Majhmatik Oikonomikc Anlushc

Kstac Roumanic 1/4/2006

Perieqmena
1 Aristopohsh 7

1.1 1.2

1.3

1.4

1.5

1.6 1.7

Eisagwg sth majhmatik aristopohsh . . . . . . . . . . . . . Aristopohsh sunartsewn mac metablhtc qwrc periorismoc 1.2.1 Kurtthta kai olik akrtata . . . . . . . . . . . . . . 1.2.2 Diaforsimec sunartseic mac metablhtc -Sunoyzontac Aristopohsh sunartsewn polln metablhtn qwrc periorismoc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.3.1 Sunjkec deterhc txewc me pollc metablhtc . . . . 1.3.2 Jetik kai arnhtik orismnec mtrec . . . . . . . . . . 1.3.3 Kurtc kai kolec sunartseic polln metablhtn . . . Aristopohsh me periorismoc . . . . . . . . . . . . . . . . . . 1.4.1 Do paradegmata . . . . . . . . . . . . . . . . . . . . . 1.4.2 Aristopohsh me periorismoc: Genik diatpwsh tou problmatoc . . . . . . . . . . . . . . . . . . . . . . . . Aristopohsh me isotikoc periorismoc . . . . . . . . . . . . . 1.5.1 Treic ermhneec twn sunjhkn prthc txewc . . . . . . 1.5.2 H mjodoc twn pollaplasiastn Lagrange . . . . . . . H mjodoc Lagrange-Giat douleei? . . . . . . . . . . . . . . . Sunjkec deterhc txhc gia aristopohsh up isotikoc periorismoc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
me anisotikoc periorismoc

7 8 10 13 13 15 17 19 20 20 23 23 25 28 29 31
33

Aristopohsh

2.1 2.2 2.3 2.4 2.5 2.6 2.7

Eisagwg sto majhmatik programmatism . . . . . . . . . . . Megistopohsh sunrthshc miac metablhtc . . . . . . . . . . . Meriko topologiko orismo . . . . . . . . . . . . . . . . . . . Jewrmata Diaqwrismo . . . . . . . . . . . . . . . . . . . . . Aristopohsh kai anisotiko periorismo. To Jerhma twn Kuhn Tucker . . . . . . . . . . . . . . . . . . . . . . . . . . Pardeigma: katanom prwn . . . . . . . . . . . . . . . . . . . Pardeigma: megistopohsh me polloc anisotikoc periorismoc

33 34 36 39 44 49 52

PERIEQOMENA

Sugkritik

statik

57

3.1 3.2 3.3

Eisagwg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . EnvelopeTheorem . . . . . . . . . . . . . . . . . . . . . . . . . ImplicitFunctionTheorem(Jerhma Peplegmnwn Sunartsewn) 3.3.1 Peplegmnec sunartseic . . . . . . . . . . . . . . . . . 3.3.2 ImplicitFuctionTheorem(Jerhma Peplegmnwn Sunartsewn) . . . . . . . . . . . . . . . . . . . . . . .
Exisseic

57 57 65 65 65
71

Diaforikc

4.1 4.2 4.3

4.4 4.5

Eisagwg . . . . . . . . . . . . . . . . . . . . . . . . . . . . Poiotik anlush . . . . . . . . . . . . . . . . . . . . . . . . Sustmata Diaforikn Exissewn . . . . . . . . . . . . . . 4.3.1 Eisagwg . . . . . . . . . . . . . . . . . . . . . . . . 4.3.2 Diagwnopohsh . . . . . . . . . . . . . . . . . . . . . 4.3.3 Grammik sustmata diaforikn exissewn. . . . . . Dunamik sumperifor grammikn susthmtwn Diaforikn Exissewn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . D.E. deutrac txewc kai sustmata D.E. . . . . . . . . . .

. . . . . .

71 72 74 74 76 77

. 82 . 84

Katlogoc Sqhmtwn
1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 1.10 1.11 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 2.10 2.11 2.12 2.13 2.14 Stsima shmea . . . . . . . . . . . . . . . . . . . Topik kai olik akrtata . . . . . . . . . . . . . Akrtata . . . . . . . . . . . . . . . . . . . . . . Akrtata . . . . . . . . . . . . . . . . . . . . . . Efaptmeno eppedo sto mgisto miac sunrthshc. Sagmatik shmeo. . . . . . . . . . . . . . . . . . . {Efaptmeno eppedo} se sagmatik shmeo. . . . Shmeo epafc. . . . . . . . . . . . . . . . . . . . Isouyec kamplec. . . . . . . . . . . . . . . . . . Isouyec kamplec kai dinusma gradient. . . . . . Gradient kai shmeo epafc sto mgisto. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 10 11 12 14 14 16 26 27 28 31 35 37 37 38 39 40 41 41 41 42 46 46 50

Sunrthsh miac metablhtc. . . . . . . . . . . . . . . . . . . Kurt snola. . . . . . . . . . . . . . . . . . . . . . . . . . . Mh kurt snola. . . . . . . . . . . . . . . . . . . . . . . . . Anoiqtc sfarec do kai trin diastsewn. . . . . . . . . . Anoiqt snolo. . . . . . . . . . . . . . . . . . . . . . . . . . Upereppeda ston disdistato qro. . . . . . . . . . . . . . . Diaqwrismc do diakritn sunlwn ap upereppedo. . . . . Jerhma 2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . Kurtthta kai diaqwrismc . . . . . . . . . . . . . . . . . . . Jerhma 2.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . Sagmatik shmeo thc Lagrangian. . . . . . . . . . . . . . . . Knoc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 , 2 wc sunartseic tou x. . . . . . . . . . . . . . . . . . . Lsh tou problmatoc megistopohshc up anisotikoc periorismoc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.15 Lsh tou problmatoc megistopohshc up anisotikoc periorismoc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.1

. 52 . 54

To Valuefunction wc sunrthsh twn exwgenn paramtrwn. . . 58

KATALOGOS

SQHMATWN

3.2 3.3 3.4 3.5 3.6 4.1 4.2 4.3 4.4 4.5 4.6 4.7

EnvelopeTheorem. . . . . . . . . . . . . . . . . . . . . . . . . 60 H f (x) gia a = 1 kai gia timc kont sto a = 1. . . . . . . . . 64 ImplicitFunctionTheorem. . . . . . . . . . . . . . . . . . . . . 67 ImplicitFunctionTheorem. Mporon pntote oi lseic na grafon wc sunrthsh twn paramtrwn? . . . . . . . . . . . . . . . . . 68 ImplicitFunctionTheorem. Pardeigma. . . . . . . . . . . . . . 69 Pedo kateujnsewn. . . . . . . Digramma fshc. . . . . . . . . Eustajc isorropa. . . . . . . Eustajc, mh kuklik isorropa. Eustajc, kuklik isorropa. . Astajc, mh kuklik isorropa. Astajc, kuklik isorropa. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73 73 75 83 86 86 87

Keflaio 1 Aristopohsh
1.1 Eisagwg sth majhmatik aristopohsh

Ta paradegmata kai oi efarmogc thc majhmatikc aristopohshc enai anarjmhta. Tso se jewrhtik so kai se praktik eppedo h anlush thc oikonomikc sumperiforc propojtei kpoia gnsh teqnikn majhmatikc aristopohshc. Gia pardeigma mia etaira pou zht na megistopoisei ta krdh thc. H nac katanalwtc antimtwpoc me diaforetik {kaljia} agajn epilgei ekeno pou megistopoie thn aplaush pou lambnei ap thn katanlwsh touc. H mia anexrthth arq pou epiblpei paradegmatoc qrin th rpansh tou peribllontoc, epilgei eppeda epiqorhgsewn gia tic epiqeirseic pou lambnoun antirrupantik mtra kai prostmwn gia tic etairec pou rupanoun ste na elaqistopoisei ta eppeda peribantollogikc mlunshc. H majhmatik aristopohsh enai na majhmatik ergaleo pou ja qrhsimopoisete suqntata kai so megalterh jewrhtik kai praktik exoikewsh apoktsete maz thc, tso pio ekolh ja enai h katanhsh pljouc zhthmtwn me ta opoa ja brejete antimtwpoi sthn oikonomik anlush. Ja xeqwrsoume do eidn problmata megistopohshc (ap ed kai sto exc ja gnetai lgoc kurwc gia megistopohsh ennontac geniktera th majhmatik aristopohsh, afo enai profanc ti elaqistopohsh enai isodnamh me thn megistopohsh tou antijtou). Sugkekrimna ap th skopi tou arijmo twn metablhtn miac sunrthshc h megistopohsh diakrnetai se: 1. Megistopohsh sunartsewn mac metablhtc. 2. Megistopohsh pleiometablhtn sunartsewn. Oson afor ton arijm kai to edoc twn periorismn sta problmata megistopohshc, diakrnoume: 1. Megistopohsh qwrc periorismoc.

Aristopohsh

2. Megistopohsh me isotikoc periorismoc. 3. Megistopohsh me anisotikoc periorismoc. Se kpoia problmata megistopohshc den uprqoun periorismo stic epilogc pou mpore na gnoun. Gia pardeigma mia etaira mpore na epilxei opoiadpote tim gia to pron thc. To na qresei na ekatommrio gia na kaf swc na mhn enai h pio endedeigmnh strathgik gia na megistopoisei ta krdh thc, wstso mpore an jlei na qresei poia tim krnei skpimh qwrc periorism. Antijtwc nac ergazmenoc epilgei psec rec uperwrac ja doulyei autn to mna, all profanc uprqei na mgisto wrn (24 rec thn hmra) to opoo de mpore na xeperaste (anisotikc periorismc). Tloc mia etaira pou qei analbei mia meglh paraggela hlektronikn upologistn mpore na yqnei trpouc na meisei to kstoc thc, all ja prpei to telik pron thc na enai so me to yoc pou thc zhtetai sto sumblaio pou upgraye.

1.2

Aristopohsh sunartsewn mac metablhtc qwrc periorismoc

Sthn megistopohsh qwrc periorismoc zhtome tic timc twn metablhtn miac sunrthshc pou megistopoion thn tim thc sunrthshc. Ja arqsoume me pragmatikc sunartseic mac metablhtc, thn aplosterh perptwsh aristopohshc. Kritrio gia to an mia sunrthsh parousizei mgisto se kpoio shmeo x, enai h sumperifor twn paraggwn thc. Estw mia diaforsimh sunrthsh f : R R. Lme ti to x R enai stsimo krsimo shmeo thc f an f (x) = 0. Otan f (x) = 0, h efaptmenh sto grfhma thc f (x) enai orizntia. Parnontac to anptugma Taylor gia [0, 1]: 1 f (y ) = f (x) + (y x)f (x) + [y (y x)]2 f (x) 2 1 = f (x) + [y (y x)]2 f (x) 2

(1.1)

afo f (x) = 0. Anloga me to prshmo thc deterhc paraggou sto shmeo x sumperanoume ta exc: An f (x) < 0, tte gia y arket kont sto x qoume f (y ) < f (x). Kai epomnwc to shmeo x enai topik mgisto. An f (x) > 0, tte gia y arket kont sto x qoume f (y ) > f (x). Kai epomnwc to shmeo x enai topik elqisto.

1.2

Aristopohsh

sunartsewn

mac

metablhtc

qwrc

periorismoc

An f (x) = 0, tte prpei na koitxoume touc rouc trthc kai megalterhc txewc sto anptugma kat Taylor. En f (x) = 0, qoume shmeo kampc. Paradegmata stasmwn shmewn parousizontai sto sqma 1.1

Sqma 1.1: Stsima shmea

Topik

kai

Olik

akrtata

Diakrnoume tic exc periptseic: Lme ti mia sunrthsh f (x) parousizei topik mgisto (elqisto) sto shmeo x0 an uprqei > 0 ttoio ste gia kje x : |x x0 | < , petai ti f (x) f (x0 ) (f (x) f (x0 )). Lme ti mia sunrthsh f (x) : R R parousizei olik mgisto (elqisto) sto shmeo x0 , an f (x) f (x0 ) (f (x) f (x0 )), gia kje x R ( sto pedo orismo thc an aut den enai to R). Se pollc periptseic mia sunrthsh parousizei parapnw ap na topik akrtata. Gia pardeigma sto sqma 1.2 ta shmea x0 kai x1 enai topik mgista thc sunrthshc f . Mporome na sungoume ta exc: Ena olik mgisto (elqisto) enai kai topik mgisto (elqisto) An mia sunrthsh den qei nw frgma, tte den qei aparathta mgisto (gia pardeigma h f (x) = x). An mia sunrthsh qei na akribc stsimo shmeo kai se aut to shmeo parousizei topik mgisto, tte aut enai kai olik mgisto. An h f enai do forc paragwgsimh kai f (x0 ) = 0,f (x0 ) < 0, tte to shmeo x0 enai topik mgisto (qi mwc kai kat angkhn olik).

10

Aristopohsh

f(x)

x0

x1

Sqma 1.2: Topik kai olik akrtata Gia thn eresh twn topikn akrottwn diaforsimwn sunartsewn miac metablhtc upologzoume ta shmea sta opoa h prth pargwgoc mhdenzetai gia na brome ta stsima shmea kai sth sunqeia thn tim thc deterhc paraggou sta sta shmea aut.
Pardeigma 1.1.
Na brejon ta topik akrtata thc sunrthshc

f (x) =

x4 4

5 3 x 3

x2 2

5x 1

Upologzoume thn prth pargwgo gia na brome ta stsima shmea: f (x) = x3 + 5x2 x 5 = (x 1)(x + 1)(x + 5) Ta stsima shmea enai x = 1, 1, 5. H deterh pargwgoc enai: f (x) = 3x2 + 10x 1 kai ra f (1) = 13, f (1) = 8, f (5) = 24. Epomnwc sta x = 5, 1 parousizei topik elqista kai sto x = 1 topik mgisto. Gia na brome poio ap ta do topik elqista enai olik elqisto, upologzoume thn tim 55 thc sunrthshc sta do stsima shmea: f (5) = 487 kai f (1) = 12 . Ara 12 sto shmeo x = 5 h sunrthsh parousizei olik elqisto, pwc fanetai kai sto sqma 1.3.

1.2.1
Orismc

Kurtthta kai olik akrtata

1.1.
H sunrthsh

(0, 1)

, qoume

f (x) : R R f (x + (1 )y ) f (x) + (1 )f (y )
enai kurt

en .

gia

x, y R

kai

1.2

Aristopohsh

sunartsewn

mac

metablhtc

qwrc

periorismoc

11

Sqma 1.3: Akrtata

Jerhma
En

1.1.

'Estw

mia

para gw gsimh sto

sunrthsh , tte h

sto

disthma

(a, b)

h sunrthsh

enai axousa

(a, b)

enai kurt.

Apdeixh.

Dialgoume x < y me x, y (a, b) kai stw z = y + (1 )x gia (0, 1). Jloume na dexoume ti f (z ) f (y ) + (1 )f (x) isodnama: (1 )[f (z ) f (x)] [f (y ) f (z )]. Ap to Jerhma mshc timc, uprqoun shmea c (x, z ) kai d (z, y ) ttoia ste: f (z ) f (x) = f (c)(z x) f (y ) f (z ) = f (d)(y z ) Afo h f enai axousa kai afo (1 )(z x) = (y z ), petai ti (1 )[f (z ) f (x)] = (1 )f (c)(z x) f (d)(y z ) = [f (y ) f (x)], to opoo enai kai to zhtomeno. Kat> analogan mia sunrthsh f (x) : R R enai kolh en gia x, y R kai (0, 1), qoume f (x + (1 )y ) f (x) + (1 )f (y ). Epshc en h prth pargwgc thc enai fjnousa, tte h sunrthsh f enai kolh. Tra, stw ti mia sunrthsh f qei panto arnhtik (jetik) deterh pargwgo. Tte h f enai kolh (kurt). Se autn thn perptwsh opoiodpote stsimo shmeo thc f enai mgisto (elqisto). Aut mpore ekola na deiqje

12

Aristopohsh

wc exc: Parnontac to anptugma kat Taylor grw ap to shmeo x0 gia to opoo isqei f (x0 ) = 0, qoume: 1 (1.2) f (x) = f (x0 ) + (x x0 )f (x0 ) + (x x0 )2 f (x0 + (1 )x) 2 pou 0 < < 1, gia opoiodpote x. Tte afo f (x0 + (1 )x) < 0, qoume f (x) < f (x0 ). Epomnwc an xroume ti mia sunrthsh enai kolh, arke na upologsoume to stsimo shmeo thc gia na brome olik mgisto. Gia na dome me ti moizei mia kolh sunrthsh parathrome ti ap to anptugma Taylor, gia kje shmeo x, x0 ) prokptei ti: f (x) f (x0 ) + (x x0 )f (x0 ) H efaptomnh thc sunrthshc sto shmeo x0 dnetai ap thn exswsh y = f (x0 ) + (x x0 )f (x0 ). Ara gia kje shmeo x0 to grfhma thc sunrthshc brsketai ktw ap thn efaptomnh thc se opoiodpote shmeo. Antstoiqa, gia mia kurt sunrthsh, h efaptomnh brsketai ktw ap to grfhma thc sunrthshc (bl. sqma 1.4).

Sqma 1.4: Akrtata

Pardeigma 1.2.
. Exetste wc proc thn kurtthta thn sunrthsh

f (x) =

lnx

sto

(1, +)

1 Parnontac th deterh pargwgo thc sunrthshc, qoume: f (x) = x 2 < 0. Epomnwc h sunrthsh f (x) = lnx enai kolh. 2
Pardeigma 1.3.
Exetste thn kurtthta thc sunrthshc

f (x) = xex

H deterh pargwgoc thc sunrthshc enai: f (x) = 2ex + xex . Gia x < 2 h deterh pargwgoc enai arnhtik en gia x > 2 enai jetik. Epomnwc h sunrthsh den enai kolh ote kurt. 2

1.3

Aristopohsh

sunartsewn

polln

metablhtn qwrc

periorismoc

13

1.2.2

Diaforsimec sunartseic mac metablhtc -Sunoyzontac

H sunjkh prthc txewc f (x) = 0 enai anagkaa sunjkh gia parxh topiko akrtatou. Gia na prosdiorsoume to edoc tou akrtatou meletome to prshmo thc deterhc paraggou, f . En aut enai arnhtik, qoume topik mgisto. En enai jetik qoume elqisto. Ena olik akrtato enai kai topik akrtato. Ena topik akrtato den enai kat angkhn kai olik. Gia tic kolec (kurtc) sunartseic arke na brome na stsimo shmeo gia na sumpernoume pwc aut enai olik mgisto (elqisto).

