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MATH 345: Linear Algebra and Optimization

Section 3.3 One-parameter maps and changes

Subsection Vector-valued functions of one variable

Subsubsection Basic definitions

A map \(\mathbf{r}:\R\to\R^n\) takes one scalar parameter and outputs a vector. It traces a curve.
Unit 2 lines are the special case \(\mathbf{r}(t)=\mathbf{x}_0+t\mathbf{d}\text{.}\) Indeed, we already encountered parameterizations of curves when discussing parametric equations for straight lines, as in DefinitionΒ 2.2.7.
Activity 3.3.1.
The line \(L_1\) passes through point \((3,-2,5)\) and is parallel to the vector \(\mathbf{v} = ( 2,-3,4 )\text{.}\)
(a)
Find a parameterization of the line \(L_1\text{.}\)
Solution.
The line passes through \((3,-2,5)\) and has direction vector \((2,-3,4)\text{,}\) and so it parameterized by the function
\begin{equation*} \mathbf{r}(t) = \begin{bmatrix}3\\-2\\5\end{bmatrix} + t \begin{bmatrix}2\\-3\\4\end{bmatrix} = \begin{bmatrix}3 + 2t\\ -2 - 3t\\ 5 + 4t\end{bmatrix}\text{.} \end{equation*}
(b)
Another line \(L_2\) passes through the point \((1,3,-1)\) and is perpendicular to \(L_1\text{.}\) If \(L_2\) also lies in the plane \(z = -1\text{,}\) find a parameterization of \(L_2\text{.}\)
Solution.
Since \(L_2\) lies in the plane \(z = -1\text{,}\) the \(z\)-coordinates of all the points of \(L_2\) are the same, so any direction vector for \(L_2\) must be of the form \(\mathbf{d} = (a,b,0)\) for some scalars \(a\) and \(b\text{.}\) Since \(L_2\) is perpendicular to \(L_1\text{,}\) direction vectors for \(L_2\) must be perpendicular to direction vectors of \(L_1\text{,}\) and since \(L_1\) has \((2,-3,4)\) as a direction vector, we find that
\begin{equation*} \begin{bmatrix}2\\-3\\4\end{bmatrix} \cdot \begin{bmatrix}a\\b\\0\end{bmatrix} = 2a - 3b = 0\text{.} \end{equation*}
Thus \(a = (3/2) b\text{.}\)
Any vector solving this equation gives a direction vector of \(L_2\text{,}\) and so (to obtain integer values of \(a\) and \(b\)) we can pick \(b = 2\text{,}\) and thus \(a = 3\text{.}\) So \(\mathbf{d} = (3,2,0)\) is a direction vector of \(L_2\text{,}\) and since \(L_2\) passes through \((1,3,-1)\text{,}\) we obtain a parameterization of \(L_2\) of the form
\begin{equation*} \mathbf{r}(t) = \begin{bmatrix}1\\3\\-1\end{bmatrix} + t \begin{bmatrix}3\\2\\0\end{bmatrix} = \begin{bmatrix}1 + 3t\\3 + 2t\\-1\end{bmatrix}\text{.} \end{equation*}
The parameterizations of straight lines given above are given by vector-valued functions whose components are linear functions. But we can also parameterize curves using nonlinear functions.
