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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:
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.
Euclidean norm
Definition 2.3:
(i) The vector (a1 + b1 , . . . , an + bn ) ∈ Rn is called the addition of â and b̂, denoted by â + b̂.
is called the cross product or the vector product of â and b̂, denoted by â × b̂.
這些運算有些常用的基本性質:
Proposition 2.1:
(1) â · â = ∥â∥2 .
(2) â · b̂ = b̂ · â.
a1 a2 a3
(9) When n = 3, â · (b̂ × ĉ) = b1 b2 b3 .
c1 c2 c3
proof: (Exercise)
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.
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:
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。
(⇒)
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
(⇐)
Let ϵ > 0.
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
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
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。
û × v̂ 各分量的極限了
It follows that
接著再用一次,就能得到 û × v̂ 的極限了。
= 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:
Proposition 2.4:
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)
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:
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) 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
(3) (f û)′ = f ′ û + f û ′ .
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。
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′
= û ′ · v̂ + û · v̂ ′ .
我們看看幾個例子:
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),
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∥ is a constant.
Definition 2.8:
(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:
(⇒)
⇒ ∃ 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.
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。
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:
Z ! Z
b b
(2) when n = 3, û(t) dt × v̂ = û(t) × v̂ dt.
a a
proof: (Exercise)