1.3

Aristopohsh sunartsewn polln metablhtn qwrc periorismoc

Pollc forc qreizetai na megistopoisoume sunartseic polln metablhtn. Gia pardeigma mia etaira pou pargei poll pronta mpore na jlei megistopoisei to krdoc thc wc sunrthsh tou youc twn prontwn pou pargei: max (x1 , x2 , ...xn ) = f (x1 , x2 , ...xn )
x1 ,x2

Qreizetai na genikesoume thn prohgomenh anlush gia thn perptwsh polln metablhtn. Estw ma sunrthsh f : Rn R. Ena shmeo (x1 , ..., xn ) enai stsimo shmeo an oi prtec pargwgoi thc sunrthshc se aut to shmeo mhdenzontai: f (x1 , ...xn ) = 0 xi gia i = 1, ...n. Me lla lgia to dinusma twn timn twn merikn paraggwn sta stsima shmea enai mhdn. Epomnwc to efaptmeno eppedo sto krsimo shmeo qei mhdenik klsh. Sto sqma 1.5 blpoume to efaptmeno eppedo sth sunrthsh f (x, y ) = (x a)2 (y b)2 sto shmeo (a, b).
Pardeigma 1.4.
Exetste pc sumperifrontai oi paraktw sunartseic

sta stsima shmea touc:

f (x, y ) = 1 x2 y 2 ,

g (x, y ) = x2 + y 2 ,

h(x, y ) = x2 y 2 .

14

Aristopohsh

Sqma 1.5: Efaptmeno eppedo sto mgisto miac sunrthshc. Eqoume: f f = 2x = 2y, x y g g = 2x = 2y, x y h h = 2x = 2y (1.3) x y

epomnwc gia lec to shmeo x = y = 0 apotele stsimo shmeo. Oi sunartseic f kai g (h g enai ousiastik h antjeth thc f ) apeikonzontai sto sqma 1.5. H sunrthsh f parousizei mgisto sto (0, 0), en h g pou qei to dio grfhma antestrammno parousizei elqisto sto dio shmeo.

Sqma 1.6: Sagmatik shmeo. Me th sunrthsh h ta prgmata enai lgo pio polploka. Sto sqma 1.6, blpoume to grfhma thc sunrthshc f . An proume mia tom thc sunrthshc kjeta proc ton xona twn y (an dhlad jewrsoume ti y = 0), qoume h(x, 0) = x2 , to opoo auxnei so apomakrunmaste ap to mhdn. Ap thn llh pleur, an kratsoume to x stajer sto mhdn, tte h(0, y ) = y 2 to opoo fjnei so apomakrunmaste ap to mhdn. Aut onomzetai sagmatik shmeo kai sto shmeo aut, parlo pou oi prtec pargwgoi mhdenzontai, den parousizetai ote topik mgisto, ote topik elqisto (sq. 1.6). Gia

1.3

Aristopohsh

sunartsewn

polln

metablhtn qwrc

periorismoc

15

na prosdiorsoume kat pson na stsimo shmeo enai topik akrtato se mia sunrthsh polln metablhtn, qreizetai, pwc kai me tic sunartseic miac metablhtc na exetsoume tic sunjkec deterhc txewc.

1.3.1

Sunjkec deterhc txewc me pollc metablhtc

Kat analogan proc thn perptwsh monometablhtn sunartsewn ac proume to anptugma Taylor gia mia dimetablht sunrthsh f sto stsimo shmeo (x0 , y0 ). f (x, y ) f f (x0 , y0 ) + (y y0 ) (x0 , y0 ) x y 2 1 f 2f + [(x x0 )2 2 (x0 , y0 )+2(x x0 )(y y0 ) (x0 , y0 ) 2 x xy 2f +(y y0 )2 2 (x0 , y0 )] y f (x0 , y0 ) + (x x0 )

(1.4)

Epomnwc an to shmeo (x0 , y0 ) enai stsimo shmeo, ja qoume: f (x0 , y0 ) = 0 kai epomnwc, y

f (x0 , y0 ) x

f (x, y ) f (x0 ,y0 ) = 1 2f 2f 2f + (y y0 )2 2 (x x0 )2 2 + 2(x x0 )(y y0 ) 2 x xy y pou lec oi deterec pargwgoi upologzontai sto shmeo (x0 , y0 ). Se morf pinkwn h parapnw exswsh gnetai: 1 x x0 f (x, y ) f (x0 , y0 ) = 2 y y0
T 2f x2 2f yx 2f xy 2f y 2

x x0 y y0

(1.5)

pou o 2 2 pnakac enai to Hessian matrix (dhlad o pnakac twn deutrwn paraggwn). Mporome qondrik na xeqwrsoume treic periptseic krsimwn shmewn: 1. Topik mgisto, pou f (x, y ) f (x0 , y0 ) gia kje (x, y ) kont sto shmeo (x0 , y0 ). 2. Topik mgisto, pou f (x, y ) f (x0 , y0 ) gia kje (x, y ) kont sto shmeo (x0 , y0 ). 3. Sagmatik shmeo pou qoume kpoiec timc thc f (x, y ) gia tic opoec f (x, y ) < f (x0 , y0 ) kai llec gia tic opoec f (x, y ) > f (x0 , y0 ).

16

Aristopohsh

Kat analogan proc thn perptwsh miac metablhtc, oi deteroi pargwgoi (dhlad to Hessian matrix) prosdiorzei poia ap tic treic parapnw periptseic isqei gia na stsimo shmeo. Estw x x0 Q(x, y ) y y0 Tte h (1.5) gnetai: 1 f (x, y ) f (x0 , y0 ) = Q(x x0 , y y0 ) 2 kai epomnwc, 1. An Q(x, y ) < 0 gia kje (x, y ) = (0, 0) tte to shmeo x0 , y0 apotele topik mgisto. H epifneia thc sunrthshc brsketai ktw ap to efaptmeno eppedo sthn perioq grw ap to shmeo x0 , y0 . 2. An Q(x, y ) > 0 gia kje (x, y ) = (0, 0) tte to shmeo x0 , y0 apotele topik elqisto. H epifneia thc sunrthshc brsketai pnw ap to efaptmeno eppedo sthn perioq grw ap to shmeo x0 , y0 . 3. An gia kpoia shmea x, y isqei Q(x, y ) > 0 en gia lla isqei Q(x, y ) < 0 tte qoume sagmatik shmeo. H epifneia thc sunrthshc sthn perioq grw ap to shmeo x0 , y0 brsketai se lla shmea ktw kai se lla shmea pnw ap to eppedo pou orzetai ap ta diansmata twn efaptomnwn thc sunrthshc sto shmeo x0 , y0 (blpe sqma 1.7).
T 2f x2 2f yx 2f xy 2f y 2

x x0 y y0

Sqma 1.7: {Efaptmeno eppedo} se sagmatik shmeo. Epomnwc to prblhma thc melthc twn topikn akrottwn miac sunrthshc aplousteetai kai gia ton prosdiorism tou topiko akrtatou arke h melth tou prosmou thc sunrthshc Q sto stsimo shmeo.

1.3

Aristopohsh

sunartsewn

polln

metablhtn qwrc

periorismoc

17

Sth genikterh perptwsh miac polumetablhtc sunrthshc f (x1 , ...xn ), gia na exetsoume an na shmeo (x1 , ...xn ) enai topik akrtato thc sunrthshc exetzoume to prshmo thc sunrthshc Q(x1 , ...xn ), pou: 2f T x2 1 x1 x1 2 f x2 x1 . . Q(x1 , ...xn )= . . . . xn xn 2
2f x1 x2 2f x2 2

... ...

2f x1 xn 2 f x1 x2 xn

. . .

f xn x1

...

2f x2 n

x x n n

x1 . . .

1.3.2
Orismc

Jetik kai arnhtik orismnec mtrec

1.2.
'Estw mia mtra

Ann = [aij ] v T Av

kai

na

mh

mhdenik

dinusma

v1 v= vn
. . .

tetra gwnik

morf

lgetai

jetik

(arnhtik)

orismnh

en qoume

v T Av > 0(< 0)

H tetra gwnik morf

v T Av

lgetai jetik (arn-

htik) hmiorismnh en qoume O pnakac

v Av 0( 0)
O pnakac

enai jetik (arnhtik) orismnoc en h tetra gwnik morf

v T Av

enai jetik (arnhtik) orismnh. ismnoc en h tetra gwnik morf

enai jetik (arnhtik) hmior-

v Av

enai jetik (arnhtik) hmiorismnh.

Orzoume tic exc diakrnousec: a11 a1,2 . . . a1k a21 . . . a 2k Dk = . . . . . . ak1 . . . akk kai aii aij . . . aik aji ajj . . . ajk k = . D . . . . . aki . . . akk pou (i, j, ..., k ) enai mia opoiadpote metjesh k akerawn.
Jerhma
ta exc:

1.2.

'Estw

mia

tetra gwnik

morf

Q(v ) = v T Av

Tte

isqoun

Q(v ) = v T Av 0, ..., Dn > 0

.

enai

jetik

orismnh

an

kai

mnon

an

D1 > 0, D2 >

18

Aristopohsh

ii iii iv

Q(v ) = v T Av 0, ..., (1)n Dn > 0

H H

enai arnhtik orismnh an kai mnon an (an dhlad ta prshma twn

D1 < 0, D2 > 1 0, D 2 D 1 D

Dk

enallssontai).

Q(v ) = v T Av n 0 0, ..., D
.

enai jetik hmiorismnh an kai mnon an

Q(v ) = v T Av 2 0, ..., (1)n D n 0 0, D

enai

arnhtik .

hmiorismnh

an

kai

mnon

an

Ap ta parapnw prokptei ti exetzontac tic Dk tou pnaka deutrwn paraggwn (Hessian) mporome na apofanjome an na krsimo shmeo enai akrtato kai t edouc akrtato. Gia na brome loipn ta akrtata miac sunrthshc polln metablhtn ergazmaste wc exc: 1. Brskoume ta stsima shmea exisnontac tic prtec paraggouc me to mhdn: f f f = = =0 x1 xi xn 2. Paragwgzoume deterh for gia na upologsoume th mtra deutrwn paraggwn (Hessian matrix) sto krsimo shmeo: 2 2f f . . . 2 x1 xn 1 x . . . 2f 2f ... xn x1 x2
n

3. An to Hessian matrix enai arnhtik orismno, tte qoume topik mgisto. An enai jetik orismno, qoume topik elqisto. An den enai ote to na ote to llo, qoume sagmatik shmeo.
Pardeigma 1.5.
Brete ta stsima shmea thc sunrthshc:

f (x, y ) = 1 + 4x x2 8y + 2y 2 + xy Exisnoume tic prtec paraggouc me to mhdn: f = 0 y 2x = 4 x f = 0 4y + x = 8 y

8 20 To ssthma qei lsh to shmeo (x, y ) = ( 9 , 9 . Gia na dome en to stsimo shmeo apotele akrtato, upologzoume tic deterec paraggouc: 2f x2

= 2

2f xy

2f yx

=1

2f y 2

=4

1.3

Aristopohsh

sunartsewn

polln

metablhtn qwrc

periorismoc

19

Epomnwc h mtra deutrwn paraggwn sto stsimo shmeo enai: 2 1 1 4 thc opoac h diakrnousa enai:D1 = 2 < 0, D2 = 9 < 0. Kai epomnwc to 8 20 , 9 ) enai sagmatik shmeo.2 shmeo ( 9
Pardeigma 1.6.
Brete to stsimo shmeo thc sunrthshc

f (x, y ) = x +

2ey e e

2y

kai epibebaiste ti

enai mgisto.

Oi prtec pargwgoi mc dnoun tic exisseic: f = 1 ex = 0 x f = 2e 2e2y = 0 y me lsh (x, y ) = (0, 1 ). H Hessian enai: 2 ex 0 1 0 2y = 0 4e 0 4e D1 = 1 < 0 kai D2 = 4e > 0 kai epomnwc to shmeo enai mgisto.2

1.3.3

Kurtc kai kolec sunartseic polln metablhtn

H genkeush thc monometablhtc sunrthshc sthn perptwsh sunartsewn polln metablhtn qei wc exc: Mia sunrthsh enai austhrc kolh en h mtra deutrwn paraggwn (Hessian) enai arnhtik orismnh se la ta shmea. Mia sunrthsh enai austhrc kurt en h mtra deutrwn paraggwn (Hessian) enai jetik orismnh se la ta shmea. petai ti an mia sunrthsh enai kolh tte opoiodpote stsimo shmeo thc enai mgisto en an enai kurt, opoiodpote stsimo shmeo thc enai elqisto.

20

Aristopohsh

1.4

Aristopohsh me periorismoc

Sthn oikonomik epistmh kalomaste suqn na analsoume katastseic stic opoec oi oikonomiko drntec apofaszoun th drsh touc me gnmona thn aristopohsh kpoiou megjouc, qi telewc elejeroi all ktw ap orismnouc periorismoc. Akoloujon do paradegmata msa ap ta opoa gnetai pio xekjarh h angkh qrhsimopohshc mejdwn aristopohshc up periorismoc.

1.4.1
1. H

Do paradegmata
tou katanalwt

epilog

Estw ti nac katanalwtc katanalnei posthta x1 kotpoulo gro kai posthta x2 mprac. O groc kostzei e1 an monda kai h mpra e2 an monda. O katanalwtc qei sth dijes tou e20 gia na xodyei se gro kai mpra. Afo de mpore na xodyei perisstero ap e20 sunolik, to x1 kai to x2 prpei na ikanopoion ton eisodhmatik tou periorism: x1 + 2x2 20 Epshc oi posthtec pou katanalnei prpei na enai mh-arnhtikc, dhlad x1 0 kai x2 0. Epomnwc to snolo twn efiktn epilogn tou enai to trgwno pou perikleetai ap ton xona x1 , ton xona x2 kai to eujgrammo tmma pou orzetai ap ta shmea: x1 = 20 kai x2 = 10. Estw ti oi protimseic auto tou katanalwt gia ta dunat zeugria grou-mprac anaparistntai ap thn exc sunrthsh qrhsimthtac: u(x1 , x2 ) = lnx1 + lnx2 (1.6)

O katanalwtc epilgei posthtec grou/mprac pou megistopoion thn euqarsths tou, ra posthtec pou megistopoion th sunrthsh u(x1 , x2 ). To prblhma megistopohshc mpore na grafe wc exc: max
x1 ,x2

lnx1 + lnx2

s.t. x1 + 2x2 20, x1 0, x2 0

Aut shmanei {megistopohse th sunrthsh lnx1 + lnx2 epilgontac x1 , x2 up ton periorism ti ta x1 , x2 ikanopoion tic sunjkec: x1 + 2x2 20, x1 0, x2 0}. Aut to prblhma megistopohshc enai diaforetikc fsewc ap ta problmata pou exetsame parapnw, pou mporosame na epilxoume opoiadpote tim twn metablhtn qwrc periorismoc. Gia thn eplus tou uprqoun eidikc teqnikc pou ja exetsoume paraktw. Gia thn ra mporome na dome

1.4

Aristopohsh

me

periorismoc

21

pou mporome na ftsoume qrhsimopointac apl ergalea diaforiko logismo. Wc afethra qrhsimopoiome thn idiatera shmantik paratrhsh ti nac katanalwtc pou megistopoie th sunrthsh qrhsimthtc tou ja exantlsei lo to eisdhm tou, dhlad kai ta e20. Aut mpore na deiqje wc exc: Estw ti den xodeei lo tou to eisdhma; H euqarsthsh pou lambnei mpore na auxhje xodeontac lgo perisstero ap to eisdhm tou gia na agorsei perisstero gro perissterh mpra. Ara an den xodeei lo tou to eisdhma, de megistopoie thn euqarsths tou kai epomnwc ote th sunrthsh qrhsimthtac. Epomnwc mporome na exetsoume mno ta zegh (x1 , x2 ) gia ta opoa lo to eisdhm tou qrhsimopoietai allic: 1 x1 + 2x2 = 20 x2 = 10 x1 2 Ara h sunrthsh qrhsimthtac mpore na grafe san sunrthsh mac metablhtc mno: 1 u = lnx1 + ln 10 x1 2 Aut enai sunrthsh thc metablhtc x1 mno. Omwc uprqoun periorismo gia to x1 : akma ki an lo to eisdhma qrhsimopoihje gia agor grou, de mporon na agoraston perisstero ap 20 mondec. Epiplon, de mporon na agoraston arnhtkc mondec grou. Ja proqwrsoume sthn eplush tou problmatoc elpzontac ti h posthta grou pou megistopoie th sunrthsh qrhsimthta pragmatik ikanopoie thn anisthta: 0 x1 20. Apl diaforopohsh mac dnei: 1 1 du = =0 dx1 x1 20 x1 epomnwc x1 = 10. Mporome na elgxoume ti prkeitai pragmatik gia mgisto upologzontac th deterh pargwgo: d2 u 1 1 = 2 <0 2 dx1 x1 (20 x1 )2 H posthta mprac pou ja katanalwje enai ekolo na upologiste: x2 = 1 10 2 10 = 5. Mporsame na lsoume na prblhma aristopohshc me periorismoc qrhsimopointac teqnikc aristopohshc mac metablhtc. Ja dome paraktw ti uprqoun pio genikc teqnikc pou mporome na qrhsimopoisoume gia eplush problhmtwn auto tou edouc (H teqnik pollaplasiastn Lagrange kai to jerhma twn Kuhn-Tucker).

22

Aristopohsh

2.

'Ena

prblhma

ap

th

jewra

paragwgo

Ena ergostsio pargei do agaj. H tim kai twn do enai e1 an monda. Gia thn paragwg touc qrhsimopoietai ergasa kai keflaio. To ergostsio diajtei 1 monda ergasac kai 1 monda kefalaou gia thn paragwg twn do agajn. Estw ti posthtec li kai ki ergasac kai kefalaou antistoqwc pargoun yi posthta agajo i, pou, y1 = l1 1/2 k1 1/2 y2 = l2 3/4 k2 1/4

O paragwgc apofaszei thn posthta twn suntelestn paragwgc (ergasackefalaou) pou ja katanemei sthn paragwg twn do agajn gia na megistopoisei to eisdhm tou. To prblhma megistopohshc pou lnei enai:
l1 ,l2 ,k1 ,k2

max

l1 1/2 k1 1/2 + l2 3/4 k2 1/4 s.t. l1 + l2 1, k1 + k2 1, l1 , l2 , k1 , k2 0

To epiqerhma pou qrhsimopoisame kai sto prohgomeno pardeigma upagoreei ti oi suntelestc paragwgc ja qrhsimopoiontai plrwc kai epomnwc l2 = 1 l1 k2 = 1 k1 H sunrthsh pou megistopoietai enai: = l1 1/2 k1 1/2 + (1 l1 )3/4 (1 k1 )1/4 s.t. 0 l1 1, 0 k1 1

Opwc kai sto prohgomeno pardeigma, tpote den mac exasfalzei ek twn protrwn ti oi timc pou ja prokyoun megistopointac aut to prblhma ja ikanopoion touc periorismoc. Proqwrome wstso akjektoi kai ja elegxoume an oi periorismo ikanopoiontai ek twn ustrwn. Oi anagkaec sunjkec gia thn parxh megstou qwrc periorismoc enai: = =0 l1 k1 l1 k1 2 l1 k1
1/2

= 3
1/2

1 l1 1 k1 1 l1 1 k1

1/4

(1.7)
3/4

(1.8)

Pollaplasizontac thn (1.7) me th (1.8) kai uynontac sto tetrgwno parnoume: 1 l1 16 = 1 k1 9 (1.9)

1.5

Aristopohsh

me

isotikoc periorismoc

23

Ap thn (1.8) kai thn (1.9) parnoume l1 16 = k1 27 Lnontac to ssthma (1.9) kai (1.10) lambnoume l1 = opoo kai apotele th lsh tou problmatoc.1
8 18

(1.10) kai k1 =
21 , 32

to

1.4.2

Aristopohsh me periorismoc: Genik diatpwsh tou problmatoc

Ta problmata aristopohshc me periorismoc apotelontai ap ta exc genik qarakthristik: 1. Enac arijmc n {elejerwn} pragmatikn metablhtn, to yoc twn opown kajorzoume gia na epitqoume th megistopohsh thc sunrthshc. Se rouc dianusmtwn sumbolzontai me to grmma x, pou x = (x1 , ..., xn ). 2. Periorismo pou aforon stic elejerec metablhtc x. Gia pardeigma oi to kalji pou epilgei nac katanalwtc de mpore na kostzei perisstero ap to eisdhm tou. An X enai to uposnolo tou Rn pou dnei ta shmea ekena tou Rn pou ikanopoion touc periorismoc allic tic efiktc epilogc pou mporon na gnoun, to x pou epilgoume prpei na ankei sto X . Otan den uprqoun periorismo sunepgetai ti X = Rn , dhlad opoiodpote x enai efikt. To snolo X merikc forc orzetai ap mia seir sunjhkn, pwc ti h katanlwsh prpei na enai jetik kai na mhn xepernei to eisdhma klp. 3. H proc aristopohsh sunrthsh f : X R h opoa sto risto shmeo lambnei th mgisth ( elqisth) tim thc.

