0708-1300/Class notes for Tuesday, September 11

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In Small Scales, Everything's Linear

	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \longrightarrow}
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle z}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mapsto}	$z^{2}$

Code in Mathematica:

QuiltPlot[{f_,g_}, {x_, xmin_, xmax_, nx_}, {y_, ymin_, ymax_, ny_}] :=
Module[
  {dx, dy, grid, ix, iy},
  SeedRandom[1];
  dx=(xmax-xmin)/nx;
  dy=(ymax-ymin)/ny;
  grid = Table[
    {x -> xmin+ix*dx, y -> ymin+iy*dy},
    {ix, 0, nx}, {iy, 0, ny}
  ];
  grid = Map[({f, g} /. #)&, grid, {2}];
  Show[
    Graphics[Table[
      {
        RGBColor[Random[], Random[], Random[]],
        Polygon[{
          grid[[ix, iy]],
          grid[[ix+1, iy]],
          grid[[ix+1, iy+1]],
          grid[[ix, iy+1]]
        }]
      },
      {ix, nx}, {iy, ny}
    ]],
    Frame -> True
  ]
]

QuiltPlot[{x, y}, {x, -10, 10, 8}, {y, 5, 10, 8}]
QuiltPlot[{x^2-y^2, 2*x*y}, {x, -10, 10, 8}, {y, 5, 10, 8}]

See also 06-240/Linear Algebra - Why We Care.

Class Notes

Differentiability

Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle U} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle V} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W} be two normed finite dimensional vector spaces and let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f:V\rightarrow W} be a function defined on a neighborhood of the point Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x}

Definition:

We say that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f} is differentiable (diffable) if there is a linear map Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle L} so that

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \lim_{h\rightarrow0}\frac{|f(x+h)-f(x)-L(h)|}{|h|}.}

In this case we will say that $L$ is a differential of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f} and will denote it by Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle df_{x}} .

Theorem

If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f:V\rightarrow W} and $g:U\rightarrow V$ are diffable maps then the following asertions holds:

1. $df_{x}$ is unique.

1. $d(f+g)_{x}=df_{x}+dg_{x}$

1. If $f$ is linear then $df_{x}=f$

1. $d(f\circ g)_{x}=df_{g(x)}\circ dg_{x}$

1. For every scalar number $\alpha$ it holds $d(\alpha f)_{x}=\alpha df_{x}$

Implicit Function Theorem

Example Although $x^{2}+y^{2}=1$ does not defines $y$ as a function of $x$, in a neighborhood of $(0;-1)$ we can define $g(x)=-{\sqrt {1-x^{2}}}$ so that $x^{2}+g(x)^{2}=1$. Furthermore, $g$ is differentiable with differential $dg_{x}={\frac {x}{\sqrt {1-x^{2}}}}$. This is a motivation for the following theorem.

Notation

If f:X\times Y\rightarrow Z then given x\in X we will define f_{[x]}:Y\rightarrow Z by f_{[x]}(y)=f(x;y)

Definition

$C^{p}(V)$ will be the class of all functions defined on $V$ with continuous partial derivatives up to order $p.$

Theorem(Implicit function theorem)

Let $f:\mathbb {R} ^{n}\times \mathbb {R} ^{m}\rightarrow \mathbb {R} ^{m}$ be a $C^{1}(\mathbb {R} ^{n}\times \mathbb {R} ^{m})$ function defined on a neighborhood $U$ of the point $(x_{0};y_{0})$ and such that $f(x_{0};y_{0})=0$ and suppose that $d(f_{[x]})_{y}$ is non-singular then, the following results holds:

There is an open neighborhood of $x$, $V\subset U$, and a Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle diffable} function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g:V\rightarrow\mathbb{R}^m} such that for every Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x\in V} Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x;g(x))=0.} .