§1 *u u
z1 1 ( *u ) af : D → R 76M Rn btD >1<` (>G
dp). <Bp∈ D 2uRn b*( u, s
t→0lim
f(p + tu) − t(p) t
Za&M,Nf Mp"+D u?D-p, sx ∂f
∂u(p), f +u1
D-p.
; (1)D-pj/Gdpϕ(t) = f (p + tu)Mt= 0"1-p. {3,
, u = ei = (0, · · · , 0, 1, 0, · · · , 0) (4 i Q_ 1 1*() c, Ax ∂f
∂u(p)
∂f
∂xi(p), f 14 iQE-p. 76,?
∂f
∂xi(p) = lim
t→0
f(p1,· · · , pi−1, pi+ t, pi+1,· · · , pn) − f(p1,· · · , pn)
t .
(2) E-p ∂f
∂xi
Ax fx0i. Za fx0i = ∂f
∂xi
YVNE-p, Nx fy00ixi =
∂
∂yi
∂f
∂xi
, 2 E-p. s3276 fx00iyi = ∂
∂xi
∂f
∂yi
2uOE
-p. Za f &MY. k 1%%E-p, N f Ck dp. Æ7.e=
ZR,1xf:
∂2f
∂x2i = ∂
∂xi
∂f
∂xi
, ∂2f
∂xi∂yi = ∂
∂xi
∂f
∂yi
, · · ·
1 Nf(x, y) = xy 11 , 2 E-p.
fx0(x, y) = ∂f
∂x = ∂
∂x(xy) = y, fy0 = x, fyx00 = 1, fxy00 = 1, fxx00 = fyy00 = 0.
2 Nf(x, y) =px2+ y2+ xy M(x0, y0) = (1, 2) "1E-p.
∂f
∂x(x, y) = x
px2+ y2 + y, ∂f
∂y(x, y) = y
px2+ y2 + x ⇒
∂f
∂x(1, 2) =
√5
5 + 2, ∂f
∂y(1, 2) = 2 5
√5 + 1.
3 a(x0, y0, z0) ∈ R3,N
f(x, y, z) =(x − x0)2+ (y − y0)2+ (z − z0)2−12
1E-p.
x
r=(x − x0)2+ (y − y0)2+ (z − z0)2
1 2
N
∂f
∂x = − 1 r2 ·∂r
∂x = −1 r2
x− x0
r = −x− x0
r3 . ,
∂f
∂y = −y− y0
r3 , ∂f
∂z = −z− z0
r3 .
g/Gdp 1j, E-p1&M?V>Gdp1%%!, Rj7
E-p\B<dp+{7D1!a.
4 a
f(x, y) =
0, , x· y = 0, 1, , x· y 6= 0,
N
∂f
∂x(x, 0) = lim
x→0
f(x, 0) − f(0, 0)
x = 0,
∂f
∂y(0, 0) = lim
y→0
f(0, y) − f(0, 0)
y = 0.
V, f M(0, 0) "%%.
z 1 (u) a f Z76 1, x0 ∈ D. za fx0
i (1 ≤ i ≤ n) M x0 K
%%, N
(1) f M x0 "%%;
(2)Zaxi = xi(t)Mt0"-, x0 = (x1(t0), · · · , x0(t0)),Nf(x(t))Mt= t0
"-, K
dt dt t=t0
=
n
X
i=1
∂f
∂xi
(x(t0)) ·dxi dt (t0).
8 (1)"=GbZ7 , ? f(x) − f(x0) =
n
X
i=1
f (x01,· · · , x0i−1, xi,· · · , xn) − f(x01,· · · , x0i−1, x0i, xi+1,· · · , xn)
=
n
X
i=1
fx0i(x01,· · · , x0i−1, ξi, xi+1,· · · , xn) · (xi− x0i)
,x→ x0 c, ξi → x0i,>fx0i Mx0 "%%W lim
x→x0(f (x) − f(x0)) = 0.
(2)> (1)1V9, ? df
dt t=t0
= lim
t→t0
f(x(t)) − f(x(t0)) t− t0
= lim
t→t0 n
X
i=1
fx0i(x01,· · · , x0i−1, ξi, xi+1,· · · , xn) ·x(t) − xi(t0) t− t0
=
n
X
i=1
fx0
i(x0) · x0i(t0).