1.5

Aristopohsh me isotikoc periorismoc

Sthn aristopohsh me isotikoc periorismoc, to snolo X orzetai ap mia seir isottwn. To prblhma megistopohshc tte qei thn exc morf: maxx f (x) g (x) = 0

s.t.
1

24

Aristopohsh

pou to g (x) enai na dinusma me k to kje stoiqeo tou opoou antistoiqe se nan isotik periorism: g1 (x) = 0 . . g (x) = . gk (x) = 0 to x enai na dinusma distashc n me tic elejerec metablhtc pou enai up ton legq mac kai f : Rn R enai h proc megistopohsh sunrthsh. Ed oi periorismo enai isotiko pou shmanei ti desmeumaste na epilxoume x gia touc opoouc isqoun oi isthtec g (x) = 0. Gia pardeigma nac katanalwtc pou prpei na epilxei metax n agajn antimetwpzei to exc prblhma:
x1 ,...,xn

max u(x1 , ..., xn ) s.t. p1 x1 + ... + pn xn = px = I

(1.11)

pou xi enai to agaj i me tim pi kai I to eisdhma tou katanalwt. Ed o isotikc periorismc enai: g (x) = p1 x1 + ... + pn xn I = 0. Na epishmnoume ti h diatpwsh aut tou problmatoc den enai arket genik, ote idanik gia thn perigraf tou problmatoc pou antimetwpzei nac katanalwtc gia do toulqiston lgouc. Katarqn periorzoume ton katanalwt na xodyei lo tou to eisdhma. Epiplon agnoome to gegonc ti oi posthtec twn agajn pou ja epilegon prpei na enai mh arnhtikc. Mia pio swst diatpwsh tou problmatoc tou katanalwt ja tan:
x1 ,...,xn

max u(x1 , ..., xn ) s.t. px I,

x0

(1.12)

H anlush se aut to mroc ja perioriste se problmata pou perigrfontai ap thn (1.11) diti problmata san to (1.12) apaiton pio genik prosggish kai ta ergalea pou ja anaptxoume se aut to mroc den enai arket gia na lsoun problmata me anisotikoc periorismoc. Parlo pou h morf (1.12) perigrfei me pol pio akrib trpo to prblhma megistopohshc pou antimetwpzei nac katanalwtc, wstso kai h morf (1.11) enai qrsimh gia thn anlush meglou mrouc problhmtwn megistopohshc. An gia pardeigma h sunrthsh qrhsimthtac enc katanalwt enai austhrc axousa, an dhlad den uprqei topik koresmc (local non-satiation), ja perimnoume pwc exhgjhke kai parapnw na exantle to eisdhm sthn katanlwsh afo mnon tsi ja epitugqnei th megistopohsh thc euqarsthshc pou lambnei ap thn katanlwsh twn agajn. Oson afor sth mh parxh periorismn pou upoqrenoun tic posthtec na enai mh arnhtikc, aut epshc se pollc periptseic den apotele sobar prblhma, efson to mgisto epitugqnetai se mh arnhtikc perioqc twn metablhtn x.

1.5

Aristopohsh

me

isotikoc periorismoc

25

1.5.1

Treic ermhneec twn sunjhkn prthc txewc

Ac dome pli to prblhma thc epilogc pou antimetwpzei o katanalwtc: max lnx1 + lnx2 s.t. x1 + 2x2 = 20
x1 ,x2

Uprqoun arketo trpoi ermhneac tou parapnw problmatoc: 1.

Antikatstash metablhtn qrhsimopointac touc periorismoc.

Aut enai h mjodoc pou qrhsimopoisame prohgoumnwc. Qrhsimopoiome ton periorism gia na apaleyoume ton nan ap touc agnstouc kai megistopoiome mia isodnamh me thn prth, sunrthsh miac metablhtc: 1 lnx1 + ln 10 x1 2 H sunjkh prthc txewc enai: 1 1 =0 x1 20 x1 pou mac dnei to risto shmeo: x1 = 10,x2 = 5. To prblhma me aut th mjodo enai ti den enai pnta dunatn ote na epilsoume nan periorism wc proc nan gnwsto ote pnta uprqoun arketo periorismo ste na exaleifjon arketo gnwstoi kai na katalxoume mno me na. 2.
Diamesolbhsh (Arbitrage)

Autc enai nac enallaktikc trpoc antimetpishc thc sunjkhc prthc txhc. Estw ti o katanalwtc katanalnei posthtec x1 kai x2 twn do agajn. Kai ac upojsoume ti o katanalwtc knei mikrc diorjseic x1 kai x2 stic posthtec twn do agajn. H qrhsimtht tou ja auxhje, ja paramenei dia ja meiwje? Gia na suneqsei na ikanopoietai o eisodhmatikc periorismc ja prpei na ikanopoietai h exc sunjkh: x1 + 2x2 = 0 dhlad h sunolik axa thc allagc sthn katanlwsh twn do agajn prpei na enai mhdn. An uxi sumbolzei thn merik pargwgo wc proc th metablht i, tte h sunolik metabol sth sunrthsh qrhsimthtac gia mikrc allagc ja enai: u = ux1 x1 + ux2 x2 = 1 1 x1 + x2 x1 x2

26

Aristopohsh

Ap ta parapnw prokptei ti: u = Sto mgisto ja prpei 1 1 x1 2x2 =0 1 1 x1 2x2 x1

diti allic ja mporosame na auxsoume to u allzontac to x1 : An 1 1 2x > 0, auxnontac to x1 ja mporosame na paradegmatoc qrin x 1 2 auxsoume to u kai epomnwc de ja eqame mgisto. Antikajistntac to x2 ap ton periorism parnoume: 1 1 =0 x1 20 x1 h opoa enai h sunjkh sthn opoa katalxame kai prohgoumnwc. 3.
Shmeo epafc

Mporome na dexoume to mgisto shmeo grafik sto sqma 1.8. H kamplh adiaforac pou pern ap to mgisto efptetai ston eisodhmatik periorism.
x2

x2*

u(x1*,x2*)
x1*

x1

Sqma 1.8: Shmeo epafc. Ac exetsoume pwc mporome na ekfrsoume aut th sunjkh algebrik. To dinusma
u x1 u x2

1 x1 1 x2

lgetai gradient thc sunrthshc u. T akribc enai aut to dinusma?

1.5

Aristopohsh

me

isotikoc periorismoc

27

Sto sqma 1.9 blpoume tic isouyec kamplec thc sunrthshc, pwc probllontai sto eppedo twn (x1 , x2 ) ap thn trisdistath epifneia thc sunrthshc. Oi isouyec kamplec sto eppedo (x1 , x2 ) fanontai kajar sto sqma 1.10. Tra to dinusma gradient enai kjeto sthn efaptomnh se kje shmeo thc kamplhc. Aut sumbanei diti tan h merik pargwgoc thc sunrthshc wc proc th metablht ac pome x1 enai meglh se sqsh me th merik pargwgo wc proc th metablht x2 , tte qreizetai meglh posthta x2 gia na antistajmiste mia mewsh sthn posthta x1 . Dhlad to x2 enai meglo se sqsh me to x1 an jloume na menoume sthn dia isoy kamplh. Aut sumbanei sthn perioq pou to x1 enai lgo se sqsh me to x2 . Dhlad eke pou h efaptomnh qei mikr klsh. Otan dhlad h efaptomnh qei mikr klsh to dinusma qei meglh, enai dhlad kjeto sthn efaptomnh thc kamplhc adiaforac.
lnx1+lnx2 x1

x2

Sqma 1.9: Isouyec kamplec.

Otan loipn lme ti o periorismc efptetai sthn kamplh adiaforac ennoome ti to dinusma gradient enai kjeto ston eisodhmatik periorism afo o eisodhmatikc periorismc qei thn dia klsh me thn 2 kamplh adiaforac. Tra to dinusma brsketai pnw ston 1 2 eisodhmatik periorism kai epomnwc prpei ta diansmata kai 1

28

Aristopohsh

1 x1 1 x2

na enai kjeta me lla lgia 2 1 1 1 1/x1 =2 1 =0 1/x2 x1 x2

all aut enai h sunjkh sthn opoa katalxame kai parapnw.

Sqma 1.10: Isouyec kamplec kai dinusma gradient. Blpoume ti uprqoun pollo diaforetiko trpoi na exetsoume to dio prblhma megistopohshc kai loi katalgoun stic diec sunjkec prthc txhc gia megistopohsh up periorism. Sth sunqeia ja exetsoume mia genik mjodo gia eplush problhmtwn megistopohshc up periorismoc, th mjodo twn pollaplasiastn Lagrange h opoa lnei pol geniktera problmata me meglo arijm isotikn periorismn.

1.5.2

H mjodoc twn pollaplasiastn Lagrange

H mjodoc aut enai pol apl. Ac epanljoume sto prblhma megistopohshc up isotikoc periorismoc: max f (x) s.t. g (x) = c
x

pou to x enai na dinusma distashc n kai ta g (x), c enai diansmata distashc m. Gia na qrhsimopoisoume th mjodo tou Lagrange, orzoume mia sunrthsh, th Lagrangian wc exc: L(x, ) = f (x) + [g (x) c]

1.6

mjodoc

Lagrange

-Giat

douleei?

29

pou to enai na dinusma distashc m ( = 1 2 . . . i . . . m ) apotelomeno ap m pragmatikoc arijmoc i pou apokalontai pollaplasiastc Lagrange. To Jerhma tou Lagrange lei ti anagkaa sunjkh gia mgisto up periorism enai lec oi merikc pargwgoi thc Lagrangian na isontai me to mhdn: L xi L L = 0, Lj =0 xi j

gia i = 1, . . . , n, j = 1, . . . , m. Ap autc tic sunjkec lambnoume n + m exisseic kai oi pollaplasiastc se sunduasm me tic metablhtc suniston m + n agnstouc. Ousiastik h paraggish wc proc touc suntelestc mac dnei touc isotikoc periorismoc: Llj = gj (x) cj = 0
Pardeigma 1.7.
Ac epistryoume sto gnwst pardei gma:

max lnx1 + lnx2 s.t. x1 + 2x2 = 20

x1 ,x2

Ja to lsoume me th mjodo Lagrange: L(x1 , x2 , ) = lnx1 + lnx2 + [x1 + 2x2 20] brskoume tic prtec paraggouc kai tic exisnoume me to mhdn: 1 =0 x1 1 2 = 0 L x2 = x2 L = x1 + 2x2 20 = 0 L x1 = (1.13) ap tic opoec qoume: x1 =
1

x2 =

1 2

kai eisgontac ta parapnw ston periorism parnoume = 1/10, x1 = 10, x2 = 5.2

1.6

H mjodoc Lagrange-Giat douleei?

Gia thn kalterh katanhsh thc mejdou Lagrange h pio endedeigmnh mjodoc enai h topologik prosggish pou parajtoume argtera. Proc to parn

30

Aristopohsh

gia na proume mia ida tou giat h mjodoc douleei ja qrhsimopoisoume th mjodo thc diamesolbhshc pou dexame kai nwrtera. Estw na prblhma megistopohshc sunrthshc do metablhtn up nan isotik periorism: max f (x1 , x2 ) s.t. g (x1 , x2 ) = c
x1 ,x2

Sqhmatzoume th sunrthsh Lagrange: L(x1 , x2 , ) = f (x1 , x2 ) + [c g (x1 , x2 )] ap tic sunjkec prthc txhc lambnoume: Lx1 = f x1 gx1 = 0 fx1 = gx1 Lx2 = f x2 gx2 = 0 fx2 = gx2 L = c g (x1 , x2 ) = 0 (1.14) (1.15)

Tra ac dome pc h proc megistopohsh sunrthsh metablletai an auxomeisoume tic metablhtc x1 kai x2 kat x1 kai x2 antistoqwc, kat ttoio trpo ste o periorismc na suneqsei na ikanopoietai, dhlad g = gx1 x1 + gx2 x2 = 0 H proc megistopohsin sunrthsh ja metablhje kat: f = fx1 x1 + fx2 x2 (1.17) (1.16)

Opwc kai prin ap tic (1.16) kai (1.17) mporome na apaleyoume to x2 kai parnoume: gx f = fx1 fx2 1 x1 gx2 Opwc kai prohgoumnwc ja prpei sto mgisto: fx1 fx2 gx1 =0 gx2 (1.18)

diti an aut de sumbanei ja mporosame na auxsoume thn tim thc f auxomeinontac to x1 katllhla (kai fusik auxomeinontac kai to x2 katalllwc ste o periorismc na ikanopoietai). Mporome na xanagryoume thn (1.18) wc exc: fx1 fx = 2 = gx1 gx2 to opoo enai oi sunjkec pou mac dnei kai h mjodoc Lagrange stic exisseic (1.14) kai (1.15).

1.7

Sunjkec

deterhc

txhc

gia

aristopohsh

up

isotikoc periorismoc

31

gradient f

K
gradient g

f(x)=

g(x)=
Sqma 1.11: Gradient kai shmeo epafc sto mgisto. Prin klesoume aut th tmma tou kefalaou ac prospajsoume na dome pc metafrzontai autc oi sunjkec grafik, qrhsimopointac to dinusma gradient gia to opoo gine lgoc prin. H sunjkh aristopohshc upagoreei ti oi sunartseic f kai g efptontai sto shmeo K sto sqma 1.11. Aut shmanei ti sto shmeo K ta diansmata gradient twn do sunartsewn enai kjeta sthn koin efaptomnh twn do sunartsewn algebrik ti fx1 g = x1 fx2 gx2 Anloga me to prshmo tou ta do diansmata ja qoun koin for (an jetik) , pwc sto sqma 1.11 antjeth (an arnhtik). Ta do diansmata den enai sa, aplc enai kai ta do kjeta sthn koin efaptomnh kai ra qoun koin katejunsh. Ja enai sa mno an to enai so me th monda.

1.7

Sunjkec deterhc txhc gia aristopohsh up isotikoc periorismoc

Kajc wc aut to shmeo, oi shmeiseic autc qrhsimeoun kurwc wc upenjmish lhc pou qei kalufje se proptuqiak eppedo, de ja probome se plrh extash twn ikann sunjhkn gia lsh tou problmatoc aristopohshc

32

Aristopohsh

me periorismoc. Sthn extash tou problmatoc aristopohshc qwrc periorismoc edame ti an mia sunrthsh enai kolh, tte oi sunjkec prthc txhc enai ikanc kai anagkaec gia parxh megstou (kai mlista oliko). Kat analoga, an enai kurt tte to stsimo shmeo enai elqisto. Enai elogo na anarwthjome an kti anlogo sumbanei kai sthn perptwsh aristopohshc me periorismoc. Ja anafroume kti anlogo ed qwrc na dsoume apdeixh ote genkeush. Gia pio leptomer prosggish, apeujunjete se sqedn opoiodpote egqeirdio metaptuqiako epipdou gia majhmatik oikonomik (p.q. Takayama [10], de la Fuente [4]).
Prtash 1.1.
An mia sunrthsh tte to prblhma:

enai austhrc kolh kai oi sunartseic

enai kurtc,

max f (x) s.t. g (x) = c

x
qei monadik lsh. Epiplon oi sunjkec prthc txhc dnoun th lsh tou

problmatoc kai

qoun monadik lsh.

H parapnw prtash enai qrsimh an analogistome ti se pollc periptseic oi upojseic thc ikanopoiontai, pwc p.q. sthn perptwsh tou problmatoc tou katanalwt tan h sunrthsh qrhsimthtac enai kolh: max u(x) s.t. px = I
x

Mporome loipn na lsoume to parapnw prblhma xrontac ti oi sunjkec prthc txewc qoun monadik lsh pou enai kai h lsh tou problmatoc.

Keflaio 2 Aristopohsh me anisotikoc periorismoc

2.1 Eisagwg sto majhmatik programmatism

Me ton ro majhmatikc programmatismc mh grammikc programmatismc ennoome th melth kai eplush problhmtwn beltistopohshc up anisotikoc periorismoc. Sugkekrimna, ja epikentrwjome sth melth twn lsewn tou exc problmatoc:

maxx f (x) s.t. g1 (x) 0 . . . gm (x) 0 pou oi sunartseic gi (x) enai en gnei mh grammikc, pragmatikc sunartseic. Oi periorismo ed enai anisotiko kai epomnwc de mporome na paragwgsoume th sunrthsh L = f (x) g (x) kai na exissoume tic paraggouc thc me to mhdn, pwc ja kname sthn perptwsh isotikn periorismn. Estw mia lsh tou parapnw sustmatoc, x . Up orismnec propojseic, pou ja exetsoume sthn porea auto tou kefalaou, prokptei mia anagkaa sunjkh pou ikanopoietai ap th lsh x kai enai gnwst wc Quasisaddle-point condition (QSP). H sunjkh QSP qarakthrzei th lsh x kai jumzei th lsh tou problmatoc megistopohshc up isotikoc periorismoc: QSP :fx (x ) + gx (x ) = 0 (2.1)

34

Aristopohsh

me

anisotikoc periorismoc

g (x ) 0 g (x ) = 0

C.S.

(CS)

H (CS) enai gnwst wc Complementary Slackness kai ousiastik lei ti ete o periorismc ja enai desmeutikc sto bltisto shmeo (g (x ) = 0), ete o pollaplasiastc ja mhdenzetai. Gia na gnei pio katanoht h (QSP), mporome na xeqwrsoume do periptseic: 1. O periorismc den enai desmeutikc, dhlad g (x ) > 0. Tte ap thn (CS) petai ti = 0. All se autn thn perptwsh qoume fx (x ) = 0 pou enai h sunjkh gia megistopohsh qwrc periorismoc. 2. O periorismc enai desmeutikc, g (x ) = 0. Tte fx (x ) + gx (x ) = 0, pou enai h perptwsh twn pollaplasiastn Lagrange. H mnh diafor enai ti sthn perptwsh anisotikn periorismn, o pollaplasiastc enai pnta jetikc, en sthn perptwsh twn pollaplasiastn Lagrange mpore na parnei kai arnhtikc timc. Ac dome mwc pc douleei h parapnw sunjkh sthn perptwsh megistopohshc sunrthshc miac metablhtc up periorism.

