隐函数(组)存在定理

  • Post author:
  • Post category:其他



(隐函数存在定理-1)





设二元函数

F

(

x

,

y

)

在点

(

x

0

,

y

0

)

的邻域

U

(

x

0

,

δ

)

×

U

(

y

0

,

δ

)

 

(

δ

>

0

)

内满足以下条件:

设二元函数F(x,y)在点(x_0,y_0)的邻域U(x_0,\delta)\times U(y_0,\delta)\ (\delta >0)内满足以下条件:






设二元函数


F


(


x


,




y


)


在点


(



x










0


















,





y










0


















)


的邻域


U


(



x










0


















,




δ


)




×








U


(



y










0


















,




δ


)




(


δ




>








0


)


内满足以下条件:









(

1

)

F

(

x

0

,

y

0

)

=

0

(1) F(x_0,y_0)=0






(


1


)


F


(



x










0


















,





y










0


















)




=








0










(

2

)

F

(

x

,

y

)

F

y

(

x

,

y

)

U

(

(

x

0

,

y

0

)

,

δ

)

(

δ

>

0

)

内连续

(2) F(x,y)、F_y(x,y)在U((x_0,y_0),\delta) (\delta >0)内连续






(


2


)


F


(


x


,




y


)






F










y


















(


x


,




y


)





U


((



x










0


















,





y










0


















)


,




δ


)


(


δ




>








0


)


内连续










(

3

)

F

y

(

x

0

,

y

0

)

0

(3) F_y(x_0,y_0)\ne 0






(


3


)



F










y


















(



x










0


















,





y










0


















)
























=









0










 

δ

0

(

0

,

δ

)

使得在

U

(

x

0

,

δ

0

)

内唯一存在满足下述条件的连续函数

y

=

f

(

x

)

则 \exists \ \delta_0 \in(0,\delta)使得在U(x_0,\delta_0)内唯一存在满足下述条件的连续函数y=f(x):















δ










0





























(


0


,




δ


)


使得在


U


(



x










0


















,





δ










0


















)


内唯一存在满足下述条件的连续函数


y




=








f


(


x


)












(

a

)

y

0

=

f

(

x

0

)

(a) y_0=f(x_0);






(


a


)



y










0




















=








f


(



x










0


















)












(

b

)

x

U

(

x

0

,

δ

0

)

,

F

(

x

0

,

f

(

x

0

)

)

=

0

(b)对\forall x\in U(x_0,\delta_0),F(x_0,f(x_0))=0






(


b


)








x













U


(



x










0


















,





δ










0


















)


,




F


(



x










0


















,




f


(



x










0


















))




=








0









(

c

)

F

x

(

x

,

y

)

U

(

(

x

0

,

y

0

)

,

δ

)

(

δ

>

0

)

内连续则

y

=

f

(

x

)

存在连续导数,且

f

(

x

)

=

F

x

F

y

(c)若F_x(x,y)在U((x_0,y_0),\delta) (\delta >0)内连续则y=f(x)存在连续导数,且f'(x)=-\frac{F_x}{F_y}。






(


c


)






F










x


















(


x


,




y


)





U


((



x










0


















,





y










0


















)


,




δ


)


(


δ




>








0


)


内连续则


y




=








f


(


x


)


存在连续导数,且



f






















(


x


)




=
























F










y

































F










x











































证明:

Alt

不妨假设



F

y

(

x

0

,

y

0

)

>

0

F_y(x_0,y_0)>0







F










y


















(



x










0


















,





y










0


















)




>








0





,而



F

y

(

x

0

,

y

0

)

<

0

F_y(x_0,y_0)<0







F










y


















(



x










0


















,





y










0


















)




<








0





的情形相当于对



F

(

x

,

y

)

=

F

(

x

,

y

)

F'(x,y)=-F(x,y)







F






















(


x


,




y


)




=











F


(


x


,




y


)





进行相关讨论。

又由



F

y

(

x

,

y

)

U

(

x

0

,

δ

)

×

U

(

y

0

,

δ

)

 

(

δ

>

0

)

F_y(x,y)在U(x_0,\delta)\times U(y_0,\delta)\ (\delta >0)







F










y


















(


x


,




y


)





U


(



x










0


















,




δ


)




×








U


(



y










0


















,




δ


)




(


δ




>








0


)





内的连续性可知:





δ

1

,

δ

2

(

0

,

δ

)

 

s

.

t

.

 对

(

x

,

y

)

U

(

x

0

,

δ

1

)

×

U

(

y

0

,

δ

2

)

,均有

F

y

(

x

,

y

)

>

0

\exists \delta_1,\delta_2\in(0,\delta)\ s.t.\ 对\forall(x,y)\in U(x_0,\delta_1)\times U(y_0,\delta_2),均有F_y(x,y)>0










δ










1


















,





δ










2





























(


0


,




δ


)




s


.


t


.










