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Diffstat (limited to 'source/know/concept/legendre-transform')
-rw-r--r-- | source/know/concept/legendre-transform/index.md | 31 |
1 files changed, 17 insertions, 14 deletions
diff --git a/source/know/concept/legendre-transform/index.md b/source/know/concept/legendre-transform/index.md index c4fdeb4..d09613f 100644 --- a/source/know/concept/legendre-transform/index.md +++ b/source/know/concept/legendre-transform/index.md @@ -10,48 +10,49 @@ 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. +and from which the original $$f(x)$$ can be reconstructed. The point is that $$L(f')$$ contains the same information as $$f(x)$$, just in a different form, analogously to e.g. the [Fourier transform](/know/concept/fourier-transform/). 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 must have slope $$f'(x_0)$$, and intersects the $$y$$-axis at $$-C$$: +which has slope $$f'(x_0)$$ and intersects the $$y$$-axis at $$y = -C$$: $$\begin{aligned} y(x) - = f'(x_0) (x - x_0) + f(x_0) - = f'(x_0) \: x - C + &= f'(x_0) (x - x_0) + f(x_0) + \\ + &= f'(x_0) \: x - C \end{aligned}$$ Where $$C \equiv f'(x_0) \: x_0 - f(x_0)$$. -We now define the Legendre transform $$L(f')$$ such that -for all $$x_0 \in [a, b]$$ we have $$L(f'(x_0)) = C$$ +We now define the *Legendre transform* $$L(f')$$, +such that for all $$x_0 \in [a, b]$$ we have $$L(f'(x_0)) = C$$ (some authors use $$-C$$ instead). Renaming $$x_0$$ to $$x$$: $$\begin{aligned} L(f'(x)) - = f'(x) \: x - f(x) + &= f'(x) \: x - f(x) \end{aligned}$$ We want this function to depend only on the derivative $$f'$$, but currently $$x$$ still appears here as a variable. -We fix this problem in the easiest possible way: +We solve this 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: $$\begin{aligned} \boxed{ L(f') - = f' \: x(f') - f(x(f')) + = f' \: x(f') - f\big(x(f')\big) } \end{aligned}$$ 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, +which is only satisfied if $$f(x)$$ is either convex or concave, meaning its derivative $$f'(x)$$ is monotonic. The derivative of $$L(f')$$ with respect to $$f'$$ is simply $$x(f')$$. @@ -72,9 +73,11 @@ To show this, let $$g(L')$$ be the Legendre transform of $$L(f')$$: $$\begin{aligned} g(L') - = L' \: f'(L') - L(f'(L')) - = x(f') \: f' - f' \: x(f') + f(x(f')) - = f(x) + &= L' \: f'(L') - L(f'(L')) + \\ + &= x(f') \: f' - f' \: x(f') + f(x(f')) + \\ + &= f(x) \end{aligned}$$ Moreover, a Legendre transform is always invertible, @@ -84,7 +87,7 @@ so a proof is: $$\begin{aligned} L''(f') - = \dv{}{f'} \Big( \dv{L}{f'} \Big) + &= \dv{}{f'} \Big( \dv{L}{f'} \Big) = \dv{x(f')}{f'} = \dv{x}{f'(x)} = \frac{1}{f''(x)} |