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| author | Juan Marín Noguera <juan.marinn@um.es> | 2020-02-24 11:22:00 +0100 |
|---|---|---|
| committer | Juan Marín Noguera <juan.marinn@um.es> | 2020-02-24 11:22:00 +0100 |
| commit | 79e1a51eb55d0df43323c0fe77a7d55b2c2bd17d (patch) | |
| tree | 89bd93a329f9deb72efce8fed205b69918c3d9b9 /fvv1/n3.lyx | |
| parent | 1f7f9bcc7660fba0827a62c3068d5c7082f025d7 (diff) | |
POO
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| -rw-r--r-- | fvv1/n3.lyx | 1046 |
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diff --git a/fvv1/n3.lyx b/fvv1/n3.lyx new file mode 100644 index 0000000..776351a --- /dev/null +++ b/fvv1/n3.lyx @@ -0,0 +1,1046 @@ +#LyX 2.3 created this file. For more info see http://www.lyx.org/ +\lyxformat 544 +\begin_document +\begin_header +\save_transient_properties true +\origin unavailable +\textclass book +\use_default_options true +\maintain_unincluded_children false +\language spanish +\language_package default +\inputencoding auto +\fontencoding global +\font_roman "default" "default" +\font_sans "default" "default" +\font_typewriter "default" "default" +\font_math "auto" "auto" +\font_default_family default +\use_non_tex_fonts false +\font_sc false +\font_osf false +\font_sf_scale 100 100 +\font_tt_scale 100 100 +\use_microtype false +\use_dash_ligatures true +\graphics default +\default_output_format default +\output_sync 0 +\bibtex_command default +\index_command default +\paperfontsize default +\spacing single +\use_hyperref false +\papersize default +\use_geometry false +\use_package amsmath 1 +\use_package amssymb 1 +\use_package cancel 1 +\use_package esint 1 +\use_package mathdots 1 +\use_package mathtools 1 +\use_package mhchem 1 +\use_package stackrel 1 +\use_package stmaryrd 1 +\use_package undertilde 1 +\cite_engine basic +\cite_engine_type default +\biblio_style plain +\use_bibtopic false +\use_indices false +\paperorientation portrait +\suppress_date false +\justification true +\use_refstyle 1 +\use_minted 0 +\index Index +\shortcut idx +\color #008000 +\end_index +\secnumdepth 3 +\tocdepth 3 +\paragraph_separation indent +\paragraph_indentation default +\is_math_indent 0 +\math_numbering_side default +\quotes_style french +\dynamic_quotes 0 +\papercolumns 1 +\papersides 1 +\paperpagestyle default +\tracking_changes false +\output_changes false +\html_math_output 0 +\html_css_as_file 0 +\html_be_strict false +\end_header + +\begin_body + +\begin_layout Standard +\begin_inset Formula $f:\Omega\subseteq\mathbb{R}^{m}\rightarrow\mathbb{R}^{n}$ +\end_inset + + es +\series bold +dos veces diferenciable +\series default + o +\series bold +de clase +\series default + +\begin_inset Formula ${\cal C}^{2}$ +\end_inset + + en +\begin_inset Formula $a\in\Omega$ +\end_inset + + si +\begin_inset Formula $f$ +\end_inset + + es diferenciable en +\begin_inset Formula ${\cal U}\in{\cal E}(a)$ +\end_inset + + y +\begin_inset