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8.3 全微分

§\S8.3 全微分#

一、全微分的概念#

定义#

z=f(x,y)z=f(x,y) 的全增量 f(x+Δx,y+Δy)f(x,y)=A(x,y)Δx+B(x,y)Δy+o(ρ)f(x+\Delta x, y+\Delta y)-f(x,y)=A(x,y)\Delta x+B(x,y)\Delta y+o(\rho),其中 ρ=(Δx)2+(Δy)2\rho =\sqrt{(\Delta x)^2+(\Delta y)^2},则称 z=f(x,y)z=f(x,y)(x,y)(x,y) 处可微,记

dz=A(x,y)Δx+B(x,y)Δy=A(x,y)dx+B(x,y)dy\begin{align*} \mathrm dz&=A(x,y)\Delta x+B(x,y)\Delta y\\ &=A(x,y)\mathrm dx+B(x,y)\mathrm dy \end{align*}

定理#

  1. [可微的必要条件]可微 \Rightarrow 偏导存在,且 dz=zxdx+zydy\mathrm dz=\dfrac{\partial z}{\partial x}\mathrm dx+\dfrac{\partial z}{\partial y}\mathrm dy(可扩展至 du=uxdx+uydy+uzdz\mathrm du=\dfrac{\partial u}{\partial x}\mathrm dx+\dfrac{\partial u}{\partial y}\mathrm dy+\dfrac{\partial u}{\partial z}\mathrm dz

    证明:

    f(x+Δx,y+Δy)f(x,y)=A(x,y)Δx+B(x,y)Δy+o(ρ)\begin{align*} f(x+\Delta x,y+\Delta y)-f(x,y)=A(x,y)\Delta x+B(x,y)\Delta y+o(\rho) \end{align*}

    Δy=0\Delta y=0

    f(x+Δx,y)f(x,y)=A(x,y)Δx+o(Δx)\begin{align*} f(x+\Delta x,y)-f(x,y)=A(x,y)\Delta x+o(|\Delta x|) \end{align*}

    两边同除以 Δx\Delta x,再对 Δx\Delta x 求极限(Δx0\Delta x\to 0

    fx(x,y)=A(x,y)+0f_x(x,y)=A(x,y)+0

    Δx=0\Delta x=0,同理可得

    fy(x,y)=B(x,y)\begin{align*} f_y(x,y)=B(x,y) \end{align*}

    即得证

  2. [可微的充分条件]偏导连续 \Rightarrow 可微

    证明:

    Δz=f(x+Δx,y+Δy)f(x,y+Δy)+f(x,y+Δy)f(x,y)=fx(x+θ1Δx,y+Δy)Δx+fy(x+Δx,y+θ2Δy)Δy[0<θ1<1,0<θ2<1,拉格朗日中值定理]=[fx(x,y)+ϵ1]Δx+[fy(x,y)+ϵ2]Δy[lim(Δx,Δy)(0,0)ϵ1=0,lim(Δx,Δy)(0,0)ϵ2=0]\begin{align*} \Delta z&=f(x+\Delta x,y+\Delta y)-f(x,y+\Delta y)+f(x,y+\Delta y)-f(x,y)\\ &=f_x(x+\theta_1\Delta x,y+\Delta y)\Delta x+f_y(x+\Delta x,y+\theta_2\Delta y)\Delta y\qquad[0\lt \theta_1\lt 1, 0\lt \theta_2\lt 1,拉格朗日中值定理]\\ &=[f_x(x,y)+\epsilon_1]\Delta x+[f_y(x,y)+\epsilon_2]\Delta y\qquad[\lim_{(\Delta x,\Delta y)\to (0,0)}\epsilon_1=0,\lim_{(\Delta x,\Delta y)\to (0,0)}\epsilon_2=0] \end{align*}

    lim(Δx,Δy)(0,0)Δz(fxΔx+fyΔy)(Δx)2+(Δy)2=lim(Δx,Δy)(0,0)ϵ1Δx+ϵ2Δy(Δx)2+(Δy)2=0\displaystyle \lim_{(\Delta x,\Delta y)\to (0,0)}\dfrac{\Delta z-(f_x\Delta x+f_y\Delta y)}{\sqrt{(\Delta x)^2+(\Delta y)^2}}=\lim_{(\Delta x,\Delta y)\to (0,0)}\dfrac{\epsilon_1\Delta x+\epsilon_2\Delta y}{\sqrt{(\Delta x)^2+(\Delta y)^2}}=0

