Math Analysis Homework - Sem2 Week 7
Class 1
T1
2. 设 f ( x , y ) = x + ( y − 1 ) arcsin x y f(x, y) = x + (y - 1) \arcsin \sqrt{\frac{x}{y}} f ( x , y ) = x + ( y − 1 ) arcsin y x , 求 f x ( x , 1 ) f_x(x, 1) f x ( x , 1 ) .
f x ( x , 1 ) = 1 + ( 1 − 1 ) ( arcsin x y ) − 1 = 1 \begin{gathered}
f_x(x,1)=1+(1-1)(\arcsin\sqrt\dfrac{x}{y} )^{-1} \\
=1
\end{gathered} f x ( x , 1 ) = 1 + ( 1 − 1 ) ( arcsin y x ) − 1 = 1
T2
3. 设 f ( x , y ) = { y sin 1 x 2 + y 2 , x 2 + y 2 ≠ 0 , 0 , x 2 + y 2 = 0 , f(x, y) = \begin{cases} y \sin \frac{1}{x^2 + y^2}, & x^2 + y^2 \neq 0, \\ 0, & x^2 + y^2 = 0, \end{cases} f ( x , y ) = { y sin x 2 + y 2 1 , 0 , x 2 + y 2 = 0 , x 2 + y 2 = 0 , 考察函数 f ( x , y ) f(x, y) f ( x , y ) 在点 ( 0 , 0 ) (0, 0) ( 0 , 0 ) 处的可偏导性.
f x ( 0 , 0 ) = lim x → 0 f ( x , 0 ) x = lim x → 0 0 sin 1 x 2 + 0 2 0 = 0 f y ( 0 , 0 ) = l i m y → 0 f ( 0 , y ) y = lim y → 0 y sin 1 0 2 + y 2 y = lim y → 0 sin 1 y 2 , which does not exist \begin{gathered}
f_x(0,0)=\lim_{x \to 0} \dfrac{f(x,0)}{x} =\lim_{x \to 0} \dfrac{0\sin \dfrac{1}{x^2+0^2}}{0}=0 \\
f_y(0,0)=\\lim_{y \to 0} \dfrac{f(0,y)}{y} = \lim_{y \to 0} \dfrac{y\sin \dfrac{1}{0^2+y^2} }{y} =\lim_{y \to 0}\sin \dfrac{1}{y^2} ,\\
\text{ which does not exist}
\end{gathered} f x ( 0 , 0 ) = x → 0 lim x f ( x , 0 ) = x → 0 lim 0 0 sin x 2 + 0 2 1 = 0 f y ( 0 , 0 ) = l i m y → 0 y f ( 0 , y ) = y → 0 lim y y sin 0 2 + y 2 1 = y → 0 lim sin y 2 1 , which does not exist
T3
4. 证明函数 z = x 2 + y 2 z = \sqrt{x^2 + y^2} z = x 2 + y 2 在点 ( 0 , 0 ) (0, 0) ( 0 , 0 ) 处连续但偏导数不存在.
lim ( x , y ) → ( 0 , 0 ) z ( x , y ) = lim ( x , y ) → ( 0 , 0 ) x 2 + y 2 = 0 = z ( 0 , 0 ) \begin{gathered}
\lim_{(x,y) \to (0,0)} z(x,y) \\
=\lim_{(x,y) \to (0,0)} \sqrt{x^2+y^2} \\
=0=z(0,0)
\end{gathered} ( x , y ) → ( 0 , 0 ) lim z ( x , y ) = ( x , y ) → ( 0 , 0 ) lim x 2 + y 2 = 0 = z ( 0 , 0 )
故( 0 , 0 ) 处 (0,0)处 ( 0 , 0 ) 处 连续.
z z z 关于x , y x,y x , y 对称,只考虑x x x 的偏导数:
z x ( 0 , 0 ) = lim x → 0 z ( x , 0 ) − z ( 0 , 0 ) x = ( ∣ x ∣ x ) ′ which does not exist \begin{gathered}
z_x(0,0)=\lim_{x \to 0} \dfrac{z(x,0)-z(0,0)}{x} \\
=(\dfrac{|x|}x)' \text{ which does not exist}
\end{gathered} z x ( 0 , 0 ) = x → 0 lim x z ( x , 0 ) − z ( 0 , 0 ) = ( x ∣ x ∣ ) ′ which does not exist
T4
6. 证明:若函数 f ( x , y ) f(x, y) f ( x , y ) 在点 P ( x 0 , y 0 ) P(x_0, y_0) P ( x 0 , y 0 ) 的某邻域 U ( P ) U(P) U ( P ) 内的偏导数 f x f_x f x 与 f y f_y f y 有界, 则 f ( x , y ) f(x, y) f ( x , y ) 在 U ( P ) U(P) U ( P ) 内连续.
设max ( ∣ f x ( x , y ) ∣ , ∣ f y ( x , y ) ∣ ) < M \max (|f_x(x,y)|,|f_y(x,y)|)<M max ( ∣ f x ( x , y ) ∣ , ∣ f y ( x , y ) ∣ ) < M
∀ ( x 1 , y 1 ) , ( x 2 , y 2 ) ∈ U ( P ) ∣ f ( x 1 , y 1 ) − f ( x 2 , y 2 ) ∣ ≤ ∣ f ( x 1 , y 1 ) − f ( x 2 , y 1 ) ∣ + ∣ f ( x 2 , y 1 ) − f ( x 2 , y 2 ) ∣ = ∣ f x ( ξ 1 , y 1 ) ( x 2 − x 1 ) ∣ + ∣ f y ( x 2 , ξ 2 ) ( y 1 − y 2 ) ∣ ≤ M ( ∣ x 2 − x 1 ∣ + ∣ y 2 − y 1 ∣ ) ≤ 2 M ( x 2 − x 1 ) 2 + ( y 2 − y 1 ) 2 \begin{gathered}
\forall (x_1,y_1),(x_2,y_2)\in U(P) \\
|f(x_1,y_1)-f(x_2,y_2)| \\
\le |f(x_1,y_1)-f(x_2,y_1)|+|f(x_2,y_1)-f(x_2,y_2)| \\
= |f_x(\xi_1,y_1)(x_2-x_1)|+|f_y(x_2,\xi_2)(y_1-y_2)| \\
\le M(|x_2-x_1|+|y_2-y_1|)\le 2M\sqrt{(x_2-x_1)^2+(y_2-y_1)^2}
\end{gathered} ∀ ( x 1 , y 1 ) , ( x 2 , y 2 ) ∈ U ( P ) ∣ f ( x 1 , y 1 ) − f ( x 2 , y 2 ) ∣ ≤ ∣ f ( x 1 , y 1 ) − f ( x 2 , y 1 ) ∣ + ∣ f ( x 2 , y 1 ) − f ( x 2 , y 2 ) ∣ = ∣ f x ( ξ 1 , y 1 ) ( x 2 − x 1 ) ∣ + ∣ f y ( x 2 , ξ 2 ) ( y 1 − y 2 ) ∣ ≤ M ( ∣ x 2 − x 1 ∣ + ∣ y 2 − y 1 ∣ ) ≤ 2 M ( x 2 − x 1 ) 2 + ( y 2 − y 1 ) 2
因为邻域,所以对任意( x 1 , y 1 ) (x_1,y_1) ( x 1 , y 1 ) ,存在一个小开球B ( ( x 1 , y 1 ) , r ) ⊂ U ( P ) B((x_1,y_1),r)\subset U(P) B (( x 1 , y 1 ) , r ) ⊂ U ( P ) .那么∀ ϵ , ∃ δ = min ( ϵ 2 M , 2 2 r ) \forall \epsilon,\exists \delta=\min (\dfrac \epsilon{2M},\dfrac{\sqrt 2}2r) ∀ ϵ , ∃ δ = min ( 2 M ϵ , 2 2 r ) 就使得两点距离小于δ \delta δ 时,上面证明中用到的点( x 1 , y 1 ) , ( x 2 , y 1 ) , ( x 2 , y 2 ) (x_1,y_1),(x_2,y_1),(x_2,y_2) ( x 1 , y 1 ) , ( x 2 , y 1 ) , ( x 2 , y 2 ) 都在开球故都在U ( P ) U(P) U ( P ) 里,且∣ f ( x 1 , y 1 ) − f ( x 2 , y 2 ) ∣ < ϵ |f(x_1,y_1)-f(x_2,y_2)|<\epsilon ∣ f ( x 1 , y 1 ) − f ( x 2 , y 2 ) ∣ < ϵ .于是得证.