2.2

Megistopohsh sunrthshc miac metablhtc

Estw ti jloume na megistopoisoume mia sunrthsh miac metablhtc up nan anisotik periorism. Aut to prblhma ja mac epitryei na katalboume lgo kaltera to geniktero prblhma megistopohshc sunartsewn polln metablhtn up anisotikoc periorismoc. Jewrome mia sunrthsh f : R R kai to exc prblhma megistopohshc: max f (x) s.t. x
x

(2.2)

Ac upojsoume epshc ti h sunrthsh f enai kolh. Tte h f qei to pol na stsimo shmeo x (to opoo enai kai topik mgisto), sto opoo f (x) = 0. Aut to opoo qei shmasa tan lnoume thn (2.2) enai an to stsimo shmeo thc f ikanopoie ton periorism qi. Uprqoun do pijanc periptseic pou fanontai sto sqma 2.1 1. x a. to stsimo shmeo thc f brsketai sta dexi tou a ( ja mporose na enai to a). To shmeo x enai h lsh sto prblhma (2.2). Sthn perptwsh

2.2

Megistopohsh

sunrthshc

miac

metablhtc

35

^_ ) Case I (x>a

^ ) Case II (x<a

a x ^

^ x

Sqma 2.1: Sunrthsh miac metablhtc. pou to stsimo shmeo brsketai dexi tou a, lme ti o periorismc den enai desmeutikc. Parlo pou o periorismc mac anagkzei na epilxoume x megaltero tou a, den ja jlame na epilxoume kpoio x < a akma ki an o periorismc paue na uprqei. 2. x < a. To stsimo shmeo thc f brsketai sta arister tou a. Afo prpei na epilxoume na shmeo x > a > x , prpei na epilxoume na shmeo sto fjnon mroc thc sunrthshc f . Epomnwc h lsh sto prblhma (2.2) enai to x = a. Se autn thn perptwsh lme ti o periorismc an mporosame na epilxoume na x mikrtero ap to a, h sunrthsh f ja lmbane megalterh tim. Wstso de mporome giat desmeumaste ap ton periorism. Parathrste ti sthn perptwsh aut h f enai fjnousa sto risto shmeo: f (a) = 0.
desmeei:

Brkame loipn anagkaec sunjkec pou prpei na ikanopoiontai sto mgisto. Ma ek twn do sunjhkn ja prpei na ikanopoietai: o periorismc den enai desmeutikc: f (x) = 0, x a
ete ete

o periorismc ja enai desmeutikc: f (x) < 0, x=a

Oi do parapnw sunjkec grfontai wc exc: f (x) x a 0 C.S. : (x a)f (x) = 0

Pc mwc mporome na ekfrsoume tic sunjkec (QSP) se rouc thc Lagrangian? Ac sqhmatsoume th Lagrangian: L = f (x) + (x a)

36

Aristopohsh

me

anisotikoc periorismoc

= 0. kai ac jsoume thn prth pargwg thc c proc x sh me to mhdn: L x Tte sthn prth perptwsh ja prpei na isqei: f (x) = 0 =0 g (x) > 0

en sth deterh perptwsh ja prpei na isqei f (x) = 0 >0 g (x) = 0

Oi do periptseic mporon na grafon wc: L =0 x 0 g (x) a C.S. : (x a)f (x) = 0

pou enai akribc h sunjkh (CS). Sth sunqeia, ja exetsoume pc prokptei h sunjkh QSP. Ja proseggsoume thn apdeixh twn Jewrhmtwn twn Kuhn-Tucker kai Arrow-HurwiczUzawa pou odhgon sth sunjkh QSP, ap mia pio gewmetrik/topologik skopi. Algebrikc apodexeic tou jewrmatoc twn Kuhn-Tucker ddontai ap ta perisstera egqeirdia majhmatikn (gia pardeigma [4], [6]). Oi topologikc apodexeic uperteron diaisjhtik kai prosfroun pio kal katanhsh twn anagkawn sunjhkn gia megistopohsh up periorismoc kai twn mejdwn twn Lagrange kai Kuhn-Tucker. Oi apodexeic pou ja dsoume de ja enai austhrc. Arketc apodexeic paralepontai. Gia mia plrh kjesh thc topologikc prosggishc bl. Takayama [10]. Basikc topologikc nnoiec brskontai ston Berge [1].

2.3

Meriko topologiko orismo

Snolo:
Mia sullog antikeimnwn opoioudpote edouc (Sum-

Orismc 2.1.

bolz oume me kefalaa latinik), p.q.

A = {a, b, ...}

Lme ti to snolo A enai uposnolo tou sunlou B (sumbolzoume A B ), an gia kje stoiqeo a A, petai ti a B .
Orismc 2.2.
stoi qea.

Ken snolo

(Sumbolz oume

):

'Ena snolo pou den periqei

2.3

Meriko

topologiko

orismo

37

Orismc 2.3.
do stoi qea sto A. To

Kurt snolo.
me

'Ena snolo

a, b

a, b A

, to stoi qeo

lgetai kurtc sunduasmc

A c = a + (1 )b, 0 1 convex combination a, b

( ) twn

enai kurt an gia opoiadpote , ankei .

Shmewsh: To c brsketai metax twn a, b. To sqma 2.2 parousizei paradegmata kurtn sunlwn. Sto sqma 2.3 blpoume mh kurt snola. Blpoume ti uprqoun kurto sunduasmo stoiqewn touc pou den ankoun sta arqik snola.
c

Sqma 2.2: Kurt snola.

c a c a b a B c b

c a b

Sqma 2.3: Mh kurt snola.

Metrik:

Orismc
toi qewn

2.4.

Mia

nnoia

mtrhshc na

thc

apstashc

metax

s-

enc

sunlou.

Pio

austhr,

stw

snolo

Mia

sunrthsh

d : A A R+
.

enai metrik en:

i d(x, y ) 0 x, y X X. ii d(x, y ) = 0 x = y
.

38

Aristopohsh

me

anisotikoc periorismoc

iii d(x, y ) = d(y, x)

.

iv d(x, y ) + d(y, z ) d(x, z )

.

Gia to skop tou parntoc mac arke h Eukledeioc metrik: d(x, y ) = (x1 y1 )2 + ... + (xn yn )2 , pou n h distash tou Eukledeiou qrou (bl. amswc paraktw) ston opoon ankei to snolo.
Orismc 2.5.
na

Metrikc qroc:

'Ena snolo

kai mia metrik

apotelon

metrik qro

(X, d)

Orismc

2.6.

Anoiqt sfara:

'Estw

nac

metrikc

qroc

r>0
ap

Anoiqt sfara kntrou toi

to snolo twn stoiqewn tou

r,

x kai aktnac r (sumbolzoume X pou h apstas touc ap to x enai mikrterh (Br (x) = {y X : d(y, x) < r })

(X, d) Br (x)) enai

kai

Dhlad mia anoiqt sfara stic do diastseic se nan Eukledeio qro enai nac kuklikc dskoc aktnac r grw ap to shmeo x en stic treic diastseic enai to eswterik miac sfarac aktnac r grw ap to shmeo x (bl. sqma 2.4).

r x

r x

Sqma 2.4: Anoiqtc sfarec do kai trin diastsewn.

Orismc 2.7.
shmeo Anoi qt snolo: , uprqei 'Ena snolo sfara

tou

anoi qt

AX Br (x) A

enai anoi qt an gia kje

Sto sqma 2.5 apeikonzetai to anoiqt snolo A.

Orismc 2.8.
qro Sumplrwma: To sumplrwma enc sunlou

se na metrik

(X, d)

enai to snolo

AC = X \ A
sto

dhlad to snolo pou apoteletai ap

ta stoi qea tou

pou den ankoun

Orismc 2.9.
tou (

Kleist snolo: anoi qt.

To snolo

enai kleist an to sumplrwm

) enai

2.4

Jewrmata

Diaqwrismo

39

Br(x)

Sqma 2.5: Anoiqt snolo.

2.4

Jewrmata Diaqwrismo

Ta jewrmata diaqwrismo mac lne ousiastik ti an se na metrik qro do snola den qoun koin stoiqea (an dhlad h tom touc enai to ken snolo), tte, up orismnec propojseic, diaqwrzontai to na ap to llo, dhlad uprqei na mh fragmno snolo pou onomzoume upereppedo pou ta qwrzei (pou paremblletai metax touc).
Orismc 2.10.
to 'Estw

p Rn

kai

enai upereppedo orizmeno ap to dinusma

p < aR p
,

, pou

pT p 1
.

Tte

kai ton pra gmatik arijm

, an

H = {x : px = a, x Rn }

p.q. stw x R2 kai p = (p1 , p2 ). Tte ta (x1 , x2 ) : p1 x1 + p2 x2 = a mac dnoun eujeec grammc pou qwrzoun to R2 sta do:
' Askhsh 2.1.
(Ekolh). Apodexte ti an

x A , xB
ap

do shmea pou ankoun se

na

upereppedo

to

dinusma

pou

orz etai

ta

x A , xB

kai

to

dinusma

enai orjognia.

Do snola A, B diaqwrzontai ap to H an to kajna brsketai se diaforetik pleur tou H . Algebrik aut ekfrzetai wc exc: An A B = , tte uprqei p Rn : gia kje x A kai y B , isqei px py . Profanc parnontac q = p qoume qx qy .
Jerhma 2.1.
'Estw

na

mh

ken,

kleist

kai

kurt

snolo

sto

Rn

kai

x0 /A
1

Tte

isqoun ta

exc:

p 0 p+x p + x ap = |a| p

40

Aristopohsh

me

anisotikoc periorismoc

x2

H
px>a

H p
x1
p1x1+p2x2=a

0<px<a px<0

p1x1+p2x2=0

Sqma 2.6: Upereppeda ston disdistato qro.

1. Uprqei kai shmeo .

aA

ttoio

ste

d(x0 , a) R

d(x0 , x)

gia

kje

xA

d(x0 , a) > 0

2.

Uprqei

p Rn , p = 0, p < px xA p x0 <
gia kje kai

, kai

, ttoia ste:

Dhlad to upereppedo H = {x Rn : px = }, diaqwrzei to x0 kai to A. Gia thn apdeixh tou jewrmatoc bl. Takayama [10]. Ousiastik aut pou lei enai ti gia kje shmeo xw ap na kleist, kurt snolo, uprqei na upereppedo pou paremblletai metax tou shmeou kai tou sunlou. To snolo prpei na enai mh ken kai kurt. H kurtthta enai aparathth diti diaforetik to snolo ja mporose na {perikleei} to shmeo pou brsketai ektc auto kai epomnwc kanna upereppedo de ja mporose na ta diaqwrsei. Aut h perptwsh fanetai xekjara sto sqma 2.9. Se mia ttoia perptwsh poio upereppedo kai na proume na ap do tin ja sumbanei: ete to upereppedo den ja diaqwrzei to snolo ap to shmeo (ja brskontai kai ta do sthn dia pleur tou uperepipdou, ete to upereppedo ja tmnei to snolo. To snolo A den enai angkh na enai kleist. Gia thn akrbeia to Jerhma 2.1 isqei gia opoiodpote mh ken, kurt snolo.

2.4

Jewrmata

Diaqwrismo

41

A px>a

B py<a

px=a

Sqma 2.7: Diaqwrismc do diakritn sunlwn ap upereppedo.

A x0

Sqma 2.8: Jerhma 2.1

Jerhma 2.2.
Tte uprqoun

gia kje

A, B n pR p = 0, p < x A, y B
'Estw me .

do m ken kurt snola sto kai

Rn

me

ttoia

ste

AB = px py

Estw C A + (B ). To C enai to snolo pou prokptei an ajrosoume dianusmatik ta snola A kai B . To C enai kurt wc jroisma kurtn sunlwn(gia apdeixh tou parapnw bl. Berge [1]). Epshc to 0 den ankei sto C . Aut sumbanei diti an to mhdn anke sto C , ja uprqe xi A kai yi B : xi + (yi ) = 0 xi = yi , topo afo ta A, B qoun tom to ken. Afo to mhdn den ankei sto C , ap to Jerhma 2.1 prokptei ti uprqei upereppedo pou to diaqwrzei ap to C , dhlad
Apdeixh.

A x

Sqma 2.9: Kurtthta kai diaqwrismc

42

Aristopohsh

me

anisotikoc periorismoc

p = 0 : pz p0 = 0z C kai epomnwc px py x A, y B allic inf xA px supyB py . Sunepc mporome na epilxoume na ttoio ste py px to opoo enai kai to zhtomeno.

Sqma 2.10: Jerhma 2.2 To Jerhma 2.2 ousiastik genikeei to Jerhma Diaqwrismo 2.1 sthn perptwsh twn kurtn sunlwn. Kai pli h kurtthta enai aparathth, diaforetik ja mporosan do diakrit mh kurt snola na mhn diaqwrzontai ap kanna upereppedo an enai arket {mplegmna} to na me to llo. Aut apeikonzetai sto sqma 2.10. Ed opoiodpote upereppedo ki an proume ja tmnei ta do sqmata. Gia na proume mia ida proc ta pou phganoume ac skeftome ti mac lne ta Jewrmata diaqwrismo. Ousiastik, mac dnoun na dinusma timn p pou diaqwrzei do kurt snola to na ap to llo. Wc na ttoio dinusma ja antimetwpsoume kai touc pollaplasiastc Lagrange. Se t mwc qreizontai ta Jewrmata Diaqwrismo pou mlic anaframe? Mac qreizontai gia na qarakthrsoume tic anagkaec sunjkec aristopohshc up periorismoc. Proc to parn ac jusisoume lgo thn akrbeia gia na kerdsoume se diasjhsh: To zhtomeno enai na brome anagkaec sunjkec gia na megistopoisoume th sunrthsh f (x), pou to x enai to dinusma twn metablhtn mac up touc periorismoc g (x) 0. Estw mia lsh tou parapnw problmatoc, x . Afo to x megistopoie thn f , ta exc ja isqoun: f ( x) f (x) g (x) 0 0

tte mwc, qontr milntac, ta snola f ( x) f (x) kai gi (x) diaqwrzontai ap to mhdn, mlista gia kpoio jetik dinusma p to opoo mporome prwra na to onomsoume dinusma twn pollaplasiastn Lagrange. Etsi mporome, qtzontac pnw sta Jewrmata Diaqwrismo na brome sunjkec pou ja

2.4

Jewrmata

Diaqwrismo

43

qarakthrzoun tic lseic tou pio pnw sustmatoc. Akma mwc apqoume arket ap aut to shmeo.
Jerhma 2.3.
'Estw

na kurt snolo sto orismo to

Rn

kai

f1 , . . . , fm

pra gmatikc

kolec sunartseic me

pedo

En to ssthma:

fi (x) > 0, i = 1, ..., m

den epidqetai lsh sto

tte

uprqoun

suntelestc

gia

ste

0, i = 1, . . . , m x A m i=1 pi = 1
la ta .

, kai me toul qiston na . Epiplon

pi > 0
na

, ttoioi ste:

mporome

{kanonikopoisoume}

p1 , . . . , p m pi m 0 i=1 pi fi (x) pi
me ta , tsi

To Jerhma aut ousiastik mac lei ti an na ssthma anissewn fi (x) > 0 den epidqetai lsh, tte to ssthma aut {diaqwrzetai} ap to mhdn. Afo den uprqei x gia to opoo lec oi sunartseic na parnoun jetikc timc, tte aut to snolo fi (x) ja diaqwrzetai ap to R+ . Orzoume Zx {z1 , . . . , zm Rm : zi < fi (x), i = 1, 2, . . . , m} kai parnoume Z = xA Zx . Dhlad gia kje shmeo (z1 , z2 , . . . , zm ) tou Z , uprqei kpoio x ttoio ste oi timc pou parnoun oi fi (x) enai megalterec ap ta z1 , z2 , . . . , zm . Ap thn kataskeu tou to Z den periqei thn arq twn axnwn, afo an thn periqei tte uprqei x : 0 < fi (x), prgma antjeto proc tic upojseic tou jewrmatoc. Mporome ekola na diapistsoume ti to Z enai kurt: Estw do shmea tou Z , ta z 1 , z 2
Apdeixh.

zi1 + (1 )zi2 < fi (x1 ) + (1 )f (x2 )

fi [x1 + (1 )x2 ]

opte to shmeo z 1 +(1 )z 2 ankei sto Z . Eqoume loipn na kurt snolo (to Z ) kai na shmeo ektc auto. Ara uprqei na dinusma p ttoio ste p z p 0 = 0

gia kje z Z . Afo gia kje xi to zi den enai fragmno ap ktw, petai ti p 0 kai ra gia p p , qoume p z 0 gia la ta z Z . Afo to z mpore na grafe wc zi = fi (x) i gia osodpote mikr , tte m m qoume ti m 0. i=1 pi fi (x) i=1 pi i kai ra i=1 pi fi (x) Tloc, mporome na diairsoume ta pi me p1 + p2 + . . . + pm gia na proume m i=1 pi = 1. Tra mporome epitlouc na efarmsoume to parapnw jerhma se mia sunrthsh up megistopohsh me anisotikoc periorismoc.

44

Aristopohsh

me

anisotikoc periorismoc

2.5

Aristopohsh kai anisotiko periorismo. To Jerhma twn Kuhn Tucker

f, g1 , . . . , fm Rn A g (x) 0
tou , . .

To paraktw enai to Jerhma twn Kuhn-Tucker kai Uzawa.

Jerhma 2.4. 'Estw
sto touc kurt uposnolo pra gmatikc, kolec sunartseic orismnec 'Estw ti to

megistopoie

periorismoc

Tte

uprqoun

suntelestc

f (x) p 0 , p 1 , . . . , p m
thn

up

pou den mhdenz ontai taut qrona,

ttoioi

ste:

p 0 f (x) + p 1 g1 (x) + . . . + p m gm (x)

se sumbolism dianusmtwn

p 0 f ( x)

p 0 f (x) + p g (x)
pou

p 0 f ( x)

(2.3)

p = ( p1 , . . . , p m )

kai to

g1 (x)
. . .

g (x) = gm (x)
Epiplon

p g ( x) = 0

Apdeixh.

To prto skloc tou jewrmatoc prokptei amswc ap to Jerhma 2.3 an parathrsoume ti afo to x megistopoie thn f , isqei ti to ssthma: g (x) > 0 f (x) f ( x) > 0

den qei lsh. Epomnwc uprqoun p 0 , p 1 , . . . , p m ttoia ste

m

p 0 [f (x) f ( x)] +
j =1

p j gj (x)

(2.4)

gia kje x A. Gia na dexoume ti p g (x) = 0, arke na parathrsoume ti afo h (2.4) isqei gia la ta x, ja isqei kai gia x kai ra p g ( x) 0. Omwc afo p 0 kai g (x) 0, petai ti p g ( x) 0 kai epomnwc p g ( x) = 0. Parathrome ti oi sunjkec pou mac dnei to parapnw Jerhma arqzoun na jumzoun arket tic sunjkec (QSP), mno pou akma den qoume prei merikc paraggouc. Gia na plhsisoume lgo perisstero tic sunjkec (QSP) ac parathrsoume ti:

2.5

Aristopohsh

kai

anisotiko periorismo.