Example 3.3.1.
As we vary \(t\) over its allowed values, the vector-valued function \(\mathbf{r}(t)\) traces a curve in \(\R^n\text{.}\) We will not graph functions by hand in this course. For example, consider
\begin{equation*} \mathbf{r}(t) = 4 \cos t \mathbf{i} + 4 \sin t \mathbf{j} + t \mathbf{k}, \quad 0 \leq t \leq 4\pi\text{.} \end{equation*}
Then the curve it traces is illustrated below.
A 3D helix traced by a vector-valued function.
The figure shows \(x\text{,}\) \(y\text{,}\) and \(z\) axes with a blue curve spiraling upward around the vertical \(z\)-axis. Arrowheads on the curve indicate the direction of increasing parameter value. A label near the top gives the formula \(\mathbf{r}(t)=4\cos t\,\mathbf{i}+4\sin t\,\mathbf{j}+t\mathbf{k}\text{.}\)
Figure 3.3.2. The helix traced by the vector-valued function \(\mathbf{r}\text{.}\) Figure 3.4 from Edwin β€œJed” Herman and Gilbert Strang, Calculus Volume 3, OpenStax, Β© 2018 Rice University, licensed under CC BY-NC-SA 4.0; source: OpenStax Figure 3.4.
Activity 3.3.2.
Recall the vectors \(\mathbf{i}\) and \(\mathbf{j}\) in \(\R^2\) from DefinitionΒ 1.3.8. Consider the vector-valued function \(\mathbf{r}: \R \to \R^3\) defined by the equation
\begin{equation*} \mathbf{r}(t) = (t^2-3t)\mathbf{i} + (4t+1)\mathbf{j}\text{,} \end{equation*}
i.e., the equation
\begin{equation*} \mathbf{r}(t) = \begin{bmatrix}t^2-3t\\4t + 1\end{bmatrix}\text{.} \end{equation*}
(a)
Evaluate \(\mathbf{r}(0)\text{.}\)
Solution.
We substitute \(0\) for \(t\) in the equation above, obtaining that
\begin{align*} \mathbf{r}(0) \amp = ((0)^2 - 3(0)) \mathbf{i} + (4(0) + 1) \mathbf{j}\\ \amp = 0 \mathbf{i} + 1 \mathbf{j}\\ \amp = \mathbf{j}\text{.} \end{align*}
We can also rewrite the equation \(\mathbf{r}(0) = \mathbf{j}\) as \(\mathbf{r}(0) = (0,1)\text{.}\)
(b)
Evaluate \(\mathbf{r}(1)\text{.}\)
Solution.
We calculate that
\begin{align*} \mathbf{r}(1) \amp = ((1)^2 - 3(1)) \mathbf{i} + (4(1) + 1) \mathbf{j}\\ \amp = (1 - 3) \mathbf{i} + (4 + 1) \mathbf{j}\\ \amp = -2 \mathbf{i} + 5 \mathbf{j}\text{.} \end{align*}
Alternatively, we can write \(\mathbf{r}(1) = (-2,5)\text{.}\)
(c)
Evaluate \(\mathbf{r}(-4)\text{.}\)
Solution.
We calculate that
\begin{align*} \mathbf{r}(-4) \amp = (16 + 12) \mathbf{i} + (-16 + 1) \mathbf{j}\\ \amp = 28 \mathbf{i} - 15 \mathbf{j}\text{.} \end{align*}
So \(\mathbf{r}(-4) = (28,-15)\text{.}\)
We use parameterizations mainly to describe position, velocity, and tangent direction along a curve.