T5
7. 求下列函数在给定点的全微分:
(2) z = x x 2 + y 2 z = \frac{x}{\sqrt{x^2 + y^2}} z = x 2 + y 2 x 在点 ( 1 , 0 ) (1, 0) ( 1 , 0 ) .
先验证:
f x = ( 1 x 2 + y 2 ) ( x 2 + y 2 − x 2 x 2 + y 2 ) f y = − 2 x y 2 ( x 2 + y 2 ) 3 2 \begin{gathered}
f_x=(\dfrac1{x^2+y^2})(\sqrt{x^2+y^2}-\dfrac{x^2}{\sqrt{x^2+y^2}}) \\
f_y=-\dfrac{2xy}{2(x^2+y^2)^{\frac32}}
\end{gathered} f x = ( x 2 + y 2 1 ) ( x 2 + y 2 − x 2 + y 2 x 2 ) f y = − 2 ( x 2 + y 2 ) 2 3 2 x y
均连续.故可微,代入得
f x ( 1 , 0 ) = ( x ∣ x ∣ ) ′ ∣ x = 1 = 0 f y ( 1 , 0 ) = 0 f ( x , y ) = o ( ( x − 1 ) 2 + y 2 ) , ( x , y ) ∈ U ( 1 , 0 ) \begin{gathered}
f_x(1,0)=(\dfrac{x}{|x|})' |_{x=1}=0 \\
f_y(1,0)=0 \\
f(x,y)=o(\sqrt{(x-1)^2+y^2}), (x,y)\in U(1,0)
\end{gathered} f x ( 1 , 0 ) = ( ∣ x ∣ x ) ′ ∣ x = 1 = 0 f y ( 1 , 0 ) = 0 f ( x , y ) = o ( ( x − 1 ) 2 + y 2 ) , ( x , y ) ∈ U ( 1 , 0 )
T6
8. 求下列函数的全微分:
(2) u = x e y z + e − z + y u = x e^{y^z} + e^{-z} + y u = x e y z + e − z + y .
f x = e y z f y = 1 + z x e y z y z − 1 f z = − e − z + x e y z y z ln y \begin{gathered}
f_x=e^{y^z} \\
f_y=1+zxe^{y^z}y^{z-1} \\
f_z=-e^{-z}+xe^{y^z}y^z\ln y
\end{gathered} f x = e y z f y = 1 + z x e y z y z − 1 f z = − e − z + x e y z y z ln y
当在定义域y > 0 y>0 y > 0 时,三个都连续.故可微.且全微分即
f ( x , y , z ) = f x ( x 0 , y 0 , z 0 ) d x + f y ( x 0 , y 0 , z 0 ) d y + f z ( x 0 , y 0 , z 0 ) d z \begin{gathered}
f(x,y,z) \\
=f_x(x_0,y_0,z_0)dx \\
+f_y(x_0,y_0,z_0)dy \\
+f_z(x_0,y_0,z_0)dz
\end{gathered} f ( x , y , z ) = f x ( x 0 , y 0 , z 0 ) d x + f y ( x 0 , y 0 , z 0 ) d y + f z ( x 0 , y 0 , z 0 ) d z
T7
9. 证明函数
f ( x , y ) = { x 2 y x 2 + y 2 , x 2 + y 2 ≠ 0 , 0 , x 2 + y 2 = 0 f(x, y) = \begin{cases} \frac{x^2 y}{x^2 + y^2}, & x^2 + y^2 \neq 0, \\ 0, & x^2 + y^2 = 0 \end{cases} f ( x , y ) = { x 2 + y 2 x 2 y , 0 , x 2 + y 2 = 0 , x 2 + y 2 = 0
在点 ( 0 , 0 ) (0, 0) ( 0 , 0 ) 连续且偏导数存在,但在此点不可微.
连续:
0 ≤ lim ( x , y ) → ( 0 , 0 ) ∣ x 2 y x 2 + y 2 ∣ = lim r → 0 ∣ r 3 cos 2 ( θ ) sin ( θ ) r 2 ∣ = lim r → 0 ∣ r cos 2 ( θ ) sin ( θ ) ∣ = 0 = f ( 0 , 0 ) \begin{gathered}
0\le \lim_{(x,y) \to (0,0)} |\dfrac{x^2y}{x^2+y^2}| \\
=\lim_{r \to 0} |\dfrac{r^3\cos^2(\theta)\sin(\theta)}{r^2}| \\
=\lim_{r \to 0} |r\cos^2(\theta)\sin(\theta)| \\
=0=f(0,0)
\end{gathered} 0 ≤ ( x , y ) → ( 0 , 0 ) lim ∣ x 2 + y 2 x 2 y ∣ = r → 0 lim ∣ r 2 r 3 cos 2 ( θ ) sin ( θ ) ∣ = r → 0 lim ∣ r cos 2 ( θ ) sin ( θ ) ∣ = 0 = f ( 0 , 0 )
f x ( 0 , 0 ) = lim x → 0 f ( x , 0 ) − f ( 0 , 0 ) x = 0 f y ( 0 , 0 ) = lim y → 0 f ( 0 , y ) − f ( 0 , 0 ) y = 0 \begin{gathered}
f_x(0,0)=\lim_{x \to 0} \dfrac{f(x,0)-f(0,0)}{x}=0 \\
f_y(0,0)=\lim_{y \to 0} \dfrac{f(0,y)-f(0,0)}{y} =0
\end{gathered} f x ( 0 , 0 ) = x → 0 lim x f ( x , 0 ) − f ( 0 , 0 ) = 0 f y ( 0 , 0 ) = y → 0 lim y f ( 0 , y ) − f ( 0 , 0 ) = 0
则若微分存在,一定有f ( x , y ) = o ( x 2 + y 2 ) f(x,y)=o(\sqrt{x^2+y^2}) f ( x , y ) = o ( x 2 + y 2 ) .但沿y = x y=x y = x 得
lim ( x , x ) → ( 0 , 0 ) f ( x , x ) x 2 + x 2 = 1 2 2 ≠ 0 \begin{gathered}
\lim_{(x,x) \to (0,0)} \dfrac{f(x,x)}{\sqrt{x^2+x^2}}=\dfrac1{2\sqrt 2}\ne 0
\end{gathered} ( x , x ) → ( 0 , 0 ) lim x 2 + x 2 f ( x , x ) = 2 2 1 = 0
于是不存在.
T8
10. 证明函数
f ( x , y ) = { ( x 2 + y 2 ) sin 1 x 2 + y 2 , x 2 + y 2 ≠ 0 , 0 , x 2 + y 2 = 0 f(x, y) = \begin{cases} (x^2 + y^2) \sin \frac{1}{\sqrt{x^2 + y^2}}, & x^2 + y^2 \neq 0, \\ 0, & x^2 + y^2 = 0 \end{cases} f ( x , y ) = { ( x 2 + y 2 ) sin x 2 + y 2 1 , 0 , x 2 + y 2 = 0 , x 2 + y 2 = 0
在点 ( 0 , 0 ) (0, 0) ( 0 , 0 ) 连续且偏导数存在,但偏导数在点 ( 0 , 0 ) (0, 0) ( 0 , 0 ) 不连续,而 f f f 在点 ( 0 , 0 ) (0, 0) ( 0 , 0 ) 处可微.
