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(1)

§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.

(2)

 3 a(x0, y0, z0) ∈ R3,N

f(x, y, z) =(x − x0)2+ (y − y0)2+ (z − z0)212

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).

(3)

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).

(4)

,

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.

(5)

 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(. Za0ui(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))

(6)

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!.

(7)

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).

(8)

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

.

(9)

>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.

(10)

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.jx 1&_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.

(11)

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

(12)

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).

(13)

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).

(14)

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.

(15)

)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,

(16)

>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,e0δ(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.

(17)

(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.

(18)

“⇒” (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

2· 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 <`.

(19)

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) Mε0(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)

(20)

(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$.

參考文獻

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