3.4.E: Aproximaciones de segundo orden (ejercicios)
- Page ID
- 111726
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\(\newcommand{\avec}{\mathbf a}\) \(\newcommand{\bvec}{\mathbf b}\) \(\newcommand{\cvec}{\mathbf c}\) \(\newcommand{\dvec}{\mathbf d}\) \(\newcommand{\dtil}{\widetilde{\mathbf d}}\) \(\newcommand{\evec}{\mathbf e}\) \(\newcommand{\fvec}{\mathbf f}\) \(\newcommand{\nvec}{\mathbf n}\) \(\newcommand{\pvec}{\mathbf p}\) \(\newcommand{\qvec}{\mathbf q}\) \(\newcommand{\svec}{\mathbf s}\) \(\newcommand{\tvec}{\mathbf t}\) \(\newcommand{\uvec}{\mathbf u}\) \(\newcommand{\vvec}{\mathbf v}\) \(\newcommand{\wvec}{\mathbf w}\) \(\newcommand{\xvec}{\mathbf x}\) \(\newcommand{\yvec}{\mathbf y}\) \(\newcommand{\zvec}{\mathbf z}\) \(\newcommand{\rvec}{\mathbf r}\) \(\newcommand{\mvec}{\mathbf m}\) \(\newcommand{\zerovec}{\mathbf 0}\) \(\newcommand{\onevec}{\mathbf 1}\) \(\newcommand{\real}{\mathbb R}\) \(\newcommand{\twovec}[2]{\left[\begin{array}{r}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\ctwovec}[2]{\left[\begin{array}{c}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\threevec}[3]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\cthreevec}[3]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\fourvec}[4]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\cfourvec}[4]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\fivevec}[5]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\cfivevec}[5]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\mattwo}[4]{\left[\begin{array}{rr}#1 \amp #2 \\ #3 \amp #4 \\ \end{array}\right]}\) \(\newcommand{\laspan}[1]{\text{Span}\{#1\}}\) \(\newcommand{\bcal}{\cal B}\) \(\newcommand{\ccal}{\cal C}\) \(\newcommand{\scal}{\cal S}\) \(\newcommand{\wcal}{\cal W}\) \(\newcommand{\ecal}{\cal E}\) \(\newcommand{\coords}[2]{\left\{#1\right\}_{#2}}\) \(\newcommand{\gray}[1]{\color{gray}{#1}}\) \(\newcommand{\lgray}[1]{\color{lightgray}{#1}}\) \(\newcommand{\rank}{\operatorname{rank}}\) \(\newcommand{\row}{\text{Row}}\) \(\newcommand{\col}{\text{Col}}\) \(\renewcommand{\row}{\text{Row}}\) \(\newcommand{\nul}{\text{Nul}}\) \(\newcommand{\var}{\text{Var}}\) \(\newcommand{\corr}{\text{corr}}\) \(\newcommand{\len}[1]{\left|#1\right|}\) \(\newcommand{\bbar}{\overline{\bvec}}\) \(\newcommand{\bhat}{\widehat{\bvec}}\) \(\newcommand{\bperp}{\bvec^\perp}\) \(\newcommand{\xhat}{\widehat{\xvec}}\) \(\newcommand{\vhat}{\widehat{\vvec}}\) \(\newcommand{\uhat}{\widehat{\uvec}}\) \(\newcommand{\what}{\widehat{\wvec}}\) \(\newcommand{\Sighat}{\widehat{\Sigma}}\) \(\newcommand{\lt}{<}\) \(\newcommand{\gt}{>}\) \(\newcommand{\amp}{&}\) \(\definecolor{fillinmathshade}{gray}{0.9}\)Ejercicio\(\PageIndex{1}\)
Vamos\(f(x, y)=x^{3} y^{2}-4 x^{2} e^{-3 y}\). Encuentra lo siguiente.
(a)\(\frac{\partial^{2}}{\partial x \partial y} f(x, y)\)
b)\(\frac{\partial^{2}}{\partial y \partial x} f(x, y)\)
c)\(\frac{\partial^{2}}{\partial x^{2}} f(x, y)\)
d)\(\frac{\partial^{3}}{\partial x \partial y \partial x} f(x, y)\)
e)\(\frac{\partial^{3}}{\partial x \partial y^{2}} f(x, y)\)
f)\(\frac{\partial^{3}}{\partial y^{3}} f(x, y)\)
g)\(f_{y y}(x, y)\)
h)\(f_{y x y}(x, y)\)
- Contestar
-
(a)\(\frac{\partial^{2}}{\partial x \partial y} f(x, y)=6 x^{2}+24 e^{-3 y}\)
c)\(\frac{\partial^{2}}{\partial x^{2}} f(x, y)=6 x y^{2}-8 e^{-3 y}\)
e)\(\frac{\partial^{3}}{\partial x \partial y^{2}} f(x, y)=6 x^{2}-72 x e^{-3 y}\)
g)\(f_{y y}(x, y)=x^{3}-36 x^{2} e^{-3 y}\)
Ejercicio\(\PageIndex{2}\)
Vamos\(f(x, y, z)=\frac{x y}{x^{2}+y^{2}+z^{2}}\). Encuentra lo siguiente.
(a)\(\frac{\partial^{2}}{\partial z \partial x} f(x, y, z)\)
b)\(\frac{\partial^{2}}{\partial y \partial z} f(x, y, z)\)
c)\(\frac{\partial^{2}}{\partial z^{2}} f(x, y, z)\)
d)\(\frac{\partial^{3}}{\partial x \partial y \partial z} f(x, y, z)\)
e)\(f_{z y x}(x, y, z)\)
f)\(f_{y y y}(x, y, z)\)
- Contestar
-
(a)\(\frac{\partial^{2}}{\partial z \partial x} f(x, y, z)=\frac{2 y z\left(3 x^{2}-y^{2}-z^{2}\right)}{\left(x^{2}+y^{2}+z^{2}\right)^{3}}\)
c)\(\frac{\partial^{2}}{\partial z^{2}} f(x, y, z)=\frac{2 x y\left(3 z^{2}-x^{2}-y^{2}\right)}{\left(x^{2}+y^{2}+z^{2}\right)^{3}}\)
e)\(\frac{\partial^{3}}{\partial z \partial y \partial x} f(x, y, z)=\frac{2 z\left(3 x^{4}-18 x^{2} y^{2}+3 y^{4}+2 x^{2} z^{2}+2 y^{2} z^{2}-z^{4}\right)}{\left(x^{2}+y^{2}+z^{2}\right)^{4}}\)
Ejercicio\(\PageIndex{3}\)
Encuentra el hessian de cada una de las siguientes funciones.
(a)\(f(x, y)=3 x^{2} y-4 x y^{3}\)
b)\(g(x, y)=4 e^{-x} \cos (3 y)\)
c)\(g(x, y, z)=4 x y^{2} z^{3}\)
d)\(f(x, y, z)=-\log \left(x^{2}+y^{2}+z^{2}\right)\)
- Contestar
-
(a)\ (H f (x, y) =\ left [\ begin {array} {cc}
6 y & 6 x-12 y^ {2}\\
6 x-12 y^ {2} & -24 x y
\ end {array}\ derecha]\)(b)\ (H f (x, y, z) =\ left [\ begin {array} {ccc}
0 & 8 y z^ {3} & 12 y^ {2} z^ {2}\\
8 y z^ {3} & 8 x z^ {3} & 24 x y z^ {2}\\
12 y^ {2} z^ {2} y 24 x y z^ {2}} & 24 x y^ {2} z
\ end {array}\ derecha]\)
Ejercicio\(\PageIndex{4}\)
Encuentra el polinomio Taylor de segundo orden para cada uno de los siguientes en el punto\(\mathbf{c}\).
