一、连续,偏导数不一定存在
这个很容易理解,跟一元函数一样。
例如
f
(
x
,
y
)
=
∣
x
∣
f(x,y)=|x|
f(x,y)=∣x∣,在
(
0
,
0
)
(0,0)
(0,0)连续,但
f
x
(
0
,
0
)
=
d
∣
x
∣
d
x
f_x(0,0)=\frac{\text{d}|x|}{\text{d}x}
fx(0,0)=dxd∣x∣不存在。
再例如,
f
(
x
,
y
)
=
x
2
+
y
2
f(x,y)=\sqrt{x^2+y^2}
f(x,y)=x2+y2,其在
(
0
,
0
)
(0,0)
(0,0)点显然连续,但
f
x
(
0
,
0
)
=
lim
x
→
0
∣
x
∣
x
f_x(0,0)=\lim_{x\to0}\frac{|x|}{x}
fx(0,0)=x→0limx∣x∣不存在,
f
y
(
0
,
0
)
f_y(0,0)
fy(0,0)同理也不存在。
用Geogebra画图可以看出这个函数的图像是锥形,在
(
0
,
0
)
(0,0)
(0,0)点是尖的:
二、偏导数存在,不一定连续
这个性质跟一元函数有很大差异。对于二元函数,偏导数存在是很弱的条件,甚至连极限都有可能不存在。
例子:
f
(
x
,
y
)
=
{
x
y
x
2
+
y
2
,
x
2
+
y
2
≠
0
0
,
x
2
+
y
2
=
0
f(x,y)=\begin{cases}\frac{xy}{x^2+y^2},&x^2+y^2\ne0\\0,&x^2+y^2=0\end{cases}
f(x,y)={x2+y2xy,0,x2+y2=0x2+y2=0它在
(
0
,
0
)
(0,0)
(0,0)点的两个偏导数都存在:
f
x
(
0
,
0
)
=
f
y
(
0
,
0
)
=
0
f_x(0,0)=f_y(0,0)=0
fx(0,0)=fy(0,0)=0但是它在
(
0
,
0
)
(0,0)
(0,0)点的极限不存在,以
y
=
k
x
y=kx
y=kx的路径逼近
(
0
,
0
)
(0,0)
(0,0)得
lim
x
→
0
,
y
=
k
x
x
y
x
2
+
y
2
=
k
1
+
k
2
\lim_{x\to0,y=kx}\frac{xy}{x^2+y^2}=\frac{k}{1+k^2}
x→0,y=kxlimx2+y2xy=1+k2k随着
k
k
k的变化而变化,所以
lim
(
x
,
y
)
→
(
0
,
0
)
f
(
x
,
y
)
\lim_{(x,y)\to(0,0)}f(x,y)
(x,y)→(0,0)limf(x,y)不存在。
画图看出这个函数在
(
0
,
0
)
(0,0)
(0,0)点呈现一个很奇怪的样子:
三、可微,一定连续、偏导数存在
定理1(可微的必要条件) 设函数
z
=
f
(
x
,
y
)
z=f(x,y)
z=f(x,y)在
(
x
0
,
y
0
)
(x_0,y_0)
(x0,y0)处可微,则
(1)
f
f
f在
(
x
0
,
y
0
)
(x_0,y_0)
(x0,y0)处连续;
(2)
f
f
f在
(
x
0
,
y
0
)
(x_0,y_0)
(x0,y0)处的两个偏导数都存在,且有
d
f
(
x
0
,
y
0
)
=
f
x
(
x
0
,
y
0
)
d
x
+
f
y
(
x
0
,
y
0
)
d
y
\text{d}f(x_0,y_0)=f_x(x_0,y_0)\text{d}x+f_y(x_0,y_0)\text{d}y
df(x0,y0)=fx(x0,y0)dx+fy(x0,y0)dy。
证明:
(1) 当
f
f
f在
(
x
0
,
y
0
)
(x_0,y_0)
(x0,y0)处可微时,存在常数
a
1
,
a
2
a_1,a_2
a1,a2使得
Δ
z
=
a
1
Δ
x
+
a
2
Δ
y
+
o
(
ρ
)
\Delta z=a_1\Delta x+a_2\Delta y+o(\rho)
