(x,y,z))=∂u∂f∂x∂u+∂v∂f∂x∂v
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∂ ∂ y f ( u ( x , y , z ) , v ( x , y , z ) ) = ∂ f ∂ u ∂ u ∂ y + ∂ f ∂ v ∂ v ∂ y \frac{\partial }{\partial y}f(u(x,y,z),v(x,y,z)) =\frac{\partial f}{\partial u}\frac{\partial u}{\partial y}+\frac{\partial f}{\partial v}\frac{\partial v}{\partial y} ∂y∂f(u(x,y,z),v(x,y,z))=∂u∂f∂y∂u+∂v∂f∂y∂v
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∂ ∂ z f ( u ( x , y , z ) , v ( x , y , z ) ) = ∂ f ∂ u ∂ u ∂ z + ∂ f ∂ v ∂ v ∂ z \frac{\partial }{\partial z}f(u(x,y,z),v(x,y,z)) =\frac{\partial f}{\partial u}\frac{\partial u}{\partial z}+\frac{\partial f}{\partial v}\frac{\partial v}{\partial z} ∂z∂f(u(x,y,z),v(x,y,z))=∂u∂f∂z∂u+∂v∂f∂z∂v
三元内嵌一元函数 (全导数)
- ∂ ∂ x f ( u ( x ) , v ( x ) , w ( x ) ) = ∂ f ∂ u d u d x + ∂ f ∂ v d v d x + ∂ f ∂ w d w d x \frac{\partial }{\partial x}f(u(x),v(x),w(x)) =\frac{\partial f}{\partial u}\frac{d u}{d x}+\frac{\partial f}{\partial v}\frac{d v}{d x}+\frac{\partial f}{\partial w}\frac{d w}{d x} ∂x∂f(u(x),v(x),w(x))=∂u∂fdxdu+∂v∂fdxdv+∂w∂fdxdw
三元内嵌二元函数
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∂ ∂ x f ( u ( x , y ) , v ( x , y ) , w ( x , y ) ) = ∂ f ∂ u ∂ u ∂ x + ∂ f ∂ v ∂ v ∂ x + ∂ f ∂ w ∂ w ∂ x \frac{\partial }{\partial x}f(u(x,y),v(x,y),w(x,y)) =\frac{\partial f}{\partial u}\frac{\partial u}{\partial x}+\frac{\partial f}{\partial v}\frac{\partial v}{\partial x}+\frac{\partial f}{\partial w}\frac{\partial w}{\partial x} ∂x∂f(u(x,y),v(x,y),w(x,y))=∂u∂f∂x∂u+∂v∂f∂x∂v+∂w∂f∂x∂w
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∂ ∂ y f ( u ( x , y ) , v ( x , y ) , w ( x , y ) ) = ∂ f ∂ u ∂ u ∂ y + ∂ f ∂ v ∂ v ∂ y + ∂ f ∂ w ∂ w ∂ y \frac{\partial }{\partial y}f(u(x,y),v(x,y),w(x,y)) =\frac{\partial f}{\partial u}\frac{\partial u}{\partial y}+\frac{\partial f}{\partial v}\frac{\partial v}{\partial y}+\frac{\partial f}{\partial w}\frac{\partial w}{\partial y} ∂y∂f(u(x,y),v(x,y),w(x,y))=∂u∂f∂y∂u+∂v∂f∂y∂v+∂w∂f∂y∂w
三元内嵌三元函数
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∂ ∂ x f ( u ( x , y , z ) , v ( x , y , z ) , w ( x , y , z ) ) = ∂ f ∂ u ∂ u ∂ x + ∂ f ∂ v ∂ v ∂ x + ∂ f ∂ w ∂ w ∂ x \frac{\partial}{\partial x}f(u(x,y,z),v(x,y,z),w(x,y,z)) =\frac{\partial f}{\partial u}\frac{\partial u}{\partial x}+\frac{\partial f}{\partial v}\frac{\partial v}{\partial x}+\frac{\partial f}{\partial w}\frac{\partial w}{\partial x} ∂x∂f(u(x,y,z),v(x,y,z),w(x,y,z))=∂u∂f∂x∂u+∂v∂f∂x∂v+∂w∂f∂x∂w