% M7 1 1~, Za u=
n
X
i=1
ui· ei = (u1, u2,· · · , un),N
∂f
∂u(p) = d
dt|t=0f(p + tu) =
n
X
i=1
∂f
∂xi(p) · ui.
z 2 (us.w -) af : D → R @Gdp, (x0, y0) ∈ D. Z
afxy00 g fyx00 M(x0, y0) "%%,N
fxy00 (x0, y0) = fyx00 (x0, y0).
8 <BG1 k6= 0, h 6= 0G0dp ϕ(y) = f (x0+ h, y) − f(x0, y), ψ(x) = f (x, y0+ k) − f(x, y0),
>Lagrange bZ7 ,?
ϕ(y0+ k) − ϕ(y0) = ϕ0y(y0+ θ1k)k (|θ1| ≤ 1)
= fy0(x0+ h, y0+ θk) − fy0(x0, y1+ θ1k) k
= fxy00 (x0+ θ2· h, y0+ θ1k) · kh (|θ2| ≤ 1).
,
ψ(x0+ h) − ψ(x0) = fyx00 (x0+ θ3h, y0+ θ4k)hk.
3~,
ϕ(y0+ k) − ϕ(y0) = ψ(x0+ h) − ψ(x0),
Y
fxy00 (x0+ θ2h, y0+ θ1h) = fyx00 (x0+ θ3h, y0+ θ4k).
.k, h→ 0,>fxy00 , fyx00 M(x0, y0) "%%v0FV2g.
% >Gdp1RE-pZa%%, NGZDN-$$[.
5
f(x, y) =
xyx2− y2
x2+ y2, (x, y) 6= (0, 0), 0, (x, y) = (0, 0).
Nfxy00 (0, 0) = 1, fyx00 (0, 0) = −1,Rq97 2 b%%!zajT^1.
§2 )
aσ : [α, β] → Rn Rn b/~%%P,x σ(t) = (x1(t), · · · , xn(t)). Za xi(t)(1 ≤ i ≤ n)M t= t0 "-, Nσ M t0 "-,x
σ0(t0) = dσ
dt(t0) = dσ dt t=t0
= (x01(t0), · · · , x0n(t0))
σ0(t0) σ M t0 "1J(.
, σ0(t0) 6= 0 c, {σ(t0) + σ0(t0)u|u ∈ R} σ M t0 "1J, GD
P− σ(t0) = u · σ0(t0)
q
x− x0
x01(t0) = y− y0
x02(t0) = z− z0
x03(t0).
Æbσ(t0)KDJU1F8 A8, GD
(q − σ(t0)) · σ0(t0) = 0.
1 af /Gdp, .
σ(t) = (t, f (t))
Nσ0(t0) = (1, f0(t0)), σ M t0 "JD
x− t0
1 = y− f(t0) f0(t0)
v
y= f (t0) + f0(t0) · (x − t0).
2 N3&
σ(t) = (a cos t, a sin t, t), t ∈ R
1JgA8D.
Mt= t0 ",
σ0(t0) = (−a sin t0, acos t0,1)
YJD
x− a cos t0
−a sin t0
= y− a sin t0
acos t0 = z− t0 1 ,
A8D
−(x − a cos t0)a sin t0+ (y − a sin t0)a cos t0+ (z − t0) · 1 = 0.
aD Rm bt,Æ7%%<` Σ : D → Rn(n > m) Rn b1/Q
pP8. a u0 = (u01,· · · , u0m) ∈ D, N
u7→ Σ(u01,· · · , u0i−1, u, u0i+1,· · · , u0m)
Rm bP, Σ ]1 ui P. Zaui PMu0i "-,Nx ∂Σ
∂ui(u0) = Σ0ui(u0),yjLPM u0 "1J(. Za {Σ0ui(u0)|1 ≤ i ≤ m}![ (#
cu0 Σ1UN5), N>RJ(P1 Æb Σ(u0) 1i| J
|,J|1U A|, A|b1Gt A(.
