\chapter{函数的导数} \section{导数的概念} \begin{definition}[导数] 设函数$f(x)$在$x_0$附近有定义(包括$x_0$点)。定义$f$在$x_0$点的导数 \[\deriv{f}(x_0) = \tolim{x}{x_0}\frac{f(x) - f(x_0)}{x - x_0}\] 若极限存在,则称$f$在$x_0$点可导。 \end{definition} \begin{remark} 应用代换$\delx = x - x_0$,导数可以等价地表示为 \[\deriv{f} = \tolim{\delx}{0} \frac{(x_0 + \delx) - f(x_0)}{\delx}\eqper\] \end{remark} Leibniz记号:记$\Delta f = f(x_0 + \delx) - f(x_0)$,那么 \[\frac{\dif f}{\dif x} = \tolim{\delx}{0} \frac{\Delta f}{\delx}\] 或记为 \[\frac{\dif f}{\dif x}(x_0) = \frac{\dif f}{\dif x}\bigg|_{x=x_0} = \deriv{f}(x_0) \eqper\] \begin{definition}[单侧导数] 左导数:$\deriv{f}_{-} (x_0) = \tolim{\delx}{0^-} \dfrac{(x_0 + \delx) - f(x_0)}{\delx}$ 右导数:$\deriv{f}_{+} (x_0) = \tolim{\delx}{0^+} \dfrac{(x_0 + \delx) - f(x_0)}{\delx}$ \end{definition} \begin{corollary} $\deriv{f}$存在等价于$\deriv{f}_{-}(x_0)$和$\deriv{f}_{+}(x_0)$都存在且相等。 \end{corollary} \begin{theorem}[函数可导与连续的关系] 若$f$在$x_0$点可导,则$f$在$x_0$点连续。 \end{theorem} \begin{proof} 注意到有 \begin{align*} f(x) & = f(x_0) + (f(x) - f(x_0))\\ & = f(x_0) + \frac{f(x) - f(x_0)}{x-x_0}(x-x_0) \end{align*} 对上面等式两边求极限,应用极限的四则运算性质: \begin{align*} \tolim{x}{x_0}f(x) & = \tolim{x}{x_0}f(x_0) + \tolim{x}{x_0}\frac{f(x) - f(x_0)}{x-x_0}(x-x_0)\\ & = f(x_0) + \deriv{f}(x_0) \cdot 0\\ & = f(x_0) \end{align*} 因此$f$连续。 \end{proof} \section{导数的计算} \subsection{利用定义直接计算} \begin{example} $f(x) = c$,$c$为常数,求$\deriv{f}(x)$。 \end{example} \begin{proof}[解] 对于任意的$x$,有 \[\deriv{f}(x) = \tolim{\delx}{0}\frac{f(x + \delx) - f(x)}{\delx} = \tolim{\delx}{0} \frac{c - c}{\delx} = 0 \eqper \qedhere\] \end{proof} \begin{example} $f(x) = x^n \quad (n \in \naturalnum)$,求$\deriv{f}(x)$。 \end{example} \begin{proof}[解] 应用二项式展开 \begin{align*} \frac{(x + \delx)^n - x^n}{\delx} & = \frac{nx^{n-1} \delx + \frac{n(n-1)}{2}x^{n-2}\delx^2 + \cdots + \delx^n}{\delx}\\ & = nx^{n-1} + \frac{n(n-1)}{2}x^{n-1}\delx + \cdots + \delx^{n-1} \to nx^{n-1} \end{align*} 因此$\deriv{f}(x) = nx^{n-1}$,也即$\deriv{(x^n)} = nx^{n-1}$。 \end{proof} \begin{example} $f(x) = \sin x$,求$\deriv{f}(x)$。 \end{example} \begin{proof}[解] 应用和差化积公式有 \[\frac{\sin (x + \delx) - \sin x}{\delx} = \frac{1}{\delx}\cos \left(x + \frac{\Delta}{2}\right) \sin \left(\frac{\delx}{2}\right) \to \cos x\] 因此$\deriv{(\sin x)} = \cos x$,类似有$\deriv{(\cos x)} = -\sin x$。 \end{proof} \begin{example} $f(x) = \ln x,\ x > 0$,求$\deriv{f}(x)$。 \end{example} \begin{proof}[解] 利用对数的性质 \[\frac{\ln(x + \delx) - \ln x}{\delx} = \frac{1}{\delx} \ln \frac{x + \delx}{x} = \frac{1}{x}\ln \left(1 + \frac{\delx}{x}\right)^\frac{x}{\delx}\] 注意$\tolim{\delx}{0} \left(1 + \frac{\delx}{x}\right)\frac{x}{\delx} = 3$,在利用对数函数的连续性得到 \[\frac{\ln(x + \delx) - \ln x}{\delx} \to \frac{1}{x}\ln e = \frac{1}{x}\] 因此$\deriv{(\ln x)} = \dfrac{1}{x}, \ x>0$。 \end{proof} \subsection{导数的四则运算} \begin{theorem}[导数的四则运算] 设函数$f$,$g$在$x$处可导,那么有 \begin{enumerate} \item $\deriv{(f \pm g)}(x) = \deriv{f}(x) \pm \deriv{g}(x)$; \item $\deriv{(fg)} = \deriv{f}(x)g(x) + f(x)\deriv{g}(x)$; \item $\deriv{\left(\dfrac{f}{g}\right)} = \dfrac{\deriv{f}(x)g(x) - f(x)\deriv{g}(x)}{g^2(x)}$。 \end{enumerate} \end{theorem} \begin{proof} 只证2,3。 对于2,有 \begin{align*} & \tolim{\delx}{0} \frac{f(x+\delx)g(x+\delx) - f(x)g(x)}{\delx}\\ = & \tolim{\delx}{0}\frac{\left[f(x+\delx) - f(x)\right]g(x+\delx)}{\delx} + \frac{f(x)\left[g(x+\delx) - g(x)\right]}{\delx}\\ = & \deriv{f}(x)g(x) + f(x)\deriv{g}(x) \end{align*} 对于3,可先证$f = 1$的情况: \[\deriv{\left(\frac{f}{g}\right)}(x) = \frac{\deriv{f}(x)g(x) - f(x)\deriv{g}(x)}{g^2(x)}\text{简化为}\deriv{\left(\frac{1}{g}\right)}(x) = - \frac{\deriv{g}(x)}{g^2(x)}\] 为此,考虑 \[\tolim{\delx}{0}\frac{1}{\delx}\left[\frac{1}{g(x+\delx)}-\frac{1}{g(x)}\right] = \tolim{\delx}{0} -\frac{g(x+\delx)g(x)}{\delx} \cdot \frac{1}{g(x+\delx)g(x)} = - \frac{\deriv{g}(x)}{g^2(x)}\] 对于一般的$f$可由乘法求导公式得到 \[\deriv{\left(\frac{f}{g}\right)} = \deriv{\left(f \cdot \frac{1}{g}\right)} = \deriv{f}\frac{1}{g} + f \deriv{\left(\frac{1}{g}\right)} = \frac{\deriv{f}g-f\deriv{g}}{g^2}\eqper \qedhere\] \end{proof} \begin{example} \begin{align*} \deriv{(\tan x)} & = \deriv{\left(\frac{\sin x}{\cos x}\right)} = \frac{\deriv{(\sin x)}\cos x - \sin x \deriv{(\cos x)}}{\cos^2 x}\\ & = \frac{\cos^2 x + \sin^2 x}{\cos^2 x} = \frac{1}{\cos^2 x} = \sec^2 x\\ \deriv{(\cot x)} & = \deriv{\left(\frac{1}{\tan x}\right)} = -\frac{1}{\sin^2 x} = -\csc^2 x \end{align*} \end{example} \subsection{复合函数的求导} 对于复合函数导数的计算,有链式法则: \begin{theorem}[链式法则] 设函数$x = \varphi(t)$在$t$处可导。$y = f(x)$在$x = \varphi(t)$处可导。则复合函数$(f \circ \varphi)(t)$在$t$处可导,且 \[\deriv{(f(\varphi(t)))} = \deriv{(f\circ \varphi)}(t) = \deriv{f}(\varphi(t)) \cdot \deriv{\varphi}(t)\eqper\] \end{theorem} \begin{remark} 用Leibniz记号上式可记为 \[\frac{\dif y}{\dif t} = \frac{\dif y}{\dif x} \cdot \frac{\dif x}{\dif t}\] \end{remark} \begin{proof} $\deriv{f}(x) = \tolim{\delx}{0}\dfrac{\Delta y}{\Delta x}$。 思路: \begin{align*} \tolim{\Delta t}{0} \frac{\Delta y}{\Delta t} & = \tolim{\Delta t}{0} \frac{\Delta y}{\Delta x} \cdot \frac{\Delta x}{\Delta t}\\ \intertext{注意:这里不能保证$\Delta x \neq 0$} & = \tolim{\Delta t}{0} \frac{\Delta x}{\Delta t} \cdot \tolim{\Delta x}{0} \frac{\Delta y}{\Delta x}\\ & = \deriv{\varphi}(t) \cdot \deriv{f}(x)\\ & = \deriv{\varphi}(t) \cdot \deriv{f}(\varphi(t)) \end{align*} 因此证法为:$\Delta x \neq 0$时,引入记号 \[\alpha (\Delta x) = \frac{f(x+\Delta) - f(x)}{\Delta x} - \deriv{f}(x) \to 0 \quad (\Delta x \to 0)\] 则 \begin{equation*} f(x+\Delta x) - f(x) = [\deriv{f}(x) + \alpha(\Delta x)]\Delta x \tag{$\ast$} \label{链式法则式1} \end{equation*} 再规定$\alpha(0) = 0$,那么\eqref{链式法则式1}对$\Delta = 0$也成立。 那么 \begin{align*} \Delta y & = f(\varphi(t + \Delta t)) - f(\varphi(t))\\ & = f(x + \Delta t) - f(x)\\ & = [\deriv{f}(x) + \alpha(\Delta x)]\Delta x\\ \end{align*} \begin{equation*} \frac{\Delta y}{\Delta t} = [\deriv{f}(x) + \alpha(\Delta x)]\frac{\Delta x}{\Delta t} \tag{$\ast \ast$} \label{链式法则式2} \end{equation*} 令$\Delta t \to 0$,则$\alpha (\Delta x) \to 0 \quad (\Delta x \to 0)$,式\eqref{链式法则式2}可以化为 \begin{align*} \frac{\Delta y}{\Delta x} & = \deriv{f}(x) - \deriv{\varphi}(b)\\ & = \deriv{f}(\varphi(t)) \deriv{\varphi}(t)\eqper \qedhere \end{align*} \end{proof} \subsection{反函数的导数} \begin{theorem} 设$y = f(x)$在区间$I$上严格单调,$x_0 \in I$,$\deriv{f}(x_0) \neq 0$存在,则反函数$x = \invertfunc{f}(y)$在$y = \invertfunc{f}(x_0)$点可导,且 \[\deriv{(\invertfunc{f})}(y_0) = \frac{1}{\deriv{f}(x_0)}\] \end{theorem} \begin{remark} 上式用Leibniz记号表示为 \begin{equation*} \frac{\dif x}{\dif y} = \frac{1}{\dfrac{\dif y}{\dif x}} \quad \begin{cases} x = \invertfunc{f}(y)\\ y = f(x) \end{cases} \eqper \end{equation*} \end{remark} \begin{proof} 记$y = f(x)$,$x = \invertfunc{f}(y)$。 \begin{equation*} \frac{\invertfunc{f}(y) - \invertfunc{f}(y_0)}{y - y_0} = \frac{x - x_0}{f(x) - f(x_0)} = \frac{1}{\deriv{f}(x_0)} \quad (x \to x_0) \end{equation*} 由函数的连续性可得$y \to y_0$时,$x = \invertfunc{f}(y) \to \invertfunc{f}(y_0) = x_0$。 \end{proof} \begin{example} 指数函数求导:设$f(x) = e^x$,求$\deriv{f}(x)$。 \end{example} \begin{proof}[解] 记$y = e^x$,则$x = \ln y$。那么 \[\frac{\dif x}{\dif y} = \frac{1}{y}\] 利用反函数求导公式 \[\frac{\dif y}{\dif x} = \frac{1}{\dfrac{\dif x}{\dif y}} = y\] 即$\deriv{(e^x)} = e^x$。 \end{proof} \begin{corollary} 令$a > 0, a \neq 1$,则$a^x = e^{x\ln a}$,$\log_a x = \dfrac{\ln x}{\ln a}$。 因此 \[\deriv{(a^x)} = \deriv{(e^{x\ln a})} = (e^{x\ln a})\deriv{(x\ln a)} = a^x \ln a \eqco\] \[\deriv{(\log_a x)} = \frac{\deriv{(\ln x)}}{\ln a} = \frac{1}{x\ln a}\] \end{corollary} \subsection{参数方程求导法} \begin{theorem} 设函数$y = f(x)$由参数方程 \begin{equation*} \begin{cases} x = \varphi(t)\\ y = \psi(t) \end{cases} \end{equation*} 确定,设$\deriv{\varphi}(t)$,$\deriv{\psi}(t)$都存在,且$\deriv{\varphi}(t) \neq 0$,$x = \varphi(t)$存在可导的反函数$t = \invertfunc{\varphi}(x)$,则 \[\frac{\dif y}{\dif x} = \frac{\deriv{\psi}(t)}{\deriv{\varphi}(t)} \eqper\] \end{theorem} \begin{proof} 分析函数关系: \[x = \varphi(t) \Rightarrow t= \invertfunc{\varphi}(x)\] 那么$y$通过$t$成为$x$的复合函数 \[y = \psi[\invertfunc{\varphi}(x)]\] 再利用复合函数和反函数微分法,得 \[\frac{\dif y}{\dif x} = \frac{\dif y}{\dif t} \cdot \frac{\dif t}{\dif x} = \frac{\frac{\dif y}{\dif t}}{\frac{\dif x}{\dif t}} = \frac{\deriv{\psi}(t)}{\deriv{\varphi}(t)} \eqper \qedhere\] \end{proof} \subsection{基本导数公式} \begin{multicols}{2} \begin{enumerate} \item $\deriv{(C)} = 0$ \item $\deriv{(x^\alpha)} = \alpha x^{\alpha-1}$ \item $\deriv{(e^x)} = e^x$ \item $\deriv{(a^x)} = a^x \ln a$ \item $\deriv{(\ln x)} = \dfrac{1}{x}$ \item $\deriv{(\log_a x)} = \dfrac{1}{x \ln a}$ \item $\deriv{(\sin x)} = \cos x$ \item $\deriv{(\cos x)} = -\sin x$ \item $\deriv{(\tan x)} = \dfrac{1}{\cos^2 x} = \sec^2 x$ \item $\deriv{(\cot x)} = -\dfrac{1}{\sin^2 x} = -\csc^2 x$ \item $\deriv{(\sec x)} = \sec x \tan x$ \item $\deriv{(\csc x)} = -\csc x \cot x$ \item $\deriv{(\arcsin x)} = \dfrac{1}{\sqrt{1 - x^2}}$ \item $\deriv{(\arccos x)} = -\dfrac{1}{\sqrt{1 - x^2}}$ \item $\deriv{(\arctan x)} = \dfrac{1}{1 + x^2}$ \item $\deriv{(\arccot x)} = -\dfrac{1}{1 + x^2}$ \end{enumerate} \end{multicols} \section{高阶导数及其计算} \subsection{高阶导数的计算} 回忆:初等函数函数的导数仍是初等函数。 \begin{definition}[高阶导数] 设$\deriv{f}: I \to \realnum$为$f$的导函数,定义 \[f^{\prime \prime}(x_0) = \tolim{x}{x_0}\frac{\deriv{f}(x) - \deriv{f}(x_0)}{x - x_0} \text{(若极限存在)}\] 称为$f$在$x_0$点的二阶导数,也即$f^{\prime \prime} = \deriv{(\deriv{f})}$。进一步可以定义三阶导数$f^{\prime \prime \prime} = (f^{\prime \prime})^\prime$……以至$n$阶导数,记为$f^{(n)} = \deriv{(f^{(n-1)})}, n = 1, 2, 3, \cdots$。记$f^{(0)} = f$。 \end{definition} \begin{remark} 高阶导数的Leibniz记号:令$y = f(x)$, \[\frac{\dif^2 y}{\dif x^2} = \frac{\dif}{\dif x}\left(\frac{\dif y}{\dif x}\right),\ \frac{\dif^n y}{\dif x^n} = \frac{\dif}{\dif x}\left(\frac{\dif^{n-1} y}{\dif x^{n-1}}\right), \ n = 1, 2, \cdots\] \end{remark} \subsection{高阶导数的计算} \begin{theorem} 设函数$f$,$g$都在$I$上有$n$阶导数,则 \begin{enumerate} \item $(f \pm g)^{(n)} = f^{(n)} \pm g^{(n)}$; \item $(cf)^{(n)} = cf^{(n)}$,$c$为常数; \item (Leibniz公式)$(fg)^{(n)} = \sum \limits_{k=0}^n \dbinom{k}{n}f^{(k)}g^{(n-k)}$。 \end{enumerate} \end{theorem} \begin{theorem} 对于由参数方程 \begin{equation*} \begin{cases} x = \varphi(t)\\ y = \psi(t) \end{cases} \end{equation*} 确定的函数$y = f(x)$,有 \begin{equation*} \begin{cases} x = \varphi(t)\\ \deriv{y} = \dfrac{\deriv{\psi(t)}}{\deriv{\varphi(t)}} = \omega(t) \end{cases} \end{equation*} 那么$\deriv{y} = g(x)$又是一个由上述参数方程确定的函数,因此有 \[y^{\prime \prime} = \frac{\dif }{\dif x} (\deriv{y}(x)) = \frac{\deriv{\omega}(t)}{\deriv{\varphi(t)}}\] \end{theorem} \section{微分/导数中值定理} 目标:研究区间内可导函数的导数性质。 \begin{definition}[极值] 设$f$在$x_0$附近有定义(包括$x_0$),若$\exists \delta > 0$,使得 \begin{enumerate} \item $\forall \vert x - x_0 \vert < \delta$,$f(x) \leq f(x_0)$,称$f(x_0)$为$f$的极大值,$x_0$为极大值点; \item $\forall \vert x - x_0 \vert < \delta$,$f(x) \geq f(x_0)$,称$f(x_0)$为$f$的极小值,$x_0$为极小值点; \end{enumerate} \end{definition} \begin{remark} 极值不一定是最值。极值点必须在区间内部。 \end{remark} \begin{theorem}[Fermat引理] 设函数$f$在其极值点$x_0$可导,则必有$\deriv{f}(x_0) = 0$。 \end{theorem} \begin{proof} 不妨令$x_0$为极大值点,则$\exists \delta > 0$,使得 \[\forall \vert x - x_0 \vert < \delta,\ f(x) \leq f(x_0)\] 考察$x_0$点的左右导数,结合极限的保序性 \begin{align*} \deriv{f}_- (x_0) = \tolim{x}{x_0^-} \frac{f(x) - f(x_0)}{x-x_0} \geq 0\\ \deriv{f}_+ (x_0) = \tolim{x}{x_0^+} \frac{f(x) - f(x_0)}{x - x_0} \leq 0 \end{align*} 而$f$在$x_0$可导,$\deriv{f}(x_0) = \deriv{f}_- (x_0) = \deriv{f}_+ (x_0) = 0$。 \end{proof} \begin{remark} Fermat引理的逆不成立。例如$f(x) = x^3$在$x = 0$导数为0,但$f(0) = 0$不是极值。 \end{remark} \begin{definition}[临界点] 若$\deriv{f}(x_0) = 0$,则称$x_0$为$f$的临界点/驻点。 \end{definition} \begin{theorem}[Rolle中值定理] 设函数$f \in C[a,b]$,且在$(a,b)$内可导。若$f(a) = f(b)$,则存在$c \in (a,b)$使得$\deriv{f}(c) = 0$。 \end{theorem} \begin{proof} 若$f(x)$为常数,则$\forall x \in (a,b)$,$\deriv{f}(x) = 0$; 若$f(x)$非常数,不妨设$\exists x_0 \in (a,b)$,使得$f(x_0) > f(a) = f(b)$。由连续函数最值性质, \[\exists \overline{x} \in (a,b),\ \forall x \in [a,b] f(x) \leq f(\overline{x})\] 那么$\overline{x} \in (a,b)$是极大值点,由Fermat引理,由$\deriv{\overline{x}} = 0$。 \end{proof} 如果将其推广,取消$f(a) = f(b)$的限制,我们就得到 \begin{theorem}[Lagrange中值定理] 设函数$f \in C[a,b]$,且在$(a,b)$内可导。则存在$c \in (a,b)$使得$\deriv{f}(c) = \dfrac{f(b) - f(a)}{b-a}$。 \end{theorem} \begin{proof} 构造函数$F(x) = f(x) - \frac{f(b) - f(a)}{b-a}(x-a)$,$F(x) \in C[a,b]$。