    Δz=fxΔx+fyΔy+ϵ1Δx+ϵ2Δyo(ρ)\Delta z=f_x\Delta x+f_y\Delta y+\underbrace{\epsilon_1\Delta x+\epsilon_2\Delta y}_{o(\rho)},证毕

例题#

  1. z=xyet2dt\displaystyle z=\int_x^ye^{-t^2}\mathrm dt,求 dz(0,1)\mathrm dz|_{(0,1)}

    解:zx(0,1)=ex2(0,1)=1z_{x(0,1)}=-e^{-x^2}|_{(0,1)}=-1

    zy(0,1)=ey2(0,1)=e1z_{y(0,1)}=e^{-y^2}|_{(0,1)}=e^{-1}

    dz=dx+1edy\mathrm dz=-\mathrm dx+\dfrac{1}{e}\mathrm dy

  2. f(x,y)={xyx2+y2(x,y)(0,0)0(x,y)=(0,0)f(x,y)=\begin{cases}\dfrac{xy}{x^2+y^2}&\quad (x,y)\ne(0,0)\\0&\quad(x,y)=(0,0)\end{cases}(0,0)(0,0) 偏导存在,证明:在 (0,0)(0,0) 处不可微

    解:

    lim(Δx,Δy)(0,0)ΔxΔy(Δx)2+(Δy)2(0Δx+0Δy)(Δx)2+(Δy)2=lim(Δx,Δy)(0,0)ΔxΔy[(Δx)2+(Δy)2]32=lim(Δx,Δy)(0,0),Δy=Δx(Δx)32232(Δx)3,不存在\begin{align*} \lim_{(\Delta x,\Delta y)\to (0,0)}\dfrac{\frac{\Delta x\cdot \Delta y}{(\Delta x)^2+(\Delta y)^2}-(0\cdot \Delta x+0\cdot \Delta y)}{\sqrt{(\Delta x)^2+(\Delta y)^2}}&=\lim_{(\Delta x,\Delta y)\to (0,0)}\dfrac{\Delta x\Delta y}{[(\Delta x)^2+(\Delta y)^2]^\frac{3}{2}}\\ &=\lim_{(\Delta x,\Delta y)\to (0,0),\Delta y=\Delta x}\dfrac{(\Delta x)^\frac{3}{2}}{2^\frac{3}{2}(\Delta x)^3},不存在 \end{align*}

    \therefore(0,0)(0,0) 处不可微

  3. (axy3y2cosx)dx+(1+bysinx+3x2y2)dy(axy^3-y^2\cos x)\mathrm dx+(1+by\sin x+3x^2y^2)\mathrm dy 是某 f(x,y)f(x,y) 的全微分,求 a,ba,b

    解: df=fxdx+fydy\mathrm df=\dfrac{\partial f}{\partial x}\mathrm dx+\dfrac{\partial f}{\partial y}\mathrm dy

    fx=axy3y2cosx\dfrac{\partial f}{\partial x}=axy^3-y^2\cos x

    fy=1+bysinx+3x2y2\dfrac{\partial f}{\partial y}=1+by\sin x+3x^2y^2

    2fxy=2fyx\dfrac{\partial ^2f}{\partial x\partial y}=\dfrac{\partial ^2f}{\partial y\partial x}

    3axy22ycosx=bycosx+6xy2{3a=62=b{a=2b=23axy^2-2y\cos x=by\cos x+6xy^2\Rightarrow\begin{cases}3a=6\\-2=b\end{cases}\Rightarrow \begin{cases}a=2\\b=-2\end{cases}

  4. f(x,y)={(x2+y2)sin1x2+y2(x,y)(0,0)0(x,y)=(0,0)f(x,y)=\begin{cases}(x^2+y^2)\sin\dfrac{1}{x^2+y^2}&\quad (x,y)\ne (0,0)\\0&\quad (x,y)=(0,0)\end{cases},讨论 f(x,y)f(x,y)(0,0)(0,0):连续性、偏导是否存在、偏导是否连续、可微性