连续:
0 ≤ lim ( x , y ) → ( 0 , 0 ) ∣ f ( x , y ) ∣ = lim r → 0 ∣ r 2 sin 1 r ∣ ≤ lim r → 0 ∣ r 2 ∣ = 0 ⟹ lim ( x , y ) → ( 0 , 0 ) f ( x , y ) = 0 = f ( 0 , 0 ) \begin{gathered}
0\le \lim_{(x,y) \to (0,0)} |f(x,y)| \\
=\lim_{r \to 0} |r^2\sin \dfrac1{r}| \\
\le \lim_{r \to 0} |r^2| \\
=0 \\
\implies \lim_{(x,y) \to (0,0)} f(x,y)=0=f(0,0)
\end{gathered} 0 ≤ ( x , y ) → ( 0 , 0 ) lim ∣ f ( x , y ) ∣ = r → 0 lim ∣ r 2 sin r 1 ∣ ≤ r → 0 lim ∣ r 2 ∣ = 0 ⟹ ( x , y ) → ( 0 , 0 ) lim f ( x , y ) = 0 = f ( 0 , 0 )
偏导数:
∀ ( x , y ) ≠ ( 0 , 0 ) : f x ( x , y ) = 2 x sin ( 1 x 2 + y 2 ) − x 1 x 2 + y 2 cos ( 1 x 2 + y 2 ) = 2 r cos ( θ ) sin ( 1 r ) − cos ( θ ) cos ( 1 r ) lim ( x , y ) → ( 0 , 0 ) f x ( x , y ) = lim r → 0 f x ( x , y ) = cos θ cos ( 1 r ) which does not exist while ∀ ( 0 , 0 ) : f x ( 0 , 0 ) = lim x → 0 f ( x , 0 ) − f ( 0 , 0 ) x = lim x → 0 x sin 1 x = 0 \begin{gathered}
\forall(x,y)\ne (0,0): \\
f_x(x,y)=2x\sin(\dfrac{1}{\sqrt{x^2+y^2}} )-x\dfrac1{\sqrt{x^2+y^2}}\cos(\dfrac{1}{\sqrt{x^2+y^2}}) \\
=2r\cos(\theta)\sin(\dfrac{1}{r} )-\cos(\theta)\cos(\dfrac{1}{r}) \\
\lim_{(x,y) \to (0,0)} f_x(x,y) \\
=\lim_{r \to 0} f_x(x,y) \\
=\cos\theta \cos(\dfrac1r) \\
\text{which does not exist} \\
\text{while }
\forall (0,0): \\
f_x(0,0)=\lim_{x \to 0} \dfrac{f(x,0)-f(0,0)}{x} =\lim_{x \to 0} x\sin\dfrac{1}{x} =0
\end{gathered} ∀ ( x , y ) = ( 0 , 0 ) : f x ( x , y ) = 2 x sin ( x 2 + y 2 1 ) − x x 2 + y 2 1 cos ( x 2 + y 2 1 ) = 2 r cos ( θ ) sin ( r 1 ) − cos ( θ ) cos ( r 1 ) ( x , y ) → ( 0 , 0 ) lim f x ( x , y ) = r → 0 lim f x ( x , y ) = cos θ cos ( r 1 ) which does not exist while ∀ ( 0 , 0 ) : f x ( 0 , 0 ) = x → 0 lim x f ( x , 0 ) − f ( 0 , 0 ) = x → 0 lim x sin x 1 = 0
故不连续.
但令r = r 2 + y 2 r=\sqrt{r^2+y^2} r = r 2 + y 2 ,lim r → 0 r 2 sin ( 1 r ) r = 0 \lim_{r \to 0} \dfrac{r^2\sin(\dfrac1r)}{r} =0 lim r → 0 r r 2 sin ( r 1 ) = 0 ,故f ( x , y ) = f ( 0 , 0 ) + o ( x 2 + y 2 ) f(x,y)=f(0,0)+o(\sqrt{x^2+y^2}) f ( x , y ) = f ( 0 , 0 ) + o ( x 2 + y 2 ) ,可微.
T9
11. 若函数 f ( x , y ) f(x, y) f ( x , y ) 对每一个固定的 y y y 是 x x x 的连续函数,又 f f f 存在对 y y y 的有界偏导数. 证明:f f f 为连续函数.
对任意( x 0 , y 0 ) (x_0,y_0) ( x 0 , y 0 ) ,设∣ f y ∣ ≤ M |f_y|\le M ∣ f y ∣ ≤ M :
lim ( x , y ) → ( x 0 , y 0 ) ∣ f ( x , y ) − f ( x 0 , y 0 ) ∣ ≤ lim ( x , y ) → ( x 0 , y 0 ) ∣ f ( x , y ) − f ( x , y 0 ) ∣ + ∣ f ( x , y 0 ) − f ( x 0 , y 0 ) ∣ = lim ( x , y ) → ( x 0 , y 0 ) ∣ ( y − y 0 ) f y ( x , ξ ) ∣ + 0 ≤ lim ( x , y ) → ( x 0 , y 0 ) ∣ y − y 0 ∣ M = 0 \begin{gathered}
\lim_{(x,y) \to (x_0,y_0)} |f(x,y)-f(x_0,y_0)| \\
\le \lim_{(x,y) \to (x_0,y_0)} |f(x,y)-f(x,y_0)|+|f(x,y_0)-f(x_0,y_0)| \\
=\lim_{(x,y) \to (x_0,y_0)} |(y-y_0)f_y(x,\xi)|+0 \\
\le \lim_{(x,y) \to (x_0,y_0)} |y-y_0|M \\
=0
\end{gathered} ( x , y ) → ( x 0 , y 0 ) lim ∣ f ( x , y ) − f ( x 0 , y 0 ) ∣ ≤ ( x , y ) → ( x 0 , y 0 ) lim ∣ f ( x , y ) − f ( x , y 0 ) ∣ + ∣ f ( x , y 0 ) − f ( x 0 , y 0 ) ∣ = ( x , y ) → ( x 0 , y 0 ) lim ∣ ( y − y 0 ) f y ( x , ξ ) ∣ + 0 ≤ ( x , y ) → ( x 0 , y 0 ) lim ∣ y − y 0 ∣ M = 0
故任意点连续.函数连续.
T10
12. 试证在点 ( 0 , 0 ) (0, 0) ( 0 , 0 ) 的充分小邻域内, 有
arctan x + y 1 + x y ≈ x + y . \arctan \frac{x + y}{1 + xy} \approx x + y. arctan 1 + x y x + y ≈ x + y .
什么叫约等于啊!@@E#!@我们假装约等于是同阶无穷小.
注意到
{ lim x → 0 f ( x ) g ( x ) = 0 ∣ g ( x ) ∣ < M , h ( x ) ∈ C [ R ] ⟹ lim x → 0 h ( f ( x ) ) h ( g ( x ) ) = 0 \begin{gathered}
\begin{cases}
\lim_{x \to 0} \dfrac{f(x)}{g(x)} =0 \\
|g(x)|<M,h(x)\in C[R]
\end{cases} \\
\implies \lim_{x \to 0} \dfrac{h(f(x))}{h(g(x))} =0
\end{gathered} ⎩ ⎨ ⎧ lim x → 0 g ( x ) f ( x ) = 0 ∣ g ( x ) ∣ < M , h ( x ) ∈ C [ R ] ⟹ x → 0 lim h ( g ( x )) h ( f ( x )) = 0
那么只需证
x + y 1 + x y ≈ tan ( x + y ) \begin{gathered}
\dfrac{x+y}{1+xy} \approx \tan(x+y)
\end{gathered} 1 + x y x + y ≈ tan ( x + y )
那么我们知道
tan ( x + y ) ≈ x + y ≈ x + y 1 + x y \tan(x+y)\approx x+y\approx \dfrac{x+y}{1+xy} tan ( x + y ) ≈ x + y ≈ 1 + x y x + y .
于是就结束了.
T11
18. 求 u ( x , y ) = x 2 − x y + y 2 u(x, y) = x^2 - xy + y^2 u ( x , y ) = x 2 − x y + y 2 在 ( 1 , 1 ) (1, 1) ( 1 , 1 ) 处沿方向 l = ( cos α , sin α ) l = (\cos \alpha, \sin \alpha) l = ( cos α , sin α ) 的方向导数, 并进一步求:
(1) 在哪个方向上其导数有最大值?