Δz=a1Δx+a2Δy+o(ρ),其中
ρ
=
(
Δ
x
)
2
+
(
Δ
y
)
2
\rho=\sqrt{(\Delta x)^2+(\Delta y)^2}
ρ=(Δx)2+(Δy)2。令
ρ
→
0
\rho\to0
ρ→0,即
Δ
x
→
0
\Delta x\to0
Δx→0且
Δ
y
→
0
\Delta y\to0
Δy→0,得
lim
ρ
→
0
Δ
z
=
0
\lim_{\rho\to0}\Delta z=0
ρ→0limΔz=0或
lim
Δ
x
→
0
,
Δ
y
→
0
f
(
x
0
+
Δ
x
,
y
0
+
Δ
y
)
=
lim
Δ
x
→
0
,
Δ
y
→
0
[
f
(
x
0
,
y
0
)
+
Δ
z
]
=
f
(
x
0
,
y
0
)
\lim_{\Delta x\to0,\Delta y\to0}f(x_0+\Delta x,y_0+\Delta y)=\lim_{\Delta x\to0,\Delta y\to0}[f(x_0,y_0)+\Delta z]=f(x_0,y_0)
Δx→0,Δy→0limf(x0+Δx,y0+Δy)=Δx→0,Δy→0lim[f(x0,y0)+Δz]=f(x0,y0)因此
f
f
f在
(
x
0
,
y
0
)
(x_0,y_0)
(x0,y0)处连续。
(2) 由可微的定义,
f
f
f满足
f
(
x
0
+
Δ
x
,
y
0
+
Δ
y
)
−
f
(
x
0
,
y
0
)
=
a
1
Δ
x
+
a
2
Δ
y
+
o
(
ρ
)
f(x_0+\Delta x,y_0+\Delta y)-f(x_0,y_0)=a_1\Delta x+a_2\Delta y+o(\rho)
f(x0+Δx,y0+Δy)−f(x0,y0)=a1Δx+a2Δy+o(ρ)取
Δ
y
=
0
\Delta y=0
Δy=0,则有
ρ
=
∣
Δ
x
∣
\rho=|\Delta x|
ρ=∣Δx∣,上式变为
f
(
x
0
+
Δ
x
,
y
0
)
−
f
(
x
0
,
y
0
)
=
a
1
+
o
(
∣
Δ
x
∣
)
f(x_0+\Delta x,y_0)-f(x_0,y_0)=a_1+o(|\Delta x|)
f(x0+Δx,y0)−f(x0,y0)=a1+o(∣Δx∣)两边除以
Δ
x
\Delta x
Δx并取极限得
lim
Δ
x
→
0
f
(
x
0
+
Δ
x
,
y
0
)
−
f
(
x
0
,
y
0
)
Δ
x
=
lim
Δ
x
→
0
[
a
1
+
o
(
∣
Δ
x
∣
)
Δ
x
]
=
a
1
\lim_{\Delta x\to0}\frac{f(x_0+\Delta x,y_0)-f(x_0,y_0)}{\Delta x}=\lim_{\Delta x\to0}\left[a_1+\frac{o(|\Delta x|)}{\Delta x}\right]=a_1
Δx→0limΔxf(x0+Δx,y0)−f(x0,y0)=Δx→0lim[a1+Δxo(∣Δx∣)]=a1即
f
x
(
x
0
,
y
0
)
=
a
1
f_x(x_0,y_0)=a_1
fx(x0,y0)=a1。
同理,取
Δ
x
=
0
\Delta x=0
Δx=0得
f
y
(
x
0
,
y
0
)
=
a
2
f_y(x_0,y_0)=a_2
fy(x0,y0)=a2。∎
从这里我们可以看出,可微是很强得条件,远比偏导数存在要强。
然而,这个条件仅仅是必要条件。我们举一个例子
f
(
x
,
y
)
=
{
x
y
x
2
+
y
2
,
x
2
+
y
2
≠
0
0
,
x
2
+
y
2
=
0
f(x,y)=\begin{cases}\frac{xy}{\sqrt{x^2+y^2}},&x^2+y^2\ne0\\0,&x^2+y^2=0\end{cases}
f(x,y)={x2+y2xy,0,x2+y2=0x2+y2=0它在
