diff --git a/semester3/analysis-ii/cheat-sheet-rb/main.pdf b/semester3/analysis-ii/cheat-sheet-rb/main.pdf index 60ab0f9..e123ae6 100644 Binary files a/semester3/analysis-ii/cheat-sheet-rb/main.pdf and b/semester3/analysis-ii/cheat-sheet-rb/main.pdf differ diff --git a/semester3/analysis-ii/cheat-sheet-rb/parts/01_linalg.tex b/semester3/analysis-ii/cheat-sheet-rb/parts/01_linalg.tex index 966f0cb..c6bbd8c 100644 --- a/semester3/analysis-ii/cheat-sheet-rb/parts/01_linalg.tex +++ b/semester3/analysis-ii/cheat-sheet-rb/parts/01_linalg.tex @@ -2,6 +2,8 @@ Relevant definitions used throughout Analysis II. \subtext{$\textbf{A} \in \R^{m \times n},\quad x,y \in \R^n,\quad \alpha \in \R$} +\definition \textbf{Scalar Product} $x \cdot y :=\sum_{i=0}^{n} (x_i \cdot y_i)$ + \definition \textbf{Euclidian Norm} $||x|| := \displaystyle\sqrt{\sum_{i=1}^{n} x_i^2}$\\ \subtext{Used to generalize $|x|$ in many Analysis I definitions} diff --git a/semester3/analysis-ii/cheat-sheet-rb/parts/05_diff.tex b/semester3/analysis-ii/cheat-sheet-rb/parts/05_diff.tex index 5f633ae..da9d008 100644 --- a/semester3/analysis-ii/cheat-sheet-rb/parts/05_diff.tex +++ b/semester3/analysis-ii/cheat-sheet-rb/parts/05_diff.tex @@ -39,7 +39,10 @@ $\\ \vdots \\ \partial x_n f(x_0) \end{bmatrix} = \textbf{J}_f(x)^\top$\\ -\subtext{$X \subset \R^n \text{ open},\quad f: X \to \R$} +\subtext{$X \subset \R^n \text{ open},\quad f: X \to \R$, i.e. \textit{must} map to $1$ dimension} + +\remark $\nabla f$ points in the direction of greatest increase. +\subtext{This generalizes that in $\R$, $\text{sgn}(f)$ shows if $f$ increases/decreases} \definition \textbf{Divergence} $\text{div}(f)(x_0) := \text{Tr}\bigr(\textbf{J}_f(x_0)\bigl)$\\ \subtext{$X \subset \R^n \text{ open},\quad f: X \to \R^n,\quad \textbf{J}_f \text{ exists}$} @@ -60,3 +63,136 @@ $\\ \underset{x \neq x_0 \to x_0}{\lim} \frac{1}{\big\| x - x_0 \big\|}\Biggl( f(x) - f(x_0) - u(x - x_0) \Biggr) = 0 $$ \end{subbox} +\subtext{Similarly, $f$ is differentiable if this holds for all $x \in X$} + +\lemma \textbf{Properties of Differentiable Functions} + +$ +\begin{array}{ll} + (i) & \text{Continuous on } X \\ + (ii) & \forall i \leq m, j \leq n:\quad \partial_{x_j}f_i \text{ exists} \\ + (iii) & m=1:\quad \partial_{x_i} f(x_0) = a_i \\ + & \text{for:}\quad u(x_1,\ldots,x_n) = a_1x_1 + \cdots + a_nx_n +\end{array} +$ + +\subtext{$X \subset \R^n \text{ open},\quad f: X \to \R^m \text{ differentiable on } X$} + +\lemma \textbf{Preservation of Differentiability} + +$ +\begin{array}{ll} + (i) & f + g \text{ is differentiable: } d(f+g)=df+dg \\ + (ii) & fg \text{ is differentiable, if } m=1 \\ + (iii) & \displaystyle\frac{f}{g}\ \text{ is differentiable, if } m=1,\ g(x) \neq 0\ \forall x \in X +\end{array} +$ + +\subtext{$X \subset \R^n \text{ open},\quad f,g: X \to \R^m \text{ differentiable on }X$} + +\lemma \textbf{Cont. Partial Derivatives imply Differentiability} + +if all $\partial_{x_j} f_i$ exist and are continuous: +$$ + f \text{ differentiable on } X,\quad df(x_0) = \textbf{J}_f(x_0) +$$ +\subtext{$X \subset \R^n \text{ open},\quad f: X \to \R^m$} + +\lemma \textbf{Chain Rule} $\quad g \circ f \text{ is differentiable on } X$ +\begin{align*} + & d(g \circ f)(x_0) &= dg\bigl( f(x_0) \bigr) \circ df(x_0) \\ + & \textbf{J}_{g \circ f}(x_0) &= \textbf{J}_g\bigl( f(x_0) \bigr) \cdot \textbf{J}_f(x_0) +\end{align*} +\subtext{$X \subset \R^n \text{ open},\quad Y \subset \R^m \text{ open},\quad f: X \to Y, g: Y \to \R^p, f,g \text{ diff.