【考研数学一·高数(6)】多元函数微分学

1.概念

1.1极限

设函数$f(x,y)$在区域$D$上有定义，$P_0(x_0,y_0)\in D$或为$D$边界上的一点.如果对于任意给定的$ϵ>0$，总存在$\delta >0$，当点$P(x,y)\in D$，且满足$0<|P{P}_0|=\sqrt{(x-x_0{)}^2+(y-y_0{)}^2}<\delta$时，恒有$|f(x,y)-A|<ϵ$，则称常数$A$为$(x,y)\to (x_0,y_0)$时$f(x,y)$的极限，记作$\underset{(x,y)\to (x_0,y_0)}{\lim }f(x,y)=A$或$\underset{\begin{array}{c}x\to x_0\\ y\to y_0\end{array}}{\lim }f(x,y)=A$或$\underset{P\to P_0}{\lim }f(P)=A$.

1.2.连续

如果$\underset{(x,y)\to (x_0,y_0)}{\lim }f(x,y)=f(x_0,y_0)$，则称$f(x,y)$在点$(x_0,y_0)$处连续.

1.3.偏导数

1. 定义

   • $\frac{\partial f}{\partial x}{|}_{\begin{array}{c}x=x_0\\ y=y_0\end{array}}=f_x^{\prime }(x_0,y_0)=\underset{\Delta x\to 0}{\lim }\frac{f(x_0+\Delta x,y_0)-f(x_0,y_0)}{\Delta x}$
   • $\frac{\partial f}{\partial y}{|}_{\begin{array}{c}x=x_0\\ y=y_0\end{array}}=f_y^{\prime }(x_0,y_0)=\underset{\Delta y\to 0}{\lim }\frac{f(x_0,y_0+\Delta y)-f(x_0,y_0)}{\Delta y}$

2. 几何意义

   设有二元函数$z=f(x,y)$，且$z_0=f(x_0,y_0)$

   • $f_x^{\prime }(x_0,y_0)$在几何上表示曲线$\{\begin{array}{l}z=f(x,y)\\ y=y_0\end{array}$在点$(x_0,y_0,z_0)$处的切线对$x$轴的斜率
   • $f_y^{\prime }(x_0,y_0)$在几何上表示曲线$\{\begin{array}{l}z=f(x,y)\\ x=x_0\end{array}$在点$(x_0,y_0,z_0)$处的切线对$y$轴的斜率

3. 如果函数$z=f(x,y)$的两个二阶混合偏导数$\frac{{\partial }^{2}z}{\partial x\partial y}$及$\frac{{\partial }^{2}z}{\partial y\partial x}$都在区域$D$内连续，则在区域$D$内$\frac{{\partial }^{2}z}{\partial x\partial y}=\frac{{\partial }^{2}z}{\partial y\partial x}$

1.4.全微分

1. 定义
   • 设二元函数$z=f(x,y)$在点$(x,y)$的某邻域内有定义，若$z=f(x,y)$的全增量$\Delta z=f(x+\Delta x,y+\Delta y)-f(x,y)$可以表示为$\Delta z=A\Delta x+B\Delta y+o(\rho )$，其中$A,B$不依赖于$\Delta x,\Delta y$，而仅与$x,y$有关，$\rho =\sqrt{(\Delta x{)}^2+(\Delta y^2)}$，则称函数$z=f(x,y)$在点$(x,y)$处可微.
   • $A\Delta x+B\Delta y$称为函数$z=f(x,y)$在点$(x,y)$处的全微分，记作$\mathrm{d}z$
2. 若函数$z=f(x,y)$在点$(x,y)$处可微$\Rightarrow z=f(x,y)$在$(x,y)$处连续
3. 可微的必要条件
   • $z=f(x,y)$在点$(x,y)$处可微$\Rightarrow$偏导数存在，且$A=\frac{\partial z}{\partial x},B=\frac{\partial z}{\partial y}$
4. 可微的充分条件
   • 函数$z=f(x,y)$的偏导数$\frac{\partial z}{\partial x},\frac{\partial z}{\partial y}$在点$(x,y)$处连续$\Rightarrow$函数在该点可微
5. 全微分的形式不变性
   • 设$z=f(u,v),u=u(x,y),v=v(x,y)$，如果$f(u,v),u(x,y),v(x,y)$分别有连续偏导数，则复合函数$z=f(u,v)$在$(x,y)$处的全微分仍可表示为$\mathrm{d}z=\frac{\partial z}{\partial u}\mathrm{d}u+\frac{\partial z}{\partial v}\mathrm{d}v$.
6. 可微的判别
   • 写出全增量$\Delta z=f(x_0+\Delta x,y_0+\Delta y)-f(x_0,y_0)$
   • 写出线性增量$A\Delta x+B\Delta y$，其中$A=f_x^{\prime }(x_0,y_0),B=f_y^{\prime }(x_0,y_0)$
   • 作极限$\underset{\begin{array}{c}\Delta x\to 0\\ \Delta y\to 0\end{array}}{\lim }\frac{\Delta z-(A\Delta x+B\Delta y)}{\sqrt{(\Delta x{)}^2+(\Delta y{)}^2}}$
   • 若极限等于0，则可微，否则不可微