(2) 在哪个方向上其导数有最小值?
(3) 在哪个方向上其导数为零?
(4) u u u 的梯度.
当u u u 偏导数存在且一维连续时
lim t → 0 u ( x + t cos α , y + t sin α ) − u ( x , y ) t = lim t → 0 ( u ( x + t cos α , y ) − u ( x , y ) t cos α cos α + u ( x + t cos α , y + t sin α ) − u ( x + t cos α ) t sin α ) sin α = lim t → 0 u x ( x , y ) cos α + u y ( x + t cos α , y ) sin α = u x ( x , y ) cos α + u y ( x , y ) sin α \begin{gathered}
\lim_{t \to 0} \dfrac{u(x+t\cos\alpha,y+t\sin\alpha)-u(x,y)}{t} \\
=\lim_{t \to 0} (\dfrac{u(x+t\cos\alpha,y)-u(x,y)}{t\cos\alpha}\cos\alpha+ \\
\dfrac{u(x+t\cos\alpha,y+t\sin\alpha)-u(x+t\cos\alpha)}{t\sin\alpha})\sin\alpha \\
=\lim_{t \to 0} u_x(x,y)\cos\alpha+u_y(x+t\cos\alpha,y)\sin\alpha \\
=u_x(x,y)\cos\alpha+u_y(x,y)\sin\alpha
\end{gathered} t → 0 lim t u ( x + t cos α , y + t sin α ) − u ( x , y ) = t → 0 lim ( t cos α u ( x + t cos α , y ) − u ( x , y ) cos α + t sin α u ( x + t cos α , y + t sin α ) − u ( x + t cos α ) ) sin α = t → 0 lim u x ( x , y ) cos α + u y ( x + t cos α , y ) sin α = u x ( x , y ) cos α + u y ( x , y ) sin α
于是
u x ( 1 , 1 ) = 1 , u y ( 1 , 1 ) = 1 \begin{gathered}
u_x(1,1)=1,u_y(1,1)=1
\end{gathered} u x ( 1 , 1 ) = 1 , u y ( 1 , 1 ) = 1
则方向导数u l = ( cos α + sin α ) u_l=(\cos\alpha+\sin\alpha) u l = ( cos α + sin α ) 当α = π 4 \alpha=\dfrac\pi4 α = 4 π 时取最大值2 \sqrt 2 2 .α = − π 4 \alpha=-\dfrac\pi4 α = − 4 π 时取最小值2 \sqrt 2 2 ,α = 3 4 π , − 1 4 π \alpha=\dfrac34\pi,-\dfrac14\pi α = 4 3 π , − 4 1 π 时为0 0 0 .
( ∇ u ) ( x , y ) = ( 2 x − y , 2 y − x ) \begin{gathered}
(\nabla u)(x,y)=(2x-y,2y-x)
\end{gathered} ( ∇ u ) ( x , y ) = ( 2 x − y , 2 y − x )
T12
20. 求常数 a , b , c a, b, c a , b , c , 使 f ( x , y , z ) = a x y 2 + b y z + c z 2 x 3 f(x, y, z) = a x y^2 + b y z + c z^2 x^3 f ( x , y , z ) = a x y 2 + b y z + c z 2 x 3 在点 ( 1 , 2 , − 1 ) (1, 2, -1) ( 1 , 2 , − 1 ) 沿平行于 z z z 轴正向的方向有最大的方向导数 64.
方向导数沿梯度最大.( 1 , 2 , − 1 ) (1,2,-1) ( 1 , 2 , − 1 ) 处梯度为
( ∇ f ) ( x , y , z ) = ( 4 a + 3 c , 4 a − b , 2 b − 2 c ) = v ⃗ \begin{gathered}
(\nabla f)(x,y,z)=(4a+3c,4a-b,2b-2c)=\vec v
\end{gathered} ( ∇ f ) ( x , y , z ) = ( 4 a + 3 c , 4 a − b , 2 b − 2 c ) = v
平行于z z z 轴知:4 a + 3 c = 0 , 4 a − b = 0 4a+3c=0,4a-b=0 4 a + 3 c = 0 , 4 a − b = 0 .方向导数大小即64 = 2 b − 2 c 64=2b-2c 64 = 2 b − 2 c .
解得:
{ a = 6 b = 24 c = − 8 \begin{gathered}
\begin{cases}
a= 6\\
b= 24\\
c= -8\\
\end{cases}
\end{gathered} ⎩ ⎨ ⎧ a = 6 b = 24 c = − 8
T13
21. 求 u ( x , y , z ) = x 2 + 2 y 2 + 3 z 2 + x y − 4 x + 2 y − 4 z u(x, y, z) = x^2 + 2y^2 + 3z^2 + xy - 4x + 2y - 4z u ( x , y , z ) = x 2 + 2 y 2 + 3 z 2 + x y − 4 x + 2 y − 4 z :
(1):在点 ( 0 , 0 , 0 ) (0, 0, 0) ( 0 , 0 , 0 ) 处的梯度及其模的大小.
(2):在点 ( 5 , − 3 , 2 3 ) (5, -3, \frac{2}{3}) ( 5 , − 3 , 3 2 ) 处的梯度及其模的大小.
∇ u = ( 2 x + y − 4 , 4 y + x + 2 , 6 z − 4 ) v ⃗ 1 = ( ∇ u ) ∣ ( 0 , 0 , 0 ) = ( − 4 , 2 , − 4 ) , ∥ v ⃗ 1 ∥ = 6 v ⃗ 2 = ( ∇ u ) ∣ ( 5 , − 3 , 2 3 ) = ( 3 , − 5 , 0 ) , ∥ v ⃗ 2 ∥ = 34 \begin{gathered}
\nabla u=(2x+y-4,4y+x+2,6z-4) \\
\vec v_1=(\nabla u)|_{(0,0,0)}=(-4,2,-4),\|\vec v_1\|=6 \\
\vec v_2=(\nabla u)|_{(5,-3,\frac23)}=(3,-5,0),\|\vec v_2\|=\sqrt{34} \\
\end{gathered} ∇ u = ( 2 x + y − 4 , 4 y + x + 2 , 6 z − 4 ) v 1 = ( ∇ u ) ∣ ( 0 , 0 , 0 ) = ( − 4 , 2 , − 4 ) , ∥ v 1 ∥ = 6 v 2 = ( ∇ u ) ∣ ( 5 , − 3 , 3 2 ) = ( 3 , − 5 , 0 ) , ∥ v 2 ∥ = 34
T14
22. 设函数 u = ln ( 1 r ) u = \ln \left( \frac{1}{r} \right) u = ln ( r 1 ) , 其中 r = ( x − a ) 2 + ( y − b ) 2 + ( z − c ) 2 r = \sqrt{(x-a)^2 + (y-b)^2 + (z-c)^2} r = ( x − a ) 2 + ( y − b ) 2 + ( z − c ) 2 , 求 u u u 的梯度;并指出在空间哪些点上成立等式 ∥ grad u ∥ = 1 \|\text{grad } u\| = 1 ∥ grad u ∥ = 1 .
u x = r ⋅ ( − 1 r 2 ) d r d x = − 1 r x − a r u y = − 1 r y − b r u z = − 1 r y − z r ⟹ ∇ u = − r − 2 ( x − a , y − b , z − c ) ∥ ∇ u ∥ = 1 ⟹ r − 2 ∥ ( x − a , y − b , z − c ) ∥ = r − 1 = 1 \begin{gathered} \\
u_x=r\cdot (-\dfrac1{r^2})\dfrac{dr}{dx} \\
=-\dfrac1r \dfrac{x-a}{r} \\
u_y=-\dfrac1r \dfrac{y-b}{r} \\
u_z=-\dfrac1r \dfrac{y-z}{r} \\
\implies \nabla u=-r^{-2}(x-a,y-b,z-c) \\
\|\nabla u\|=1 \implies r^{-2} \|(x-a,y-b,z-c)\|=r^{-1}=1 \\
\end{gathered} u x = r ⋅ ( − r 2 1 ) d x d r = − r 1 r x − a u y = − r 1 r y − b u z = − r 1 r y − z ⟹ ∇ u = − r − 2 ( x − a , y − b , z − c ) ∥∇ u ∥ = 1 ⟹ r − 2 ∥ ( x − a , y − b , z − c ) ∥ = r − 1 = 1
故在到( a , b , c ) (a,b,c) ( a , b , c ) 距离为1 1 1 的点上成立.