Formula $df:{\cal U}\rightarrow{\cal L}(\mathbb{R}^{m},\mathbb{R}^{n})\equiv M_{n\times m}(\mathbb{R})\equiv\mathbb{R}^{nm}$ +\end_inset + + (la aplicación que a cada elemento de +\begin_inset Formula ${\cal U}$ +\end_inset + + le asigna un vector en +\begin_inset Formula $\mathbb{R}^{nm}$ +\end_inset + + que contiene, en algún orden, los elementos de la matriz asociada a la + diferencial del elemento) es diferenciable en +\begin_inset Formula $a$ +\end_inset + +. + Por inducción se define el ser +\begin_inset Formula $n$ +\end_inset + + veces diferenciable o de clase +\begin_inset Formula ${\cal C}^{n}$ +\end_inset + +, y el ser infinitamente diferenciable o de clase +\begin_inset Formula ${\cal C}^{\infty}$ +\end_inset + +. +\end_layout + +\begin_layout Standard +Denotamos la derivada parcial +\begin_inset Formula $k$ +\end_inset + +-ésima de la derivada parcial +\begin_inset Formula $j$ +\end_inset + +-ésima de la +\begin_inset Formula $i$ +\end_inset + +-ésima coordenada de +\begin_inset Formula $f$ +\end_inset + +, o la +\begin_inset Formula $i$ +\end_inset + +-ésima coordenada de la doble derivada parcial respecto a +\begin_inset Formula $x_{j}$ +\end_inset + + y +\begin_inset Formula $x_{k}$ +\end_inset + +, como +\begin_inset Formula $\frac{\partial^{2}f_{i}}{\partial x_{j}\partial x_{k}}$ +\end_inset + +, y si +\begin_inset Formula $j=k$ +\end_inset + +, también escribimos +\begin_inset Formula $\frac{\partial^{2}f_{i}}{\partial x_{j}^{2}}$ +\end_inset + +. + Si +\begin_inset Formula $f$ +\end_inset + + tiene derivadas parciales segundas +\begin_inset Formula $\frac{\partial f_{i}}{\partial x_{k}\partial x_{j}}$ +\end_inset + + todas continuas en +\begin_inset Formula $a$ +\end_inset + + entonces +\begin_inset Formula $f$ +\end_inset + + es dos veces diferenciable en +\begin_inset Formula $a$ +\end_inset + +. +\end_layout + +\begin_layout Section +Matriz hessiana +\end_layout + +\begin_layout Standard +Del mismo modo que podemos pensar en la diferencial de una función diferenciable + como +\begin_inset Formula $df(a):\mathbb{R}^{m}\rightarrow\mathbb{R}^{n}$ +\end_inset + + dada por +\begin_inset Formula $\vec{u}\mapsto d_{\vec{u}}f(a)$ +\end_inset + +, llamamos +\series bold +diferencial segunda +\series default + de +\begin_inset Formula $f$ +\end_inset + + en +\begin_inset Formula $a$ +\end_inset + + a la aplicación +\begin_inset Formula $d^{2}f(a):\mathbb{R}^{m}\times\mathbb{R}^{m}\rightarrow\mathbb{R}^{n}$ +\end_inset + + con +\begin_inset Formula $(\vec{u},\vec{v})\mapsto d_{\vec{v}}d_{\vec{u}}f(a)$ +\end_inset + +, y vemos que esta es una aplicación bilineal. +\end_layout + +\begin_layout Standard +La matriz de +\begin_inset Formula $d^{2}f(a):\mathbb{R}^{m}\times\mathbb{R}^{m}\rightarrow\mathbb{R}$ +\end_inset + +, dada por +\begin_inset Formula +\[ +\left(\frac{\partial^{2}f}{\partial x_{i}\partial x_{j}}\right)_{ij} +\] + +\end_inset + + se denomina +\series bold +matriz hessiana +\series default +. + Así, si +\begin_inset Formula $M$ +\end_inset + + es la matriz hessiana de +\begin_inset Formula $f$ +\end_inset + +, entonces +\begin_inset Formula +\[ +d^{2}f(a)(\vec{u},\vec{v})=\left(\begin{array}{ccc} +- & \vec{u} & -\end{array}\right)M\left(\begin{array}{c} +|\\ +\vec{v}\\ +| +\end{array}\right) +\] + +\end_inset + + +\end_layout + +\begin_layout Standard +Como +\series bold +teorema +\series default +, sea +\begin_inset Formula $f:\Omega\subseteq\mathbb{R}^{2}\rightarrow\mathbb{R}$ +\end_inset + + y +\begin_inset Formula $a=(x_{0},y_{0})\in\Omega$ +\end_inset + +, si +\begin_inset Formula $\frac{\partial^{2}f}{\partial x\partial y}$ +\end_inset + + y +\begin_inset Formula $\frac{\partial^{2}f}{\partial y\partial x}$ +\end_inset + + están definidas en +\begin_inset Formula $\Omega$ +\end_inset + + y son continuas en +\begin_inset Formula $a$ +\end_inset + +, entonces su valor en +\begin_inset Formula $a$ +\end_inset + + coincide. + Esto significa que la matriz Hessiana es simétrica. + +\series bold +Demostración: +\series default + Como +\begin_inset Formula $\Omega$ +\end_inset + + es abierto, existe +\begin_inset Formula $\varepsilon$ +\end_inset + + tal que +\begin_inset Formula $B_{\infty}(a,\varepsilon)=(x_{0}-\varepsilon,x_{0}+\varepsilon)\times(y_{0}-\varepsilon,y_{0}+\varepsilon)\subseteq\Omega$ +\end_inset + +. + Fijamos +\begin_inset Formula $t\in(x_{0}-\varepsilon,y_{0}+\varepsilon)$ +\end_inset + + y +\begin_inset Formula $s\in(y_{0}-\varepsilon,y_{0}+\varepsilon)$ +\end_inset + +, y consideramos +\begin_inset Formula $\Delta_{t,s}:=f(t,s)-f(t,y_{0})-f(x_{0},s)+f(x_{0},y_{0})$ +\end_inset + +. + Si ahora llamamos +\begin_inset Formula $F_{\overline{s}}(\overline{t}):=f(\overline{t},\overline{s})-f(\overline{t},y_{0})$ +\end_inset + +, vemos que +\begin_inset Formula $F_{\overline{s}}(\overline{t})$ +\end_inset + + es derivable con +\begin_inset Formula $F'_{\overline{s}}(\overline{t})=\frac{\partial f}{\partial x}(\overline{t},\overline{s})-\frac{\partial f}{\partial x}(\overline{t},y_{0})$ +\end_inset + + y que entonces +\begin_inset Formula $\Delta_{t,s}=F_{s}(t)-F_{s}(x_{0})=F'_{\overline{s}}(\xi_{t,s})(t-x_{0})=\left(\frac{\partial f}{\partial x}(\xi_{t,s},s)-\frac{\partial f}{\partial x}(\xi_{t,s},y_{0})\right)(t-x_{0})\overset{\Phi(\overline{s}):=\frac{\partial f}{\partial x}(\xi_{t,s},\overline{s})}{=}(\Phi(s)-\Phi(y_{0}))(t-x_{0})\overset{\Phi\text{ derivable por hipótesis}}{=}\Phi'(\eta_{t,s})(s-y_{0})(t-x_{0})=\frac{\partial^{2}f}{\partial x\partial y}(\xi_{t,s},\eta_{t,s})(s-y_{0})(t-x_{0})$ +\end_inset + +. + Permutando los papeles de las dos coordenadas (definiendo +\begin_inset Formula $\sigma_{\overline{t}}(\overline{s}):=f(\overline{t},\overline{s})-f(x,\overline{s})$ +\end_inset + +) obtenemos que +\begin_inset Formula $\Delta_{t,s}=\sigma_{\overline{t}}(\overline{s})-\sigma_{\overline{t}}(y_{0})=\frac{\partial^{2}f}{\partial y\partial