2.5 KiB
Functions of several variables
Definition: let D \subseteq \mathbb{R}^m
with m>1
, and f: D \to \mathbb{R}^n
then f
is a function of several variables where:
- for
n=1
,f
is a scalar function, - for
n>1
,f
is a vector valued function.
Definition: the domain convention specifies that the domain of a function of m
variables is the largest set of points for which the function makes sense as a real number, unless that domain is explicitly stated to be a smaller set.
Graphical representations of scalar valued functions
Graphs
Definition: let D \subseteq \mathbb{R}^2
and let f: D \to \mathbb{R}
then G_f := \big\{\big(x, y, f(x,y)\big) \;\big|\; (x, y) \in D\big\}
is the graph of f
. Observe that G_f \subseteq \mathbb{R}^3
.
Level sets
Definition: let D \subseteq \mathbb{R}^2
and let f: D \to \mathbb{R}
then for c \in \mathbb{R}
we have S_c := \big\{(x, y) \in D \;\big|\; f(x,y) = c \big\}
is the level set of f
. Observe that S_c \subseteq \mathbb{R}^2
.
Multi-index notation
Definition: an $n$-dimensional multi-index is an $n$-tuple of non-negative integers
\alpha = (\alpha_1, \alpha_2, \dotsc, \alpha_n), \qquad \text{with } \alpha_i \in \mathbb{N}.
Properties
For the sum of components we have: |\alpha| := \alpha_1 + \dotsc + \alpha_n
.
For $n$-dimensional multi-indeces \alpha, \beta
we have componentwise sum and difference
\alpha \pm \beta := (\alpha_1 \pm \beta_1, \dotsc, \alpha_n \pm \beta_n).
For the products of powers with \mathbf{x} \in \mathbb{R}^n
we have
\mathbf{x}^\alpha := x_1^{\alpha_1} x_2^{\alpha_2} \dotsc x_n^{\alpha_n}.
For factorials we have
\alpha ! = \alpha_1 ! \cdot \alpha_2 ! \cdots \alpha_n !
For the binomial coefficient we have
\begin{pmatrix} \alpha \ \beta \end{pmatrix} = \begin{pmatrix} \alpha_1 \ \beta_1 \end{pmatrix} \begin{pmatrix} \alpha_2 \ \beta_2 \end{pmatrix} \cdots \begin{pmatrix} \alpha_n \ \beta_n \end{pmatrix} = \frac{\alpha !}{\beta ! (\alpha - \beta)!}
For polynomials of degree less or equal to m
we have
p(\mathbf{x}) = \sum_{|\alpha| \leq m} c_\alpha \mathbf{x}^\alpha,
as an example for m=2
and n=2
we have
p(\mathbf{x}) = c_1 + c_2 x_1 + c_3 x_2 + c_4 x_1 x_2 + c_5 x_1 ^2 + c_6 x_2^2 \qquad c_{1,2,3,4,5,6} \in \mathbb{R}
For partial derivatives of f: \mathbb{R}^n \to \mathbb{R}
we have
\partial^\alpha f(\mathbf{x}) = \partial^{\alpha_1}{x_1} \dotsc \partial^{\alpha_n}{x_n} f(\mathbf{x}).