(
0
,
0
)
(0,0)
(0,0)点连续,因为
lim
(
x
,
y
)
→
(
0
,
0
)
∣
f
(
x
,
y
)
−
f
(
0
,
0
)
∣
=
lim
(
x
,
y
)
→
(
0
,
0
)
∣
f
(
x
,
y
)
∣
≤
lim
(
x
,
y
)
→
(
0
,
0
)
x
2
+
y
2
2
x
2
+
y
2
=
0
\lim_{(x,y)\to(0,0)}|f(x,y)-f(0,0)|=\lim_{(x,y)\to(0,0)}|f(x,y)|\le\lim_{(x,y)\to(0,0)}\frac{x^2+y^2}{2\sqrt{x^2+y^2}}=0
(x,y)→(0,0)lim∣f(x,y)−f(0,0)∣=(x,y)→(0,0)lim∣f(x,y)∣≤(x,y)→(0,0)lim2x2+y2x2+y2=0两个偏导数也存在:
f
x
(
0
,
0
)
=
f
y
(
0
,
0
)
=
0
f_x(0,0)=f_y(0,0)=0
fx(0,0)=fy(0,0)=0但不可微。因为如果可微,那么
Δ
f
−
f
x
(
0
,
0
)
Δ
x
−
f
y
(
0
,
0
)
Δ
y
=
o
(
ρ
)
\Delta f-f_x(0,0)\Delta x-f_y(0,0)\Delta y=o(\rho)
Δf−fx(0,0)Δx−fy(0,0)Δy=o(ρ)。然而
lim
(
x
,
y
)
→
(
0
,
0
)
Δ
f
ρ
=
lim
(
x
,
y
)
→
(
0
,
0
)
x
y
x
2
+
y
2
\lim_{(x,y)\to(0,0)}\frac{\Delta f}{\rho}=\lim_{(x,y)\to(0,0)}\frac{xy}{x^2+y^2}
(x,y)→(0,0)limρΔf=(x,y)→(0,0)limx2+y2xy不存在。也就是说,满足定理1的条件不一定可微。
其函数图像如下:
四、偏导数连续,一定可微
定理2(可微的充分条件) 设函数
z
=
f
(
x
,
y
)
z=f(x,y)
z=f(x,y)在点
(
x
0
,
y
0
)
(x_0,y_0)
(x0,y0)得的某个邻域内有定义,若
f
(
x
,
y
)
f(x,y)
f(x,y)的两个偏导数
f
x
(
x
,
y
)
f_x(x,y)
fx(x,y)和
f
y
(
x
,
y
)
f_y(x,y)
fy(x,y)均在点
(
x
0
,
y
0
)
(x_0,y_0)
(x0,y0)处连续,则该函数在点
(
x
0
,
y
0
)
(x_0,y_0)
(x0,y0)处可微。
证明:
Δ
z
=
f
(
x
0
+
Δ
x
,
y
0
+
Δ
y
)
−
f
(
x
0
,
y
0
)
=
[
f
(
x
0
+
Δ
x
,
y
0
+
Δ
y
)
−
f
(
x
0
,
y
0
+
Δ
y
)
]
+
[
f
(
x
0
,
y
0
+
Δ
y
)
−
f
(
x
0
,
y
0
)
]
\begin{aligned}\Delta z&=f(x_0+\Delta x,y_0+\Delta y)-f(x_0,y_0)\\&=[f(x_0+\Delta x,y_0+\Delta y)-f(x_0,y_0+\Delta y)]+[f(x_0,y_0+\Delta y)-f(x_0,y_0)]\end{aligned}
Δz=f(x0+Δx,y0+Δy)−f(x0,y0)=[f(x0+Δx,y0+Δy)−f(x0,y0+Δy)]+[f(x0,y0+Δy)−f(x0,y0)]右边的每一项都是一元函数的改变量,故可以采用拉格朗日中值定理(
f
(
b
)
−
f
(
a
)
=
f
′
(
ξ
)
(
b
−
a
)
f(b)-f(a)=f'(\xi)(b-a)
f(b)−f(a)=f′(ξ)(b−a)),即存在
θ
1
,
θ
2
∈
(
0
,
1
)
\theta_1,\theta_2\in(0,1)
