一、方向导数
在探讨拉普拉斯算子的旋转不变性之前,先来说说方向导数,定义如下:
考虑函数
f
(
x
,
y
)
\small f(x,y)
f(x,y),
f
\small f
f 在点
P
0
(
x
0
,
y
0
)
\small P_0(x_0,y_0)
P0(x0,y0) 的某邻域
U
(
P
0
)
\small U(P_0)
U(P0) 内有定义. 对于给定的方向向量
l
=
(
cos
⟨
l
,
x
⟩
,
sin
⟨
l
,
x
⟩
)
\small l=(\cos\langle l,x\rangle,\sin\langle l,x\rangle)
l=(cos⟨l,x⟩,sin⟨l,x⟩) (
⟨
l
,
x
⟩
\langle l,x\rangle
⟨l,x⟩ 表示
l
l
l 与
x
x
x 轴之间的夹角),
P
\small P
P 为邻域中一点,且
P
0
P
→
=
ρ
l
\small \overrightarrow{P_0P}=\rho\,l
P0P=ρl,
ρ
>
0
\rho>0
ρ>0,表示
P
\small P
P 与
P
0
\small P_0
P0 两点间的距离. 若极限
lim
ρ
→
0
+
f
(
P
)
−
f
(
P
0
)
ρ
\lim_{\rho\to0^+}\frac{f(P)-f(P_0)}{\rho}
ρ→0+limρf(P)−f(P0)
存在,则称此极限为函数
f
\small f
f 在点
P
0
\small P_0
P0 沿方向
l
l
l 的方向导数,记作
∂
f
∂
l
∣
P
0
o
r
f
l
(
P
0
)
\frac{\partial f}{\partial l}\Big|_{P_0} \,\,or\,\,f_l(P_0)
∂l∂f
P0orfl(P0)
方向导数与偏导数
直觉性较强的读者应该能够看出:若 l l l 取 x x x 轴正向,方向导数就是 f x ( P 0 ) \small f_x(P_0) fx(P0);若 l l l 取 y y y 轴正向,方向导数就是 f y ( P 0 ) \small f_y(P_0) fy(P0).
那能否通过偏导数 f x ( P 0 ) , f y ( P 0 ) \small f_x(P_0),f_y(P_0) fx(P0),fy(P0) 来表示方向导数呢?
答案是肯定的,有如下定理:
设
f
\small f
f 在点
P
0
(
x
0
,
y
0
)
\small P_0(x_0,y_0)
P0(x0,y0) 处可微,则
f
\small f
f 在点
P
0
\small P_0
P0 沿任一方向
l
=
(
cos
⟨
l
,
x
⟩
,
sin
⟨
l
,
x
⟩
)
\small l=(\cos\langle l,x\rangle,\sin\langle l,x\rangle)
l=(cos⟨l,x⟩,sin⟨l,x⟩) 的方向导数均存在,且满足
∂
f
∂
l
=
∂
f
∂
x
cos
⟨
l
,
x
⟩
+
∂
f
∂
y
sin
⟨
l
,
x
⟩
\frac{\partial f}{\partial l}=\frac{\partial f}{\partial x}\cos\langle l,x\rangle+\frac{\partial f}{\partial y}\sin\langle l,x\rangle
∂l∂f=∂x∂fcos⟨l,x⟩+∂y∂fsin⟨l,x⟩
这个定理的证明有两种思路,不知客官喜欢哪一种?