To

Jerhma

twn

Kuhn Tucker
tte

45

Lmma
qoume

2.1.

An .

uprqei

sto

ttoio

ste

gi ( x) > 0, i = 1, . . . , m

p 0 > 0
p i . p 0

Mporome na orsoume th

sunrthsh:

L(x, ) = f (x) + g (x)

pou

(2.5)

Gia thn

L(x, )

isqei

) L(x,
Apdeixh.

) L( x,

L( x, )

(SP)

Estw ti p 0 0. Tte ja prpei p 0 = 0 kai p 0, me toulqiston na p i > 0, i = 1, . . . , m. All tte ap to Jerhma 2.4 prokptei ti p g (x) 0x A kai ra p g ( x) 0. Atopon afo gi (x) > 0 kai toulqiston na p i > 0. Tra, afo g (x) 0 kai f ( x) f (x) x, akolouje ti f (x) + g (x) g ( f ( x) + x)
0

f ( x) + g ( x) 0 kai epomnwc to g (x)

H deterh anisthta prokptei diti g ( qei elqisto sto shmeo x) = 0. Etsi dexame ti h (SP) isqei.

0, gi (x)

Prin proqwrsoume ac exetsoume t akribc mac lei h (SP). Mac lei ti tan mia kolh sunrthsh f qei mgisto up mia seir kolwn periorismn g , an gia kpoio toulqiston x A oi periorismo isqoun austhr me anisthta, tte h sunrthsh L qei sagmatik shmeo. Blpoume dhlad ti ), h sunrthsh L qei elqisto wc proc tic metablhtc kai sto shmeo ( x, mgisto wc proc tic metablhtc x. Omwc h sunrthsh L den enai llh ap th sunrthsh Lagrangian h opoa apeikonzetai sto sqma 2.11. All afo to ) apotele sagmatik shmeo thc Lagrangian, tte ja perimnoume shmeo ( x, ti oi pargwgo thc sto shmeo aut ja mhdenzontai. Aut akribc enai h anagkaa sunjkh sthn opoa katalxame tan megistopoiosame sunartseic up isotikoc periorismoc. H topologik/gewmetrik prosggish me lla lgia mac dnei mia pol kal diaisjhtik ermhnea giat qrhsimopoiome th mjodo twn pollaplasiastn Lagrange tan megistopoiome sunartseic up periorismoc. Bebawc akma den qoume genikesei aut to jerhma. Proc to parn upojtoume afenc ti oi sunartseic f, g enai kolec kai afetrou ti se na toulqiston shmeo, loi oi periorismo isqoun me austhr anisthta. Prin dome pc kai pso mporome na qalarsoume tic upojseic tou Jewrmatoc 2.4, ja dexoume ti an h L qei sagmatik shmeo, tte upoqrewtik h f megistopoietai up touc periorismoc g . Aut enai pol isqur Jerhma diti den baszetai se upojseic gia tic f, g . Prin proqwrsoume mwc se aut prpei na dsoume do akma orismoc.

46

Aristopohsh

me

anisotikoc periorismoc

L
^ ^ (x,)

x
Sqma 2.11: Sagmatik shmeo thc Lagrangian.
Orismc 2.11. 'Enac qroc
nrma) kaletai

(X,

(dhlad nac qroc me eukledia metrik

grammikc qroc.

Orismc

2.12.

'Estw me .

na

uposnolo sthn

enc

grammiko axnwn

qrou

K xK

kaletai

knoc

koruf

arq

twn

an

K X 0, a R

. ,

To kai

petai

x K

Sqma 2.12: Knoc. K kurtc x, y K

enai

Orismc
axnwn an

2.13.

knoc

knoc

me

koruf .

sthn

arq

twn

gia opoiadpote

petai ti

x+y K

Lmma 2.2.
shmeo sto

'Estw nac knoc

me koruf sthn arq twn axnwn kai fra gmno ap ktw gia la ta

p
,

na

An

to

px

gia la ta

px xK

enai

xK

tte

Apdeixh.

Afo to p x enai fragmno ap ktw, aut shmanei ti p x a gia kje x K . Kai afo K knoc x K, p x a gia kje 0. Omwc

2.5

Aristopohsh

kai

anisotiko periorismo.

To

Jerhma

twn

Kuhn Tucker

47

aut sunepgetai ti p x kajc dnei p x 0.

gia kje x K, > 0. Parnontac to rio

Kai proqwrme sto epmeno Jerhma pou mac dnei ikanc sunjkec gia thn parxh megstou up periorismoc.
Jerhma 2.5.
na uposnolo 'Estw oi pra gmatikc sunartseic

tou

An

uprqei

shmeo

f, g1 , . . . , gm ( x, )

, orismnec se

ttoio ste

) L(x,
gia kje

) L( x,

L( x, )
, tte

(SP) gi (x) 0

m x A, R+

, pou

L f (x) + g (x) f (x)

( ).

To shmeo

x
.

megistopoie thn

up touc periorismoc

ii

).

g ( x) = 0

) g ( Afo L( x, L( x, ), ja prpei x) g ( x) gia kje kai ra to g ( x) enai fragmno ap ktw. Omwc Rm + kai to m R+ enai kurtc knoc kai epomnwc 0 g ( x) gia kje 0. Sunepc gi ( x) 0, i = 1, . . . , m. Me lla lgia to x ikanopoie touc periorismoc g ( g ( gi (x) 0. Gia = 0, h x) g ( x) sunepgetai ti x) 0. Aut se sunduasm me to ti 0 g ( x) gia kje 0 mac dnei g ( x) = 0. g ( Tra, afo L(x, ) L( x, ), qoume f (x) + g ( x) f ( x) + x) f (x) + g ( x) f ( x). All an iqoun oi periorismo, qoume gi (x) 0 kai afo 0, petai ti f ( x) f (x) 0. Sunepc to x megistopoie thn f (x) up touc periorismoc g (x) 0.
Apdeixh.

Rm +

Ac prosxoume thn isq tou parapnw Jewrmatoc. To mno pou upojtei enai ti oi f, g enai pragmatikc sunartseic. An gia autc tic sunartseic h Lagrangian qei sagmatik shmeo sto x , tte to x megistopoie thn f up touc periorismoc g (x) 0. Eqoume ftsei pol kont sto na mporome na brome anagkaec sunjkec gia up anisotikoc periorismoc aristopohsh miac genikc txewc sunartsewn. Edame ti to na parousizei h L sagmatik shmeo enai pnta ikan sunjkh kai epiplon, an oi g, f enai kolec, enai kai anagkaa. Omwc pc elgqoume an h L ntwc parousizei sagmatik shmeo? Estw ti oi f, g enai diaforsimec wc proc x. Tte
Jerhma 2.6.
Diakrnoume ta exc:

1.

An isqei h

SP

), an dhlad

) L(x,
tte h

) L( x,
kai

L( x, )
. Aut enai kai

sunjkh

gx ( g ( fx ( x) + x) = 0, g ( x) 0 x) = 0 QSP (Quasi-saddle-point condition)

thn

opoa

edame

sthn

arq tou kefalaou.

48

Aristopohsh

me

anisotikoc periorismoc

2.

En epiplon

0, g ( x)

epomnwc to

f, g1 , . . . , gm g ( 0 x) = 0 x
kai

enai kolec kai isqei ti

tte

qei

sa gmatik

gx ( fx ( x) + x) = x
shmeo sto kai

megistopoie thn

up touc periorismoc.

Apdeixh.

) L( ), h L parousizei mgis1. Afo ex upojsewc L(x, x, to wc proc x sto x kai ra Lx ( x, ) = 0 fx ( x) + gx ( x) = 0. Epshc ap to prohgomeno Jerhma prokptei ti g ( x) = 0 kai ra afo L( x, ) L( x, ), ja prpei g ( x) 0 gia 0. Ara g ( x) 0.

) = f (x) + g (x) enai mh arnhtikc grammikc sun2. Afo h L(x, duasmc twn kolwn sunartsewn f, g , ja enai kai aut kolh kai epomnwc opoiodpote stsimo shmeo thc ja enai olik mgisto. Ara ) L( ). To ti L( ) L( L(x, x, x, x, ) prokptei amswc ap to ti g ( x) = 0, g ( x) 0 kai 0.

Ac sunoysoume ti qoume dei wc tra: Eqoume exetsei th sqsh metax trin sunjhkn: Uprqei x sto pedo orismo thc f pou megistopoie thn f up touc periorismoc gi (x) 0.
Sunjkh (M) 'Uparxh megstou:

) sto Rn Rm SP Uprqei ( x, ) ttoio ste h L(x, ) na parousizei sagmatik shmeo, toi L(x, ) L( L( x, x, ) gia la ta x, Rn Rm , pou L(x, ) f (x) + g (x).
Sunjkh ( ) Sagmatik shmeo: Sunjkh (

QSP m ) = 0, g ( R ttoio ste Lx ( x, x)

) Oiwne sagmatik shmeo:

) sto Rn Uprqei ( x, g ( 0, x) = 0.

Mac endiafrei poiec enai oi anagkaec kai ikanc sunjkec gia na isqei h prth sunjkh, toi h parxh megstou up anisotikoc periorismoc . Sugkekrimna qoume:
(M)

1.

An isqei h kai epiplon oi sunartseic f, g enai kolec kai isqei ti gi ( x) > 0, i = 1, . . . , m gia kpoio x , tte isqei h sunjkh (SP). An epiplon oi sunartseic f, g enai diaforsimec, tte isqei kai h sunjkh (QSP)
Ana gkaec sunjkec:

(M)

2.

An isqei h sunjkh (QSP) kai oi sunartseic f, g enai kolec, tte isqei h (SP) kai h (M).
Ikanc sunjkec:

2.6

Pardeigma:

katanom

prwn

49

Blpoume ti (kurwc oi anagkaec) sunjkec enai lgo perioristikc. Gia aut kai ja exetsoume na teleutao Jerhma to opoo mac epitrpei na qrhsimopoiome th sunjkh QSP up enallaktikc, pio eqrhstec sunjkec. To Jerhma aut enai to Jerhma twn Arrow-HurwiczUzawa.
Jerhma
sunjkh

2.7.

An

opoiadpote

ap

tic

paraktw thn

sunjkec

isqei,

tte :

QSP

enai

anagkaa

sunjkh gia

parxh

topiko megstou

(i). Oi sunartseic g (x) enai kurtc. (ii). Oi sunartseic g (x) enai grammikc. g1 g1
x1 x2 gm x2

...

g1 xn

. (iii). O bajmc tou [gx ( x)] = . .

m . . . g xn twn periorismn pou desmeoun sto x , pou o bajmc enc n m pnaka orzetai wc o (mgistoc) arijmc twn grammikc anexrthtwn sthln (/kai seirn) tou.

gm x1

. . . enai soc me ton arijm

2.6

Pardeigma: katanom prwn

Estw ti uprqoun Q > 0 mondec kpoiou ploutoparagwgiko prou tic opoec mporome na moirsoume se do diaforetikc diadikasec paragwgc kai ac jewrsoume ti to xi sumbolzei to pos tou prou pou eisrqetai sthn paragwgik diadikasa i. Ac sumbolsoume me i (xi ) to krdoc pou prokptei ap aut th diadikasa. Upojtoume ti: 1 (x1 ) = 8x1 x2 1 2 2 (x2 ) = 4x2 x2 To sqma 2.13 deqnei tic sunartseic kerdn 1 , 2 . Met ap kpoio shmeo, ta krdh fjnoun kajc oi posthtec megalnoun. Epomnwc ja perimname ti tan uprqei meglh diajesimthta paragwgiko prou, na mroc tou ja paramnei anekmetlleuto. An antijtwc uprqei mikr mno posthta tou X , lo to X ja qrhsimopoihje kai ja prpei na katanemhje anmesa stouc do tomec. Jloume na lsoume to exc prblhma megistopohshc: max 1 (x1 ) + 2 (x2 ) s.t. x1 + x2
x1 ,x2

X, x1

0, x2

isodnama max 1 (x1 ) + 2 (x2 ) s.t. 0

x1 ,x2

X x1 x2 , x1

0, x2

50

Aristopohsh

me

anisotikoc periorismoc

Sqma 2.13: 1 , 2 wc sunartseic tou x. H Lagrangian enai:

2 L(x1 , x2 , , 1 , 2 ) = 8x1 x2 1 + 4x2 x2 + (X x1 x2 ) + 1 x1 + 2 x2

pou enai o pollaplasiastc Lagrange gia ton periorism X x1 x2 0 kai 1 , 2 oi pollaplasiastc Lagrange gia touc periorismoc x1 0 kai x2 0 antstoiqa. Oi sunjkec prthc txhc gia ta x1 , x2 enai: Lx1 = 8 2x1 + 1 = 0 Lx2 = 4 2x2 + 2 = 0 Gia touc suntelestc Lagrange, oi sunjkec prthc txewc enai: L = X x1 x2 L1 = x1 1 L2 = x2 2 0 0 0 0 0 0 C.S. C.S. C.S. (2.8) (2.9) (2.10) (2.6) (2.7)

Gia na epilsoume to prblhma basizmenoi se autc tic sunjkec, qreizetai na exetsoume parametrik kje dunat perptwsh anloga me to an o periorismc x1 + x2 X desmeei qi. 1. O periorismc twn prwn den enai desmeutikc. Dhlad x1 + x2 < X . Ap thn (2.8) prokptei ti = 0. (i) Estw ti oi periorismo x1 , x2 den enai desmeutiko. Tte ap tic (2.9) kai (2.10), petai ti 1 = 2 = 0. Etsi lnontac tic (2.6) kai (2.7), parnoume x1 = 4 kai x2 = 2. Parathrste ti gia na enai o periorismc twn prwn mh desmeutikc, prpei X > x1 + x2 = 6. An aut h sunjkh den isqei, ta parapnw den isqoun.

2.6

Pardeigma:

katanom

prwn

51

(ii) Uprqei perptwsh oi periorismo x1 , x2 0 na enai desmeutiko? Gia na sumbanei aut ja prpei 1 = 0 kai x1 > 0 2 = 0 kai x2 > 0. An x1 = 0, tte h (2.6) sunepgetai ti 1 = 8. All aut den enai dunatn afo 1 0 ap thn (2.9). Me to dio skeptik, odhgomaste ti an x2 = 0, ja prpei 2 = 4. Ara kanna ap ta x1 , x2 de mpore na prei thn tim 0 tan o periorismc twn prwn den enai desmeutikc. 2. O periorismc twn prwn enai desmeutikc. Tte x1 + x2 = X kai > 0. (i) Estw x1 , x2 0. Oi suntelestc Lagrange tte ja mhdenzontai: 1 = 2 = 0. Ap tic (2.6) kai (2.7), lambnoume: 1 1 x2 = 2 x1 = 4 2 2 Eisgontac tic parapnw ston periorism twn prwn lambnoume =6X Afo 0, ja prpei X x1 = 1 + 6. Epomnwc ta x1 , x2 ja enai:

X X x2 = 1 + (2.11) 2 2 Na epishmnoume ti an X < 2, to x2 ja parnei arnhtikc timc kai epomnwc h (2.11) isqei gia 2 X 6. (ii) x1 = 0, x2 = X > 0 2 = 0. Tte ap tic (2.6), (2.7) petai ti = 4 2X 8 + 1 = 0 4 + 2X + 1 = 0 adnaton kai ra den mpore x1 = 0, x2 = X > 0. (iii) x2 = 0 2 0 kai x1 = X 1 = 0. Afo 1 = 0, ap thn (2.6) prokptei = 8 2X . Epshc ap thn (2.7) qoume 2 = 4 = 4 2X . Gia na sumbanei aut ja prpei 0 kai 2 0 kai ra X 2 Ac sunoysoume: 0 2 6 X X X 2 6 x1 = X x1 = 1 + x1 = 4
X 2

x1 = 0 x2 = 1 + x2 = 2

X 2

H parapnw lsh apeikonzetai sto sqma 2.14.

52

Aristopohsh

me

anisotikoc periorismoc

4 3 2 1

x1

x2

10

Sqma 2.14: Lsh tou problmatoc megistopohshc up anisotikoc periorismoc.

2.7

Pardeigma: megistopohsh me polloc anisotikoc periorismoc

Ac proume ma perptwsh megistopohshc me tsseric anisotikoc periorismoc: maxx,y x + 2y s.t. 3x2 + y 2 1 x 8y 1 x, y 0 Sqhmatzoume th Lagrangian L = x + 2y + 1 (1 3x2 y 2 ) + 2 (1 x + 8y ) + 1 x + 2 y kai parnoume sunjkec prthc txewc wc proc x, y . L = 1 51 x 2 + 1 = 0 x L = 2 21 y + 82 + 2 = 0 y Exetzoume periptseic: 1. 3x2 + y 2 < 1 1 = 0. (a) x 8y < 1 2 = 0. i. x y > 0 i = 0, i = x, y . tte ap (2.12) (2.13) petai ti 1 = 0 2 = 0 adnaton. Epomnwc den gnetai kannac periorismc na mhn enai desmeutikc.

(2.12) (2.13)

2.7

Pardeigma:

megistopohsh

me

polloc

anisotikoc

periorismoc

53

ii. x, y = 0 i 0. Estw x = 0. Tte ap thn (2.12) lambnoume 1 = 1. Adnaton. Omowc an y = 0 ja isqei ti 2 = 2, adnaton afo oi pollaplasiastc Lagrange enai mh arnhtiko. Epomnwc de gnetai 1 = 2 = 0. (b) x 8y = 1 2 0. i. x > 0, y > 0 1 = 2 = 0. Tte ap thn (2.13) prokptei ti 2 + 82 = 0, adnaton. ii. x > 0, y = 0 1 = 0. Tte ap thn (2.13) prokptei ti 2 + 82 + 2 = 0, adnaton. iii. x = 0, y > 0 2 = 0. Tte ap thn (2.13) prokptei ti 2 + 82 = 0, adnaton. iv. x = y = 0. Tte ap thn (2.13) prokptei ti 2+82 + 2 = 0, adnaton. 2. 3x2 + y 2 = 1 1 0. (a) x 8y < 1 2 = 0. i. x = 0 1 + 1 = 0. Adnaton. ii. y = 0 2 + 2 = 0. Adnaton. iii. x, y > 0 1 = 2 = 0. Tte ap tic sunjkec prthc txhc lambnoume 1 61 x = 0 2 22 y = 0 y = 6x into 3x2 + y 2 = 1 (b) x 8y = 1 2 = 0. i. x = y = 0 Adnaton profanc. 1 ii. x = 0 y = 8 Adnaton, den ikanopoietai h sqsh 3x2 + y 2 = 1. iii. y = 0 x = 1 Adnaton, den ikanopoietai h sqsh 3x2 + y 2 = 1. iv. x, y > 0 1 , 2 = 0. Tte ap 3x2 + y 2 = 1 kai x 8y = 1, petai ti ete x 0.0529 y = 0.07 1 0.36 x y = 0.16 0.96 (2.14)

54

Aristopohsh

me

anisotikoc periorismoc

adnaton afo i 0, ete x 0.0566 y = 0.19 2 0.235 , epshc adnaton. Epomnwc den enai dunatn kai oi do periorismo na desmeoun.

x-8y<-1

.
3x2+y2<1

x=0.16 y=0.96

x-8y=-1

3x2+y2=1

Sqma 2.15: Lsh tou problmatoc megistopohshc up anisotikoc periorismoc. Parnontac lec autc tic periptseic katalxame sto sumprasma ti h monadik lsh tou problmatoc megistopohshc enai h x 0.16 = . y 0.96 Ac dome mwc to prblhma kai diagrammatik. O deuterobjmioc periorismc 3x2 + y 2 1 mac lei ti to risto shmeo prpei na enai sto eswterik sto rio thc lleiyhc. O grammikc anisotikc periorismc x 8y 1 mac lei ti h lsh ja prpei na brsketai pnw ap th gramm pou orzetai ap thn exswsh x 8y = 1. Tloc h proc megistopohsh sunrthsh f (x, y ) = x + 2y qei isoyec kamplec pwc fanontai sto sqma 2.15 kai

2.7

Pardeigma:

megistopohsh

me

polloc

anisotikoc

periorismoc

55

oi timc tic sunrthshc megalnoun proc to borr. H lsh tou problmatoc megistopohshc enai sto shmeo pou h uyhlterh isoyc kamplh thc proc megistopohsh sunrthshc ikanopoie thn perioq pou orzetai ap touc anisotikoc periorismoc.

