½Æ²ß¡G¨ç¼Æ¡B·L¤À¡B¿n¤À
¥Dn½Ð¤j®a°Ñ¦Ò Chow ½Ò¥» ªº Appendix 1 ¤¤ªº³¡¤ÀijÃD
(1) ¼ô±xì¤å®Ñªº^¤å
(2) ²ßºD¼Æ¾Çªº§Þ¥©¡B«ä¦Ò»P²z¸Ñ
°w¹ï¥H¤U¥DÃDú¥æ¦Û²ß³ø§i¡C
¨ç¼Æ
¤°»ò¬O¨ç¼Æ : ¤£·|³y¦¨ ¤@¹ï¦h¹ïÀ³ ªº ¬M®g
¨ç¼Æªº³sÄò©Ê¡]·¥¡^
¤°»ò¬O³sÄò (¨S¦³Â_)
¤°»ò¬O¨ç¼Æªº³sÄò ( ¨ç¼Æ¹Ï½u¨S¦³Â_)
ε-δ( orδ-ε) argument
¨ç¼Æªº±×²v¡]·L¤À¡^
±×²vªº©w¸q
¨ç¼Æ·L¤Àªº¬ÛÃö¤½¦¡¥H¤Î¦p¦ó±q x + Δx §Î¦¡¨Ó¤F¸Ñ
c
d/dx c = 0
ax + b
d(ax +b) /dx = d(ax)/dx + db/dx = a dx/dx + 0 = a
[ a (x + Δx) - a (x) ] / Δx = a
xn
d ( xn ) / dx = n xn-1
[ (x + Δx)n - xn ] / Δx ∼ n xn-1
´£¿ô¡G ¤G¶µ¦¡®i¶}ªº¤@¯ë©Ê¤½¦¡¬O¤°»ò¡H
ex
d(ex) / dx = ex
ex ªº¯Å¼Æ«¬ºAªí¥Ü¦¡¡G ex = Σn=0∞ xn / n! ¡A¥Ñ¦¹²z¸Ñ d ex / dx = ex
¡]¹ï©ó e ¤£¼ô±xªº¦P¾Ç¡Ae ¬O¤j¼Æ¾Ç®a Euler /Ū°µ ¶ø¥ì°Ç/ ©Ò©R¦WªºµL²z¼Æ e = 2.71828....¡C¦³¿³½ì½Ð¨£ : "e ªº¶ø¯µ":(¤Z²§¥Xª©ªÀ) ©Î "¤ò°_¨Ó»¡ e" (»·¨£¤Ñ¤U¥Xª©ªÀ) ¡^
sin x
d (sin x) / dx = cos x
eiθ = cosθ + i sinθ ¡A¬G sin x = (eix - e-ix) / 2i ¥B cos x = (eix + e-ix) / 2
¡]¤£¼ô±x¤W±¤½¦¡ªº¦P¾Ç¡A¥i¥Î Euler ªº¦W¦r¨ìºô¤W¥h¬d¡C¦p ºû°ò¦Ê¬ì Euler's formula¡^
cos x
d (cos x) / dx = -sin x
f(x) g(x)
d (fg) / dx = (df/dx) g + f (dg/dx) ¡A³o¥s§@µÜ¥¬¥§¯Y«ß
[ f(x + Δx) g(x + Δx) - f(x)g(x) ] / Δx = [ (f(x) + f'(x)Δx + ...) (g(x) + g'(x)Δx + ...) - f(x)g(x)] / Δx = [f'(x)g(x)Δx + f(x)g'(x)Δx + O(Δx2)] / Δx ∼ f'(x)g(x) + f(x)g'(x)
f(g(x))
chain rule ¡]ÃìÂê«ß¡^
df /dx = (df/dg) (dg/dx)
(¦Û¦æÅçÃÒ) hint
®õ°Ç®i¶}¦¡
f(x+Δx) = Σn=0∞ f(n)(x) (Δx)n / n! ¡A¡]ª`·N 0! ≡ 1 ¡^
or
f(x) = Σn=0∞ f(n)(a) (x-a)n / n!
let Δx = x-a, then
f(x) = Σn=0∞ f(n)(a) (x-a)n / n!
becomes
f(x) = Σn=0∞ f(n)(x - Δx) (Δx)n / n!
let x = x' + Δx, then above equation is
f(x' + Δx) = Σn=0∞ f(n)(x') (Δx)n / n!
finally set x' = x, we return to
f(x+Δx) = Σn=0∞ f(n)(x) (Δx)n / n!
