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2.

1 Vector functions
這個 section 要介紹的是向量值函數 (vector function),即取值為向量的函數,因此它的對應域會是 Rn ,收集所有 n
個實數形成的有序組 (n-tuples of real numbers) 所形成的集合;而以往所認識是的對應域為實數的函數 (real valued
function),在往後有時會稱作純量函數 (scalar function)

2.1.1 Vectors in Rn

首先介紹一下向量是什麼

Definition 2.1:

The set Rn is defined by

Rn = R × · · · × R = { (x1 , . . . , xn ) | xi ∈ R for every i = 1, . . . , n }.


| {z }
n

Every member in Rn is called a vector.

接下來我們介紹表示向量長度的“Euclidean norm "以及表示向量間距離的“distance "。

Definition 2.2:
p
(1) For every vector â = (a1 , . . . , an ) ∈ Rn , the value of a21 + a22 + · · · + a2n is called the Euclidean norm of â, and
denoted by ∥â∥.

(2) For every pair of vectors â, b̂ ∈ Rn , the value ∥â − b̂∥ is called the distance between â and b̂.

備註:“norm"這個詞,它是在任何 (或許很抽象的) 向量空間上給予的一個衡量向量長度或大小的準則,在這邊同學們可以將它想成向量的長度


即可。

一般來說,Rn 上可以很多個“norm ",Euclidean norm 是其中一個,由於我們這門課不會用到其它的 norm ,所以接下來的“norm "都是指

Euclidean norm

我們接著介紹向量間的幾個運算:加法、係數積“dot product (內積) "、“cross product (外積) "。

Definition 2.3:

Let â = (a1 , . . . , an ) ∈ Rn , b̂ = (b1 , . . . , bn ) ∈ Rn , and r ∈ R.

(i) The vector (a1 + b1 , . . . , an + bn ) ∈ Rn is called the addition of â and b̂, denoted by â + b̂.

(ii) The vector (r a1 , . . . , r an ) ∈ Rn is called the scalar multiplication of â by r, denoted by r â.

2.1 Vector functions page 1/ 11


X
n
(iii) The number ak bk is called the dot product of â and b̂, denoted by â · b̂.
k=1

(iv) When n = 3, the vector


î ĵ k̂  
a2 a3 a1 a3 a1 a2
a1 a2 a3 =  ,− , 
b2 b3 b1 b3 b1 b2
b1 b2 b3

is called the cross product or the vector product of â and b̂, denoted by â × b̂.

(Note: in R3 , î = (1, 0, 0), ĵ = (0, 1, 0), and k̂ = (0, 0, 1))

這些運算有些常用的基本性質:

Proposition 2.1:

Let â = (a1 , . . . , an ), b̂ = (b1 , . . . , bn ), ĉ = (c1 , . . . , cn ) be vectors in Rn , and r a real number. Then

(1) â · â = ∥â∥2 .

(2) â · b̂ = b̂ · â.

(3) â · (r b̂) = r(b̂ · â) = (r â) · b̂.

(4) â · (b̂ + ĉ) = â · b̂ + â · ĉ.

(5) When n = 3, â × â = 0̂ := (0, 0, 0).

(6) When n = 3, â × b̂ = −b̂ × â.

(7) When n = 3, â × (r b̂) = r (â × b̂) = (r â) × b̂.

(8) When n = 3, â × (b̂ + ĉ) = â × b̂ + â × ĉ.

a1 a2 a3
(9) When n = 3, â · (b̂ × ĉ) = b1 b2 b3 .
c1 c2 c3

proof: (Exercise)

2.1 Vector functions page 2/ 11


2.1.2 Limits and continuity of vector functions

我們首先定義一下什麼是向量值函數:

Definition 2.4:

Let f1 , f2 , . . . , fn be functions of I ⊂ R into R. The function r̂ : I → Rn defined by r̂(t) = (f1 (t), f2 (t), . . . , fn (t)) is
called a vector valued function, or simply a vector function.

接著我們就來建立向量函數有的一些基本性質。 我們定義向量函數的極限如下

Definition 2.5:

Let r̂ : I ⊂ R → Rn be a vector function. We say the limit of r̂(t) is â as t tends to t0 if for every ϵ > 0, there is a
δ > 0 (depends on ϵ) such that
∥r̂(t) − â∥ < ϵ whenever 0 < |t − t0 | < δ.

