From dcd845aae06be42d9de18468d1061dcbf7d3d70f Mon Sep 17 00:00:00 2001 From: Luc Date: Mon, 30 Oct 2023 16:20:21 +0100 Subject: [PATCH] Added implicit equations. --- .../multivariable-calculus/differentation.md | 14 +++++ .../implicit-equations.md | 54 +++++++++++++++++++ 2 files changed, 68 insertions(+) diff --git a/docs/en/mathematics/multivariable-calculus/differentation.md b/docs/en/mathematics/multivariable-calculus/differentation.md index 64fb4dc..3b7bd70 100644 --- a/docs/en/mathematics/multivariable-calculus/differentation.md +++ b/docs/en/mathematics/multivariable-calculus/differentation.md @@ -50,6 +50,20 @@ $$ with $\nabla f(\mathbf{a})$ the gradient of $f$. +## Chain rule + +*Definition*: let $D \subseteq \mathbb{R}^n$ ($n=2$ for simplicity) and let $f: D \to \mathbb{R}$, also let $g: \mathbb{R} \to \mathbb{R}$ given by + +$$ + g(t) = f\big(\mathbf{x}(t)\big), +$$ + +if $f$ is continuously differentiable, then $g$ is differentiable with + +$$ + g'(t) = \big\langle \nabla f\big(\mathbf{x}(t)\big),\; \mathbf{\dot x}(t) \big\rangle. +$$ + ## Gradients *Definition*: at any point $\mathbf{x} \in D$ where the first partial derivatives of $f$ exist, we define the gradient vector $\nabla$ by diff --git a/docs/en/mathematics/multivariable-calculus/implicit-equations.md b/docs/en/mathematics/multivariable-calculus/implicit-equations.md index e69de29..58ea212 100644 --- a/docs/en/mathematics/multivariable-calculus/implicit-equations.md +++ b/docs/en/mathematics/multivariable-calculus/implicit-equations.md @@ -0,0 +1,54 @@ +# Implicit equations + +*Theorem*: for $D \subseteq \mathbb{R}^2$ (for simplicty), let $f: D \to \mathbb{R}$ be continuously differentiable and $\mathbf{a} \in D$. Assume + +* $f(\mathbf{a}) = 0$, +* $\partial_2 f(\mathbf{a}) \neq 0$, nondegeneracy. + +then there exists an $I$ around $a_1$ and an $J$ around $a_2$ such that $\phi: I \to J$ is differentiable and + +$$ + \forall x \in I, y \in J: f(x,y) = 0 \iff y = \phi(x). +$$ + +Now calculating $\phi' (x)$ with the chain rule + +$$ +\begin{align*} + f\big(x,\phi(x)\big) &= 0, \\ + \partial_1 f\big(x,\phi(x)\big) + \partial_2 f\big(x,\phi(x)\big) \phi' (x) &= 0, +\end{align*} +$$ + +and we obtain + +$$ + \phi' (x) = - \frac{\partial_1 f\big(x,\phi(x)\big)}{\partial_2 f\big(x,\phi(x)\big)}. +$$ + +*Proof*: will be added later. + +## General case + +*Theorem*: Let $\mathbf{F}: \mathbb{R}^{n+m} \to \mathbb{R}^m$ given by $F(\mathbf{x},\mathbf{y}) = \mathbf{0}$ with $\mathbf{x} \in \mathbb{R}^n$ and $\mathbf{y} \in \mathbb{R}^m$. Suppose $\mathbf{F}$ is continuously differentiable and assume $D_2 \mathbf{F}(\mathbf{x},\mathbf{y}) \in \mathbb{R}^{m \times m}$ is nonsingular. Then there exists in neighbourhoods $I$ of $\mathbf{x}$ and $J$ of $\mathbf{y}$ with $I \subseteq \mathbb{R}^n,\; J \subseteq \mathbb{R}^m$, such that $\mathbf{\phi}: I \to J$ is differentiable and + +$$ + \forall (\mathbf{x},\mathbf{y}) \in I \times J: \mathbf{F}(\mathbf{x},\mathbf{y}) = \mathbf{0} \iff \mathbf{y} = \mathbf{\phi}(\mathbf{x}). +$$ + +Now calculating $D \mathbf{\phi}(\mathbf{x})$ with the generalized chain rule + +$$ +\begin{align*} + \mathbf{F}\big(\mathbf{x},\mathbf{\phi}(\mathbf{x})\big) &= \mathbf{0}, \\ + D_1 \mathbf{F}\big(\mathbf{x},\mathbf{\phi}(\mathbf{x})\big) + D_2 \mathbf{F}\big(\mathbf{x},\mathbf{\phi}(\mathbf{x})\big) D \mathbf{\phi}(\mathbf{x}) &= \mathbf{0}, \\ +\end{align*} +$$ + +and we obtain + +$$ + D \mathbf{\phi}(\mathbf{x}) = - \Big(D_2 \mathbf{F}\big(\mathbf{x},\mathbf{\phi}(\mathbf{x})\big) \Big)^{-1} D_1 \mathbf{F}\big(\mathbf{x},\mathbf{\phi}(\mathbf{x})\big). +$$ + +*Proof*: will be added later. \ No newline at end of file