注意到$F(b) f(b) - [f(b) - f(a)] = f(a) = F(a)$,应用Rolle定理,$\exists c \in (a,b)$使得$\deriv{F}(c) = 0$,即 \[\deriv{F}(c) = \deriv{f}(c) - \frac{f(b)-f(a)}{b-a} = 0\eqper \qedhere\] \end{proof} \begin{remark} Lagrange中值定理的公式的其它形式:记$x = a$,$x + \Delta x = b$,则 \[f(x + \Delta x) - f(x) = \deriv{f}(x + \theta \Delta x) \Delta x,\ \theta = \frac{c-a}{b-a}\in (0,1)\] \end{remark} \begin{corollary} 设函数$f$在$(a,b)$内可导,则$f(x)$为常数的充分必要条件是$\deriv{f}(x) = 0$,$\forall x \in (a, b)$。 \end{corollary} \begin{proof} 必要性明显,计算导数即可。 为证充分性,令$\deriv{f}(x) \equiv 0$。任取$x_1, x_2 \in (a, b)$,$x_1 < x_2$,则$f \in C[x_1, x_2]$且在$(x_1, x_2)$内可导。应用Lagrange中值定理,$\exists c \in (x_1, x_2)$,使得 \[f(x_2) - f(x_1) = \deriv{f}(c)(x_2 - x_1) = 0\] 注意上式中$x_1, x_2$的任意性,因此$f(x)$为常数。 \end{proof} \begin{corollary} 设函数$f, g$在$(a,b)$内可导,且$\deriv{f} \equiv \deriv{g}$,则$f - g$为常数,即$\exists C_0 \in \realnum$,使得$f(x) = g(x) + C_0$,$\forall x \in (a,b)$。 \end{corollary} \begin{theorem}[Cauchy中值定理] 设函数$f,g \in C[a,b]$,且在$(a,b)$内可导,$\deriv{g}(x) \neq 0$,则存在$c \in (a,b)$使得 \[\frac{\deriv{f}(c)}{\deriv{g}(c)} = \frac{f(b) - f(a)}{g(b) - g(a)}\eqper\] \end{theorem} \begin{proof} 注意到,如果$g(x) = x$,即转化为Lagrange定理的情况。考虑Lagrange定理的证明方法,类似构造辅助函数:令 \[F(x) = f(x) - \frac{f(b) - f(a)}{g(b) - g(a)}[g(x) - g(a)] \in C[a,b]\] 那么 \[F(b) = f(b) - [f(b) - f(a)] = f(a) = F(a)\] 应用Rolle定理,$\exists c \in (a,b)$,使得$\deriv{F}(c) = 0$,即 \[\deriv{F}(c) = \deriv{f}(c) - \frac{f(b) - f(a)}{g(b) - g(a)}\deriv{g}(c) = 0\] 即可导出结论。 \end{proof} \section{中值定理与函数单调性} \begin{theorem}[单调性的判别] 设函数$f \in C[a,b]$,且在$(a,b)$内可导,那么 \begin{enumerate} \item $f$在$[a,b]$上单调增$\Leftrightarrow \forall x \in (a,b),\ \deriv{f}(x) \geq 0$; \item $f$在$[a,b]$上单调减$\Leftrightarrow \forall x \in (a,b),\ \deriv{f}(x) \leq 0$。 \end{enumerate} \end{theorem} \begin{proof} 根据导数定义 \[\deriv{f}(x_0) = \tolim{x}{x_0}\frac{f(x) - f(x_0)}{x - x_0}\] 根据极限的保号性可得导数的符号,因此``$\Rightarrow$''成立。 反之,$\forall x_1, x_2 \in (a,b)$,$x_1 < x_2$,应用Lagrange中值公式,$\exists c \in (x_1, x_2)$使得$f(x_1) - f(x_2) = \deriv{f}(c)(x_1 - x_2)$。由此导出函数$f$的单调性,因此``$\Leftarrow$''成立。 \end{proof} \begin{theorem}[严格单调性的判别] 设函数$f \in C[a,b]$,且在$(a,b)$内可导,那么 \begin{enumerate} \item $f$在$[a,b]$上严格单调增,若$\forall x \in (a,b),\ \deriv{f}(x) > 0$; \item $f$在$[a,b]$上严格单调减,若$\forall x \in (a,b),\ \deriv{f}(x) < 0$。 \end{enumerate} \end{theorem} 证明与上类似。 \begin{remark} 函数严格单调不能保证导数严格不等于0,但个别点导数为0可以导出函数严格单调: \begin{enumerate} \item 若除了有限个点之外,在$(a,b)$内$\deriv{f}(x) > 0$,则$f$在$[a,b]$上严格单调增; \item 若除了有限个点之外,在$(a,b)$内$\deriv{f}(x) < 0$,则$f$在$[a,b]$上严格单调减。 \end{enumerate} \end{remark} \section{利用导数研究函数} \subsection{极值问题} \begin{proposition}[极值的必要条件【Fermat引理】] 若$x=x_0$为$f(x)$的极值点,则$\deriv{f}(x_0) = 0$,除非$\deriv{f}(x_0)$不存在。 \end{proposition} \begin{proposition}[充分条件一] 设$f$在$x_0$点连续,则$f(x_0)$为$f$的 \begin{enumerate}[label=(\alph{*})] \item 极大值,若在$x_0$左侧附近$\deriv{f}(x) \geq 0$,在$x_0$右侧附近$\deriv{f}(x) \leq 0$ \item 极小值,若在$x_0$左侧附近$\deriv{f}(x) \leq 0$,在$x_0$右侧附近$\deriv{f}(x) \geq 0$ \end{enumerate} \end{proposition} \begin{proof} 只需证(a):由题意$\exists > 0$,使 \begin{equation*} \left. \begin{aligned} x \in (x_0 - \delta, x_0),\ \deriv{f}(x) \geq 0,\ \therefore f(x) \leq f(x_0)\\ x \in (x_0, x_0 + \delta),\ \deriv{f}(x) \leq 0,\ \therefore f(x) \leq f(x_0) \end{aligned} \right\} \text{极大值}\qedhere \end{equation*} \end{proof} \begin{proposition}[充分条件二] 设$f$在$x_0$点存在2阶导数,且$\deriv{f}(x_0) = 0$ \begin{enumerate}[label=(\alph{*})] \item 若$f^{\prime \prime}(x_0) < 0$,则$f(x_0)$为严格极大值 \item 若$f^{\prime \prime}(x_0) > 0$,则$f(x_0)$为严格极小值 \end{enumerate} \end{proposition} \begin{proof} 只需证(a):已知 \[f^{\prime \prime}(x_0) = \tolim{x}{x_0}\frac{\deriv{f}(x) - \deriv{f}(x_0)}{x-x_0} = \tolim{x}{x_0} \frac{\deriv{f}(x)}{x - x_0} < 0\] 根据极限的保号性, \[\exists \delta > 0,\ \forall 0 < \vert x - x_0 \vert < \delta,\ \frac{\deriv{f}(x)}{x-x_0} < 0\] 这说明 \begin{equation*} \left. \begin{aligned} x \in (x_0 - \delta, x_0),\ \deriv{f}(x) > 0,\ \therefore f(x) < f(x_0)\\ x \in (x_0, x_0 + \delta),\ \deriv{f}(x) < 0,\ \therefore f(x) < f(x_0) \end{aligned} \right\} \text{严格极大值}\qedhere \end{equation*} \end{proof} \subsection{函数的凸性} \begin{definition} 设$f: I \to \realnum$,$I$为区间,如果$\forall x_1, x_2 \in I$,$\lambda \in (0,1)$,总有 \[f(\lambda x_1 + (1 - \lambda)x_2) \leq \lambda f(x_1) + (1 - \lambda)f(x_2)\] 则称,$f$为$I$中的凸(下凸)函数。 若反向不等式成立,即有 \[f(\lambda x_1 + (1 - \lambda)x_2) \leq \lambda f(x_1) + (1 - \lambda)f(x_2)\] 则称$f$为上凸。 \end{definition} \begin{corollary} $f$是下凸函数当且仅当$-f$是上凸函数。 \end{corollary} \begin{proposition}[等价凸性] 设$f: I \to \realnum$,$f$在区间$I$中下凸等价于$\forall x_1, x_2, \cdots, x_n \in I$,$\lambda_1, \lambda_2, \cdots, \lambda_n \in (0,1)$满足$\sum \limits_{i=1}^n \lambda_i = 1$,总有 \[f(\lambda_1 x_1 + \cdots + \lambda_n x_n) \leq \lambda_1f(x_1) + \cdots + \lambda_nf(x_n)\eqper\] \end{proposition} \begin{proof} $n = 2$时与定义相同。用递推即可得出$n = 3, 4, \cdots$的情况。以$n = 3$为例,已知$n = 2$时有上面不等式,现在任取$x_1, x_2, x_3 \in I$,$\lambda_1, \lambda_2, \lambda_3 \in (0,1)$满足$\lambda_1 + \lambda_2 + \lambda_3 = 1$,注意$\lambda_2 + \lambda_3 = (1 - \lambda_1)$,$\dfrac{\lambda_2}{\lambda_2 + \lambda_3} + \dfrac{\lambda_3}{\lambda_2 + \lambda_3} = 1$。 \begin{align*} f(\lambda_1x_1 + \lambda_2x_2 + \lambda_3x_3) & \leq \lambda_1f(x_1) + (\lambda_2 + \lambda_3)f\left(\frac{\lambda_2 x_2 + \lambda_3 x_3}{\lambda_2 + \lambda_3}\right)\\ & \leq \lambda_1f(x_1) + (\lambda_2 + \lambda_3)\left(\frac{\lambda_2}{\lambda_2 + \lambda_3}f(x_2) + \frac{\lambda_3}{\lambda_2 + \lambda_3}f(x_3)\right)\\ & = \lambda_1 f(x_1) + \lambda_2 f(x_2) + \lambda_3 f(x_3) \eqper \qedhere \end{align*} \end{proof} \begin{corollary}[Jensen不等式] 设$f: I \to \realnum$为下凸函数,则$\forall x_1, \cdots x_n \in I$,$\forall \lambda_1, \cdots, \lambda_n > 0$,总有 \[f\left(\frac{\lambda_1 x_1 + \cdots + \lambda_n x_n}{\lambda_1 + \cdots + \lambda_n}\right) \leq \frac{\lambda_1 f(x_1) + \cdots + \lambda_n f(x_n)}{\lambda_1 + \cdots + \lambda_n}\eqper\] \end{corollary} \begin{proposition}[等价凸性] 设$f: I \to \realnum$,$I$为区间,则$f$在$I$中下凸等价于对任意的$x_1, x_2 \in I$,$x_1 < x_2$,$x \in (x_1, x_2)$都有 \[\frac{f(x) - f(x_1)}{x - x_1} \leq \frac{f(x_2) - f(x_1)}{x_2 - x_1} \leq \frac{f(x_2) - f(x)}{x_2 - x}\eqper\] \end{proposition} \begin{figure}[H] \centering \begin{tikzpicture} \draw[line width=1pt, ->] (-0.2,0)--(4.3,0) node[below] {$x$}; \draw[line width=1pt, ->] (0,-0.2)--(0,4) node[left] {$f(x)$}; \draw[red, line width=1pt] (0.4, {((0.4-1.5)^2)/3 + 1.2})--(2.1, {((2.1-1.5)^2)/3 + 1.2})--(3.7, {((3.7-1.5)^2)/3 + 1.2})--cycle; \draw[domain=0.2:4, line width=1pt] plot(\x,{((\x-1.5)^2)/3 + 1.2}); \node[left] at (0,{((0.4-1.5)^2)/3 + 1.6}) {$f(x_1)$}; % \draw (0,{((0.4-1.5)^2)/3 + 1.6})--(0,{((0.4-1.5)^2)/3 + 1.2}); \node[left] at (0,{((2.1-1.5)^2)/3 + 1.2}) {$f(x)$}; \node[left] at (0,{((3.7-1.5)^2)/3 + 1.2}) {$f(x_2)$}; \node[below] at (0.4,0) {$x_1$}; \node[below] at (2.1,0) {$x$}; \node[below] at (3.7,0) {$x_2$}; \draw[dashed] (0.4,0)--(0.4, {((0.4-1.5)^2)/3 + 1.2})--(0,{((0.4-1.5)^2)/3 + 1.2}); \draw[dashed] (2.1,0)--(2.1, {((2.1-1.5)^2)/3 + 1.2})--(0,{((2.1-1.5)^2)/3 + 1.2}); \draw[dashed] (3.7,0)--(3.7, {((3.7-1.5)^2)/3 + 1.2})--(0,{((3.7-1.5)^2)/3 + 1.2}); \end{tikzpicture} \end{figure} \begin{proof} 注意$x_1 < x < x_2$,可以将$x$表示为 \[x = \lambda x_1 + (1 - \lambda) x_2 = \frac{x_2 - x}{x_2 - x_1}x_1 + \frac{x - x_1}{x_2 - x_2}x_2\] 利用下凸的性质 \[f(x) \leq \frac{x_2 - x}{x_2 - x_1}f(x_1) + \frac{x - x_1}{x_2 - x_2}f(x_2)\] 由此得 \begin{equation*} \begin{cases} f(x) - f(x_1) \leq \dfrac{x - x_1}{x_2 - x_1}[f(x_2) - f(x_1)]\\ f(x) - f(x_2) \leq \dfrac{x - x_2}{x_2 - x_2}[f(x_2) - f(x_1)] \end{cases} \end{equation*} 综合即得原式。过程中的推导全部为等价变换,因此得证。 \end{proof} \begin{proposition}[用一阶导判别凸性] 设$f: I \to \realnum$可导,则$f$在$I$中下凸等价于$\deriv{f}$在$I$中单调增。 \end{proposition} \begin{proof} 先证``$\Rightarrow$'':令$f$下凸,则由等价凸性$\forall x_1, x_2 \in I$,$x_1 < x_2$,$x \in (x_1, x_2)$,有 \[\frac{f(x) - f(x_1)}{x - x_1} \leq \frac{f(x_2) - f(x_1)}{x_2 - x_1} \leq \frac{f(x_2) - f(x)}{x_2 - x} \tag{$\ast$} \label{凸性判别式1}\] 在两个不等式中分别令$x \to x_1^+$与$x \to x_2^-$,得到 \[\deriv{f}(x_1) \leq \frac{f(x_2) - f(x_1)}{x_2 - x_1} \leq \deriv{f}(x_2)\eqper\] 为证``$\Leftarrow$'',令$\deriv{f}$单调增,要证明式\eqref{凸性判别式1},应用Lagrange中值公式,$\forall x_1, x_2 \in I$,$x_1 < x_2$,$x \in (x_1, x_2)$,存在$c_1 \in (x_1, x)$,$c_2 \in (x, x_2)$使得 \[\deriv{f}(c_1) \frac{f(x) - f(x_1)}{x - x_1},\ \deriv{f}(c_2) = \frac{f(x_2) - f(x)}{x_2 - x}\] 那么利用$\deriv{f}$的单调性,$c_1 < x < c_2$,有 \[\frac{f(x) - f(x_1)}{x - x_1} = \deriv{f}(c_1) \leq \deriv{f}(c_2) = \frac{f(x_2) - f(x)}{x_2 - x}\] 再利用初等分式不等式 \[\frac{a_1}{b_1} \leq \frac{a_2}{b_2}\text{且}b_1, b_2 > 0,\ \text{则}\frac{a_1}{b_1} \leq \frac{a_1 + a_2}{b_1 + b_2} \leq \frac{a_2}{b_2}\] 由此即可得到 \[\frac{f(x) - f(x_1)}{x - x_1} \leq \frac{f(x_2) - f(x_1)}{x_2 - x_1} \leq \frac{f(x_2) - f(x)}{x_2 - x}\eqper \qedhere\] \end{proof} \begin{corollary}[二阶导数判别凸性] 设$f:I \to \realnum$处处2次可导,则$f$在$I$中下凸等价于在$I$上$f^{\prime \prime} > 0$。 \end{corollary} \section{L'Hospital法则} \begin{theorem}[L'Hospital] 设$f,g$在$(a,b)$内可导,满足$\tolim{x}{a^+}f(x) = \tolim{x}{a^+}g(x) = 0$,且$g(x) \neq 0$,若 \[\tolim{x}{a^+}\frac{\deriv{f}(x)}{\deriv{g}(x)}\] 存在(或为$\infty$),那么 \[\tolim{x}{a^+} \frac{f(x)}{g(x)} = \tolim{x}{a^+}\frac{\deriv{f}(x)}{\deriv{g}(x)}\eqper\] \end{theorem} \begin{proof} 补充定义$f(a) = g(a) = 0$,从而使得$f,g$在$[a,b)$上连续。利用Cauchy中值定理,对$x \in (a,b)$,存在$a < \xi < x$使得 \[\frac{f(x)}{g(x)} = \frac{f(x) - f(a)}{g(x) - g(a)} = \frac{\deriv{f}(\xi)}{\deriv{g}(\xi)}\] 那么当$x \to a^+$时,有$\xi \to a^+$,因此 \[\tolim{x}{a^+} \frac{f(x)}{g(x)} = \tolim{x}{a^+} \frac{\deriv{f}(\xi)}{\deriv{g}(\xi)} = \tolim{x}{a^+}\frac{\deriv{f}(x)}{\deriv{g}(x)}\eqper \qedhere\] \end{proof} \begin{remark} 若$\tolim{x}{a^+}\dfrac{\deriv{f}(x)}{\deriv{g}(x)}$不存在,说明L'Hospital法则失效,不能说明原极限不存在。 \end{remark} \begin{theorem} 设函数$f,g$在区间$(b,+\infty)$内可导,满足$\tolim{x}{+\infty}f(x) = \tolim{x}{+\infty}g(x) = 0$,且$g(x) \neq 0$对$x \in (a, +\infty)$成立,若 \[\tolim{x}{+\infty}\frac{\deriv{f}(x)}{\deriv{g}(x)}\] 存在(或为$\infty$),那么 \[\tolim{x}{+\infty} \frac{f(x)}{g(x)} = \tolim{x}{+\infty}\frac{\deriv{f}(x)}{\deriv{g}(x)}\eqper\] \end{theorem} \begin{proof} 作变换$x = \dfrac{1}{t}$。那么$x \to +\infty$相当于$t \to 0^+$。那么我们有 \[\tolim{t}{0^+} f\left(\frac{1}{t}\right) = \tolim{t}{0^+}g\left(\frac{1}{t}\right) = 0\] 那么 \begin{align*} \tolim{x}{+\infty} & = \tolim{t}{0^+}\frac{f \left(\dfrac{1}{t}\right)}{g \left(\dfrac{1}{t}\right)} = \tolim{t}{0^+}\frac{\deriv{f}\left(\dfrac{1}{t}\right)\left(-\dfrac{1}{t^2}\right)}{\deriv{g}\left(\dfrac{1}{t}\right)\left(-\dfrac{1}{t^2}\right)}\\ & = \tolim{t}{0^+}\frac{\deriv{f}\left(\dfrac{1}{t}\right)}{\deriv{g}\left(\dfrac{1}{t}\right)} = \tolim{x}{+\infty}\frac{\deriv{f}(x)}{\deriv{g}(x)}\eqper \qedhere \end{align*} \end{proof} \begin{theorem} 设函数$f,g$在$(a,b)$内可导,满足$\tolim{x}{a^+} g(x) = \infty$,且$g(x) \neq 0$对$x \in (a,b)$成立,若 \[\tolim{x}{a^+}\frac{\deriv{f}(x)}{\deriv{g}(x)}\] 存在(或为$\infty$),那么 \[\tolim{x}{a^+}\frac{f(x)}{g(x)} = \tolim{x}{a^+}\frac{\deriv{f}(x)}{\deriv{g}(x)}\eqper\] \end{theorem} \begin{remark} 只有``$\dfrac{0}{0}$型''和``$\dfrac{\infty}{\infty}$型''才能使用L'Hospital法则,其它形式的未定式要化成这两种形式。 \end{remark} \section{函数作图} 曲线作图步骤:对于方程$y = f(x)$, \begin{enumerate} \item 确定函数$f$的定义域 \item 检查$f$的对称性:奇偶性与周期性 \item 检查曲线的渐近线:垂直、水平斜渐近线 \item 研究导函数$\deriv{f}$:确定函数的增减区间、极值点、临界点 \item 研究二阶到函数$f^{\prime \prime}$:确定曲线的上下凸区间与拐点 \item 计算在若干关键点的$f$的极值点 \item 绘图 \end{enumerate} \begin{definition}[曲线渐近线] 考虑曲线$y = f(x)$ \begin{enumerate} \item 若$\tolim{x}{a^\pm}f(x) = \infty$,则$x = a$是垂直渐近线; \item 若$\tolim{x}{\pm \infty}f(x) = b$,则$y = b$是水平渐近线; \item 若$\tolim{x}{+\infty} [f(x) - (ax + b)] = 0$或$\tolim{x}{-\infty} [f(x) - (ax + b)] = 0$,则$y = ax + b$是斜渐近线。 \end{enumerate} \end{definition} 注意到$\tolim{x}{+/- \infty}\dfrac{f(x) - (ax + b)}{x} = 0$,因此$\tolim{x}{+/- \infty}\dfrac{f(x)}{x} - a = 0$。因此 \begin{proposition} 直线$y = ax + b$是曲线$y = f(x)$的渐近线当且仅当$a = \tolim{x}{+/-\infty}\dfrac{f(x)}{x}$,$b = \tolim{x}{+/-\infty}[f(x) - ax]$两极限存在。 \end{proposition} \begin{definition}[函数/曲线拐点] 函数/曲线上下凸性发生改变的点称为函数/曲线的拐点,即$\deriv{f}(x)$增减发生改变的点,也即$f^{\prime \prime} = 0$的点。 \end{definition}