θ1,θ2∈(0,1)使得
Δ
z
=
f
x
(
x
0
+
θ
1
Δ
x
,
y
0
+
Δ
y
)
Δ
x
+
f
y
(
x
0
,
y
0
+
θ
2
Δ
y
)
Δ
y
\Delta z=f_x(x_0+\theta_1\Delta x,y_0+\Delta y)\Delta x+f_y(x_0,y_0+\theta_2\Delta y)\Delta y
Δz=fx(x0+θ1Δx,y0+Δy)Δx+fy(x0,y0+θ2Δy)Δy由于
f
x
(
x
,
y
)
f_x(x,y)
fx(x,y)在
(
x
0
,
y
0
)
(x_0,y_0)
(x0,y0)连续,取极限
ρ
=
(
Δ
x
)
2
+
(
Δ
y
)
2
→
0
\rho=\sqrt{(\Delta x)^2+(\Delta y)^2}\to0
ρ=(Δx)2+(Δy)2→0得
lim
ρ
→
0
f
x
(
x
0
+
θ
1
Δ
x
,
y
0
+
Δ
y
)
=
f
x
(
x
0
,
y
0
)
\lim_{\rho\to0}f_x(x_0+\theta_1\Delta x,y_0+\Delta y)=f_x(x_0,y_0)
ρ→0limfx(x0+θ1Δx,y0+Δy)=fx(x0,y0)因此有
f
x
(
x
0
+
θ
1
Δ
x
,
y
0
+
Δ
y
)
=
f
x
(
x
0
,
y
0
)
+
α
1
(
ρ
)
f_x(x_0+\theta_1\Delta x,y_0+\Delta y)=f_x(x_0,y_0)+\alpha_1(\rho)
fx(x0+θ1Δx,y0+Δy)=fx(x0,y0)+α1(ρ)同理有
f
y
(
x
0
,
y
0
+
θ
2
Δ
y
)
=
f
(
x
0
,
y
0
)
+
α
2
(
ρ
)
f_y(x_0,y_0+\theta_2\Delta y)=f(x_0,y_0)+\alpha_2(\rho)
fy(x0,y0+θ2Δy)=f(x0,y0)+α2(ρ)其中
α
1
,
2
(
ρ
)
\alpha_{1,2}( \rho)
α1,2(ρ)是
ρ
\rho
ρ的高阶无穷小。整理得
Δ
z
=
f
(
x
0
+
Δ
x
,
y
0
+
Δ
y
)
−
f
(
x
0
,
y
0
)
=
[
f
(
x
0
+
Δ
x
,
y
0
+
Δ
y
)
−
f
(
x
0
,
y
0
+
Δ
y
)
]
+
[
f
(
x
0
,
y
0
+
Δ
y
)
−
f
(
x
0
,
y
0
)
]
=
[
f
x
(
x
0
,
y
0
)
+
α
1
(
ρ
)
]
Δ
x
+
[
f
(
x
0
,
y
0
)
+
α
2
(
ρ
)
]
Δ
y
=
f
x
(
x
0
,
y
0
)
Δ
x
+
f
y
(
x
0
,
y
0
)
Δ
y
+
α
1
(
ρ
)
Δ
x
+
α
2
(
ρ
)
Δ
y
\begin{aligned}\Delta z&=f(x_0+\Delta x,y_0+\Delta y)-f(x_0,y_0)\\&=[f(x_0+\Delta x,y_0+\Delta y)-f(x_0,y_0+\Delta y)]+[f(x_0,y_0+\Delta y)-f(x_0,y_0)]\\&=[f_x(x_0,y_0)+\alpha_1(\rho)]\Delta x+[f(x_0,y_0)+\alpha_2(\rho)]\Delta y\\&=f_x(x_0,y_0)\Delta x+f_y(x_0,y_0)\Delta y+\alpha_1(\rho)\Delta x+\alpha_2(\rho)\Delta y\end{aligned}
Δz=f(x0+Δx,y0+Δy)−f(x0,y0)=[f(x0+Δx,y0+Δy)−f(x0,y0+Δy)]+[f(x0,y0+Δy)−f(x0,y0)]=[fx(x0,y0)+α1(ρ)]Δx+[f(x0,y0)+α2(ρ)]Δy=fx(x0,y0)Δx+fy(x0,y0)Δy+α1(ρ)Δx+α2(ρ)Δy只需证明后面两项是