,m= n − 1c,Σ P8, #cA|p 1. {3,<BR3 b
1() P8 Σ,
Σ(u, v) = (x(u, v), y(u, v), z(u, v))
Σ0u(u0, v0) = (x0u(u0, v0), y0u(u0, v0), zu0(u0, v0) Σ0v(u0, v0) = (x0v(u0, v0), yv0(u0, v0), zv0(u0, v0))
ZaΣ0u(u0, v0), Σ0v(u0, v0) ![, N
~n = Σ0u(u0, v0) × Σ0v(u0, v0)
= (yu0 · z0v− zu0 · y0v, zu0 · x0v− x0u· zv0, x0u· yv0 − y0u· x0v) 6= 0
~
n A(, %?Σ 1JF8D
(P − Σ(u0, v0)) · ~n = 0
qM
x− x(u0, v0) y − y(u0, v0) z − z(u0, v0) x0u(u0, v0) y0u(u0, v0) z0u(u0, v0) x0v(u0, v0) z0v(u0, v0) zv0(u0, v0)
= 0.
3 NM8 S2 = {(x, y, z) ∈ R3| x2+ y2+ z2 = 1}1J8.
M8pP8
x= sin θ cos ϕ, y = sin θ sin ϕ, z = cos θ, 0 ≤ θ ≤ π, 0 ≤ ϕ ≤ 2π,
GA(
~
n= (cos θ cos ϕ, cos θ sin ϕ, − sin θ) × (− sin θ sin ϕ, sin θ cos ϕ, 0) = sin θ · (x, y, z)
YM(x0, y0, z0) "JF8D
(x − x0) · x0+ (y − y0) · y0+ (z − z0) · z0 = 0.
§3 4w&
Æ7p5/, <B/Gdp?*, j[Ldp2!dp/
. <B>Gdp, Æ7.2b! 76!.
aD ⊂ Rn t, Æ7<` f : D → Rn >G(Zdp, G
(g
f(x1,· · · , xn) = (f1(x1,· · · , xn), · · · , fm(x1,· · · , xn))
D H~, 2Ck|b1(2*(h.
z1 1 (&) af Z], x0 = (x01,· · · , x0n)T ∈ D. Za&M m× n1
SA= (aij)m×n,e0<Bx0 K 15 x,?
kf(x) − [f(x0) + A · (x − x0)]k = o(kx − x0k), x → x0,
Nf M x0 ", !<`
df(x0) : Rn→ Rm v7→ A · v
f M x0 "1G.
" 1 (& ⇒ u) Za f : D → Rm M x0 ", NGG( fi (1 ≤ i ≤ n)M x0 "&MD-p, K
A= ∂fi
∂xj(x0)
m×n
.
8 %G1762 , Zaf Mx0 ",Nf Mx0 "%%.
82m= 1 #q9D-p1&M!.
#, Q*( u,>76,Æ7?
f(x0+ tu) − f(x0) = A(x0+ tu − x0) + o(kx0+ tu − x0k)
= t · Au + o(|t|)
Rq9
∂f
∂u(x0) = A · u, vD-p&M. {3,
∂f
∂xi
(x0) = A · ei ⇒ A= ∂f
∂x1(x0), · · · , ∂f
∂xn(x0)
.
1 a
f(x, y) =
x2y
x2+ y2, (x, y) 6= (0, 0), 0, (x, y) = (0, 0).
7 |f(x, y)| ≤ 1
2|x|, Y f M (0, 0) "%%, K fx0(0, 0) = fy0(0, 0) = 0. Za u= (u1, u2) *(,N
∂f
∂u(0, 0) = lim
t→0
f(tu1, tu2)
t = lim
t→0
t3u21u2
(u21+ u22)t3 = u21u2 u21+ u22.
V?f M (0,0) " (why?).
Za fi (1 ≤ i ≤ m) 1E-p&M, Nx J f =
∂fi
∂xj
m×n, f 1 Jacobian. Jf M6/51ZW/Q<` J f : D → Rm·n,R!Æ7m× n
Sl Rm·n b15.
z 1 (&wr#) Za J f M D b&M, Kyn <`M x0 "
%%,Nf M x0 ".
8 Y2 m = 1 #V9. >~, fx0i M x0 "%%, i = 1, 2, · · · , n.
TGbZ7 , ? f(x) − f(x0) =
n
X
i=1
f (x01,· · · , x0i−1, xi, xi+1,· · · , xn) − f(x01,· · · , x0i, xi+1,· · · , xn)
=
n
X
i=1
fx0
i(x01,· · · , x0i−1, x0i + θ · (xi− x0i), xi+1,· · · , xn) · (xi− x0i)
=
n
X
i=1
fx0i(x0) · (xi− x0i) +
n
X
i=1
αi· (xi− x0i)
Gb
αi = fx0i(x01,· · · , x0i−1, x0i+θ(xi−x0i), xi+1,· · · , xn)−fx0i(x01,· · · , x0n) → 0, (xi → x0i)
%?
f(x) −
"
f(x0) +
n
X
i=1
fx0i(x0) · (xi− x0i)
#
≤
n
X
i=1
α2i
!12
· kxi− x0ik
= o(kx − x0k)
vf Mx0 ".