Subsubsection Limits and continuity

Definition 3.3.3. Limit of a Vector-Valued Function.
A vector-valued function \(\mathbf{r} : \mathbb{R} \to \mathbb{R}^n\) approaches the limit \(\mathbf{v} \in \mathbb{R}^n\) as \(t\) approaches \(a\text{,}\) written
\begin{equation*} \lim_{t \to a}\mathbf{r}(t) = \mathbf{v}\text{,} \end{equation*}
provided
\begin{equation*} \lim_{t \to a}\|\mathbf{r}(t) - \mathbf{v}\| = 0\text{.} \end{equation*}
This is the limit of a scalar-valued function, and can thus be evaluated using the methods of single-variable calculus.
In practice, calculating and simplifying the expression \(\| \mathbf{r}(t) - \mathbf{v} \|\) in order to evaluate the limit
\begin{equation*} \lim_{t \to a}\|\mathbf{r}(t) - \mathbf{v}\| = 0 \end{equation*}
can be quite cumbersome. Instead, the following theorem allows us to evaluate limits much more easily.
Activity 3.3.3.
Calculate \(\lim_{t \to 3} \mathbf{r}(t)\) for the given vector-valued functions \(\mathbf{r}(t)\text{.}\)
(a)
The function \(\mathbf{r}: \R \to \R^2\) defined by
\begin{equation*} \mathbf{r}(t) = (t^2 - 3t + 4) \mathbf{i} + (4t + 3) \mathbf{j}\text{.} \end{equation*}
Solution.
The component functions of the function \(\mathbf{r}\) are \(r_1(t) = t^2 - 3t + 4\) and \(r_2(t) = 4t + 3\text{.}\) We calculate that
\begin{equation*} \lim_{t \to 3} r_1(t) = \lim_{t \to 3} t^2 - 3t + 4 = (3)^2 - 3(3) + 4 = 4 \end{equation*}
and
\begin{equation*} \lim_{t \to 3} r_2(t) = \lim_{t \to 3} 4t + 3 = 4(3) + 3 = 15\text{.} \end{equation*}
\begin{equation*} \lim_{t \to 3} \mathbf{r}(t) = \begin{bmatrix}4\\15\end{bmatrix}\text{.} \end{equation*}
(b)
The function \(\mathbf{r}: \R \to \R^3\) defined by
\begin{equation*} \mathbf{r}(t) = \left( \frac{2t-4}{t+1} \right) \mathbf{i} + \left( \frac{t^2+1}{2} \right) \mathbf{j} + (4t-3)\mathbf{k}\text{.} \end{equation*}
Solution.
We calculate that
\begin{align*} \lim_{t \to 3}\mathbf{r}(t) &= \lim_{t \to 3}\left[\frac{2t-4}{t+1}\mathbf{i} + \frac{t^2+1}{2}\mathbf{j} + (4t-3)\mathbf{k}\right]\\ &= \left[\lim_{t \to 3}\frac{2t-4}{t+1}\right]\mathbf{i} + \left[\lim_{t \to 3}\frac{t^2+1}{2}\right]\mathbf{j} + \left[\lim_{t \to 3}(4t-3)\right]\mathbf{k}\\ &= \left[\frac{2(3)-4}{3+1}\right]\mathbf{i} + \left[\frac{3^2+1}{2}\right]\mathbf{j} + [(4\cdot 3-3)]\mathbf{k}\\ &= \left[\frac{6-4}{4}\right]\mathbf{i} + \left[\frac{9+1}{2}\right]\mathbf{j} + [12-3]\mathbf{k}\\ &= \frac{1}{2}\mathbf{i} + \frac{10}{2}\mathbf{j} + 9\mathbf{k} \end{align*}
Definition 3.3.5. Continuity of Vector-Valued Functions.
A vector-valued function \(\mathbf{r}(t)\) is continuous at point \(t = a\) if
\begin{equation*} \lim_{t \to a}\mathbf{r}(t) = \mathbf{r}(a) \end{equation*}
That is, a vector-valued function is continuous at point \(t = a\) when the limit of the function as \(t\) approaches \(a\) equals the value of the function at \(a\text{.}\)