证法 1: 根据定义
设
P
(
x
,
y
)
\small P(x,y)
P(x,y) 位于邻域中,且满足
P
0
P
→
=
ρ
l
,
ρ
>
0
\small \overrightarrow{P_0P}=\rho\,l,\,\rho>0
P0P=ρl,ρ>0,于是
{
x
−
x
0
=
Δ
x
=
ρ
cos
⟨
l
,
x
⟩
y
−
y
0
=
Δ
y
=
ρ
sin
⟨
l
,
x
⟩
(*)
\begin{cases} x-x_0=\Delta x=\rho\cos\langle l,x \rangle\\ y-y_0=\Delta y=\rho\sin\langle l,x \rangle \tag{*} \end{cases}
{x−x0=Δx=ρcos⟨l,x⟩y−y0=Δy=ρsin⟨l,x⟩(*)
由 f f f 在点 P 0 \small P_0 P0 处可微,知
f ( P ) − f ( P 0 ) = f x ( P 0 ) Δ x + f y ( P 0 ) Δ y + o ( ρ ) f(P)-f(P_0)=f_x(P_0)\Delta x+f_y(P_0)\Delta y+o(\rho) f(P)−f(P0)=fx(P0)Δx+fy(P0)Δy+o(ρ)
两边同除 ρ \rho ρ,并根据 ( ∗ ) (*) (∗) 式,得
f ( P ) − f ( P 0 ) ρ = f x ( P 0 ) Δ x ρ + f y ( P 0 ) Δ y ρ + o ( ρ ) ρ = f x ( P 0 ) cos ⟨ l , x ⟩ + f y ( P 0 ) sin ⟨ l , x ⟩ + o ( ρ ) ρ \begin{aligned} \frac{f(P)-f(P_0)}{\rho}&= f_x(P_0)\frac{\Delta x}{\rho}+f_y(P_0)\frac{\Delta y}{\rho}+\frac{o(\rho)}{\rho}\\&= f_x(P_0)\cos\langle l,x \rangle+f_y(P_0)\sin\langle l,x \rangle+\frac{o(\rho)}{\rho} \end{aligned} ρf(P)−f(P0)=fx(P0)ρΔx+fy(P0)ρΔy+ρo(ρ)=fx(P0)cos⟨l,x⟩+fy(P0)sin⟨l,x⟩+ρo(ρ)
两边取极限
ρ
→
0
+
\rho\to 0^+
ρ→0+,则
f
l
(
P
0
)
=
lim
ρ
→
0
+
f
(
P
)
−
f
(
P
0
)
ρ
=
f
x
(
P
0
)
cos
⟨
l
,
x
⟩
+
f
y
(
P
0
)
sin
⟨
l
,
x
⟩
f_l(P_0)=\lim_{\rho\to0^+}\frac{f(P)-f(P_0)}{\rho}=f_x(P_0)\cos\langle l,x \rangle+f_y(P_0)\sin\langle l,x \rangle
fl(P0)=ρ→0+limρf(P)−f(P0)=fx(P0)cos⟨l,x⟩+fy(P0)sin⟨l,x⟩
证法 2: 根据坐标旋转变换
将原坐标系
x
O
y
\small xOy
xOy 旋转角度
ϕ
\phi
ϕ 得到新坐标系
x
′
O
y
′
\small x'Oy'
x′Oy′,考虑点
P
\small P
P. 向量
O
P
→
\small \overrightarrow{OP}
OP 长度为
r
r
r,与
x
,
x
′
x,x'
x,x′ 轴的夹角分别为
θ
,
θ
′
\small \theta,\theta'
θ,θ′,显然有
θ
′
=
θ
−
ϕ
\theta'=\theta-\phi
θ′=θ−ϕ
则点
P
\small P
P 在原坐标系下的坐标为
{
x
=
r
cos
θ
y
=
r
sin
θ
\begin{cases}x=r\cos\theta\\y=r\sin\theta\end{cases}
{x=rcosθy=rsinθ
在新坐标系下的坐标为
{
x
′
=
r
cos
θ
′
=
r
cos
(
θ
−
ϕ
)
=
r
(
cos
θ
cos
ϕ
+
sin
θ
sin
ϕ
)
=
x
cos
ϕ
+
y
sin
ϕ
y
′
=
r
sin
θ
′
=
r
sin
(
θ
−
ϕ
)
=
r
(
sin
θ
cos
ϕ
−
cos
θ
sin
ϕ
)
=
−
x
sin
ϕ
+
y
cos
ϕ
\begin{cases} \begin{aligned} x'=r\cos\theta'=&\,\,r\cos(\theta-\phi)=r(\cos\theta\cos\phi+\sin\theta\sin\phi)=x\cos\phi+y\sin\phi\\ y'=r\sin\theta'=&\,\,r\sin(\theta-\phi)=r(\sin\theta\cos\phi-\cos\theta\sin\phi)=-x\sin\phi+y\cos\phi \end{aligned} \end{cases}
