泰勒公式外文翻译Word下载.docx

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泰勒公式外文翻译Word下载.docx

Assumeformula

(1)istrueforsome.n,1,N

Thenbythemean-valuetheorem,formula(12)ofSect.10.5,andtheinductionhypothesis,weobtain.

1,,,,,nnfx,h,fx,fh,,fxhx?

,,,,,,,,,,n!

,

,1n,1,,,,,,n,,,,,,,,,,,,,,fx,h,fx,fxh,,fxhh?

,,,,sup,,,,n,1!

0,,1,,

n,1n,,,,o,hhoh,,,,,,,,,,

WeshallnottakethetimeheretodiscussotherversionsofTaylor'

sformula,whicharesometimesquiteuseful.Theywerediscussedearlierindetailfornumericalfunctions.Atthispointweleaveittothereadertoderivethem(see,forexample,Problem1below).2.MethodsofStudyingInteriorExtrema

UsingTaylor'

sformula,weshallexhibitnecessaryconditionsandalsosufficientconditionsforaninteriorlocalextremumofreal-valuedfunctionsdefinedonanopensubsetofanormedspace.Asweshallsee,theseconditionsareanalogoustothedifferentialconditionsalreadyknowntousforanextremumofareal-valuedfunctionofarealvariable.

f:

U,RTheorem2.Letbeareal-valuedfunctiondefinedonanopensetUina

k,1,1normedspaceXandhavingcontinuousderivativesuptoorderinclusiveina

,,k,,fxx,Uneighborhoodofapointandaderivativeoforderkatthepointxitself.

,,,,,k,1k,,,,,,fx,0,?

fx,0fx,0Ifand,thenforxtobeanextremumofthefunctionfitis:

,,kk,,fxhnecessarythatkbeevenandthattheformbesemidefinite,

and

1

,,kkf,,xhsufficientthatthevaluesoftheformontheunitspherebeboundedawayh,1

fromzero;

moreover,xisalocalminimumiftheinequalities

,,kkf,,xh,,,0,

holdonthatsphere,andalocalmaximumif

Proof.FortheproofweconsidertheTaylorexpansion

(1)offinaneighborhoodofx.The

assumptionsenableustowrite

1k,,kkf,,,,x,h,fx,f,,,,xh,,hhk!

,,,,where,hisareal-valuedfunction,and,h,0as.h,0

Wefirstprovethenecessaryconditions.

,,k,,kkf,,x,0Since,thereexistsavectoronwhich.Thenforvaluesoftheh,0f,,xh,000

realparametertsufficientlyclosetozero,

1kk,,kf,,,,x,th,fx,f,,,,,,xth,,thth0000!

k

1,,k,,kkk,,,,,fxh,,thht,,000!

k,,

,,kkandtheexpressionintheouterparentheseshasthesamesignas.f,,xh0

Forxtobeanextremumitisnecessaryfortheleft-handside(andhencealsotheright-hand

side)ofthislastequalitytobeofconstantsignwhentchangessign.Butthisispossibleonlyifkiseven.

Thisreasoningshowsthatifxisanextremum,thenthesignofthedifference,,,,fx,th,fx0

,,kkisthesameasthatofforsufficientlysmallt;

henceinthatcasetherecannotbetwof,,xh0

,,k,,fxvectorshh,atwhichtheformassumesvalueswithoppositesigns.01

Wenowturntotheproofofthesufficiencyconditions.Fordefinitenessweconsiderthe

,,kk,,fxh,,,0h,1casewhenfor.Then

k1,,kk,,fx,h,f,,x,f,,,,xh,,hhk!

k,,,,1h,,k,,k,,,,,,,fx,,hh,,,,!

kh,,,,,,

1,,k,,,,,,hh,,!

,,,h,0h,0and,sinceas,thelastterminthisinequalityispositiveforallvectors

h,0sufficientlyclosetozero.Thus,forallsuchvectorsh,

2

,,,,fx,h,fx,0

thatis,xisastrictlocalminimum.