Subsubsection Derivatives

Now we define the derivative of a vector-valued function from \(\R\) to \(\R^n\text{.}\)
Definition 3.3.7. Derivative of a Vector-Valued Function.
The derivative of a function \(\mathbf{r}: \R \to \R^n\) is
\begin{equation*} \frac{d \mathbf{r}}{dt}(t) = \mathbf{r}'(t) = \lim_{\Delta t \to 0}\frac{\mathbf{r}(t + \Delta t) - \mathbf{r}(t)}{\Delta t}, \end{equation*}
provided the limit exists. If \(\mathbf{r}'(t)\) exists, then we say \(\mathbf{r}\) is differentiable at \(t\text{.}\) If \(\mathbf{r}'(t)\) exists for all \(t\) in an open interval \((a,b)\text{,}\) then we say \(\mathbf{r}\) is differentiable on \((a,b)\text{.}\) The vector \(\mathbf{r}'(t)\) is called the tangent vector of the curve described by the function \(\mathbf{r}\) at the point \(\mathbf{r}(t)\text{.}\)
Remark 3.3.8.
The derivative \(\mathbf{r}': \R \to \R^n\) of a differentiable function \(\mathbf{r}: \R \to \R^n\) is also a vector-valued function.
As in single variable calculus, we will often have much more efficient methods of calculating the derivative of a function \(\mathbf{r}\text{.}\) But you should be able to work directly from the definition in simple examples.
Activity 3.3.4.
Use the definition to calculate the derivative of the function
\begin{equation*} \mathbf{r}(t) = (2t^2 + 3)\mathbf{i} + (5t - 6)\mathbf{j}\text{.} \end{equation*}
Solution.
The derivative of the function \(\mathbf{r}(t)\) is given by the expression
\begin{equation*} \lim_{\Delta t \to 0}\frac{\mathbf{r}(t + \Delta t) - \mathbf{r}(t)}{\Delta t}\text{.} \end{equation*}
As before, we use TheoremΒ 3.3.4 to evaluate the limit. The two components of the expression
\begin{equation*} \frac{\mathbf{r}(t + \Delta t) - \mathbf{r}(t)}{\Delta t} \end{equation*}
are
\begin{equation*} \frac{(2(t + \Delta t)^2 + 3) - (2t^2 + 3)}{\Delta t} \end{equation*}
and
\begin{equation*} \frac{(5(t + \Delta t) - 6) - (5 t - 6)}{\Delta t}\text{,} \end{equation*}
and it suffices to calculate the limits as \(\Delta t \to 0\) for each component. For \(\Delta t \neq 0\text{,}\) expanding and canceling out like factors gives that
\begin{equation*} \frac{(2(t + \Delta t)^2 + 3) - (2t^2 + 3)}{\Delta t} = 4 t + 2 \Delta t\text{,} \end{equation*}
and so
\begin{equation*} \lim_{\Delta t \to 0} \frac{(2(t + \Delta t)^2 + 3) - (2t^2 + 3)}{\Delta t} = \lim_{\Delta t \to 0} 4t + 2 \Delta t = 4t\text{.} \end{equation*}
Similarly, for \(\Delta t \neq 0\) we can write
\begin{equation*} \frac{(5(t + \Delta t) - 6) - (5 t - 6)}{\Delta t} = 5\text{,} \end{equation*}
and so
\begin{equation*} \lim_{\Delta t \to 0} \frac{(5(t + \Delta t) - 6) - (5 t - 6)}{\Delta t} = \lim_{\Delta t \to 0} 5 = 5\text{.} \end{equation*}
We thus conclude that
\begin{equation*} \mathbf{r}'(t) = \lim_{\Delta t \to 0} \frac{\mathbf{r}(t + \Delta t) - \mathbf{r}(t)}{\Delta t} = \begin{bmatrix}4t\\5\end{bmatrix}\text{.} \end{equation*}
Since TheoremΒ 3.3.4 tells us taking limits of functions from \(\R\) to \(\R^n\) is equivalent to taking the limits of each component function, taking the derivative of such a function is equivalent to taking the derivative of each component function.
Because of TheoremΒ 3.3.9, we can apply all the techniques from single-variable calculus to differentiate functions from \(\R\) to \(\R^n\text{.}\)
Activity 3.3.5.
Find \(\mathbf{r}'(t)\text{,}\) where
\begin{equation*} \mathbf{r}(t) = e^{2t}\; \mathbf{i} + \ln(1+t)\; \mathbf{j} - (\cos t)\; \mathbf{k} \end{equation*}
Solution.
Using TheoremΒ 3.3.9, we calculate that
\begin{align*} \mathbf{r}'(t) \amp = (e^{2t})'\; \mathbf{i} + (\ln(1 + t))'\; \mathbf{j} - (\cos t)'\; \mathbf{k}\\ \amp = 2 e^{2t}\; \mathbf{i} + \frac{1}{1 + t} \; \mathbf{j} + \sin t\; \mathbf{k}\text{.} \end{align*}
If \(\mathbf{r}: \R \to \R^n\text{,}\) then \(\mathbf{r}': \R \to \R^n\) is also a vector-valued function of the same type, so we can consider the second derivatives \(\mathbf{r}''\text{,}\) i.e., the derivative of the function \(\mathbf{r}'\text{.}\)
Activity 3.3.6.
Find \(\mathbf{r}''(t)\text{,}\) where \(\mathbf{r}\) is as in ActivityΒ 3.3.5.
Solution.
In ActivityΒ 3.3.5 we calculated that
\begin{equation*} \mathbf{r}'(t) = 2 e^{2t}\; \mathbf{i} + \left( \frac{1}{1 + t} \right)\; \mathbf{j} + \sin t\; \mathbf{k}\text{.} \end{equation*}
Applying TheoremΒ 3.3.9, we find that
\begin{align*} \mathbf{r}''(t) \amp = (2 e^{2t})'\; \mathbf{i} + \left( \frac{1}{1 + t} \right)'\; \mathbf{j} + (\sin t)'\; \mathbf{k}\\ \amp = 4 e^{2t}\; \mathbf{i} - \frac{1}{(1 + t)^2}\; \mathbf{j} + \cos t\; \mathbf{k}\text{.} \end{align*}