T15
25. 设二元函数
f ( x , y ) = { x y x 2 − y 2 x 2 + y 2 , x 2 + y 2 ≠ 0 , 0 , x 2 + y 2 = 0. f(x, y) = \begin{cases} xy \frac{x^2 - y^2}{x^2 + y^2}, & x^2 + y^2 \neq 0, \\ 0, & x^2 + y^2 = 0. \end{cases} f ( x , y ) = { x y x 2 + y 2 x 2 − y 2 , 0 , x 2 + y 2 = 0 , x 2 + y 2 = 0.
求 f x y ( 0 , 0 ) f_{xy}(0, 0) f x y ( 0 , 0 ) 与 f y x ( 0 , 0 ) f_{yx}(0, 0) f y x ( 0 , 0 ) .
f x y ( 0 , 0 ) = lim y → 0 1 y ( lim x → 0 f ( x , y ) x − lim x → 0 f ( x , 0 ) x ) lim y → 0 1 y ( − y − 0 ) = − 1 f y x ( 0 , 0 ) = lim x → 0 1 x ( lim y → 0 f ( x , y ) y − lim y → 0 f ( 0 , y ) y ) = lim x → 0 1 x ( x − 0 ) = 1 \begin{gathered}
f_{xy}(0,0)=\lim_{y \to 0}\dfrac1y(\lim_{x \to 0} \dfrac{f(x,y)}{x}-\lim_{x \to 0} \dfrac{f(x,0)}{x}) \\
\lim_{y \to 0} \dfrac{1}{y} (-y-0)=-1 \\
f_{yx}(0,0)=\lim_{x \to 0} \dfrac{1}{x} (\lim_{y \to 0} \dfrac{f(x,y)}{y} - \lim_{y \to 0} \dfrac{f(0,y)}{y} ) \\
=\lim_{x \to 0} \dfrac{1}{x} (x-0)=1
\end{gathered} f x y ( 0 , 0 ) = y → 0 lim y 1 ( x → 0 lim x f ( x , y ) − x → 0 lim x f ( x , 0 ) ) y → 0 lim y 1 ( − y − 0 ) = − 1 f y x ( 0 , 0 ) = x → 0 lim x 1 ( y → 0 lim y f ( x , y ) − y → 0 lim y f ( 0 , y ) ) = x → 0 lim x 1 ( x − 0 ) = 1
T16
28. 设 f x , f y f_x, f_y f x , f y 在点 ( x 0 , y 0 ) (x_0, y_0) ( x 0 , y 0 ) 的某邻域内存在且在点 ( x 0 , y 0 ) (x_0, y_0) ( x 0 , y 0 ) 处可微, 则有 f x y ( x 0 , y 0 ) = f y x ( x 0 , y 0 ) f_{xy}(x_0, y_0) = f_{yx}(x_0, y_0) f x y ( x 0 , y 0 ) = f y x ( x 0 , y 0 ) .
设W ( Δ x , Δ y ) = f ( x 0 + Δ x , y 0 + Δ y ) − f ( x 0 , y 0 + Δ y ) − f ( x 0 + Δ x , y 0 ) + f ( x 0 , y 0 ) W(\Delta x,\Delta y)=f(x_0+\Delta x,y_0+\Delta y)-f(x_0,y_0+\Delta y)-f(x_0+\Delta x,y_0)+f(x_0,y_0) W ( Δ x , Δ y ) = f ( x 0 + Δ x , y 0 + Δ y ) − f ( x 0 , y 0 + Δ y ) − f ( x 0 + Δ x , y 0 ) + f ( x 0 , y 0 ) .
然后为了一致,对φ ( t ) = f ( t , y 0 + Δ y ) − f ( t , y 0 ) \varphi(t)=f(t,y_0+\Delta y)-f(t,y_0) φ ( t ) = f ( t , y 0 + Δ y ) − f ( t , y 0 ) ,则
W ( Δ x , Δ y ) = ϕ ′ ( x 0 + ξ 1 ) Δ x = Δ x f x ( x 0 + ξ 1 , y 0 + Δ y ) − Δ x f x ( x 0 + ξ 1 , y 0 ) = f x y ( x 0 , y 0 ) Δ x Δ y + o ( Δ x Δ x 2 + Δ y 2 ) \begin{gathered}
W(\Delta x,\Delta y)=\phi'(x_0+\xi_1)\Delta x=\Delta x f_x(x_0+\xi_1,y_0+\Delta y)-\Delta x f_x(x_0+\xi_1,y_0) \\
=f_{xy}(x_0,y_0) \Delta x \Delta y+o(\Delta x\sqrt{\Delta x^2+\Delta y^2})
\end{gathered} W ( Δ x , Δ y ) = ϕ ′ ( x 0 + ξ 1 ) Δ x = Δ x f x ( x 0 + ξ 1 , y 0 + Δ y ) − Δ x f x ( x 0 + ξ 1 , y 0 ) = f x y ( x 0 , y 0 ) Δ x Δ y + o ( Δ x Δ x 2 + Δ y 2 )
同理还可以得到
W ( Δ x , Δ y ) = f y x ( x 0 , y 0 ) Δ x Δ y + o ( Δ y Δ x 2 + Δ y 2 ) \begin{gathered}
W(\Delta x,\Delta y)=f_{yx}(x_0,y_0) \Delta x \Delta y+o(\Delta y\sqrt{\Delta x^2+\Delta y^2})
\end{gathered} W ( Δ x , Δ y ) = f y x ( x 0 , y 0 ) Δ x Δ y + o ( Δ y Δ x 2 + Δ y 2 )
那么极限
lim Δ x → 0 W ( Δ x , Δ x ) Δ x 2 = f x y ( x 0 , y 0 ) = f y x ( x 0 , y 0 ) \begin{gathered}
\lim_{\Delta x \to 0} \dfrac{W(\Delta x,\Delta x)}{\Delta x^2} =f_{xy}(x_0,y_0)=f_{yx}(x_0,y_0)
\end{gathered} Δ x → 0 lim Δ x 2 W ( Δ x , Δ x ) = f x y ( x 0 , y 0 ) = f y x ( x 0 , y 0 )
得证.
Class 2
T1
3. 设 f ( x , y ) f(x, y) f ( x , y ) 可微, f ( 1 , 1 ) = 1 , f x ( 1 , 1 ) = a , f y ( 1 , 1 ) = b f(1, 1) = 1, f_x(1, 1) = a, f_y(1, 1) = b f ( 1 , 1 ) = 1 , f x ( 1 , 1 ) = a , f y ( 1 , 1 ) = b . 令 φ ( x ) = f ( x , f ( x , x ) ) \varphi(x) = f(x, f(x, x)) φ ( x ) = f ( x , f ( x , x )) , 求 φ ′ ( 1 ) \varphi'(1) φ ′ ( 1 ) .