(


x


,




y


)













U


(



x










0


















,





δ










1


















)




×








U


(



y










0


















,





δ










2


















)


,均有



F










y


















(


x


,




y


)




>








0






特别地,对



y

U

(

y

0

,

δ

2

)

\forall y\in U(y_0,\delta_2)









y













U


(



y










0


















,





δ










2


















)





均有



F

y

(

x

0

,

y

)

>

0

F_y(x_0,y)>0







F










y


















(



x










0


















,




y


)




>








0





,即:





固定

x

=

x

0

,则函数

F

(

x

0

,

y

)

y

U

(

y

0

,

δ

2

)

内单调递增

固定x=x_0,则函数 F(x_0,y)在y\in U(y_0,\delta_2)内单调递增






固定


x




=









x










0


















,则函数


F


(



x










0


















,




y


)





y













U


(



y










0


















,





δ










2


















)


内单调递增






又因为,



F

(

x

0

,

y

0

)

=

0

F(x_0,y_0)=0






F


(



x










0


















,





y










0


















)




=








0





,则:




{

F

(

x

0

,

y

0

+

δ

2

)

>

0

F

(

x

0

,

y

0

δ

2

)

<

0

\begin{cases}F(x_0,y_0+\delta_2)>0\\F(x_0,y_0-\delta_2)<0\end{cases}








{














F


(



x










0


















,





y










0




















+





δ










2


















)




>




0








F


(



x










0


















,





y










0


























δ










2


















)




<




0


























进一步由



F

(

x

,

y

)

U

(

x

0

,

δ

)

×

U

(

y

0

,

δ

)

 

(

δ

>

0

)

F(x,y)在U(x_0,\delta)\times U(y_0,\delta)\ (\delta >0)






F


(


x


,




y


)





U


(



x










0


















,




δ


)




×








U


(



y










0


















,




δ


)




(


δ




>








0


)





内的连续性可知:




δ

0

(

0

,

δ

1

)

 

s

.

t

.

 对

x

U

(

x

0

,

δ

0

)

,均有

{

F

(

x

,

y

0

+

δ

2

)

>

0

F

(

x

,

y

0

δ

2

)

<

0

\exists\delta_0\in(0,\delta_1)\ s.t.\ 对\forall x\in U(x_0,\delta_0),均有\begin{cases}F(x,y_0+\delta_2)>0\\F(x,y_0-\delta_2)<0\end{cases}










δ










0





























(


0


,





δ










1


















)




s


.


t


.










x













U


(



x










0


















,





δ










0


















)


,均有






{














F


(


x


,





y










0




















+





δ










2


















)




>




0








F


(


x


,





y










0


























δ










2


















)




<




0


























换而言之,




对任意

x

˜

U

(

x

0

,

δ

0

)

均有

F

(

x

˜

,

y

)

由负数

F

(

x

˜

,

y

δ

2

)

连续单调地增长为正数

F

(

x

˜

,

y

+

δ

2

)

对任意\~x\in U(x_0,\delta_0)均有F(\~x,y)由负数F(\~x,y-\delta_2)连续单调地增长为正数F(\~x,y+\delta_2)






对任意









x







˜



















U


(



x










0


















,





δ










0


















)


均有


F


(









x







˜








,




y


)


由负数


F


(









x







˜








,




y














δ










2


















)


连续单调地增长为正数


F


(









x







˜








,




y




+









δ










2


















)






故由零点定理可知:




x

˜

U

(

x

0

,

δ

0

)

 均唯一 

y

˜

U

(

y

0

,

δ

2

)

 

s

.

t

.

 

F

(

x

˜

,

y

˜

)

=

0

对\forall\~x\in U(x_0,\delta_0)\ 均唯一\ \exists\~y\in U(y_0,\delta_2)\ s.t.\ F(\~x,\~y)=0



















x







˜



















U


(



x










0


















,





δ










0


















)




均唯一














y







˜




























U


(



y










0


















,





δ










2


















)




s


.


t


.




F


(









x







˜








,











y







˜

















)




=








0






上述讨论证明了隐函数



y

˜

=

f

(

x

˜

)

\~y=f(\~x)













y







˜



















=








f


(









x







˜








)





的唯一存在性,接下来说明隐函数的连续性:





x

^

U

(

x

0

,

δ

0

)

\hat{x}\in U(x_0,\delta_0)













x







^



















U


(



x










0


















,





δ










0


















)









y

^

=

f

(

x

^

)

\hat{y}=f(\hat{x})













y







^



















=








f


(









x







^








)





,则对充分小



ε

>

0

\varepsilon>0






ε




>








0





有:




{

F

(

x

^

,

y

^

+

ε

)

>

0

F

(

x

^

,

y

^

ε

)

<

0

\begin{cases}F(\hat{x},\hat{y}+\varepsilon)>0\\F(\hat{x},\hat{y}-\varepsilon)<0\end{cases}








{














F


(









x







^








,











y







^



















+




ε


)




>




0








F


(









x







^








,











y







^
























ε


)




<




0


























又由



F

(

x

,

y

)

F(x,y)






F


(


x


,




y


)









(

x

^

,

y

^

ε

)

(

x

^

,

y

^

+

ε

)

(\hat{x},\hat{y}-\varepsilon)、(\hat{x},\hat{y}+\varepsilon)






(









x







^








,











y







^




























ε


)





(









x







^








,











y







^



















+








ε


)





处的连续性可知:




δ

(

0

,

δ

0

)

 

s

.

t

.