®õ°Ç®i¶}¦¡ ªº ÃÒ©ú
°²³] f(x) = A + B (x-a) + C (x-a)2 + D (x-a)3 + E (x-a)4 + ..... , ·L¤À¤@¦¸±o¡]³oùئ³§Q¥Î¨ì d/dx xn = n xn-1¡AÃÒ©ú¦p¤U¡^
f'(x) = B + 2 C (x-a) + 3 D (x-a)2 + 4 E (x-a)3 + ...
f''(x) = 2 C + 2*3 D (x-a) + 3*4 E (x-a)2 + ...
:
©ó¤W¦C«íµ¥¦¡²Õ¥þ¥N¤J x = a¡A«h :
f(a) = A
f'(a) = B
f''(a) = 2C
:
±oÃÒ¡C
¨ç¼Æ¹Ï½u¤Uªº±¿n¡]¿n¤À¡^
¿n¤À´N¬O¤Ï¾É¼Æ
¨ç¼Æ³Q·L¤À«á©Ò±o¨ìªº±×²v¨ç¼Æ
°O±o¿n¤À±`¼Æ
°¾·L¤À
¹ï©ó¤@¦h¦ÛÅܼƪº¨ç¼Æ f(x,y,z)¡A¨ä°¾·L¤À¥Nªí¶È¹ï¨ä¤¤¤@Ó¦ÛÅܼƪº¤è¦V¨D±×²v¡A°O¬° ∂f/∂y¡]¥H¹ï y °¾·L¬°¨Ò¡^ ¡A¨ä©w¸q¬O
∂f/∂y ≡ limΔy→0 [ f(x, y+Δy, z) - f(x, y, z) ] / Δy
¨Ò¦p f(x,y,z) = xyz + y
∂f/∂y ≡ limΔy→0 {[ (x(y+Δy)z + ( y+Δy)] - [xyz + y]} / Δy = limΔy→0 (xz + 1) = xz + 1
¥þ·L¤À
U(x,y,z)
dU = (∂U/∂x) dx + (∂U/∂y) dy + (∂U/∂z) dz
∫ dU = U + C
∫ dx = x + C
∫ dy = y + C
∫ df = f + C
°ª´µ¨ç¼Æ¿n¤À§Þ¥©
I = ∫-∞∞ e-x2 dx
ÃÒ©ú¡G
I2 = (∫-∞∞ e-x2 dx ) ( ∫-∞∞ e-y2 dy ) = ∫-∞∞∫-∞∞ e-(x2 + y2) dx dy = ∫θ=0θ=2π∫r=0r=∞e-r2 r dr dθ
∫θ=0θ=2π∫u=0u=∞e-u (1/2) du dθ = 2π [-(1/2) e - u ]0∞ = 2π [ 0 - (-1/2) ] = π
∴ I = √π
¡]¬°¤°»ò§Ú̪¾¹D dx dy = r dr dθ ¡H±q·L¤pÅé¿nÂà´«ªº Jacobian ±oª¾ªº¡C¡^ ¡]¥t¤@Æ[ÂI¡Adx¡Bdy ¨âÓ¥¿¥æªº¤p½u¬q¡A ´«¦¨ dr¡Br dθ¨âÓ¥¿¥æªº¤p½u¬q¡A©Ò¥H¤p³æ¤¸±¿n dv = dx dy = r dr dθ¡^
¦Û¦æÃÒ©ú¡G∫-∞∞ e- αx2 dx = √(π/α)