2.复合函数求导法（链式求导规则）

设$z=z(u,v),u=u(x,y),v=v(x,y)$，复合结构图为

• $\frac{\partial z}{\partial x}=\frac{\partial z}{\partial u}\cdot \frac{\partial u}{\partial x}+\frac{\partial z}{\partial v}\cdot \frac{\partial v}{\partial x}$
• $\frac{\partial z}{\partial y}=\frac{\partial z}{\partial u}\cdot \frac{\partial u}{\partial y}+\frac{\partial z}{\partial v}\cdot \frac{\partial v}{\partial y}$
• 全导数：$z=(u,v),u=u(x),v=v(x)$，$\frac{\mathrm{d}z}{\mathrm{d}x}$叫全导数

3.隐函数求导法

3.1.一个方程的情形

设$F(x,y,z)=0,P_0(x_0,y_0,z_0)$，若满足$\{\begin{array}{l}F(P_0)=0\\ F_z^{\prime }(P_0)\ne 0\end{array}$，则在点$P_0$的某邻域内可确定$z=z(x,y)$，且有$\{\begin{array}{l}\frac{\partial z}{\partial x}=-\frac{F_x^{\prime }}{F_z^{\prime }}\\ \frac{\partial z}{\partial y}=-\frac{F_y^{\prime }}{F_z^{\prime }}\end{array}$

3.2.方程组的情形

设$\{\begin{array}{l}F(x,y,z)=0\\ G(x,y,z)=0\end{array}$，当满足$\frac{\partial (F,G)}{\partial (y,z)}=\left|\begin{array}{cc}\frac{\partial F}{\partial y}& \frac{\partial F}{\partial z}\\ \frac{\partial G}{\partial y}& \frac{\partial G}{\partial z}\end{array}\right|\ne 0$时，可确定$\{\begin{array}{l}y=y(x)\\ z=z(x)\end{array}$

• $\frac{\mathrm{d}y}{\mathrm{d}x}=-\frac{\frac{\partial (F,G)}{\partial (x,z)}}{\frac{\partial (F,G)}{\partial (y,z)}}=-\frac{\left|\begin{array}{cc}\frac{\partial F}{\partial x}& \frac{\partial F}{\partial z}\\ \frac{\partial G}{\partial x}& \frac{\partial G}{\partial z}\end{array}\right|}{\left|\begin{array}{cc}\frac{\partial F}{\partial y}& \frac{\partial F}{\partial z}\\ \frac{\partial G}{\partial y}& \frac{\partial G}{\partial z}\end{array}\right|}$
• $\frac{\mathrm{d}z}{\mathrm{d}x}=-\frac{\frac{\partial (F,G)}{\partial (y,x)}}{\frac{\partial (F,G)}{\partial (y,z)}}=-\frac{\left|\begin{array}{cc}\frac{\partial F}{\partial y}& \frac{\partial F}{\partial x}\\ \frac{\partial G}{\partial y}& \frac{\partial G}{\partial x}\end{array}\right|}{\left|\begin{array}{cc}\frac{\partial F}{\partial y}& \frac{\partial F}{\partial z}\\ \frac{\partial G}{\partial y}& \frac{\partial G}{\partial z}\end{array}\right|}$