 对

x

U

(

x

0

,

δ

)

U

(

x

0

,

δ

0

)

,

均有

{

F

(

x

,

y

^

+

ε

)

>

0

F

(

x

,

y

^

ε

)

<

0

{

y

^

+

ε

>

f

(

x

)

y

^

ε

<

f

(

x

)

y

^

f

(

x

)

<

ε

\exists \delta’\in(0,\delta_0)\ s.t.\ 对\forall x\in U(x_0,\delta’)\subset U(x_0,\delta_0),均有\begin{cases}F(x,\hat{y}+\varepsilon)>0\\F(x,\hat{y}-\varepsilon)<0\end{cases}\Longrightarrow \begin{cases}\hat{y}+\varepsilon>f(x)\\\hat{y}-\varepsilon<f(x)\end{cases}\Longrightarrow |\hat{y}-f(x)|<\varepsilon










δ

































(


0


,





δ










0


















)




s


.


t


.










x













U


(



x










0


















,





δ






















)













U


(



x










0


















,





δ










0


















)


,




均有






{














F


(


x


,











y







^



















+




ε


)




>




0








F


(


x


,











y







^
























ε


)




<




0



































{





















y







^



















+




ε




>




f


(


x


)















y







^
























ε




<




f


(


x


)











































y







^




























f


(


x


)







<








ε






故,




ε

>

0

,

δ

>

0

,

 

s

.

t

.

 

x

U

(

x

^

,

δ

)

:

f

(

x

)

y

^

<

ε

\forall \varepsilon>0,\exists\delta’>0,\ s.t.\ \forall x\in U(\hat{x},\delta’):|f(x)-\hat{y}|<\varepsilon









ε




>








0


,








δ
























>








0


,






s


.


t


.







x













U


(









x







^








,





δ






















)




:











f


(


x


)




















y







^






















<








ε






符合隐函数连续性的定义。

下面证明:若



F

x

(

x

,

y

)

F_x(x,y)







F










x


















(


x


,




y


)









U

(

(

x

0

,

y

0

)

,

δ

)

(

δ

>

0

)

U((x_0,y_0),\delta) (\delta >0)






U


((



x










0


















,





y










0


















)


,




δ


)


(


δ




>








0


)





内连续则



y

=

f

(

x

)

y=f(x)






y




=








f


(


x


)





存在连续导数。

任取



x

ˉ

U

(

x

0

,

δ

0

)

\bar{x}\in U(x_0,\delta_0)













x







ˉ



















U


(



x










0


















,





δ










0


















)





与充分小的增量



Δ

x

s

.

t

.

 

x

ˉ

+

Δ

x

U

(

x

0

,

δ

0

)

\Delta x,s.t.\ \bar{x}+\Delta x\in U(x_0,\delta_0)






Δ


x





s


.


t


.











x







ˉ










+








Δ


x













U


(



x










0


















,





δ










0


















)





,记:




y

ˉ

=

f

(

x

ˉ

)

Δ

y

=

f

(

x

ˉ

+

Δ

x

)

f

(

x

ˉ

)

\bar{y}=f(\bar{x}),\Delta y=f(\bar{x}+\Delta x)-f(\bar{x})













y







ˉ



















=








f


(









x







ˉ








)





Δ


y




=








f


(









x







ˉ










+








Δ


x


)













f


(









x







ˉ








)






由于



F

(

x

ˉ

,

f

(

x

ˉ

)

)

=

0

,

F

(

x

ˉ

+

Δ

x

,

f

(

x

ˉ

+

Δ

x

)

)

=

0

F(\bar{x},f(\bar{x}))=0,F(\bar{x}+\Delta x,f(\bar{x}+\Delta x))=0






F


(









x







ˉ








,




f


(









x







ˉ








))




=








0


,




F


(









x







ˉ










+








Δ


x


,




f


(









x







ˉ










+








Δ


x


))




=








0





,则由拉格朗日微分中值定理:




0

=

F

(

x

ˉ

+

Δ

x

,

f

(

x

ˉ

+

Δ

x

)

)

F

(

x

ˉ

,

f

(

x

ˉ

)

)

=

F

(

x

ˉ

+

Δ

x

,

y

ˉ

+

Δ

y

)

F

(

x

ˉ

,

y

ˉ

)

=

F

x

(

x

ˉ

+

θ

Δ

x

,

y

ˉ

+

θ

Δ

y

)

Δ

x

+

F

y

(

x

ˉ

+

θ

Δ

x

,

y

ˉ

+

θ

Δ

y

)

Δ

y

 

(

0

<

θ

<

1

)

0=F(\bar{x}+\Delta x,f(\bar{x}+\Delta x))-F(\bar{x},f(\bar{x}))=F(\bar{x}+\Delta x,\bar{y}+\Delta y)-F(\bar{x},\bar{y})=F_x(\bar{x}+\theta\Delta x,\bar{y}+\theta\Delta y)\Delta x+F_y(\bar{x}+\theta\Delta x,\bar{y}+\theta\Delta y)\Delta y\ (0<\theta<1)






0




=








F


(









x







ˉ










+








Δ


x


,




f


(









x







ˉ










+








Δ


x


))













F


(









x







ˉ








,




f


(









x







ˉ








))




=








F


(









x







ˉ










+








Δ


x


,











y







ˉ



















+








Δ


y


)













F


(









x







ˉ








,











y







ˉ

















)




