How do I use italicized capital Greek letters in Matplotlib

Question

1. $\it{\Delta}$ is useless as it will print Δ and not Δ
2. We can use \varDelta in LaTex to get the Δ, but it is useless in Matplotlib
3. It is inappropriate to use slanted text，because I want to print something like "Δ/mm"

Answer 1

You can import the Latex package amsmath and then use $\mathit{\Delta}$ in the label.

MWE:

import matplotlib
import matplotlib.pyplot as plt
from matplotlib import rc
from matplotlib import rcParams

matplotlib.rc('text', usetex = True)
params = {'text.latex.preamble': [r'\usepackage{amsmath}']}   
plt.rcParams.update(params)       

fig, ax = plt.subplots()  

ax.plot([1],[1], 'bo')
ax.set_xlabel(r'$\mathit{\Delta}$/mm')
ax.set_ylabel(r'$\Delta$/mm')

plt.show()

which produces: