偏微分-


  1. 偏微分的定义
  2. 对于多元函数(z = f(x_1,x_2,\cdots,x_n)),如果我们只考虑函数对其中一个自变量(例如(x_i))的变化率,而将其他自变量看作常数,那么这个变化率就是函数(z)关于(x_i)的偏导数,记为(\frac{\partial z}{\partial x_i})或(f_{x_i})。从极限的角度来定义,(\frac{\partial z}{\partial x_i}=\lim_{\Delta x_i\to0}\frac{f(x_1,\cdots,x_i+\Delta x_i,\cdots,x_n)-f(x_1,\cdots,x_i,\cdots,x_n)}{\Delta x_i})。
  3. 例如,对于二元函数(z = x^2y + 3y^2),求(\frac{\partial z}{\partial x})时,把(y)看作常数,根据求导公式((x^n)^\prime = nx^{n - 1}),可得(\frac{\partial z}{\partial x}=2xy)。求(\frac{\partial z}{\partial y})时,把(x)看作常数,对(y)求导,得到(\frac{\partial z}{\partial y}=x^2 + 6y)。
  4. 偏微分的计算规则
  5. 和差法则:如果(z = f(x,y)\pm g(x,y)),那么(\frac{\partial z}{\partial x}=\frac{\partial f}{\partial x}\pm\frac{\partial g}{\partial x}),(\frac{\partial z}{\partial y}=\frac{\partial f}{\partial y}\pm\frac{\partial g}{\partial y})。例如,若(z=(x^2 + y^2)-(2xy)),则(\frac{\partial z}{\partial x}=2x - 2y),(\frac{\partial z}{\partial y}=2y - 2x)。
  6. 乘积法则:若(z = f(x,y)g(x,y)),则(\frac{\partial z}{\partial x}=f(x,y)\frac{\partial g(x,y)}{\partial x}+g(x,y)\frac{\partial f(x,y)}{\partial x}),(\frac{\partial z}{\partial y}=f(x,y)\frac{\partial g(x,y)}{\partial y}+g(x,y)\frac{\partial f(x,y)}{\partial y})。例如,对于(z=(x + y)(x - y)),令(f(x,y)=x + y),(g(x,y)=x - y),则(\frac{\partial z}{\partial x}=(x + y)\times1+(x - y)\times1 = 2x),(\frac{\partial z}{\partial y}=(x + y)\times(-1)+(x - y)\times1=-2y)。
  7. 商法则:如果(z=\frac{f(x,y)}{g(x,y)})((g(x,y)\neq0)),那么(\frac{\partial z}{\partial x}=\frac{g(x,y)\frac{\partial f(x,y)}{\partial x}-f(x,y)\frac{\partial g(x,y)}{\partial x}}{[g(x,y)]^2}),(\frac{\partial z}{\partial y}=\frac{g(x,y)\frac{\partial f(x,y)}{\partial y}-f(x,y)\frac{\partial g(x,y)}{\partial y}}{[g(x,y)]^2})。例如,对于(z=\frac{x^2}{y}),(\frac{\partial z}{\partial x}=\frac{2x\times y - x^2\times0}{y^2}=\frac{2x}{y}),(\frac{\partial z}{\partial y}=\frac{x^2\times(-1)}{y^2}=-\frac{x^2}{y^2})。
  8. 偏微分的应用场景
  9. 物理中的应用:在热传导方程中,温度(T(x,y,z,t))是关于空间坐标((x,y,z))和时间(t)的函数。热传导方程(\frac{\partial T}{\partial t}=\alpha(\frac{\partial^2T}{\partial x^2}+\frac{\partial^2T}{\partial y^2}+\frac{\partial^2T}{\partial z^2}))描述了温度随时间的变化与在空间中的热扩散之间的关系。其中(\frac{\partial T}{\partial t})表示温度对时间的偏导数,即温度随时间的变化率,(\frac{\partial^2T}{\partial x^2})等是二阶偏导数,表示温度在(x)方向等的二阶变化率。
  10. 经济学中的应用:在生产函数中,例如柯布 - 道格拉斯生产函数(Q = AK^{\alpha}L^{\beta})(其中(Q)是产量,(A)是技术水平,(K)是资本投入,(L)是劳动投入,(\alpha)和(\beta)是参数),(\frac{\partial Q}{\partial K})表示产量对资本投入的偏导数,它反映了在劳动投入不变的情况下,资本投入每增加一单位时产量的变化情况;(\frac{\partial Q}{\partial L})表示产量对劳动投入的偏导数,反映了在资本投入不变时,劳动投入变化对产量的影响。
  11. 高阶偏导数
  12. 对多元函数的偏导数再求偏导数就得到高阶偏导数。例如,对于二元函数(z = f(x,y)),(\frac{\partial z}{\partial x})和(\frac{\partial z}{\partial y})是一阶偏导数。(\frac{\partial}{\partial x}(\frac{\partial z}{\partial x}))记为(\frac{\partial^2z}{\partial x^2}),(\frac{\partial}{\partial y}(\frac{\partial z}{\partial x}))记为(\frac{\partial^2z}{\partial y\partial x}),(\frac{\partial}{\partial x}(\frac{\partial z}{\partial y}))记为(\frac{\partial^2z}{\partial x\partial y}),(\frac{\partial}{\partial y}(\frac{\partial z}{\partial y}))记为(\frac{\partial^2z}{\partial y^2})。在一定条件下(函数具有连续的二阶偏导数),(\frac{\partial^2z}{\partial x\partial y}=\frac{\partial^2z}{\partial y\partial x})。例如,对于(z = x^3y^2),(\frac{\partial z}{\partial x}=3x^2y^2),(\frac{\partial^2z}{\partial x^2}=6xy^2),(\frac{\partial^2z}{\partial y\partial x}=6x^2y),(\frac{\partial z}{\partial y}=2x^3y),(\frac{\partial^2z}{\partial x\partial y}=6x^2y),(\frac{\partial^2z}{\partial y^2}=2x^3)。