=









F










x


















(









x







ˉ










+








θ


Δ


x


,











y







ˉ



















+








θ


Δ


y


)


Δ


x




+









F










y


















(









x







ˉ










+








θ


Δ


x


,











y







ˉ



















+








θ


Δ


y


)


Δ


y




(


0




<








θ




<








1


)






由于



F

y

0

F_y\ne0







F










y








































=









0





,则有:




Δ

y

Δ

x

=

F

x

(

x

ˉ

+

θ

Δ

x

,

y

ˉ

+

θ

Δ

y

)

F

y

(

x

ˉ

+

θ

Δ

x

,

y

ˉ

+

θ

Δ

y

)

\frac{\Delta y}{\Delta x}=-\frac{F_x(\bar{x}+\theta\Delta x,\bar{y}+\theta\Delta y)}{F_y(\bar{x}+\theta\Delta x,\bar{y}+\theta\Delta y)}

















Δ


x














Δ


y






















=























F










y


















(









x







ˉ










+




θ


Δ


x


,











y







ˉ



















+




θ


Δ


y


)















F










x


















(









x







ˉ










+




θ


Δ


x


,











y







ˉ



















+




θ


Δ


y


)




























F

x

F

y

y

=

f

(

x

)

F_x、F_y与y=f(x)







F










x






















F










y





















y




=








f


(


x


)





的连续性:




lim

Δ

x

0

Δ

y

Δ

x

=

F

x

(

x

ˉ

,

y

ˉ

)

F

y

(

x

ˉ

,

y

ˉ

)

\lim_{\Delta x\longrightarrow0}\frac{\Delta y}{\Delta x}=-\frac{F_x(\bar{x},\bar{y})}{F_y(\bar{x},\bar{y})}















Δ


x





0









lim






























Δ


x














Δ


y






















=























F










y


















(









x







ˉ








,











y







ˉ

















)















F










x


















(









x







ˉ








,











y







ˉ

















)
























Remark:


(1) 隐函数存在定理所确定的隐函数只是局部存在;

(2) 隐函数存在定理只给出了隐函数存在的充分条件,若不满足定理条件也可能存在隐函数。

作为上述定理的推广,由类似的推导可以得出:


(隐函数存在定理-2)





设函数

F

(

x

,

y

)

(

x

R

n

)

在点

(

x

0

,

y

0

)

的邻域

U

(

x

0

,

δ

)

×

U

(

y

0

,

δ

)

 

(

δ

>

0

)

内满足以下条件:

设函数F(\vec{x},y)(\vec{x}\in R^n)在点(\vec{x}_0,y_0)的邻域U(\vec{x}_0,\delta)\times U(y_0,\delta)\ (\delta >0)内满足以下条件:






设函数


F


(









x
















,




y


)


(









x




























R










n









)


在点


(










x
























0


















,





y










0


















)


的邻域


U


(










x
























0


















,




δ


)




×








U


(



y










0


















,




δ


)




(


δ




>








0


)


内满足以下条件:









(

1

)

F

(

x

0

,

y

0

)

=

0

(1) F(\vec{x}_0,y_0)=0






(


1


)


F


(










x
























0


















,





y










0


















)




=








0










(

2

)

F

(

x

,

y

)

F

y

(

x

,

y

)

U

(

x

0

,

δ

)

×

U

(

y

0

,

δ

)

 

(

δ

>

0

)

内连续

(2) F(\vec{x},y)、F_y(\vec{x},y)在U(\vec{x}_0,\delta)\times U(y_0,\delta)\ (\delta >0)内连续






(


2


)


F


(









x
















,




y


)






F










y


















(









x
















,




y


)





U


(










x
























0


















,




δ


)




×








U


(



y










0


















,




δ


)




(


δ




>








0


)


内连续










(

3

)

F

y

(

x

0

,

y

0

)

0

(3) F_y(\vec{x}_0,y_0)\ne 0






(


3


)



F










y


















(










x
























0


















,





y










0


















)
























=









0










 

δ

0

(

0

,

δ

)

使得在

U

(

x

0

,

δ

0

)

内唯一存在满足下述条件的连续函数

y

=

f

(

x

)

则 \exists \ \delta_0 \in(0,\delta)使得在U(\vec{x}_0,\delta_0)内唯一存在满足下述条件的连续函数y=f(\vec{x}):















δ










0





























(


0


,




δ


)


使得在


U


(










x
























0


















,





δ










0


















)


内唯一存在满足下述条件的连续函数


y




=








f


(









x
















)












(

a

)

y

0

=

f

(

x

0

)

(a) y_0=f(\vec{x}_0);






(


a


)



y










0




















=








f


(










x
























0


















)












(

b

)

x

U

(

x

0

,

δ

0

)

,

F

(

x

0

,

f

(

x

0

)

)

=

0

(b)对\forall \vec{x}\in U(\vec{x}_0,\delta_0),F(\vec{x}_0,f(\vec{x}_0))=0






(


b


)















x



























U


(










x
























0


















,





δ










0


















)


,




F


(










x
























0


















,




f


(










x
























0


















))




=








0









(

c

)

F

(

x

,

y

)

U

(

x

0

,

δ

)

×

U

(

y

0

,

δ

)

 

(

δ

>

0

)