ZaÆ7 m× n 1Sl Rmn b15, NS.76jV1Cp.
v,ZaA= (aij)m×n,NGCp76 kAk =
X
1≤i≤m 1≤j≤n
a2ij
1 2
.
>Schwarz 2g,?
kA · vk ≤ kAk · kvk, ∀v ∈ Rn.
z 2(u) a ∆ Rl bt, D Rm bt, g : ∆ → D u f : D → Rn <`. Za g M u0 ∈ ∆ ", f M x0 = g(u0) ", NIi
<`h= f ◦ g : ∆ → Rn Mu0 ", K
J h(u0) = Jf (x0) · Jg(u0).
8 7 g M u0 ",Y
g(u) − g(u0) = Jg(u0) · (u − u0) + Rg(u, u0) (1)
GbRg(u, u0) = o(ku − u0k). ,7 f Mx0 = g(u0)",Y
f(x) − f(x0) = Jf (x0) · (x − x0) + Rf(x, x0) (2)
GbRf(x, x0) = 0(kx − x0k).
>(1) W, ,u→ u0) c, g(u) → g(u0) = x0. 2x= g(u))[(2), 0 f◦ g(u) − f ◦ g(u0) = Jf (x0)(g(u) − g(u0)) + Rf(g(u), g(u0))
= Jf (x0) · Jg(u0) · (u − u0) + Rf◦g(u, u0)
(3)
Gb
Rf◦g(u, u0) = Jf (x0) · Rg(u, u0) + Rf(g(u), g(u0))
%??ZXw
kRf◦g(u, u0)k ≤ kJf(x0) · Rg(u, u0)k + kRf(g(u), g(u0)k
≤ kJf(x0)k · kRg(u, u0)k + o(kg(u) − g(u0)k)
= o(ku − u0k) + o(O(ku − u0k)) = o(ku − u0k).
%?>(3) uG176W f◦ g Mu0 ", KJ(◦g)(u0) = Jf (x0) · Jg(u0).
Za f, g GhG(g
yi = fi(x1,· · · , xn), i= 1, · · · , m, xj = gj(u1,· · · , ul), j= 1, · · · , n.
NJ(f ◦ g)(u0) = Jf (x0) · Jg(u0) M
∂y1
∂u1(u0) · · · ∂y1
∂ul(u0)
· · ·
∂yn
∂u1(u0) · · · ∂yn
∂ul(u0)
n×l
=
∂y1
∂x1(x0) · · · ∂y1
∂xm(x0)
· · ·
∂yn
∂x1(x0) · · · ∂yn
∂xm(x0)
n×m
·
∂x1
∂u1(u0) · · · ∂x1
∂ul(u0)
· · ·
∂xm
∂u1(u0) · · · ∂xm
∂ul (u0)
m×l
v
∂yi
∂uj
(u0) =
n
X
s=1
∂yi
∂xs
(g(u0)) ·∂xs
∂uj
(u0).
R.jx1&_N.
2 af(x, y), ϕ(x) ,N u= f (x, ϕ(x))[B x1-p.
>&_N
u0x = fx0(x, ϕ(x)) · x0x+ fy0(x, ϕ(x)) · ϕ0(x)
= fx0(x, ϕ(x)) + fy0(x, ϕ(x)) · ϕ0(x).
3 au= f (x, y) , x = r cos θ, y = r sin θ,V9
∂u
∂x
2
+ ∂u
∂y
2
= ∂u
∂r
2
+ 1 r2
∂u
∂θ
2
.
8 >&_N,
∂u
∂r = ∂u
∂x·∂x
∂r +∂u
∂y ·∂y
∂r = ∂u
∂xcos θ + ∂u
∂y · sin θ
∂u
∂θ = ∂u
∂x·∂x
∂θ +∂u
∂y ·∂y
∂θ = −r ·∂u
∂x· sin θ + r∂u
∂ycos θ
Rq9
∂u
∂r
2
+ 1 r2
∂u
∂θ
2
= ∂u
∂xcos θ + ∂u
∂ysin θ
2
+
−∂u
∂xsin θ +∂u
∂ycos θ
2
= ∂u
∂x
2
+ ∂u
∂y
2
.