x}(\hat{\xi}_{t,s},\hat{\eta}_{t,s})(s-y_{0})(t-x_{0})$ +\end_inset + +. + Haciendo ahora tender +\begin_inset Formula $(t,s)$ +\end_inset + + a +\begin_inset Formula $(x_{0},y_{0})$ +\end_inset + +, por la regla del sandwich +\begin_inset Formula $(\xi_{t,s},\eta_{ts})$ +\end_inset + + y +\begin_inset Formula $(\hat{\xi}_{t,s},\hat{\eta}_{t,s})$ +\end_inset + + también tienden a +\begin_inset Formula $(x_{0},y_{0})$ +\end_inset + +, y aplicando la continuidad de las derivadas parciales dobles en +\begin_inset Formula $a$ +\end_inset + +, nos queda finalmente que +\begin_inset Formula $\frac{\partial^{2}f}{\partial x\partial y}(x_{0},y_{0})=\frac{\partial^{2}f}{\partial y\partial x}(x_{0},y_{0})$ +\end_inset + +. +\end_layout + +\begin_layout Section +Desarrollos de Taylor +\end_layout + +\begin_layout Standard +Despejando de la definición de diferencial, nos queda que +\begin_inset Formula $f(a+h)=f(a)+df(a)(h)+o(\Vert h\Vert)$ +\end_inset + +, lo que podemos interpretar como una aproximación de +\begin_inset Formula $f(x)$ +\end_inset + + cerca de +\begin_inset Formula $a$ +\end_inset + + por un polinomio de grado 1. + Como +\series bold +teorema +\series default +, si +\begin_inset Formula $f:\Omega\subseteq\mathbb{R}^{m}\rightarrow\mathbb{R}$ +\end_inset + + es dos veces diferenciable en +\begin_inset Formula $a\in\Omega$ +\end_inset + + entonces +\begin_inset Formula $f(a+h)=f(a)+df(a)(h)+\frac{1}{2}d^{2}f(a)(h,h)+o(\Vert h\Vert^{2})$ +\end_inset + +. + +\end_layout + +\begin_layout Standard + +\series bold +Demostración: +\series default + Sea +\begin_inset Formula $R(h):=f(a+h)-f(a)-df(a)(h)-\frac{1}{2}d^{2}f(a)(h,h)$ +\end_inset + +, y hemos de ver que +\begin_inset Formula $\lim_{h\rightarrow0}\frac{R(h)}{\Vert h\Vert^{2}}=0$ +\end_inset + +. + Como todas las normas en +\begin_inset Formula $\mathbb{R}^{m}$ +\end_inset + + son equivalentes, elegimos +\begin_inset Formula $\Vert\cdot\Vert_{\infty}$ +\end_inset + +. + Usamos el teorema del incremento finito, que afirma que si +\begin_inset Formula $R$ +\end_inset + + es diferenciable y +\begin_inset Formula $\Vert dR(\xi)\Vert\leq M\forall\xi\in[0,h]$ +\end_inset + + entonces +\begin_inset Formula $\Vert R(h)-R(0)\Vert\leq M\cdot\Vert h-0\Vert$ +\end_inset + +. + +\begin_inset Formula $R$ +\end_inset + + es diferenciable al ser la suma de +\begin_inset Formula $f(c+h)$ +\end_inset + + y un polinomio de grado máximo 2. + Para estimar +\begin_inset Formula $\Vert dR\Vert$ +\end_inset + + vemos que +\begin_inset Formula $R(a)=f(a+h)-f(a)-\sum_{i}\frac{\partial f}{\partial x_{i}}(a)h_{i}-\frac{1}{2}\sum_{i,j}\frac{\partial f}{\partial x_{i}\partial x_{j}}(a)h_{i}h_{j}$ +\end_inset + +, y usando la +\begin_inset Formula $\delta$ +\end_inset + + de Kronecker, +\begin_inset Formula +\[ +\frac{\partial}{\partial x_{k}}\frac{1}{2}\sum_{i,j}\frac{\partial f}{\partial x_{i}\partial x_{j}}(a)h_{i}h_{j}=\frac{1}{2}\sum_{i,j}\left(\frac{\partial f}{\partial