内存在关于各

x

i

的连续偏导数,那么

y

=

f

(

x

)

存在关于各

x

i

的连续偏导数,且

f

(

x

)

x

i

=

F

x

i

F

y

 

(

i

=

1

,

2

,

,

n

)

(c)若F(\vec{x},y)在U(\vec{x}_0,\delta)\times U(y_0,\delta)\ (\delta >0)内存在关于各x_i的连续偏导数,那么y=f(\vec{x})存在关于各x_i的连续偏导数,且\frac{\partial f(\vec{x})}{\partial x_i}=-\frac{F_{x_i}}{F_y}\ (i=1,2,\dots,n)。






(


c


)





F


(









x
















,




y


)





U


(










x
























0


















,




δ


)




×








U


(



y










0


















,




δ


)




(


δ




>








0


)


内存在关于各



x










i


















的连续偏导数,那么


y




=








f


(









x
















)


存在关于各



x










i


















的连续偏导数,且


















x










i



































f


(









x
















)























=
























F










y

































F












x









i























































(


i




=








1


,




2


,









,




n


)








(隐函数组存在定理)





设向量函数

F

(

x

,

u

)

=

(

F

1

(

x

,

u

)

,

F

2

(

x

,

u

)

,

,

F

m

(

x

,

u

)

)

,

其中

x

=

(

x

1

,

x

2

,

,

x

n

)

R

n

,

u

=

(

u

1

,

u

2

,

,

u

m

)

R

m

,

U

(

x

0

,

δ

)

×

U

(

u

0

,

δ

)

 

(

δ

>

0

)

内满足条件:

设向量函数\vec{F}(\vec{x},\vec{u})=(F_1(\vec{x},\vec{u}),F_2(\vec{x},\vec{u}),\dots,F_m(\vec{x},\vec{u})),其中\vec{x}=(x_1,x_2,\dots,x_n)\in R^n,\vec{u}=(u_1,u_2,\dots,u_m)\in R^m,在U(\vec{x}_0,\delta)\times U(\vec{u}_0,\delta)\ (\delta>0)内满足条件:






设向量函数









F
















(









x
















,











u
















)




=








(



F










1


















(









x
















,











u
















)


,





F










2


















(









x
















,











u
















)


,









,





F










m


















(









x
















,











u
















))


,




其中









x


















=








(



x










1


















,





x










2


















,









,





x










n


















)














R










n









,











u


















=








(



u










1


















,





u










2


















,









,





u










m


















)














R










m









,







U


(










x
























0


















,




δ


)




×








U


(










u
























0


















,




δ


)




(


δ




>








0


)


内满足条件:









(

1

)

F

i

(

x

0

,

u

0

)

=

0

i

=

1

,

2

,

,

m

(1)F_i(\vec{x}_0,\vec{u}_0)=0,i=1,2,\dots,m;






(


1


)



F










i


















(










x
























0


















,












u
























0


















)




=








0





i




=








1


,




2


,









,




m












(

2

)

F

i

(

x

,

u

)

与其关于

u

i

各个偏导在

U

(

x

0

,

δ

)

×

U

(

u

0

,

δ

)

内连续;

(2)F_i(\vec{x},\vec{u})与其关于u_i各个偏导在U(\vec{x}_0,\delta)\times U(\vec{u}_0,\delta)内连续;






(


2


)



F










i


















(









x
















,











u
















)


与其关于



u










i


















各个偏导在


U


(










x
























0


















,




δ


)




×








U


(










u
























0


















,




δ


)


内连续;









(

3

)

雅可比行列式

(

F

1

,

F

2

,

,

F

m

)

(

u

1

,

u

2

,

,

u

m

)

x

=

x

0

;

u

=

u

0

0

(3)雅可比行列式\frac{\partial (F_1,F_2,\dots,F_m)}{\partial (u_1,u_2,\dots,u_m)}|_{\vec{x}=\vec{x}_0;\vec{u}=\vec{u}_0}\ne0






(


3


)


雅可比行列式

















(



u










1


















,



u










2


















,





,



u










m


















)



















(



F










1


















,



F










2


















,





,



F










m


















)









































x
















=










x
























0


















;









u
















=










u
























0

























































=









0









 

δ

0

(

0

,

δ

)

使得在

U

(

x

0

,

δ

0

)

×

U

(

u

0

,

δ

0

)

内唯一存在

m

n

元向量函数

则 \exists \ \delta_0 \in(0,\delta)使得在U(\vec{x}_0,\delta_0)\times U(\vec{u}_0,\delta_0)内唯一存在m维n元向量函数















δ










0





























(


0


,




δ


)


使得在


U


(










x
























0


















,





δ










0


















)




×








U


(










u
























0


















,





δ










0


















)


内唯一存在


m





n


元向量函数









u

(

x

)

=

(

u

1

(

x

)

,

u

2

(

x

)

,

,

u

m

(

x

)

)

\vec{u}(\vec{x})=(u_1(\vec{x}),u_2(\vec{x}),\dots,u_m(\vec{x}))













u
















(









x
















)




=








(



u










1


















(









x
















)


,





u










2


















(









x
















)


,









,





u










m


















(









x
















))






满足:




(

a

)

u

0

=

(

u

1

(

x

0

)

,

u

2

(

x

0

)