ρ
\rho
ρ的高阶无穷小。而
Δ
x
≤
ρ
\Delta x\le\rho
Δx≤ρ,
Δ
y
≤
ρ
\Delta y\le\rho
Δy≤ρ,所以
∣
α
1
(
ρ
)
Δ
x
+
α
2
(
ρ
)
Δ
y
∣
≤
∣
α
1
(
ρ
)
+
α
2
(
ρ
)
∣
ρ
|\alpha_1(\rho)\Delta x+\alpha_2(\rho)\Delta y|\le|\alpha_1(\rho)+\alpha_2(\rho)|\rho
∣α1(ρ)Δx+α2(ρ)Δy∣≤∣α1(ρ)+α2(ρ)∣ρ,
lim
ρ
→
0
∣
α
1
(
ρ
)
Δ
x
+
α
2
(
ρ
)
Δ
y
ρ
∣
=
lim
ρ
→
0
α
1
(
ρ
)
+
α
2
(
ρ
)
=
o
(
ρ
)
\lim_{\rho\to0}\left|\frac{\alpha_1(\rho)\Delta x+\alpha_2(\rho)\Delta y}{\rho}\right|=\lim_{\rho\to0}\alpha_1(\rho)+\alpha_2(\rho)=o(\rho)
ρ→0lim
ρα1(ρ)Δx+α2(ρ)Δy
=ρ→0limα1(ρ)+α2(ρ)=o(ρ)于是
α
1
(
ρ
)
Δ
x
+
α
2
(
ρ
)
Δ
y
\alpha_1(\rho)\Delta x+\alpha_2(\rho)\Delta y
α1(ρ)Δx+α2(ρ)Δy是
ρ
\rho
ρ的高阶无穷小。因此有
Δ
z
=
f
x
(
x
0
,
y
0
)
Δ
x
+
f
y
(
x
0
,
y
0
)
Δ
y
+
o
(
ρ
)
\Delta z=f_x(x_0,y_0)\Delta x+f_y(x_0,y_0)\Delta y+o(\rho)
Δz=fx(x0,y0)Δx+fy(x0,y0)Δy+o(ρ)即
f
f
f在
(
x
0
,
y
0
)
(x_0,y_0)
(x0,y0)处可微。∎
注意:这只是充分条件。有些函数,例如 f ( x , y ) = { ( x 2 + y 2 ) sin 1 x 2 + y 2 , x 2 + y 2 ≠ 0 0 , x 2 + y 2 = 0 f(x,y)=\begin{cases}(x^2+y^2)\sin{\frac{1}{x^2+y^2}},&x^2+y^2\ne0\\0,&x^2+y^2=0\end{cases} f(x,y)={(x2+y2)sinx2+y21,0,x2+y2=0x2+y2=0它在 ( 0 , 0 ) (0,0) (0,0)处可微,但 f x ( x , y ) f_x(x,y) fx(x,y)与 f y ( x , y ) f_y(x,y) fy(x,y)在 ( 0 , 0 ) (0,0) (0,0)处间断。
另外, f x ( x , y ) , f y ( x , y ) f_x(x,y),f_y(x,y) fx(x,y),fy(x,y)是二元函数,它们连续是指满足二元函数连续的条件,而不仅仅是在 x x x方向或在 y y y方向上连续。
五、偏导数连续,函数一定连续
这是定理1和定理2结合起来后一个很显然的推论。
六、可微,则沿任一方向的方向导数存在
定理3 若
f
(
x
,
y
)
f(x,y)
f(x,y)在点
(
x
0
,
y
0
)
(x_0,y_0)
(x0,y0)可微,则函数
f
f
f在点
(
x
0
,
y
0
)
(x_0,y_0)
(x0,y0)沿任意
l
\bm l
l方向的方向导数均存在,且
∂
f
∂
l
∣
x
0
,
y
0
=
f
x
(
x
0
,
y
0
)
cos
α
+
f
y
(
x
0
,
y
0
)
cos
β
\left.\frac{\partial f}{\partial\bm l}\right|_{x_0,y_0}=f_x(x_0,y_0)\cos\alpha+f_y(x_0,y_0)\cos\beta