4 az= f (u, v, w), v = ϕ(u, s), s = ψ(u, w), N ∂z
∂u, ∂z
∂w.
z= f (u, v, w) = f (u, ϕ(u, s), w) = f (u, ϕ(u, ψ(u, w)), w).
>&_N,
∂z
∂u = ∂f
∂u +∂f
∂v ·∂v
∂u = ∂f
∂u +∂f
∂v · ∂ϕ
∂u +∂ϕ
∂s · ∂s
∂u
= ∂f
∂u +∂f
∂v ·∂ϕ
∂u + ∂f
∂v ·∂ϕ
∂s ·∂ψ
∂u
∂z
∂w = ∂f
∂w +∂f
∂v · ∂v
∂w = ∂f
∂w + ∂f
∂v
∂ϕ
∂s · ∂s
∂w
= ∂f
∂w +∂f
∂v ·∂ϕ
∂s ·∂ψ
∂w.
lk, Æ7}*3 _SG (gG) 1NB. a f : D → R 1
>Gdp, >76, f Mx "1G df(x)j/Q!<`
df(x) : Rm → R v7→
m
X
i=1
∂f
∂xi · vi
Æ7<` x7→ df (x) f 1SG,x df. >B d(λf + µg)(x) = λdf (x) + µdg(x), λ, µ ∈ R,
7#,SGX|.276yAgpKu, MRQ46,? df =
n
X
i=1
∂f
∂xi · dxi (∗) d(λf + µg) = λdf + µdg,
d(f, g) = f · dg + gdf, d(f
g) = gdf − f dg
g2 (g 6= 0).
Za (*) Sg:
df = Jf (dx1,· · · , dxn)T
NIi<`1&_N
d(f ◦ g) = J(f ◦ g) · (du1,· · · , dum)T,
= Jf (x) · Jg(u)(du1,· · · , dum)T (x = g(u))
= Jf (d(u)) · (dg1,· · · , dgn)T
RQ2g SG1gÆ!.
5 u = log z2
px2+ y2,N duuu 1E-p.
du= d log z2
x2+ y2 = d logz2− ln(x2+ y2)
= 2
zdz− 1
x2+ y2d(x2+ y2)
= −2x
x2+ y2dx− 2y
x2+ y2dy+2 zdz.
Rq9
∂u
∂x = − ∂x
x2+ y2, ∂u
∂y = − 2y
x2+ y2, ∂u
∂z = 2 z.
§4 :95 Taylor
ap, q∈ Rn,.
σ(t) = (1 − t) · p + t · q, t∈ R.
Æ7 σ : [0, 1] → Rn Rn b% p, q 1Y;. aA Rn b1it, Za
∀a1, a2∈ A, %a1, a2 1Y;YcB A,NA t. {3,t9j
//%1. Æ71t E.
1 Rn bM Br(x) 9jt.
z 1 (&:9z) a D Rn bE, f : D → R, N ∀ a, b ∈ D, ∃ ξ ∈ D,e0
f(b) − f(a) = Jf(ξ) · (b − a),
Gbξ = a + θ(b − a), θ ∈ (0, 1), ξ B%a, b 1Y;].
8 aσ: [0, 1] → D % a, b1Y;, NIidp ϕ(t) = f ◦ σ(t)j
1/Gdp. >/Gdp1GbZ7 , ∃ θ ∈ (0, 1) e0 ϕ(1) − ϕ(0) = ϕ0(θ) · (1 − 0).
]gv
f(b) − f(a) = Jf(ξ) · (b − a).
Gbξ = σ(θ) = a + θ(b − a).
% 1 aD RnbOE(//%t), f : D → R. ZaJ f ≡ 0,
Nf p.
8 ZaD E, NFV2%7 1 $v0.. /3,XQp, q∈ D,aτ : [0, 1] → D j% p, q 1%P. .
T = sup{t |, 0 ≤ s ≤ t c, f◦ τ(s) = f(p)}.
7 D t, Y ∃ ε > 0 e0 Bε0(p) ⊂ D. > τ 1%%!W, ∃ δ > 0, e0 τ([0, δ)) ⊂ Bε0(p). >BBε0(p) E, f MBε0(p)b Zdp,Y T ≥ δ > 0.
8V9T = 1 (BVA). ZaV,NMτ(T ) ∈ D"ng]8Mτ(0) = p
"/,1z2W, ∃ δ0 >0 e0
[0, T + δ0) ⊂ {s ∈ [0, 1] | f(s) = f(p)}.