,

,

u

m

(

x

0

)

)

(a)\vec{u}_0=(u_1(\vec{x}_0),u_2(\vec{x}_0),\dots,u_m(\vec{x}_0));






(


a


)










u
























0




















=








(



u










1


















(










x
























0


















)


,





u










2


















(










x
























0


















)


,









,





u










m


















(










x
























0


















))












(

b

)

对任意

F

i

x

U

(

x

0

,

δ

0

)

均有

F

i

(

x

,

u

(

x

)

)

=

0

(b)对任意F_i与\vec{x}\in U(\vec{x}_0,\delta_0)均有F_i(\vec{x},\vec{u}(\vec{x}))=0;






(


b


)


对任意



F










i




























x



























U


(










x
























0


















,





δ










0


















)


均有



F










i


















(









x
















,











u
















(









x
















))




=








0












(

c

)

F

i

对任意

x

j

有连续的偏导数,则

u

k

x

j

的偏导连续,记

(c)若F_i对任意x_j有连续的偏导数,则u_k对x_j的偏导连续,记






(


c


)






F










i


















对任意



x










j


















有连续的偏导数,则



u










k






















x










j


















的偏导连续,记










A

=

[

F

1

(

x

,

u

)

x

1

F

1

(

x

,

u

)

x

2

F

1

(

x

,

u

)

x

n

F

2

(

x

,

u

)

x

1

F

2

(

x

,

u

)

x

2

F

2

(

x

,

u

)

x

n

F

m

(

x

,

u

)

x

1

F

m

(

x

,

u

)

x

2

F

m

(

x

,

u

)

x

n

]

m

×

n

B

=

[

F

1

(

x

,

u

)

u

1

F

1

(

x

,

u

)

u

2

F

1

(

x

,

u

)

u

m

F

2

(

x

,

u

)

u

1

F

2

(

x

,

u

)

u

2

F

2

(

x

,

u

)

u

m

F

m

(

x

,

u

)

u

1

F

m

(

x

,

u

)

u

2

F

m

(

x

,

u

)

u

m

]

m

×

m

A=\begin{bmatrix} \frac{\partial F_1(\vec{x},\vec{u})}{\partial x_1}&\frac{\partial F_1(\vec{x},\vec{u})}{\partial x_2}&\dots&\frac{\partial F_1(\vec{x},\vec{u})}{\partial x_n}\\ \frac{\partial F_2(\vec{x},\vec{u})}{\partial x_1}&\frac{\partial F_2(\vec{x},\vec{u})}{\partial x_2}&\dots&\frac{\partial F_2(\vec{x},\vec{u})}{\partial x_n}\\ \vdots&\vdots&&\vdots\\ \frac{\partial F_m(\vec{x},\vec{u})}{\partial x_1}&\frac{\partial F_m(\vec{x},\vec{u})}{\partial x_2}&\dots&\frac{\partial F_m(\vec{x},\vec{u})}{\partial x_n} \end{bmatrix}_{m\times n} B=\begin{bmatrix} \frac{\partial F_1(\vec{x},\vec{u})}{\partial u_1}&\frac{\partial F_1(\vec{x},\vec{u})}{\partial u_2}&\dots&\frac{\partial F_1(\vec{x},\vec{u})}{\partial u_m}\\ \frac{\partial F_2(\vec{x},\vec{u})}{\partial u_1}&\frac{\partial F_2(\vec{x},\vec{u})}{\partial u_2}&\dots&\frac{\partial F_2(\vec{x},\vec{u})}{\partial u_m}\\ \vdots&\vdots&&\vdots\\ \frac{\partial F_m(\vec{x},\vec{u})}{\partial u_1}&\frac{\partial F_m(\vec{x},\vec{u})}{\partial u_2}&\dots&\frac{\partial F_m(\vec{x},\vec{u})}{\partial u_m}\\ \end{bmatrix}_{m\times m}






A




=
















































































x










1




































F










1


















(









x
















,









u
















)











































x










1




































F










2


















(









x
















,









u
















)
























































x










1




































F










m


















(









x
















,









u
















)
































































x










2




































F










1


















(









x
















,









u
















)











































x










2




































F










2


















(









x
















,









u
















)
























































x










2




































F










m


















(









x
















,









u
















)






















































































































x










n




































F










1


















(









x
















,









u
















)











































x










n




































F










2


















(









x
















,









u
















)
























































x










n




































F










m


















(









x
















,









u
















)




























































































m


×


n





















B




=
















































































u










1




































F










1


















(









x
















,









u
















)











































u










1




































F










2


















(









x
















,









u
















)
























































u










1




































F










m


















(









x
















,









u
















)
































































u










2




































F










1


















(









x
















,









u
















)











































u










2




































F










2


















(









x
















,









u
















)
























































u










2




































F










m


















(









x
















,









u
















)






















































































































u










m




































F










1


















(









x
















,









u
















)











































u










m




































F










2


















(









x
















,









u
















)
























































u










m




































F










m


















(









x
















,









u
















)




























































































m


×


m




























u

(

x

)