Thesufficientconditionforastrictlocalmaximumisverifiedsimiliarly.Remark1.IfthespaceXisfinite-dimensional,theunitspherewithcenterat,,,Sx;

1x,X

beingaclosedboundedsubsetofX,iscompact.Thenthecontinuousfunction

ii,,,,kkk1(ak-form)hasbothamaximalandaminimalvalueon,,.If,,,,Sx;

1fxh,,fxh,?

h?

ii1k

thesevaluesareofoppositesign,thenfdoesnothaveanextremumatx.Iftheyarebothof

thesamesign,then,aswasshowninTheorem2,thereisanextremum.Inthelattercase,asufficientconditionforanextremumcanobviouslybestatedastheequivalentrequirement

,,kkf,,xhthattheformbeeitherpositive-ornegative-definite.

Itwasthisformoftheconditionthatweencounteredinstudyingrealvaluedfunctions

non.R

nf:

R,RRemark2.Aswehaveseenintheexampleoffunctions,thesemi-definiteness

,,kkf,,xhoftheformexhibitedinthenecessaryconditionsforanextremumisnotasufficientcriterionforanextremum.

Remark3.Inpractice,whenstudyingextremaofdifferentiablefunctionsonenormallyusesonlythefirstorseconddifferentials.Iftheuniquenessandtypeofextremumareobviousfromthemeaningoftheproblembeingstudied,onecanrestrictattentiontothefirst

,,fx,0differentialwhenseekinganextremum,simplyfindingthepointxwhere

3.SomeExamples

,,,,131123123,,,,,,,,,,L,CR;

Rf,Ca,b;

Ru,u,u!

Lu,u,uExample1.Letand.Inotherwords,

3,,x!

fxisacontinuouslydifferentiablereal-valuedfunctiondefinedinRandasmooth

,a,b,Rreal-valuedfunctiondefinedontheclosedinterval.

Considerthefunction

,,1,,,,F:

Ca,b;

R,R

(2)

definedbytherelation

,,1,,,,,,f,Ca,b;

R!

Ff

b,,,,,,,,Lx,fx,fxdx,R(3),a

,,1,,,,Ca,b;

RThus,

(2)isareal-valuedfunctionaldefinedonthesetoffunctions.

Thebasicvariationalprinciplesconnectedwithmotionareknowninphysicsandmechanics.Accordingtotheseprinciples,theactualmotionsaredistinguishedamongalltheconceivablemotionsinthattheyproceedalongtrajectoriesalongwhichcertainfunctionalshaveanextremum.Questionsconnectedwiththeextremaoffunctionalsarecentralinoptimal

3

controltheory.Thus,findingandstudyingtheextremaoffunctionalsisaproblemofintrinsicimportance,andthetheoryassociatedwithitisthesubjectofalargeareaofanalysis-thecalculusofvariations.Wehavealreadydoneafewthingstomakethetransitionfromtheanalysisoftheextremaofnumericalfunctionstotheproblemoffindingandstudyingextremaoffunctionalsseemnaturaltothereader.However,weshallnotgodeeplyintothespecialproblemsofvariationalcalculus,butratherusetheexampleofthefunctional(3)toillustrateonlythegeneralideasofdifferentiationandstudyoflocalextremaconsideredabove.

Weshallshowthatthefunctional(3)isadifferentiatemappingandfinditsdifferential.Weremarkthatthefunction(3)canberegardedasthecompositionofthemappings

(4),,F,,,,,,,,fx,Lx,fx,fx1

definedbytheformula

,,1(5),,,,F:

C,,a,b;

R,C,,a,b;

R1

followedbythemapping

b,,g,C,,,,,,a,b;

Fg,gxdx,R(6)2,a

Bypropertiesoftheintegral,themappingisobviouslylinearandcontinuous,sothatF2

itsdifferentiabilityisclear.