x_{i}x_{j}}(a)\delta_{ik}+\frac{\partial f}{\partial x_{i}\partial x_{j}}(a)\delta_{jk}\right)=\frac{1}{2}\cdot2d\left(\frac{\partial f}{\partial x_{k}}\right)(a)(h) +\] + +\end_inset + + Por tanto +\begin_inset Formula +\[ +\frac{\partial R}{\partial x_{k}}=\frac{\partial f}{\partial x_{k}}(a+h)-0-\frac{\partial f}{\partial x_{k}}(a)-d\left(\frac{\partial f}{\partial x_{k}}\right)(a)(h)=:\psi_{k}(h)\Vert h\Vert +\] + +\end_inset + +donde +\begin_inset Formula $\lim_{h\rightarrow0}\psi(h)=0$ +\end_inset + +. + Como +\begin_inset Formula $\frac{\partial R}{\partial x_{k}}$ +\end_inset + + es continua, definiendo el compacto +\begin_inset Formula $[0,h]$ +\end_inset + + como +\family roman +\series medium +\shape up +\size normal +\emph off +\bar no +\strikeout off +\xout off +\uuline off +\uwave off +\noun off +\color none + +\begin_inset Formula $\{th\}_{t\in[0,1]}$ +\end_inset + + +\family default +\series default +\shape default +\size default +\emph default +\bar default +\strikeout default +\xout default +\uuline default +\uwave default +\noun default +\color inherit + existe un punto +\begin_inset Formula $t_{k,h}h\in[0,h]$ +\end_inset + + tal que +\begin_inset Formula +\[ +\frac{\partial R}{\partial x_{k}}(t_{k,h}h)=\max\left\{ \frac{\partial R}{\partial x_{k}}(\xi)\right\} _{\xi\in[0,h]} +\] + +\end_inset + +Por esto, y como +\begin_inset Formula $dR(\xi)\equiv\left(\frac{\partial R}{\partial x_{1}}(\xi),\dots,\frac{\partial R}{\partial x_{m}}(\xi)\right)$ +\end_inset + +, existe +\begin_inset Formula $C$ +\end_inset + + tal que +\begin_inset Formula +\[ +\Vert dR(\xi)\Vert\leq C\cdot\Vert dR(a)\Vert_{\infty}=C\cdot\max\left\{ \left|\frac{\partial R}{\partial x_{k}}(a)\right|\right\} _{k=1}^{n} +\] + +\end_inset + +para +\begin_inset Formula $\xi\in[0,h]$ +\end_inset + +, y por el teorema del incremento finito, si +\begin_inset Formula $p$ +\end_inset + + es tal que +\begin_inset Formula +\[ +\left|\frac{\partial R}{\partial x_{p}}(a)\right|=\max\left\{ \left|\frac{\partial R}{\partial x_{k}}(a)\right|\right\} _{k=1}^{n} +\] + +\end_inset + +tenemos +\begin_inset Formula +\[ +\Vert R(h)\Vert=\Vert R(h)-R(0)\Vert\leq C\left|\frac{\partial R}{\partial x_{p}}(t_{p,h})\right|\Vert h\Vert=C\psi_{p}(t_{p,h}h)\Vert h\Vert\Vert h\Vert=C\psi_{p}(t_{p,h}h)\Vert h\Vert^{2} +\] + +\end_inset + + y entonces +\begin_inset Formula $\frac{|R(h)|}{\Vert h\Vert^{2}}\leq C\psi_{p}(t_{p,h}h)\rightarrow0$ +\end_inset + +, lo que prueba el teorema. +\end_layout + +\begin_layout Section +Extremos relativos +\end_layout + +\begin_layout Standard +Si +\begin_inset Formula $V$ +\end_inset + + es un +\begin_inset Formula $K$ +\end_inset + +-espacio vectorial con +\begin_inset Formula $k:=\dim_{K}(V)<+\infty$ +\end_inset + + y +\begin_inset Formula $\sigma:V\times V\rightarrow\mathbb{R}$ +\end_inset + + una aplicación bilineal, existe +\begin_inset Formula $A=(a_{ij})\in{\cal M}_{k}(K)$ +\end_inset + + asociado a +\begin_inset