Subsubsection Differentiation rules

Why is this true?.
We prove the dot product rule, in the two dimensional case. Let
\begin{equation*} \mathbf{u}(t) = u_1(t)\mathbf{i} + u_2(t)\mathbf{j} \end{equation*}
and let
\begin{equation*} \mathbf{v}(t) = v_1(t)\mathbf{i} + v_2(t)\mathbf{j}\text{.} \end{equation*}
Then
\begin{equation*} \mathbf{u} \cdot \mathbf{v} = u_1 v_1 + u_2 v_2\text{.} \end{equation*}
Applying the sum and product rules for functions from \(\R\) to \(\R\text{,}\) we find that
\begin{align*} (\mathbf{u} \cdot \mathbf{v})' \amp = (u_1 v_1)' + (u_2 v_2)'\\ \amp = (u_1' v_1 + u_1 v_1') + (u_2' v_2 + u_2 v_2') \\ \amp = (u_1' v_1 + u_2' v_2) + (u_1 v_1' + u_2 v_2') \\ \amp = \mathbf{u}' \cdot \mathbf{v} + \mathbf{u} \cdot \mathbf{v}'\text{.} \end{align*}
Activity 3.3.7.
Find \((\mathbf{u} \cdot \mathbf{v})'\text{,}\) where
\begin{equation*} \mathbf{u}(t) = \cos t\; \mathbf{i} + \sin t\; \mathbf{j} + t\; \mathbf{k} \end{equation*}
and
\begin{equation*} \mathbf{v}(t) = t\; \mathbf{i} + \ln t\; \mathbf{j} + \mathbf{k}\text{.} \end{equation*}
Solution.
We calculate that
\begin{align*} \mathbf{u}' \amp = (\cos t)'\; \mathbf{i} + (\sin t)'\; \mathbf{j} + (t)'\; \mathbf{k}\\ \amp = - \sin t\; \mathbf{i} + \cos t\; \mathbf{j} + \mathbf{k} \end{align*}
and
\begin{align*} \mathbf{v}' \amp = (t)'\; \mathbf{i} + (\ln t)'\; \mathbf{j} + (1)'\; \mathbf{k}\\ \amp = \mathbf{i} + (1/t)\; \mathbf{j} + 0\; \mathbf{k}\text{.} \end{align*}
Thus
\begin{equation*} \mathbf{u} \cdot \mathbf{v}' = \begin{bmatrix}\cos t\\ \sin t\\ t\end{bmatrix} \cdot \begin{bmatrix}1\\1/t\\0\end{bmatrix} = \cos t + \frac{\sin t}{t} \end{equation*}
and
\begin{equation*} \mathbf{u}' \cdot \mathbf{v} = \begin{bmatrix}-\sin t\\ \cos t\\ 1\end{bmatrix} \cdot \begin{bmatrix}t\\ \ln t\\ 1\end{bmatrix} = - t \sin t + \ln t \cos t + 1\text{.} \end{equation*}
So
\begin{align*} (\mathbf{u} \cdot \mathbf{v})' \amp = \mathbf{u} \mathbf{v}' + \mathbf{u}' \mathbf{v}\\ \amp = \left( \cos t + \frac{\sin t}{t} \right) + \left( - t \sin t + \ln t \cos t + 1 \right).\\ \amp = \cos t(1 + \ln t) + \sin t\left( 1/t - t\right) + 1\text{.} \end{align*}
Remark 3.3.11.
Note that in ActivityΒ 3.3.7, since \(\mathbf{v}\) is only well-defined for \(t > 0\text{,}\) the function \(\mathbf{u} \cdot \mathbf{v}\) is also only well-defined for \(t > 0\text{,}\) as is its derivative.