56

Aristopohsh

me

anisotikoc periorismoc

Keflaio 3 Sugkritik statik

3.1 Eisagwg

Se aut to keflaio ja anafroume en tqei do shmantik jewrmata pou mac bohjon tan knoume anlush sugkritikc statikc, to Envelope Theorem kai to Implicit Function Theorem. Kai ta do aforon to pc sumperifretai ma sunrthsh f tan metabllontai qi oi metablhtc x, all mia seir paramtrwn pou jewrome exwgenec. To Envelope Theorem exetzei pc metablletai mia sunrthsh pou qoume beltistopoisei tan metabllontai oi exwgenec parmetroi. To Implicit Function Theorem exetzei pc metabllontai oi lseic enc sustmatoc exissewn tan pli metabllontai oi exwgenec parmetroi.

3.2

EnvelopeTheorem

Gia na proume mia prth ida gia to t mac lei to Envelope Theorem ac exetsoume to exc prblhma: Estw ti qoume mia sunrthsh f (x, a, b, c), thn opoa megistopoiome qwrc periorismoc wc proc th metablht x. Ta a, b, c ta jewrome paramtrouc oi opoec nai men ephrezoun ta rista x kai thn tim thc sunrthshc f (x, a, b, c) sto bltisto, all paramnoun exwgen (den ta elgqoume) sto prblhm mac. To erthma pou jtoume enai pc metablletai to risto x kai h tim thc sunrthshc sto bltisto shmeo x , tan metabllontai oi exwgenec parmetroi a, b, c. Gia na gnoume pio sugkekrimnoi, stw h sunrthsh f (x, a, b, c) = ax2 + bx + c, pou a < 0. Kai stw ti exetzoume ta akrtata autc thc sunrthshc wc proc x. H sunrths mac enai tetragwnikc morfc wc proc x kai kajti to a enai arnhtik, ja perimnoume na parousizei topik kai olik mgisto. To shmeo x sto opoo parousizetai to mgisto upologzetai an jsoume thn pargwgo

58

Sugkritik

statik

v(a)

v(b)

0 c

v(c)

b2 4a

Sqma 3.1: To Valuefunction wc sunrthsh twn exwgenn paramtrwn. thc sunrthsc mac wc proc x sh me to mhdn: df b = 2ax + b = 0 x (a, b) = dx 2a An jsoume to bltisto x sth sunrthsh f , lambnoume th mgisth tim (value function) pou lambnei h sunrthsh f wc sunrthsh twn exwgenn paramtrwn a, b, c: v (a, b, c) f (x (a, b), a, b, c) = a( b 2 b2 b2 ) +c= +c 2a 2a 4a

H parapnw sqsh mac dnei to pc metablletai h mgisth tim thc up megistopohsh sunrthshc f , tan metabllontai oi exwgenec parmetroi a, b, c. Mporome na sqedisoume to value function thc f wc sunrthsh twn paramtrwn (sqma 3.1). Enai profanc ap ta diagrmmata ti h mgisth tim thc f enai fjnousa wc proc thn parmetro a, duwnumik (quadratic) wc proc b kai grammik kai axousa wc proc c. Kti anlogo enai qrsimo na exetsoume kai stic periptseic megistopohshc miac sunrthshc me periorismoc. Uprqoun pollc anlogec periptseic me oikonomik endiafron. Gia pardeigma, ac skeftome to prblhma

3.2

EnvelopeTheorem

59

megistopohshc thc qrhsimthtac enc katanalwt. H mikrooikonomik jewra mac lei ti up orismnec sunjkec pou sqetzontai me th fsh twn protimsewn enc katanalwt, an o katanalwtc autc enai orjologikc ja megistopoie mia sunrthsh qrhsimthtac pou anaparist tic protimseic tou up ton eisodhmatik tou periorism. O katanalwtc dqetai wc exwgenc dedomna to eppedo twn timn kai to eisdhm tou (kti pou ja tan apoltwc akribc paradegmatoc qrin sthn perptwsh anhlkwn tknwn pou parnoun qartzilki ap touc gonec touc sthn perptwsh enc eisodhmata pou diajtei aknhta proc enoikash kai enai pol {mikrc} gia na ephresei tic timc enoikisewc sthn agor akintwn). To erthma loipn enai pc metablletai h qrhsimthta tou katanalwt tan metablletai to oikonomik peribllon. Gia pardeigma, t epptwsh ja qei sthn euhmera tou katanalwt mia metabol stic timc sto eisdhm tou? H sunrthsh qrhsimthtac aut kajeaut den enai eparkc ergaleo gia na exetsoume tic epiptseic miac metabolc twn timn sthn euhmera tou katanalwt. Ki aut diti h sunrthsh qrhsimthtac emperiqei kai th metablht elgqou tou katanalwt (to dinusma x twn prontwn pou katanalnei) kai sunepc opoiadpote extash twn epiptsewn miac metabolc timn sth qrhsimthta tou katanalwt ja enai asafc diti ja enai dskolo na sunektimsoume th metabol sthn katanlws tou. Ed upeisrqetai to value function to opoo sth jewra tou katanalwt enai gnwst wc mmesh sunrthsh qrhsimthtac kai to opoo mac dnei thn tim thc megistopoihmnhc sunrthshc qrhsimthtac tou katanalwt allic thn tim pou parnei h sunrthsh qrhsimthtc tou dedomnou ti autc up opoiodpote kajestc timn kai eisodmatoc prospaje na megistopohsei thn aplaush pou lambnei ap thn katanlwsh. To Envelope theorem mac bohjei akribc na meletsoume ttoiou edouc problmata pou h beltistopohsh gnetai up periorismoc. Estw loipn ti antimetwpzoume to prblhma beltistopohshc up periorismoc: M ax f (x, a) n
x R

(3.1) g1 (x, a) . . . gm (x, a) 0 0

s.t.

Estw h lsh tou parapnw problmatoc, x (a). Jewrome ti toulqiston topik (dhlad kont sto x ), h lsh thc (3.1) enai mia suneqc, diaforsimh sunrthsh twn metablhtn a. Sumbolzoume me v (a) thn tim pou lambnei h f (x, a) sto bltisto x, allic v (a) f ( x(a), a). Mac endiafrei pc sumperifretai to v (a), tan metabllontai oi parmetroi a.

60

Sugkritik

statik

V(a)
f(x, . ) f(x, . )
- .) f(x(a), a

Sqma 3.2: EnvelopeTheorem. Ac epistryoume gia lgo sthn aplosterh dunat perptwsh, autn dhlad thc megistopohshc qwrc periorismoc, miac monometablhtc sunrthshc f (x, a), dedomnhc mac mno paramtrou, a. Stoiqeidhc diaforikc logismc upagoreei ti: dv (a) f (x(a), a) f (x(a), a) dx(a) = + da a x da Omwc afo qoume megistopoisei thn f wc proc x qwrc periorismoc, h (a),a) sunjkh prthc txewc sunepgetai ti f (x = 0. kai epomnwc x dv (a) f (x(a), a) = da a (3.2)

Afo to x(a) upologzetai met ap megistopohsh thc sunrthshc f (x, a), tan meletme tic metabolc prthc txewc tou a pnw sth mgisth tim thc f , thn v , jewrome ti to x de ja metablhje (afo enai bltisto). Epomnwc mporome na epikentrwjome mno sto pc to a ephrezei thn f apeujeac. Aut fanetai sto sqma 3.2. Eke qoume sqedisei thn sunrthsh f (x, a) wc sunrthsh tou a gia diaforetikc timc tou x. Afo gia kje a qoume v (a) = M axx f (x, a), h sunrthsh v (a) enai h sunrthsh f (x(a), a) stic mgistec timc thc. Ara h v {epikalptei} thn f . Estw na stajer a . To bltisto x gia aut to a enai to x( a). H sunrthsh f (x( a), a) ja brsketai en gnei ktw ap thn v (a) dhlad f (x( a), a) v (a) gia kje a kai sto shmeo a ja qoume f (x( a), a ) = v ( a). Me lla lgia, h f (x( a), ) ja brsketai ktw ap th v () kai sto shmeo a = a ja thn aggzei. Se aut to shmeo oi do sunartseic qoun thn dia klsh. Sth genikterh perptwsh beltistopohshc sunrthshc polln metablhtn up anisotikoc periorismoc to Envelope Theorem genikeetai wc exc:
Jerhma 3.1. (

Envelope Theorem

) 'Estw to prblhma megistopohshc (3.1).

3.2

EnvelopeTheorem
thn sunrthsh megstwn timn thc

61

Orz oume

f ()

wc exc:

v (a) = f [x(a), a]
'Estw ti h

v (a)

enai diaforsimh.

Tte

a va = fa + g
Pollc forc sunantome ton isodnamo sumbolism:

(3.3)

v (a) = a f [x(a), a]
m=1

m a gm [x(a), a]

Opwc edame sto prohgomeno keflaio, oi anagkaec sunjkec gia megistopohsh up periorismoc enai:
Apdeixh.

x [x(a), a] = 0 fx [x(a), a] + g g (x(a), a) = 0 Paragwgzontac thn (3.5) wc proc a qoume: [gx xa + ga ] = 0 Omwc tte qoume: va = fx xa + fa gx [x(a), a] xa + fa = [3.4] ga [x(a), a] + fa = [3.6]

(3.4) (3.5)

(3.6)

(3.7) (3.8) (3.9)

Se sumbolism ajroismtwn h parapnw apodeixh qei wc exc: H Lagrangian L = U (x, a) + 1 g 1 (x, a) + . . . + m g m (x, a) Oi sunjkec prthc txhc dnoun U (x, a) L =0 = xi xi g j (x, a) xi (3.10)

j
j 1

U g g m = 1 . . . m xi xi xi

62

Sugkritik

statik

Ap tic sunjkec complementary slackness prokptei ti i g i = 0 kai ra i g i = 0

i

d(

i g i ) = da

i dg i =0 da

g i dx1 g i dxi g i dxn g i + ... + + ... + + =0 x1 da xi da xn da a g i dx1 g i dxi g i dxn g i + ... + + ... + = i (3.11) x1 da xi da xn da a

All tte dv da =
(3.10)

U (x[a], a) dx1 U (x[a], a) dxn U + ... + + x1 da xn da a m m j j g dxn U g dx1 ... + j j x da x da a 1 n j =1 j =1

m

=
(3.11)

j j

g j dxn U g j dx1 + ... + + x1 da xn da a

j =1

g j U g 1 g m U + = 1 + . . . + m + a a a a a (3.12)

L a

To opoo oloklhrnei kai thn apdeixh.

Pardeigma 3.1. Pollaplasiastc

Lagrange

H ermhnea touc:

Ac epistry-

oume sto prblhma megistopohshc up periorismoc gia na suz htsoume thn oikonomik ermhnea twn pollaplasiastn ma megistopohshc miac sunrthshc

Lagrange

Ac x anadome to prblhup eisodhmatik perior-

qrhsimthtac

ism:

max u(x)
x
pou oi periorismo . H enai sunrthsh enai

s.t. gj (x)
(metax

wj
paramtrwn) . An , h to tou

(3.13)
eisodtim 3.1

llwn

matoc pou

Lagrangian
h

parnei

sunrthsh

dnetai

L = f (x) + [w g (x)] v (w)

ap th sunrthsh

mgisth

Jerhma

mac lei ti

kai ra oi pollaplasiastc eppedo qrhsimthtac pou

v L = = i , i = 1, . . . , m wi wi Lagrange
prokaletai ap mia

metron thn oriak metabol sto bltisto metabol sto eisdhma, al-

lic thn oriak qrhsimthta tou eisodmatoc (sto bltisto shmeo).

3.2

EnvelopeTheorem
3.2.
Ac dome na prblhma ela qistopohshc kstouc:

63

Pardeigma

max (c x)
x
pou

s.t. f (x)
suntelestn kai

y
para gw gc, h

enai

to

dinusma

timn eppedo

twn

to

dinusma

eisron, H

y Lagrangian
to

epijumht enai:

prontoc

f (x)
kai

sunrthsh sunjkec

para gw gc. txhc

L = cx + [f (x) y ] ci + f =0 xi [f ( x) y ] = 0 f ( x) y

oi

prthc

gia megistopohsh:

(3.14)

se sumbolism dianusmtwn,

f (x) = 0 c+ [f ( x) y ] = 0 f ( x) y
Autc oi sunjkec . Kai to mac dnoun ta bltista

(3.15)

wc

sunrthsh

twn

paramtrwn

x = x(c, y )

el qisto kstoc enai:

C (c, y ) c x(c, y )
All to Jerhma 3.1 mac lei ti:

L C = = (c, y ) y y
kai

(3.16)

C = xi (c, y ) ci Lagrange
kat ma para gw gc (pso ja kostsei an auxsoume monda thn

(3.17)
dnei to oriak kspara g.

pou h (3.16) mac de qnei ti o pollaplasiastc toc

w g) sto bltisto, en h (3.17) enai kai gnwst wc to lmma tou

2 Shephard
na

Pardeigma
thc

3.3.

Nwrtera

dsame (

wc

pardei gma

mia

parametrik ) gia

morf exetoi

duwnumikc pc

sunrthshc to

f (x, a, b, c) = ax + bx + c
thc sunrthshc tan

soume

metablletai

mgisto

metabllontai

parmetroi

a, b, c a
:

E qame upologsei to wc proc

value function v (a, b, c) =

pc metablletai tan na ftsoume sto dio

b2 4 a

+c

kai

para gw gz ontc

to

blpoume

metablletai

parmetroc

v a

qrhsimopohsoume

to

= 4ba2 envelope theorem

. Ja

prpei :

apotlesma

an

v ax2 b2 = = x2 | b = 2 2a a a 4a

64

Sugkritik

statik

100

50

100
-2 -1 1 2 3

0 -100

1.1 1.05 1 0 1 2 3 0.9 0.95

-50

-2

-100

Sqma 3.3: H f (x) gia a = 1 kai gia timc kont sto a = 1. 2

Pardeigma 3.4.
. 'Estw h sunrthsh

a (1 , 1 + )
timc gia p.q.

enai profanc suneqc wc proc .

1, tenei sto meon peiro tan to

x = 0

Epomnwc h

meletsoume metablletai

pc

metablletai

l go o suntelestc

f (x) = a7 x6 + 20ex ea x2 + 23 x a x + f f value function a

kai gia h ja qei olik mgisto. Jloume ), mgisth : tim thc (

a
me kont sto na tan

-1

Epiplon, lambnei peperasmnec

' Ara

to

df [x(a), a] dv (a) = = f [x(a), a] = 7a6 x6 ea x2 < 0 da da a maximum f a

thc ja fjnei tan to auxnei.

2
A.E.}

Pardeigma

3.5.

(Ap

to

biblo

[8]).

'Estw

etaira

{Mpi qlimpdia

pou par gei mpi qlimpdia. lo mpi qlimpidwn To pou

Sumbolz oume to pron posost

par gontai, para gw gc epilgei

twmatik. H

kstoc

mpi qlimpidwn eppedo

{Mpi qlimpdia

A.E.}

to

para gw gc

y (1 a) (0, 1) c(y ), c > 0, c > 0 y

bganoun enai mpi qlimpidwn, , thc sunrthshc

kai stw ti ap to snoelat.

pou

megistopoie th sunrthsh kerdn thc. mpi qlimpidio enai: sthn a gor enai

Me bsh ta parapnw, an h tim tou kerdn

to

value function
y

(p, a) = max(pay cy )
Jloume na exetsoume to pc metabllontai ta krdh thc epi qerhshc tan

metablletai

posost twn elattwmatikn mpi qlimpidwn

1a

d = [pay c(y )] = py < 0 d(1 a) a

pwc anamentan, tan auxnei to posost tou prontoc pou bganei elattwmatik, ta krdh thc epi qerhshc meinontai.

3.3

ImplicitFunctionTheorem

(Jerhma

Peplegmnwn

Sunartsewn)

65

3.3

ImplicitFunctionTheorem(Jerhma Peplegmnwn Sunartsewn)

Pollc forc mac endiafrei na exetsoume qi th lsh enc problmatoc megistopohshc wc sunrthsh twn metablhtn pwc edame sto Envelope Theorem, all to pc metabllontai oi lseic enc wc sunrthsh twn exwgenn metablhtn. Se bojei mac spedei se ttoiec periptseic to Implicit Function Theorem.
sustmatoc exissewn

3.3.1

Peplegmnec sunartseic

Oi sunartseic pou sunjwc blpoume enai thc morfc x = f (a1 , . . . , an ) (3.18)

pou ta a1 , . . . , an exwgenec parmetroi. Pollc forc h sqsh metax tou x kai twn ai , i = 1, . . . , n enai tso polplokh pou den enai dunatn na lsoume analutik wc proc x ste na lboume mia sunrthsh thc morfc (3.18). Mpore h sumperifor twn endogenn kai exwgenn metablhtn mac na dnetai en gnei ap mia sqsh thc morfc: G(a1 , . . . , an , x) = 0 (3.19)

pou gia kje dinusma (a1 . . . an ) na orzetai ap thn exswsh (3.19) to x wc peplegmnh sunrthsh twn a.

3.3.2

ImplicitFuctionTheorem(Jerhma Peplegmnwn
Sunartsewn)

Ta erwtmata pou tjentai enai: 1. Enai dunatn kai up poiec propojseic to x na orzetai ap thn (3.19) wc sunrthsh twn upolopwn metablhtn, stw kai topik? 2. An nai, ti idithtec qei aut h sunrthsh (enai p.q. diaforsimh?) 3. Pc ephrezetai to x ap metabolc sta a?