φ ′ ( 1 ) = ∂ f ∂ x + ∂ f ∂ y ( ∂ f ∂ x + ∂ f ∂ y ) = a + a b + b 2 \begin{gathered}
\varphi'(1)=\dfrac{\partial f}{\partial x} +\dfrac{\partial f}{\partial y} (\dfrac{\partial f}{\partial x} +\dfrac{\partial f}{\partial y} ) \\
=a+ab+b^2
\end{gathered} φ ′ ( 1 ) = ∂ x ∂ f + ∂ y ∂ f ( ∂ x ∂ f + ∂ y ∂ f ) = a + ab + b 2
T2
4. 已知 z = u 2 ln v , u = x y , v = 3 x − 2 y z = u^2 \ln v, u = \frac{x}{y}, v = 3x - 2y z = u 2 ln v , u = y x , v = 3 x − 2 y , 求 ∂ z ∂ x , ∂ z ∂ y \frac{\partial z}{\partial x}, \frac{\partial z}{\partial y} ∂ x ∂ z , ∂ y ∂ z .
z x = z u u x + z v v x = 2 u ln v 1 y + u 2 v 3 = 2 x ln ( 3 x − 2 y ) y 2 + 3 x 2 y 2 ( 3 x − 2 y ) z y = z u u y + z v v y = 2 u ln v ⋅ ( − x y 2 ) − 2 u 2 v = − 2 x 2 ln ( 3 x − 2 y ) y 3 − 2 x 2 y 2 ( 3 x − 2 y ) \begin{gathered}
z_x=z_uu_x+z_vv_x \\
=2u\ln v\dfrac{1}{y} +\dfrac{u^2}{v} 3 \\
=\dfrac{2x\ln(3x-2y)}{y^2} +\dfrac{3x^2}{y^2(3x-2y)}
\end{gathered} \\
z_y=z_uu_y+z_vv_y \\
=2u\ln v \cdot (-\dfrac{x}{y^2} )-2\dfrac{u^2}{v} \\
=-\dfrac{2x^2\ln(3x-2y)}{y^3} -\dfrac{2x^2}{y^2(3x-2y)} z x = z u u x + z v v x = 2 u ln v y 1 + v u 2 3 = y 2 2 x ln ( 3 x − 2 y ) + y 2 ( 3 x − 2 y ) 3 x 2 z y = z u u y + z v v y = 2 u ln v ⋅ ( − y 2 x ) − 2 v u 2 = − y 3 2 x 2 ln ( 3 x − 2 y ) − y 2 ( 3 x − 2 y ) 2 x 2
T3
6. 设 z = sin y + f ( sin x − sin y ) z = \sin y + f(\sin x - \sin y) z = sin y + f ( sin x − sin y ) , 其中 f f f 为可微函数, 证明:
∂ z ∂ x sec x + ∂ z ∂ y sec y = 1. \frac{\partial z}{\partial x} \sec x + \frac{\partial z}{\partial y} \sec y = 1. ∂ x ∂ z sec x + ∂ y ∂ z sec y = 1.
z x sec x + z y sec y = f ′ ( sin x − sin y ) cos x sec x + ( cos y − f ′ ( sin x − sin y ) cos y ) sec y = 1 \begin{gathered}
z_x\sec x+z_y\sec y \\
=f'(\sin x-\sin y)\cos x\sec x \\
+(\cos y-f'(\sin x-\sin y)\cos y)\sec y \\
=1
\end{gathered} z x sec x + z y sec y = f ′ ( sin x − sin y ) cos x sec x + ( cos y − f ′ ( sin x − sin y ) cos y ) sec y = 1
T4
7. 在方程 x ∂ z ∂ x + y ∂ z ∂ y = z 2 x \frac{\partial z}{\partial x} + y \frac{\partial z}{\partial y} = z^2 x ∂ x ∂ z + y ∂ y ∂ z = z 2 中作变换 u = x , v = 1 y − 1 x , w = 1 z − 1 x u = x, v = \frac{1}{y} - \frac{1}{x}, w = \frac{1}{z} - \frac{1}{x} u = x , v = y 1 − x 1 , w = z 1 − x 1 , 求变换后的方程.
w x = − z x z 2 + 1 x 2 = w u u x + w v v x = w u + 1 u 2 w v w y = − z y z 2 = w v v y + w u u y = − w v y 2 z x = z 2 x 2 − w u z 2 − z 2 u 2 w v z y = z 2 y 2 w v \begin{gathered}
w_x=-\dfrac{z_x}{z^2} +\dfrac{1}{x^2}=w_uu_x+w_vv_x=w_u+\dfrac{1}{u^2} w_v \\
w_y=-\dfrac{z_y}{z^2} =w_vv_y+w_uu_y=-\dfrac{w_v}{y^2} \\
z_x=\dfrac{z^2}{x^2} -w_uz^2-\dfrac{z^2}{u^2} w_v \\
z_y=\dfrac{z^2}{y^2} w_v \\
\end{gathered} w x = − z 2 z x + x 2 1 = w u u x + w v v x = w u + u 2 1 w v w y = − z 2 z y = w v v y + w u u y = − y 2 w v z x = x 2 z 2 − w u z 2 − u 2 z 2 w v z y = y 2 z 2 w v
原式变成
1 = 1 u − u w u − w v x + w v y ⟺ 1 u − u w u + w v v = 1 \begin{gathered}
1=\dfrac{1}{u} -uw_u-\dfrac{w_v}{x} +\dfrac{w_v}{y} \\
\iff \dfrac{1}{u} -uw_u+w_vv=1
\end{gathered} 1 = u 1 − u w u − x w v + y w v ⟺ u 1 − u w u + w v v = 1
T5
11. 设 u = u ( x , y ) , x = r cos θ , y = r sin θ u = u(x, y), x = r \cos \theta, y = r \sin \theta u = u ( x , y ) , x = r cos θ , y = r sin θ . 证明:
∂ 2 u ∂ r 2 + 1 r ∂ u ∂ r + 1 r 2 ∂ 2 u ∂ θ 2 = ∂ 2 u ∂ x 2 + ∂ 2 u ∂ y 2 . \frac{\partial^2 u}{\partial r^2} + \frac{1}{r} \frac{\partial u}{\partial r} + \frac{1}{r^2} \frac{\partial^2 u}{\partial \theta^2} = \frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2}. ∂ r 2 ∂ 2 u + r 1 ∂ r ∂ u + r 2 1 ∂ θ 2 ∂ 2 u = ∂ x 2 ∂ 2 u + ∂ y 2 ∂ 2 u .
u r = u x cos θ + u y sin θ u θ = − u x r sin θ + u y r cos θ u r r = cos θ ( u x x cos θ + u x y sin θ ) + sin θ ( u y x cos θ + u y y sin θ ) u θ θ = − r cos θ u x − r sin θ ( − u x x r sin θ + u x y r cos θ ) − r sin θ u y + r cos θ ( − u y x r sin θ + u y y r cos θ ) u r r + 1 r u r + 1 r 2 u θ θ = u x x ( cos 2 θ + r 2 r 2 sin 2 θ ) + u y y ( sin 2 θ + r 2 r 2 cos 2 θ ) + u x y ( sin θ cos θ − sin θ cos θ ) + u y x ( sin θ cos θ − sin θ cos θ ) + u x cos θ + u y sin θ r − r r 2 ( u x cos θ + u y sin θ ) = u x x + u y y \begin{gathered}
u_r=u_x\cos\theta+u_y\sin\theta \\
u_\theta=-u_xr\sin\theta+u_yr\cos\theta \\
u_{rr}=\cos\theta(u_{xx}\cos\theta+u_{xy}\sin\theta)+\sin\theta(u_{yx}\cos\theta+u_{yy}\sin\theta) \\
u_{\theta\theta}=-r\cos\theta u_x-r\sin\theta(-u_{xx}r\sin\theta+u_{xy}r\cos\theta) \\
-r\sin\theta u_y+r\cos\theta(-u_{yx}r\sin\theta+u_{yy}r\cos\theta) \\
u_{rr}+\dfrac{1}{r} u_r+\dfrac{1}{r^2} u_{\theta\theta} \\
=u_{xx}(\cos^2\theta+\dfrac{r^2}{r^2} \sin^2\theta) \\
+u_{yy}(\sin^2\theta+\dfrac{r^2}{r^2} \cos^2\theta) \\
+u_{xy}(\sin\theta\cos\theta-\sin\theta\cos\theta) \\
+u_{yx}(\sin\theta\cos\theta-\sin\theta\cos\theta) \\
+\dfrac{u_x\cos\theta+u_y\sin\theta}{r} -\dfrac{r}{r^2} (u_x\cos\theta+u_y\sin\theta) \\
=u_{xx}+u_{yy}
\end{gathered} u r = u x cos θ + u y sin θ u θ = − u x r sin θ + u y r cos θ u r r = cos θ ( u xx cos θ + u x y sin θ ) + sin θ ( u y x cos θ + u y y sin θ ) u θ θ = − r cos θ u x − r sin θ ( − u xx r sin θ + u x y r cos θ ) − r sin θ u y + r cos θ ( − u y x r sin θ + u y y r cos θ ) u r r + r 1 u r + r 2 1 u θ θ = u xx ( cos 2 θ + r 2 r 2 sin 2 θ ) + u y y ( sin 2 θ + r 2 r 2 cos 2 θ ) + u x y ( sin θ cos θ − sin θ cos θ ) + u y x ( sin θ cos θ − sin θ cos θ ) + r u x cos θ + u y sin θ − r 2 r ( u x cos θ + u y sin θ ) = u xx + u y y
T6
12. 证明函数 u = 1 2 a π t e − ( x − b ) 2 4 a 2 t u = \frac{1}{2a\sqrt{\pi t}} e^{-\frac{(x-b)^2}{4a^2t}} u = 2 a π t 1 e − 4 a 2 t ( x − b ) 2 (a , b a, b a , b 为常数) 满足热传导方程:
∂ u ∂ t = a 2 ∂ 2 u ∂ x 2 . \frac{\partial u}{\partial t} = a^2 \frac{\partial^2 u}{\partial x^2}. ∂ t ∂ u = a 2 ∂ x 2 ∂ 2 u .