In this case, we write lim r̂(t) = â.


t→t0

跟以往實值函數的定義方式一樣,只不過對應域在 Rn ,自然就換成了向量間的距離 ∥r̂(t) − â∥。

Proposition 2.2:

Let r̂ : I ⊂ R → Rn , and t0 ∈ I. Suppose r̂ = (f1 , . . . , fn ). Then lim r̂(t) = â if and only if lim fi (t) = ai for
t→t0 t→t0
i = 1, 2, . . . , n, where â = (a1 , a2 , . . . , an ) is a vector in Rn .

proof:

這個 proposition 是用極限的定義去證,要先瞭解“想證的是什麼",即什麼叫做“limt→t0 fi (t) = ai "和“limt→t0 r̂(t) = â"。

瞭解了以後,就是要以 ∥r̂(t) − â∥ 的大小,控制每個 |fi (t) − ai | 的大小、以及另一個方向,以所有 |fi (t) − ai | 的大小控制 ∥r̂(t) − â∥ 的大小。

(⇒)

Let i be one of 1, 2, . . . , n. Let ϵ > 0.

∵ lim r̂(t) = â. ∴ there exists δ > 0 such that


t→t0

∥r̂(t) − â∥ < ϵ whenever 0 < |t − t0 | < δ.

上面是依定義,控制了整個向量的差距,接下來就由這個來估計各分量的差距。

v
uX
u n
∵ |fi (t) − ai | ≤ t |fj (t) − aj |2 = ∥r̂(t) − â∥.
j=1

2.1 Vector functions page 3/ 11


∴ |fi (t) − ai | < ϵ whenever 0 < |t − t0 | < δ.

Therefore lim fi (t) = ai .


t→t0

(⇐)

Let ϵ > 0.

∵ lim fi (t) = ai for i = 1, 2, . . . , n.


t→t0
ϵ ϵ
∴ For each i, and for > 0, there is a δi > 0 such that |fi (t) − ai | < whenever 0 < |t − t0 | < δi .
n n
這邊是依照定義,每個分量函數都能找到一個 δ 使 |fi (t) − a| 在 t 如此接近 t0 時,會夠小

由於只有有限多個分量,所以能取最小的,如此一來就能同時控制 ˆ(r)(t) 與 a 在每個分量的差距。

Take δ = min{δ1 , . . . , δn }. Then for each i,

ϵ
|fi (t) − ai | < whenever 0 < |t − t0 | < δ
n

最後是估計整個向量的差距
v v r
u n u n  
uX uX ϵ 2 ϵ2
⇒ ∥r̂(t) − â∥ = t |fi (t) − ai | <
2 t = < ϵ whenever 0 < |t − t0 | < δ.
i=1 i=1
n n

Therefore lim r̂(t) = â.


t→t0
有了這個“向量取極限等同於各分量分別取極限"的性質,往後我們便可以很方便地建立其它性質了。

以下的性質中,主要列出內積、外積這兩個向量運算、以及向量乘上純量,當然還有一些向量加減法、乘常數的極
限、合成的極限,不過那些就不列了,同學們仍可以直接用。

Proposition 2.3:

Let û and v̂ be vector functions of I ⊂ R into Rn , f : I → R be a scalar function, and t0 ∈ I. Suppose lim û(t) = â,
t→t0
lim v̂(t) = b̂, and lim f (t) = c. Then
t→t0 t→t0

(1) lim û(t) · v̂(t) = â · b̂.
t→t0

(2) lim û(t) × v̂(t) = â × b̂ (when n = 3).
t→t0

(3) lim f (t)û(t) = câ.


t→t0

proof of (2): (Others are exercises)

2.1 Vector functions page 4/ 11


這幾個性質,都是透過各分量分別取極限,再由“純量函數的極限"的性質推得。

Let û = (u1 , u2 , u3 ), v̂ = (v1 , v2 , v3 ), â = (a1 , a2 , a3 ), and b̂ = (b1 , b2 , b3 ). Then

î ĵ k̂
û(t) × v̂(t) = u1 (t) u2 (t) u3 (t)
v1 (t) v2 (t) v3 (t)
 
u2 (t) u3 (t) u1 (t) u3 (t) u1 (t) u2 (t)
= , − , 
v2 (t) v3 (t) v1 (t) v3 (t) v1 (t) v2 (t)

= (u2 (t)v3 (t) − u3 (t)v2 (t), u3 (t)v1 (t) − u1 (t)v3 (t), u1 (t)v2 (t) − u2 (t)v1 (t))

到這邊是把 û × v̂ 各分量算出來。

∵ lim û(t) = â and lim v̂(t) = b̂.


