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Diffstat (limited to 'source/know/concept/legendre-transform')
-rw-r--r-- | source/know/concept/legendre-transform/index.md | 42 |
1 files changed, 21 insertions, 21 deletions
diff --git a/source/know/concept/legendre-transform/index.md b/source/know/concept/legendre-transform/index.md index 354b7ae..51c003e 100644 --- a/source/know/concept/legendre-transform/index.md +++ b/source/know/concept/legendre-transform/index.md @@ -8,32 +8,32 @@ categories: layout: "concept" --- -The **Legendre transform** of a function $f(x)$ is a new function $L(f')$, -which depends only on the derivative $f'(x)$ of $f(x)$, and from which -the original function $f(x)$ can be reconstructed. The point is, +The **Legendre transform** of a function $$f(x)$$ is a new function $$L(f')$$, +which depends only on the derivative $$f'(x)$$ of $$f(x)$$, and from which +the original function $$f(x)$$ can be reconstructed. The point is, analogously to other transforms (e.g. [Fourier](/know/concept/fourier-transform/)), -that $L(f')$ contains the same information as $f(x)$, just in a different form. +that $$L(f')$$ contains the same information as $$f(x)$$, just in a different form. -Let us choose an arbitrary point $x_0 \in [a, b]$ in the domain of -$f(x)$. Consider a line $y(x)$ tangent to $f(x)$ at $x = x_0$, which has -a slope $f'(x_0)$ and intersects the $y$-axis at $-C$: +Let us choose an arbitrary point $$x_0 \in [a, b]$$ in the domain of +$$f(x)$$. Consider a line $$y(x)$$ tangent to $$f(x)$$ at $$x = x_0$$, which has +a slope $$f'(x_0)$$ and intersects the $$y$$-axis at $$-C$$: $$\begin{aligned} y(x) = f'(x_0) (x - x_0) + f(x_0) = f'(x_0) x - C \end{aligned}$$ -The Legendre transform $L(f')$ is defined such that $L(f'(x_0)) = C$ -(or sometimes $-C$) for all $x_0 \in [a, b]$, -where $C$ corresponds to the tangent line at $x = x_0$. This yields: +The Legendre transform $$L(f')$$ is defined such that $$L(f'(x_0)) = C$$ +(or sometimes $$-C$$) for all $$x_0 \in [a, b]$$, +where $$C$$ corresponds to the tangent line at $$x = x_0$$. This yields: $$\begin{aligned} L(f'(x)) = f'(x) \: x - f(x) \end{aligned}$$ -We want this function to depend only on the derivative $f'$, but -currently $x$ still appears here as a variable. We fix that problem in -the easiest possible way: by assuming that $f'(x)$ is invertible for all -$x \in [a, b]$. If $x(f')$ is the inverse of $f'(x)$, then $L(f')$ is +We want this function to depend only on the derivative $$f'$$, but +currently $$x$$ still appears here as a variable. We fix that problem in +the easiest possible way: by assuming that $$f'(x)$$ is invertible for all +$$x \in [a, b]$$. If $$x(f')$$ is the inverse of $$f'(x)$$, then $$L(f')$$ is given by: $$\begin{aligned} @@ -43,12 +43,12 @@ $$\begin{aligned} \end{aligned}$$ The only requirement for the existence of the Legendre transform is thus -the invertibility of $f'(x)$ in the target interval $[a,b]$, which can -only be true if $f(x)$ is either convex or concave, i.e. its derivative -$f'(x)$ is monotonic. +the invertibility of $$f'(x)$$ in the target interval $$[a,b]$$, which can +only be true if $$f(x)$$ is either convex or concave, i.e. its derivative +$$f'(x)$$ is monotonic. -Crucially, the derivative of $L(f')$ with respect to $f'$ is simply -$x(f')$. In other words, the roles of $f'$ and $x$ are switched by the +Crucially, the derivative of $$L(f')$$ with respect to $$f'$$ is simply +$$x(f')$$. In other words, the roles of $$f'$$ and $$x$$ are switched by the transformation: the coordinate becomes the derivative and vice versa. This is demonstrated here: @@ -59,7 +59,7 @@ $$\begin{aligned} \end{aligned}$$ Furthermore, Legendre transformation is an *involution*, meaning it is -its own inverse. Let $g(L')$ be the Legendre transform of $L(f')$: +its own inverse. Let $$g(L')$$ be the Legendre transform of $$L(f')$$: $$\begin{aligned} g(L') = L' \: f'(L') - L(f'(L')) @@ -68,7 +68,7 @@ $$\begin{aligned} Moreover, the inverse of a (forward) transform always exists, because the Legendre transform of a convex function is itself convex. Convexity -of $f(x)$ means that $f''(x) > 0$ for all $x \in [a, b]$, which yields +of $$f(x)$$ means that $$f''(x) > 0$$ for all $$x \in [a, b]$$, which yields the following proof: $$\begin{aligned} |