数学专业外文翻译多元函数的极值
- 格式:doc
- 大小:806.00 KB
- 文档页数:12
本文档为精品文档,如对你有帮助请下载支持,如有问题请及时沟通,谢谢支持!
1 外文文献
EXTREME VALUES OF FUNCTIONS OF SEVERAL REAL VARIABLES 1. Stationary Points Definition 1.1 Let nRD and RDf:. The point a Da is said to be: (1) a local maximum if)()(afxffor all points x sufficiently close to a; (2) a local minimum if)()(afxffor all points x sufficiently close to a; (3) a global (or absolute) maximum if)()(afxffor all points Dx; (4) a global (or absolute) minimum if)()(afxffor all points Dx;; (5) a local or global extremum if it is a local or global maximum or minimum. Definition 1.2 Let nRD and RDf:. The point a Da is said to be critical or stationary point if 0)(af and a singular point if f does not exist at a. Fact 1.3 Let nRD and RDf:.If f has a local or global extremum at the point Da, then a must be either: (1) a critical point of f, or (2) a singular point of f, or (3) a boundary point of D. Fact 1.4 If f is a continuous function on a closed bounded set then f is bounded and attains its bounds. Definition 1.5 A critical point a which is neither a local maximum nor minimum is called a saddle point. Fact 1.6 A critical point a is a saddle point if and only if there are arbitrarily small values of h for which )()(afhaf takes both positive and negative values. 本文档为精品文档,如对你有帮助请下载支持,如有问题请及时沟通,谢谢支持!
2 Definition 1.7 If RRf2: is a function of two variables such that all second
order partial derivatives exist at the point ),(ba, then the Hessian matrix of f at ),(ba is the matrix where the derivatives are evaluated at),(ba. If RRf3: is a function of three variables such that all second order partial derivatives exist at the point ),,(cba, then the Hessian of f at ),,(cba is the matrix where the derivatives are evaluated at),,(cba. Definition 1.8 Let A be an nn matrix and, for each nr1,let rAbe the rr matrix formed from the first r rows and r columns of A.The determinants det(rA),nr1,are called the leading minors of A Theorem 1.9(The Leading Minor Test). Suppose that RRf2:is a sufficiently smooth function of two variables with a critical point at),(baand H the Hessian of fat),(ba.If 0)det(H, then ),(ba is: (1) a local maximum if 0>det(H1) = fxx and 0(2) a local minimum if 0(3) a saddle point if neither of the above hold. where the partial derivatives are evaluated at),(ba.
Suppose that RRf3: is a sufficiently smooth function of three variables with a critical point at ),,(cbaand Hessian H at),,(cba.If 0)det(H, then ),,(cba is: (1) a local maximum if 0>det(H1), 0det(H3); (2) a local minimum if 0det(H3); (3) a saddle point if neither of the above hold. where the partial derivatives are evaluated at),,(cba. 本文档为精品文档,如对你有帮助请下载支持,如有问题请及时沟通,谢谢支持!
3 In each case, if det(H)= 0, then ),(ba can be either a local extremum or a saddle
point. Example. Find and classify the stationary points of the following functions: (1) ;1),,(2224xzzyyxxzyxf (2) ;)1()1(),(422xyxyyxf Solution. (1) 1),,(2224xzzyyxxzyxf,so )24),(3zxyxyxf(i)2(2yxj)2(xzk Critical points occur when 0f,i.e. when (1) zxyx2403 (2) yx202 (3) xz20 Using equations (2) and (3) to eliminate y and z from (1), we see
that021433xxxor 0)16(2xx,giving 0x,66x and 66x.Hence
we have three stationary points: )(0,0,0,)(126,121,66 and )(126,121,66. Sinceyxfxx2122,xfxy2,1xzf,2yyf,0yzf and 2zzf,the Hessian matrix is
At )(126,121,66, which has leading minors 611>0, And det 042912322H.By the Leading Minor Test, then,
)(126,121,66is a local minimum. At )(126,121,66,
Key Points. ·A continuous function on a closed bounded set is bounded and achieves its bounds. ·To find the extreme values of a function on a closed bounded set it is necessary to consider the value of the function at stationary points(0f), singular points (fdoes not exist) and boundary points(points on the edge of the set). ·Stationary points can be classified as local maxim a , local minima or saddle points. ·If The Leading Minor Test 1.9 is not applicable, the stationary point must be classified by directly applying Definition 1.1 and Fact 1.6. For example in the two variable case, if fhas a stationary point at ),(ba,we consider the sign of for arbitrarily small, positive and negative values of hand k(that are not both zero).