t→t0 t→t0

∴ By proposition 2.2, lim ui (t) = ai and lim vi (t) = bi for i = 1, 2, 3.


t→t0 t→t0

因為 ui , vi 是 û, v̂ 的各分量,所以它們的極限,由 prop. 2.2 ,我們知道會是 û, v̂ 各分量的極限,接下來用“純量函數的極限性質",就能算出

û × v̂ 各分量的極限了

It follows that

lim u2 (t)v3 (t) − u3 (t)v2 (t) = a2 b3 − a3 b2 ,


t→t0

lim u3 (t)v1 (t) − u1 (t)v3 (t) = a3 b1 − a1 b3 ,


t→t0

and lim u1 (t)v2 (t) − u2 (t)v1 (t) = a1 b2 − a2 b1


t→t0

接著再用一次,就能得到 û × v̂ 的極限了。

Therefore, by proposition 2.2 again, we obtain that



lim û(t) × v̂(t) = (a2 b3 − a3 b2 , a3 b1 − a1 b3 , a1 b2 − a2 b1 )
t→t0

= â × b̂

有了極限後,接著就會定義什麼是“連續",定義方式仍與以往純量函數時相同。

Definition 2.6:

(i) A vector function r̂ : I ⊂ R → Rn is said to be continuous at a point t0 ∈ I if lim r̂(t) = r̂(t0 ).


t→t0

(ii) A vector function r̂ : I ⊂ R → Rn is said to be continuous (on I) if it is continuous at every point in I.

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因為向量取極限可以各分量取極限,所以向量函數連續也等同於各分量皆連續。

Proposition 2.4:

Suppose r̂ = (f1 , . . . , fn ) is a vector function of I ⊂ R into Rn . Then

(1) r̂ is continuous at a point t0 ∈ I if and only if each fi is continuous at t0 .

(2) r̂ is continuous if and only if each fi is continuous.

proof: (Exercise)

Proposition 2.5:

Let û and v̂ be vector functions of I ⊂ R into Rn , f : I → R, g : J → R be scalar functions, and t0 ∈ I. Suppose the
image of g is contained in I.

(1) If û, v̂, f , and g are continuous at t0 , then so are û · v̂, û × v̂ (when n = 3), f û, and û ◦ g.

(2) If û, v̂, f , and g are continuous functions, then so are û · v̂, û × v̂ (when n = 3), f û, and û ◦ g.

proof: (Exercise)

備註:這邊將 û · v̂ 、û × v̂ 、f û 及 û ◦ g 當成函數,它們的取值方式自然是 (û · v̂)(t) = û(t) · v̂(t), (û × v̂)(t) = û(t) × v̂(t) 、(f û)(t) = f (t)û(t)

以及 (û ◦ g)(t) = û(g(t)) ,這件事也許看起來很廢話,但在邏輯上是重要的,因為之前從來沒定義過什麼叫做函數與函數內積、外積。

2.1.3 Differentiability of vector functions

接下來定義微分,定義方式也和純量函數的微分一樣。

Definition 2.7:

A vector function r̂ : I ⊂ R → Rn is said to be differentiable at a point t0 ∈ I if the limit


r̂(t) − r̂(t0 )
lim
t→t0 t − t0
r̂(t) − r̂(t0 )
exists. Moreover, if r̂ is differentiable at t0 , then the value of limit lim is called the derivative of r̂ at t0 ,
t→t0 t − t0
denoted by r̂ ′ (t0 ).
A vector function r̂ : I ⊂ R → Rn is said to be differentiable (on I) if it is differentiable at every point in I.

向量微分也是等同於在每個分量各別微分,一樣是透過取極限可以各分量分別取而得來。

2.1 Vector functions page 6/ 11


Proposition 2.6:

Suppose r̂ = (f1 , . . . , fn ) is a vector function of I ⊂ R into Rn . Then

(1) r̂ is differentiable at a point t0 ∈ I if and only if each fi is differentiable at t0 .

In addition, r̂ ′ (t0 ) = (f1′ (t0 ), f2′ (t0 ), . . . , fn′ (t0 )).

(2) r̂ is a differentiable function if and only if these fi are all differentiable functions.

proof: (Exercise)

向量微分運算上如同純量函數的微分有些規則,這邊也只列這些。

Proposition 2.7:

Let û and v̂ be vector functions of I ⊂ R into Rn , f : I → R, g : J → R be scalar functions. Suppose the image of
g is contained in I. If û, v̂, and f are differentiable functions, then so are û · v̂, û × v̂ (when n = 3), f û, and û ◦ g, and
their derivatives are

(1) (û · v̂)′ = û ′ · v̂ + û · v̂,′ .