(a)\(f(x, y)=x e^{-y}, \mathbf{c}=(0,0)\)
b)\(g(x, y)=x \sin (x+y), \mathbf{c}=(0,0)\)
c)\(f(x, y)=\frac{1}{x+y}, \mathbf{c}=(1,1)\)
d)\(g(x, y, z)=e^{x-2 y+3 z}, \mathbf{c}=(0,0,0)\)
- Contestar
-
(a)\(P_{2}(x, y)=x-x y\)
c)\( \text { (c) } P_{2}(x, y)=\frac{1}{2}-\frac{1}{4}(x-1)-\frac{1}{4}(y-1)+\frac{1}{8}(x-1)^{2}+\frac{1}{4}(x-1)(y-1)+\frac{1}{8}(y-1)^{2}\)
Ejercicio\(\PageIndex{5}\)
Clasifique cada una de las siguientes\(2 \times 2\) matrices simétricas como positivas definidas, negativas definidas, indefinidas o no definidas.
(a)\ (\ left [\ begin {array} {ll}
3 & 2\\
2 & 4
\ end {array}\ right]\)
(b)\ (\ left [\ begin {array} {ll}
1 & 2\\
2 & 2
\ end {array}\ right]\)
(c)\ (\ left [\ begin {array} {rr}
-2 & 3\\
3 & -5
\ end {array}\ right]\)
(d)\ (\ left [\ begin {array} {ll}
0 & 1\\
1 & 0
\ end {array}\ right]\)
(e)\ (\ left [\ begin {array} {ll}
1 & 0\\
0 & 1
\ end {array}\ right]\)
(f)\ (\ left [\ begin {array} {ll}
8 & 4\\
4 & 2
\ end {array}\ right]\)
- Contestar
-
a) Definitivo positivo
c) Definitivo negativo
e) Definitivo positivo
Ejercicio\(\PageIndex{6}\)
Dejar\(M\) ser una matriz\(n \times n\) simétrica no definida y definir\(q: \mathbb{R}^{n} \rightarrow \mathbb{R}\) por
\[ q(\mathbf{x})=\mathbf{x}^{T} M \mathbf{x} . \nonumber \]
Explique por qué (1) existe un vector\(\mathbf{a} \neq \mathbf{0}\) tal que\(q(\mathbf{a})=0\) y (2) ya sea\(q(\mathbf{x}) \geq 0\) para todos\(\mathbf{x}\) en\(\mathbb{R}^n\) o\(q(\mathbf{x}) \leq 0\) para todos\(\mathbf{x}\) en\(\mathbb{R}^n\).
Ejercicio\(\PageIndex{7}\)
Supongamos que\(f: \mathbb{R}^{n} \rightarrow \mathbb{R}\) está\(C^2\) en una bola abierta\(B^{n}(\mathbf{c}, r), \nabla f(\mathbf{c})=\mathbf{0},\) y\(H f(\mathbf{x})\) es positivo definido para todos\(\mathbf{x}\) en\(B^{n}(\mathbf{c}, r)\). \(f(\mathbf{c})<f(\mathbf{x})\)Demuéstralo para todos\(\mathbf{x}\) en\(B^{n}(\mathbf{c}, r)\). ¿Qué pasaría si\(H f(\mathbf{x})\) fueran negativos definitivos para todos\(\mathbf{x}\) en\(B^{n}(\mathbf{c}, r)\)? ¿Qué dice esto en el caso\(n=1\)?
Ejercicio\(\PageIndex{8}\)
Let
\[ f(x, y)= \begin{cases}\frac{x y\left(x^{2}-y^{2}\right)}{x^{2}+y^{2}}, & \text { if }(x, y) \neq(0,0), \\ 0, & \text { if }(x, y)=(0,0). \end{cases} \nonumber \]
(a) Demostrar eso\(f_{x}(0, y)=-y\) para todos\(y\).
(b) Demostrar eso\(f_{y}(x, 0)=x\) para todos\(x\).
c) Demostrar que\(f_{y x}(0,0) \neq f_{x y}(0,0) .\)
d) ¿Es\(f\)\(C^2\)?