    解:lim(x,y)(0,0)(x2+y2)sin1x2+y2=0=f(0,0)\displaystyle \lim_{(x,y)\to(0,0)}(x^2+y^2)\sin\dfrac{1}{x^2+y^2}=0=f(0,0),连续

    fx(0,0)=limΔx0f(0+Δx,0)f(0,0)Δx=0\displaystyle f_x(0,0)=\lim_{\Delta x\to 0}\dfrac{f(0+\Delta x, 0)-f(0,0)}{\Delta x}=0fy(0,0)=0f_y(0,0)=0,偏导存在

    (x,y)(0,0)(x,y)\ne(0,0) 时,fx=2xsin1x2+y2+(x2+y2)cos1x2+y2[2x(x2+y2)2]\displaystyle f_x=2x\cdot \sin\dfrac{1}{x^2+y^2}+(x^2+y^2)\cos\dfrac{1}{x^2+y^2}[\dfrac{-2x}{(x^2+y^2)^2}]

    lim(x,y)(0,0)fx(x,y)\displaystyle \lim_{(x,y)\to(0,0)}f_x(x,y) 不存在,lim(x,y)(0,0)fy(x,y)\displaystyle \lim_{(x,y)\to(0,0)}f_y(x,y) 也不存在,偏导不连续

    lim(x,y)(0,0)[(Δx)2+(Δy)2]sin1(Δx)2+(Δy)2(0Δx+0Δy)(Δx)2+(Δy)2=0\displaystyle \lim_{(x,y)\to(0,0)}\dfrac{[(\Delta x)^2+(\Delta y)^2]\sin\frac{1}{(\Delta x)^2+(\Delta y)^2}-(0\cdot \Delta x+0\cdot \Delta y)}{\sqrt{(\Delta x)^2+(\Delta y)^2}}=0 可微

判断 z=f(x,y)z=f(x,y) 是否可微

graph LR A["连续?"]-->|是|B["偏导存在?"]-->|是|C["偏导连续?"]-->|是|D[可微] B["偏导存在?"]-->|否|F[不可微] A["连续?"]-->|否|F[不可微] C["偏导连续?"]-->|否|式1*-->|"≠0"|F[不可微] 式1*-->|"=0"|D[可微]

式1指:limΔx0,Δy0(f(x0+Δx,y0+Δy)f(x0,y0))(fx(x0,y0)Δx+(fy(x0,y0)Δy)(Δx)2+(Δy)2\displaystyle \lim_{\Delta x\to 0,\Delta y\to 0}\dfrac{(f(x_0+\Delta x,y_0+\Delta y)-f(x_0,y_0))-(f'_x(x_0,y_0)\Delta x+(f'_y(x_0,y_0)\Delta y)}{\sqrt{(\Delta x)^2+(\Delta y)^2}}

二、全微分在近似计算中的作用#

f(x+Δx,y+Δy)f(x,y)f(x,y)+dz全微分全增量\begin{align*} f(x+\Delta x,y+\Delta y)-f(x,y)&\approx f(x,y)+\mathrm dz\\ 全微分 &\approx 全增量 \end{align*}

例题#

(1.02)2.05(1.02)^{2.05} 的近似值

解: 法一:f(x,y)=xyf(x,y)=x^yΔx=0.02\Delta x=0.02Δy=0.05\Delta y=0.05

f(1.02,2.05)=(1+0.02)2+0.0512+fx(1,2)0.02+fy(1,2)0.05=1+yxy1(1,2)0.02+xylnx(1,2)0.05=1.04\begin{align*} &f(1.02,2.05)\\ &=(1+0.02)^{2+0.05}\\ &\approx1^2+f_x(1,2)\cdot 0.02+f_y(1,2)\cdot 0.05\\ &=1+yx^{y-1}|_{(1,2)}\cdot 0.02+x^y\ln x|_{(1,2)}\cdot 0.05\\ &=1.04 \end{align*}

法二: (1+0.02)2.051+2.051!×0.02=1.041(1+0.02)^{2.05}\approx 1+\dfrac{2.05}{1!}\times 0.02=1.041

8.3 全微分
https://gitee.com/jason_ren/advanced-math-note
作者
Jason Ren
发布于
2025-12-03
许可协议
CC BY-SA 4.0

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