(2) (û × v̂)′ = û ′ × v̂ + û × v̂,′ .

(3) (f û)′ = f ′ û + f û ′ .

(4) (û ◦ g)′ = g ′ (û ′ ◦ g).

proof of (1): (Others are exercises)

以下的過程就是純量函數的微分性質,最後在整理成想要的樣子。

Let û = (u1 , u2 , u3 ), v̂ = (v1 , v2 , v3 ).

Then û · v̂ = u1 v1 + u2 v2 + u3 v3 .

Therefore we obtain
′
û · v̂ = u′1 v1 + u1 v1′ + u′2 v2 + u2 v2′ + u′3 v3 + u3 v3′

= (u′1 v1 + u′2 v2 + u′3 ) + u′3 v3 ) + (u1 v1′ + u2 v2′ + u3 v3′ )

= û ′ · v̂ + û · v̂ ′ .

我們看看幾個例子:

2.1 Vector functions page 7/ 11


Example 1:

Let â(t) = (t2 , 7, 4), b̂(t) = (2, t − 1, 2), and ĉ(t) = (t, 3, 2) be vector functions. Suppose f (t) = â(t) · ( b̂(t) × ĉ(t) ).
Find the absolute maximum of f on [0, 2].

solution:

∵ â, b̂, ĉ are continuous functions. ∴ f (t) = â(t) · (b̂(t) × ĉ(t)) is a continuous function.

d
Since f ′ (t) = â′ (t) · ( b̂(t) × ĉ(t) ) + â(t) · ( b̂(t) × ĉ(t) )
dt
= â′ (t) · ( b̂(t) × ĉ(t) ) + â(t) · ( b̂′ (t) × ĉ(t) ) + â(t) · ( b̂(t) × ĉ′ (t) )

2t 0 0 t2 7 4 t2 7 4
= 2 t−1 2 + 0 1 0 + 2 t−1 2
t 3 2 t 3 2 1 0 0

= 2t(2t − 8) + 1 · (2t2 − 4t) + 1 · (18 − 4t) = 6t2 − 24t + 18 = 6(t − 1)(t − 3),

which is positive on t ∈ (0, 1) and negative on (1, 2), f has maximum at 1.

1 7 4
Therefore f (1) = 2 0 2 = 4 is the absolute maximum of f on [0, 2].
1 3 2

Example 2:

Suppose û, v̂ are vector functions from I ⊂ R to R3 satisfying û′ (t) = û(t) × v̂(t). Show that ∥û∥ is a constant.

proof:

Note that d
dt ∥û(t)∥2 = d
dt (û(t) · û(t)) = û′ (t) · û(t) + û(t) · û′ (t) = 2û(t) · û ′ (t).

∵ û′ (t) = û(t) × v̂(t) for all t ∈ I. ∴ û(t) · û′ (t) = û(t) · (û(t) × v̂(t)) for all t ∈ I.

Since û(t) × v̂(t) is perpendicular to û(t), û(t) · (û(t) × v̂(t)) = 0 for all t ∈ I, and hence û(t) · û′ (t) = 0 for all t ∈ I.

⇒ d
dt ∥û(t)∥2 = 0 for all t ∈ I.

⇒ ∥û(t)∥2 = c for all t ∈ I where c is a constant.

⇒ ∥û∥ is a constant.

2.1 Vector functions page 8/ 11


2.1.4 Integrations of vector functions

要定義向量函數的定積分,也是依照以往定純量函數積分的方式,先定義 Riemann sum ,再對 partition 的最大區間長


度取極限即是函數的積分了。

Definition 2.8:

Let r̂ : [a, b] → Rn be a vector function.

(1) The Riemann sum of a vector function R(r̂, P, si ’s) associated with a partition P = {a = t0 < t1 < · · · < tn = b} of
[a, b] and sample points si ’s, where si ∈ [ti−1 , ti ] for each i, is the sum

X
n
r̂(si )(ti − ti−1 ).
i=1

(2) The maximum length of subintervals in a partition P of [a, b] is called the norm of the partition P , and denoted by
∥P ∥.

(3) We say
lim R(r̂, P, si ’s) = â
∥P ∥→0+

if for every ϵ > 0, there is a δ > 0 such that ∥R(r̂, P, si ’s) − â∥ < ϵ for every partition P with ∥P ∥ < δ and every
sample points s′i s.