66

Sugkritik

statik

Geniktera, an qoume na ssthma n exissewn me n endogenec metablhtc x kai m paramtrouc a: f 1 (x1 , . . . , xn ; a1 , . . . , am ) = 0 . . . f n (x1 , . . . , xn ; a1 , . . . , am ) = 0 se morf dianusmtwn, f (x, a) = 0 1. Se t moizoun oi lseic tou sustmatoc auto? 2. Pwc metabllontai autc oi lseic tan allzoun oi parmetroi? Ac upojsoume gia lgo ti oi lseic x i mporon na grafon rht wc sunartseic twn paramtrwn gia to kje i, dhlad ti x i = i (a) Tte h (3.21) gnetai f [ (a), a] = 0 Paragwgzontac thn f wc proc thn parmetro aj , lambnoume gia kje f i df i i d1 i dn i = fx + . . . + fx fa =0 n 1 j daj daj daj Sunolik to pc ephrezei isseic f dnetai ap 1 fx 1 . . .
n fx 1

(3.20)

(3.21)

mia metabol sthn exwgen parmetro aj tic ex d1 1 1 faj . . . fx da j n . . ... . . . . . = . . dn n n . . . fxn fa j da

j

se sumbolism dianusmtwn Dx f (x; a)D (a) + Da f ( ; a) = 0 H mtra Dx f (x; a) lgetai Jacobian Matrix kai an aut enai antistryimh sto shmeo x , an dhlad |J | |Dx f ( (a); a)| = 0, mporome na thn antistryoume kai na upologsoume to pwc ephrezontai oi endogenec metablhtc sth lsh tou sustmatoc, ap metabolc stic exwgenec paramtrouc:
Iakwbian mtra ( )

D (a) = [Dx f (x ; a)]1 Da f (x ; a)

3.3

ImplicitFunctionTheorem

(Jerhma

Peplegmnwn

Sunartsewn)

67

f(x,a) f(x,a*) f(x,a)

x1

x2

x3

x4

Sqma 3.4: ImplicitFunctionTheorem. Mporome mwc pnta na thn antistryoume gia na dome pwc oi lseic enc mh grammiko sustmatoc exissewn allzoun tan metabllontai oi parmetroi? H apnthsh en gnei enai qi kai gia na katalboume giat, ja proseggsoume thn aplosterh perptwsh diagrammatik. Estw loipn ti qoume ma exswsh miac endogenoc metablhtc me ma exwgen parmetro f (x; a) = 0. Prosxte ti tra ta f, x, a den enai diansmata all f, x, a R. Estw mia lsh x tou parapnw sustmatoc gia mia dedomnh tim thc exwgenoc paramtrou a . Sto sqma 3.4 blpoume pwc tan h lsh enai {omal}, tan dhlad h sunrthsh sthn perioq thc lshc enai ete axousa, ete fjnousa, tte mikrc metabolc sthn parmetro a ap a se a a metakinon th lsh thc exswshc se kpoio x kontin sthn arqik lsh. Etsi sumbanei me tic lseic x1 , x2 , x3 . Aut sumbanei diti h f sta shmea x1 , x2 , x3 enai kai epomnwc stic perioqc grw ap aut ta shmea akma ki an allxei lgo to a ja suneqsei na enai fjnousa axousa kai ja suneqsei na tmnei thn arq tou katakrufou xona se na monadik shmeo. To shmeo x4 mwc enai diaforetik. Eke qoume epaf thc f me ton katakrufo xona. H pargwgc thc se aut to shmeo enai mhdn kai mia mikr metabol tou a ja {exafansei} th lsh ja {emfansei} sth jsh thc do lseic. Ma sunjkh loipn pou perimnoume na ikanopoietai gia na mporome na knoume sugkritik statik enai h klsh thc f na mhn enai mhdenik sth lsh tou sustmatoc. Ena llo zthma pou prokptei gnetai kaltera antilhpt an dome to sqma 3.5. Sth suzthsh prohgoumnwc upojsame ti oi lseic twn exissewn mporon na grafon wc sunrthsh twn paramtrwn. Kti ttoio den enai pnta dunatn. Sto sqma blpoume ta zeugria (x, a) gia ta opoa isqei f (x; a) = 0 sthn perptwsh thc mac metablhtc kai mac paramtrou.
na proc na

68

Sugkritik

statik

x(a)

. . .
a1 a3 a2 a
Mporon pntote oi lseic na

Sqma 3.5: ImplicitFunctionTheorem. grafon wc sunrthsh twn paramtrwn?

Mia prth paratrhsh enai ti to x enai sunrthsh tou a mno gia timc tou a megalterec tou a2 . Ousiastik aut pou sumbanei enai ti gia timc mikrterec tou a2 , uprqoun perissterec ap ma lseic kai epomnwc to x(a) den enai sunrthsh. Aut den enai sobar prblhma diti mporome na estisoume to endiafron mac se mia perioq miac ek twn lsewn ac pome gia a = a3 (pou sto sqma perigrfetai ap to parallhlgrammo). Topik, to x(a) enai kal orismnh sunrthsh kai mporome na knoume sugkritik statik. To prblhma prokptei sta shmea pou to grfhma thc apeiknishc x(a) qei peirh klsh. Eke h kamplh enai topik katakrufh kai so mikr ki an sqedisoume to parallhlgramo (so mikr perioq ki an proume) ja qoume shmea a sta opoa ja antistoiqon perisstera ap na x kai lla gia ta opoa den uprqei lsh. Epomnwc se ekenh thn perioq de mpore na gnei sugkritik statik. Gia na gnei pio katanoht to pc to Implicit Function Theorem epitugqnei kai po apotugqnei, ac proume na apl pardeigma miac exswshc miac metablhtc me mia exwgen parmetro a: f (x, a) = x2 + a2 1 = 0 H parapnw exswsh wc gnwst, mac dnei to monadiao kklo sto qro (x, a) (Bl. sqma 3.22). An lsoume wc thc exwgenoc metablhtc a lam proc x, gia kje tim 2 2 bnoume x(a) = 1 a x(a) = 1 a . Ac epikentrwjome se mia perioq thc lshc x(a) = 1 a2 grw ap to shmeo (0, 1). Gia na dome

3.3

ImplicitFunctionTheorem

(Jerhma

Peplegmnwn

Sunartsewn)

69

x
(0,1)

(1,0)

Sqma 3.6: ImplicitFunctionTheorem. Pardeigma. pc metablletai h lsh x(a) tan metablletai to a mporome na proume thn prth pargwgo thc lshc x(a) wc proc a. Sto shmeo (0, 1), h lsh enai mia kal orismnh sunrthsh tou a kai epomnwc h prth pargwgoc ja mac dsei th sumperifor thc endogenoc metablhtc mac tan metablletai h exwgenc parmetroc: dx da H sthn perioq dx da = a(1 a )
(a,x)=(0,1)
1 2 2

=0=

f a f x (0,1)

(3.22)

3 1 , 2 2

, ap thn (3.22) lambnoume

f 1 1 a = a(1 a2 ) 2 = = f 3 x

1 , 3 2 2

1 , 3 2 2

Dhlad h pargwgoc thc exarthmnhc metablhtc wc proc thn exwgen parmetro sthn perioq miac lshc, isotai me meon to lgo twn paraggwn thc peplegmnhc sunrthshc f wc proc thn exwgen parmetro kai thn exarthmnh metablht antstoiqa. Aut isqei sta shmea pou h merik pargwgoc thc f wc proc x enai mh mhdenik. Se shmea mwc pou aut mhdenzetai pwc to shmeo (1, 0) to Implicit Function Theorem profanc den isqei. Aut sumbanei diti se aut ta shmea so kont ki an plhsisoume sto a = 1, ete ja uprqei pntote dipl lsh (arister tou a = 1), ete den ja uprqei lsh (dexi tou a = 1), opte h sunrthsh x(a) den enai kal orismnh (kai ektc auto h fx = 0) kai ra to Implicit Function Theorem apotugqnei na problyei th

70

Sugkritik

statik

sumperifor twn lsewn afo o lgoc twn merikn paraggwn thc f den orzetai. Tra mporome na proqwrsoume sth genik diatpwsh tou Implicit Function Theorem.
Jerhma 3.2. 'Estw lec oi exisseic tou sustmatoc 3.20 enai diaforsimec
wc proc ta oi

kai

Kai stw mia lsh tou sustmatoc timc Tte an

parmetroi

qoun .

a = (a 1 , . . . , a m)
h mtra

me

lla

lgia

kje

i = 1, . . . , n

an

prtwn

para g gwn

x = (x 1 , . . . , x n) fi ( x, a ) = 0 f Jacobian
twn (

tan gia )

enai plrouc

bajmo,

dhlad

f1 ( x,a ) x1
. . .

...
. . .

f1 ( x,a ) xn
. . .

=0

fn ( x,a ) x1
Tte uprqoun sunartseic

...

fn ( x,a ) xn
, diaforsimec gia tic

1 (a), . . . , n (a) : Rm Rn

opoec isqei:

f (1 ( a), . . . , n ( a), a ) = 0
Epiplon oi metabolc prthc txhc twn metabolc twn paramtrwn

1 (a), . . . , n (a)

pou prorqontai ap

, dnontai ap

Da (a) = [Dx f ( x; a )]1 Da f ( x; a )

Keflaio 4 Diaforikc Exisseic

4.1 Eisagwg

H lsh polln shmantikn problhmtwn tso stic fusikc so kai stic koinwnikc epistmec sqetzetai me thn eresh miac sunrthshc pou ikanopoie mia perissterec exisseic thc sunrthshc kai twn paraggwn thc. Paradegmatoc qrin, stw ti qoume bre ti o rujmc metabolc miac oikonomikc metablhtc enai stajerc: y =c (4.1)

Kalomaste na brome thn sunrthsh thn oikogneia sunartsewn pou ikanopoion thn parapnw sqsh. Sthn sugkekrimnh perptwsh, apl oloklrwsh mac dnei th lsh thc (4.1), toi y (x) = cx + c2 , pou c2 enai aujareth stajer. En gnei diaforik exswsh kalome mia exswsh thc morfc F (y, y , y , . . . , y (m) , x) = 0 (4.2)

pou me y (m) sumbolzoume th m-ost pargwgo thc sunrthshc y . Anloga me to an oi pargwgoi enai pargwgoi sunartsewn miac metablhtc merikc pargwgoi polumetablhtn sunartsewn, oi diaforikc exisseic qwrzontai se kai antstoiqa.
Sunjeic D.E. D.E. me merikc para g gouc

Gia pardeigma h exswsh 2y y + y2 = 134 x xz enai mia diaforik exswsh me merikc paraggouc.

72

Diaforikc

Exisseic

miac diaforikc exswshc kalome thn mgisth txh emfanizmenhc paraggou. Se poluwnumikc diaforikc exisseic, miac diaforikc exswshc kaletai o bajmc ston opoon enai uywmnh h pargwgoc anterhc txhc thc diaforikc exswshc. Paradegmatoc qrin h diaforik exswsh
Txh bajmc

d3 y dx3
Genik lsh

+2

d2 y dx2

=0

enai mia diaforik exswsh trthc txhc kai tetrtou bajmo. miac diaforikc exswshc n txewc ja enai mia sunrthsh thc morfc y (x, C1 , . . . , Cn ) kai ja perilambnei n aujaretec stajerc. Aut sumbanei diti kat thn oloklrwsh miac diaforikc exswshc emfanzontai tsec stajerc sh enai kai h txh autc. Aut mporome na to dome me na pol apl pardeigma: y (x) = 4 Oloklhrnontac thn parapnw exswsh wc proc x, lambnoume y (x) = 4x + C1 Oloklhrnontac pli wc proc x, parnoume y (x) = 2x2 + C1 x + C2 Blpoume ti prokuyan do aujaretec stajerc kajti h arqik mac diaforik exswsh tan deutrac txewc. Gia na brome mia thc diaforikc exswshc qreiazmaste arqikc sunjkec (initial conditions). Emec ja asqolhjome mno me sunjeic diaforikc exisseic prthc txhc.
eidik lsh

4.2

Poiotik anlush

Pollc forc enai qrsimo ant na upologsoume analutik th lsh miac diaforikc exswshc, na th sqedisoume grafik kai na dome pc sumperifretai h lsh thc poiotik. Ac proume gia pardeigma th diaforik exswsh dy =x dx Oi lseic thc diaforikc exswshc autc qoun se kje shmeo touc (x, y ) klsh x. Mporome epomnwc na sqedisoume tic klseic sto qro twn x, y (sqma 4.2).

4.2

Poiotik

anlush

73

y=x2/2+C

-1

-1

Sqma 4.1: Pedo kateujnsewn. H analutik lsh thc parapnw diaforikc exswshc brsketai me apl oloklrws thc kai enai y (x) = x2 /2 + C . Blpoume ti ap thn dia th diaforik exswsh mporome na sqedisoume poiotik th lsh afo h diaforik exswsh mac dnei tic klseic thc sunrthshc se kje shmeo x, y . Ektc ap tic klshc miac sunrthshc mac endiafroun suqn oi sqseic metax y (x) kai x kai metax y (x) kai y (x). Ac proume wc pardeigma th diaforik exswsh dy = 2y 1 dx kai ac prospajsoume na th sqedisoume sto qro twn (y , y ) (sqma 4.2).
y(x) y(x)

.
-1

1/2 y(x) x

1/2

Sqma 4.2: Digramma fshc.

74

Diaforikc

Exisseic

Gia y > 1/2, blpoume ti h pargwgoc thc sunrthshc y enai jetik kai ra h y ja auxnei. Antistrfwc, gia timc thc y mikrterec tou 1/2, h sunrthsh ja fjnei. Otan h sunrthsh lambnei thn tim y = 1/2, tte ja isorrope kai h pargwgc thc ja paramnei mhdenik. An gia kpoio lgo h isorropa diataraqje kai h y lbei tim diaforetik tou 1/2, tte ja h sunrthsh ja suneqsei ete na auxnei ete na fjnei esae kai ja prei ete aperwc meglec ete aperwc mikrc (arnhtikc) timc. Giaut to lgo h isorropa sth sugkekrimnh perptwsh qarakthrzetai wc astajc isorropa. Ac proume thn perptwsh y = f (y ), f < 0, f (y ) = 0

Tte pwc fanetai sto sqma 4.3 h sunrthsh y enai axousa gia timc tou y < y kai fjnousa gia timc tou y > y . Me lla lgia, tan h sunrthsh y lambnei mikrc timc, qei thn tsh na megalnei wc tou prei thn tim y . Omowc tan lambnei meglec timc tenei na meiwje wc tou lbei thn tim y . Sto shmeo y . paramnei ametblhth (shmeo isorropac). Blpoume ti h sunrthsh tenei pnta sto shmeo y . Enai bolik na skeftmaste th sunrthsh y wc sunrthsh tou qrnou (y (t)). Tte blpoume ti kajc o qrnoc pern, h sugkekrimnh sunrthsh tenei proc to shmeo makroqrniac isorropac (sqma 4.3). An se kpoia stigm sto qrno h sunrthsh lbei tim meglh (> y ), tte ja tenei na mikrnei kajc parrqetai qrnoc kai antistrfwc an lbei meglec timc. Me thn prodo tou qrnou dhlad h sunrthsh tenei proc to shmeo makroqrniac isorropac. Mia ttoia isorropa qarakthrzetai wc eustajc. H D.E. y = f (y ) mpore na enai arket dskolh wc proc th lsh thc. Me thn poiotik anlush, mporome na sungome sumpersmata gia to pwc sumperifretai h lsh thc exswshc, qwrc na qreizetai na thn upologsoume. Sto teleutao pardeigma edame ti h sunrthsh pou ikanopoie thn diaforik exswsh tenei proc mia makroqrnia eustaj isorropa. An h sunrthsh y perigrafe th sumperifor miac oikonomikc metablhtc sto qrno, paradegmatoc qrin thn porea tou A.E.P., tte ja mporosame na sumpernoume ti to A.E.P. ja tenei proc mia makroqrnia isorropa qwrc na qreiaste na upologsoume t timc ja lbei se diaforetikc stigmc sto qrno.

4.3
4.3.1

Sustmata Diaforikn Exissewn

Eisagwg

Enai elogo na jloume suqn na exetsoume pc summetabllontai merikc metablhtc sto qrno. Gia pardeigma endqetai na endiafermaste

4.3

Sustmata

Diaforikn

Exissewn

75

y(t)

y(t)

y*

y*

y(t)

-1

Sqma 4.3: Eustajc isorropa.

gia th dunamik sumperifor twn epitokwn kai thc sunallagmatikc isotimac. Aut h sumperifor ja mporose se kpoia upodegmata na perigrfetai ap na ssthma do diaforikn exissewn pou prosdiorzoun th dunamik sumperifor twn metablhtn pou mac endiafroun. H ma exswsh gia pardeigma ja mporose na perigrfei th dunamik sumperifor ( allic tic metabolc allic th sumperifor thc paraggou) twn epitokwn wc sunrthsh twn oikonomikn mac metablhtn (paradegmatoc qrin, tou epitokou, thc isotimac, thc prosforc qrmatoc klp.) kai h deterh na perigrfei pc sumperifretai h pargwgoc thc sunallagmatikc isotimac wc sunrthsh twn endogenn kai exwgenn oikonomikn mac metablhtn. Qreizetai loipn h anptuxh teqnikn kai ergalewn pou ja mac epitryoun na meletsoume tic tautqronec kai allhloexartmenec metabolc twn metablhtn mac diaqronik. Ja exetsoume do edh susthmtwn diaforikn exissewn, ta grammik sustmata pou oi pargwgoi enai grammikc sunartseic twn metablhtn, kai ta mh grammik sta opoa h dunamik sumperifor twn endogenn mac metablhtn sqetzetai me pio polploko trpo me tic oikonomikc mac metablhtc. Prin proqwrsoume sth lsh grammikn susthmtwn enai qrsimo na exetsoume th lsh thc exswshc y + ay = b, a = 0. Yqnoume gia th genik lsh thc exswshc. H parapnw exswsh enai mia grammik mh omogenc exswsh. An orsoume wc omogen thn exswsh y + ay = 0, tte h genik lsh thc mh omogenoc isotai me th genik lsh thc omogenoc sun mia opoiadpote eidik lsh thc mh omogenoc. Ta prgmata swc xekajarsoun me na pardeigma. Jloume na brome mia eidik lsh thc mh omogenoc. Ac dokimsoume thn aplosterh dunat sunrthsh: y P (t) = c, pou c stajer. Tte y (t) = 0 kai gia na ikanopoietai h mh omogenc sunrthsh ja prpei b b . Epomnwc h sunrthsh y P (t) = a enai mia eidik 0 + ac = b, allic c = a

76

Diaforikc

Exisseic

lsh thc mh omogenoc. Mac apomnei na upologsoume th genik lsh thc omogenoc. Ac dokimsoume th sunrthsh y H (t) = et . Tte profanc y (t) = et kai h omogenc exswsh mpore na grafe wc et ( + a) = 0. Gia na ikanopoietai ja prpei = a. H genik lsh thc omogenoc enai loipn h sunrthsh y H (t) = eat , pou mia opoiadpote stajer. Gia perissterec leptomreiec bl. [3]. Ap ta parapnw sungetai ti h genik lsh thc mh b . omogenoc exswshc enai y G (t) = y H (t) + y P (t) = eat + a Tra mporome na proqwrsoume sth lsh grammikn susthmtwn diaforikn exissewn.