Rg T 1765=! %? T = 1. >%%!$W f(q) = f (1) = f (T ) = f (p).
7 p, q jXQ1, Yf p.
2 0(Zdp f : R → R2, f (t) = (t2, t3),N J f(t) =
2t 3t2
.
Za∃ θ ∈ (0, 1) e0
f(1) − f(0) = Jf(θ) · (1 − 0)
N
1 1
=
2t 3t2
. ()
RQ#iq97 1<(ZdpL$.
z 2 (&Æ9z) a D Rn bE, f : D → Rm , N
∀ a, b ∈ D, ∃ ξ ∈ De0
kf(b) − f(a)k ≤ kJf(ξ)k · kb − ak.
Gbξ = a + θ · (b − a), θ ∈ (0, 1).
8 xσ : [0, 1] → D % a, b1Y;.0Iidp ϕ: [0, 1] → R
ϕ(t) = hf(b) − f(a), f ◦ σ(t)i
Nϕ /Gdp, K
ϕ0(t) = hf(b) − f(a), Jf(σ(t)) · (b − a)i
>/Gdp1GbZ7 , ∃ θ ∈ (0, 1) e0
|ϕ(1) − ϕ(0)| = |ϕ0(θ)| ≤ kf(b) − f(a)k · kJf(σ(θ)) · (b − a)k
≤ kf(b) − f(a)k · kJf(ξ)k · kb − ak
7
|ϕ(1) − ϕ(0)| = |hf(b) − f(a), f(b)i − hf(b) − f(a), f(a)i|
= kf(b) − f(a)k2
i'Q2g0.)7 1V9.
% 2 a D Rn bOE, f : D → Rm . Za J f ≡ 0, N f Z
<`.
8 g21 1V9s, 1.
T76, Za/Q>Gdp, Ny2=!dp , "=R/5
Æ72m swu.
3 N 1.032
√0.98√3 1.06
1 sZ.
0dpf(x, y, z) = x2
√y√3z, x0= (1, 1, 1), h = (0.03, −0.02, 0.06), N 1.032
√0.98√3
1.06 = f (1.03, 0.98, 1.06)
= f (x0+ h) ≈ f(x0) + Jf (x0) · h
= 1 + (2, −1 2,−1
3)
0.03
−0.02 0.06
= 1.05.
)Ue3N , Æ7-=>G>g >Gdp. #8/
xf. aαi∈ Z(1 ≤ i ≤ n), xα= (α1,· · · , αn), >c[. x
|α| =
n
X
i=1
αi, α! = α1! · α2! · · · αn!.
Zax= (x1,· · · , xn) ∈ Rn,Nx
xα= xα11 · xα22· · · xαnn.
<B>Gdp f,n=81xfh |α| E-p: Dαf(x0) = ∂|α|f
∂xαx11· · · ∂αxnn(x0).
z 3 (Taylor ) a D Rn bE, f ∈ Cm+1(D)(v f ? m+ 1
%%E-p), a = (a1,· · · , am) ∈ D. N ∀ x ∈ D, ∃ θ ∈ (0, 1)e0 f(x) =
m
X
k=0
X
|α|=k
Dαf(a)
α! · (x − a)α+ X
|α|=m+1
Dαf(a + θ(x − a))
α! · (x − a)α.
8 0/Gdp ϕ(t) = f (a + t · (x − a)), t ∈ [0, 1]. ϕ ? m+ 1%
%-p, Y>/Gdp1 TaylorVg,? (∗) ϕ(1) = ϕ(0)+ϕ0(0)+1
2!ϕ00(0)+· · ·+ 1
m!ϕ(m)(0)+ 1
(m + 1)!ϕ(m+1)(θ), θ ∈ (0, 1)
"=`;A<V9
ϕ(k)(t) = X
|α|=k
k!
α!Dαf(a + t(x − a)) · (x − a)α
{3, t = 0 c,?
ϕ(k)(0) = X
|α|=k
k!
α!Dαf(a) · (x − a)α,
]g)[ (∗) v0FVVg.
x
Rm= f (x) −
m
X
k=0
X
|α|=k
Dαf(a)
α! · (x − a)α,
>7 3, f ∈ Cm+1(D)c
Rm= X
|α|=m+1
Dαf(a + θ(x − a))
α! · (x − a)α. (LagrangeC)
% 3 M7 3 1~,, kx − akGc, Rm= O(kx − akm+1).