(4) A vector function r̂ : [a, b] ⊂ R → Rn is said to be integrable on [a, b] if lim R(r̂, P, si ’s) exists
∥P ∥→0+

(5) If r̂ : [a, b] ⊂ R → Rn is integrable on [a, b], the value of lim R(r̂, P, si ’s) is called the definite integral of r̂ on
∥P ∥→0+
Rb
[a, b], and denoted by a r̂(t) dt.

向量函數積分時,一樣是每個分量分別積分。

Proposition 2.8:

A vector function r̂ = (f1 , . . . , fn ) : [a, b] → Rn is integrable ! on [a, b] if and only if every fi is differentiable on [a, b].
Z b Z b Z b
In addition, r̂(t) dt = f1 (t) dt , . . . , fn (t) dt if r̂ is integrable on [a, b].
a a a

proof:

Riemann sum 對 |P | 取極限,相較於平時看到的極限 limt→t0 f (t) 其實要複雜一些,這個證明同學們可以不必會。

寫起來跟 prop. 2.2 的證明類似,一邊是用整個向量的差距來壓各分量的差距;另一邊則是用各分量的差距,一起控制整個向量的差距。

(⇒)

2.1 Vector functions page 9/ 11


Let ϵ > 0.

∵ r̂ is integrable on [a, b].


Z b
∴ r̂(t) dt = lim + R(r̂, P, si ’s) (exists), say it equals some v̂ = (v1 , v2 , . . . , vn ).
a |P |→0

⇒ ∃ δ > 0 such that ∥R(r̂, P, si ’s) − v̂∥ < ϵ for every partition P of [a, b] with |P | < δ and every sample points si ’s
selected from subintervals of P .

Since v
uX
u n
∥R(r̂, P, si ’s) − v̂∥ = t |R(fj , P, si ’s) − vj |2 ,
j=1

we obtain that
∥R(r̂, P, si ’s) − v̂∥ ≥ |R(fj , P, si ’s) − vj |

for j = 1, 2, . . . , n.

⇒ for each j, |R(fj , P, si ’s) − vj | < ϵ for every partition P of [a, b] with |P | < δ and every sample points si ’s selected
from subintervals of P .
Rb
⇒ lim + R(fj , P, si ’s) = vj for j = 1, 2, . . . , n, that is, every fj is integrable on [a, b] and a
fj (t) dt = vj .
|P |→0

(⇐)

Let ϵ > 0.

∵ fj is integrable on [a, b] for j = 1, 2, . . . , n.


Z b
∴ fj (t) dt = lim R(fj , P, si ’s) (exists), say it equals some vj .
a
+ |P |→0
ϵ
⇒ for each j, there is a δj > 0 such that |R(fj , P, si ’s) − vj | < for every partition P of [a, b] with |P | < δj and every
n
sample points si ’s selected from subintervals of P .

Take δ = min{δ1 , . . . , δn }.

Then
ϵ
|R(fj , P, si ’s) − vj | <
for all j
n
whenever the partition P of [a, b] satisfies |P | < δj and the sample points si ’s are selected from subintervals of P .

It follows that
v v
uX uX
u n u n ϵ2 ϵ
⇒ ∥R(r̂, P, si ’s) − v̂∥ = t |R(fj , P, si ’s) − vj | < t
2 = √ <ϵ
j=1 j=1
n n

for every partition P of [a, b] with |P | < δ and every sample points si ’s selected from subintervals of P .
Rb
⇒ lim + R(r̂, P, si ’s) = v̂, that is, every r̂ is integrable on [a, b] and a r̂(t) dt = v̂.
|P |→0

這個 section 最後兩個性質,分別是連續函數在閉區間的可積分性質,以及向量函數的微積分基本定理。證明都是透
過各分量來證,同學們能自己練習看看。

2.1 Vector functions page 10/ 11


Theorem 2.9:

If a vector function r̂ : [a, b] → Rn is continuous, then it is integrable on [a, b].

proof: (Exercise)

Theorem 2.10:
Z t
b =
If a vector function r̂ : [a, b] → Rn is continuous, and let R(t) b is differentiable with derivative
r̂(τ ) dτ . Then R
a
b ′ (t) = r̂(t).
R

proof: (Exercise)

Proposition 2.11:

Let û : [a, b] → Rn be a continuous vector function and v ∈ Rn a constant vector. Then


Z b ! Z b
(1) û(t) dt · v̂ = û(t) · v̂ dt,
a a

Z ! Z
b b
(2) when n = 3, û(t) dt × v̂ = û(t) × v̂ dt.
a a

proof: (Exercise)

2.1 Vector functions page 11/ 11

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