u t = 1 2 a π ( ( − 1 2 t − 3 2 ) e − ( x − b ) 2 4 a 2 t + t − 1 2 e − ( x − b ) 2 4 a 2 t ( 1 t 2 ( x − b ) 2 4 a 2 ) ) = u ( − 1 2 t + ( x − b ) 2 4 a 2 t 2 ) u x = − ( x − b ) 2 a 2 t u u x x = − 1 2 a 2 t u + ( x − b ) 2 a 2 t ( x − b ) 2 a 2 t u so a 2 u x x = u ( − 1 2 t + ( x − b ) 2 4 a 2 t 2 ) = u t \begin{gathered}
u_t=\dfrac{1}{2a\sqrt\pi}((-\dfrac12t^{-\frac32} )e^{-\frac{(x-b)^2}{4a^2t}}+t^{-\frac12}e^{-\frac{(x-b)^2}{4a^2t}}(\dfrac{1}{t^2}\dfrac{(x-b)^2}{4a^2} )) \\
=u(-\dfrac{1}{2t} + \dfrac{(x-b)^2}{4a^2t^2} ) \\
u_{x}=-\dfrac{(x-b)}{2a^2t} u \\
u_{xx}=-\dfrac{1}{2a^2t} u+\dfrac{(x-b)}{2a^2t}\dfrac{(x-b)}{2a^2t} u \\
\text{so }
a^2u_{xx}=u(-\dfrac{1}{2t} +\dfrac{(x-b)^2}{4a^2t^2})=u_t
\end{gathered} u t = 2 a π 1 (( − 2 1 t − 2 3 ) e − 4 a 2 t ( x − b ) 2 + t − 2 1 e − 4 a 2 t ( x − b ) 2 ( t 2 1 4 a 2 ( x − b ) 2 )) = u ( − 2 t 1 + 4 a 2 t 2 ( x − b ) 2 ) u x = − 2 a 2 t ( x − b ) u u xx = − 2 a 2 t 1 u + 2 a 2 t ( x − b ) 2 a 2 t ( x − b ) u so a 2 u xx = u ( − 2 t 1 + 4 a 2 t 2 ( x − b ) 2 ) = u t
T7
13. 证明函数 u = ln ( x − a ) 2 + ( y − b ) 2 u = \ln \sqrt{(x-a)^2 + (y-b)^2} u = ln ( x − a ) 2 + ( y − b ) 2 (a , b a, b a , b 为常数) 满足拉普拉斯方程:
∂ 2 u ∂ x 2 + ∂ 2 u ∂ y 2 = 0. \frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0. ∂ x 2 ∂ 2 u + ∂ y 2 ∂ 2 u = 0.
let r = ( x − a ) 2 + ( y − b ) 2 u x = 1 2 1 r 2 ( x − a ) = x − a r u x x = r − 2 ( x − a ) ( x − a ) r 2 = ( y − b ) 2 − ( x − a ) 2 r 2 u y = 1 2 1 r 2 ( y − b ) = y − b r u y y = r − 2 ( y − b ) ( y − b ) r 2 = ( x − a ) 2 − ( y − b ) 2 r 2 so u x x + u y y = 0 \begin{gathered}
\text{let } r=(x-a)^2+(y-b)^2 \\
u_x=\dfrac{1}{2} \dfrac{1}{r} 2(x-a)=\dfrac{x-a}{r} \\
u_{xx}=\dfrac{r-2(x-a)(x-a)}{r^2} =\dfrac{(y-b)^2-(x-a)^2}{r^2} \\
u_y=\dfrac{1}{2} \dfrac{1}{r} 2(y-b)=\dfrac{y-b}{r} \\
u_{yy}=\dfrac{r-2(y-b)(y-b)}{r^2} =\dfrac{(x-a)^2-(y-b)^2}{r^2} \\
\text{so } u_{xx}+u_{yy}=0
\end{gathered} let r = ( x − a ) 2 + ( y − b ) 2 u x = 2 1 r 1 2 ( x − a ) = r x − a u xx = r 2 r − 2 ( x − a ) ( x − a ) = r 2 ( y − b ) 2 − ( x − a ) 2 u y = 2 1 r 1 2 ( y − b ) = r y − b u y y = r 2 r − 2 ( y − b ) ( y − b ) = r 2 ( x − a ) 2 − ( y − b ) 2 so u xx + u y y = 0
T8
16. 设 u = f ( r ) , r = x 1 2 + x 2 2 + ⋯ + x n 2 u = f(r), r = \sqrt{x_1^2 + x_2^2 + \dots + x_n^2} u = f ( r ) , r = x 1 2 + x 2 2 + ⋯ + x n 2 , 证明:
∂ 2 u ∂ x 1 2 + ∂ 2 u ∂ x 2 2 + ⋯ + ∂ 2 u ∂ x n 2 = d 2 u d r 2 + n − 1 r d u d r . \frac{\partial^2 u}{\partial x_1^2} + \frac{\partial^2 u}{\partial x_2^2} + \dots + \frac{\partial^2 u}{\partial x_n^2} = \frac{d^2 u}{d r^2} + \frac{n-1}{r} \frac{d u}{d r}. ∂ x 1 2 ∂ 2 u + ∂ x 2 2 ∂ 2 u + ⋯ + ∂ x n 2 ∂ 2 u = d r 2 d 2 u + r n − 1 d r d u .