Formula $\sigma$ +\end_inset + + y podemos definir +\begin_inset Formula +\[ +\Delta_{1}=\left|a_{11}\right|,\Delta_{2}=\left|\begin{array}{cc} +a_{11} & a_{12}\\ +a_{21} & a_{22} +\end{array}\right|,\dots,\Delta_{k}=\left|\begin{array}{ccc} +a_{11} & \cdots & a_{1k}\\ +\vdots & \ddots & \vdots\\ +a_{k1} & \cdots & a_{kk} +\end{array}\right| +\] + +\end_inset + +Entonces un +\series bold +teorema +\series default + de álgebra nos dice que +\begin_inset Formula $\sigma$ +\end_inset + + es: +\end_layout + +\begin_layout Enumerate +Semidefinida positiva si y sólo si +\begin_inset Formula $\Delta_{i}\geq0\forall i$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +Semidefinida negativa si y sólo si +\begin_inset Formula $\Delta_{i}(-1)^{i}\geq0\forall i$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +Definida positiva si y sólo si +\begin_inset Formula $\Delta_{i}>0\forall i$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +Definida negativa si y sólo si +\begin_inset Formula $\Delta_{i}(-1)^{i}>0\forall i$ +\end_inset + +. +\end_layout + +\begin_layout Standard +Como +\series bold +teorema +\series default +, sea +\begin_inset Formula $\Omega\subseteq\mathbb{R}^{m}$ +\end_inset + + abierto, +\begin_inset Formula $f:\Omega\rightarrow\mathbb{R}$ +\end_inset + + y +\begin_inset Formula $a\in\Omega$ +\end_inset + +, +\end_layout + +\begin_layout Enumerate +Si +\begin_inset Formula $f$ +\end_inset + + alcanza en +\begin_inset Formula $a$ +\end_inset + + un extremo relativo entonces +\begin_inset Formula $df(a)=0$ +\end_inset + +. +\begin_inset Newline newline +\end_inset + +Podemos suponer que alcanza un máximo. + Entonces +\begin_inset Formula $\exists{\cal U}\in{\cal E}(a):f(x)\leq f(a)\forall x\in{\cal U}$ +\end_inset + +, luego si para +\begin_inset Formula $i\in\{1,\dots,m\}$ +\end_inset + + definimos +\begin_inset Formula $\varphi_{i}(t):=f(a_{1},\dots,a_{i-1},t,a_{i+1},\dots,a_{m})$ +\end_inset + +, fijado +\begin_inset Formula $i$ +\end_inset + +, +\begin_inset Formula $\exists\varepsilon>0:\forall t\in(a-\varepsilon,a+\varepsilon),\varphi_{i}(t)\leq\varphi_{i}(a_{i})$ +\end_inset + + y +\begin_inset Formula $\frac{\partial f}{\partial x_{i}}(a_{1},\dots,a_{i-1},t,a_{i+1},\dots,a_{m})=\varphi'(t)$ +\end_inset + +, luego +\begin_inset Formula $\frac{\partial f}{\partial x_{i}}(a)=\varphi'(a_{i})=0$ +\end_inset + + y +\begin_inset Formula +\[ +df(a)=\left(\begin{array}{ccc} +\frac{\partial f}{\partial x_{1}}(a) & \cdots & \frac{\partial f}{\partial x_{m}}(a)\end{array}\right)=0 +\] + +\end_inset + + +\end_layout + +\begin_layout Enumerate +Si +\begin_inset Formula $f$ +\end_inset + + es de clase +\begin_inset Formula ${\cal C}^{2}$ +\end_inset + + y +\begin_inset Formula $df(a)=0$ +\end_inset + +, entonces +\begin_inset Formula +\begin{eqnarray*} +d^{2}f(a)\text{ definida positiva} & \implies & f\text{ tiene un mínimo estricto en }a\implies\\ +\implies f\text{ tiene un mínimo en }a & \implies & d^{2}f(a)\text{ semidefinida positiva} +\end{eqnarray*} + +\end_inset + + +\end_layout + +\begin_deeper +\begin_layout Description +\begin_inset Formula $1\implies2]$ +\end_inset + + Consideremos el desarrollo de Taylor de +\begin_inset Formula $f$ +\end_inset + + de orden 2 en +\begin_inset Formula $a$ +\end_inset + +, que como +\begin_inset Formula $df(a)=0$ +\end_inset + +, queda como +\begin_inset Formula +\begin{eqnarray*} +f(x) & = & f(a)+\frac{1}{2}d^{2}f(a)(x-a,x-a)+o(\Vert x-a\Vert^{2})\\ + & = & f(a)+\frac{1}{2}\Vert x-a\Vert^{2}d^{2}f(a)\left(\frac{x-a}{\Vert x-a\Vert},\frac{x-a}{\Vert x-a\Vert}\right)+o(\Vert x-a\Vert^{2})\\ + & = & f(a)+\frac{1}{2}\Vert x-a\Vert^{2}\left(d^{2}f(a)\left(\frac{x-a}{\Vert x-a\Vert},\frac{x-a}{\Vert x-a\Vert}\right)+\frac{2o(\Vert x-a\Vert^{2})}{\Vert x-a\Vert^{2}}\right) +\end{eqnarray*} + +\end_inset + +suponiendo +\begin_inset Formula $x\neq a$ +\end_inset + +. + Pero +\begin_inset Formula $\frac{x-a}{\Vert x-a\Vert}\in\{y\in\mathbb{R}^{m}:\Vert y\Vert=1\}=:K$ +\end_inset + +, que es compacto por ser cerrado y acotado, y +\begin_inset Formula $\Phi:\mathbb{R}^{m}\rightarrow\mathbb{R}$ +\end_inset + + dada por +\begin_inset Formula $\Phi(u):=d^{2}f(a)(u,u)=\sum_{i,j}\frac{\partial f}{\partial x_{i}\partial x_{j}}(a)u_{i}u_{j}$ +\end_inset + + es continua, luego +\begin_inset Formula $\Phi(K)=\left\{ d^{2}f(a)\left(\frac{x-a}{\Vert x-a\Vert},\frac{x-a}{\Vert x-a\Vert}\right)\right\} _{x\in\mathbb{R}^{m}}$ +\end_inset + + es compacto y, por ser además +\begin_inset Formula $d^{2}f(a)$ +\end_inset + + definida positiva, existe +\begin_inset Formula $M>0$ +\end_inset + + tal que +\begin_inset Formula $\Phi(K)\geq M$ +\end_inset + +. +\begin_inset Newline newline +\end_inset + +Como +\begin_inset Formula $\frac{2o(\Vert x-a\Vert^{2})}{\Vert x-a\Vert^{2}}\rightarrow0$ +\end_inset + + cuando +\begin_inset Formula $x\rightarrow a$ +\end_inset + +, existe +\begin_inset Formula ${\cal U}\in{\cal E}(a)$ +\end_inset + + tal que +\begin_inset Formula $\forall x\in{\cal U},\left|\frac{2o(\Vert x-a\Vert)^{2}}{\Vert x-a\Vert^{2}}\right|<M$ +\end_inset + +, luego si +\begin_inset Formula $x\in{\cal U}\backslash\{a\},d^{2}f(a)\left(\frac{x-a}{\Vert x-a\Vert},\frac{x-a}{\Vert x-a\Vert}\right)+\frac{2o(\Vert x-a\Vert^{2})}{\Vert x-a\Vert^{2}}>M-M=0$ +\end_inset + + y +\begin_inset Formula $f(x)>f(a)+\frac{1}{2}\Vert x-a\Vert^{2}\cdot0=f(a)$ +\end_inset + +. +\end_layout + +\begin_layout Description +\begin_inset Formula $2\implies3]$ +\end_inset + + Obvio. +\end_layout + +\begin_layout Description +\begin_inset Formula $3\implies4]$ +\end_inset + + Fijamos +\begin_inset Formula $u\in\mathbb{R}^{m}$ +\end_inset + + y definimos +\begin_inset Formula $\varphi(t):=a+tu$ +\end_inset + + como la función +\begin_inset Formula $\varphi:\mathbb{R}\rightarrow\mathbb{R}^{m}$ +\end_inset + + que parametriza la recta +\begin_inset Formula $a+<\vec{u}>$ +\end_inset + +. + Sea +\begin_inset Formula ${\cal U}\in{\cal E}(a)$ +\end_inset + + con +\begin_inset Formula $f(a)\leq f(x)\forall x\in{\cal U}$ +\end_inset + +, si restringimos +\begin_inset Formula $\varphi$ +\end_inset + + a +\begin_inset Formula $\varphi^{-1}({\cal U})$ +\end_inset + +, un entorno de 0 en +\begin_inset Formula $\mathbb{R}$ +\end_inset + +, entonces +\begin_inset Formula $f\circ\varphi$ +\end_inset + + alcanza un mínimo en 0, pues +\begin_inset Formula $(f\circ\varphi)(0)=f(\varphi(0))=f(a)\leq f(\varphi(t))\forall t\in\varphi^{-1}({\cal U})$ +\end_inset + +, y tenemos que +\begin_inset Formula $f\circ\varphi$ +\end_inset + + es de clase +\begin_inset Formula ${\cal C}^{2}$ +\end_inset + + y semidefinida positiva. + Por la regla de la cadena, al ser +\begin_inset Formula $\varphi$ +\end_inset + + y +\begin_inset Formula $f$ +\end_inset + + diferenciables, +\begin_inset Formula +\begin{multline*} +d(f\circ\varphi)(t)=df(\varphi(t))\circ d\varphi(t)\equiv\\ +\equiv\left(\begin{array}{ccc} +\frac{\partial f}{\partial x_{1}}(a+tu) & \cdots & \frac{\partial f}{\partial x_{m}}(a+tu)\end{array}\right)\left(\begin{array}{c} +u_{1}\\ +\vdots\\ +u_{m} +\end{array}\right)=\sum_{i}\frac{\partial f}{\partial x_{i}}(a+tu)u_{i} +\end{multline*} + +\end_inset + +Entonces +\begin_inset Formula $d^{2}(f\circ\varphi)(t)\equiv\frac{d}{dt}\sum_{i}\frac{\partial f}{\partial x_{i}}(a+tu)u_{i}=\sum_{i}u_{i}\frac{d}{dt}\left(\frac{\partial f}{\partial x_{i}}(a+tu)\right)$ +\end_inset + +. + Como +\begin_inset Formula $\frac{\partial f}{\partial x_{i}}$ +\end_inset + + es diferenciable al ser +\begin_inset Formula $f$ +\end_inset + + de clase +\begin_inset Formula ${\cal C}^{2}$ +\end_inset + +, +\begin_inset Formula +\begin{multline*} +\frac{d}{dt}\left(\frac{\partial f}{\partial x_{i}}(a+tu)\right)=d\left(\frac{\partial f}{\partial x_{i}}\circ\varphi\right)(t)=d\frac{\partial f}{\partial x_{i}}(\varphi(t))\circ d\varphi(t)\equiv\\ +\equiv\left(\begin{array}{ccc} +\frac{\partial^{2}f}{\partial_{i}\partial_{1}}(a+tu) & \cdots & \frac{\partial^{2}f}{\partial_{i}\partial_{m}}(a+tu)\end{array}\right)\left(\begin{array}{c} +u_{1}\\ +\vdots\\ +u_{m} +\end{array}\right)=\sum_{j}\frac{\partial^{2}f}{\partial x_{i}\partial x_{j}}(a+tu)u_{j} +\end{multline*} + +\end_inset + +Sustituyendo, +\begin_inset Formula $d^{2}(f\circ\varphi)(t)\equiv\sum_{i,j}\frac{\partial^{2}f}{\partial x_{i}\partial x_{j}}(a+tu)u_{i}u_{j}=d^{2}f(a+tu)(u,u)$ +\end_inset + +. + Pero al ser +\begin_inset Formula $f\circ\varphi$ +\end_inset + + una función real de una variable real dos veces derivable con su mínimo + en 0, sustituyendo +\begin_inset Formula $0\leq(f\circ\varphi)''(0)=d^{2}f(a)(u,u)$ +\end_inset + +, y como esto se cumple para todo +\begin_inset Formula $u\in\mathbb{R}^{m}$ +\end_inset + +, queda probado que +\begin_inset Formula $d^{2}f(a)$ +\end_inset + + es semidefinida positiva. +\end_layout + +\end_deeper +\end_body +\end_document |
