Implicit function theorem_the implicit function theorem-CSDN博客

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In mathematics, more specifically in multivariable calculus, the implicit function theorem is a tool that allows relations to be converted to functions of several real variables. It does so by representing the relation as the graph of a function. There may not be a single function whose graph can represent the entire relation, but there may be such a function on a restriction of the domain of the relation. The implicit function theorem gives a sufficient condition to ensure that there is such a function.

More precisely, given a system of $m$ equations $f_i (x_1, ..., x_n, y_1, ..., y_m) = 0, i = 1, ..., m$ (often abbreviated into $F (x, y) = 0$ ), the theorem states that, under a mild condition on the partial derivatives (with respect to the $y_i$ s) at a point, the $m$ variables $y_i$ are differentiable functions of the $x_j$ in some neighborhood of the point. As these functions can generally not be expressed in closed form, they are implicitly defined by the equations, and this motivated the name of the theorem.

In other words, under a mild condition on the partial derivatives, the set of zeros of a system of equations is locally the graph of a function.

1 History
2 First example
3 Definitions
4 Statement of the theorem
- 4.1 Higher derivatives
5 Proof for 2D case
6 The circle example
7 Application: change of coordinates
- 7.1 Example: polar coordinates
8 Generalizations
- 8.1 Banach space version
- 8.2 Implicit functions from non-differentiable functions
9 See also
10 Notes
11 References
12 Further reading

1 History

Augustin-Louis Cauchy]( ) (1789–1857) is credited with the first rigorous form of the implicit function theorem. Ulisse Dini (1845–1918) generalized the real-variable version of the implicit function theorem to the context of functions of any number of real variables.

2 First example

If we define the function $f(x, y) = x^2 + y^2$ , then the equation $f (x, y) = 1$ cuts out the unit circle as the level set ${(x, y) | f(x, y) = 1\}$ . There is no way to represent the unit circle as the graph of a function of one variable $y = g (x)$ because for each choice of $x \in (- 1, 1)$ , there are two choices of $y$ , namely $\pm {\sqrt {1-x^{2}}}$ .

However, it is possible to represent part of the circle as the graph of a function of one variable. If we let $g_{1}(x)={\sqrt {1-x^{2}}}$ for $- 1 \leq x \leq 1$ , then the graph of $y = g_1(x)$ provides the upper half of the circle. Similarly, if $g_{2}(x)=-{\sqrt {1-x^{2}}}$ , then the graph of $y = g_2(x)$ gives the lower half of the circle.

The purpose of the implicit function theorem is to tell us the existence of functions like $g_1(x)$ and $g_2(x)$ , even in situations where we cannot write down explicit formulas. It guarantees that $g_1(x)$ and $g_2(x)$ are differentiable, and it even works in situations where we do not have a formula for f(x, y).

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The unit circle can be specified as the level curve $f (x, y) = 1$ of the function $f(x, y) = x^2 + y^2$ . Around point $A$ , $y$ can be expressed as a function $y (x)$ . In this example this function can be written explicitly as $g_{1}(x)={\sqrt {1-x^{2}}};$ in many cases no such explicit expression exists, but one can still refer to the implicit function $y (x)$ . No such function exists around point $B$ .

3 Definitions

Let $f:\mathbb {R} ^{n+m}\to \mathbb {R} ^{m}$ be a continuously differentiable function. We think of $\mathbb {R} ^{n+m}$ as the Cartesian product $\mathbb {R} ^{n}\times \mathbb {R} ^{m},$ and we write a point of this product as $(\mathbf {x} ,\mathbf {y} )=(x_{1},\ldots ,x_{n},y_{1},\ldots y_{m}).$ Starting from the given function $f$ , our goal is to construct a function $g:\mathbb {R} ^{n}\to \mathbb {R} ^{m}$ whose graph $({\textbf {x}},g({\textbf {x}}))$ is precisely the set of all $({\textbf {x}},{\textbf {y}})$ such that $f({\textbf {x}},{\textbf {y}})={\textbf {0}}$ .

As noted above, this may not always be possible. We will therefore fix a point $({\textbf {a}},{\textbf {b}})=(a_{1},\dots ,a_{n},b_{1},\dots ,b_{m})$ which satisfies $f({\textbf {a}},{\textbf {b}})={\textbf {0}}$ , and we will ask for a $g$ that works near the point $({\textbf {a}},{\textbf {b}})$ . In other words, we want an open set $U\subset \mathbb {R} ^{n}$ containing ${\textbf {a}}$ , an open set $V\subset \mathbb {R} ^{m}$ containing ${\textbf {b}}$ , and a function $g:U\to V$ such that the graph of $g$ satisfies the relation $f={\textbf {0}}$ on $U\times V$ , and that no other points within $U\times V$ do so. In symbols,
$\{(\mathbf {x} ,g(\mathbf {x} ))\mid \mathbf {x} \in U\}=\{(\mathbf {x} ,\mathbf {y} )\in U\times V\mid f(\mathbf {x} ,\mathbf {y} )=\mathbf {0} \}.$

To state the implicit function theorem, we need the Jacobian matrix of $f$ , which is the matrix of the partial derivatives of $f$ . Abbreviating $(a_{1},\dots ,a_{n},b_{1},\dots ,b_{m})$ to $({\textbf {a}},{\textbf {b}})$ , the Jacobian matrix is
$(Df)(\mathbf {a} ,\mathbf {b} )=\left[{\begin{matrix}{\frac {\partial f_{1}}{\partial x_{1}}}(\mathbf {a} ,\mathbf {b} )&\cdots &{\frac {\partial f_{1}}{\partial x_{n}}}(\mathbf {a} ,\mathbf {b} )\\\vdots &\ddots &\vdots \\{\frac {\partial f_{m}}{\partial x_{1}}}(\mathbf {a} ,\mathbf {b} )&\cdots &{\frac {\partial f_{m}}{\partial x_{n}}}(\mathbf {a} ,\mathbf {b} )\end{matrix}}\right|\left.{\begin{matrix}{\frac {\partial f_{1}}{\partial y_{1}}}(\mathbf {a} ,\mathbf {b} )&\cdots &{\frac {\partial f_{1}}{\partial y_{m}}}(\mathbf {a} ,\mathbf {b} )\\\vdots &\ddots &\vdots \\{\frac {\partial f_{m}}{\partial y_{1}}}(\mathbf {a} ,\mathbf {b} )&\cdots &{\frac {\partial f_{m}}{\partial y_{m}}}(\mathbf {a} ,\mathbf {b} )\\\end{matrix}}\right]=[X|Y]$
where $X$ is the matrix of partial derivatives in the variables $x_{i}$ and $Y$ is the matrix of partial derivatives in the variables $y_{j}$ . The implicit function theorem says that if $Y$ is an invertible matrix, then there are $U}, {\displaystyle V$ , and $g$ as desired. Writing all the hypotheses together gives the following statement.