4.多元函数的极值和最值

4.1.定义

设函数$z=f(x,y)$在点$(x_0,y_0)$的某邻域内有定义

• 如果在此邻域内都有$f(x,y)⩽f(x_0,y_0)$，则称函数$f(x,y)$在点$(x_0,y_0)$处取得极大值
• 如果在此邻域内都有$f(x,y)⩾f(x_0,y_0)$，则称函数$f(x,y)$在点$(x_0,y_0)$处取得极小值

4.2.极值存在的必要条件

• 设函数$z=f(x,y)$在点$(x_0,y_0)$处具有偏导数，且在$(x_0,y_0)$处取得极值$\Rightarrow f_x^{\prime }(x_0,y_0)=0,f_y^{\prime }(x_0,y_0)=0$
• 偏导数不存在的点也可能是极值点

4.3.极值存在的充分条件

设函数$z=f(x,y)$在点$(x_0,y_0)$的某邻域内连续，且具有一阶及二阶连续偏导数，又$f_x^{\prime }(x_0,y_0)=0,f_y^{\prime }(x_0,y_0)=0$.

令$f_{xx}^{\prime \prime }(x_0,y_0)=A,f_{xy}^{\prime \prime }(x_0,y_0)=B,f_{yy}^{\prime \prime }(x_0,y_0)=C$

1. $AC-B^2>0$时，$\{\begin{array}{l}A>0\Rightarrow 极小值\\ A<0\Rightarrow 极大值\end{array}$
2. $AC-B^2<0$时，不是极值
3. $AC-B^2=0$时，不能确定，另作讨论（一般用定义法）

4.4.条件最值与拉格朗日乘数法

求目标函数$u=f(x,y,z)$在条件$\{\begin{array}{l}\varphi (x,y,z)=0\\ \psi (x,y,z)=0\end{array}$下的最值

1. 构造辅助函数$F(x,y,z,\lambda ,\mu )=f(x,y,z)+\lambda \varphi (x,y,z)+\mu \psi (x,y,z)$
2. 令$\{\begin{array}{l}{F}_x^{\prime }=f_x^{\prime }+\lambda {\varphi }_x^{\prime }+\mu {\psi }_x^{\prime }=0\\ F_y^{\prime }=f_y^{\prime }+\lambda {\varphi }_y^{\prime }+\mu {\psi }_y^{\prime }=0\\ F_z^{\prime }=f_z^{\prime }+\lambda {\varphi }_z^{\prime }+\mu {\psi }_z^{\prime }=0\\ F_{\lambda }^{\prime }=\varphi (x,y,z)=0\\ F_{\mu }^{\prime }=\psi (x,y,z)=0\end{array}$
3. 解上述方程组得备选点$P_i,i=1,2,3,\cdots ,n$，并求$f(P_i)$，取其最大值为$u_{\max }$，最小值为$u_{\min }$
4. 根据实际问题，必存在最值，所得即为所求

4.5.有界闭区域上连续函数的最值

• 理论依据——最大值与最小值定理：在有界闭区域$D$上的多元连续函数，在$D$上一定有最大值和最小值.
• 求法
  1. 根据$f_x^{\prime }(x,y),f_y^{\prime }(x,y)$为0或不存在，求出$D$内部的所有可疑点
  2. 用拉格朗日乘数法或代入法求出$D$边界上的所有可疑点
     数，在$D$上一定有最大值和最小值.
• 求法
  1. 根据$f_x^{\prime }(x,y),f_y^{\prime }(x,y)$为0或不存在，求出$D$内部的所有可疑点
  2. 用拉格朗日乘数法或代入法求出$D$边界上的所有可疑点
  3. 比较以上所有可疑点的函数值大小，最大为最大值，最小为最小值