u x i = u r r x i = u r x i r u x i x i = ( u r r r x i ) x i r + u r ( x i r ) x i = u r r x i 2 r 2 + u r r − x i x i r r 2 = u r r x i 2 r 2 + u r ( 1 r − x i 2 r 3 ) so ∑ i = 1 n u x i x i = u r r ∑ i = 1 n x i 2 r 2 + n u r r − u r ∑ i = 1 n x i 2 r 3 = u r r + n − 1 r u r \begin{gathered}
u_{x_i}=u_r r_{x_i}=u_r \dfrac{x_i}{r} \\
u_{x_ix_i}=(u_{rr}r_{x_i})\dfrac{x_i}{r} +u_r(\dfrac{x_i}{r} )_{x_i} \\
=u_{rr}\dfrac{x_i^2}{r^2} +u_r\dfrac{r-x_i \dfrac{x_i}{r} }{r^2} \\
=u_{rr}\dfrac{x_i^2}{r^2} +u_r (\dfrac{1}{r} -\dfrac{x_i^2}{r^3} ) \\
\text{so } \sum_{i=1}^n u_{x_ix_i} \\
=u_{rr} \dfrac{\sum_{i=1}^n x_i^2}{r^2} +\dfrac{nu_r}{r} -u_r\dfrac{\sum_{i=1}^n x_i^2}{r^3} \\
=u_{rr}+\dfrac{n-1}{r} u_r
\end{gathered} u x i = u r r x i = u r r x i u x i x i = ( u r r r x i ) r x i + u r ( r x i ) x i = u r r r 2 x i 2 + u r r 2 r − x i r x i = u r r r 2 x i 2 + u r ( r 1 − r 3 x i 2 ) so i = 1 ∑ n u x i x i = u r r r 2 ∑ i = 1 n x i 2 + r n u r − u r r 3 ∑ i = 1 n x i 2 = u r r + r n − 1 u r
T9
17. 设 z = f [ x + φ ( y ) ] z = f[x + \varphi(y)] z = f [ x + φ ( y )] , 其中 φ \varphi φ 可微, f f f 有二阶连续导数. 证明:
∂ z ∂ x ∂ 2 z ∂ x ∂ y = ∂ z ∂ y ∂ 2 z ∂ x 2 . \frac{\partial z}{\partial x} \frac{\partial^2 z}{\partial x \partial y} = \frac{\partial z}{\partial y} \frac{\partial^2 z}{\partial x^2}. ∂ x ∂ z ∂ x ∂ y ∂ 2 z = ∂ y ∂ z ∂ x 2 ∂ 2 z .
z x = f ′ ( x + φ ( y ) ) z y = f ′ ( x + φ ( y ) ) φ ′ ( y ) z x x = f ′ ′ ( x + φ ( y ) ) z x y = f ′ ′ ( x + φ ( y ) ) φ ′ ( y ) so z x z x y = f ′ f ′ ′ φ ′ = z y z x x \begin{gathered}
z_x=f'(x+\varphi(y)) \\
z_y=f'(x+\varphi(y))\varphi'(y) \\
z_{xx}=f''(x+\varphi(y)) \\
z_{xy}=f''(x+\varphi(y))\varphi'(y) \\
\text{so } z_xz_{xy}=f'f''\varphi'=z_yz_{xx}
\end{gathered} z x = f ′ ( x + φ ( y )) z y = f ′ ( x + φ ( y )) φ ′ ( y ) z xx = f ′′ ( x + φ ( y )) z x y = f ′′ ( x + φ ( y )) φ ′ ( y ) so z x z x y = f ′ f ′′ φ ′ = z y z xx
T10
18. 证明: 若函数 u = f ( x , y ) u = f(x, y) u = f ( x , y ) 满足拉普拉斯方程 ∂ 2 u ∂ x 2 + ∂ 2 u ∂ y 2 = 0 \frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0 ∂ x 2 ∂ 2 u + ∂ y 2 ∂ 2 u = 0 , 则函数 v = f ( x x 2 + y 2 , y x 2 + y 2 ) v = f\left(\frac{x}{x^2 + y^2}, \frac{y}{x^2 + y^2}\right) v = f ( x 2 + y 2 x , x 2 + y 2 y ) 也满足拉普拉斯方程.
let r = x 2 + y 2 , a = x r , b = y r v x = v a a x + v b b x v x x = ( v a a a x + v a b b x ) a x + v a ( a x x ) + ( v b a a x + v b b b x ) b x + v b ( b x x ) = v a a ( a x 2 − b x 2 ) + a x b x ( v a b + v b a ) + v a a x x + v b b x x Similarily, v y y = v b b ( b y 2 − a y 2 ) + a y b y ( v a b + v b a ) + v b b y y + v a a y y \begin{gathered} \\
\text{let } r=x^2+y^2,a=\dfrac{x}{r} ,b=\dfrac{y}{r} \\
v_x=v_aa_x+v_bb_x \\
v_{xx}=(v_{aa}a_x+v_{ab}b_x)a_x+v_a(a_{xx})+(v_{ba}a_x+v_{bb}b_x)b_x+v_b(b_{xx}) \\
=v_{aa}(a_x^2-b_x^2)+a_xb_x(v_{ab}+v_{ba})+v_aa_{xx}+v_bb_{xx} \\
\text{Similarily, } \\
v_{yy}=v_{bb}(b_y^2-a_y^2)+a_yb_y(v_{ab}+v_{ba})+v_bb_{yy}+v_aa_{yy}
\end{gathered} let r = x 2 + y 2 , a = r x , b = r y v x = v a a x + v b b x v xx = ( v aa a x + v ab b x ) a x + v a ( a xx ) + ( v ba a x + v bb b x ) b x + v b ( b xx ) = v aa ( a x 2 − b x 2 ) + a x b x ( v ab + v ba ) + v a a xx + v b b xx Similarily, v y y = v bb ( b y 2 − a y 2 ) + a y b y ( v ab + v ba ) + v b b y y + v a a y y
因为
a x 2 − b x 2 − b y 2 + a y 2 = ( y 2 − x 2 r 2 ) 2 − ( − 2 x y r 2 ) 2 − ( x 2 − y 2 r 2 ) 2 + ( − 2 x y r 2 ) 2 = 0 a x b x + a y b y = − 2 x y ( y 2 − x 2 ) r 4 + − 2 x y ( x 2 − y 2 ) r 4 = 0 a x x + a y y = − 2 x r 2 − ( y 2 − x 2 ) 2 r 2 x r 4 + − 2 x r 2 + 2 x y 2 r 2 y r 4 = 2 − 2 x ( x 2 + y 2 ) − 2 x ( y 2 − x 2 ) + 4 x y 2 r 3 = 0 Similarily b x x + b y y = 0 \begin{gathered}
a_x^2-b_x^2-b_y^2+a_y^2 \\
=(\dfrac{y^2-x^2}{r^2})^2-(\dfrac{-2xy}{r^2} )^2-(\dfrac{x^2-y^2}{r^2} )^2+(\dfrac{-2xy}{r^2} )^2=0 \\
a_xb_x+a_yb_y=\dfrac{-2xy(y^2-x^2)}{r^4} +\dfrac{-2xy(x^2-y^2)}{r^4} =0 \\
a_{xx}+a_{yy} \\
=\dfrac{-2xr^2-(y^2-x^2)2r2x}{r^4} +\dfrac{-2xr^2+2xy2r2y}{r^4} \\
=2\dfrac{-2x(x^2+y^2)-2x(y^2-x^2)+4xy^2}{r^3} \\
=0 \\
\text{Similarily} b_xx+b_yy=0 \\
\end{gathered} a x 2 − b x 2 − b y 2 + a y 2 = ( r 2 y 2 − x 2 ) 2 − ( r 2 − 2 x y ) 2 − ( r 2 x 2 − y 2 ) 2 + ( r 2 − 2 x y ) 2 = 0 a x b x + a y b y = r 4 − 2 x y ( y 2 − x 2 ) + r 4 − 2 x y ( x 2 − y 2 ) = 0 a xx + a y y = r 4 − 2 x r 2 − ( y 2 − x 2 ) 2 r 2 x + r 4 − 2 x r 2 + 2 x y 2 r 2 y = 2 r 3 − 2 x ( x 2 + y 2 ) − 2 x ( y 2 − x 2 ) + 4 x y 2 = 0 Similarily b x x + b y y = 0
则有
v x x + v y y = v a a ( a x 2 − b x 2 − b y 2 + a y 2 ) + ( v a b + v b a ) ( a x b x + a y b y ) + v a ( a x x + a y y ) + v b ( b x x + b y y ) = 0 \begin{gathered}
v_{xx}+v_{yy} \\
=v_{aa}(a_x^2-b_x^2-b_y^2+a_y^2) \\
+(v_{ab}+v_{ba})(a_xb_x+a_yb_y) \\
+v_a(a_{xx}+a_{yy})+v_b(b_{xx}+b_{yy}) \\
=0
\end{gathered} v xx + v y y = v aa ( a x 2 − b x 2 − b y 2 + a y 2 ) + ( v ab + v ba ) ( a x b x + a y b y ) + v a ( a xx + a y y ) + v b ( b xx + b y y ) = 0