=

[

u

1

(

x

)

x

1

u

1

(

x

)

x

2

u

1

(

x

)

x

n

u

2

(

x

)

x

1

u

2

(

x

)

x

2

u

2

(

x

)

x

n

u

m

(

x

)

x

1

u

m

(

x

)

x

2

u

m

(

x

)

x

n

]

m

×

n

=

B

1

A

\vec{u}'(\vec{x})= \begin{bmatrix} \frac{\partial u_1(\vec{x})}{\partial x_1}&\frac{\partial u_1(\vec{x})}{\partial x_2}&\dots&\frac{\partial u_1(\vec{x})}{\partial x_n}\\ \frac{\partial u_2(\vec{x})}{\partial x_1}&\frac{\partial u_2(\vec{x})}{\partial x_2}&\dots&\frac{\partial u_2(\vec{x})}{\partial x_n}\\ \vdots&\vdots&&\vdots\\ \frac{\partial u_m(\vec{x})}{\partial x_1}&\frac{\partial u_m(\vec{x})}{\partial x_2}&\dots&\frac{\partial u_m(\vec{x})}{\partial x_n}\\ \end{bmatrix}_{m\times n}=-B^{-1}A














u




































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)




=
















































































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1




































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(









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x










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1










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证明:(数学归纳法)






m

=

2

m=2






m




=








2





时,由于




(

F

1

,

F

2

)

(

u

1

,

u

2

)

x

=

x

0

;

u

=

u

0

=

F

1

u

1

F

1

u

2

 

F

2

u

1

F

2

u

2

x

=

x

0

;

u

=

u

0

0

\frac{\partial (F_1,F_2)}{\partial (u_1,u_2)}|_{\vec{x}=\vec{x}_0;\vec{u}=\vec{u}_0}=\begin{vmatrix}\frac{\partial F_1}{\partial u_1}&\frac{\partial F_1}{\partial u_2}\\\ \\\frac{\partial F_2}{\partial u_1}&\frac{\partial F_2}{\partial u_2}\end{vmatrix}_{\vec{x}=\vec{x}_0;\vec{u}=\vec{u}_0}\ne0




















(



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(



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,





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1




































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2
















































































u










2




































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则其中各行不可能所有元素为零,不妨假设



F

2

u

2

0

\frac{\partial F_2}{\partial u_2}\ne 0






















u










2




































F










2



























































=









0





。若



F

2

u

2

=

0

\frac{\partial F_2}{\partial u_2}=0






















u










2




































F










2







































=








0





,则



F

2

u

1

\frac{\partial F_2}{\partial u_1}






















u










1




































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2








































必不为零,同样可进行如下相同的处理:

由隐函数存在定理-2:



δ

1

(

0

,

δ

)

\exists \delta_1\in(0,\delta)










δ










1





























(


0


,




δ


)





使得方程



F

2

(

x

,

u

1

,

u

2

)

=

0

F_2(\vec{x},{u}_1,u_2)=0







F










2


















(









x
















,






u











1


















,





u










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=








0









U

(

x

0

,

δ

1

)

×

U

(

u

1

0

,

δ

1

)

U(\vec{x}_0,\delta_1)\times U({u_1}^0,\delta_1)






U


(










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0


















,





δ










1


















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×








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1



























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内存在唯一的连续函数(其关于



u

1

u_1







u










1





















偏导也连续)




u

2

=

u

2

(

x

,

u

1

)

,

u

2

u

1

=

F

2

u

1

F

2

u

2

u_2=u_2(\vec{x},u_1),且\frac{\partial u_2}{\partial u_1}=-\frac{\frac{\partial F_2}{\partial u_1}}{\frac{\partial F_2}{\partial u_2}}







u










2




















=









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u










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代入另一方程得:





H

(

x

,

u

1

)

=

F

1

(

x

,

u

1

,

u

2

(

x

,

u

1

)

)

=

0

H(\vec{x},u_1) =F_1(\vec{x},u_1,u_2(\vec{x},u_1))=0






H


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由于





H

(

x

0

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1

0

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u

1

=

F

1

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1

+

F

1

u

2

u

2

u

1

=

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1

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1

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1

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2

F

2

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1

F

2

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2

=

1

F

2

u

2

(

F

2

u

2

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1

u

1

F

1

u

2

F

2

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1

)

=

1

F

2

u

2

(

F

1

,

F

2

)

(

u

1

,

u

2

)

0

\frac{\partial H(\vec{x}_0,{u_1}^0)}{\partial u_1} =\frac{\partial {F_1}}{\partial u_1}+\frac{\partial F_1}{\partial u_2}\frac{\partial u_2}{\partial u_1}=\frac{\partial {F_1}}{\partial u_1}-\frac{\partial F_1}{\partial u_2}\frac{\frac{\partial F_2}{\partial u_1}}{\frac{\partial F_2}{\partial u_2}} =\frac{1}{\frac{\partial F_2}{\partial u_2}}(\frac{\partial F_2}{\partial u_2}\frac{\partial F_1}{\partial u_1}-\frac{\partial F_1}{\partial u_2}\frac{\partial F_2}{\partial u_1}) =\frac{1}{\frac{\partial F_2}{\partial u_2}}\frac{\partial (F_1,F_2)}{\partial (u_1,u_2)} \ne 0





















u










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H


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(


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使得方程



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(

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=

0

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内存在唯一连续函数



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故该方程组





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u

2

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0

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2

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x

,

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0

确定了连续的隐函数组

{

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=

u

1

(

x

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u

2

=

u

2

(

x

,

u

1

(

x

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\begin{cases}F_1(\vec{x},u_1,u_2)=0\\F_2(\vec{x},u_1,u_2)=0\end{cases}确定了连续的隐函数组\begin{cases}u_1=u_1(\vec{x})\\u_2=u_2(\vec{x},u_1(\vec{x}))\end{cases}








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确定了连续的隐函数组






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进一步,若



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2

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.