8 Qδ >0,e0B¯δ(a) ⊂ D. >Bf ∈ Cm+1(D), ¯Bδ(a)^,Y∃ M > 0
e0
|Dαf(x)| ≤ M, ∀x ∈ ¯Bδ(a), |α| ≤ m + 1.
7#
|Rm| ≤ M · X
|α|=m+1
|(x − a)α|
≤ M · X
|α|=m+1
kx − ak|α| = M · nm+1· kx − akm+1.
; (1) Za f ∈ Cm(D), NTaylor Vg
f(x) =
m−1
X
k=0
X
|α|=k
Dαf(a)
α! · (x − a)α+ X
|α|=m
Dαf(a + θ(x − a))
α! · (x − a)α
=
m
X
k=0
X
|α|=k
Dαf(a)
α! (x − a)α+ Rm
Gb
Rm = X
|α|=m
1
α![Dαf(a + θ(x − a) − Dαf(a)] · (x − a)α
=23 1V9DA0ZXw:
Rm = o(kx − akm), x → a. (PeanoC).
(2)>GdpTaylor O1I\
f(x) = f (a) + Jf (a) · (x − a) +1 2
n
X
i,j=1
∂2f
∂xi∂xj(a) · (xi− ai) · (xj− aj) + · · ·
xHess(f ) =
∂2f
∂xi∂xj(a)
n×n
, f M a"1Hessian.
(3) Taylor Og1p> f /U7.
z1 1 ($ ) a D Rn b1E, f : D → R >Gdp. Za
∀ x, y ∈ D, ?
f(tx + (1 − t)y) ≤ t · f(x) + (1 − t)f(y), ∀ t ∈ [0, 1]
Nf D]1dp. ]gb “≤” o “<”c, )Pdp.
z 4 (1)Zaf ME D]?%%/E-p, Nf dp⇔
f(y) ≥ f(x) + Jf(x) · (y − x), ∀ x, y ∈ D.
(2)Zaf ?%%@E-p, Nf dp ⇔ Hess(f) ≥ 0 (U7S).
8 (1) “⇒” ∀ x, y ∈ D, t ∈ [0, 1], ?
t· (f(y) − f(x)) ≥ f(x + t(y − x)) − f(x)
= Jf (x) · t(y − x) + o(tky − xk)
]g'!2 t,Vk.t→ 0v0
f(y) ≥ f(x) + Jf(x) · (y − x).
“⇐” ∀ x, y ∈ D, t ∈ [0, 1], xz= tx + (1 − t) · y, N f(x) ≥ f(z) + Jf(z)(x − z) f(y) ≥ f(z) + Jf(z)(y − z)
Rq9
t· f(x) + (1 − t)f(y) ≥ f(z) + Jf(z) [t(x − z) + (1 − t)(y − z)] = f(z).
(2) “⇐” a f ?%%1@E-p, KHess(f ) U7,N> TaylorVg,
∀ x, y ∈ D, ∃ ξ = x + θ · (y − x), θ ∈ (0, 1) e0 f(y) = f (x) + Jf (x) · (y − x) + 1
2(y − x)T · Hess(f)(ξ) · (y − x)
≥ f(x) + Jf(x) · (y − x).
>(1) Wf dp.
“⇒” (BVA). ZaHess(f )jU71,N∃ x ∈ D,2uh= (h1,· · · , hn) ∈ Rne0
(h1,· · · , hn) · Hess(f)(x) · (h1,· · · , hn)T <0.
>Taylor VguGfx,, ε→ 0c,? f(x + ε · h) = f(x) + ε · Jf(x) · h +1
2ε2· hT · Hess(f) · h + o(kεhk2)
= f (x) + ε · Jf(x) · h + ε2 1
2hT · Hess(f)(x) · h + o(1)
,ε6= 0 Gc,]g4\ <0. #c
f(x + εh) < f (x) + Jf (x) · εh.
RDf dp5= (=.(1)).
§5 4z34z
p5/: <B/Gdp, ZayK-p""F,, NLdpAKG
AY. R!, !g-pF,V)dpM]DA!dp?e 1 , 7?.j () A1.8Æ70>G(Zdps1 |.