{x′=rcosθ′=y′=rsinθ′=rcos(θ−ϕ)=r(cosθcosϕ+sinθsinϕ)=xcosϕ+ysinϕrsin(θ−ϕ)=r(sinθcosϕ−cosθsinϕ)=−xsinϕ+ycosϕ
化为矩阵形式
(
x
′
y
′
)
=
(
cos
ϕ
sin
ϕ
−
sin
ϕ
cos
ϕ
)
(
x
y
)
\begin{pmatrix}x'\\y'\end{pmatrix}= \begin{pmatrix} \cos\phi & \sin\phi\\ -\sin\phi & \cos\phi \end{pmatrix} \begin{pmatrix}x\\y\end{pmatrix}
(x′y′)=(cosϕ−sinϕsinϕcosϕ)(xy)
同理可推出(或者两边左乘旋转矩阵的逆),可得
(
x
y
)
=
(
cos
ϕ
−
sin
ϕ
sin
ϕ
cos
ϕ
)
(
x
′
y
′
)
\begin{pmatrix}x\\y\end{pmatrix}= \begin{pmatrix} \cos\phi & -\sin\phi\\ \sin\phi & \cos\phi \end{pmatrix} \begin{pmatrix}x'\\y'\end{pmatrix}
(xy)=(cosϕsinϕ−sinϕcosϕ)(x′y′)
所以
∂
x
∂
x
′
=
cos
ϕ
,
∂
y
∂
x
′
=
sin
ϕ
\frac{\partial x}{\partial x'}=\cos\phi,\,\,\frac{\partial y}{\partial x'}=\sin\phi
∂x′∂x=cosϕ,∂x′∂y=sinϕ
考虑函数
f
(
x
,
y
)
\small f(x,y)
f(x,y) 沿
x
′
x'
x′ 方向的方向导数,由链式法则
∂
f
∂
x
′
=
∂
f
∂
x
∂
x
∂
x
′
+
∂
f
∂
y
∂
y
∂
x
′
=
∂
f
∂
x
cos
ϕ
+
∂
f
∂
y
sin
ϕ
\begin{aligned} \frac{\partial f}{\partial x'}&= \frac{\partial f}{\partial x}\frac{\partial x}{\partial x'}+\frac{\partial f}{\partial y}\frac{\partial y}{\partial x'}\\ &=\frac{\partial f}{\partial x}\cos\phi+\frac{\partial f}{\partial y}\sin\phi \end{aligned}
∂x′∂f=∂x∂f∂x′∂x+∂y∂f∂x′∂y=∂x∂fcosϕ+∂y∂fsinϕ同理可得函数
f
\small f
f 沿
y
′
y'
y′ 方向的方向导数
∂
f
∂
y
′
=
−
∂
f
∂
x
sin
ϕ
+
∂
f
∂
y
cos
ϕ
\frac{\partial f}{\partial y'}=-\frac{\partial f}{\partial x}\sin\phi+\frac{\partial f}{\partial y}\cos\phi
∂y′∂f=−∂x∂fsinϕ+∂y∂fcosϕ
对
∂
f
/
∂
y
′
\partial f/\partial y'
∂f/∂y′ 进行变形
∂
f
∂
y
′
=
∂
f
∂
x
cos
(
ϕ
+
π
/
2
)
+
∂
f
∂
y
sin
(
ϕ
+
π
/
2
)
\frac{\partial f}{\partial y'}=\frac{\partial f}{\partial x}\cos(\phi+\pi/2)+\frac{\partial f}{\partial y}\sin(\phi+\pi/2)
∂y′∂f=∂x∂fcos(ϕ+π/2)+∂y∂fsin(ϕ+π/2)
其中
(
ϕ
+
π
/
2
)
(\phi+\pi/2)
(ϕ+π/2) 为
y
′
y'
y′ 轴与
x
x
x 轴之间的夹角,与定理结论相符.
有人会有这样的疑问:假如 x ′ , y ′ x',y' x′,y′ 是原坐标系先旋转后平移或者先平移后旋转得到的,结果是否不变?
答案是肯定的,因为
d
(
x
′
+
a
)
d
x
′
=
1
=
d
(
y
′
+
b
)
y
′
\frac{d(x'+a)}{dx'}=1=\frac{d(y'+b)}{y'}
dx′d(x′+a)=1=y′d(y′+b)(
a
,
b
a,b
a,b 为常数),不改变链式法则的结果.