,

m

F_i(\vec{x},\vec{u})(i=1,2,…,m)







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)





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=








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2


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m












x

j

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2

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n

x_j(j=1,2,\dots,n)







x










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=








1


,




2


,









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n








均有连续偏导数





{

F

1

x

i

+

F

1

u

1

u

1

x

i

+

F

1

u

2

u

2

x

i

=

0

F

2

x

i

+

F

2

u

1

u

1

x

i

+

F

2

u

2

u

2

x

i

=

0

[

F

1

u

1

F

1

u

2

F

2

u

1

F

2

u

2

]

[

u

1

x

i

u

2

x

i

]

=

[

F

1

x

i

F

2

x

i

]

[

F

1

u

1

F

1

u

2

F

2

u

1

F

2

u

2

]

[

u

1

x

1

u

1

x

2

u

1

x

n

u

2

x

1

u

2

x

2

u

2

x

n

]

=

[

F

1

x

1

F

1

x

2

F

1

x

n

F

2

x

1

F

2

x

2

F

2

x

n

]

u

(

x

)

=

B

1

A

\begin{cases} \frac{\partial F_1}{\partial x_i}+\frac{\partial F_1}{\partial u_1}\frac{\partial u_1}{\partial x_i}+\frac{\partial F_1}{\partial u_2}\frac{\partial u_2}{\partial x_i}=0\\ \\ \frac{\partial F_2}{\partial x_i}+\frac{\partial F_2}{\partial u_1}\frac{\partial u_1}{\partial x_i}+\frac{\partial F_2}{\partial u_2}\frac{\partial u_2}{\partial x_i}=0\end{cases} \Longleftrightarrow \begin{bmatrix} \frac{\partial F_1}{\partial u_1}&\frac{\partial F_1}{\partial u_2}\\ \\ \frac{\partial F_2}{\partial u_1}&\frac{\partial F_2}{\partial u_2} \end{bmatrix} \begin{bmatrix}\frac{\partial u_1}{\partial x_i}\\ \\ \frac{\partial u_2}{\partial x_i} \end{bmatrix} =-\begin{bmatrix} \frac{\partial F_1}{\partial x_i}\\ \\ \frac{\partial F_2}{\partial x_i} \end{bmatrix} \Longleftrightarrow \begin{bmatrix} \frac{\partial F_1}{\partial u_1}&\frac{\partial F_1}{\partial u_2}\\ \\ \frac{\partial F_2}{\partial u_1}&\frac{\partial F_2}{\partial u_2} \end{bmatrix} \begin{bmatrix} \frac{\partial u_1}{\partial x_1}&\frac{\partial u_1}{\partial x_2}&\dots&\frac{\partial u_1}{\partial x_n}\\ \\ \frac{\partial u_2}{\partial x_1}&\frac{\partial u_2}{\partial x_2}&\dots&\frac{\partial u_2}{\partial x_n} \end{bmatrix} =-\begin{bmatrix} \frac{\partial F_1}{\partial x_1}&\frac{\partial F_1}{\partial x_2}&\dots&\frac{\partial F_1}{\partial x_n}\\ \\ \frac{\partial F_2}{\partial x_1}&\frac{\partial F_2}{\partial x_2}&\dots&\frac{\partial F_2}{\partial x_n} \end{bmatrix} \Longleftrightarrow \vec{u}'(\vec{x})=-B^{-1}A





























































































x










i




































F










1







































+




















u










1




































F










1





















































x










i




































u










1







































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2




































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1





















































x










i




































u










2







































=




0






























x










i




































F










2







































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1




































F










2





















































x










i




































u










1







































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x










i




































u










2







































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u










1




































F










1

































































u










1




































F










2
















































































u










2




































F










1



























































u










2




































F










2












































































































































































x










i




































u










1

































































x










i




































u










2





































































































=




















































































x










i




































F










1

































































x










i




































F










2





















































































































































































u










1




































F










1

































































u










1




































F










2
















































































u










2




































F










1



























































u










2




































F










2












































































































































































x










1




































u










1

































































x










1




































u










2
















































































x










2




































u










1



























































x










2




































u










2























































































































x










n




































u










1



























































x










n




































u










2





































































































=




















































































x










1




































F










1

































































x










1




































F










2
















































































x










2




































F










1



























































x










2




































F










2























































































































x










n




































F










1



























































x










n




































F










2






















































































































u




































(









x
















)




=












B














1










A







假设对



m

1

m-1






m













1





个方程构成的方程组定理均成立,则



m

m






m





个方程构成的方程组经过一次消元后得到



m

1

m-1






m













1





个方程构成的方程组,可推知定理成立,此处不再赘述。



版权声明:本文为qq_51453181原创文章,遵循 CC 4.0 BY-SA 版权协议,转载请附上原文出处链接和本声明。