1 Æ70!<`. >!)p, !<` A : Rn → Rn A
⇔ detA 6= 0 ⇔ A *`. Æ7?Z\: Za B : Rn → Rn !<`, kBk < 1, NIn− B A.
id], a(In− B)v = 0,N
kvk = kInvk = kBvk ≤ kBk · kvk
Rq9v= 0.
v, j <`R,/QA<`n/Q1=82kYV A<`.
/3, XhA<`MWY A<`.
z 1 (4z) aW Rn bt, f : W → Rn Ck(k ≥ 1)<`, x0 ∈ W . Za detJf (x0) 6= 0, N&M x0 1+E U ⊂ W 2u y0 = f (x0) 1
+EV ⊂ Rn,e0 f|U : U → V jA<`,KGAY Ck <`.
8 b/!, a x0 = 0, y0 = f (x0) = 0. 2A x f Mx0 = 0"1
G,NA A,Kf◦ A−1 M0"G j <`. ZaFV12< f◦ A−1
$,N<f .$. 7#,E%/fza J f(x0) = In.
76<`
g: W → Rn x7→ f(x) − x
Ng Ck <`,K J g(0) = 0. 7#, ∃ ε0>0e0 kJg(x)k ≤ 1
2, ∀x ∈ ¯Bε0(0) ⊂ W.
>@GFZ7 ,
kg(x1) − g(x2)k ≤ kJg(ξ)k · kx1− x2k
≤ 1
2· kx1− x2k, ∀ x1, x2∈ ¯Bε0(0).
ay∈ Bε02 (0), Æ7D
f(x) = y, x∈ Bε0(0). (5.1)
R2{BM Bε0(0)b'Qgy(x) = x + y − f(x) = y − g(x) 185. Æ7"=
(w<H QR,185. m,
kgy(x)k = ky − g(x)k ≤ kyk + kg(x)k
< ε0 2 +1
2kxk ≤ ε0 2 +ε0
2 = ε0, ∀x ∈ ¯Bε0(0)
(5.2)
G$, gy : ¯Bε0(0) → Bε0(0) ⊂ ¯Bε0(0) j(w<`: kgy(x1) − gy(x2)k = kg(x2) − g(x1)k ≤ 1
2kx1− x2k, ∀x1, x2 ∈ ¯Bε0(0).
%?(5.1) M B¯ε0(0)b?/, x xy. >(5.2), xy ∈ Bε0(0). x U = f−1(Bε0
2 (0)) ∩ Bε0(0), V = Bε0
2 (0),
NÆ71ÆV9) f|U : U → V j//1 Ck <`, GA<` h(y) = xy 4k
y− g(h(y)) = h(y). (5.3)
(1) h : V → U j%%<`: ,y1, y2 ∈ V c
kh(y1) − h(y2)k ≤ ky1− y2k + kg(h(y1)) − g(h(y2))k
≤ ky1− y2k + 1
2kh(y1) − h(y2)k
Rq9
kh(y1) − h(y2)k ≤ 2 · ky1− y2k, y1, y2∈ V.
(2) h : V → U j<`: ay0 ∈ V ,N ∀ y ∈ V ,? h(y) − h(y0) = (y − y0) − [g(h(y)) − g(h(y0))]
= (y − y0) − Jg(h(y0)) · (h(y − h(y0)) + o(kh(y) − h(y0)k)
]gM
[In+ Jg(h(y0))] · (h(y) − h(y0)) = (y − y0) + o(ky − y0)k).
7?
h(y) − h(y0) = [In+ (Jg)(h(y0))]−1· (y − y0) + o(ky − y0k).
vh M y0 ".
(3) h : V → U Ck <`.
>(2) 1V9W
J h(y) = [In+ Jg(h(y))]−1 = [Jf (h(y))]−1, ∀y ∈ V. (5.4)
>f ∈ Ck⇒ Jf ∈ Ck−1. >(2) u(5.4) ⇒ Jh ∈ C0,v h∈ C1. L>J f ∈ Ck−1, h∈ C1 u(5.4) ⇒ Jh ∈ C1 vh∈ C2. 0$,lkÆ70. h∈ Ck.
; %V92 , Zaf : W → Rn 1 JacobianFm, N f(W )
t.
2 0 f : R2 → R2, f (x, y) = (ex· cos y, ex· sin y). V, f j*`,
+
detJf (x, y) = det
excos y −exsin y exsin y excos y
= e2x 6= 0.
Rq97 1 12\?3$.