∂l∂f
x0,y0=fx(x0,y0)cosα+fy(x0,y0)cosβ其中
l
\bm l
l方向上的单位向量是
e
l
=
(
cos
α
,
cos
β
)
\bm e_l=(\cos\alpha,\cos\beta)
el=(cosα,cosβ)。
证明:由定理1,当
(
x
,
y
)
→
(
0
,
0
)
(x,y)\to(0,0)
(x,y)→(0,0)时,有
f
(
x
,
y
)
−
f
(
x
0
,
y
0
)
=
f
x
(
x
0
,
y
0
)
Δ
x
+
f
y
(
x
0
,
y
0
)
Δ
y
+
o
(
ρ
)
f(x,y)-f(x_0,y_0)=f_x(x_0,y_0)\Delta x+f_y(x_0,y_0)\Delta y+o(\rho)
f(x,y)−f(x0,y0)=fx(x0,y0)Δx+fy(x0,y0)Δy+o(ρ)令
(
x
,
y
)
=
(
x
0
,
y
0
)
+
t
e
l
=
(
x
0
,
y
0
)
+
(
t
cos
α
,
t
cos
β
)
(x,y)=(x_0,y_0)+t\bm e_l=(x_0,y_0)+(t\cos\alpha,t\cos\beta)
(x,y)=(x0,y0)+tel=(x0,y0)+(tcosα,tcosβ),即
Δ
x
=
t
cos
α
,
Δ
y
=
t
cos
β
,
∣
t
∣
=
(
Δ
x
)
2
+
(
Δ
y
)
2
\Delta x=t\cos\alpha,\Delta y=t\cos\beta,|t|=\sqrt{(\Delta x)^2+(\Delta y)^2}
Δx=tcosα,Δy=tcosβ,∣t∣=(Δx)2+(Δy)2,可得
f
(
x
0
,
y
0
)
=
f
x
(
x
0
,
y
0
)
t
cos
α
+
f
y
(
x
0
,
y
0
)
t
cos
β
+
o
(
ρ
)
f(x_0,y_0)=f_x(x_0,y_0)t\cos\alpha+f_y(x_0,y_0)t\cos\beta+o(\rho)
f(x0,y0)=fx(x0,y0)tcosα+fy(x0,y0)tcosβ+o(ρ)由方向导数的定义有
∂
f
∂
l
∣
x
0
,
y
0
=
lim
t
→
0
f
(
x
0
+
t
cos
α
,
y
0
+
t
cos
β
)
−
f
(
x
0
,
y
0
)
t
=
lim
t
→
0
f
x
(
x
0
,
y
0
)
t
cos
α
+
f
y
(
x
0
,
y
0
)
t
cos
β
+
o
(
∣
t
∣
)
t
=
f
x
(
x
0
,
y
0
)
cos
α
+
f
y
(
x
0
,
y
0
)
cos
β
\begin{aligned}\left.\frac{\partial f}{\partial\bm l}\right|_{x_0,y_0}&=\lim_{t\to0}\frac{f(x_0+t\cos\alpha,y_0+t\cos\beta)-f(x_0,y_0)}{t}\\&=\lim_{t\to0}\frac{f_x(x_0,y_0)t\cos\alpha+f_y(x_0,y_0)t\cos\beta+o(|t|)}{t}\\&=f_x(x_0,y_0)\cos\alpha+f_y(x_0,y_0)\cos\beta\end{aligned}
∂l∂f
x0,y0=t→0limtf(x0+tcosα,y0+tcosβ)−f(x0,y0)=t→0limtfx(x0,y0)tcosα+fy(x0,y0)tcosβ+o(∣t∣)=fx(x0,y0)cosα+fy(x0,y0)cosβ证毕。∎
总结
综合以上所有讨论,我们将各个条件之间的关系理成下面这张图:
可以看出偏导数连续是最强的条件,可微是很强的条件,(任意方向)偏导数存在是很弱的条件。