A knot vector is defined as a list of numbers that indicates the points where segments of a curve or surface join, rather than a traditional vector. It is crucial for defining the structure of NURBS (Non-Uniform Rational B-Splines) in mathematical modeling. Different mathematical contexts may use the term "knot" with varying definitions, but in this case, it relates to the points of connection in a piecewise linear approximation. The knot vector essentially represents the parameter values at which the curve changes direction. Understanding the knot vector is vital for accurately modeling and manipulating curves in design software like Rhino.