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∂ ∂ y f ( u ( x , y , z ) , v ( x , y , z ) , w ( x , y , z ) ) = ∂ f ∂ u ∂ u ∂ y + ∂ f ∂ v ∂ v ∂ y + ∂ f ∂ w ∂ w ∂ y \frac{\partial}{\partial y}f(u(x,y,z),v(x,y,z),w(x,y,z)) =\frac{\partial f}{\partial u}\frac{\partial u}{\partial y}+\frac{\partial f}{\partial v}\frac{\partial v}{\partial y}+\frac{\partial f}{\partial w}\frac{\partial w}{\partial y} ∂y∂f(u(x,y,z),v(x,y,z),w(x,y,z))=∂u∂f∂y∂u+∂v∂f∂y∂v+∂w∂f∂y∂w
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∂ ∂ z f ( u ( x , y , z ) , v ( x , y , z ) , w ( x , y , z ) ) = ∂ f ∂ u ∂ u ∂ z + ∂ f ∂ v ∂ v ∂ z + ∂ f ∂ w ∂ w ∂ z \frac{\partial}{\partial z}f(u(x,y,z),v(x,y,z),w(x,y,z)) =\frac{\partial f}{\partial u}\frac{\partial u}{\partial z}+\frac{\partial f}{\partial v}\frac{\partial v}{\partial z}+\frac{\partial f}{\partial w}\frac{\partial w}{\partial z} ∂z∂f(u(x,y,z),v(x,y,z),w(x,y,z))=∂u∂f∂z∂u+∂v∂f∂z∂v+∂w∂f∂z∂w
(选看) 三层复合偏导
二元内嵌二元内嵌二元函数
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∂ ∂ s f ( u ( x ( s , t ) , y ( s , t ) ) , v ( x ( s , t ) , y ( s , t ) ) ) = ∂ f ∂ u ( ∂ u ∂ x ∂ x ∂ s + ∂ u ∂ y ∂ y ∂ s ) + ∂ f ∂ v ( ∂ v ∂ x ∂ x ∂ s + ∂ v ∂ y ∂ y ∂ s ) \frac{\partial }{\partial s}f(u(x(s,t),y(s,t)),v(x(s,t),y(s,t))) = \frac{\partial f}{\partial u}(\frac{\partial u}{\partial x}\frac{\partial x}{\partial s}+\frac{\partial u}{\partial y}\frac{\partial y}{\partial s})+\frac{\partial f}{\partial v}(\frac{\partial v}{\partial x}\frac{\partial x}{\partial s}+\frac{\partial v}{\partial y}\frac{\partial y}{\partial s}) ∂s∂f(u(x(s,t),y(s,t)),v(x(s,t),y(s,t)))=∂u∂f(∂x∂u∂s∂x+∂y∂u∂s∂y)+∂v∂f(∂x∂v∂s∂x+∂y∂v∂s∂y)
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∂ ∂ t f ( u ( x ( s , t ) , y ( s , t ) ) , v ( x ( s , t ) , y ( s , t ) ) ) = ∂ f ∂ u ( ∂ u ∂ x ∂ x ∂ t + ∂ u ∂ y ∂ y ∂ t ) + ∂ f ∂ v ( ∂ v ∂ x ∂ x ∂ t + ∂ v ∂ y ∂ y ∂ t ) \frac{\partial }{\partial t}f(u(x(s,t),y(s,t)),v(x(s,t),y(s,t))) = \frac{\partial f}{\partial u}(\frac{\partial u}{\partial x}\frac{\partial x}{\partial t}+\frac{\partial u}{\partial y}\frac{\partial y}{\partial t})+\frac{\partial f}{\partial v}(\frac{\partial v}{\partial x}\frac{\partial x}{\partial t}+\frac{\partial v}{\partial y}\frac{\partial y}{\partial t}) ∂t∂f(u(x(s,t),y(s,t)),v(x(s,t),y(s,t)))=∂u∂f(∂x∂u∂t∂x+∂y∂u∂t∂y)+∂v∂f(∂x∂v∂t∂x+∂y∂v∂t∂y)