二、拉普拉斯算子的旋转不变性
拉普拉斯算子
∇
f
=
Δ
2
f
=
∂
2
f
∂
x
2
+
∂
2
f
∂
y
2
\nabla f= \Delta^2 f=\frac{\partial^2f}{\partial x^2}+\frac{\partial^2f}{\partial y^2}
∇f=Δ2f=∂x2∂2f+∂y2∂2f拉普拉斯算子具有旋转不变性,emm,这该怎么理解呢?
先说下我的看法:
将原坐标系
x
O
y
\small xOy
xOy 进行旋转,得到新的坐标系
x
′
O
y
′
\small x'Oy'
x′Oy′,则在新坐标系下的拉普拉斯算子与原来的相同,即
∂
2
f
∂
x
′
2
+
∂
2
f
∂
y
′
2
=
∂
2
f
∂
x
2
+
∂
2
f
∂
y
2
\frac{\partial^2f}{\partial x'^2}+\frac{\partial^2f}{\partial y'^2} = \frac{\partial^2f}{\partial x^2}+\frac{\partial^2f}{\partial y^2}
∂x′2∂2f+∂y′2∂2f=∂x2∂2f+∂y2∂2f称之为拉普拉斯算子的 旋转不变性.
其实一般算子的旋转不变性也是这样定义的,比如我们可以自己造一个算子,叫作模长算子,容易验证,它也具有旋转不变性.
就算写到这里,我对拉普拉斯算子的 旋转不变性 仍表示怀疑,因为还没有自己把它证出来,下面就让我们试着证一下!
已知
∂
g
∂
x
′
=
∂
g
∂
x
cos
ϕ
+
∂
g
∂
y
sin
ϕ
(1)
\frac{\partial g}{\partial x'}= \frac{\partial g}{\partial x}\cos\phi+\frac{\partial g} {\partial y}\sin\phi \tag{1}
∂x′∂g=∂x∂gcosϕ+∂y∂gsinϕ(1)
∂
g
∂
y
′
=
−
∂
g
∂
x
sin
ϕ
+
∂
g
∂
y
cos
ϕ
(2)
\frac{\partial g}{\partial y'}= -\frac{\partial g}{\partial x}\sin\phi+\frac{\partial g}{\partial y}\cos\phi \tag{2}
∂y′∂g=−∂x∂gsinϕ+∂y∂gcosϕ(2)
将 g = ∂ f ∂ x ′ \displaystyle g=\frac{\partial f}{\partial x'} g=∂x′∂f 代入 ( 1 ) \small (1) (1) 式,得
∂ 2 f ∂ x ′ 2 = ∂ ∂ x ′ ( ∂ f ∂ x ′ ) = ∂ ∂ x ( ∂ f ∂ x ′ ) cos ϕ + ∂ ∂ y ( ∂ f ∂ x ′ ) sin ϕ \frac{\partial^2 f}{\partial x'^2}= \frac{\partial}{\partial x'}(\frac{\partial f}{\partial x'})= \frac{\partial}{\partial x}(\frac{\partial f}{\partial x'})\cos\phi+\frac{\partial}{\partial y}(\frac{\partial f}{\partial x'})\sin\phi ∂x′2∂2f=∂x′∂(∂x′∂f)=∂x∂(∂x′∂f)cosϕ+∂y∂(∂x′∂f)sinϕ
将
(
1
)
\small (1)
(1) 式中的
f
f
f 换成
g
g
g 代入上式,有
∂
2
f
∂
x
′
2
=
∂
∂
x
(
∂
f
∂
x
cos
ϕ
+
∂
f
∂
y
sin
ϕ
)
cos
ϕ
+
∂
∂
y
(
∂
f
∂
x
cos
ϕ
+
∂
f
∂
y
sin
ϕ
)
sin
ϕ
=
∂
2
f
∂
x
2
cos
2
ϕ
+
2
∂
2
f
∂
x
∂
y
sin
ϕ
cos
ϕ
+
∂
2
f
∂
y
2
sin
2
ϕ
\begin{aligned} \frac{\partial^2 f}{\partial x'^2}&= \frac{\partial}{\partial x}\big(\frac{\partial f}{\partial x}\cos\phi+\frac{\partial f}{\partial y}\sin\phi\big)\cos\phi+ \frac{\partial}{\partial y}\big(\frac{\partial f}{\partial x}\cos\phi+\frac{\partial f}{\partial y}\sin\phi\big)\sin\phi\\&= \frac{\partial^2f}{\partial x^2}\cos^2\phi+2\frac{\partial^2f}{\partial x\partial y}\sin\phi\cos\phi+\frac{\partial^2f}{\partial y^2}\sin^2\phi \end{aligned}
