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¥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

e = 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=2πr=0r=∞e-r2 r dr dθ

θ=0θ=2πu=0u=∞e-u (1/2) du dθ = 2π [-(1/2) e - u ]0 = 2π [ 0 - (-1/2) ] = π

 ∴ I = √π

¡]¬°¤°»ò§Ú­Ìª¾¹D 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)