4.3.2

Diagwnopohsh

Gia na proqwrsoume sthn extash twn lsewn susthmtwn grammikn diaforikn exissewn, ja qreiaste h teqnik thc diagwnopohshc miac mtrac n n. Sto parn tmma dnoume thn teqnik gia mtrec 2 2. H genkeush se mtrec n n enai apl kai parapmpoume sto [9]. Estw o pnakac a a A = 11 12 a21 a22 kai stw oi idiotimc tou 1 kai 2 kai ta idiodiansmata pou antistoiqon stic parapnw idiotimc, = 1 kai = 1 . 2 2 Afo oi idiotimc kai ta idiodiansmata prokptoun ap th lsh thc exswshc (A I )x = 0, ja isqei A = allic a11 1 + a12 2 = 1 1 a21 1 + a22 2 = 1 2 a11 1 + a12 2 = 2 1 a21 1 + a22 2 = 2 2 (4.3) (4.4) A =

An ta idiodiansmata enai grammikc anexrthta, grfontac tic (4.3) kai (4.4) up morf pinkwn qoume: a11 a12 a21 a22 1 1 2 2
1

1 1 2 2 1 1 2 2

= =

1 1 2 2 1 0 0 2

1 0 0 2

a11 a12 a21 a22

4.3

Sustmata

Diaforikn

Exissewn

77

An dhlad sumbolsoume me P ton pnaka pou wc stlec qei ta idiodiansmata thc mtrac A kai me thn diagnia mtra me tic idiotimc thc A, tte qoume P 1 AP = . Geniktera gia opoiadpote mtra Ann , an P h A qei n anexrthta idiodiansmata e1 , . . . , en kai P = [e1 . . . en ], tte P 1 AP =

4.3.3

Grammik sustmata diaforikn exissewn.

Ja exetsoume th lsh grammikn susthmtwn do exissewn me do agnstouc, wstso h genkeush se sutmata n grammikn exissewn me n agnstouc enai apl. Ac sumbolsoume me x(t) to dinusma twn metablx (t) x (t) htn x(t) = 1 . Profanc ja isqei x (t) = 1 . Estw epshc ti x2 (t) x 2 (t) b a a A = 11 12 kai b = 1 , pou aij , bi , me i, j = 1, 2 enai pragmatikc b2 a21 a22 stajerc. Tte mac endiafrei h lsh tou sustmatoc x (t) = Ax(t) + b x 1 (t) a a = 11 12 x 2 (t) a21 a22 x1 (t) b + 1 x2 (t) b2 (4.5)

(4.6)

Ant na lsoume to mh omogenc ssthma (4.5), mporome na lsoume to ssthma y (t) = Ay (t) (4.7) Aut sumbanei diti an brome mia lsh y sto (4.7) tte jtontac x(t) = y (t) A1 b, prokptei ti to dinusma x = y A1 b ja ikanopoie thn (4.5): x (t) = y (y ) = Ay (t) = A[x (t) + A1 b] = Ax (t) + b

(4.8)

Arke loipn na lsoume thn (4.7) kai met dia thc aplc antikatastsewc x = y A1 b brskoume kai th lsh thc (4.5).
Jerhma 4.1.
'Estw ta diansmata

y (1) , y (2)

do

grammikc

anexrthtec

lseic tou sustmatoc (4.7). apotele epshc

Tte o grammikc sunduasmc touc

lsh tou sustmatoc gia opoiesdpote

stajerc

c1 y (1) + c2 y (2) c 1 , c2
.

Apdeixh.

Bl [2]

78

Diaforikc

Exisseic

To jerhma mac lei ti an brome do grammikc anexrthtec lseic thc (4.7), opoiosdpote grammikc sunduasmc touc epshc ikanopoie thn exswsh (4.7). To parapnw jerhma genikeetai kai sthn perptwsh n exissewn me n agnstouc:
Jerhma 4.2.
'Estw ta diansmata

y (1) , y (2)
(1)

do

grammikc

anexrthtec a gnstouc. lsh tou

lseic enc grammiko sustmatoc Tte o grammikc sunduasmc

diaforikn exissewn me

touc

sustmatoc gia opoiesdpote stajerc

c1 y + c2 y c 1 , c2
.

(2)

apotele

epshc

Epiplon mporome na dexoume ti kje lsh enc ttoiou sustmatoc mpore na grafe san grammikc sunduasmc twn do grammikc anexrthtwn lsen tou:
Jerhma 4.3.
'Estw ta diansmata

y (1) , y (2)
na

do

grammikc

anexrthtec . Tte kje

lseic tou sustmatoc (4.7) gia kje shmeo sto disthma lsh twn tou sustmatoc :

(, )

y (1) , y (2)

x = (t) (t) = c1 y (1) + c2 y (2)

,

mpore

grafe

san

grammikc

sunduasmc

me na kai mnon na trpo.

kai geniktera, y (1) , y (2) , . . . , y (n) n n n (, ) (t) y (1) , y (2) , . . . , y (n) (t) = c1 y (1) + c2 y (2) + . . . + cn y (n)
Jerhma 4.4. 'Estw ta diansmata
lseic gia enc grammiko sto sustmatoc , diaforikn Tte exissewn lsh tou me kje shmeo disthma . kje , mpore na grafe san grammikc sunduasmc twn me na kai mnon na trpo. grammikc anexrthtec a gnstouc

sustmatoc

x=

, dhlad

Ap ta parapnw Jewrmata prokptei ti gia na brome th genik lsh enc sustmatoc n n arke na brome n grammikc anexrthtec lseic tou. Ac yxoume loipn na brome tic lseic tou sustmatoc y 1 a a = 11 12 y 2 a21 a22 y1 y2 (4.9)

Dokimzoume lseic thc morfc: y1 = zet , y2 = wet . Tte, qoume y 1 = t t ze , y 2 = we kai ap thn (4.9) prokptei ti zet a11 zet + a12 wet = wet a21 zet + a22 wet z a a = 11 12 w a21 a22 z w (4.10)

se sumbolism dianusmtwn, u = Au (A I )u = 0 (4.11)

4.3

Sustmata

Diaforikn

Exissewn

79

ap thn parapnw exswsh, prokptei ti to dinusma u ankei sto mhdenoqro thc mtrac (A I ). Gia na uprqoun mh mhdenik diansmata u pou ja ikanopoion thn parapnw exswsh ja prpei h mtra (A I ) na mhn enai plrouc bajmo: a11 a12 = 0 (a11 )(a22 ) a12 a21 = 0 a21 a22 Mporome na upologsoume tic timc tou pou ikanopoion thn parapnw exswsh: 1,2 = 1 (a11 a22 )+ 2 (a11 a22 ) 4(a11 a2 22 a12 a21 ) (4.12)

Oi timc tou pou ikanopoion thn (4.12) onomzontai idiotimc kai ta diansmata u1 , u2 pou ikanopoion thn (4.11) gia tic diforec idiotimc lgontai z z z idiodiansmata. Estw to idiodinusma u1 = 1 : 1 1 = A 1 . Tte w1 w1 w1 to dinusma y1 z e1 t = 1 1 t y2 w1 e apotele lsh tou sustmatoc diaforikn exissewn (4.7). z z Omowc, stw to idiodinusma u2 : 2 2 = A 2 . Tte to dinusma w2 w2 y1 z e2 t = 2 2 t w2 e y2 apotele lsh tou sustmatoc diaforikn exissewn (4.7). Kai ap to Jerhma 4.4 prokptei ti h genik lsh tou sustmatoc diaforikn exissewn enai: y1 z z = c1 1 e1 t + c2 2 e2 t (4.13) y2 w1 w2 kai h lsh tou arqiko, mh omogenoc sustmatoc x1 (t) z z a a = c1 1 e1 t + c2 2 e2 t 11 12 x2 (t) w1 w2 a21 a22
1

b1 b2

(4.14)

Gia na gnei pio katanoht h sqsh twn idiotimn kai idiodianusmtwn me tic rzec tou sustmatoc, stw ti h mtra A qei n diakritc idiotimc 1 , . . . , n me antstoiqa idiodiansmata v1 , . . . , vn . Tte ja isqei: Avi = i vi (4.15)

80

Diaforikc

Exisseic

All tte an me P sumbolsoume th mtra pou qei wc stlec ta idiodiansmata thc A, kai me th diagnia mtra me pou qei tic idiotimc 1 , . . . , n sth diagnio kat antistoiqan kai se genkeush tou kefalaou 4.3.2, tte ja qoume ti P 1 AP = (4.16) Yqnoume th lsh tou sustmatoc exissewn y = Ay . Orzoume na no dinusma metablhtn z parnontac to grammik metasqhmatism twn metablhtn y wc exc: z = P 1 y me antstrofo x = P y . Tte paragwgzontac to z (t) = P 1 y (t) wc proc t, lambnoume z = = = = P 1 y P 1 Ay P 1 AP z z

(4.17) (4.18)

Tra, afo to enai diagnia mtra, to ssthma z = z mpore na grafe wc z 1 1 z1 . . . .= . . z n n zn me lsh z1 (t) c1 e1 t . . . . = . . zn (t) cn en t Tloc gia na epistryoume stic arqikc mac metablhtc y knoume qrsh tou metasqhmatismo y = P z : y (t) = P z (t) c1 e1 t . = [v1 . . . vn ] . . cn en t = c1 e1 t v1 + c2 e2 t v2 + . . . + cn en t vn (4.19) Sth sunqeia ja epikentrwjome se sustmata 2 2, dhlad do diaforikn exissewn me do agnstouc. Gia genkeush se sustmata n n, bl. [2] Gia thn eresh twn idiotimn, wc gnwstn ap th grammik lgebra, prpei na lsoume thn qarakthristik exswsh: |A I | = 0. Kat thn eplush thc qarakthristikc exswshc mpore na prokyoun oi exc periptseic:

4.3

Sustmata

Diaforikn

Exissewn

81

1. Do diakritc pragmatikc idiotimc. 2. Ma dipl (pragmatik) idiotim. 3. Do suzugec migadikc idiotimc. Sthn prth perptwsh, afo oi idiotimc enai diakritc ja prokyoun kai do grammik anexrthta idiodiansmata pou ja antistoiqon se autc tic idiotimc. Epomnwc ap to Jerhma 4.7, prokptei kai h genik lsh tou sustmatoc diaforikn exissewn. Sth deterh perptwsh an ap thn qarakthristik exswsh prokyei ma dipl pragmatik idiotim, ja brome na mno idiodinusma kai epomnwc mno ma lsh thc exswshc me th morf 1 et . Afo gia na brome th genik 2 lsh tou sustmatoc, qreiazmaste kai mia deterh, grammikc anexrthth lsh, dokimzoume lseic thc morfc x= pou 1 tet 2

1 enai na stajer dinusma pou prpei na prosdiorsoume. Gia na 2 to knoume aut, Eisgoume to x = 1 tet sto arqik omogenc ssthma 2 y kai lnoume wc proc 1 , 2 . y = Ay Sthn trth perptwsh, an prokyei na zegoc suzugn migadikn idiotimn, efson oi idiotimc enai diaforetikc (suzugec), ja lboume kai do grammikc anexrthta (migadik) idiodiansmata kai epomnwc h genik lsh ja prokptei pwc proexetjh. Parlo pou ta idiodiansmata ja enai migadik, enai dunatn na brome na zegoc grammikc anexrthtwn pragmatikn lsewn tou omogenoc sustmatoc pou ja mac dnoun kai th genik lsh tou omogenoc sustmatoc: Ac pome gia pardeigma ti ap th lsh thc qarakthristikc exswshc prokptoun do idiotimc thc morfc: 1 = + i, 2 = i kai do suzug idiodiansmata, , , pou antistoiqon stic idiotimc 1 kai 2 . Tte oi lseic tou omogenoc sustmatoc x(1) = e1 t , x(2) = e2 t 1 + 2

enai migadikc suzugec h ma thc llhc. An gryoume to wc = i 1 , pou i , i pragmatiko arijmo, tte 2

82

Diaforikc

Exisseic

x(1) = =

1 +i 1 2 2 1 +i 1 2 2

e(+i )t et (cos t + i sin t) (4.20)

pou gia na ftsoume sthn 4.20 qrhsimopoisame tic sqseic tou Euler: ei = cos + i sin ei = cos i sin

(4.21) (4.22)

Sugkentrnontac maz ta pragmatik kai ta fantastik mrh tou (1) , lambnoume x(1) = et 1 cos t 1 sin t + iet 2 2 v (t) = u (t) + iv 1 sin t + 1 cos t 2 2 (4.23)

pou u (t) = et v (t) = et 1 cos t 1 sin t 2 2 1 sin t + 1 cos t 2 2 (4.24)

enai pragmatikc kai grammikc anexrthtec pwc mpore na deiqje lseic y. tou sustmatoc y = Ay

4.4

Dunamik sumperifor grammikn susthmtwn Diaforikn Exissewn

Eqontac brei th genik lsh enc grammiko sustmatoc diaforikn exissewn 2 2, mac endiafrei h dunamik sumperifor tou, dhlad pc oi lseic tou, pou enai sunartseic tou qrnou metabllontai me thn prodo tou qrnou. Sugkekrimna mac endiafrei an oi lseic enai eustajec kai an parousizoun kuklikthta. O lseic enai eustajec tan, kajc h anexrthth metablht t megalnei, oi timc tou diansmatoc twn lsewn tenoun proc mia tim isorropac (sqmata 4.4, 4.5 kai astajec tan tenoun na proun pol meglec mikrc (dhlad pol arnhtikc) timc (sqmata 4.6,

4.4

Dunamik

sumperifor

grammikn

susthmtwn

Diaforikn

Exissewn

83

x(t)

t
Sqma 4.4: Eustajc, mh kuklik isorropa. 4.7). Kuklikthta parousizoun oi lseic tan qoun thn tsh na auxnoun kai na meinontai periodik. Otan dhlad tenoun proc thn tim isorropac parnontac timc llote megalterec kai llote mikrterec ap thn tim isorropac (san mia talntwsh pou fjnei, bl sqma 4.5) tan lambnoun timc periodik llote meglec kai llote mikrc san mia talntwsh me stajer kai olona auxanmeno mkoc (bl. sqma 4.7). Afo h genik lsh enc sustmatoc diaforikn exissewn exarttai ap tic idiotimc kai ta idiodiansmata thc mtrac A, enai logik h dunamik sumperifor thc kai to edoc thc isorropac grw ap ta shmea isorropac na exarttai ap tic idiotimc. Ap tic exisseic (4.19), (4.23) kai (4.24) prokptei ti h sumperifor thc lshc enc sustmatoc diaforikn exissewn ja prosdiorzetai ap tic idiotimc thc mtrac A. Pio sugkekrimna ap thn exswsh (4.19) prokptei ti 1. Sthn perptwsh twn pragmatikn idiotimn, h eustjeia tou sustmatoc ja exarttai ap to prshmo twn idiotimn. An paradegmatoc qrin oi do idiotimc qoun arnhtik prshmo tte h lsh ja tenei proc to mh0 denik dinusma . An toulqiston ma idiotim qei jetik prshmo, h 0 lsh pou sqetzetai me aut thn idiotim ja tenei na parnei anexlegkta meglec mikrc timc et kajc to t ja megalnei. Sunepc an mia idiotim enai jetik to ssthma ja enai astajc. To an ja tenei proc + proc to , exarttai ap tic timc twn aujairtwn stajern c1 , c2 , kajc kai ap to poia idiotim enai kat apluth tim megalterh.

84

Diaforikc

Exisseic

2. Sthn perptwsh thc diplc idiotimc enai kat analoga profanc ti eustjeia qoume mnon en h dipl idiotim enai arnhtik, en se antjeth perptwsh to ssthma enai astajc 3. Tloc sthn perptwsh twn migadikn idiotimn, pwc gnetai profanc kai ap tic exisseic (4.23) kai (4.24), h eustjeia exarttai ap to pragmatik mroc thc idiotimc (). An aut enai arnhtik to ssthma 0 . An pli > 0 ja tenei proc isorropa kajc h lsh x(1) 0 tte h lsh x(1) ja tenei na prei aperwc jetikc arnhtikc timc, kai pli anloga me tic timc pou ja lambnoun oi aujaretec stajerc. To fantastik mroc thc idiotimc, i , pwc fanetai ki ap tic parapnw exisseic, ja prosddei sto ssthma kuklik sumperifor afo pwc epame mpore na grafe san jroisma hmitnwn kai sunhmitnwn. Aut to jroisma qei wc gnwstn periodik kuklik sumperifor kai pollaplasiazmeno sthn exswsh (4.23) me thn ekjetik sunrthsh et , ja prokale kuklikthta stic timc thc lshc x(1) h opoa ja ektele ete fjnousa ete auxanmenou pltouc talntwsh (bl. sqmata 4.5, 4.7). 4. Tloc an to pragmatik mroc thc idiotimc enai mhdn tte ap thn exswsh (4.23), prokptei ti to ssthma ja ektele talntwsh stajero pltouc.

4.5

D.E. deutrac txewc kai sustmata D.E.

H eplush grammikn diaforikn exissewn anwtrac txewc mpore na anaqje se eplush enc sustmatoc grammikn diaforikn exissewn prthc txewc afo mporome na antimetwpsoume tic paraggouc anwtrac thc prthc txewc wc kainoriec metablhtc kai na lsoume to ssthma exissewn prthc txewc pou prokptei. Gia pardeigma stw ti jloume na lsoume th diaforik exswsh deutrac txewc y (t) + ay (t) + by (t) = c (4.25)

Tte dia tou aplo metasqhmatismo x(t) y (t) x (t) = y (t), lambnoume to exc isodnamo ssthma grammikn diaforikn exissewn prthc txewc: x (t) = ax(t) by (t) + c y (t) = x(t) x (t) a b = y (t) 1 0 (4.26)

x(t) c + y (t) 0

4.5

D.E.

deutrac

txewc

kai

sustmata

D.E.

85

Profanc brskontac th lsh thc (4.26), brskoume kai th lsh thc arqikc diaforikc exswshc deutrac txewc.

86

Diaforikc

Exisseic

x(t)

t
Sqma 4.5: Eustajc, kuklik isorropa.

x(t)

t
Sqma 4.6: Astajc, mh kuklik isorropa.

4.5

D.E.

deutrac

txewc

kai

sustmata

D.E.

87

x(t)

t
Sqma 4.7: Astajc, kuklik isorropa.

88

Diaforikc

Exisseic

Bibliografa
[1] Claude Berge. Topological Spaces. Oliver & Boyd, Edinburgh, 1962. [2] William E. Boyce kai Richard C. DiPrima. Elementary Dierential Equations and Boundary Value Problems. John Wiley & Sons, New York, 1986. [3] Alpha Chiang. Fundamental Methods of Mathematical Economics. McGraw Hill, New York, 2005. [4] Angel de la Fuente. Mathematical Methods and Models for Economists. Cambridge University Press, Cambridge, 2000. [5] Michael Hoy, John Livernois, Chris McKenna, Thanasis Stengos kai Ray Rees. Mathematics for economics. The M.I.T. Press, Cambridge, Massachusetts, 2001. [6] Michael D. Intriligator. Mathematical Optimization and Economic Theory. Prentice-Hall, New Jersey, 1971. [7] Andreu Mas-Colell, Michael D. Whinston kai Jerry R. Green. Microeconomic Theory. Oxford University Press, Oxford, 1995. [8] Carl P. Simon kai Lawrence Blume. Mathematics for Economics. W W Norton & Co, New York, 1994. [9] Gilbert Strang. Linear Algebra and Its Applications. Brooks Cole, San Diego, 1988. [10] Akira Takayama. Mathematical Economics. Press, Cambridge, 1985. Cambridge University