∂x′2∂2f=∂x∂(∂x∂fcosϕ+∂y∂fsinϕ)cosϕ+∂y∂(∂x∂fcosϕ+∂y∂fsinϕ)sinϕ=∂x2∂2fcos2ϕ+2∂x∂y∂2fsinϕcosϕ+∂y2∂2fsin2ϕ同理
∂
2
f
∂
y
′
2
=
∂
∂
y
′
(
∂
f
∂
y
′
)
=
−
∂
∂
x
(
∂
f
∂
y
′
)
sin
ϕ
+
∂
∂
y
(
∂
f
∂
y
′
)
cos
ϕ
=
−
∂
∂
x
(
−
∂
f
∂
x
sin
ϕ
+
∂
f
∂
y
cos
ϕ
)
sin
ϕ
+
∂
∂
y
(
−
∂
f
∂
x
sin
ϕ
+
∂
f
∂
y
cos
ϕ
)
cos
ϕ
=
∂
2
f
∂
x
2
sin
2
ϕ
−
2
∂
2
f
∂
x
∂
y
sin
ϕ
cos
ϕ
+
∂
2
f
∂
y
2
cos
2
ϕ
\begin{aligned} \frac{\partial^2 f}{\partial y'^2}&= \frac{\partial}{\partial y'}(\frac{\partial f}{\partial y'})\\&= -\frac{\partial}{\partial x}(\frac{\partial f}{\partial y'})\sin\phi+\frac{\partial}{\partial y}(\frac{\partial f}{\partial y'})\cos\phi\\&= -\frac{\partial}{\partial x}\big(-\frac{\partial f}{\partial x}\sin\phi+\frac{\partial f}{\partial y}\cos\phi\big)\sin\phi+\frac{\partial}{\partial y}\big(-\frac{\partial f}{\partial x}\sin\phi+\frac{\partial f}{\partial y}\cos\phi\big)\cos\phi\\&= \frac{\partial^2f}{\partial x^2}\sin^2\phi-2\frac{\partial^2f}{\partial x\partial y}\sin\phi\cos\phi+\frac{\partial^2f}{\partial y^2}\cos^2\phi \end{aligned}
∂y′2∂2f=∂y′∂(∂y′∂f)=−∂x∂(∂y′∂f)sinϕ+∂y∂(∂y′∂f)cosϕ=−∂x∂(−∂x∂fsinϕ+∂y∂fcosϕ)sinϕ+∂y∂(−∂x∂fsinϕ+∂y∂fcosϕ)cosϕ=∂x2∂2fsin2ϕ−2∂x∂y∂2fsinϕcosϕ+∂y2∂2fcos2ϕ
所以
∂
2
f
∂
x
′
2
+
∂
2
f
∂
y
′
2
=
∂
2
f
∂
x
2
(
cos
2
ϕ
+
sin
2
ϕ
)
+
∂
2
f
∂
y
2
(
sin
2
ϕ
+
cos
2
ϕ
)
=
∂
2
f
∂
x
2
+
∂
2
f
∂
y
2
\begin{aligned} \frac{\partial^2f}{\partial x'^2}+\frac{\partial^2f}{\partial y'^2} &= \frac{\partial^2f}{\partial x^2}(\cos^2\phi+\sin^2\phi)+\frac{\partial^2f}{\partial y^2}(\sin^2\phi+\cos^2\phi) \\&= \frac{\partial^2f}{\partial x^2}+\frac{\partial^2f}{\partial y^2} \end{aligned}
∂x′2∂2f+∂y′2∂2f=∂x2∂2f(cos2ϕ+sin2ϕ)+∂y2∂2f(sin2ϕ+cos2ϕ)=∂x2∂2f+∂y2∂2f拉普拉斯算子具有方向不变性这一结论成立.
哈哈,这下我信了!
鸣谢!
参考文献:华东师范大学数学系. 数学分析(下册)[M]. 第四版. 北京:高等教育出版社,2010.