Weshallshowthatthemappingisalsodifferentiable,andthatF1

,,,(7),,,,F,,,,,,,,fhx,,Lx,fx,fxh,,,,,,x,,Lx,fx.fxh,,x231

,,1,,h,C,,a,b;

Rfor.

Indeed,bythecorollarytothemean-valuetheorem,wecanwriteinthepresentcase

3112233123123i,,,,,,Lu,,,u,,,u,,,Lu,u,u,,Lu,u,u,i,,1i

,,,,,,,,,,,,,sup,Lu,,,,,Lu,Lu,,,,,Lu,Lu,,,,,Lu,,11223311,,,01

i,,,,,3max,Lu,,u,,Lu,max,(8)ii0,,,1,1,2,3ii,1,2,3

123123,,,,u,u,u,u,,,,,,,whereand.

,,,1,,,,,Ca,b;

Rfmaxf,fIfwenowrecallthatthenormofthefunctionfinis,,1,,ccc,,

,a,bf(whereisthemaximumabsolutevalueofthefunctionontheclosedinterval),then,c

23,23,11,,,,,,,,u,fx,,hx,,hxu,fxu,x,,0setting,,,,,and,weobtainfrominequality(8),

123takingaccountoftheuniformcontinuityofthefunctions,,,onbounded,Lu,u,u,i,1,2,3i

4

3subsetsof,thatR

,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,maxLx,fx,hx,fx,hx,Lx,fx,fx,,Lx,fx,fxhx,,Lx,fx,fxhx230,x,b

,,as,ohh,0,,1,,1cc

ButthismeansthatEq.(7)holds.

Bythechainrulefordifferentiatingacompositefunction,wenowconcludethatthefunctional(3)isindeeddifferentiable,and

b,,,,,,,,,,F,,,,,,fh,,Lx,fx,fxh,,,,,,x,,Lx,fx,fxh,,xdx(9)23,a

Weoftenconsidertherestrictionofthefunctional(3)totheaffinespaceconsistingofthe

,,1,,f,C,,a,b;

R,,,,functionsthatassumefixedvaluesfa,A,fb,Battheendpointsofthe

,,1,,closedintervala,b.Inthiscase,thefunctionshinthetangentspaceTC,musthavethef

,a,bvaluezeroattheendpointsoftheclosedinterval.Takingthisfactintoaccount,wemay

integratebypartsin(9)andbringitintotheform

bd,,,,,,,,,,,,,,,,,,,,,FfhLx,fx,fxLx,fx,fxhxdx(10),,,,,,23,dxa,,

,,2CofcourseundertheassumptionthatLandfbelongtothecorrespondingclass.

Inparticular,iffisanextremum(extremal)ofsuchafunctional,thenbyTheorem2wehave

,,,1,,,,Ffh,0h,C,,a,b;

R,,,,ha,hb,0foreveryfunctionsuchthat.Fromthisandrelation(10)

onecaneasilyconclude(seeProblem3below)thatthefunctionfmustsatisfytheequation

d,,,,,,,Lx,f,,,,x,fx,,Lx,f,,,,x,fx,0(11)23dx

Thisisafrequently-encounteredformoftheequationknowninthecalculusofvariationsastheEuler-Lagrangeequation.

Letusnowconsidersomespecificexamples.

Example2.Theshortest-pathproblem

Amongallthecurvesinaplanejoiningtwofixedpoints,findthecurvethathasminimallength.

Theanswerinthiscaseisobvious,anditratherservesasacheckontheformalcomputationswewillbedoinglater.

WeshallassumethatafixedCartesiancoordinatesystemhasbeenchosenintheplane,in

,,0,0,,1,0whichthetwopointsare,forexample,and.Weconfineourselvestojustthe

,,1,,,,f,C0,1;

Rcurvesthatarethegraphsoffunctionsassumingthevaluezeroatbothendsof

,0,1theclosedinterval.Thelengthofsuchacurve

12,,,,,,,Ff,1,fxdx(12),0

dependsonthefunctionfandisafunctionalofthetypeconsideredinExample1.Inthiscasethefunction

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