多元函数微分
1.偏导数
1.定义
函数 z = f ( x , y ) z=f\left( x,y \right) z=f(x,y)在点 ( x 0 , y 0 ) \left( x_0,y_0 \right) (x0,y0)关于自变量 x x x和 y y y的偏增量为
Δ z x = f ( x 0 + Δ x , y 0 ) − f ( x 0 , y 0 ) , Δ z y = f ( x 0 , y 0 + Δ y ) − f ( x 0 , y 0 ) . \varDelta z_x=f\left( x_0+\varDelta x,y_0 \right) -f\left( x_0,y_0 \right) ,\\ \varDelta z_y=f\left( x_0,y_0+\varDelta y \right) -f\left( x_0,y_0 \right) . Δzx=f(x0+Δx,y0)−f(x0,y0),Δzy=f(x0,y0+Δy)−f(x0,y0).
函数 z = f ( x , y ) z=f\left( x,y \right) z=f(x,y)在点 ( x 0 , y 0 ) \left( x_0,y_0 \right) (x0,y0)关于自变量 x x x和 y y y的偏导数定义为
f x ( x 0 , y 0 ) = ∂ f ∂ x ∣ x = x 0 y = y 0 = lim Δ x → 0 Δ z x Δ x = lim Δ x → 0 f ( x 0 + Δ x , y 0 ) − f ( x 0 , y 0 ) Δ x f y ( x 0 , y 0 ) = ∂ f ∂ y ∣ x = x 0 y = y 0 = lim Δ x → 0 Δ z y Δ y = lim Δ y → 0 f ( x 0 , y 0 + Δ y ) − f ( x 0 , y 0 ) Δ y f_x\left( x_0,y_0 \right) =\frac{\partial f}{\partial x}\mid_{\begin{array}{c} x=x_0\\ y=y_0\\ \end{array}}^{}=\lim_{\Delta x\rightarrow 0}\frac{\varDelta z_x}{\varDelta x}=\lim_{\Delta x\rightarrow 0}\frac{f\left( x_0+\Delta x,y_0 \right) -f\left( x_0,y_0 \right)}{\Delta x}\\ f_y\left( x_0,y_0 \right) =\frac{\partial f}{\partial y}\mid_{\begin{array}{c} x=x_0\\ y=y_0\\ \end{array}}^{}=\lim_{\Delta x\rightarrow 0}\frac{\varDelta z_y}{\varDelta y}=\lim_{\Delta y\rightarrow 0}\frac{f\left( x_0,y_0+\Delta y \right) -f\left( x_0,y_0 \right)}{\Delta y} fx(x0,y0)=∂x∂f∣x=x0y=y0=Δx→0limΔxΔzx=Δx→0limΔxf(x0+Δx,y0)−f(x0,y0)fy(x0,y0)=∂y∂f∣x=x0y=y0=Δx→0limΔyΔzy=Δy→0limΔyf(x0,y0+Δy)−f(x0,y0)偏导数的记号为:
f x ( x 0 , y 0 ) , ∂ f ∂ x ∣ x = x 0 y = y 0 , ∂ z ∂ x ∣ x = x 0 y = y 0 , f x , ∂ f ∂ x , ∂ z ∂ x ; f y ( x 0 , y 0 ) , ∂ f ∂ y ∣ x = x 0 y = y 0 , ∂ z ∂ y ∣ x = x 0 y = y 0 , f y , ∂ f ∂ y , ∂ z ∂ y ; f_x\left( x_0,y_0 \right) ,\frac{\partial f}{\partial x}\mid_{\begin{array}{c} x=x_0\\ y=y_0\\ \end{array}}^{},\frac{\partial z}{\partial x}\mid_{\begin{array}{c} x=x_0\\ y=y_0\\ \end{array}}^{},f_x,\frac{\partial f}{\partial x},\frac{\partial z}{\partial x};\\ f_y\left( x_0,y_0 \right) ,\frac{\partial f}{\partial y}\mid_{\begin{array}{c} x=x_0\\ y=y_0\\ \end{array}}^{},\frac{\partial z}{\partial y}\mid_{\begin{array}{c} x=x_0\\ y=y_0\\ \end{array}}^{},f_y,\frac{\partial f}{\partial y},\frac{\partial z}{\partial y}; fx(x0,y0),∂x∂f∣x=x0y=y0,∂x∂z∣x=x0y=y0,fx,∂x∂f,∂x∂z;fy(x0,y0),∂y∂f∣x=x0y=y0,∂y∂z∣x=x0y=y0,fy,∂y∂f,∂y∂z;同理,偏导数的概念还可以推广到二元函数以上的函数.例如三元函数 u = f ( x , y , z ) u=f(x,y,z) u=f(x,y,z)在点 ( x , y , z ) (x,y,z) (x,y,z)处对 x x x的偏导数定义为
f x ( x , y , z ) = lim Δ x → 0 f ( x + Δ x , y , z ) − f ( x , y , z ) Δ x f_x\left( x,y,z \right) =\lim_{\Delta x\rightarrow 0}\frac{f\left( x+\Delta x,y,z \right) -f\left( x,y,z \right)}{\Delta x} fx(x,y,z)=Δx→0limΔxf(x+Δx,y,z)−f(x,y,z)
2.二阶偏导数
∂ ∂ x ( ∂ f ∂ x ) = ∂ 2 f ∂ x 2 = f x x ( x , y ) ∂ ∂ y ( ∂ f ∂ x ) = ∂ 2 f ∂ x ∂ y = f x y ( x , y ) \frac{\partial}{\partial x}\left( \frac{\partial f}{\partial x} \right) =\frac{\partial ^2f}{\partial x^2}=f_{xx}\left( x,y \right) \ \ \ \ \frac{\partial}{\partial y}\left( \frac{\partial f}{\partial x} \right) =\frac{\partial ^2f}{\partial x\partial y}=f_{xy}\left( x,y \right) ∂x∂(∂x∂f)=∂x2∂2f=fxx(x,y) ∂y∂(∂x∂f)=<

这篇博客深入讲解了多元函数微分的概念,包括偏导数的定义和二阶偏导数,多元复合函数的求导法则,方向导数与梯度的几何意义,以及多元函数的泰勒公式和极值问题。还探讨了黑塞矩阵和矩阵的求导规则。
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