-able}$} + +\definition \textbf{Tangent Space} +$$ + T_f(x_0) := \Bigl\{ (x,y) \in \R^n \times \R^m \sep y = f(x_0) + u(x-x_0) \Bigr\} +$$ +\subtext{$X \subset \R^n \text{ open},\quad f: X \to \R^m \text{ diff.-able},\quad x_0 \in X,\quad u = df(x_0)$} + +\definition \textbf{Directional Derivative} +$$ + D_v f(x_0) = \underset{t \neq 0 \to 0}{\lim} \frac{f(x_0 + tv) - f(x_0)}{t} +$$ +\subtext{$X \subset \R^n \text{ open},\quad f: X \to \R^m,\quad v \neq 0 \in \R^n,\quad x_0 \in X$} + +\lemma \textbf{Directional Derivatives for Diff.-able Functions} +$$ + D_vf(x_0) = df(x_0)(v) = \textbf{J}_f(x_0) \cdot v +$$ +\subtext{$X \subset \R^n \text{ open},\quad f: X \to \R^m \text{ diff.-able},\quad v \neq 0 \in \R^n,\quad x_0 \in X$} + +\remark $D_vf$ is linear w.r.t $v$, so: $D_{v_1 + v_2}f = D_{v_1}f + D_{v_2}f$ + +\remark $D_vf(x_0) = \nabla f(x_0) \cdot v = \big\| \nabla f(x_0) \big\| \cos(\theta)$\\ +\subtext{In the case $f: X \to \R$, where $\theta$ is the angle between $v$ and $\nabla f(x_0)$} + +\newpage +\subsection{Higher Derivatives} + +\definition \textbf{Differentiability Classes} +\begin{align*} + & f \in C^1(X;\R^m) &\iffdef& f \text{ diff.-able on } X, \text{ all } \partial_{x_j} f_i \text{ exist} \\ + & f \in C^k(X;\R^m) &\iffdef& f \text{ diff.-able on } X, \text{ all } \partial_{x_j} f_i \in C^{k-1} \\ + & f \in C^\infty(X;\R^m) &\iffdef& f \in C^k(X;\R^m)\ \forall k \geq 1 +\end{align*} +\subtext{$X \subset \R^n \text{ open},\quad f:X\to\R^m$} + +\lemma Polynomials, Trig. functions and $\exp$ are in $C^\infty$ + +\lemma \textbf{Operations preserve Differentiability Classes} + +$ +\begin{array}{lcll} + (i) & f + g & \in C^k \\ + (ii) & fg & \in C^k & \text{ if } m=1 \\ + (iii) & \displaystyle\frac{f}{g} & \in C^k & \text{ if } m=1, g(x) \neq 0\ \forall x \in X +\end{array} +$\\ +\subtext{$f,g \in C^k$} + +\lemma \textbf{Composition preserves Differentiability Classes} +$$ + g \circ f \in C^k +$$ +\subtext{$f \in C^k,\quad f(X) \subset Y,\quad Y \subset \R^m \text{ open},\quad g: Y \to \R^p,\quad g \in C^k$} + +\begin{subbox}{Partial Derivatives commute in $C^k$} + \smalltext{$k \geq 2,\quad X \subset \R^n \text{ open},\quad f: X \to \R^m,\quad f \in C^k$} + $$ + \forall x,y:\quad \partial_{x,y}f = \partial_{y,x}f + $$ + \smalltext{This generalizes for $\partial_{x_1,\ldots,x_n}f$.} +\end{subbox} + +\remark Linearity of Partial Derivatives +$$ + \partial_x^m(af_1 + bf_2) = a\partial_x^mf_1 + b\partial_x^mf_2 +$$ +\subtext{Assuming both $\partial_x f_{1,2}$ exist.} + +\definition \textbf{Laplace Operator} +$$ + \Delta f := \text{div}\bigl( \nabla f(x) \bigr) = \sum_{i=0}^{n} \frac{\partial}{\partial x_i}\Bigl( \frac{\partial f}{\partial x_i} \Bigr) = \sum_{i=0}^{n} \frac{\partial^2f}{\partial x_i^2} +$$ + +\begin{subbox}{The Hessian} + \smalltext{$X \subset \R^n \text{ open},\quad f: X \to \R,\quad f \in C^2,\quad x_0 \in X$} + $$ + \textbf{H}_f(x) := \begin{bmatrix} + \partial_{1,1}f(x_0) & \partial_{2,1}f(x_0) & \cdots & \partial_{n,1}f(x_0) \\ + \partial_{1,2}f(x_0) & \partial_{2,2}f(x_0) & \cdots & \partial_{n,2}f(x_0) \\ + \vdots & \vdots & \ddots & \vdots \\ + \partial_{1,n}f(x_0) & \partial_{2,n}f(x_0) & \cdots & \partial_{n,n}f(x_0) + \end{bmatrix} + $$ + Where $\bigl( \textbf{H}_f(x) \bigr)_{i,j} = \partial_{x_i,x_j}f(x)$ +\end{subbox} +\subtext{Note that $f: X \to \R$, i.e. $\textbf{H}_f$ only exists for $1$-dimensionally valued $f$} + +\notation $\textbf{H}_f(x) = \text{Hess}_f(x) = \nabla^2f(x)$ + +\remark $\textbf{H}_f(x_0)$ is symmetric: $\bigl( \textbf{H}_f(x_0) \bigr)_{i,j} = \bigl( \textbf{H}_f(x_0) \bigr)_{j, i}$ + +\subsection{Change of Variable} \ No newline at end of file